+++ /dev/null
-// Copyright ©2015 The Gonum Authors. All rights reserved.
-// Use of this source code is governed by a BSD-style
-// license that can be found in the LICENSE file.
-
-package gonum
-
-import (
- "math"
-
- "gonum.org/v1/gonum/blas/blas64"
-)
-
-// Dgetf2 computes the LU decomposition of the m×n matrix A.
-// The LU decomposition is a factorization of a into
-// A = P * L * U
-// where P is a permutation matrix, L is a unit lower triangular matrix, and
-// U is a (usually) non-unit upper triangular matrix. On exit, L and U are stored
-// in place into a.
-//
-// ipiv is a permutation vector. It indicates that row i of the matrix was
-// changed with ipiv[i]. ipiv must have length at least min(m,n), and will panic
-// otherwise. ipiv is zero-indexed.
-//
-// Dgetf2 returns whether the matrix A is singular. The LU decomposition will
-// be computed regardless of the singularity of A, but division by zero
-// will occur if the false is returned and the result is used to solve a
-// system of equations.
-//
-// Dgetf2 is an internal routine. It is exported for testing purposes.
-func (Implementation) Dgetf2(m, n int, a []float64, lda int, ipiv []int) (ok bool) {
- mn := min(m, n)
- checkMatrix(m, n, a, lda)
- if len(ipiv) < mn {
- panic(badIpiv)
- }
- if m == 0 || n == 0 {
- return true
- }
- bi := blas64.Implementation()
- sfmin := dlamchS
- ok = true
- for j := 0; j < mn; j++ {
- // Find a pivot and test for singularity.
- jp := j + bi.Idamax(m-j, a[j*lda+j:], lda)
- ipiv[j] = jp
- if a[jp*lda+j] == 0 {
- ok = false
- } else {
- // Swap the rows if necessary.
- if jp != j {
- bi.Dswap(n, a[j*lda:], 1, a[jp*lda:], 1)
- }
- if j < m-1 {
- aj := a[j*lda+j]
- if math.Abs(aj) >= sfmin {
- bi.Dscal(m-j-1, 1/aj, a[(j+1)*lda+j:], lda)
- } else {
- for i := 0; i < m-j-1; i++ {
- a[(j+1)*lda+j] = a[(j+1)*lda+j] / a[lda*j+j]
- }
- }
- }
- }
- if j < mn-1 {
- bi.Dger(m-j-1, n-j-1, -1, a[(j+1)*lda+j:], lda, a[j*lda+j+1:], 1, a[(j+1)*lda+j+1:], lda)
- }
- }
- return ok
-}