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MQL5 リファレンス行列とベクトルのメソッドOpenBLASBLAS Level 2BlasL2SyR2 

BlasL2SyR2

Performs a rank-2 update of a symmetric n-by-n matrix.

AU = alpha * x * y**T + alpha * y * x**T + A

BLAS function SYR2.

Computing for type matrix<double>

bool  matrix::BlasL2SyR2(
  double       alpha,       // scalar multiplier alpha
  vector&       X,         // vector X
  vector&       Y,         // vector Y
  matrix&       AU         // updated matrix A
  );

Computing for type matrix<float>

bool  matrixf::BlasL2SyR2(
  float         alpha,       // scalar multiplier alpha
  vectorf&     X,         // vector X
  vectorf&     Y,         // vector Y
  matrixf&     AU         // updated matrix A
  );

Parameters

alpha

[in]  Scalar multiplier alpha.

X

[in]  Vector x of size n.

Y

[in]  Vector y of size n.

AU

[out]  Updated matrix A.

Return Value

Return true if successful, otherwise false in case of an error.

Note

The input can be a symmetric, upper triangular or lower triangular matrix. Triangular matrices are assumed to be symmetric.