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ec100cf00f
Improved function documentation Fixed dlarfb and dlarft and added full tests Added dgelq2 Working Dgels Fix many comments and tests Many PR comment responses Responded to more PR comments Many PR comments
76 lines
2.0 KiB
Go
76 lines
2.0 KiB
Go
// Copyright ©2015 The gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package native
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import (
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"github.com/gonum/blas"
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"github.com/gonum/blas/blas64"
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)
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// Dpotrf computes the cholesky decomposition of the symmetric positive definite
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// matrix a. If ul == blas.Upper, then a is stored as an upper-triangular matrix,
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// and a = U U^T is stored in place into a. If ul == blas.Lower, then a = L L^T
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// is computed and stored in-place into a. If a is not positive definite, false
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// is returned. This is the blocked version of the algorithm.
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func (impl Implementation) Dpotrf(ul blas.Uplo, n int, a []float64, lda int) (ok bool) {
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bi := blas64.Implementation()
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if ul != blas.Upper && ul != blas.Lower {
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panic(badUplo)
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}
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if n < 0 {
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panic(nLT0)
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}
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if lda < n {
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panic(badLdA)
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}
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if n == 0 {
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return true
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}
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nb := impl.Ilaenv(1, "DPOTRF", string(ul), n, -1, -1, -1)
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if n <= nb {
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return impl.Dpotf2(ul, n, a, lda)
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}
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if ul == blas.Upper {
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for j := 0; j < n; j += nb {
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jb := min(nb, n-j)
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bi.Dsyrk(blas.Upper, blas.Trans, jb, j,
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-1, a[j:], lda,
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1, a[j*lda+j:], lda)
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ok = impl.Dpotf2(blas.Upper, jb, a[j*lda+j:], lda)
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if !ok {
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return ok
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}
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if j+jb < n {
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bi.Dgemm(blas.Trans, blas.NoTrans, jb, n-j-jb, j,
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-1, a[j:], lda, a[j+jb:], lda,
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1, a[j*lda+j+jb:], lda)
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bi.Dtrsm(blas.Left, blas.Upper, blas.Trans, blas.NonUnit, jb, n-j-jb,
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1, a[j*lda+j:], lda,
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a[j*lda+j+jb:], lda)
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}
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}
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return true
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}
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for j := 0; j < n; j += nb {
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jb := min(nb, n-j)
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bi.Dsyrk(blas.Lower, blas.NoTrans, jb, j,
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-1, a[j*lda:], lda,
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1, a[j*lda+j:], lda)
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ok := impl.Dpotf2(blas.Lower, jb, a[j*lda+j:], lda)
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if !ok {
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return ok
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}
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if j+jb < n {
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bi.Dgemm(blas.NoTrans, blas.Trans, n-j-jb, jb, j,
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-1, a[(j+jb)*lda:], lda, a[j*lda:], lda,
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1, a[(j+jb)*lda+j:], lda)
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bi.Dtrsm(blas.Right, blas.Lower, blas.Trans, blas.NonUnit, n-j-jb, jb,
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1, a[j*lda+j:], lda,
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a[(j+jb)*lda+j:], lda)
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}
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}
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return true
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}
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