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- // Copyright ©2015 The Gonum Authors. All rights reserved.
- // Use of this source code is governed by a BSD-style
- // license that can be found in the LICENSE file.
- package lapack64
- import (
- "gonum.org/v1/gonum/blas"
- "gonum.org/v1/gonum/blas/blas64"
- "gonum.org/v1/gonum/lapack"
- "gonum.org/v1/gonum/lapack/gonum"
- )
- var lapack64 lapack.Float64 = gonum.Implementation{}
- // Use sets the LAPACK float64 implementation to be used by subsequent BLAS calls.
- // The default implementation is native.Implementation.
- func Use(l lapack.Float64) {
- lapack64 = l
- }
- func max(a, b int) int {
- if a > b {
- return a
- }
- return b
- }
- // Potrf computes the Cholesky factorization of a.
- // The factorization has the form
- // A = Uᵀ * U if a.Uplo == blas.Upper, or
- // A = L * Lᵀ if a.Uplo == blas.Lower,
- // where U is an upper triangular matrix and L is lower triangular.
- // The triangular matrix is returned in t, and the underlying data between
- // a and t is shared. The returned bool indicates whether a is positive
- // definite and the factorization could be finished.
- func Potrf(a blas64.Symmetric) (t blas64.Triangular, ok bool) {
- ok = lapack64.Dpotrf(a.Uplo, a.N, a.Data, max(1, a.Stride))
- t.Uplo = a.Uplo
- t.N = a.N
- t.Data = a.Data
- t.Stride = a.Stride
- t.Diag = blas.NonUnit
- return
- }
- // Potri computes the inverse of a real symmetric positive definite matrix A
- // using its Cholesky factorization.
- //
- // On entry, t contains the triangular factor U or L from the Cholesky
- // factorization A = Uᵀ*U or A = L*Lᵀ, as computed by Potrf.
- //
- // On return, the upper or lower triangle of the (symmetric) inverse of A is
- // stored in t, overwriting the input factor U or L, and also returned in a. The
- // underlying data between a and t is shared.
- //
- // The returned bool indicates whether the inverse was computed successfully.
- func Potri(t blas64.Triangular) (a blas64.Symmetric, ok bool) {
- ok = lapack64.Dpotri(t.Uplo, t.N, t.Data, max(1, t.Stride))
- a.Uplo = t.Uplo
- a.N = t.N
- a.Data = t.Data
- a.Stride = t.Stride
- return
- }
- // Potrs solves a system of n linear equations A*X = B where A is an n×n
- // symmetric positive definite matrix and B is an n×nrhs matrix, using the
- // Cholesky factorization A = Uᵀ*U or A = L*Lᵀ. t contains the corresponding
- // triangular factor as returned by Potrf. On entry, B contains the right-hand
- // side matrix B, on return it contains the solution matrix X.
- func Potrs(t blas64.Triangular, b blas64.General) {
- lapack64.Dpotrs(t.Uplo, t.N, b.Cols, t.Data, max(1, t.Stride), b.Data, max(1, b.Stride))
- }
- // Pbtrf computes the Cholesky factorization of an n×n symmetric positive
- // definite band matrix
- // A = Uᵀ * U if a.Uplo == blas.Upper
- // A = L * Lᵀ if a.Uplo == blas.Lower
- // where U and L are upper, respectively lower, triangular band matrices.
- //
- // The triangular matrix U or L is returned in t, and the underlying data
- // between a and t is shared. The returned bool indicates whether A is positive
- // definite and the factorization could be finished.
- func Pbtrf(a blas64.SymmetricBand) (t blas64.TriangularBand, ok bool) {
- ok = lapack64.Dpbtrf(a.Uplo, a.N, a.K, a.Data, max(1, a.Stride))
- t.Uplo = a.Uplo
- t.Diag = blas.NonUnit
- t.N = a.N
- t.K = a.K
- t.Data = a.Data
- t.Stride = a.Stride
- return t, ok
- }
- // Pbtrs solves a system of linear equations A*X = B with an n×n symmetric
- // positive definite band matrix A using the Cholesky factorization
- // A = Uᵀ * U if t.Uplo == blas.Upper
- // A = L * Lᵀ if t.Uplo == blas.Lower
- // t contains the corresponding triangular factor as returned by Pbtrf.
