630 lines
12 KiB
Go
630 lines
12 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 gonum
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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/internal/asm/f64"
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)
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var _ blas.Float64Level1 = Implementation{}
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// Dnrm2 computes the Euclidean norm of a vector,
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//
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// sqrt(\sum_i x[i] * x[i]).
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//
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// This function returns 0 if incX is negative.
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func (Implementation) Dnrm2(n int, x []float64, incX int) float64 {
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if incX < 1 {
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if incX == 0 {
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panic(zeroIncX)
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}
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return 0
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}
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if len(x) <= (n-1)*incX {
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panic(shortX)
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}
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if n < 2 {
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if n == 1 {
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return math.Abs(x[0])
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}
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if n == 0 {
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return 0
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}
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panic(nLT0)
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}
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if incX == 1 {
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return f64.L2NormUnitary(x[:n])
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}
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return f64.L2NormInc(x, uintptr(n), uintptr(incX))
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}
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// Dasum computes the sum of the absolute values of the elements of x.
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//
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// \sum_i |x[i]|
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//
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// Dasum returns 0 if incX is negative.
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func (Implementation) Dasum(n int, x []float64, incX int) float64 {
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var sum float64
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if n < 0 {
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panic(nLT0)
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}
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if incX < 1 {
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if incX == 0 {
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panic(zeroIncX)
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}
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return 0
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}
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if len(x) <= (n-1)*incX {
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panic(shortX)
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}
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if incX == 1 {
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x = x[:n]
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for _, v := range x {
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sum += math.Abs(v)
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}
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return sum
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}
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for i := 0; i < n; i++ {
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sum += math.Abs(x[i*incX])
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}
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return sum
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}
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// Idamax returns the index of an element of x with the largest absolute value.
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// If there are multiple such indices the earliest is returned.
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// Idamax returns -1 if n == 0.
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func (Implementation) Idamax(n int, x []float64, incX int) int {
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if incX < 1 {
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if incX == 0 {
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panic(zeroIncX)
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}
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return -1
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}
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if len(x) <= (n-1)*incX {
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panic(shortX)
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}
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if n < 2 {
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if n == 1 {
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return 0
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}
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if n == 0 {
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return -1 // Netlib returns invalid index when n == 0.
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}
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panic(nLT0)
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}
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idx := 0
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max := math.Abs(x[0])
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if incX == 1 {
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for i, v := range x[:n] {
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absV := math.Abs(v)
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if absV > max {
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max = absV
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idx = i
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}
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}
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return idx
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}
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ix := incX
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for i := 1; i < n; i++ {
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v := x[ix]
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absV := math.Abs(v)
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if absV > max {
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max = absV
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idx = i
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}
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ix += incX
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}
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return idx
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}
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// Dswap exchanges the elements of two vectors.
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//
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// x[i], y[i] = y[i], x[i] for all i
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func (Implementation) Dswap(n int, x []float64, incX int, y []float64, incY int) {
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if incX == 0 {
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panic(zeroIncX)
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}
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if incY == 0 {
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panic(zeroIncY)
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}
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if n < 1 {
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if n == 0 {
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return
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}
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panic(nLT0)
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}
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if (incX > 0 && len(x) <= (n-1)*incX) || (incX < 0 && len(x) <= (1-n)*incX) {
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panic(shortX)
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}
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if (incY > 0 && len(y) <= (n-1)*incY) || (incY < 0 && len(y) <= (1-n)*incY) {
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panic(shortY)
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}
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if incX == 1 && incY == 1 {
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x = x[:n]
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for i, v := range x {
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x[i], y[i] = y[i], v
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}
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return
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}
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var ix, iy int
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if incX < 0 {
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ix = (-n + 1) * incX
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}
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if incY < 0 {
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iy = (-n + 1) * incY
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}
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for i := 0; i < n; i++ {
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x[ix], y[iy] = y[iy], x[ix]
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ix += incX
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iy += incY
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}
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}
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// Dcopy copies the elements of x into the elements of y.
