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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#include "lapack_common.h"
#include <Eigen/Cholesky>
// POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
EIGEN_LAPACK_FUNC(potrf)(char *uplo, int *n, RealScalar *pa, int *lda, int *info) {
*info = 0;
if (UPLO(*uplo) == INVALID)
*info = -1;
else if (*n < 0)
*info = -2;
else if (*lda < std::max(1, *n))
*info = -4;
if (*info != 0) {
int e = -*info;
return xerbla_(SCALAR_SUFFIX_UP "POTRF", &e);
}
Scalar *a = reinterpret_cast<Scalar *>(pa);
MatrixType A(a, *n, *n, *lda);
int ret;
if (UPLO(*uplo) == UP)
ret = int(internal::llt_inplace<Scalar, Upper>::blocked(A));
else
ret = int(internal::llt_inplace<Scalar, Lower>::blocked(A));
if (ret >= 0) *info = ret + 1;
}
// POTRS solves a system of linear equations A*X = B with a symmetric
// positive definite matrix A using the Cholesky factorization
// A = U**T*U or A = L*L**T computed by DPOTRF.
EIGEN_LAPACK_FUNC(potrs)(char *uplo, int *n, int *nrhs, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, int *info) {
*info = 0;
if (UPLO(*uplo) == INVALID)
*info = -1;
else if (*n < 0)
*info = -2;
else if (*nrhs < 0)
*info = -3;
else if (*lda < std::max(1, *n))
*info = -5;
else if (*ldb < std::max(1, *n))
*info = -7;
if (*info != 0) {
int e = -*info;
return xerbla_(SCALAR_SUFFIX_UP "POTRS", &e);
}
Scalar *a = reinterpret_cast<Scalar *>(pa);
Scalar *b = reinterpret_cast<Scalar *>(pb);
MatrixType A(a, *n, *n, *lda);
MatrixType B(b, *n, *nrhs, *ldb);
if (UPLO(*uplo) == UP) {
A.triangularView<Upper>().adjoint().solveInPlace(B);
A.triangularView<Upper>().solveInPlace(B);
} else {
A.triangularView<Lower>().solveInPlace(B);
A.triangularView<Lower>().adjoint().solveInPlace(B);
}
}