- //
- // On entry, b contains the right hand side matrix B. On return, it is
- // overwritten with the solution matrix X.
- func Pbtrs(t blas64.TriangularBand, b blas64.General) {
- lapack64.Dpbtrs(t.Uplo, t.N, t.K, b.Cols, t.Data, max(1, t.Stride), b.Data, max(1, b.Stride))
- }
- // Gecon estimates the reciprocal of the condition number of the n×n matrix A
- // given the LU decomposition of the matrix. The condition number computed may
- // be based on the 1-norm or the ∞-norm.
- //
- // a contains the result of the LU decomposition of A as computed by Getrf.
- //
- // anorm is the corresponding 1-norm or ∞-norm of the original matrix A.
- //
- // work is a temporary data slice of length at least 4*n and Gecon will panic otherwise.
- //
- // iwork is a temporary data slice of length at least n and Gecon will panic otherwise.
- func Gecon(norm lapack.MatrixNorm, a blas64.General, anorm float64, work []float64, iwork []int) float64 {
- return lapack64.Dgecon(norm, a.Cols, a.Data, max(1, a.Stride), anorm, work, iwork)
- }
- // Gels finds a minimum-norm solution based on the matrices A and B using the
- // QR or LQ factorization. Gels returns false if the matrix
- // A is singular, and true if this solution was successfully found.
- //
- // The minimization problem solved depends on the input parameters.
- //
- // 1. If m >= n and trans == blas.NoTrans, Gels finds X such that || A*X - B||_2
- // is minimized.
- // 2. If m < n and trans == blas.NoTrans, Gels finds the minimum norm solution of
- // A * X = B.
- // 3. If m >= n and trans == blas.Trans, Gels finds the minimum norm solution of
- // Aᵀ * X = B.
- // 4. If m < n and trans == blas.Trans, Gels finds X such that || A*X - B||_2
- // is minimized.
- // Note that the least-squares solutions (cases 1 and 3) perform the minimization
- // per column of B. This is not the same as finding the minimum-norm matrix.
- //
- // The matrix A is a general matrix of size m×n and is modified during this call.
- // The input matrix B is of size max(m,n)×nrhs, and serves two purposes. On entry,
- // the elements of b specify the input matrix B. B has size m×nrhs if
- // trans == blas.NoTrans, and n×nrhs if trans == blas.Trans. On exit, the
- // leading submatrix of b contains the solution vectors X. If trans == blas.NoTrans,
- // this submatrix is of size n×nrhs, and of size m×nrhs otherwise.
- //
- // Work is temporary storage, and lwork specifies the usable memory length.
- // At minimum, lwork >= max(m,n) + max(m,n,nrhs), and this function will panic
- // otherwise. A longer work will enable blocked algorithms to be called.
- // In the special case that lwork == -1, work[0] will be set to the optimal working
- // length.
- func Gels(trans blas.Transpose, a blas64.General, b blas64.General, work []float64, lwork int) bool {
- return lapack64.Dgels(trans, a.Rows, a.Cols, b.Cols, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride), work, lwork)
- }
- // Geqrf computes the QR factorization of the m×n matrix A using a blocked
- // algorithm. A is modified to contain the information to construct Q and R.
- // The upper triangle of a contains the matrix R. The lower triangular elements
- // (not including the diagonal) contain the elementary reflectors. tau is modified
- // to contain the reflector scales. tau must have length at least min(m,n), and
- // this function will panic otherwise.
- //
- // The ith elementary reflector can be explicitly constructed by first extracting
- // the
- // v[j] = 0 j < i
- // v[j] = 1 j == i
- // v[j] = a[j*lda+i] j > i
- // and computing H_i = I - tau[i] * v * vᵀ.
