gonum.org/v1/gonum@v0.14.0/lapack/gonum/dpotri.go (about)

     1  // Copyright ©2019 The Gonum Authors. All rights reserved.
     2  // Use of this source code is governed by a BSD-style
     3  // license that can be found in the LICENSE file.
     4  
     5  package gonum
     6  
     7  import "gonum.org/v1/gonum/blas"
     8  
     9  // Dpotri computes the inverse of a real symmetric positive definite matrix A
    10  // using its Cholesky factorization.
    11  //
    12  // On entry, a contains the triangular factor U or L from the Cholesky
    13  // factorization A = Uᵀ*U or A = L*Lᵀ, as computed by Dpotrf.
    14  // On return, a contains the upper or lower triangle of the (symmetric)
    15  // inverse of A, overwriting the input factor U or L.
    16  func (impl Implementation) Dpotri(uplo blas.Uplo, n int, a []float64, lda int) (ok bool) {
    17  	switch {
    18  	case uplo != blas.Upper && uplo != blas.Lower:
    19  		panic(badUplo)
    20  	case n < 0:
    21  		panic(nLT0)
    22  	case lda < max(1, n):
    23  		panic(badLdA)
    24  	}
    25  
    26  	// Quick return if possible.
    27  	if n == 0 {
    28  		return true
    29  	}
    30  
    31  	if len(a) < (n-1)*lda+n {
    32  		panic(shortA)
    33  	}
    34  
    35  	// Invert the triangular Cholesky factor U or L.
    36  	ok = impl.Dtrtri(uplo, blas.NonUnit, n, a, lda)
    37  	if !ok {
    38  		return false
    39  	}
    40  
    41  	// Form inv(U)*inv(U)ᵀ or inv(L)ᵀ*inv(L).
    42  	impl.Dlauum(uplo, n, a, lda)
    43  	return true
    44  }