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

use crate::matrix::ge::Matrix;
use crate::matrix::MatrixError;
use crate::number::c64;
use crate::Number;
use lapack::{dpotrf, zpotrf};

#[derive(Clone, Debug)]
pub struct POTRF<T = f64>(pub Matrix<T>)
where
    T: Number;

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<POTRF, 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(POTRF(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<POTRF<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(POTRF::<c64>(slf)),
            _ => Err(MatrixError::LapackRoutineError {
                routine: "zpotrf".to_owned(),
                info,
            }),
        }
    }
}