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Support rook-pivoting in bkfact #14389

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Jan 3, 2016
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Support rook-pivoting in bkfact #14389

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61 changes: 45 additions & 16 deletions base/linalg/bunchkaufman.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -9,45 +9,74 @@ immutable BunchKaufman{T,S<:AbstractMatrix} <: Factorization{T}
ipiv::Vector{BlasInt}
uplo::Char
symmetric::Bool
BunchKaufman(LD::AbstractMatrix{T}, ipiv::Vector{BlasInt}, uplo::Char, symmetric::Bool) = new(LD, ipiv, uplo, symmetric)
rook::Bool
BunchKaufman(LD::AbstractMatrix{T}, ipiv::Vector{BlasInt}, uplo::Char, symmetric::Bool, rook::Bool) = new(LD, ipiv, uplo, symmetric, rook)
end
BunchKaufman{T}(LD::AbstractMatrix{T}, ipiv::Vector{BlasInt}, uplo::Char, symmetric::Bool) = BunchKaufman{T,typeof(LD)}(LD, ipiv, uplo, symmetric)
BunchKaufman{T}(LD::AbstractMatrix{T}, ipiv::Vector{BlasInt}, uplo::Char, symmetric::Bool, rook::Bool) = BunchKaufman{T,typeof(LD)}(LD, ipiv, uplo, symmetric, rook)

function bkfact!{T<:BlasReal}(A::StridedMatrix{T}, uplo::Symbol=:U, symmetric::Bool=issym(A))
function bkfact!{T<:BlasReal}(A::StridedMatrix{T}, uplo::Symbol=:U, symmetric::Bool=issym(A), rook::Bool=false)
if !symmetric
throw(ArgumentError("Bunch-Kaufman decomposition is only valid for symmetric matrices"))
end
LD, ipiv = LAPACK.sytrf!(char_uplo(uplo) , A)
BunchKaufman(LD, ipiv, char_uplo(uplo), symmetric)
LD, ipiv = rook ? LAPACK.sytrf_rook!(char_uplo(uplo) , A) : LAPACK.sytrf!(char_uplo(uplo) , A)
BunchKaufman(LD, ipiv, char_uplo(uplo), symmetric, rook)
end
function bkfact!{T<:BlasComplex}(A::StridedMatrix{T}, uplo::Symbol=:U, symmetric::Bool=issym(A))
LD, ipiv = (symmetric ? LAPACK.sytrf! : LAPACK.hetrf!)(char_uplo(uplo) , A)
BunchKaufman(LD, ipiv, char_uplo(uplo), symmetric)
function bkfact!{T<:BlasComplex}(A::StridedMatrix{T}, uplo::Symbol=:U, symmetric::Bool=issym(A), rook::Bool=false)
if rook
LD, ipiv = (symmetric ? LAPACK.sytrf_rook! : LAPACK.hetrf_rook!)(char_uplo(uplo) , A)
else
LD, ipiv = (symmetric ? LAPACK.sytrf! : LAPACK.hetrf!)(char_uplo(uplo) , A)
end
BunchKaufman(LD, ipiv, char_uplo(uplo), symmetric, rook)
end
bkfact{T<:BlasFloat}(A::StridedMatrix{T}, uplo::Symbol=:U, symmetric::Bool=issym(A)) = bkfact!(copy(A), uplo, symmetric)
bkfact{T}(A::StridedMatrix{T}, uplo::Symbol=:U, symmetric::Bool=issym(A)) = bkfact!(convert(Matrix{promote_type(Float32,typeof(sqrt(one(T))))},A),uplo,symmetric)
bkfact{T<:BlasFloat}(A::StridedMatrix{T}, uplo::Symbol=:U, symmetric::Bool=issym(A), rook::Bool=false) = bkfact!(copy(A), uplo, symmetric, rook)
bkfact{T}(A::StridedMatrix{T}, uplo::Symbol=:U, symmetric::Bool=issym(A), rook::Bool=false) = bkfact!(convert(Matrix{promote_type(Float32,typeof(sqrt(one(T))))},A),uplo,symmetric,rook)

convert{T}(::Type{BunchKaufman{T}},B::BunchKaufman) = BunchKaufman(convert(Matrix{T},B.LD),B.ipiv,B.uplo,B.symmetric)
convert{T}(::Type{BunchKaufman{T}},B::BunchKaufman) = BunchKaufman(convert(Matrix{T},B.LD),B.ipiv,B.uplo,B.symmetric,B.rook)
convert{T}(::Type{Factorization{T}}, B::BunchKaufman) = convert(BunchKaufman{T}, B)

size(B::BunchKaufman) = size(B.LD)
size(B::BunchKaufman,d::Integer) = size(B.LD,d)
issym(B::BunchKaufman) = B.symmetric
ishermitian(B::BunchKaufman) = !B.symmetric

inv{T<:BlasReal}(B::BunchKaufman{T}) = copytri!(LAPACK.sytri!(B.uplo, copy(B.LD), B.ipiv), B.uplo, true)
function inv{T<:BlasReal}(B::BunchKaufman{T})
if B.rook
copytri!(LAPACK.sytri_rook!(B.uplo, copy(B.LD), B.ipiv), B.uplo, true)
else
copytri!(LAPACK.sytri!(B.uplo, copy(B.LD), B.ipiv), B.uplo, true)
end
end

function inv{T<:BlasComplex}(B::BunchKaufman{T})
if issym(B)
copytri!(LAPACK.sytri!(B.uplo, copy(B.LD), B.ipiv), B.uplo)
if B.rook
copytri!(LAPACK.sytri_rook!(B.uplo, copy(B.LD), B.ipiv), B.uplo)
else
copytri!(LAPACK.sytri!(B.uplo, copy(B.LD), B.ipiv), B.uplo)
end
else
copytri!(LAPACK.hetri!(B.uplo, copy(B.LD), B.ipiv), B.uplo, true)
if B.rook
copytri!(LAPACK.hetri_rook!(B.uplo, copy(B.LD), B.ipiv), B.uplo, true)
else
copytri!(LAPACK.hetri!(B.uplo, copy(B.LD), B.ipiv), B.uplo, true)
end
end
end

A_ldiv_B!{T<:BlasReal}(B::BunchKaufman{T}, R::StridedVecOrMat{T}) = LAPACK.sytrs!(B.uplo, B.LD, B.ipiv, R)
function A_ldiv_B!{T<:BlasReal}(B::BunchKaufman{T}, R::StridedVecOrMat{T})
if B.rook
LAPACK.sytrs_rook!(B.uplo, B.LD, B.ipiv, R)
else
LAPACK.sytrs!(B.uplo, B.LD, B.ipiv, R)
end
end
function A_ldiv_B!{T<:BlasComplex}(B::BunchKaufman{T}, R::StridedVecOrMat{T})
(issym(B) ? LAPACK.sytrs! : LAPACK.hetrs!)(B.uplo, B.LD, B.ipiv, R)
if B.rook
(issym(B) ? LAPACK.sytrs_rook! : LAPACK.hetrs_rook!)(B.uplo, B.LD, B.ipiv, R)
else
(issym(B) ? LAPACK.sytrs! : LAPACK.hetrs!)(B.uplo, B.LD, B.ipiv, R)
end
end

function det(F::BunchKaufman)
Expand Down
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