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