Beispiel #1
0
        /// <summary>Returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of symmetric matrix supplied in packed form.
        /// </summary>
        /// <param name="matrixNormType">The type of the matrix norm.</param>
        /// <param name="n">The order of the matrix.</param>
        /// <param name="ap">The specified symmetric matrix in packed form, i.e. either upper or lower triangle as specified in <paramref name="triangularMatrixType"/> with at least <paramref name="n"/> * (<paramref name="n"/> + 1) / 2 elements.</param>
        /// <param name="work">A workspace array which is referenced in the case of 1- or infinity-norm only. In this case the length must be at least <paramref name="n"/>.</param>
        /// <param name="triangularMatrixType">A value indicating whether the upper or lower triangular part of the symmetric input matrix is stored.</param>
        /// <returns>The value of the specific matrix norm.</returns>
        public double dlansp(MatrixNormType matrixNormType, int n, double[] ap, double[] work, BLAS.TriangularMatrixType triangularMatrixType = BLAS.TriangularMatrixType.LowerTriangularMatrix)
        {
            var norm = LAPACK.GetMatrixNormType(matrixNormType);
            var uplo = LAPACK.GetUplo(triangularMatrixType);

            return(_dlansp(ref norm, ref uplo, ref n, ap, work));
        }
        /// <summary>Computes the Bunch-Kaufman factorization of a Hermitian matrix using packed storage, i.e. A = P * U * D * conj(U') * conj(P') or A = P * L * D * conj(L') * conj(P'), where P is a permutation matrix, U and L are upper and
        /// lower triangular matrices with unit diagonal and D is a symmetric block-diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks. U and L have 2-by-2 unit diagonal blocks corresponding to the 2-by-2 blocks of D.
        /// </summary>
        /// <param name="n">The order of the matrix.</param>
        /// <param name="aPacked">Either the upper or lower triangular part of matrix A in packed storage, i.e. at least <paramref name="n"/> * (<paramref name="n"/> + 1)/2 elements; overwritten by details of the block-diagonal matrix D and the multiplies used to obtain the factor U (or L).</param>
        /// <param name="iPivot">Contains details of the interchanges an the block structure of D, at least <paramref name="n"/> elements (output).</param>
        /// <param name="triangularMatrixType">A value indicating whether the upper or lower triangular part of matrix A is stored and how matrix A is factored.</param>
        public void zhptrf(int n, Complex[] aPacked, int[] iPivot, BLAS.TriangularMatrixType triangularMatrixType = BLAS.TriangularMatrixType.LowerTriangularMatrix)
        {
            int info;
            var uplo = LAPACK.GetUplo(triangularMatrixType);

            _zhptrf(ref uplo, ref n, aPacked, iPivot, out info);
            CheckForError(info, "zhptrf");
        }
        /// <summary>Computes the Cholesky factorization of a symmetric positive-definite matrix using packed storage, i.e.
        /// A = U' * U or A = L * L', where L is a lower triangular matrix and U is upper triangular.
        /// </summary>
        /// <param name="n">The order of the matrix.</param>
        /// <param name="aPacked">Either the upper or lower triangular part of matrix A in packed storage, i.e. at least <paramref name="n"/> * (<paramref name="n"/> + 1)/2 elements; overwritten by the upper or lower triangular matrix U, L respectively in packed storage.</param>
        /// <param name="triangularMatrixType">A value indicating whether the upper or lower triangular part of matrix A is stored and how matrix A is factored.</param>
        public void dpptrf(int n, double[] aPacked, BLAS.TriangularMatrixType triangularMatrixType = BLAS.TriangularMatrixType.LowerTriangularMatrix)
        {
            int info;
            var uplo = LAPACK.GetUplo(triangularMatrixType);

            _dpptrf(ref uplo, ref n, aPacked, out info);
            CheckForError(info, "dpptrf");
        }
        /// <summary>Computes the Cholesky decomposition of a Hermitian positive-definite matrix, i.e. A = conj(U') * U or A = L * conj(L'), where L is a lower triangular matrix and U is upper triangular.
        /// </summary>
        /// <param name="n">The order of the matrix.</param>
        /// <param name="a">The matrix A supplied column-by-column of dimension (<paramref name="n"/>; <paramref name="n"/>); overwritten by the upper or lower triangular matrix U, L respectively.</param>
        /// <param name="triangularMatrixType">A value indicating whether the upper or lower triangular part of matrix A is stored and how matrix A is factored.</param>
        public void zpotrf(int n, Complex[] a, BLAS.TriangularMatrixType triangularMatrixType = BLAS.TriangularMatrixType.LowerTriangularMatrix)
        {
            int info;
            var uplo = LAPACK.GetUplo(triangularMatrixType);

            _zpotrf(ref uplo, ref n, a, ref n, out info);
            CheckForError(info, "zpotrf");
        }
        /// <summary>Computes the Bunch-Kaufman factorization of a complex Hermitian matrix, i.e. A = P * U * D * conj(U') * conj(P') or A = P * L * D * conj(L') * conj(P'), where P is a permutation matrix, U and L are upper and
        /// lower triangular matrices with unit diagonal and D is a symmetric block-diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks. U and L have 2-by-2 unit diagonal blocks corresponding to the 2-by-2 blocks of D.
        /// </summary>
        /// <param name="n">The order of the matrix.</param>
        /// <param name="a">The upper or the lower triangular part of the input matrix of dimension (<paramref name="n"/>; <paramref name="n"/>); overwritten by details of the block-diagonal matrix D and the multiplies used to obtain the factor U (or L).</param>
        /// <param name="iPivot">Contains details of the interchanges an the block structure of D, at least <paramref name="n"/> elements (output).</param>
        /// <param name="work">A workspace array of length at least <paramref name="n"/>.</param>
        /// <param name="triangularMatrixType">A value indicating whether the upper or lower triangular part of matrix A is stored and how matrix A is factored.</param>
        public void zhetrf(int n, Complex[] a, int[] iPivot, Complex[] work, BLAS.TriangularMatrixType triangularMatrixType = BLAS.TriangularMatrixType.LowerTriangularMatrix)
        {
            int info;
            int lwork = work.Length;
            var uplo  = LAPACK.GetUplo(triangularMatrixType);