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//
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// y[i] = x[i] for all i
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func (Implementation) Dcopy(n int, x []float64, incX int, y []float64, incY int) {
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if incX == 0 {
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panic(zeroIncX)
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}
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if incY == 0 {
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panic(zeroIncY)
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}
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if n < 1 {
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if n == 0 {
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return
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}
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panic(nLT0)
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}
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if (incX > 0 && len(x) <= (n-1)*incX) || (incX < 0 && len(x) <= (1-n)*incX) {
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panic(shortX)
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}
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if (incY > 0 && len(y) <= (n-1)*incY) || (incY < 0 && len(y) <= (1-n)*incY) {
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panic(shortY)
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}
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if incX == 1 && incY == 1 {
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copy(y[:n], x[:n])
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return
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}
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var ix, iy int
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if incX < 0 {
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ix = (-n + 1) * incX
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}
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if incY < 0 {
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iy = (-n + 1) * incY
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}
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for i := 0; i < n; i++ {
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y[iy] = x[ix]
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ix += incX
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iy += incY
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}
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}
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// Daxpy adds alpha times x to y
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//
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// y[i] += alpha * x[i] for all i
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func (Implementation) Daxpy(n int, alpha float64, x []float64, incX int, y []float64, incY int) {
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if incX == 0 {
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panic(zeroIncX)
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}
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if incY == 0 {
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panic(zeroIncY)
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}
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if n < 1 {
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if n == 0 {
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return
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}
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panic(nLT0)
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}
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if (incX > 0 && len(x) <= (n-1)*incX) || (incX < 0 && len(x) <= (1-n)*incX) {
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panic(shortX)
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}
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if (incY > 0 && len(y) <= (n-1)*incY) || (incY < 0 && len(y) <= (1-n)*incY) {
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panic(shortY)
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}
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if alpha == 0 {
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return
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}
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if incX == 1 && incY == 1 {
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f64.AxpyUnitary(alpha, x[:n], y[:n])
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return
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}
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var ix, iy int
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if incX < 0 {
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ix = (-n + 1) * incX
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}
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if incY < 0 {
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iy = (-n + 1) * incY
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}
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f64.AxpyInc(alpha, x, y, uintptr(n), uintptr(incX), uintptr(incY), uintptr(ix), uintptr(iy))
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}
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// Drotg computes a plane rotation
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//
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// ⎡ c s ⎤ ⎡ a ⎤ = ⎡ r ⎤
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// ⎣ -s c ⎦ ⎣ b ⎦ ⎣ 0 ⎦
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//
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// satisfying c^2 + s^2 = 1.
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//
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// The computation uses the formulas
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//
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// sigma = sgn(a) if |a| > |b|
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// = sgn(b) if |b| >= |a|
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// r = sigma*sqrt(a^2 + b^2)
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// c = 1; s = 0 if r = 0
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// c = a/r; s = b/r if r != 0
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// c >= 0 if |a| > |b|
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//
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// The subroutine also computes
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//
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// z = s if |a| > |b|,
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// = 1/c if |b| >= |a| and c != 0
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// = 1 if c = 0
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//
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// This allows c and s to be reconstructed from z as follows:
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//
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// If z = 1, set c = 0, s = 1.
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// If |z| < 1, set c = sqrt(1 - z^2) and s = z.
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// If |z| > 1, set c = 1/z and s = sqrt(1 - c^2).
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//
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// NOTE: There is a discrepancy between the reference implementation and the
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// BLAS technical manual regarding the sign for r when a or b are zero. Drotg
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// agrees with the definition in the manual and other common BLAS
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// implementations.
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func (Implementation) Drotg(a, b float64) (c, s, r, z float64) {
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// Implementation based on Supplemental Material to:
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// Edward Anderson. 2017. Algorithm 978: Safe Scaling in the Level 1 BLAS.
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// ACM Trans. Math. Softw. 44, 1, Article 12 (July 2017), 28 pages.
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// DOI: https://doi.org/10.1145/3061665
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const (
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safmin = 0x1p-1022
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safmax = 1 / safmin
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)
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anorm := math.Abs(a)
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bnorm := math.Abs(b)
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switch {
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case bnorm == 0:
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c = 1
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s = 0
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r = a
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z = 0
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case anorm == 0:
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c = 0
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s = 1
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r = b
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z = 1
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default:
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maxab := math.Max(anorm, bnorm)
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scl := math.Min(math.Max(safmin, maxab), safmax)
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var sigma float64
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if anorm > bnorm {
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sigma = math.Copysign(1, a)
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} else {
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sigma = math.Copysign(1, b)
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}
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ascl := a / scl
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bscl := b / scl
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r = sigma * (scl * math.Sqrt(ascl*ascl+bscl*bscl))
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c = a / r
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s = b / r
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switch {
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case anorm > bnorm:
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z = s
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case c != 0:
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z = 1 / c
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default:
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z = 1
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}
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}
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return c, s, r, z
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}
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// Drotmg computes the modified Givens rotation. See
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// http://www.netlib.org/lapack/explore-html/df/deb/drotmg_8f.html
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// for more details.
