+++ /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 (
- "math"
-
- "gonum.org/v1/gonum/blas"
- "gonum.org/v1/gonum/blas/blas64"
-)
-
-// Dpocon estimates the reciprocal of the condition number of a positive-definite
-// matrix A given the Cholesky decomposition of A. The condition number computed
-// is based on the 1-norm and the ∞-norm.
-//
-// anorm is the 1-norm and the ∞-norm of the original matrix A.
-//
-// work is a temporary data slice of length at least 3*n and Dpocon will panic otherwise.
-//
-// iwork is a temporary data slice of length at least n and Dpocon will panic otherwise.
-func (impl Implementation) Dpocon(uplo blas.Uplo, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64 {
- checkMatrix(n, n, a, lda)
- if uplo != blas.Upper && uplo != blas.Lower {
- panic(badUplo)
- }
- if len(work) < 3*n {
- panic(badWork)
- }
- if len(iwork) < n {
- panic(badWork)
- }
- var rcond float64
- if n == 0 {
- return 1
- }
- if anorm == 0 {
- return rcond
- }
-
- bi := blas64.Implementation()
- var ainvnm float64
- smlnum := dlamchS
- upper := uplo == blas.Upper
- var kase int
- var normin bool
- isave := new([3]int)
- var sl, su float64
- for {
- ainvnm, kase = impl.Dlacn2(n, work[n:], work, iwork, ainvnm, kase, isave)
- if kase == 0 {
- if ainvnm != 0 {
- rcond = (1 / ainvnm) / anorm
- }
- return rcond
- }
- if upper {
- sl = impl.Dlatrs(blas.Upper, blas.Trans, blas.NonUnit, normin, n, a, lda, work, work[2*n:])
- normin = true
- su = impl.Dlatrs(blas.Upper, blas.NoTrans, blas.NonUnit, normin, n, a, lda, work, work[2*n:])
- } else {
- sl = impl.Dlatrs(blas.Lower, blas.NoTrans, blas.NonUnit, normin, n, a, lda, work, work[2*n:])
- normin = true
- su = impl.Dlatrs(blas.Lower, blas.Trans, blas.NonUnit, normin, n, a, lda, work, work[2*n:])
- }
- scale := sl * su
- if scale != 1 {
- ix := bi.Idamax(n, work, 1)
- if scale == 0 || scale < math.Abs(work[ix])*smlnum {
- return rcond
- }
- impl.Drscl(n, scale, work, 1)
- }
- }
-}