            _zhetrf(ref uplo, ref n, a, ref n, iPivot, work, ref lwork, out info);
            CheckForError(info, "zhetrf");
        }
        /// <summary>Computes the Cholesky factorization of a Hermitian positive-definite band matrix, i.e. i.e. A = conj(U') * U or A = L * conj(L'), where L is a lower triangular matrix and U is upper triangular.
        /// </summary>
        /// <param name="n">The order of the matrix.</param>
        /// <param name="kd">The number of superdiagonals or subdiagonals in the input matrix.</param>
        /// <param name="a">Either the upper or lower triangular part of the input matrix in band storage of dimension (<paramref name="kd"/> + 1; <paramref name="n"/>); overwritten by the upper or lower triangular matrix U, L respectively.</param>
        /// <param name="triangularMatrixType">A value indicating whether the upper or lower triangular part of matrix A is stored and how matrix A is factored.</param>
        public void zpbtrf(int n, int kd, Complex[] a, BLAS.TriangularMatrixType triangularMatrixType = BLAS.TriangularMatrixType.LowerTriangularMatrix)
        {
            int info;
            int lda  = kd + 1;
            var uplo = LAPACK.GetUplo(triangularMatrixType);

            _zpbtrf(ref uplo, ref n, ref kd, a, ref lda, out info);
            CheckForError(info, "zpbtrf");
        }
        /// <summary>Computes the Cholesky factorization of a Hermitian positive-definite matrix using the Rectangular Full Packed (RFP) format, i.e.
        /// A = conj(U') * U or A = L * conj(L'), where L is a lower triangular matrix and U is upper triangular.
        /// </summary>
        /// <param name="n">The order of the matrix.</param>
        /// <param name="a">The matrix A in the RFP format, i.e. an array with at least <paramref name="n"/> * (<paramref name="n"/> + 1) / 2 elements; overwritten by the upper or lower triangular matrix U, L respectively.</param>
        /// <param name="triangularMatrixType">A value indicating whether the upper or lower triangular part of matrix A is stored and how matrix A is factored.</param>
        /// <param name="transposeState">A value indicating whether <paramref name="a"/> represents matrix A or its transposed.</param>
        public void zpftrf(int n, Complex[] a, BLAS.TriangularMatrixType triangularMatrixType = BLAS.TriangularMatrixType.LowerTriangularMatrix, BLAS.MatrixTransposeState transposeState = BLAS.MatrixTransposeState.NoTranspose)
        {
            int info;
            var trans = LAPACK.GetTrans(transposeState);
            var uplo  = LAPACK.GetUplo(triangularMatrixType);

            _zpftrf(ref trans, ref uplo, ref n, a, out info);
            CheckForError(info, "zpftrf");
        }
        /// <summary>Gets a optimal workspace array length for the <c>zhetrf</c> function.
        /// </summary>
        /// <param name="n">The order of the matrix.</param>
        /// <param name="triangularMatrixType">A value indicating whether the upper or lower triangular part of matrix A is stored and how matrix A is factored.</param>
        /// <returns>The optimal workspace array length.</returns>
        /// <remarks>The parameter <paramref name="triangularMatrixType"/> should not have an impact of the calculation of the optimal length of the workspace array.</remarks>
        public int zhetrfQuery(int n, BLAS.TriangularMatrixType triangularMatrixType = BLAS.TriangularMatrixType.LowerTriangularMatrix)
        {
            var lwork = -1;
            var uplo  = LAPACK.GetUplo(triangularMatrixType);

            unsafe
            {
                Complex *work = stackalloc Complex[1];

                int info;
                _zhetrf(ref uplo, ref n, null, ref n, null, work, ref lwork, out info);
                CheckForError(info, "zhetrf");

                return(((int)work[0].Real) + 1);
            }
        }
        /// <summary>Gets a optimal workspace array length for the <c>dsytrf</c> function.
        /// </summary>
        /// <param name="n">The order of the matrix.</param>
        /// <param name="triangularMatrixType">A value indicating whether the upper or lower triangular part of matrix A is stored and how matrix A is factored.</param>
        /// <returns>The optimal workspace array length.</returns>
        /// <remarks>The parameter <paramref name="triangularMatrixType"/> should not have an impact of the calculation of the optimal length of the workspace array.</remarks>
        public int dsytrfQuery(int n, BLAS.TriangularMatrixType triangularMatrixType = BLAS.TriangularMatrixType.LowerTriangularMatrix)
        {
            var lwork = -1;
            var uplo  = LAPACK.GetUplo(triangularMatrixType);

            unsafe
            {
                double *work = stackalloc double[1];

                int info;
                _dsytrf(ref uplo, ref n, null, ref n, null, work, ref lwork, out info);
                CheckForError(info, "dsytrf");

                return(((int)work[0]) + 1);
            }
        }