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func (Implementation) Drotmg(d1, d2, x1, y1 float64) (p blas.DrotmParams, rd1, rd2, rx1 float64) {
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// The implementation of Drotmg used here is taken from Hopkins 1997
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// Appendix A: https://doi.org/10.1145/289251.289253
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// with the exception of the gam constants below.
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const (
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gam = 4096.0
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gamsq = gam * gam
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rgamsq = 1.0 / gamsq
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)
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if d1 < 0 {
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p.Flag = blas.Rescaling // Error state.
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return p, 0, 0, 0
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}
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if d2 == 0 || y1 == 0 {
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p.Flag = blas.Identity
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return p, d1, d2, x1
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}
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var h11, h12, h21, h22 float64
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if (d1 == 0 || x1 == 0) && d2 > 0 {
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p.Flag = blas.Diagonal
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h12 = 1
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h21 = -1
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x1 = y1
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d1, d2 = d2, d1
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} else {
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p2 := d2 * y1
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p1 := d1 * x1
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q2 := p2 * y1
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q1 := p1 * x1
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if math.Abs(q1) > math.Abs(q2) {
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p.Flag = blas.OffDiagonal
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h11 = 1
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h22 = 1
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h21 = -y1 / x1
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h12 = p2 / p1
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u := 1 - float64(h12*h21)
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if u <= 0 {
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p.Flag = blas.Rescaling // Error state.
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return p, 0, 0, 0
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}
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d1 /= u
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d2 /= u
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x1 *= u
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} else {
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if q2 < 0 {
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p.Flag = blas.Rescaling // Error state.
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return p, 0, 0, 0
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}
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p.Flag = blas.Diagonal
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h21 = -1
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h12 = 1
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h11 = p1 / p2
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h22 = x1 / y1
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u := 1 + float64(h11*h22)
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d1, d2 = d2/u, d1/u
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x1 = y1 * u
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}
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}
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for d1 <= rgamsq && d1 != 0 {
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p.Flag = blas.Rescaling
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d1 = (d1 * gam) * gam
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x1 /= gam
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h11 /= gam
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h12 /= gam
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}
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for d1 > gamsq {
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p.Flag = blas.Rescaling
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d1 = (d1 / gam) / gam
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x1 *= gam
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h11 *= gam
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h12 *= gam
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}
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for math.Abs(d2) <= rgamsq && d2 != 0 {
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p.Flag = blas.Rescaling
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d2 = (d2 * gam) * gam
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h21 /= gam
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h22 /= gam
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}
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for math.Abs(d2) > gamsq {
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p.Flag = blas.Rescaling
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d2 = (d2 / gam) / gam
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h21 *= gam
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h22 *= gam
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}
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switch p.Flag {
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case blas.Diagonal:
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p.H = [4]float64{0: h11, 3: h22}
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case blas.OffDiagonal:
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p.H = [4]float64{1: h21, 2: h12}
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case blas.Rescaling:
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p.H = [4]float64{h11, h21, h12, h22}
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default:
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panic(badFlag)
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}
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return p, d1, d2, x1
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}
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// Drot applies a plane transformation.
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//
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// x[i] = c * x[i] + s * y[i]
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// y[i] = c * y[i] - s * x[i]
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func (Implementation) Drot(n int, x []float64, incX int, y []float64, incY int, c float64, s float64) {
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if incX == 0 {
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panic(zeroIncX)
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}
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if incY == 0 {
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panic(zeroIncY)
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}
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if n < 1 {
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if n == 0 {
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return
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}
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panic(nLT0)
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}
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if (incX > 0 && len(x) <= (n-1)*incX) || (incX < 0 && len(x) <= (1-n)*incX) {
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panic(shortX)
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}
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if (incY > 0 && len(y) <= (n-1)*incY) || (incY < 0 && len(y) <= (1-n)*incY) {
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panic(shortY)
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}
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if incX == 1 && incY == 1 {
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x = x[:n]
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for i, vx := range x {
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vy := y[i]
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x[i], y[i] = c*vx+s*vy, c*vy-s*vx
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}
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return
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}
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var ix, iy int
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if incX < 0 {
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ix = (-n + 1) * incX
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}
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if incY < 0 {
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iy = (-n + 1) * incY
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}
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for i := 0; i < n; i++ {
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vx := x[ix]
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vy := y[iy]
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x[ix], y[iy] = c*vx+s*vy, c*vy-s*vx
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ix += incX
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iy += incY
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}
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}
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// Drotm applies the modified Givens rotation to the 2×n matrix.
