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gonum/cgo/lapack.go
2015-12-04 10:55:30 -07:00

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// 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 cgo provides an interface to bindings for a C LAPACK library.
package cgo
import (
"github.com/gonum/blas"
"github.com/gonum/lapack"
"github.com/gonum/lapack/cgo/clapack"
)
// Copied from lapack/native. Keep in sync.
const (
absIncNotOne = "lapack: increment not one or negative one"
badDiag = "lapack: bad diag"
badDirect = "lapack: bad direct"
badIpiv = "lapack: insufficient permutation length"
badLdA = "lapack: index of a out of range"
badNorm = "lapack: bad norm"
badPivot = "lapack: bad pivot"
badSide = "lapack: bad side"
badSlice = "lapack: bad input slice length"
badStore = "lapack: bad store"
badTau = "lapack: tau has insufficient length"
badTrans = "lapack: bad trans"
badUplo = "lapack: illegal triangle"
badWork = "lapack: insufficient working memory"
badWorkStride = "lapack: insufficient working array stride"
badZ = "lapack: insufficient z length"
kGTM = "lapack: k > m"
kGTN = "lapack: k > n"
kLT0 = "lapack: k < 0"
mLTN = "lapack: m < n"
negDimension = "lapack: negative matrix dimension"
nLT0 = "lapack: n < 0"
nLTM = "lapack: n < m"
shortWork = "lapack: working array shorter than declared"
)
func min(m, n int) int {
if m < n {
return m
}
return n
}
func max(m, n int) int {
if m < n {
return n
}
return m
}
// checkMatrix verifies the parameters of a matrix input.
// Copied from lapack/native. Keep in sync.
func checkMatrix(m, n int, a []float64, lda int) {
if m < 0 {
panic("lapack: has negative number of rows")
}
if m < 0 {
panic("lapack: has negative number of columns")
}
if lda < n {
panic("lapack: stride less than number of columns")
}
if len(a) < (m-1)*lda+n {
panic("lapack: insufficient matrix slice length")
}
}
// Implementation is the cgo-based C implementation of LAPACK routines.
type Implementation struct{}
var _ lapack.Float64 = Implementation{}
// Dlacpy copies the elements of A specified by uplo into B. Uplo can specify
// a triangular portion with blas.Upper or blas.Lower, or can specify all of the
// elemest with blas.All.
func (impl Implementation) Dlacpy(uplo blas.Uplo, m, n int, a []float64, lda int, b []float64, ldb int) {
checkMatrix(m, n, a, lda)
checkMatrix(m, n, b, ldb)
clapack.Dlacpy(uplo, m, n, a, lda, b, ldb)
}
// Dlange computes the matrix norm of the general m×n matrix a. The input norm
// specifies the norm computed.
// lapack.MaxAbs: the maximum absolute value of an element.
// lapack.MaxColumnSum: the maximum column sum of the absolute values of the entries.
// lapack.MaxRowSum: the maximum row sum of the absolute values of the entries.
// lapack.Frobenius: the square root of the sum of the squares of the entries.
// If norm == lapack.MaxColumnSum, work must be of length n, and this function will panic otherwise.
// There are no restrictions on work for the other matrix norms.
func (impl Implementation) Dlange(norm lapack.MatrixNorm, m, n int, a []float64, lda int, work []float64) float64 {
checkMatrix(m, n, a, lda)
switch norm {
case lapack.MaxRowSum, lapack.MaxColumnSum, lapack.NormFrob, lapack.MaxAbs:
default:
panic(badNorm)
}
if norm == lapack.MaxColumnSum && len(work) < n {
panic(badWork)
}
return clapack.Dlange(byte(norm), m, n, a, lda)
}
// Dlansy computes the specified norm of an n×n symmetric matrix. If
// norm == lapack.MaxColumnSum or norm == lapackMaxRowSum work must have length
// at least n, otherwise work is unused.
