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77 lines
2.1 KiB
Go
77 lines
2.1 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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"math"
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"gonum.org/v1/gonum/blas"
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"gonum.org/v1/gonum/blas/blas64"
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)
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// Dpocon estimates the reciprocal of the condition number of a positive-definite
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// matrix A given the Cholesky decomposition of A. The condition number computed
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// is based on the 1-norm and the ∞-norm.
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//
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// anorm is the 1-norm and the ∞-norm of the original matrix A.
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//
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// work is a temporary data slice of length at least 3*n and Dpocon will panic otherwise.
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//
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// iwork is a temporary data slice of length at least n and Dpocon will panic otherwise.
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func (impl Implementation) Dpocon(uplo blas.Uplo, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64 {
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checkMatrix(n, n, a, lda)
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if uplo != blas.Upper && uplo != blas.Lower {
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panic(badUplo)
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}
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if len(work) < 3*n {
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panic(badWork)
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}
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if len(iwork) < n {
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panic(badWork)
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}
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var rcond float64
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if n == 0 {
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return 1
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}
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if anorm == 0 {
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return rcond
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}
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bi := blas64.Implementation()
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var ainvnm float64
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smlnum := dlamchS
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upper := uplo == blas.Upper
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var kase int
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var normin bool
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isave := new([3]int)
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var sl, su float64
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for {
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ainvnm, kase = impl.Dlacn2(n, work[n:], work, iwork, ainvnm, kase, isave)
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if kase == 0 {
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if ainvnm != 0 {
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rcond = (1 / ainvnm) / anorm
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}
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return rcond
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}
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if upper {
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sl = impl.Dlatrs(blas.Upper, blas.Trans, blas.NonUnit, normin, n, a, lda, work, work[2*n:])
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normin = true
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su = impl.Dlatrs(blas.Upper, blas.NoTrans, blas.NonUnit, normin, n, a, lda, work, work[2*n:])
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} else {
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sl = impl.Dlatrs(blas.Lower, blas.NoTrans, blas.NonUnit, normin, n, a, lda, work, work[2*n:])
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normin = true
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su = impl.Dlatrs(blas.Lower, blas.Trans, blas.NonUnit, normin, n, a, lda, work, work[2*n:])
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}
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scale := sl * su
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if scale != 1 {
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ix := bi.Idamax(n, work, 1)
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if scale == 0 || scale < math.Abs(work[ix])*smlnum {
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return rcond
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}
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impl.Drscl(n, scale, work, 1)
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}
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}
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}
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