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func (Implementation) Drotm(n int, x []float64, incX int, y []float64, incY int, p blas.DrotmParams) {
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if incX == 0 {
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panic(zeroIncX)
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}
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if incY == 0 {
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panic(zeroIncY)
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}
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if n <= 0 {
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if n == 0 {
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return
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}
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panic(nLT0)
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}
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if (incX > 0 && len(x) <= (n-1)*incX) || (incX < 0 && len(x) <= (1-n)*incX) {
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panic(shortX)
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}
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if (incY > 0 && len(y) <= (n-1)*incY) || (incY < 0 && len(y) <= (1-n)*incY) {
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panic(shortY)
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}
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if p.Flag == blas.Identity {
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return
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}
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switch p.Flag {
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case blas.Rescaling:
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h11 := p.H[0]
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h12 := p.H[2]
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h21 := p.H[1]
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h22 := p.H[3]
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if incX == 1 && incY == 1 {
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x = x[:n]
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for i, vx := range x {
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vy := y[i]
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x[i], y[i] = float64(vx*h11)+float64(vy*h12), float64(vx*h21)+float64(vy*h22)
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}
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return
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}
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var ix, iy int
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if incX < 0 {
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ix = (-n + 1) * incX
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}
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if incY < 0 {
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iy = (-n + 1) * incY
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}
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for i := 0; i < n; i++ {
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vx := x[ix]
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vy := y[iy]
|
||
x[ix], y[iy] = float64(vx*h11)+float64(vy*h12), float64(vx*h21)+float64(vy*h22)
|
||
ix += incX
|
||
iy += incY
|
||
}
|
||
case blas.OffDiagonal:
|
||
h12 := p.H[2]
|
||
h21 := p.H[1]
|
||
if incX == 1 && incY == 1 {
|
||
x = x[:n]
|
||
for i, vx := range x {
|
||
vy := y[i]
|
||
x[i], y[i] = vx+float64(vy*h12), float64(vx*h21)+vy
|
||
}
|
||
return
|
||
}
|
||
var ix, iy int
|
||
if incX < 0 {
|
||
ix = (-n + 1) * incX
|
||
}
|
||
if incY < 0 {
|
||
iy = (-n + 1) * incY
|
||
}
|
||
for i := 0; i < n; i++ {
|
||
vx := x[ix]
|
||
vy := y[iy]
|
||
x[ix], y[iy] = vx+float64(vy*h12), float64(vx*h21)+vy
|
||
ix += incX
|
||
iy += incY
|
||
}
|
||
case blas.Diagonal:
|
||
h11 := p.H[0]
|
||
h22 := p.H[3]
|
||
if incX == 1 && incY == 1 {
|
||
x = x[:n]
|
||
for i, vx := range x {
|
||
vy := y[i]
|
||
x[i], y[i] = float64(vx*h11)+vy, -vx+float64(vy*h22)
|
||
}
|
||
return
|
||
}
|
||
var ix, iy int
|
||
if incX < 0 {
|
||
ix = (-n + 1) * incX
|
||
}
|
||
if incY < 0 {
|
||
iy = (-n + 1) * incY
|
||
}
|
||
for i := 0; i < n; i++ {
|
||
vx := x[ix]
|
||
vy := y[iy]
|
||
x[ix], y[iy] = float64(vx*h11)+vy, -vx+float64(vy*h22)
|
||
ix += incX
|
||
iy += incY
|
||
}
|
||
}
|
||
}
|
||
|
||
// Dscal scales x by alpha.
|
||
//
|
||
// x[i] *= alpha
|
||
//
|
||
// Dscal has no effect if incX < 0.
|
||
func (Implementation) Dscal(n int, alpha float64, x []float64, incX int) {
|
||
if incX < 1 {
|
||
if incX == 0 {
|
||
panic(zeroIncX)
|
||
}
|
||
return
|
||
}
|
||
if n < 1 {
|
||
if n == 0 {
|
||
return
|
||
}
|
||
panic(nLT0)
|
||
}
|
||
if (n-1)*incX >= len(x) {
|
||
panic(shortX)
|
||
}
|
||
if alpha == 0 {
|
||
if incX == 1 {
|
||
x = x[:n]
|
||
for i := range x {
|
||
x[i] = 0
|
||
}
|
||
return
|
||
}
|
||
for ix := 0; ix < n*incX; ix += incX {
|
||
x[ix] = 0
|
||
}
|
||
return
|
||
}
|
||
if incX == 1 {
|
||
f64.ScalUnitary(alpha, x[:n])
|
||
return
|
||
}
|
||
f64.ScalInc(alpha, x, uintptr(n), uintptr(incX))
|
||
}
|