- //
- // The orthonormal matrix Q can be constucted from a product of these elementary
- // reflectors, Q = H_0 * H_1 * ... * H_{k-1}, where k = min(m,n).
- //
- // Work is temporary storage, and lwork specifies the usable memory length.
- // At minimum, lwork >= m and this function will panic otherwise.
- // Geqrf is a blocked QR factorization, but the block size is limited
- // by the temporary space available. If lwork == -1, instead of performing Geqrf,
- // the optimal work length will be stored into work[0].
- func Geqrf(a blas64.General, tau, work []float64, lwork int) {
- lapack64.Dgeqrf(a.Rows, a.Cols, a.Data, max(1, a.Stride), tau, work, lwork)
- }
- // Gelqf computes the LQ factorization of the m×n matrix A using a blocked
- // algorithm. A is modified to contain the information to construct L and Q. The
- // lower triangle of a contains the matrix L. The elements above the diagonal
- // and the slice tau represent the matrix Q. tau is modified to contain the
- // reflector scales. tau must have length at least min(m,n), and this function
- // will panic otherwise.
- //
- // See Geqrf for a description of the elementary reflectors and orthonormal
- // matrix Q. Q is constructed as a product of these elementary reflectors,
- // Q = H_{k-1} * ... * H_1 * H_0.
- //
- // Work is temporary storage, and lwork specifies the usable memory length.
- // At minimum, lwork >= m and this function will panic otherwise.
- // Gelqf is a blocked LQ factorization, but the block size is limited
- // by the temporary space available. If lwork == -1, instead of performing Gelqf,
- // the optimal work length will be stored into work[0].
- func Gelqf(a blas64.General, tau, work []float64, lwork int) {
- lapack64.Dgelqf(a.Rows, a.Cols, a.Data, max(1, a.Stride), tau, work, lwork)
- }
- // Gesvd computes the singular value decomposition of the input matrix A.
- //
- // The singular value decomposition is
- // A = U * Sigma * Vᵀ
- // where Sigma is an m×n diagonal matrix containing the singular values of A,
- // U is an m×m orthogonal matrix and V is an n×n orthogonal matrix. The first
- // min(m,n) columns of U and V are the left and right singular vectors of A
- // respectively.
- //
- // jobU and jobVT are options for computing the singular vectors. The behavior
- // is as follows
- // jobU == lapack.SVDAll All m columns of U are returned in u
- // jobU == lapack.SVDStore The first min(m,n) columns are returned in u
- // jobU == lapack.SVDOverwrite The first min(m,n) columns of U are written into a
- // jobU == lapack.SVDNone The columns of U are not computed.
- // The behavior is the same for jobVT and the rows of Vᵀ. At most one of jobU
- // and jobVT can equal lapack.SVDOverwrite, and Gesvd will panic otherwise.
- //
- // On entry, a contains the data for the m×n matrix A. During the call to Gesvd
- // the data is overwritten. On exit, A contains the appropriate singular vectors
- // if either job is lapack.SVDOverwrite.
- //
- // s is a slice of length at least min(m,n) and on exit contains the singular
- // values in decreasing order.
- //
- // u contains the left singular vectors on exit, stored columnwise. If
- // jobU == lapack.SVDAll, u is of size m×m. If jobU == lapack.SVDStore u is
- // of size m×min(m,n). If jobU == lapack.SVDOverwrite or lapack.SVDNone, u is
- // not used.
- //
- // vt contains the left singular vectors on exit, stored rowwise. If
- // jobV == lapack.SVDAll, vt is of size n×m. If jobVT == lapack.SVDStore vt is
- // of size min(m,n)×n. If jobVT == lapack.SVDOverwrite or lapack.SVDNone, vt is
- // not used.
- //
- // work is a slice for storing temporary memory, and lwork is the usable size of
- // the slice. lwork must be at least max(5*min(m,n), 3*min(m,n)+max(m,n)).
- // If lwork == -1, instead of performing Gesvd, the optimal work length will be
- // stored into work[0]. Gesvd will panic if the working memory has insufficient
- // storage.
