65 lines
1.9 KiB
Go
65 lines
1.9 KiB
Go
// Copyright ©2018 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 gonum
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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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// Dpotrs solves a system of n linear equations A*X = B where A is an n×n
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// symmetric positive definite matrix and B is an n×nrhs matrix. The matrix A is
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// represented by its Cholesky factorization
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//
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// A = Uᵀ*U if uplo == blas.Upper
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// A = L*Lᵀ if uplo == blas.Lower
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//
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// as computed by Dpotrf. On entry, B contains the right-hand side matrix B, on
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// return it contains the solution matrix X.
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func (Implementation) Dpotrs(uplo blas.Uplo, n, nrhs int, a []float64, lda int, b []float64, ldb int) {
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switch {
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case uplo != blas.Upper && uplo != blas.Lower:
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panic(badUplo)
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case n < 0:
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panic(nLT0)
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case nrhs < 0:
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panic(nrhsLT0)
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case lda < max(1, n):
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panic(badLdA)
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case ldb < max(1, nrhs):
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panic(badLdB)
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}
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// Quick return if possible.
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if n == 0 || nrhs == 0 {
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return
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}
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switch {
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case len(a) < (n-1)*lda+n:
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panic(shortA)
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case len(b) < (n-1)*ldb+nrhs:
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panic(shortB)
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}
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bi := blas64.Implementation()
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if uplo == blas.Upper {
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// Solve Uᵀ * U * X = B where U is stored in the upper triangle of A.
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// Solve Uᵀ * X = B, overwriting B with X.
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bi.Dtrsm(blas.Left, blas.Upper, blas.Trans, blas.NonUnit, n, nrhs, 1, a, lda, b, ldb)
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// Solve U * X = B, overwriting B with X.
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bi.Dtrsm(blas.Left, blas.Upper, blas.NoTrans, blas.NonUnit, n, nrhs, 1, a, lda, b, ldb)
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} else {
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// Solve L * Lᵀ * X = B where L is stored in the lower triangle of A.
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// Solve L * X = B, overwriting B with X.
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bi.Dtrsm(blas.Left, blas.Lower, blas.NoTrans, blas.NonUnit, n, nrhs, 1, a, lda, b, ldb)
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// Solve Lᵀ * X = B, overwriting B with X.
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bi.Dtrsm(blas.Left, blas.Lower, blas.Trans, blas.NonUnit, n, nrhs, 1, a, lda, b, ldb)
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}
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}
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