// 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" ) // Dpotrf 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 blocked version of the algorithm. func (impl Implementation) Dpotrf(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 } nb := impl.Ilaenv(1, "DPOTRF", string(ul), n, -1, -1, -1) if nb <= 1 || n <= nb { return impl.Dpotf2(ul, n, a, lda) } bi := blas64.Implementation() if ul == blas.Upper { for j := 0; j < n; j += nb { jb := min(nb, n-j) bi.Dsyrk(blas.Upper, blas.Trans, jb, j, -1, a[j:], lda, 1, a[j*lda+j:], lda) ok = impl.Dpotf2(blas.Upper, jb, a[j*lda+j:], lda) if !ok { return ok } if j+jb < n { bi.Dgemm(blas.Trans, blas.NoTrans, jb, n-j-jb, j, -1, a[j:], lda, a[j+jb:], lda, 1, a[j*lda+j+jb:], lda) bi.Dtrsm(blas.Left, blas.Upper, blas.Trans, blas.NonUnit, jb, n-j-jb, 1, a[j*lda+j:], lda, a[j*lda+j+jb:], lda) } } return true } for j := 0; j < n; j += nb { jb := min(nb, n-j) bi.Dsyrk(blas.Lower, blas.NoTrans, jb, j, -1, a[j*lda:], lda, 1, a[j*lda+j:], lda) ok := impl.Dpotf2(blas.Lower, jb, a[j*lda+j:], lda) if !ok { return ok } if j+jb < n { bi.Dgemm(blas.NoTrans, blas.Trans, n-j-jb, jb, j, -1, a[(j+jb)*lda:], lda, a[j*lda:], lda, 1, a[(j+jb)*lda+j:], lda) bi.Dtrsm(blas.Right, blas.Lower, blas.Trans, blas.NonUnit, n-j-jb, jb, 1, a[j*lda+j:], lda, a[(j+jb)*lda+j:], lda) } } return true }