Function cholesky

numpy/linalg/umath_linalg.cpp:1938–1970

template<typename typ>
static void
cholesky(char uplo, char **args, npy_intp const *dimensions, npy_intp const *steps)
{
    using ftyp = fortran_type_t<typ>;
    POTR_PARAMS_t<ftyp> params;
    int error_occurred = get_fp_invalid_and_clear();
    fortran_int n;
    INIT_OUTER_LOOP_2

    assert(uplo == 'L');

    n = (fortran_int)dimensions[0];
    if (init_potrf(&params, uplo, n)) {
        LINEARIZE_DATA_t a_in, r_out;
        init_linearize_data(&a_in, n, n, steps[1], steps[0]);
        init_linearize_data(&r_out, n, n, steps[3], steps[2]);
        BEGIN_OUTER_LOOP_2
            int not_ok;
            linearize_matrix(params.A, (ftyp*)args[0], &a_in);
            not_ok = call_potrf(&params);
            if (!not_ok) {
                triu_matrix(params.A, params.N);
                delinearize_matrix((ftyp*)args[1], params.A, &r_out);
            } else {
                error_occurred = 1;
                nan_matrix((ftyp*)args[1], &r_out);
            }
        END_OUTER_LOOP
        release_potrf(&params);
    }

    set_fp_invalid_or_clear(error_occurred);
}

template<typename typ>
static void