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73 lines
2.0 KiB
Go
73 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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"gonum.org/v1/gonum/blas"
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"gonum.org/v1/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^T U 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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if ul != blas.Upper && ul != blas.Lower {
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panic(badUplo)
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}
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checkMatrix(n, n, a, lda)
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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 nb <= 1 || n <= nb {
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return impl.Dpotf2(ul, n, a, lda)
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}
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bi := blas64.Implementation()
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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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