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[bytom/vapor.git] / vendor / gonum.org / v1 / gonum / lapack / gonum / dpotf2.go

diff --git a/vendor/gonum.org/v1/gonum/lapack/gonum/dpotf2.go b/vendor/gonum.org/v1/gonum/lapack/gonum/dpotf2.go
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+++ b/vendor/gonum.org/v1/gonum/lapack/gonum/dpotf2.go
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+// 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"
+       "gonum.org/v1/gonum/blas/blas64"
+)
+
+// Dpotf2 computes the Cholesky decomposition of the symmetric positive definite
+// matrix a. If ul == blas.Upper, then a is stored as an upper-triangular matrix,
+// and a = U^T U is stored in place into a. If ul == blas.Lower, then a = L L^T
+// is computed and stored in-place into a. If a is not positive definite, false
+// is returned. This is the unblocked version of the algorithm.
+//
+// Dpotf2 is an internal routine. It is exported for testing purposes.
+func (Implementation) Dpotf2(ul blas.Uplo, n int, a []float64, lda int) (ok bool) {
+       if ul != blas.Upper && ul != blas.Lower {
+               panic(badUplo)
+       }
+       checkMatrix(n, n, a, lda)
+
+       if n == 0 {
+               return true
+       }
+
+       bi := blas64.Implementation()
+       if ul == blas.Upper {
+               for j := 0; j < n; j++ {
+                       ajj := a[j*lda+j]
+                       if j != 0 {
+                               ajj -= bi.Ddot(j, a[j:], lda, a[j:], lda)
+                       }
+                       if ajj <= 0 || math.IsNaN(ajj) {
+                               a[j*lda+j] = ajj
+                               return false
+                       }
+                       ajj = math.Sqrt(ajj)
+                       a[j*lda+j] = ajj
+                       if j < n-1 {
+                               bi.Dgemv(blas.Trans, j, n-j-1,
+                                       -1, a[j+1:], lda, a[j:], lda,
+                                       1, a[j*lda+j+1:], 1)
+                               bi.Dscal(n-j-1, 1/ajj, a[j*lda+j+1:], 1)
+                       }
+               }
+               return true
+       }
+       for j := 0; j < n; j++ {
+               ajj := a[j*lda+j]
+               if j != 0 {
+                       ajj -= bi.Ddot(j, a[j*lda:], 1, a[j*lda:], 1)
+               }
+               if ajj <= 0 || math.IsNaN(ajj) {
+                       a[j*lda+j] = ajj
+                       return false
+               }
+               ajj = math.Sqrt(ajj)
+               a[j*lda+j] = ajj
+               if j < n-1 {
+                       bi.Dgemv(blas.NoTrans, n-j-1, j,
+                               -1, a[(j+1)*lda:], lda, a[j*lda:], 1,
+                               1, a[(j+1)*lda+j:], lda)
+                       bi.Dscal(n-j-1, 1/ajj, a[(j+1)*lda+j:], lda)
+               }
+       }
+       return true
+}