93 lines
2.3 KiB
C
93 lines
2.3 KiB
C
#include "relapack.h"
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static void RELAPACK_spotrf_rec(const char *, const int *, float *,
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const int *, int *);
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/** SPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
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*
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* This routine is functionally equivalent to LAPACK's spotrf.
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* For details on its interface, see
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* http://www.netlib.org/lapack/explore-html/d0/da2/spotrf_8f.html
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* */
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void RELAPACK_spotrf(
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const char *uplo, const int *n,
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float *A, const int *ldA,
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int *info
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) {
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// Check arguments
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const int lower = LAPACK(lsame)(uplo, "L");
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const int upper = LAPACK(lsame)(uplo, "U");
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*info = 0;
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if (!lower && !upper)
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*info = -1;
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else if (*n < 0)
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*info = -2;
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else if (*ldA < MAX(1, *n))
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*info = -4;
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if (*info) {
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const int minfo = -*info;
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LAPACK(xerbla)("SPOTRF", &minfo);
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return;
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}
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// Clean char * arguments
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const char cleanuplo = lower ? 'L' : 'U';
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// Recursive kernel
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RELAPACK_spotrf_rec(&cleanuplo, n, A, ldA, info);
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}
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/** spotrf's recursive compute kernel */
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static void RELAPACK_spotrf_rec(
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const char *uplo, const int *n,
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float *A, const int *ldA,
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int *info
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) {
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if (*n <= MAX(CROSSOVER_SPOTRF, 1)) {
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// Unblocked
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LAPACK(spotf2)(uplo, n, A, ldA, info);
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return;
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}
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// Constants
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const float ONE[] = { 1. };
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const float MONE[] = { -1. };
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// Splitting
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const int n1 = SREC_SPLIT(*n);
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const int n2 = *n - n1;
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// A_TL A_TR
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// A_BL A_BR
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float *const A_TL = A;
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float *const A_TR = A + *ldA * n1;
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float *const A_BL = A + n1;
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float *const A_BR = A + *ldA * n1 + n1;
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// recursion(A_TL)
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RELAPACK_spotrf_rec(uplo, &n1, A_TL, ldA, info);
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if (*info)
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return;
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if (*uplo == 'L') {
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// A_BL = A_BL / A_TL'
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BLAS(strsm)("R", "L", "T", "N", &n2, &n1, ONE, A_TL, ldA, A_BL, ldA);
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// A_BR = A_BR - A_BL * A_BL'
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BLAS(ssyrk)("L", "N", &n2, &n1, MONE, A_BL, ldA, ONE, A_BR, ldA);
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} else {
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// A_TR = A_TL' \ A_TR
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BLAS(strsm)("L", "U", "T", "N", &n1, &n2, ONE, A_TL, ldA, A_TR, ldA);
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// A_BR = A_BR - A_TR' * A_TR
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BLAS(ssyrk)("U", "T", &n2, &n1, MONE, A_TR, ldA, ONE, A_BR, ldA);
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}
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// recursion(A_BR)
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RELAPACK_spotrf_rec(uplo, &n2, A_BR, ldA, info);
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if (*info)
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*info += n1;
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}
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