+++ /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"
-)
-
-// 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
-}