mirror of
https://github.com/TECHNOFAB11/zfs-localpv.git
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fa76b346a0
- migrate to go module - bump go version 1.14.4 Signed-off-by: prateekpandey14 <prateek.pandey@mayadata.io>
82 lines
1.9 KiB
Go
82 lines
1.9 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/blas/blas64"
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)
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// Dpotf2 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 unblocked version of the algorithm.
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//
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// Dpotf2 is an internal routine. It is exported for testing purposes.
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func (Implementation) Dpotf2(ul blas.Uplo, n int, a []float64, lda int) (ok bool) {
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switch {
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case ul != blas.Upper && ul != 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 lda < max(1, n):
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panic(badLdA)
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}
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// Quick return if possible.
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if n == 0 {
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return true
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}
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if len(a) < (n-1)*lda+n {
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panic(shortA)
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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++ {
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ajj := a[j*lda+j]
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if j != 0 {
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ajj -= bi.Ddot(j, a[j:], lda, a[j:], lda)
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}
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if ajj <= 0 || math.IsNaN(ajj) {
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a[j*lda+j] = ajj
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return false
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}
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ajj = math.Sqrt(ajj)
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a[j*lda+j] = ajj
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if j < n-1 {
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bi.Dgemv(blas.Trans, j, n-j-1,
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-1, a[j+1:], lda, a[j:], lda,
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1, a[j*lda+j+1:], 1)
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bi.Dscal(n-j-1, 1/ajj, a[j*lda+j+1:], 1)
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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++ {
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ajj := a[j*lda+j]
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if j != 0 {
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ajj -= bi.Ddot(j, a[j*lda:], 1, a[j*lda:], 1)
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}
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if ajj <= 0 || math.IsNaN(ajj) {
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a[j*lda+j] = ajj
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return false
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}
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ajj = math.Sqrt(ajj)
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a[j*lda+j] = ajj
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if j < n-1 {
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bi.Dgemv(blas.NoTrans, n-j-1, j,
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-1, a[(j+1)*lda:], lda, a[j*lda:], 1,
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1, a[(j+1)*lda+j:], lda)
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bi.Dscal(n-j-1, 1/ajj, a[(j+1)*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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