potrf.h
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1 //=================================================================================================
33 //=================================================================================================
34 
35 #ifndef _BLAZE_MATH_LAPACK_POTRF_H_
36 #define _BLAZE_MATH_LAPACK_POTRF_H_
37 
38 
39 //*************************************************************************************************
40 // Includes
41 //*************************************************************************************************
42 
43 #include <boost/cast.hpp>
50 #include <blaze/util/Assert.h>
51 #include <blaze/util/Complex.h>
52 #include <blaze/util/Exception.h>
54 
55 
56 namespace blaze {
57 
58 //=================================================================================================
59 //
60 // LAPACK FORWARD DECLARATIONS
61 //
62 //=================================================================================================
63 
64 //*************************************************************************************************
66 extern "C" {
67 
68 void spotrf_( char* uplo, int* n, float* A, int* lda, int* info );
69 void dpotrf_( char* uplo, int* n, double* A, int* lda, int* info );
70 void cpotrf_( char* uplo, int* n, float* A, int* lda, int* info );
71 void zpotrf_( char* uplo, int* n, double* A, int* lda, int* info );
72 
73 }
75 //*************************************************************************************************
76 
77 
78 
79 
80 //=================================================================================================
81 //
82 // LAPACK LLH (CHOLESKY) DECOMPOSITION FUNCTIONS (POTRF)
83 //
84 //=================================================================================================
85 
86 //*************************************************************************************************
89 inline void potrf( char uplo, int n, float* A, int lda, int* info );
90 
91 inline void potrf( char uplo, int n, double* A, int lda, int* info );
92 
93 inline void potrf( char uplo, int n, complex<float>* A, int lda, int* info );
94 
95 inline void potrf( char uplo, int n, complex<double>* A, int lda, int* info );
96 
97 template< typename MT, bool SO >
98 inline void potrf( DenseMatrix<MT,SO>& A, char uplo );
100 //*************************************************************************************************
101 
102 
103 //*************************************************************************************************
140 inline void potrf( char uplo, int n, float* A, int lda, int* info )
141 {
142  spotrf_( &uplo, &n, A, &lda, info );
143 }
144 //*************************************************************************************************
145 
146 
147 //*************************************************************************************************
184 inline void potrf( char uplo, int n, double* A, int lda, int* info )
185 {
186  dpotrf_( &uplo, &n, A, &lda, info );
187 }
188 //*************************************************************************************************
189 
190 
191 //*************************************************************************************************
228 inline void potrf( char uplo, int n, complex<float>* A, int lda, int* info )
229 {
230  BLAZE_STATIC_ASSERT( sizeof( complex<float> ) == 2UL*sizeof( float ) );
231 
232  cpotrf_( &uplo, &n, reinterpret_cast<float*>( A ), &lda, info );
233 }
234 //*************************************************************************************************
235 
236 
237 //*************************************************************************************************
274 inline void potrf( char uplo, int n, complex<double>* A, int lda, int* info )
275 {
276  BLAZE_STATIC_ASSERT( sizeof( complex<double> ) == 2UL*sizeof( double ) );
277 
278  zpotrf_( &uplo, &n, reinterpret_cast<double*>( A ), &lda, info );
279 }
280 //*************************************************************************************************
281 
282 
283 //*************************************************************************************************
324 template< typename MT // Type of the dense matrix
325  , bool SO > // Storage order of the dense matrix
326 inline void potrf( DenseMatrix<MT,SO>& A, char uplo )
327 {
328  using boost::numeric_cast;
329 
334 
335  if( !isSquare( ~A ) ) {
336  BLAZE_THROW_INVALID_ARGUMENT( "Invalid non-square matrix provided" );
337  }
338 
339  if( uplo != 'L' && uplo != 'U' ) {
340  BLAZE_THROW_INVALID_ARGUMENT( "Invalid uplo argument provided" );
341  }
342 
343  int n ( numeric_cast<int>( (~A).rows() ) );
344  int lda ( numeric_cast<int>( (~A).spacing() ) );
345  int info( 0 );
346 
347  if( n == 0 ) {
348  return;
349  }
350 
352  ( uplo == 'L' )?( uplo = 'U' ):( uplo = 'L' );
353  }
354 
355  potrf( uplo, n, (~A).data(), lda, &info );
356 
357  BLAZE_INTERNAL_ASSERT( info >= 0, "Invalid argument for Cholesky decomposition" );
358 
359  if( info > 0 ) {
360  BLAZE_THROW_INVALID_ARGUMENT( "Decomposition of non-positive-definite matrix failed" );
361  }
362 }
363 //*************************************************************************************************
364 
365 } // namespace blaze
366 
367 #endif
#define BLAZE_THROW_INVALID_ARGUMENT(MESSAGE)
Macro for the emission of a std::invalid_argument exceptionThis macro encapsulates the default way of...