func (impl Implementation) Dlansy(norm lapack.MatrixNorm, uplo blas.Uplo, n int, a []float64, lda int, work []float64) float64 {
checkMatrix(n, n, a, lda)
switch norm {
case lapack.MaxRowSum, lapack.MaxColumnSum, lapack.NormFrob, lapack.MaxAbs:
default:
panic(badNorm)
}
if (norm == lapack.MaxColumnSum || norm == lapack.MaxRowSum) && len(work) < n {
panic(badWork)
}
if uplo != blas.Upper && uplo != blas.Lower {
panic(badUplo)
}
return clapack.Dlansy(byte(norm), uplo, n, a, lda)
}
// Dlantr computes the specified norm of an m×n trapezoidal matrix A. If
// norm == lapack.MaxColumnSum work must have length at least n, otherwise work
// is unused.
func (impl Implementation) Dlantr(norm lapack.MatrixNorm, uplo blas.Uplo, diag blas.Diag, m, n int, a []float64, lda int, work []float64) float64 {
checkMatrix(m, n, a, lda)
switch norm {
case lapack.MaxRowSum, lapack.MaxColumnSum, lapack.NormFrob, lapack.MaxAbs:
default:
panic(badNorm)
}
if uplo != blas.Upper && uplo != blas.Lower {
panic(badUplo)
}
if diag != blas.Unit && diag != blas.NonUnit {
panic(badDiag)
}
if norm == lapack.MaxColumnSum && len(work) < n {
panic(badWork)
}
return clapack.Dlantr(byte(norm), uplo, diag, m, n, a, lda)
}
// 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 U^T 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) {
// ul is checked in clapack.Dpotrf.
if n < 0 {
panic(nLT0)
}
if lda < n {
panic(badLdA)
}
if n == 0 {
return true
}
return clapack.Dpotrf(ul, n, a, lda)
}
// Dgecon estimates the reciprocal of the condition number of the n×n matrix A
// given the LU decomposition of the matrix. The condition number computed may
// be based on the 1-norm or the ∞-norm.
//
// The slice a contains the result of the LU decomposition of A as computed by Dgetrf.
//
// anorm is the corresponding 1-norm or ∞-norm of the original matrix A.
//
// work is a temporary data slice of length at least 4*n and Dgecon will panic otherwise.
//
// iwork is a temporary data slice of length at least n and Dgecon will panic otherwise.
func (impl Implementation) Dgecon(norm lapack.MatrixNorm, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64 {
checkMatrix(n, n, a, lda)
if norm != lapack.MaxColumnSum && norm != lapack.MaxRowSum {
panic("bad norm")
}
if len(work) < 4*n {
panic(badWork)
}
if len(iwork) < n {
panic(badWork)
}
rcond := make([]float64, 1)
clapack.Dgecon(byte(norm), n, a, lda, anorm, rcond)
return rcond[0]
}
// Dgelq2 computes the LQ factorization of the m×n matrix A.
//
// In an LQ factorization, L is a lower triangular m×n matrix, and Q is an n×n
// orthornormal matrix.
//
// a is modified to contain the information to construct L and Q.
// The lower triangle of a contains the matrix L. The upper triangular elements
// (not including the diagonal) contain the elementary reflectors. Tau is modified
// to contain the reflector scales. tau must have length of at least k = min(m,n)
// and this function will panic otherwise.
//
// See Dgeqr2 for a description of the elementary reflectors and orthonormal
// matrix Q. Q is constructed as a product of these elementary reflectors,
// Q = H_k ... H_2*H_1.
//
// Work is temporary storage of length at least m and this function will panic otherwise.
func (impl Implementation) Dgelq2(m, n int, a []float64, lda int, tau, work []float64) {
checkMatrix(m, n, a, lda)
if len(tau) < min(m, n) {
panic(badTau)
}
if len(work) < m {
panic(badWork)
}
clapack.Dgelq2(m, n, a, lda, tau)
}
// Dgelqf computes the LQ factorization of the m×n matrix A using a blocked
// algorithm. See the documentation for Dgelq2 for a description of the
// parameters at entry and exit.
//
// The C interface does not support providing temporary storage. To provide compatibility
// with native, lwork == -1 will not run Dgeqrf but will instead write the minimum
// work necessary to work[0]. If len(work) < lwork, Dgeqrf will panic.
