ls_solve.cpp File Reference

Implementation of functions for solving linear equation systems. More...

#include <itpp/config.h>
#include <itpp/base/algebra/ls_solve.h>

Functions
bool	itpp::ls_solve_chol (const mat &A, const vec &b, vec &x)
	Solve linear equation system by Cholesky factorisation.
bool	itpp::ls_solve_chol (const mat &A, const mat &B, mat &X)
	Solve linear equation system by Cholesky factorisation.
bool	itpp::ls_solve_chol (const cmat &A, const cvec &b, cvec &x)
	Solve linear equation system by Cholesky factorisation.
bool	itpp::ls_solve_chol (const cmat &A, const cmat &B, cmat &X)
	Solve linear equation system by Cholesky factorisation.
vec	itpp::ls_solve_chol (const mat &A, const vec &b)
	Solve linear equation system by Cholesky factorisation.
mat	itpp::ls_solve_chol (const mat &A, const mat &B)
	Solve linear equation system by Cholesky factorisation.
cvec	itpp::ls_solve_chol (const cmat &A, const cvec &b)
	Solve linear equation system by Cholesky factorisation.
cmat	itpp::ls_solve_chol (const cmat &A, const cmat &B)
	Solve linear equation system by Cholesky factorisation.
bool	itpp::ls_solve (const mat &A, const vec &b, vec &x)
	Solve linear equation system by LU factorisation.
bool	itpp::ls_solve (const mat &A, const mat &B, mat &X)
	Solve multiple linear equations by LU factorisation.
bool	itpp::ls_solve (const cmat &A, const cvec &b, cvec &x)
	Solve linear equation system by LU factorisation.
bool	itpp::ls_solve (const cmat &A, const cmat &B, cmat &X)
	Solve multiple linear equations by LU factorisation.
vec	itpp::ls_solve (const mat &A, const vec &b)
	Solve linear equation system by LU factorisation.
mat	itpp::ls_solve (const mat &A, const mat &B)
	Solve multiple linear equations by LU factorisation.
cvec	itpp::ls_solve (const cmat &A, const cvec &b)
	Solve linear equation system by LU factorisation.
cmat	itpp::ls_solve (const cmat &A, const cmat &B)
	Solve multiple linear equations by LU factorisation.
bool	itpp::ls_solve_od (const mat &A, const vec &b, vec &x)
	Solves overdetermined linear equation systems.
bool	itpp::ls_solve_od (const mat &A, const mat &B, mat &X)
	Solves overdetermined linear equation systems.
bool	itpp::ls_solve_od (const cmat &A, const cvec &b, cvec &x)
	Solves overdetermined linear equation systems.
bool	itpp::ls_solve_od (const cmat &A, const cmat &B, cmat &X)
	Solves overdetermined linear equation systems.
vec	itpp::ls_solve_od (const mat &A, const vec &b)
	Solves overdetermined linear equation systems.
mat	itpp::ls_solve_od (const mat &A, const mat &B)
	Solves overdetermined linear equation systems.
cvec	itpp::ls_solve_od (const cmat &A, const cvec &b)
	Solves overdetermined linear equation systems.
cmat	itpp::ls_solve_od (const cmat &A, const cmat &B)
	Solves overdetermined linear equation systems.
bool	itpp::ls_solve_ud (const mat &A, const vec &b, vec &x)
	Solves underdetermined linear equation systems.
bool	itpp::ls_solve_ud (const mat &A, const mat &B, mat &X)
	Solves underdetermined linear equation systems.
bool	itpp::ls_solve_ud (const cmat &A, const cvec &b, cvec &x)
	Solves underdetermined linear equation systems.
bool	itpp::ls_solve_ud (const cmat &A, const cmat &B, cmat &X)
	Solves underdetermined linear equation systems.
vec	itpp::ls_solve_ud (const mat &A, const vec &b)
	Solves overdetermined linear equation systems.
mat	itpp::ls_solve_ud (const mat &A, const mat &B)
	Solves underdetermined linear equation systems.
cvec	itpp::ls_solve_ud (const cmat &A, const cvec &b)
	Solves overdetermined linear equation systems.
cmat	itpp::ls_solve_ud (const cmat &A, const cmat &B)
	Solves underdetermined linear equation systems.
bool	itpp::backslash (const mat &A, const vec &b, vec &x)
	A general linear equation system solver.
vec	itpp::backslash (const mat &A, const vec &b)
	A general linear equation system solver.
bool	itpp::backslash (const mat &A, const mat &B, mat &X)
	A general linear equation system solver.
mat	itpp::backslash (const mat &A, const mat &B)
	A general linear equation system solver.
bool	itpp::backslash (const cmat &A, const cvec &b, cvec &x)
	A general linear equation system solver.
cvec	itpp::backslash (const cmat &A, const cvec &b)
	A general linear equation system solver.
bool	itpp::backslash (const cmat &A, const cmat &B, cmat &X)
	A general linear equation system solver.
cmat	itpp::backslash (const cmat &A, const cmat &B)
	A general linear equation system solver.
vec	itpp::forward_substitution (const mat &L, const vec &b)
	Forward substitution of square matrix.
void	itpp::forward_substitution (const mat &L, const vec &b, vec &x)
	Forward substitution of square matrix.
vec	itpp::forward_substitution (const mat &L, int p, const vec &b)
	Forward substitution of band matrices.
void	itpp::forward_substitution (const mat &L, int p, const vec &b, vec &x)
	Forward substitution of band matrices.
vec	itpp::backward_substitution (const mat &U, const vec &b)
	Backward substitution of square matrix.
void	itpp::backward_substitution (const mat &U, const vec &b, vec &x)
	Backward substitution of square matrix.
vec	itpp::backward_substitution (const mat &U, int q, const vec &b)
	Backward substitution of band matrix.
void	itpp::backward_substitution (const mat &U, int q, const vec &b, vec &x)
	Backward substitution of band matrix.

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Detailed Description

Implementation of functions for solving linear equation systems.

Author:

Tony Ottosson

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Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

IT++ is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with IT++. If not, see <http://www.gnu.org/licenses/>.

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