inline
int posv (SymmA& a, MatrB& b) {
int ierr = potrf (a);
if (ierr == 0)
ierr = potrs (a, b);
return ierr;
}
inline
int posv (CBLAS_UPLO const uplo, SymmA& a, MatrB& b) {
int ierr = potrf (uplo, a);
if (ierr == 0)
ierr = potrs (uplo, a, b);
return ierr;
}
inline MKL_INT cholesky_solve_factored(MKL_INT n, MKL_INT nrhs, T a[], T b[],
void (*potrs)(const char*, const MKL_INT*, const MKL_INT*, const T*, const MKL_INT*, T*, const MKL_INT*, MKL_INT*))
{
char uplo = 'L';
MKL_INT info = 0;
potrs(&uplo, &n, &nrhs, a, &n, b, &n, &info);
return info;
}
/// \brief Solve the system Ax = b where A is a
/// symmetric positive definite matrix.
vector
solve(matrix A, vector b)
{
gmw81(A);
convert_to_cholesky(A);
potrs(A, b, 'L');
return b;
}
inline MKL_INT cholesky_solve(MKL_INT n, MKL_INT nrhs, T a[], T b[],
void (*potrf)(const char*, const MKL_INT*, T*, const MKL_INT*, MKL_INT*),
void (*potrs)(const char*, const MKL_INT*, const MKL_INT*, const T*, const MKL_INT*, T*, const MKL_INT*, MKL_INT*))
{
T* clone = Clone(n, n, a);
char uplo = 'L';
MKL_INT info = 0;
potrf(&uplo, &n, clone, &n, &info);
if (info != 0)
{
delete[] clone;
return info;
}
potrs(&uplo, &n, &nrhs, clone, &n, b, &n, &info);
delete[] clone;
return info;
}
inline
int cholesky_substitute (SymmA const& a, MatrB& b) { return potrs (a, b); }
inline
int potrs (CBLAS_UPLO const uplo, SymmA const& a, MatrB& b) {
#ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
BOOST_STATIC_ASSERT((boost::is_same<
typename traits::matrix_traits<SymmA>::ordering_type,
typename traits::matrix_traits<MatrB>::ordering_type
>::value));
#endif
CBLAS_ORDER const stor_ord
= enum_cast<CBLAS_ORDER const>
(storage_order<
#ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
typename traits::matrix_traits<SymmA>::ordering_type
#else
typename SymmA::orientation_category
#endif
>::value);
int const n = traits::matrix_size1 (a);
int const nrhs = stor_ord == CblasColMajor
? traits::matrix_size2 (b)
: traits::matrix_size1 (b);
assert (n == traits::matrix_size2 (a));
assert (n == (stor_ord == CblasColMajor
? traits::matrix_size1 (b)
: traits::matrix_size2 (b)));
#ifndef BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
return potrs (stor_ord, uplo, n, nrhs,
#ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
traits::matrix_storage (a),
#else
traits::matrix_storage_const (a),
#endif
traits::leading_dimension (a),
traits::matrix_storage (b),
traits::leading_dimension (b));
#else // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
int ierr;
if (stor_ord == CblasColMajor)
ierr = potrs (stor_ord, uplo, n, nrhs,
#ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
traits::matrix_storage (a),
#else
traits::matrix_storage_const (a),
#endif
traits::leading_dimension (a),
traits::matrix_storage (b),
traits::leading_dimension (b));
else // ATLAS bug with CblasRowMajor
ierr = potrs_bug (stor_ord, uplo, n, nrhs,
#ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
traits::matrix_storage (a),
#else
traits::matrix_storage_const (a),
#endif
traits::leading_dimension (a),
traits::matrix_storage (b),
traits::leading_dimension (b));
return ierr;
#endif // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
}