//
// tau must have length at least min(m,n), and this function will panic otherwise.
func (impl Implementation) Dgelqf(m, n int, a []float64, lda int, tau, work []float64, lwork int) {
if lwork == -1 {
work[0] = float64(m)
return
}
checkMatrix(m, n, a, lda)
if len(work) < lwork {
panic(shortWork)
}
if lwork < m {
panic(badWork)
}
if len(tau) < min(m, n) {
panic(badTau)
}
clapack.Dgelqf(m, n, a, lda, tau)
}
// Dgeqr2 computes a QR factorization of the m×n matrix A.
//
// In a QR factorization, Q is an m×m orthonormal matrix, and R is an
// upper triangular m×n matrix.
//
// A is modified to contain the information to construct Q and R.
// The upper triangle of a contains the matrix R. The lower triangular elements
// (not including the diagonal) contain the elementary reflectors. Tau is modified
// to contain the reflector scales. tau must have length at least min(m,n), and
// this function will panic otherwise.
//
// The ith elementary reflector can be explicitly constructed by first extracting
// the
// v[j] = 0 j < i
// v[j] = i j == i
// v[j] = a[i*lda+j] j > i
// and computing h_i = I - tau[i] * v * v^T.
//
// The orthonormal matrix Q can be constucted from a product of these elementary
// reflectors, Q = H_1*H_2 ... H_k, where k = min(m,n).
//
// Work is temporary storage of length at least n and this function will panic otherwise.
func (impl Implementation) Dgeqr2(m, n int, a []float64, lda int, tau, work []float64) {
checkMatrix(m, n, a, lda)
if len(work) < n {
panic(badWork)
}
k := min(m, n)
if len(tau) < k {
panic(badTau)
}
clapack.Dgeqr2(m, n, a, lda, tau)
}
// Dgeqrf computes the QR factorization of the m×n matrix A using a blocked
// algorithm. See the documentation for Dgeqr2 for a description of the
// parameters at entry and exit.
//
// The C interface does not support providing temporary storage. To provide compatibility
// with native, lwork == -1 will not run Dgeqrf but will instead write the minimum
// work necessary to work[0]. If len(work) < lwork, Dgeqrf will panic.
//
// tau must have length at least min(m,n), and this function will panic otherwise.
func (impl Implementation) Dgeqrf(m, n int, a []float64, lda int, tau, work []float64, lwork int) {
if lwork == -1 {
work[0] = float64(n)
return
}
checkMatrix(m, n, a, lda)
if len(work) < lwork {
panic(shortWork)
}
if lwork < n {
panic(badWork)
}
k := min(m, n)
if len(tau) < k {
panic(badTau)
}
clapack.Dgeqrf(m, n, a, lda, tau)
}
// Dgels finds a minimum-norm solution based on the matrices A and B using the
// QR or LQ factorization. Dgels returns false if the matrix
// A is singular, and true if this solution was successfully found.
//
// The minimization problem solved depends on the input parameters.
//
// 1. If m >= n and trans == blas.NoTrans, Dgels finds X such that || A*X - B||_2
// is minimized.
// 2. If m < n and trans == blas.NoTrans, Dgels finds the minimum norm solution of
// A * X = B.
// 3. If m >= n and trans == blas.Trans, Dgels finds the minimum norm solution of
// A^T * X = B.
// 4. If m < n and trans == blas.Trans, Dgels finds X such that || A*X - B||_2
// is minimized.
// Note that the least-squares solutions (cases 1 and 3) perform the minimization
// per column of B. This is not the same as finding the minimum-norm matrix.
//
// The matrix A is a general matrix of size m×n and is modified during this call.
// The input matrix B is of size max(m,n)×nrhs, and serves two purposes. On entry,
// the elements of b specify the input matrix B. B has size m×nrhs if
// trans == blas.NoTrans, and n×nrhs if trans == blas.Trans. On exit, the
// leading submatrix of b contains the solution vectors X. If trans == blas.NoTrans,
// this submatrix is of size n×nrhs, and of size m×nrhs otherwise.
