// 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 native import ( "github.com/gonum/blas" "github.com/gonum/blas/blas64" ) // Dgetrf computes the LU decomposition of the m×n matrix A. // The LU decomposition is a factorization of A into // A = P * L * U // where P is a permutation matrix, L is a unit lower triangular matrix, and // U is a (usually) non-unit upper triangular matrix. On exit, L and U are stored // in place into a. // // ipiv is a permutation vector. It indicates that row i of the matrix was // changed with ipiv[i]. ipiv must have length at least min(m,n), and will panic // otherwise. ipiv is zero-indexed. // // Dgetrf is the blocked version of the algorithm. // // Dgetrf returns whether the matrix A is singular. The LU decomposition will // be computed regardless of the singularity of A, but division by zero // will occur if the false is returned and the result is used to solve a // system of equations. func (impl Implementation) Dgetrf(m, n int, a []float64, lda int, ipiv []int) (ok bool) { mn := min(m, n) checkMatrix(m, n, a, lda) if len(ipiv) < mn { panic(badIpiv) } if m == 0 || n == 0 { return false } bi := blas64.Implementation() nb := impl.Ilaenv(1, "DGETRF", " ", m, n, -1, -1) if nb <= 1 || nb >= min(m, n) { // Use the unblocked algorithm. return impl.Dgetf2(m, n, a, lda, ipiv) } ok = true for j := 0; j < mn; j += nb { jb := min(mn-j, nb) blockOk := impl.Dgetf2(m-j, jb, a[j*lda+j:], lda, ipiv[j:]) if !blockOk { ok = false } for i := j; i <= min(m-1, j+jb-1); i++ { ipiv[i] = j + ipiv[i] } impl.Dlaswp(j, a, lda, j, j+jb-1, ipiv[:j+jb], 1) if j+jb < n { impl.Dlaswp(n-j-jb, a[j+jb:], lda, j, j+jb-1, ipiv[:j+jb], 1) bi.Dtrsm(blas.Left, blas.Lower, blas.NoTrans, blas.Unit, jb, n-j-jb, 1, a[j*lda+j:], lda, a[j*lda+j+jb:], lda) if j+jb < m { bi.Dgemm(blas.NoTrans, blas.NoTrans, m-j-jb, n-j-jb, jb, -1, a[(j+jb)*lda+j:], lda, a[j*lda+j+jb:], lda, 1, a[(j+jb)*lda+j+jb:], lda) } } } return ok }