func blockedCHOL(A *cmat.FloatMatrix, flags int, conf *gomas.Config) *gomas.Error {
var err, firstErr *gomas.Error
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, A01, A02, A10, A11, A12, A20, A21, A22 cmat.FloatMatrix
nb := conf.LB
err = nil
firstErr = nil
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
for m(A)-m(&ATL) > nb {
util.Repartition2x2to3x3(&ATL,
&A00, &A01, &A02,
&A10, &A11, &A12,
&A20, &A21, &A22, A, nb, util.PBOTTOMRIGHT)
if flags&gomas.LOWER != 0 {
// A11 = chol(A11)
err = unblockedLowerCHOL(&A11, flags, m(&ATL))
// A21 = A21 * tril(A11).-1
blasd.SolveTrm(&A21, &A11, 1.0, gomas.RIGHT|gomas.LOWER|gomas.TRANSA, conf)
// A22 = A22 - A21*A21.T
blasd.UpdateSym(&A22, &A21, -1.0, 1.0, gomas.LOWER, conf)
} else {
// A11 = chol(A11)
err = unblockedUpperCHOL(&A11, flags, m(&ATL))
// A12 = triu(A11).-1 * A12
blasd.SolveTrm(&A12, &A11, 1.0, gomas.UPPER|gomas.TRANSA, conf)
// A22 = A22 - A12.T*A12
blasd.UpdateSym(&A22, &A12, -1.0, 1.0, gomas.UPPER|gomas.TRANSA, conf)
}
if err != nil && firstErr == nil {
firstErr = err
}
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
}
if m(&ATL) < m(A) {
// last block
if flags&gomas.LOWER != 0 {
unblockedLowerCHOL(&ABR, flags, 0)
} else {
unblockedUpperCHOL(&ABR, flags, 0)
}
}
return firstErr
}
func TestDSyrkUpper(t *testing.T) {
var ok bool
conf := gomas.NewConf()
A := cmat.NewMatrix(N, N)
A0 := cmat.NewMatrix(N, N)
B := cmat.NewMatrix(N, K)
Bt := cmat.NewMatrix(K, N)
ones := cmat.NewFloatConstSource(1.0)
zeromean := cmat.NewFloatUniformSource()
_, _ = ones, zeromean
A.SetFrom(ones, cmat.UPPER)
A0.Copy(A)
B.SetFrom(ones)
Bt.Transpose(B)
// B = A*B
blasd.UpdateSym(A, B, 1.0, 1.0, gomas.UPPER, conf)
blasd.Mult(A0, B, B, 1.0, 1.0, gomas.TRANSB)
cmat.TriU(A0, cmat.NONE)
ok = A0.AllClose(A)
t.Logf("UpdateSym(A, B, U|N) == TriU(Mult(A, B, B.T)) : %v\n", ok)
if N < 10 {
t.Logf("UpdateSym(A, B)\n%v\n", A)
t.Logf("Mult(A, B.T, B)\n%v\n", A0)
}
A.SetFrom(ones, cmat.UPPER)
A0.Copy(A)
blasd.UpdateSym(A, Bt, 1.0, 1.0, gomas.UPPER|gomas.TRANSA, conf)
blasd.Mult(A0, Bt, Bt, 1.0, 1.0, gomas.TRANSA)
cmat.TriU(A0, cmat.NONE)
ok = A0.AllClose(A)
t.Logf("UpdateSym(A, B, U|T) == TriU(Mult(A, B.T, B)) : %v\n", ok)
if N < 10 {
t.Logf("UpdateSym(A, B)\n%v\n", A)
t.Logf("Mult(A, B.T, B)\n%v\n", A0)
}
}