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

double_det_lu.cpp

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Double Speed: Determinant Using Lu Factorization

Specifications

See link_det_lu .

Implementation

# include <cppad/utility/vector.hpp>
# include <cppad/speed/det_by_lu.hpp>
# include <cppad/speed/uniform_01.hpp>

// Note that CppAD uses global_option["memory"] at the main program level
# include <map>
extern std::map<std::string, bool> global_option;

bool link_det_lu(
   size_t                           size     ,
   size_t                           repeat   ,
   CppAD::vector<double>           &matrix   ,
   CppAD::vector<double>           &det      )
{
   if(global_option["onetape"]||global_option["atomic"]||global_option["optimize"])
      return false;
   // -----------------------------------------------------
   // setup
   CppAD::det_by_lu<double>  Det(size);
   size_t n = size * size; // number of independent variables

   // ------------------------------------------------------

   while(repeat--)
   {  // get the next matrix
      CppAD::uniform_01(n, matrix);

      // computation of the determinant
      det[0] = Det(matrix);
   }
   return true;
}