+++ /dev/null
-// Copyright ©2017 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"
-)
-
-// Dpbtf2 computes the Cholesky factorization of a symmetric positive banded
-// matrix ab. The matrix ab is n×n with kd diagonal bands. The Cholesky
-// factorization computed is
-// A = U^T * U if ul == blas.Upper
-// A = L * L^T if ul == blas.Lower
-// ul also specifies the storage of ab. If ul == blas.Upper, then
-// ab is stored as an upper-triangular banded matrix with kd super-diagonals,
-// and if ul == blas.Lower, ab is stored as a lower-triangular banded matrix
-// with kd sub-diagonals. On exit, the banded matrix U or L is stored in-place
-// into ab depending on the value of ul. Dpbtf2 returns whether the factorization
-// was successfully completed.
-//
-// The band storage scheme is illustrated below when n = 6, and kd = 2.
-// The resulting Cholesky decomposition is stored in the same elements as the
-// input band matrix (a11 becomes u11 or l11, etc.).
-//
-// ul = blas.Upper
-// a11 a12 a13
-// a22 a23 a24
-// a33 a34 a35
-// a44 a45 a46
-// a55 a56 *
-// a66 * *
-//
-// ul = blas.Lower
-// * * a11
-// * a21 a22
-// a31 a32 a33
-// a42 a43 a44
-// a53 a54 a55
-// a64 a65 a66
-//
-// Dpbtf2 is the unblocked version of the algorithm, see Dpbtrf for the blocked
-// version.
-//
-// Dpbtf2 is an internal routine, exported for testing purposes.
-func (Implementation) Dpbtf2(ul blas.Uplo, n, kd int, ab []float64, ldab int) (ok bool) {
- if ul != blas.Upper && ul != blas.Lower {
- panic(badUplo)
- }
- checkSymBanded(ab, n, kd, ldab)
- if n == 0 {
- return
- }
- bi := blas64.Implementation()
- kld := max(1, ldab-1)
- if ul == blas.Upper {
- for j := 0; j < n; j++ {
- // Compute U(J,J) and test for non positive-definiteness.
- ajj := ab[j*ldab]
- if ajj <= 0 {
- return false
- }
- ajj = math.Sqrt(ajj)
- ab[j*ldab] = ajj
- // Compute elements j+1:j+kn of row J and update the trailing submatrix
- // within the band.
- kn := min(kd, n-j-1)
- if kn > 0 {
- bi.Dscal(kn, 1/ajj, ab[j*ldab+1:], 1)
- bi.Dsyr(blas.Upper, kn, -1, ab[j*ldab+1:], 1, ab[(j+1)*ldab:], kld)
- }
- }
- return true
- }
- for j := 0; j < n; j++ {
- // Compute L(J,J) and test for non positive-definiteness.
- ajj := ab[j*ldab+kd]
- if ajj <= 0 {
- return false
- }
- ajj = math.Sqrt(ajj)
- ab[j*ldab+kd] = ajj
-
- // Compute elements J+1:J+KN of column J and update the trailing submatrix
- // within the band.
- kn := min(kd, n-j-1)
- if kn > 0 {
- bi.Dscal(kn, 1/ajj, ab[(j+1)*ldab+kd-1:], kld)
- bi.Dsyr(blas.Lower, kn, -1, ab[(j+1)*ldab+kd-1:], kld, ab[(j+1)*ldab+kd:], kld)
- }
- }
- return true
-}