pub fn potrf(uplo_: i32, n_: i32, a_: &mut [f64]) -> Result<(), String>
Expand description
Computes a Cholesky factorization of a dense matrix.
§Arguments
-
uplo_
Indicates whether the upper or lower triangular part of the matrix is stored.See Uplo
-
n_
Dimension of the symmetric matrix. -
a_
A symmetric matrix stored in column-major order.
Full documentation: https://docs.mosek.com/latest/capi/alphabetic-functionalities.html#mosek.env.potrf
Examples found in repository?
examples/portfolio_6_factor.rs (lines 256-258)
250 251 252 253 254 255 256 257 258 259 260 261 262 263
pub fn cholesky(&self) -> Option<Matrix> {
if self.dimi != self.dimj { None }
else {
let mut resdata = self.data_by_col();
// zero data in the non-tril part
for ((j,i),d) in iproduct!(0..self.dimj,0..self.dimi).zip(resdata.iter_mut()) { if i < j {*d = 0.0}; }
if let Ok(_) = mosek::potrf(mosek::Uplo::LO,
self.dimi.try_into().unwrap(),
resdata.as_mut_slice()) {
Some(Matrix{fmt:MatrixOrder::ByCol,dimi:self.dimi,dimj:self.dimj,data:resdata})
}
else { None }
}
}
More examples
examples/blas_lapack.rs (line 72)
22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86
fn main() -> Result<(),String> {
let n = 3i32;
let m = 2i32;
let k = 3i32;
let alpha = 2.0;
let beta = 0.5;
let x = &[1.0, 1.0, 1.0];
let mut y = vec![1.0, 2.0, 3.0];
let mut z = vec![1.0, 1.0];
let A = &[1.0, 1.0, 2.0, 2.0, 3.0, 3.0];
let B = &[1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0];
let mut C = vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0];
let mut D = vec![1.0, 1.0, 1.0, 1.0];
let mut Q = vec![1.0, 0.0, 0.0, 2.0];
let mut v = vec![0.0, 0.0, 0.0];
let mut xy : f64 = 0.0;
/* BLAS routines*/
println!("n={} m={} k={}", m, n, k);
println!("alpha={}", alpha);
println!("beta={}", beta);
mosek::dot(n,x,y.as_slice(),& mut xy)?;
println!("dot results = {}\n", xy);
print_matrix(x, 1, n);
print_matrix(y.as_slice(), 1, n);
mosek::axpy(n, alpha, x, y.as_mut_slice())?;
println!("axpy results is:\n");
print_matrix(y.as_slice(), 1, n);
mosek::gemv(mosek::Transpose::NO, m, n, alpha, A, x, beta, z.as_mut_slice())?;
println!("gemv results is:");
print_matrix(z.as_slice(), 1, m);
mosek::gemm(mosek::Transpose::NO, mosek::Transpose::NO, m, n, k, alpha, A, B, beta, C.as_mut_slice())?;
println!("gemm results is");
print_matrix(C.as_slice(), m, n);
mosek::syrk(mosek::Uplo::LO, mosek::Transpose::NO, m, k, 1., A, beta, D.as_mut_slice())?;
println!("syrk results is");
print_matrix(D.as_slice(), m, m);
/* LAPACK routines*/
mosek::potrf(mosek::Uplo::LO, m, Q.as_mut_slice())?;
println!("potrf results is");
print_matrix(Q.as_slice(), m, m);
mosek::syeig(mosek::Uplo::LO, m, Q.as_slice(), & mut v[0..m as usize])?;
println!("syeig results is");
print_matrix(v.as_slice(), 1, m);
mosek::syevd(mosek::Uplo::LO, m, Q.as_mut_slice(), &mut v[0..m as usize])?;
println!("syevd results is");
print_matrix(v.as_slice(), 1, m);
print_matrix(Q.as_slice(), m, m);
Ok(())
}