Beispiel #1
0
        /// <summary>
        /// Attempts to use the cholesky algorithm to factor a square matrix as either
        /// A = L*Transpose(L)  or A = Transpose(U)*U according to whether the tk parameter
        /// respectively specifies Lower or Upper triangulation.
        /// </summary>
        /// <param name="A">The matrix to factor and the matrix that receives the results</param>
        /// <param name="tk">The triangular classification</param>
        /// <typeparam name="N">The matrix order type</typeparam>
        public static bool potrf <N>(BlockMatrix <N, double> A, TriangularKind tk = TriangularKind.Lower)
            where N : ITypeNat, new()
        {
            var n   = nati <N>();
            var lda = n;
            var lu  = tk == TriangularKind.Lower ? 'L' : 'U';

            var exitcode = LAPACK.LAPACKE_dpotrf(RowMajor, lu, n, ref head(A), lda);

            if (exitcode > 0)
            {
                return(false);
            }
            else if (exitcode == 0)
            {
                return(true);
            }
            else
            {
                throw MklException.Define(exitcode);
            }
        }
Beispiel #2
0
        public static bool potrf <N>(Matrix256 <N, float> A, TriangularKind tk = TriangularKind.Lower)
            where N : unmanaged, ITypeNat
        {
            var n   = nat32i <N>();
            var lda = n;
            var lu  = tk == TriangularKind.Lower ? 'L' : 'U';

            var exitcode = LAPACK.LAPACKE_spotrf(RowMajor, lu, n, ref head(A), lda);

            if (exitcode > 0)
            {
                return(false);
            }
            else if (exitcode == 0)
            {
                return(true);
            }
            else
            {
                throw MklException.Define(exitcode);
            }
        }