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//! Factorize positive-definite symmetric/Hermitian matrices using Cholesky algorithm
use super::*;
use crate::{error::*, layout::*};
use cauchy::*;
/// Compute Cholesky decomposition according to [UPLO]
///
/// LAPACK correspondance
/// ----------------------
///
/// | f32 | f64 | c32 | c64 |
/// |:-------|:-------|:-------|:-------|
/// | spotrf | dpotrf | cpotrf | zpotrf |
///
pub trait CholeskyImpl: Scalar {
fn cholesky(l: MatrixLayout, uplo: UPLO, a: &mut [Self]) -> Result<()>;
}
macro_rules! impl_cholesky_ {
($s:ty, $trf:path) => {
impl CholeskyImpl for $s {
fn cholesky(l: MatrixLayout, uplo: UPLO, a: &mut [Self]) -> Result<()> {
let (n, _) = l.size();
if matches!(l, MatrixLayout::C { .. }) {
square_transpose(l, a);
}
let mut info = 0;
unsafe {
$trf(uplo.as_ptr(), &n, AsPtr::as_mut_ptr(a), &n, &mut info);
}
info.as_lapack_result()?;
if matches!(l, MatrixLayout::C { .. }) {
square_transpose(l, a);
}
Ok(())
}
}
};
}
impl_cholesky_!(c64, lapack_sys::zpotrf_);
impl_cholesky_!(c32, lapack_sys::cpotrf_);
impl_cholesky_!(f64, lapack_sys::dpotrf_);
impl_cholesky_!(f32, lapack_sys::spotrf_);
/// Compute inverse matrix using Cholesky factroization result
///
/// LAPACK correspondance
/// ----------------------
///
/// | f32 | f64 | c32 | c64 |
/// |:-------|:-------|:-------|:-------|
/// | spotri | dpotri | cpotri | zpotri |
///
pub trait InvCholeskyImpl: Scalar {
fn inv_cholesky(l: MatrixLayout, uplo: UPLO, a: &mut [Self]) -> Result<()>;
}
macro_rules! impl_inv_cholesky {
($s:ty, $tri:path) => {
impl InvCholeskyImpl for $s {
fn inv_cholesky(l: MatrixLayout, uplo: UPLO, a: &mut [Self]) -> Result<()> {
let (n, _) = l.size();
if matches!(l, MatrixLayout::C { .. }) {
square_transpose(l, a);
}
let mut info = 0;
unsafe {
$tri(uplo.as_ptr(), &n, AsPtr::as_mut_ptr(a), &l.lda(), &mut info);
}
info.as_lapack_result()?;
if matches!(l, MatrixLayout::C { .. }) {
square_transpose(l, a);
}
Ok(())
}
}
};
}
impl_inv_cholesky!(c64, lapack_sys::zpotri_);
impl_inv_cholesky!(c32, lapack_sys::cpotri_);
impl_inv_cholesky!(f64, lapack_sys::dpotri_);
impl_inv_cholesky!(f32, lapack_sys::spotri_);
/// Solve linear equation using Cholesky factroization result
///
/// LAPACK correspondance
/// ----------------------
///
/// | f32 | f64 | c32 | c64 |
/// |:-------|:-------|:-------|:-------|
/// | spotrs | dpotrs | cpotrs | zpotrs |
///
pub trait SolveCholeskyImpl: Scalar {
fn solve_cholesky(l: MatrixLayout, uplo: UPLO, a: &[Self], b: &mut [Self]) -> Result<()>;
}
macro_rules! impl_solve_cholesky {
($s:ty, $trs:path) => {
impl SolveCholeskyImpl for $s {
fn solve_cholesky(
l: MatrixLayout,
mut uplo: UPLO,
a: &[Self],
b: &mut [Self],
) -> Result<()> {
let (n, _) = l.size();
let nrhs = 1;
let mut info = 0;
if matches!(l, MatrixLayout::C { .. }) {
uplo = uplo.t();
for val in b.iter_mut() {
*val = val.conj();
}
}
unsafe {
$trs(
uplo.as_ptr(),
&n,
&nrhs,
AsPtr::as_ptr(a),
&l.lda(),
AsPtr::as_mut_ptr(b),
&n,
&mut info,
);
}
info.as_lapack_result()?;
if matches!(l, MatrixLayout::C { .. }) {
for val in b.iter_mut() {
*val = val.conj();
}
}
Ok(())
}
}
};
}
impl_solve_cholesky!(c64, lapack_sys::zpotrs_);
impl_solve_cholesky!(c32, lapack_sys::cpotrs_);
impl_solve_cholesky!(f64, lapack_sys::dpotrs_);
impl_solve_cholesky!(f32, lapack_sys::spotrs_);