53 lines
1.4 KiB
C
53 lines
1.4 KiB
C
|
/*******************************************************************************
|
||
|
|
* Copyright (c) 2020 Konduit K.K.
|
||
|
|
*
|
||
|
|
* This program and the accompanying materials are made available under the
|
||
|
|
* terms of the Apache License, Version 2.0 which is available at
|
||
|
|
* https://www.apache.org/licenses/LICENSE-2.0.
|
||
|
|
*
|
||
|
|
* Unless required by applicable law or agreed to in writing, software
|
||
|
|
* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
|
||
|
|
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
|
||
|
|
* License for the specific language governing permissions and limitations
|
||
|
|
* under the License.
|
||
|
|
*
|
||
|
|
* SPDX-License-Identifier: Apache-2.0
|
||
|
|
******************************************************************************/
|
||
|
|
|
||
|
|
//
|
||
|
|
// @author Yurii Shyrma (iuriish@yahoo.com)
|
||
|
|
//
|
||
|
|
|
||
|
|
#ifndef LIBND4J_FULLPIVLU_H
|
||
|
|
#define LIBND4J_FULLPIVLU_H
|
||
|
|
|
||
|
|
#include <array/NDArray.h>
|
||
|
|
|
||
|
|
namespace sd {
|
||
|
|
namespace ops {
|
||
|
|
namespace helpers {
|
||
|
|
|
||
|
|
// class solves equation A*x = b for x, by procedure of LU decomposition of input matrix A with complete pivoting
|
||
|
|
// LU decomposition of a matrix is:
|
||
|
|
// A = P^-1 * L * U * Q^-1
|
||
|
|
// L is unit-lower-triangular,
|
||
|
|
// U is upper-triangular,
|
||
|
|
// and P and Q are permutation matrices for rows and columns correspondingly
|
||
|
|
|
||
|
|
template <typename T>
|
||
|
|
class FullPivLU {
|
||
|
|
|
||
|
|
public:
|
||
|
|
|
||
|
|
// A{M,K} * x{K,N} = b{M,N}
|
||
|
|
static void solve(const NDArray& A, const NDArray& b, NDArray& x);
|
||
|
|
};
|
||
|
|
|
||
|
|
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
#endif //LIBND4J_FULLPIVLU_H
|