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