dakota_linear_algebra.hpp File Reference

Dakota linear algebra utilities. More...

Namespaces
	Dakota
	The primary namespace for DAKOTA.

Functions
void	singular_value_decomp (RealMatrix &matrix, RealVector &singular_vals, RealMatrix &v_trans, bool compute_vectors=true)
	Compute the SVD of an arbitrary matrix A = USV^T. More...
void	singular_values (RealMatrix &matrix, RealVector &singular_values)
	compute the singular values without storing any singular vectors (A will be destroyed)
void	pseudo_inverse (RealMatrix &A, RealMatrix &A_inv, Real &rcond)
	compute the pseudo-inverse by SVD (A is overwritten by U)
void	pseudo_inverse (const RealSymMatrix &A, RealMatrix &A_inv, Real &rcond)
	compute the pseudo-inverse for a symmetric matrix by SVD
void	pseudo_inverse (const RealSymMatrix &A, RealSymMatrix &A_inv, Real &rcond)
	compute the pseudo-inverse for a symmetric matrix by SVD
int	cholesky_solve (RealSymMatrix &A, RealMatrix &X, RealMatrix &B, bool copy_A=false, bool copy_B=false, bool hard_error=true)
	Perform a Cholesky factorization and solve; propagate LAPACK return codes.
void	matrixTripleProduct (const Real alpha, const RealMatrix &A, const RealMatrix &W, RealMatrix &B)
	helper for B = W^T A W for general A and W
void	matrixTripleProduct (const Real alpha, const RealMatrix &A, const RealSymMatrix &W, RealMatrix &B)
	helper for B = W^T A W for symmetric W and general A (Teuchos::symMatTripleProduct() handles symmetric A,B with general W)
void	matrixTripleProduct (const Real alpha, const RealSymMatrix &A, const RealSymMatrix &W, RealSymMatrix &B)
	helper for B = W^T A W for symmetric A and W (Teuchos::symMatTripleProduct() handles symmetric A,B with general W)
Real	matVecTripleProduct (const Real alpha, const RealVector &v1, const RealMatrix &A, const RealVector &v2)
	helper for v1^T A v2 for general A
Real	matVecTripleProduct (const Real alpha, const RealVector &v1, const RealSymMatrix &A, const RealVector &v2)
	helper for v1^T A v2 for symmetric A
int	qr (RealMatrix &A)
	Compute an in-place QR factorization A = QR. More...
int	qr_rsolve (const RealMatrix &q_r, bool transpose, RealMatrix &rhs)
	Perform a multiple right-hand sides Rinv * rhs solve using the R from a qr factorization. More...
double	det_AtransA (RealMatrix &A)
	Use SVD to compute det(A'*A), destroying A with the SVD.
void	symmetric_eigenvalue_decomposition (const RealSymMatrix &matrix, RealVector &eigenvalues, RealMatrix &eigenvectors)
	Computes the eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. More...

Detailed Description

Dakota linear algebra utilities.

Convenience functions to perform Teuchos::LAPACK operations on Dakota RealMatrix/RealVector