/// <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");
        }
Exemplo n.º 2
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        /// <summary>Uses QR or LQ factorization to solve a overdetermined or underdetermined linear system with full rank matrix, i.e. minimize ||b - op(A) * x||.
        /// </summary>
        /// <param name="m">The number of rows of the matrix A.</param>
        /// <param name="n">The number of columns of the matrix A.</param>
        /// <param name="nrhs">The number of right-hand sides; the number of columns in b.</param>
        /// <param name="a">The <paramref name="m"/>-by-<paramref name="n"/> matrix provided column-by-column.</param>
        /// <param name="b">The <paramref name="m"/>-by-<paramref name="nrhs"/> matrix B of right hand side vectors, stored columnwise.</param>
        /// <param name="work">A workspace array.</param>
        /// <param name="transposeState">A value indicating whether to take into account A or A'.</param>
        public void driver_zgels(int m, int n, int nrhs, Complex[] a, Complex[] b, Complex[] work, BLAS.MatrixTransposeState transposeState = BLAS.MatrixTransposeState.NoTranspose)
        {
            int info;
            var trans = LAPACK.GetTrans(transposeState);

            int lda   = Math.Max(1, m);
            int ldb   = Math.Max(1, Math.Max(m, n));
            int lwork = work.Length;

            _driver_zgels(ref trans, ref m, ref n, ref nrhs, a, ref lda, b, ref ldb, work, ref lwork, out info);
            CheckForError(info, "zgels");
        }
Exemplo n.º 3
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        /// <summary>Gets a optimal workspace array length for the <c>zgels</c> function.
        /// </summary>
        /// <param name="m">The number of rows of the matrix A.</param>
        /// <param name="n">The number of columns of the matrix A.</param>
        /// <param name="nrhs">The number of right-hand sides; the number of columns in b.</param>
        /// <param name="transposeState">A value indicating whether to take into account A or A'.</param>
        /// <returns>The optimal workspace array length.</returns>
        public int driver_zgelsQuery(int m, int n, int nrhs, BLAS.MatrixTransposeState transposeState = BLAS.MatrixTransposeState.NoTranspose)
        {
            int info;
            var trans = LAPACK.GetTrans(transposeState);

            int lda   = Math.Max(1, m);
            int ldb   = Math.Max(1, Math.Max(m, n));
            int lwork = -1;

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

                _driver_zgels(ref trans, ref m, ref n, ref nrhs, null, ref lda, null, ref ldb, work, ref lwork, out info);
                CheckForError(info, "zgels");

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