//
// The C interface does not support providing temporary storage. To provide compatibility
// with native, lwork == -1 will not run Dgeqrf but will instead write the minimum
// work necessary to work[0]. If len(work) < lwork, Dgeqrf will panic.
func (impl Implementation) Dgels(trans blas.Transpose, m, n, nrhs int, a []float64, lda int, b []float64, ldb int, work []float64, lwork int) bool {
mn := min(m, n)
if lwork == -1 {
work[0] = float64(mn + max(mn, nrhs))
return true
}
checkMatrix(m, n, a, lda)
checkMatrix(max(m, n), nrhs, b, ldb)
if len(work) < lwork {
panic(shortWork)
}
if lwork < mn+max(mn, nrhs) {
panic(badWork)
}
return clapack.Dgels(trans, m, n, nrhs, a, lda, b, ldb)
}
// Dgetf2 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.
//
// Dgetf2 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 (Implementation) Dgetf2(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)
}
ipiv32 := make([]int32, len(ipiv))
ok = clapack.Dgetf2(m, n, a, lda, ipiv32)
for i, v := range ipiv32 {
ipiv[i] = int(v) - 1 // Transform to zero-indexed.
}
return ok
}
// 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)
}
ipiv32 := make([]int32, len(ipiv))
ok = clapack.Dgetrf(m, n, a, lda, ipiv32)
for i, v := range ipiv32 {
ipiv[i] = int(v) - 1 // Transform to zero-indexed.
}
return ok
}
// Dgetri computes the inverse of the matrix A using the LU factorization computed
// by Dgetrf. On entry, a contains the PLU decomposition of A as computed by
// Dgetrf and on exit contains the reciprocal of the original matrix.
//
// Dtrtri will not perform the inversion if the matrix is singular, and returns
// a boolean indicating whether the inversion was successful.
//
// The C interface does not support providing temporary storage. To provide compatibility
// with native, lwork == -1 will not run Dgetri but will instead write the minimum
// work necessary to work[0]. If len(work) < lwork, Dgetri will panic.
func (impl Implementation) Dgetri(n int, a []float64, lda int, ipiv []int, work []float64, lwork int) (ok bool) {
checkMatrix(n, n, a, lda)
if len(ipiv) < n {
panic(badIpiv)
}
if lwork == -1 {
work[0] = float64(n)
return true
}
if lwork < n {
panic(badWork)
}
if len(work) < lwork {
panic(badWork)
}
ipiv32 := make([]int32, len(ipiv))
for i, v := range ipiv {
ipiv32[i] = int32(v) + 1 // Transform to one-indexed.
}
return clapack.Dgetri(n, a, lda, ipiv32)
}
// Dgetrs solves a system of equations using an LU factorization.
// The system of equations solved is
// A * X = B if trans == blas.Trans
// A^T * X = B if trans == blas.NoTrans
// A is a general n×n matrix with stride lda. B is a general matrix of size n×nrhs.
//
// On entry b contains the elements of the matrix B. On exit, b contains the
// elements of X, the solution to the system of equations.
//
// a and ipiv contain the LU factorization of A and the permutation indices as
// computed by Dgetrf. ipiv is zero-indexed.
func (impl Implementation) Dgetrs(trans blas.Transpose, n, nrhs int, a []float64, lda int, ipiv []int, b []float64, ldb int) {
checkMatrix(n, n, a, lda)
checkMatrix(n, nrhs, b, ldb)
if len(ipiv) < n {
panic(badIpiv)
}
ipiv32 := make([]int32, len(ipiv))
for i, v := range ipiv {
ipiv32[i] = int32(v) + 1 // Transform to one-indexed.
}
clapack.Dgetrs(trans, n, nrhs, a, lda, ipiv32, b, ldb)
}
// Dorglq generates an m×n matrix Q with orthonormal rows defined by the
// product of elementary reflectors as computed by Dgelqf.
// Q = H(0) * H(2) * ... * H(k-1)
// Dorglq is the blocked version of dorgl2 that makes greater use of level-3 BLAS
// routines.
