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::MatrixError;
use crate::{bd::BidiagonalMatrix, matrix::st::SymmetricTridiagonalMatrix};
use lapack::dpttrf;

impl SymmetricTridiagonalMatrix<f64> {
  /// # Cholesky decomposition
  /// for tridiagonal matrix
  /// `T = L * D * L^T`
  pub fn pttrf(self) -> Result<(BidiagonalMatrix, Vec<f64>), MatrixError> {
    let (mut d, mut e) = self.eject();
    let n = d.len() as i32;
    let mut info = 0;

    unsafe { dpttrf(n, &mut d, &mut e, &mut info) }

    if info != 0 {
      return Err(MatrixError::LapackRoutineError {
        routine: "dpttrf".to_owned(),
        info,
      });
    }

    let bd = BidiagonalMatrix::new(vec![1.0; n as usize], e)?;

    Ok((bd, d))
  }
}