overload ldl_solve to perform the LDL^T factorization and solve in on…

…e all
roryhubbard · Dec 5, 2022 · db703ce · db703ce
1 parent e9ce0b6
commit db703ce
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diff --git a/casadi/core/matrix_decl.hpp b/casadi/core/matrix_decl.hpp
@@ -476,6 +476,7 @@ namespace casadi {
                     std::vector<casadi_int>& p, bool amd=true);
     static Matrix<Scalar> ldl_solve(const Matrix<Scalar>& b, const Matrix<Scalar>& D,
                                     const Matrix<Scalar>& LT, const std::vector<casadi_int>& p);
+    static Matrix<Scalar> ldl_solve(const Matrix<Scalar>& A, const Matrix<Scalar>& b);
     static Matrix<Scalar> all(const Matrix<Scalar>& x);
     static Matrix<Scalar> any(const Matrix<Scalar>& x);
     static Matrix<Scalar> adj(const Matrix<Scalar>& x);
@@ -584,6 +585,12 @@ namespace casadi {
       return Matrix<Scalar>::ldl_solve(b, D, LT, p);
     }
 
+    /** \brief Perform LDL^T factorization of A and then solve Ax=b for x */
+    friend inline Matrix<Scalar>
+    ldl_solve(const Matrix<Scalar>& A, const Matrix<Scalar>& b) {
+      return Matrix<Scalar>::ldl_solve(A, b);
+    }
+
     /** \brief Returns true only if any element in the matrix is true
 
         \identifier{18y} */

diff --git a/casadi/core/matrix_impl.hpp b/casadi/core/matrix_impl.hpp
@@ -2102,6 +2102,16 @@ namespace casadi {
     return x;
   }
 
+  template<typename Scalar>
+  Matrix<Scalar> Matrix<Scalar>::
+  ldl_solve(const Matrix<Scalar>& A, const Matrix<Scalar>& b) {
+    // Perform an LDL transformation
+    Matrix<Scalar> D, LT;
+    std::vector<casadi_int> p;
+    ldl(A, D, LT, p, false);
+    return ldl_solve(b, D, LT, p);
+  }
+
   template<typename Scalar>
   Matrix<Scalar> Matrix<Scalar>::nullspace(const Matrix<Scalar>& A) {
     Matrix<Scalar> X = A;