Function UTinverse

bayes/src/UdU.cpp:560–599

bool UTinverse (UTriMatrix& U)
/* In-place (destructive) inversion of upper triangular matrix in U
 *
 * Output:
 *    U: inv(U)
 * Return:
 *    singularity (of U), true iff diagonal of U has a zero element
 */
{
	const std::size_t n = U.size1();
	assert (n == U.size2());

	bool singular = false;
	// Invert U in place
	if (n > 0)
	{
		std::size_t i = n-1;
		do {
			UTriMatrix::Row Ui(U,i);
			UTriMatrix::value_type d = Ui[i];
			if (d == 0)
			{
				singular = true;
				break;
			}
			d = 1/d;
			Ui[i] = d;

			for (std::size_t j = n-1; j > i; --j)
			{
				UTriMatrix::value_type e = 0.;
				for (std::size_t k = i+1; k <= j; ++k)
					e -= Ui[k] * U(k,j);
				Ui[j] = e*d;
			}
		} while (i-- > 0);
	}

	return singular;
}


void UdUrecompose_transpose (RowMatrix& M)