//
// len(tau) >= k, 0 <= k <= n, and 0 <= m <= n.
//
// Work is temporary storage, and lwork specifies the usable memory length.
// The C interface does not support providing temporary storage. To provide compatibility
// with native, lwork == -1 will not run Dorglq but will instead write the minimum
// work necessary to work[0]. If len(work) < lwork, Dgeqrf will panic, and at minimum
// lwork >= m.
//
// Dorgqr will panic if the conditions on input values are not met.
func (impl Implementation) Dorglq(m, n, k int, a []float64, lda int, tau, work []float64, lwork int) {
if lwork == -1 {
work[0] = float64(m)
return
}
checkMatrix(m, n, a, lda)
if k < 0 {
panic(kLT0)
}
if k > m {
panic(kGTM)
}
if m > n {
panic(nLTM)
}
if len(tau) < k {
panic(badTau)
}
if len(work) < lwork {
panic(shortWork)
}
if lwork < m {
panic(badWork)
}
clapack.Dorglq(m, n, k, a, lda, tau)
}
// Dorgqr generates an m×n matrix Q with orthonormal columns defined by the
// product of elementary reflectors as computed by Dgeqrf.
// Q = H(0) * H(2) * ... * H(k-1)
// Dorgqr is the blocked version of dorg2r that makes greater use of level-3 BLAS
// routines.
//
// len(tau) >= k, 0 <= k <= n, and 0 <= n <= m.
//
// Work is temporary storage, and lwork specifies the usable memory length.
// The C interface does not support providing temporary storage. To provide compatibility
// with native, lwork == -1 will not run Dorgqr but will instead write the minimum
// work necessary to work[0]. If len(work) < lwork, Dgeqrf will panic, and at minimum
// lwork >= n.
//
// Dorgqr will panic if the conditions on input values are not met.
func (impl Implementation) Dorgqr(m, n, k int, a []float64, lda int, tau, work []float64, lwork int) {
if lwork == -1 {
work[0] = float64(n)
return
}
checkMatrix(m, n, a, lda)
if k < 0 {
panic(kLT0)
}
if k > n {
panic(kGTN)
}
if n > m {
panic(mLTN)
}
if len(tau) < k {
panic(badTau)
}
if len(work) < lwork {
panic(shortWork)
}
if lwork < n {
panic(badWork)
}
clapack.Dorgqr(m, n, k, a, lda, tau)
}
// Dormlq multiplies the matrix C by the othogonal matrix Q defined by the
// slices a and tau. A and tau are as returned from Dgelqf.
// C = Q * C if side == blas.Left and trans == blas.NoTrans
// C = Q^T * C if side == blas.Left and trans == blas.Trans
// C = C * Q if side == blas.Right and trans == blas.NoTrans
// C = C * Q^T if side == blas.Right and trans == blas.Trans
// If side == blas.Left, A is a matrix of side k×m, and if side == blas.Right
// A is of size k×n. This uses a blocked algorithm.
//
// Work is temporary storage, and lwork specifies the usable memory length.
// At minimum, lwork >= m if side == blas.Left and lwork >= n if side == blas.Right,
// and this function will panic otherwise.
// Dormlq uses a block algorithm, but the block size is limited
// by the temporary space available. If lwork == -1, instead of performing Dormlq,
// the optimal work length will be stored into work[0].
//
// tau contains the householder scales and must have length at least k, and
// this function will panic otherwise.
func (impl Implementation) Dormlq(side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int) {
if side != blas.Left && side != blas.Right {
panic(badSide)
}
if trans != blas.Trans && trans != blas.NoTrans {
panic(badTrans)
}
left := side == blas.Left
if left {
checkMatrix(k, m, a, lda)
} else {
checkMatrix(k, n, a, lda)
}
checkMatrix(m, n, c, ldc)
if len(tau) < k {
panic(badTau)
}
if lwork == -1 {
if left {
work[0] = float64(n)
return
}
work[0] = float64(m)
return
}
if left {
if lwork < n {
panic(badWork)
}
} else {
if lwork < m {
panic(badWork)
}
}
clapack.Dormlq(side, trans, m, n, k, a, lda, tau, c, ldc)
}
// Dormqr multiplies the matrix C by the othogonal matrix Q defined by the
// slices a and tau. a and tau are as returned from Dgeqrf.