- //
- // Gesvd returns whether the decomposition successfully completed.
- func Gesvd(jobU, jobVT lapack.SVDJob, a, u, vt blas64.General, s, work []float64, lwork int) (ok bool) {
- return lapack64.Dgesvd(jobU, jobVT, a.Rows, a.Cols, a.Data, max(1, a.Stride), s, u.Data, max(1, u.Stride), vt.Data, max(1, vt.Stride), work, lwork)
- }
- // Getrf computes the LU decomposition of the m×n matrix A.
- // The LU decomposition is a factorization of A into
- // A = P * L * U
- // where P is a permutation matrix, L is a unit lower triangular matrix, and
- // U is a (usually) non-unit upper triangular matrix. On exit, L and U are stored
- // in place into a.
- //
- // ipiv is a permutation vector. It indicates that row i of the matrix was
- // changed with ipiv[i]. ipiv must have length at least min(m,n), and will panic
- // otherwise. ipiv is zero-indexed.
- //
- // Getrf is the blocked version of the algorithm.
- //
- // Getrf returns whether the matrix A is singular. The LU decomposition will
- // be computed regardless of the singularity of A, but division by zero
- // will occur if the false is returned and the result is used to solve a
- // system of equations.
- func Getrf(a blas64.General, ipiv []int) bool {
- return lapack64.Dgetrf(a.Rows, a.Cols, a.Data, max(1, a.Stride), ipiv)
- }
- // Getri computes the inverse of the matrix A using the LU factorization computed
- // by Getrf. On entry, a contains the PLU decomposition of A as computed by
- // Getrf and on exit contains the reciprocal of the original matrix.
- //
- // Getri will not perform the inversion if the matrix is singular, and returns
- // a boolean indicating whether the inversion was successful.
- //
- // Work is temporary storage, and lwork specifies the usable memory length.
- // At minimum, lwork >= n and this function will panic otherwise.
- // Getri is a blocked inversion, but the block size is limited
- // by the temporary space available. If lwork == -1, instead of performing Getri,
- // the optimal work length will be stored into work[0].
- func Getri(a blas64.General, ipiv []int, work []float64, lwork int) (ok bool) {
- return lapack64.Dgetri(a.Cols, a.Data, max(1, a.Stride), ipiv, work, lwork)
- }
- // Getrs solves a system of equations using an LU factorization.
- // The system of equations solved is
- // A * X = B if trans == blas.Trans
- // Aᵀ * X = B if trans == blas.NoTrans
- // A is a general n×n matrix with stride lda. B is a general matrix of size n×nrhs.
- //
- // On entry b contains the elements of the matrix B. On exit, b contains the
- // elements of X, the solution to the system of equations.
- //
- // a and ipiv contain the LU factorization of A and the permutation indices as
- // computed by Getrf. ipiv is zero-indexed.
- func Getrs(trans blas.Transpose, a blas64.General, b blas64.General, ipiv []int) {
- lapack64.Dgetrs(trans, a.Cols, b.Cols, a.Data, max(1, a.Stride), ipiv, b.Data, max(1, b.Stride))
- }
- // Ggsvd3 computes the generalized singular value decomposition (GSVD)
- // of an m×n matrix A and p×n matrix B:
- // Uᵀ*A*Q = D1*[ 0 R ]
- //
- // Vᵀ*B*Q = D2*[ 0 R ]
- // where U, V and Q are orthogonal matrices.
- //
- // Ggsvd3 returns k and l, the dimensions of the sub-blocks. k+l
- // is the effective numerical rank of the (m+p)×n matrix [ Aᵀ Bᵀ ]ᵀ.
