+++ /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 (
- "gonum.org/v1/gonum/blas"
- "gonum.org/v1/gonum/blas/blas64"
-)
-
-// Dgetri computes the inverse of the matrix A using the LU factorization computed
-// by Dgetrf. On entry, a contains the PLU decomposition of A as computed by
-// Dgetrf and on exit contains the reciprocal of the original matrix.
-//
-// Dgetri will not perform the inversion if the matrix is singular, and returns
-// a boolean indicating whether the inversion was successful.
-//
-// work is temporary storage, and lwork specifies the usable memory length.
-// At minimum, lwork >= n and this function will panic otherwise.
-// Dgetri is a blocked inversion, but the block size is limited
-// by the temporary space available. If lwork == -1, instead of performing Dgetri,
-// the optimal work length will be stored into work[0].
-func (impl Implementation) Dgetri(n int, a []float64, lda int, ipiv []int, work []float64, lwork int) (ok bool) {
- checkMatrix(n, n, a, lda)
- if len(ipiv) < n {
- panic(badIpiv)
- }
- nb := impl.Ilaenv(1, "DGETRI", " ", n, -1, -1, -1)
- if lwork == -1 {
- work[0] = float64(n * nb)
- return true
- }
- if lwork < n {
- panic(badWork)
- }
- if len(work) < lwork {
- panic(badWork)
- }
- if n == 0 {
- return true
- }
- ok = impl.Dtrtri(blas.Upper, blas.NonUnit, n, a, lda)
- if !ok {
- return false
- }
- nbmin := 2
- ldwork := nb
- if nb > 1 && nb < n {
- iws := max(ldwork*n, 1)
- if lwork < iws {
- nb = lwork / ldwork
- nbmin = max(2, impl.Ilaenv(2, "DGETRI", " ", n, -1, -1, -1))
- }
- }
- bi := blas64.Implementation()
- // TODO(btracey): Replace this with a more row-major oriented algorithm.
- if nb < nbmin || nb >= n {
- // Unblocked code.
- for j := n - 1; j >= 0; j-- {
- for i := j + 1; i < n; i++ {
- work[i*ldwork] = a[i*lda+j]
- a[i*lda+j] = 0
- }
- if j < n {
- bi.Dgemv(blas.NoTrans, n, n-j-1, -1, a[(j+1):], lda, work[(j+1)*ldwork:], ldwork, 1, a[j:], lda)
- }
- }
- } else {
- nn := ((n - 1) / nb) * nb
- for j := nn; j >= 0; j -= nb {
- jb := min(nb, n-j)
- for jj := j; jj < j+jb-1; jj++ {
- for i := jj + 1; i < n; i++ {
- work[i*ldwork+(jj-j)] = a[i*lda+jj]
- a[i*lda+jj] = 0
- }
- }
- if j+jb < n {
- bi.Dgemm(blas.NoTrans, blas.NoTrans, n, jb, n-j-jb, -1, a[(j+jb):], lda, work[(j+jb)*ldwork:], ldwork, 1, a[j:], lda)
- bi.Dtrsm(blas.Right, blas.Lower, blas.NoTrans, blas.Unit, n, jb, 1, work[j*ldwork:], ldwork, a[j:], lda)
- }
- }
- }
- for j := n - 2; j >= 0; j-- {
- jp := ipiv[j]
- if jp != j {
- bi.Dswap(n, a[j:], lda, a[jp:], lda)
- }
- }
- return true
-}