Source: det_by

det_by_lu.hpp

Headings

@(@\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }@)@Source: det_by_lu

# ifndef CPPAD_DET_BY_LU_HPP


# define CPPAD_DET_BY_LU_HPP

# include <cppad/utility/vector.hpp>
# include <cppad/utility/lu_solve.hpp>

// BEGIN CppAD namespace
namespace CppAD {

template <class Scalar>
class det_by_lu {
private:
     const size_t m_;
     const size_t n_;
     CppAD::vector<Scalar> A_;
     CppAD::vector<Scalar> B_;
     CppAD::vector<Scalar> X_;
public:
     det_by_lu(size_t n) : m_(0), n_(n), A_(n * n)
     {     }

     template <class Vector>
     inline Scalar operator()(const Vector &x)
     {

          Scalar       logdet;
          Scalar       det;
          int          signdet;
          size_t       i;

          // copy matrix so it is not overwritten
          for(i = 0; i < n_ * n_; i++)
               A_[i] = x[i];

          // comput log determinant
          signdet = CppAD::LuSolve(
               n_, m_, A_, B_, X_, logdet);

/*
          // Do not do this for speed test because it makes floating
          // point operation sequence very simple.
          if( signdet == 0 )
               det = 0;
          else     det =  Scalar( signdet ) * exp( logdet );
*/

          // convert to determinant
          det     = Scalar( signdet ) * exp( logdet );

# ifdef FADBAD
          // Fadbad requires tempories to be set to constants
          for(i = 0; i < n_ * n_; i++)
               A_[i] = 0;
# endif

          return det;
     }
};
} // END CppAD namespace
# endif

Input File: omh/det_by_lu_hpp.omh