Definition: Exception.h:187
Constraint on the data type.
Log level for high-level information.
Definition: LogLevel.h:80
#define BLAZE_CONSTRAINT_MUST_HAVE_MUTABLE_DATA_ACCESS(T)
Constraint on the data type.In case the given data type T does not provide low-level data access to m...
Definition: MutableDataAccess.h:79
BLAZE_ALWAYS_INLINE bool isSquare(const Matrix< MT, SO > &matrix)
Checks if the given matrix is a square matrix.
Definition: Matrix.h:603
#define BLAZE_CONSTRAINT_MUST_NOT_BE_COMPUTATION_TYPE(T)
Constraint on the data type.In case the given data type T is a computational expression (i...
Definition: Computation.h:118
BLAZE_ALWAYS_INLINE size_t rows(const Matrix< MT, SO > &matrix)
Returns the current number of rows of the matrix.
Definition: Matrix.h:308
Constraint on the data type.
#define BLAZE_CONSTRAINT_MUST_NOT_BE_ADAPTOR_TYPE(T)
Constraint on the data type.In case the given data type T is an adaptor type (as for instance LowerMa...
Definition: Adaptor.h:118
Base class for dense matrices.The DenseMatrix class is a base class for all dense matrix classes...
Definition: DenseMatrix.h:70
Namespace of the Blaze C++ math library.
Definition: Blaze.h:57
Compile time assertion.
Compile time check for row-major matrix types.This type trait tests whether or not the given template...
Definition: IsRowMajorMatrix.h:110
Header file for the DenseMatrix base class.
Type ElementType
Type of the sparse matrix elements.
Definition: CompressedMatrix.h:2586
Constraint on the data type.
Constraint on the data type.
const bool spacing
Adding an additional spacing line between two log messages.This setting gives the opportunity to add ...
Definition: Logging.h:70
Header file for run time assertion macros.
#define BLAZE_CONSTRAINT_MUST_BE_BLAS_COMPATIBLE_TYPE(T)
Constraint on the data type.In case the given data type T is not a BLAS compatible data type (i...
Definition: BlasCompatible.h:79
Header file for the IsRowMajorMatrix type trait.
Header file for the complex data type.
void potrf(char uplo, int n, float *A, int lda, int *info)
LAPACK kernel for the Cholesky decomposition of the given dense positive definite single precision co...
Definition: potrf.h:140
Header file for exception macros.
#define BLAZE_STATIC_ASSERT(expr)
Compile time assertion macro.In case of an invalid compile time expression, a compilation error is cr...
Definition: StaticAssert.h:143
#define BLAZE_INTERNAL_ASSERT(expr, msg)
Run time assertion macro for internal checks.In case of an invalid run time expression, the program execution is terminated. The BLAZE_INTERNAL_ASSERT macro can be disabled by setting the BLAZE_USER_ASSERTION flag to zero or by defining NDEBUG during the compilation.
Definition: Assert.h:101