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feat: add lapack/base/dpotf2
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abea099
feat: init lapack/base/dpotf2
Pranavchiku 492b381
fix: spelling mistakes
Pranavchiku 11f180e
docs: add readme
Pranavchiku 1cc9d4e
docs: add repl
Pranavchiku 33eefa9
chore: add other files
Pranavchiku 00a6d5e
refactor: base implementation
Pranavchiku 6b5eb91
chore: Apply suggestions from code review
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<!-- | ||
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@license Apache-2.0 | ||
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Copyright (c) 2024 The Stdlib Authors. | ||
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Licensed under the Apache License, Version 2.0 (the "License"); | ||
you may not use this file except in compliance with the License. | ||
You may obtain a copy of the License at | ||
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http://www.apache.org/licenses/LICENSE-2.0 | ||
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Unless required by applicable law or agreed to in writing, software | ||
distributed under the License is distributed on an "AS IS" BASIS, | ||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
See the License for the specific language governing permissions and | ||
limitations under the License. | ||
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--> | ||
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# dpotf2 | ||
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> Compute the Cholesky factorization of a real symmetric positive definite matrix `A`. | ||
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<section class = "usage"> | ||
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## Usage | ||
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```javascript | ||
var dpotf2 = require( '@stdlib/lapack/base/dpotf2' ); | ||
``` | ||
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#### dpotf2( order, uplo, N, A, LDA ) | ||
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Computes the Cholesky factorization of a real symmetric positive definite matrix `A`. | ||
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```javascript | ||
var Float64Array = require( '@stdlib/array/float64' ); | ||
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var A = new Float64Array( [ 1.0, 0.0, 0.0, 4.0 ] ); | ||
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var out = dpotf2( 'row-major', 'upper', 2, A, 2 ); | ||
// returns 0 | ||
``` | ||
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The function has the following parameters: | ||
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- **order**: storage layout. | ||
- **uplo**: specifies whether to copy the upper or lower triangular/trapezoidal part of matrix `A`. | ||
- **N**: order of matrix `A`. | ||
- **A**: input symmetric positive definite [`Float64Array`][mdn-float64array]. | ||
- **LDA**: stride of the first dimension of `A` (a.k.a., leading dimension of the matrix `A`). | ||
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Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views. | ||
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<!-- eslint-disable stdlib/capitalized-comments --> | ||
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```javascript | ||
var Float64Array = require( '@stdlib/array/float64' ); | ||
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// Initial arrays... | ||
var A0 = new Float64Array( [ 0.0, 1.0, 0.0, 0.0, 4.0 ] ); | ||
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// Create offset views... | ||
var A1 = new Float64Array( A0.buffer, A0.BYTES_PER_ELEMENT*1 ); // start at 2nd element | ||
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var out = dpotf2( 'row-major', 'upper', 2, A1, 2 ); | ||
// returns 0 | ||
``` | ||
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#### dpotf2.ndarray( uplo, N, A, strideA1, strideA2, offsetA ) | ||
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Computes the Cholesky factorization of a real symmetric positive definite matrix `A` using alternative semantic indexing. | ||
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```javascript | ||
var Float64Array = require( '@stdlib/array/float64' ); | ||
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var A = new Float64Array( [ 1.0, 0.0, 0.0, 4.0 ] ); | ||
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var out = dpotf2.ndarray( 'upper', 2, A, 2, 1, 0 ); | ||
// returns 0 | ||
``` | ||
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The function has the following parameters: | ||
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- **uplo**: specifies whether to copy the upper or lower triangular/trapezoidal part of matrix `A`. | ||
- **N**: order of matrix `A`. | ||
- **A**: input symmetric positive definite [`Float64Array`][mdn-float64array]. | ||
- **strideA1**: stride of the first dimension of `A`. | ||
- **strideA2**: stride of the second dimension of `A`. | ||
- **offsetA**: starting index for `A`. | ||
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While [`typed array`][mdn-typed-array] views mandate a view offset based on the underlying buffer, the offset parameters support indexing semantics based on starting indices. For example, | ||
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<!-- eslint-disable max-len --> | ||
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```javascript | ||
var Float64Array = require( '@stdlib/array/float64' ); | ||
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var A = new Float64Array( [ 0.0, 1.0, 0.0, 0.0, 4.0 ] ); | ||
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var out = dpotf2.ndarray( 'upper', 2, A, 2, 1, 1 ); | ||
// returns 0 | ||
``` | ||
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</section> | ||
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<!-- /.usage --> | ||
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<section class="notes"> | ||
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## Notes | ||
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- Both functions mutate the input array `A`. | ||
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- Both functions return a status code indicating success or failure. A status code indicates the following conditions: | ||
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- `0`: factorization was successful. | ||
- `<0`: the k-th argument had an illegal value, where `-k` equals the status code value. | ||
- `0 < k < N`: the leading principal minor of order `k` is not positive and factorization could not be completed, where `k` equals the status code value. | ||
- `N`: the leading principal minor of order `N` is not positive, and factorization was completed. | ||
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- `dpotf2()` corresponds to the [LAPACK][LAPACK] routine [`dpotf2`][lapack-dpotf2]. | ||
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</section> | ||
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<!-- /.notes --> | ||
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<section class="examples"> | ||
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## Examples | ||
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<!-- eslint no-undef: "error" --> | ||