- // R is a (k+l)×(k+l) nonsingular upper triangular matrix, D1 and
- // D2 are m×(k+l) and p×(k+l) diagonal matrices and of the following
- // structures, respectively:
- //
- // If m-k-l >= 0,
- //
- // k l
- // D1 = k [ I 0 ]
- // l [ 0 C ]
- // m-k-l [ 0 0 ]
- //
- // k l
- // D2 = l [ 0 S ]
- // p-l [ 0 0 ]
- //
- // n-k-l k l
- // [ 0 R ] = k [ 0 R11 R12 ] k
- // l [ 0 0 R22 ] l
- //
- // where
- //
- // C = diag( alpha_k, ... , alpha_{k+l} ),
- // S = diag( beta_k, ... , beta_{k+l} ),
- // C^2 + S^2 = I.
- //
- // R is stored in
- // A[0:k+l, n-k-l:n]
- // on exit.
- //
- // If m-k-l < 0,
- //
- // k m-k k+l-m
- // D1 = k [ I 0 0 ]
- // m-k [ 0 C 0 ]
- //
- // k m-k k+l-m
- // D2 = m-k [ 0 S 0 ]
- // k+l-m [ 0 0 I ]
- // p-l [ 0 0 0 ]
- //
- // n-k-l k m-k k+l-m
- // [ 0 R ] = k [ 0 R11 R12 R13 ]
- // m-k [ 0 0 R22 R23 ]
- // k+l-m [ 0 0 0 R33 ]
- //
- // where
- // C = diag( alpha_k, ... , alpha_m ),
- // S = diag( beta_k, ... , beta_m ),
- // C^2 + S^2 = I.
- //
- // R = [ R11 R12 R13 ] is stored in A[1:m, n-k-l+1:n]
- // [ 0 R22 R23 ]
- // and R33 is stored in
- // B[m-k:l, n+m-k-l:n] on exit.
- //
- // Ggsvd3 computes C, S, R, and optionally the orthogonal transformation
- // matrices U, V and Q.
- //
- // jobU, jobV and jobQ are options for computing the orthogonal matrices. The behavior
- // is as follows
- // jobU == lapack.GSVDU Compute orthogonal matrix U
- // jobU == lapack.GSVDNone Do not compute orthogonal matrix.
- // The behavior is the same for jobV and jobQ with the exception that instead of
- // lapack.GSVDU these accept lapack.GSVDV and lapack.GSVDQ respectively.
- // The matrices U, V and Q must be m×m, p×p and n×n respectively unless the
- // relevant job parameter is lapack.GSVDNone.
- //
- // alpha and beta must have length n or Ggsvd3 will panic. On exit, alpha and
- // beta contain the generalized singular value pairs of A and B
- // alpha[0:k] = 1,
- // beta[0:k] = 0,
- // if m-k-l >= 0,
- // alpha[k:k+l] = diag(C),
- // beta[k:k+l] = diag(S),
- // if m-k-l < 0,
- // alpha[k:m]= C, alpha[m:k+l]= 0
- // beta[k:m] = S, beta[m:k+l] = 1.
- // if k+l < n,
- // alpha[k+l:n] = 0 and
- // beta[k+l:n] = 0.
- //
- // On exit, iwork contains the permutation required to sort alpha descending.
- //
- // iwork must have length n, work must have length at least max(1, lwork), and
- // lwork must be -1 or greater than n, otherwise Ggsvd3 will panic. If
- // lwork is -1, work[0] holds the optimal lwork on return, but Ggsvd3 does
- // not perform the GSVD.
- func Ggsvd3(jobU, jobV, jobQ lapack.GSVDJob, a, b blas64.General, alpha, beta []float64, u, v, q blas64.General, work []float64, lwork int, iwork []int) (k, l int, ok bool) {
- return lapack64.Dggsvd3(jobU, jobV, jobQ, a.Rows, a.Cols, b.Rows, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride), alpha, beta, u.Data, max(1, u.Stride), v.Data, max(1, v.Stride), q.Data, max(1, q.Stride), work, lwork, iwork)
- }
- // Lange computes the matrix norm of the general m×n matrix A. The input norm
- // specifies the norm computed.
- // lapack.MaxAbs: the maximum absolute value of an element.
- // lapack.MaxColumnSum: the maximum column sum of the absolute values of the entries.
- // lapack.MaxRowSum: the maximum row sum of the absolute values of the entries.
