Function mosek::potrf

source · 
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)
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    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
Hide additional examples
examples/blas_lapack.rs (line 72)
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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(())
}