// 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 }