linalg.h File Reference

Embedded linear algebra math library. More...

#include "types.h"

Go to the source code of this file.

Namespaces
namespace	warpos

Macros
#define	MAT_ELEM(M, row, col, numrows, numcols)
#define	SQRTF(x)

Functions
void	warpos::matmul (const char *ta, const char *tb, int n, int k, int m, floating_point alpha, const floating_point *A, const floating_point *B, floating_point beta, floating_point *C)
void	warpos::matmulsym (const floating_point *A_sym, const floating_point *B, int n, int m, floating_point *C)
	Multiplication of symmetric matrix A with B: C = A*B.
void	warpos::mateye (floating_point *A, int n)
	Fill array with an identity matrix.
int	warpos::cholesky (floating_point *A, const int n, int onlyWriteLowerPart)
	Calculate the lower triangular matrix L, so that L*L' = A. Operation count: n^3/6 with n square roots. BLAS equivalent: ?potrf.
void	warpos::trisolve (const floating_point *A, floating_point *B, int n, int m, const char *tp)
	Triangular solve BLAS: ?trsm.
void	warpos::trisolveright (const floating_point *L, floating_point *A, int n, int m, const char *tp)
	Triangular solve (right hand side). BLAS: ?trsm.
void	warpos::symmetricrankupdate (floating_point *P, const floating_point *E, int n, int m)
	Symmetric rank update. P = P - E*E'.
int	warpos::udu (const floating_point *A, floating_point *U, floating_point *d, const int n)
	UDU decomposition of a symmetrical n x n matrix so that A = U*D*U'.

Detailed Description

Embedded linear algebra math library.

KFCore

Author

Jan Zwiener (jan@z.nosp@m.wien.nosp@m.er.or.nosp@m.g)

Note: all matrices are stored in column-major order.

Macro Definition Documentation

MAT_ELEM

#define MAT_ELEM	(		M,
			row,
			col,
			numrows,
			numcols )

Value:

(M[row + col * numrows])

SQRTF

#define SQRTF

(

x

)

Value:

sqrtf(x)