Merge pull request #120 from gonum/fixnewton

Fix newton with new Cholesky API

Author: btracey

newton.go

@@ -50,7 +50,7 @@ type Newton struct {
 	ls *LinesearchMethod
 
 	hess *mat64.SymDense // Storage for a copy of the Hessian matrix.
-	chol *mat64.TriDense // Storage for the Cholesky factorization.
+	chol *mat64.Cholesky // Storage for the Cholesky factorization.
 	tau  float64
 }
 
@@ -79,7 +79,9 @@ func (n *Newton) Iterate(loc *Location, xNext []float64) (EvaluationType, Iterat
 
 func (n *Newton) InitDirection(loc *Location, dir []float64) (stepSize float64) {
 	dim := len(loc.X)
-	n.chol = resizeTriDense(n.chol, dim)
+	if n.chol == nil {
+		n.chol = &mat64.Cholesky{}
+	}
 	n.hess = resizeSymDense(n.hess, dim)
 	n.tau = 0
 	return n.NextDirection(loc, dir)
@@ -119,7 +121,7 @@ func (n *Newton) NextDirection(loc *Location, dir []float64) (stepSize float64)
 			}
 		}
 		// Try to apply the Cholesky factorization.
-		pd := n.chol.Cholesky(n.hess, true)
+		pd := n.chol.Factorize(n.hess)
 		if pd {
 			d := mat64.NewVector(dim, dir)
 			// Store the solution in d's backing array, dir.

types.go

@@ -234,10 +234,3 @@ func resizeSymDense(m *mat64.SymDense, dim int) *mat64.SymDense {
 	}
 	return mat64.NewSymDense(dim, m.RawSymmetric().Data[:dim*dim])
 }
-
-func resizeTriDense(m *mat64.TriDense, dim int) *mat64.TriDense {
-	if m == nil || cap(m.RawTriangular().Data) < dim*dim {
-		return mat64.NewTriDense(dim, true, nil)
-	}
-	return mat64.NewTriDense(dim, true, m.RawTriangular().Data[:dim*dim])
-}