dlib C++ Library - potrf.h

    // Copyright (C) 2010  Davis E. King (davis@dlib.net)
    // License: Boost Software License   See LICENSE.txt for the full license.
    #ifndef DLIB_LAPACk_POTRF_Hh_
    #define DLIB_LAPACk_POTRF_Hh_

    #include "fortran_id.h"
    #include "../matrix.h"

    namespace dlib
    {
        namespace lapack
        {
            namespace binding
            {
                extern "C"
                {
                    void DLIB_FORTRAN_ID(dpotrf) (const char *uplo, const integer *n, double *a,
                                                  const integer *lda, integer *info);

                    void DLIB_FORTRAN_ID(spotrf) (const char *uplo, const integer *n, float *a,
                                                  const integer *lda, integer *info);

                }

                inline int potrf (char uplo, integer n, double *a, integer lda)
                {
                    integer info = 0;
                    DLIB_FORTRAN_ID(dpotrf)(&uplo, &n, a, &lda, &info);
                    return info;
                }

                inline int potrf (char uplo, integer n, float *a, integer lda)
                {
                    integer info = 0;
                    DLIB_FORTRAN_ID(spotrf)(&uplo, &n, a, &lda, &info);
                    return info;
                }

            }

        // ------------------------------------------------------------------------------------

    /*  -- LAPACK routine (version 3.1) -- */
    /*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
    /*     November 2006 */

    /*     .. Scalar Arguments .. */
    /*     .. */
    /*     .. Array Arguments .. */
    /*     .. */

    /*  Purpose */
    /*  ======= */

    /*  DPOTRF computes the Cholesky factorization of a real symmetric */
    /*  positive definite matrix A. */

    /*  The factorization has the form */
    /*     A = U**T * U,  if UPLO = 'U', or */
    /*     A = L  * L**T,  if UPLO = 'L', */
    /*  where U is an upper triangular matrix and L is lower triangular. */

    /*  This is the block version of the algorithm, calling Level 3 BLAS. */

    /*  Arguments */
    /*  ========= */

    /*  UPLO    (input) CHARACTER*1 */
    /*          = 'U':  Upper triangle of A is stored; */
    /*          = 'L':  Lower triangle of A is stored. */

    /*  N       (input) INTEGER */
    /*          The order of the matrix A.  N >= 0. */

    /*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
    /*          On entry, the symmetric matrix A.  If UPLO = 'U', the leading */
    /*          N-by-N upper triangular part of A contains the upper */
    /*          triangular part of the matrix A, and the strictly lower */
    /*          triangular part of A is not referenced.  If UPLO = 'L', the */
    /*          leading N-by-N lower triangular part of A contains the lower */
    /*          triangular part of the matrix A, and the strictly upper */
    /*          triangular part of A is not referenced. */

    /*          On exit, if INFO = 0, the factor U or L from the Cholesky */
    /*          factorization A = U**T*U or A = L*L**T. */

    /*  LDA     (input) INTEGER */
    /*          The leading dimension of the array A.  LDA >= max(1,N). */

    /*  INFO    (output) INTEGER */
    /*          = 0:  successful exit */
    /*          < 0:  if INFO = -i, the i-th argument had an illegal value */
    /*          > 0:  if INFO = i, the leading minor of order i is not */
    /*                positive definite, and the factorization could not be */
    /*                completed. */

        // ------------------------------------------------------------------------------------

            template <
                typename T,
                long NR1,
                long NC1,
                typename MM
                >
            int potrf (
                char uplo,
                matrix<T,NR1,NC1,MM,column_major_layout>& a
            )
            {
                // compute the actual decomposition
                int info = binding::potrf(uplo, a.nr(), &a(0,0), a.nr());

                // If it fails part way though the factorization then make sure
                // the end of the matrix gets properly initialized with zeros.
                if (info > 0)
                {
                    if (uplo == 'L')
                        set_colm(a, range(info-1, a.nc()-1)) = 0;
                    else
                        set_rowm(a, range(info-1, a.nr()-1)) = 0;
                }

                return info;
            }

        // ------------------------------------------------------------------------------------

            template <
                typename T,
                long NR1,
                long NC1,
                typename MM
                >
            int potrf (
                char uplo,
                matrix<T,NR1,NC1,MM,row_major_layout>& a
            )
            {
                // since we are working on a row major order matrix we need to ask
                // LAPACK for the transpose of whatever the user asked for.

                if (uplo == 'L')
                    uplo = 'U';
                else
                    uplo = 'L';

                // compute the actual decomposition
                int info = binding::potrf(uplo, a.nr(), &a(0,0), a.nr());

                // If it fails part way though the factorization then make sure
                // the end of the matrix gets properly initialized with zeros.
                if (info > 0)
                {
                    if (uplo == 'U')
                        set_colm(a, range(info-1, a.nc()-1)) = 0;
                    else
                        set_rowm(a, range(info-1, a.nr()-1)) = 0;
                }

                return info;
            }

        // ------------------------------------------------------------------------------------

        }

    }

    // ----------------------------------------------------------------------------------------

    #endif // DLIB_LAPACk_POTRF_Hh_