clarabel 0.11.1

Clarabel Conic Interior Point Solver for Rust / Python
Documentation
#![allow(non_snake_case)]

use crate::algebra::*;

impl<S, T> MultiplySYR2K<T> for DenseStorageMatrix<S, T>
where
    T: FloatT,
    S: AsMut<[T]> + AsRef<[T]>,
{
    // implements self = C = α(A*B' + B*A') + βC
    fn syr2k<S1, S2>(
        &mut self,
        A: &DenseStorageMatrix<S1, T>,
        B: &DenseStorageMatrix<S2, T>,
        α: T,
        β: T,
    ) where
        S1: AsRef<[T]>,
        S2: AsRef<[T]>,
    {
        assert!(self.nrows() == A.nrows());
        assert!(self.nrows() == B.nrows());
        assert!(self.ncols() == B.nrows());
        assert!(A.ncols() == B.ncols());

        if self.nrows() == 0 {
            return;
        }

        let n = self.nrows().try_into().unwrap();
        let k = A.ncols().try_into().unwrap();
        let a = A.data();
        let lda = n;
        let b = B.data();
        let ldb = n;
        let c = self.data_mut();
        let ldc = n;

        #[rustfmt::skip]
        T::xsyr2k(
            MatrixTriangle::Triu.as_blas_char(),
            MatrixShape::N.as_blas_char(),
            n,k,α,a,lda,b,ldb,β,c,ldc,
        );
    }
}

macro_rules! generate_test_syr2k {
    ($fxx:ty, $test_name:ident) => {
        #[test]
        fn $test_name() {

            #[rustfmt::skip]
            let A = Matrix::<$fxx>::from(&[
                [ 1., -5.], 
                [-4.,  3.], 
                [ 2.,  6.],
            ]);

            let B = Matrix::<$fxx>::from(&[
                [ 4.,  5.], 
                [ 2., -2.], 
                [-3., -2.],
            ]);

            let mut C = Matrix::<$fxx>::identity(3);

            //NB: modifies upper triangle only
            C.syr2k(&A, &B, 2., 1.);

            let Ctest = Matrix::<$fxx>::from(&[
                [-83.,  22.,  90.], 
                [  0., -55.,  -4.], 
                [  0.,   0., -71.],
            ]);

            assert_eq!(C, Ctest);
        }
    };
}

generate_test_syr2k!(f32, test_syr2k_f32);
generate_test_syr2k!(f64, test_syr2k_f64);