- // lapack.Frobenius: the square root of the sum of the squares of the entries.
- // If norm == lapack.MaxColumnSum, work must be of length n, and this function will panic otherwise.
- // There are no restrictions on work for the other matrix norms.
- func Lange(norm lapack.MatrixNorm, a blas64.General, work []float64) float64 {
- return lapack64.Dlange(norm, a.Rows, a.Cols, a.Data, max(1, a.Stride), work)
- }
- // Lansy computes the specified norm of an n×n symmetric matrix. If
- // norm == lapack.MaxColumnSum or norm == lapack.MaxRowSum, work must have length
- // at least n and this function will panic otherwise.
- // There are no restrictions on work for the other matrix norms.
- func Lansy(norm lapack.MatrixNorm, a blas64.Symmetric, work []float64) float64 {
- return lapack64.Dlansy(norm, a.Uplo, a.N, a.Data, max(1, a.Stride), work)
- }
- // Lantr computes the specified norm of an m×n trapezoidal matrix A. If
- // norm == lapack.MaxColumnSum work must have length at least n and this function
- // will panic otherwise. There are no restrictions on work for the other matrix norms.
- func Lantr(norm lapack.MatrixNorm, a blas64.Triangular, work []float64) float64 {
- return lapack64.Dlantr(norm, a.Uplo, a.Diag, a.N, a.N, a.Data, max(1, a.Stride), work)
- }
- // Lapmt rearranges the columns of the m×n matrix X as specified by the
- // permutation k_0, k_1, ..., k_{n-1} of the integers 0, ..., n-1.
- //
- // If forward is true a forward permutation is performed:
- //
- // X[0:m, k[j]] is moved to X[0:m, j] for j = 0, 1, ..., n-1.
- //
- // otherwise a backward permutation is performed:
- //
- // X[0:m, j] is moved to X[0:m, k[j]] for j = 0, 1, ..., n-1.
- //
- // k must have length n, otherwise Lapmt will panic. k is zero-indexed.
- func Lapmt(forward bool, x blas64.General, k []int) {
- lapack64.Dlapmt(forward, x.Rows, x.Cols, x.Data, max(1, x.Stride), k)
- }
- // Ormlq multiplies the matrix C by the othogonal matrix Q defined by
- // A and tau. A and tau are as returned from Gelqf.
- // C = Q * C if side == blas.Left and trans == blas.NoTrans
- // C = Qᵀ * C if side == blas.Left and trans == blas.Trans
- // C = C * Q if side == blas.Right and trans == blas.NoTrans
- // C = C * Qᵀ if side == blas.Right and trans == blas.Trans
- // If side == blas.Left, A is a matrix of side k×m, and if side == blas.Right
- // A is of size k×n. This uses a blocked algorithm.
- //
- // Work is temporary storage, and lwork specifies the usable memory length.
- // At minimum, lwork >= m if side == blas.Left and lwork >= n if side == blas.Right,
- // and this function will panic otherwise.
- // Ormlq uses a block algorithm, but the block size is limited
- // by the temporary space available. If lwork == -1, instead of performing Ormlq,
- // the optimal work length will be stored into work[0].
- //
- // Tau contains the Householder scales and must have length at least k, and
- // this function will panic otherwise.
- func Ormlq(side blas.Side, trans blas.Transpose, a blas64.General, tau []float64, c blas64.General, work []float64, lwork int) {
- lapack64.Dormlq(side, trans, c.Rows, c.Cols, a.Rows, a.Data, max(1, a.Stride), tau, c.Data, max(1, c.Stride), work, lwork)
- }
- // Ormqr multiplies an m×n matrix C by an orthogonal matrix Q as
- // C = Q * C if side == blas.Left and trans == blas.NoTrans,
- // C = Qᵀ * C if side == blas.Left and trans == blas.Trans,
- // C = C * Q if side == blas.Right and trans == blas.NoTrans,
- // C = C * Qᵀ if side == blas.Right and trans == blas.Trans,
- // where Q is defined as the product of k elementary reflectors
- // Q = H_0 * H_1 * ... * H_{k-1}.
