NAME
do_lapack_matrix_inversion_2 - Uses lapack to invert matrices and compute determinant.
SYNOPSIS
#include "wrap_lapack/wrap_lapack.h"
Example compile flags (system dependent):
-DLINUX_X86_64 -DLINUX_X86_64_OPTERON -DGNU_COMPILER
-I/home/kobus/include
-L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
-lKJB -lfftw3 -lgsl -lgslcblas -ljpeg -lSVM -lstdc++ -lpthread -lSLATEC -lg2c -lacml -lacml_mv -lblas -lg2c -lncursesw
int do_lapack_matrix_inversion_2
(
Matrix **target_mpp,
const Matrix *input_mp,
double *log_det,
int *det_sign
);
DESCRIPTION
Because inversion requires LU decomposition, computing the determinant
at the same time is very cheap.
To avoid numeric overflow, the log of the absolute value of the determinant
is returned in log_det. The sign of the determinant (1, -1) is stored in
det_sign. Setting either to NULL will skip the determinant computation.
If this routine was not compiled with lapack available, then it returns
ERROR with an appropriate error being set.
RETURNS
NO_ERROR on success, and ERROR on failure, with an appropriate error
message being set.
DISCLAIMER
This software is not adequatedly tested. It is recomended that
results are checked independantly where appropriate.
AUTHOR
Kobus Barnard
DOCUMENTER
Kobus Barnard
SEE ALSO
lapack_solve_triangular
,
lapack_solve_upper_triangular
,
lapack_solve_symmetric
,
lapack_solve_symmetric_pd
,
lapack_solve
,
lapack_diagonalize
,
lapack_qr_decompose
,
do_lapack_svd
,
do_lapack_matrix_inversion
,
do_lapack_cholesky_decomposition
,
do_lapack_cholesky_decomposition_2