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```javascript | ||
var Float64Array = require( '@stdlib/array/float64' ); | ||
var dpotf2 = require( '@stdlib/lapack/base/dpotf2' ); | ||
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var A = new Float64Array( [ 1.0, 0.0, 0.0, 4.0 ] ); | ||
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var out = dpotf2( 'row-major', 'upper', 2, A, 2 ); | ||
console.log( A ); | ||
console.log( out ); | ||
``` | ||
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</section> | ||
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<!-- /.examples --> | ||
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<!-- C interface documentation. --> | ||
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* * * | ||
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<section class="c"> | ||
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## C APIs | ||
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<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> | ||
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<section class="intro"> | ||
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</section> | ||
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<!-- /.intro --> | ||
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<!-- C usage documentation. --> | ||
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<section class="usage"> | ||
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### Usage | ||
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```c | ||
TODO | ||
``` | ||
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#### TODO | ||
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TODO. | ||
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```c | ||
TODO | ||
``` | ||
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TODO | ||
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```c | ||
TODO | ||
``` | ||
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</section> | ||
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<!-- /.usage --> | ||
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<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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<section class="notes"> | ||
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</section> | ||
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<!-- /.notes --> | ||
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<!-- C API usage examples. --> | ||
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<section class="examples"> | ||
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### Examples | ||
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```c | ||
TODO | ||
``` | ||
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</section> | ||
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<!-- /.examples --> | ||
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</section> | ||
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<!-- /.c --> | ||
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<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> | ||
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<section class="related"> | ||
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</section> | ||
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<!-- /.related --> | ||
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<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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<section class="links"> | ||
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[lapack]: https://www.netlib.org/lapack/explore-html/ | ||
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[lapack-dpotf2]: https://www.netlib.org/lapack/explore-html/de/db9/group__potf2_gac3e7c9b72833e5467d91259ce0d0d4d4.html#gac3e7c9b72833e5467d91259ce0d0d4d4 | ||
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[mdn-float64array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Float64Array | ||
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[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray | ||
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</section> | ||
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<!-- /.links --> |
96 changes: 96 additions & 0 deletions
96
lib/node_modules/@stdlib/lapack/base/dpotf2/benchmark/benchmark.js
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/** | ||
* @license Apache-2.0 | ||
* | ||
* Copyright (c) 2024 The Stdlib Authors. | ||
* | ||
* Licensed under the Apache License, Version 2.0 (the "License"); | ||
* you may not use this file except in compliance with the License. | ||
* You may obtain a copy of the License at | ||
* | ||
* http://www.apache.org/licenses/LICENSE-2.0 | ||
* | ||
* Unless required by applicable law or agreed to in writing, software | ||
* distributed under the License is distributed on an "AS IS" BASIS, | ||
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
* See the License for the specific language governing permissions and | ||
* limitations under the License. | ||
*/ | ||
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'use strict'; | ||
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// MODULES // | ||
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var bench = require( '@stdlib/bench' ); | ||
var uniform = require( '@stdlib/random/array/uniform' ); | ||
var isnan = require( '@stdlib/math/base/assert/is-nan' ); | ||
var pow = require( '@stdlib/math/base/special/pow' ); | ||
var pkg = require( './../package.json' ).name; | ||
var dpotf2 = require( './../lib/dpotf2.js' ); | ||
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// VARIABLES // | ||
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var options = { | ||
'dtype': 'float64' | ||
}; | ||
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// FUNCTIONS // | ||
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/** | ||
* Creates a benchmark function. | ||
* | ||
* @private | ||
* @param {PositiveInteger} len - array length | ||
* @returns {Function} benchmark function | ||
*/ | ||
function createBenchmark( len ) { | ||
var A = uniform( len, 1.0, 100.0, options ); | ||
return benchmark; | ||
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function benchmark( b ) { | ||
var d; | ||
var i; | ||
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b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
d = dpotf2( 'row-major', 'upper', len, A, len ); | ||
if ( isnan( d ) ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( isnan( d ) ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
} | ||
} | ||
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// MAIN // | ||
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/** | ||
* Main execution sequence. | ||
* | ||
* @private | ||
*/ | ||
function main() { | ||
var len; | ||
var min; | ||
var max; | ||
var f; | ||
var i; | ||
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min = 1; // 10^min | ||
max = 6; // 10^max | ||
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for ( i = min; i <= max; i++ ) { | ||
len = pow( 10, i ); | ||
f = createBenchmark( len ); | ||
bench( pkg+':len='+len, f ); | ||
} | ||
} | ||
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main(); |
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