// SolveCholeskyVec finds the vector v that solves A * v = b where A is represented
// by the Cholesky decomposition, placing the result in the receiver.
func (v *Vector) SolveCholeskyVec(chol *Cholesky, b *Vector) error {
n := chol.chol.mat.N
vn := b.Len()
if vn != n {
panic(matrix.ErrShape)
}
v.reuseAs(n)
if v != b {
v.CopyVec(b)
}
blas64.Trsv(blas.Trans, chol.chol.mat, v.mat)
blas64.Trsv(blas.NoTrans, chol.chol.mat, v.mat)
if chol.cond > matrix.ConditionTolerance {
return matrix.Condition(chol.cond)
}
return nil
}
// SolveCholeskyVec finds the vector v that solves A * v = b where A = L * L^T or
// A = U^T * U, and U or L are represented by t, placing the result in the
// receiver.
func (v *Vector) SolveCholeskyVec(t Triangular, b *Vector) {
_, n := t.Dims()
vn := b.Len()
if vn != n {
panic(ErrShape)
}
v.reuseAs(n)
if v != b {
v.CopyVec(b)
}
ta := getBlasTriangular(t)
switch ta.Uplo {
case blas.Upper:
blas64.Trsv(blas.Trans, ta, v.mat)
blas64.Trsv(blas.NoTrans, ta, v.mat)
case blas.Lower:
blas64.Trsv(blas.NoTrans, ta, v.mat)
blas64.Trsv(blas.Trans, ta, v.mat)
default:
panic(badTriangle)
}
}