- //
- // If side == blas.Left, A is an m×k matrix and 0 <= k <= m.
- // If side == blas.Right, A is an n×k matrix and 0 <= k <= n.
- // The ith column of A contains the vector which defines the elementary
- // reflector H_i and tau[i] contains its scalar factor. tau must have length k
- // and Ormqr will panic otherwise. Geqrf returns A and tau in the required
- // form.
- //
- // work must have length at least max(1,lwork), and lwork must be at least n if
- // side == blas.Left and at least m if side == blas.Right, otherwise Ormqr will
- // panic.
- //
- // work is temporary storage, and lwork specifies the usable memory length. At
- // minimum, lwork >= m if side == blas.Left and lwork >= n if side ==
- // blas.Right, and this function will panic otherwise. Larger values of lwork
- // will generally give better performance. On return, work[0] will contain the
- // optimal value of lwork.
- //
- // If lwork is -1, instead of performing Ormqr, the optimal workspace size will
- // be stored into work[0].
- func Ormqr(side blas.Side, trans blas.Transpose, a blas64.General, tau []float64, c blas64.General, work []float64, lwork int) {
- lapack64.Dormqr(side, trans, c.Rows, c.Cols, a.Cols, a.Data, max(1, a.Stride), tau, c.Data, max(1, c.Stride), work, lwork)
- }
- // Pocon estimates the reciprocal of the condition number of a positive-definite
- // matrix A given the Cholesky decmposition of A. The condition number computed
- // is based on the 1-norm and the ∞-norm.
- //
- // anorm is the 1-norm and the ∞-norm of the original matrix A.
- //
- // work is a temporary data slice of length at least 3*n and Pocon will panic otherwise.
- //
- // iwork is a temporary data slice of length at least n and Pocon will panic otherwise.
- func Pocon(a blas64.Symmetric, anorm float64, work []float64, iwork []int) float64 {
- return lapack64.Dpocon(a.Uplo, a.N, a.Data, max(1, a.Stride), anorm, work, iwork)
- }
- // Syev computes all eigenvalues and, optionally, the eigenvectors of a real
- // symmetric matrix A.
- //
- // w contains the eigenvalues in ascending order upon return. w must have length
- // at least n, and Syev will panic otherwise.
- //
- // On entry, a contains the elements of the symmetric matrix A in the triangular
- // portion specified by uplo. If jobz == lapack.EVCompute, a contains the
- // orthonormal eigenvectors of A on exit, otherwise jobz must be lapack.EVNone
- // and on exit the specified triangular region is overwritten.
- //
- // Work is temporary storage, and lwork specifies the usable memory length. At minimum,
- // lwork >= 3*n-1, and Syev will panic otherwise. The amount of blocking is
- // limited by the usable length. If lwork == -1, instead of computing Syev the
- // optimal work length is stored into work[0].
- func Syev(jobz lapack.EVJob, a blas64.Symmetric, w, work []float64, lwork int) (ok bool) {
- return lapack64.Dsyev(jobz, a.Uplo, a.N, a.Data, max(1, a.Stride), w, work, lwork)
- }
- // Trcon estimates the reciprocal of the condition number of a triangular matrix A.
- // The condition number computed may be based on the 1-norm or the ∞-norm.
- //
- // work is a temporary data slice of length at least 3*n and Trcon will panic otherwise.
- //
- // iwork is a temporary data slice of length at least n and Trcon will panic otherwise.
- func Trcon(norm lapack.MatrixNorm, a blas64.Triangular, work []float64, iwork []int) float64 {
- return lapack64.Dtrcon(norm, a.Uplo, a.Diag, a.N, a.Data, max(1, a.Stride), work, iwork)
- }
- // Trtri computes the inverse of a triangular matrix, storing the result in place
- // into a.
- //
- // Trtri will not perform the inversion if the matrix is singular, and returns
- // a boolean indicating whether the inversion was successful.
