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author | Chris Dyer <cdyer@cs.cmu.edu> | 2012-10-11 14:06:32 -0400 |
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committer | Chris Dyer <cdyer@cs.cmu.edu> | 2012-10-11 14:06:32 -0400 |
commit | 07ea7b64b6f85e5798a8068453ed9fd2b97396db (patch) | |
tree | 644496a1690d84d82a396bbc1e39160788beb2cd /gi/posterior-regularisation/invert.hh | |
parent | 37b9e45e5cb29d708f7249dbe0b0fb27685282a0 (diff) | |
parent | a36fcc5d55c1de84ae68c1091ebff2b1c32dc3b7 (diff) |
Merge branch 'master' of https://github.com/redpony/cdec
Diffstat (limited to 'gi/posterior-regularisation/invert.hh')
-rw-r--r-- | gi/posterior-regularisation/invert.hh | 45 |
1 files changed, 0 insertions, 45 deletions
diff --git a/gi/posterior-regularisation/invert.hh b/gi/posterior-regularisation/invert.hh deleted file mode 100644 index d06356e9..00000000 --- a/gi/posterior-regularisation/invert.hh +++ /dev/null @@ -1,45 +0,0 @@ -// The following code inverts the matrix input using LU-decomposition with -// backsubstitution of unit vectors. Reference: Numerical Recipies in C, 2nd -// ed., by Press, Teukolsky, Vetterling & Flannery. -// Code written by Fredrik Orderud. -// http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?LU_Matrix_Inversion - -#ifndef INVERT_MATRIX_HPP -#define INVERT_MATRIX_HPP - -// REMEMBER to update "lu.hpp" header includes from boost-CVS -#include <boost/numeric/ublas/vector.hpp> -#include <boost/numeric/ublas/vector_proxy.hpp> -#include <boost/numeric/ublas/matrix.hpp> -#include <boost/numeric/ublas/triangular.hpp> -#include <boost/numeric/ublas/lu.hpp> -#include <boost/numeric/ublas/io.hpp> - -namespace ublas = boost::numeric::ublas; - -/* Matrix inversion routine. - Uses lu_factorize and lu_substitute in uBLAS to invert a matrix */ -template<class T> -bool invert_matrix(const ublas::matrix<T>& input, ublas::matrix<T>& inverse) -{ - using namespace boost::numeric::ublas; - typedef permutation_matrix<std::size_t> pmatrix; - // create a working copy of the input - matrix<T> A(input); - // create a permutation matrix for the LU-factorization - pmatrix pm(A.size1()); - - // perform LU-factorization - int res = lu_factorize(A,pm); - if( res != 0 ) return false; - - // create identity matrix of "inverse" - inverse.assign(ublas::identity_matrix<T>(A.size1())); - - // backsubstitute to get the inverse - lu_substitute(A, pm, inverse); - - return true; -} - -#endif //INVERT_MATRIX_HPP |