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authorPatrick Simianer <simianer@cl.uni-heidelberg.de>2012-11-05 15:29:46 +0100
committerPatrick Simianer <simianer@cl.uni-heidelberg.de>2012-11-05 15:29:46 +0100
commit1db70a45d59946560fbd5db6487b55a8674ef973 (patch)
tree172585dafe4d1462f22d8200e733d52dddb55b1e /gi/posterior-regularisation/invert.hh
parent4dd5216d3afa9ab72b150e250a3c30a5f223ce53 (diff)
parent6bbf03ac46bd57400aa9e65a321a304a234af935 (diff)
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-// 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