- func Trtri(a blas64.Triangular) (ok bool) {
- return lapack64.Dtrtri(a.Uplo, a.Diag, a.N, a.Data, max(1, a.Stride))
- }
- // Trtrs solves a triangular system of the form A * X = B or Aᵀ * X = B. Trtrs
- // returns whether the solve completed successfully. If A is singular, no solve is performed.
- func Trtrs(trans blas.Transpose, a blas64.Triangular, b blas64.General) (ok bool) {
- return lapack64.Dtrtrs(a.Uplo, trans, a.Diag, a.N, b.Cols, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride))
- }
- // Geev computes the eigenvalues and, optionally, the left and/or right
- // eigenvectors for an n×n real nonsymmetric matrix A.
- //
- // The right eigenvector v_j of A corresponding to an eigenvalue λ_j
- // is defined by
- // A v_j = λ_j v_j,
- // and the left eigenvector u_j corresponding to an eigenvalue λ_j is defined by
- // u_jᴴ A = λ_j u_jᴴ,
- // where u_jᴴ is the conjugate transpose of u_j.
- //
- // On return, A will be overwritten and the left and right eigenvectors will be
- // stored, respectively, in the columns of the n×n matrices VL and VR in the
- // same order as their eigenvalues. If the j-th eigenvalue is real, then
- // u_j = VL[:,j],
- // v_j = VR[:,j],
- // and if it is not real, then j and j+1 form a complex conjugate pair and the
- // eigenvectors can be recovered as
- // u_j = VL[:,j] + i*VL[:,j+1],
- // u_{j+1} = VL[:,j] - i*VL[:,j+1],
- // v_j = VR[:,j] + i*VR[:,j+1],
- // v_{j+1} = VR[:,j] - i*VR[:,j+1],
- // where i is the imaginary unit. The computed eigenvectors are normalized to
- // have Euclidean norm equal to 1 and largest component real.
- //
- // Left eigenvectors will be computed only if jobvl == lapack.LeftEVCompute,
- // otherwise jobvl must be lapack.LeftEVNone.
- // Right eigenvectors will be computed only if jobvr == lapack.RightEVCompute,
- // otherwise jobvr must be lapack.RightEVNone.
- // For other values of jobvl and jobvr Geev will panic.
- //
- // On return, wr and wi will contain the real and imaginary parts, respectively,
- // of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear
- // consecutively with the eigenvalue having the positive imaginary part first.
- // wr and wi must have length n, and Geev will panic otherwise.
- //
- // work must have length at least lwork and lwork must be at least max(1,4*n) if
- // the left or right eigenvectors are computed, and at least max(1,3*n) if no
- // eigenvectors are computed. For good performance, lwork must generally be
- // larger. On return, optimal value of lwork will be stored in work[0].
- //
- // If lwork == -1, instead of performing Geev, the function only calculates the
- // optimal vaule of lwork and stores it into work[0].
- //
- // On return, first will be the index of the first valid eigenvalue.
- // If first == 0, all eigenvalues and eigenvectors have been computed.
- // If first is positive, Geev failed to compute all the eigenvalues, no
- // eigenvectors have been computed and wr[first:] and wi[first:] contain those
- // eigenvalues which have converged.
- func Geev(jobvl lapack.LeftEVJob, jobvr lapack.RightEVJob, a blas64.General, wr, wi []float64, vl, vr blas64.General, work []float64, lwork int) (first int) {
- n := a.Rows
- if a.Cols != n {
- panic("lapack64: matrix not square")
- }
- if jobvl == lapack.LeftEVCompute && (vl.Rows != n || vl.Cols != n) {
- panic("lapack64: bad size of VL")
- }
- if jobvr == lapack.RightEVCompute && (vr.Rows != n || vr.Cols != n) {
- panic("lapack64: bad size of VR")
- }
- return lapack64.Dgeev(jobvl, jobvr, n, a.Data, max(1, a.Stride), wr, wi, vl.Data, max(1, vl.Stride), vr.Data, max(1, vr.Stride), work, lwork)
- }
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