fix(math): preserve certified sums and complete MKL algebra

This commit is contained in:
KOKO\Mimi
2026-10-14 15:40:52 +09:00
parent 59c8e93b07
commit 590a93793f
9 changed files with 236 additions and 95 deletions
+14
View File
@@ -7,6 +7,7 @@
#include "fesa/core/status.h"
#include "fesa/math/matrix.h"
#include "fesa/math/vector.h"
namespace fesa::dense_blas_internal {
@@ -18,6 +19,19 @@ Result<MKL_INT> ToMklSize(std::size_t size);
/// @throws std::invalid_argument if the row counts differ.
Matrix MultiplyTransposeLeft(const Matrix& left, const Matrix& right);
/// @brief Multiplies a compact diagonal matrix by a vector through MKL.
/// @throws std::invalid_argument if shapes differ or inputs are nonfinite.
/// @throws std::length_error if the size exceeds the backend integer range.
Vector MultiplyDiagonal(const Vector& diagonal, const Vector& rhs);
/// @brief Computes a lower Cholesky factor and its inverse with MKL LAPACK.
/// @return False for a nonpositive pivot or nonfinite factor/inverse.
/// @note Outputs are replaced only after both finite candidates succeed.
/// @throws std::invalid_argument for a nonsquare or nonfinite input.
/// @throws std::length_error for a backend size overflow.
bool CholeskyLowerAndInverse(const Matrix& matrix, Matrix& lower,
Matrix& inverse_lower);
/// @brief Copies contiguous double values through the private BLAS backend.
/// @param source Readable storage for size values when size is nonzero.
/// @param size Number of contiguous values to copy.