opensrdk-linear-algebra 0.7.0

Standard linear algebra library using blas and lapack for OpenSRDK toolchain.
Documentation 
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use crate::matrix::Matrix;
use crate::matrix::MatrixError;
use crate::number::c64;
use lapack::{dpotrf, zpotrf};

impl Matrix {
  /// # Cholesky decomposition
  /// for positive definite f64 matrix
  ///
  /// https://en.wikipedia.org/wiki/Cholesky_decomposition
  ///
  /// `A = L * L^T`
  pub fn potrf(self) -> Result<Matrix, MatrixError> {
    let n = self.rows;
    if n != self.cols {
      return Err(MatrixError::DimensionMismatch);
    }

    let mut info = 0;
    let mut slf = self;
    let n = n as i32;

    unsafe {
      dpotrf('L' as u8, n, &mut slf.elems, n, &mut info);
    }

    match info {
      0 => Ok(slf),
      _ => Err(MatrixError::LapackRoutineError {
        routine: "dpotrf".to_owned(),
        info,
      }),
    }
  }
}

impl Matrix<c64> {
  /// # Cholesky decomposition
  /// for positive definite c64 matrix
  ///
  /// https://en.wikipedia.org/wiki/Cholesky_decomposition
  ///
  /// `A = L * L^*`
  pub fn potrf(self) -> Result<Matrix<c64>, MatrixError> {
    let n = self.rows;
    if n != self.cols {
      return Err(MatrixError::DimensionMismatch);
    }

    let mut info = 0;
    let mut slf = self;
    let n = n as i32;

    unsafe {
      zpotrf('L' as u8, n, &mut slf.elems, n, &mut info);
    }

    match info {
      0 => Ok(slf),
      _ => Err(MatrixError::LapackRoutineError {
        routine: "zpotrf".to_owned(),
        info,
      }),
    }
  }
}