+++ /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 (
- "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
-}