// C = Q * C if side == blas.Left and trans == blas.NoTrans
// C = Q^T * C if side == blas.Left and trans == blas.Trans
// C = C * Q if side == blas.Right and trans == blas.NoTrans
// C = C * Q^T if side == blas.Right and trans == blas.Trans
// If side == blas.Left, A is a matrix of side k×m, and if side == blas.Right
// A is of size k×n. This uses a blocked algorithm.
//
// tau contains the householder scales and must have length at least k, and
// this function will panic otherwise.
//
// The C interface does not support providing temporary storage. To provide compatibility
// with native, lwork == -1 will not run Dgeqrf but will instead write the minimum
// work necessary to work[0]. If len(work) < lwork, Dgeqrf will panic.
func (impl Implementation) Dormqr(side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int) {
left := side == blas.Left
if left {
checkMatrix(m, k, a, lda)
} else {
checkMatrix(n, k, a, lda)
}
checkMatrix(m, n, c, ldc)
if len(tau) < k {
panic(badTau)
}
if lwork == -1 {
if left {
work[0] = float64(m)
return
}
work[0] = float64(n)
return
}
if left {
if lwork < n {
panic(badWork)
}
} else {
if lwork < m {
panic(badWork)
}
}
clapack.Dormqr(side, trans, m, n, k, a, lda, tau, c, ldc)
}
// Dtrcon estimates the reciprocal of the condition number of a positive-definite
// matrix A given the Cholesky decmposition 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)
}
rcond := make([]float64, 1)
clapack.Dpocon(uplo, n, a, lda, anorm, rcond)
return rcond[0]
}
// Dtrcon estimates the reciprocal of the condition number of a triangular matrix A.
// The condition number computed may be based on the 1-norm or the ∞-norm.
//
// work is a temporary data slice of length at least 3*n and Dtrcon will panic otherwise.
//
// iwork is a temporary data slice of length at least n and Dtrcon will panic otherwise.
func (impl Implementation) Dtrcon(norm lapack.MatrixNorm, uplo blas.Uplo, diag blas.Diag, n int, a []float64, lda int, work []float64, iwork []int) float64 {
if norm != lapack.MaxColumnSum && norm != lapack.MaxRowSum {
panic(badNorm)
}
if uplo != blas.Upper && uplo != blas.Lower {
panic(badUplo)
}
if diag != blas.NonUnit && diag != blas.Unit {
panic(badDiag)
}
if len(work) < 3*n {
panic(badWork)
}
if len(iwork) < n {
panic(badWork)
}
rcond := []float64{0}
clapack.Dtrcon(byte(norm), uplo, diag, n, a, lda, rcond)
return rcond[0]
}
// Dtrtri computes the inverse of a triangular matrix, storing the result in place
// into a. This is the BLAS level 3 version of the algorithm which builds upon
// Dtrti2 to operate on matrix blocks instead of only individual columns.
//
// Dtrti returns whether the matrix a is singular or whether it's not singular.
// If the matrix is singular the inversion is not performed.
func (impl Implementation) Dtrtri(uplo blas.Uplo, diag blas.Diag, n int, a []float64, lda int) (ok bool) {
checkMatrix(n, n, a, lda)
if uplo != blas.Upper && uplo != blas.Lower {
panic(badUplo)
}
if diag != blas.NonUnit && diag != blas.Unit {
panic(badDiag)
}
return clapack.Dtrtri(uplo, diag, n, a, lda)
}
// Dtrtrs solves a triangular system of the form A * X = B or A^T * X = B. Dtrtrs
// returns whether the solve completed successfully. If A is singular, no solve is performed.
func (impl Implementation) Dtrtrs(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, n, nrhs int, a []float64, lda int, b []float64, ldb int) (ok bool) {
return clapack.Dtrtrs(uplo, trans, diag, n, nrhs, a, lda, b, ldb)
}