1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
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
//! Implementation of ?potrf - Cholesky factorization of a symmetric positive-definite matrix.
use lapack::{cpotrf, dpotrf, spotrf, zpotrf};
use crate::base_types::LapackResult;
use crate::base_types::{c32, c64};
use crate::dense::linalg::lapack::interface::lapack_return;
/// `Uplo` parameter for `?potrf` to specify which triangular part of the matrix is stored.
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
#[repr(u8)]
pub enum PotrfUplo {
/// Upper triangular part of the matrix is stored.
Upper = b'U',
/// Lower triangular part of the matrix is stored.
Lower = b'L',
}
/// ?potrf - Cholesky factorization of a symmetric positive-definite matrix.
pub trait Potrf: Sized {
/// Perform Cholesky factorization of a symmetric positive-definite matrix.
///
/// If `uplo` is `Upper`, the factorization is of the form:
/// A = U^H * U, where U is an upper triangular matrix. If `uplo` is `Lower`, the
/// factorization is of the form:
/// A = L * L^H, where L is a lower triangular matrix.
///
/// **Arguments:**
/// - `uplo`: Specifies whether the upper or lower triangular part of the matrix is stored.
/// - `n`: The order of the matrix A.
/// - `a`: The matrix A to be factored.
/// - `lda`: The leading dimension of the matrix A.
///
/// **Returns:**
/// A `LapackResult<()>` indicating success or failure.
fn potrf(uplo: PotrfUplo, n: usize, a: &mut [Self], lda: usize) -> LapackResult<()>;
}
macro_rules! implement_potrf {
($scalar:ty, $potrf:expr) => {
impl Potrf for $scalar {
fn potrf(uplo: PotrfUplo, n: usize, a: &mut [Self], lda: usize) -> LapackResult<()> {
assert_eq!(
a.len(),
lda * n,
"Require `a.len()` {} == `lda * n` {}.",
a.len(),
lda * n
);
assert!(
lda >= std::cmp::max(1, n),
"Require `lda` {} >= `max(1, n)` {}.",
lda,
std::cmp::max(1, n)
);
let mut info = 0;
unsafe {
$potrf(uplo as u8, n as i32, a, lda as i32, &mut info);
}
lapack_return(info, ())
}
}
};
}
implement_potrf!(f32, spotrf);
implement_potrf!(f64, dpotrf);
implement_potrf!(c32, cpotrf);
implement_potrf!(c64, zpotrf);