github.com/gopherd/gonum@v0.0.4/lapack/lapack64/lapack64.go (about) 1 // Copyright ©2015 The Gonum Authors. All rights reserved. 2 // Use of this source code is governed by a BSD-style 3 // license that can be found in the LICENSE file. 4 5 package lapack64 6 7 import ( 8 "github.com/gopherd/gonum/blas" 9 "github.com/gopherd/gonum/blas/blas64" 10 "github.com/gopherd/gonum/lapack" 11 "github.com/gopherd/gonum/lapack/gonum" 12 ) 13 14 var lapack64 lapack.Float64 = gonum.Implementation{} 15 16 // Use sets the LAPACK float64 implementation to be used by subsequent BLAS calls. 17 // The default implementation is native.Implementation. 18 func Use(l lapack.Float64) { 19 lapack64 = l 20 } 21 22 // Tridiagonal represents a tridiagonal matrix using its three diagonals. 23 type Tridiagonal struct { 24 N int 25 DL []float64 26 D []float64 27 DU []float64 28 } 29 30 func max(a, b int) int { 31 if a > b { 32 return a 33 } 34 return b 35 } 36 37 // Potrf computes the Cholesky factorization of a. 38 // The factorization has the form 39 // A = Uᵀ * U if a.Uplo == blas.Upper, or 40 // A = L * Lᵀ if a.Uplo == blas.Lower, 41 // where U is an upper triangular matrix and L is lower triangular. 42 // The triangular matrix is returned in t, and the underlying data between 43 // a and t is shared. The returned bool indicates whether a is positive 44 // definite and the factorization could be finished. 45 func Potrf(a blas64.Symmetric) (t blas64.Triangular, ok bool) { 46 ok = lapack64.Dpotrf(a.Uplo, a.N, a.Data, max(1, a.Stride)) 47 t.Uplo = a.Uplo 48 t.N = a.N 49 t.Data = a.Data 50 t.Stride = a.Stride 51 t.Diag = blas.NonUnit 52 return 53 } 54 55 // Potri computes the inverse of a real symmetric positive definite matrix A 56 // using its Cholesky factorization. 57 // 58 // On entry, t contains the triangular factor U or L from the Cholesky 59 // factorization A = Uᵀ*U or A = L*Lᵀ, as computed by Potrf. 60 // 61 // On return, the upper or lower triangle of the (symmetric) inverse of A is 62 // stored in t, overwriting the input factor U or L, and also returned in a. The 63 // underlying data between a and t is shared. 64 // 65 // The returned bool indicates whether the inverse was computed successfully. 66 func Potri(t blas64.Triangular) (a blas64.Symmetric, ok bool) { 67 ok = lapack64.Dpotri(t.Uplo, t.N, t.Data, max(1, t.Stride)) 68 a.Uplo = t.Uplo 69 a.N = t.N 70 a.Data = t.Data 71 a.Stride = t.Stride 72 return 73 } 74 75 // Potrs solves a system of n linear equations A*X = B where A is an n×n 76 // symmetric positive definite matrix and B is an n×nrhs matrix, using the 77 // Cholesky factorization A = Uᵀ*U or A = L*Lᵀ. t contains the corresponding 78 // triangular factor as returned by Potrf. On entry, B contains the right-hand 79 // side matrix B, on return it contains the solution matrix X. 80 func Potrs(t blas64.Triangular, b blas64.General) { 81 lapack64.Dpotrs(t.Uplo, t.N, b.Cols, t.Data, max(1, t.Stride), b.Data, max(1, b.Stride)) 82 } 83 84 // Pbcon returns an estimate of the reciprocal of the condition number (in the 85 // 1-norm) of an n×n symmetric positive definite band matrix using the Cholesky 86 // factorization 87 // A = Uᵀ*U if uplo == blas.Upper 88 // A = L*Lᵀ if uplo == blas.Lower 89 // computed by Pbtrf. The estimate is obtained for norm(inv(A)), and the 90 // reciprocal of the condition number is computed as 91 // rcond = 1 / (anorm * norm(inv(A))). 92 // 93 // The length of work must be at least 3*n and the length of iwork must be at 94 // least n. 95 func Pbcon(a blas64.SymmetricBand, anorm float64, work []float64, iwork []int) float64 { 96 return lapack64.Dpbcon(a.Uplo, a.N, a.K, a.Data, a.Stride, anorm, work, iwork) 97 } 98 99 // Pbtrf computes the Cholesky factorization of an n×n symmetric positive 100 // definite band matrix 101 // A = Uᵀ * U if a.Uplo == blas.Upper 102 // A = L * Lᵀ if a.Uplo == blas.Lower 103 // where U and L are upper, respectively lower, triangular band matrices. 104 // 105 // The triangular matrix U or L is returned in t, and the underlying data 106 // between a and t is shared. The returned bool indicates whether A is positive 107 // definite and the factorization could be finished. 108 func Pbtrf(a blas64.SymmetricBand) (t blas64.TriangularBand, ok bool) { 109 ok = lapack64.Dpbtrf(a.Uplo, a.N, a.K, a.Data, max(1, a.Stride)) 110 t.Uplo = a.Uplo 111 t.Diag = blas.NonUnit 112 t.N = a.N 113 t.K = a.K 114 t.Data = a.Data 115 t.Stride = a.Stride 116 return t, ok 117 } 118 119 // Pbtrs solves a system of linear equations A*X = B with an n×n symmetric 120 // positive definite band matrix A using the Cholesky factorization 121 // A = Uᵀ * U if t.Uplo == blas.Upper 122 // A = L * Lᵀ if t.Uplo == blas.Lower 123 // t contains the corresponding triangular factor as returned by Pbtrf. 124 // 125 // On entry, b contains the right hand side matrix B. On return, it is 126 // overwritten with the solution matrix X. 127 func Pbtrs(t blas64.TriangularBand, b blas64.General) { 128 lapack64.Dpbtrs(t.Uplo, t.N, t.K, b.Cols, t.Data, max(1, t.Stride), b.Data, max(1, b.Stride)) 129 } 130 131 // Pstrf computes the Cholesky factorization with complete pivoting of an n×n 132 // symmetric positive semidefinite matrix A. 133 // 134 // The factorization has the form 135 // Pᵀ * A * P = Uᵀ * U , if a.Uplo = blas.Upper, 136 // Pᵀ * A * P = L * Lᵀ, if a.Uplo = blas.Lower, 137 // where U is an upper triangular matrix, L is lower triangular, and P is a 138 // permutation matrix. 139 // 140 // tol is a user-defined tolerance. The algorithm terminates if the pivot is 141 // less than or equal to tol. If tol is negative, then n*eps*max(A[k,k]) will be 142 // used instead. 143 // 144 // The triangular factor U or L from the Cholesky factorization is returned in t 145 // and the underlying data between a and t is shared. P is stored on return in 146 // vector piv such that P[piv[k],k] = 1. 147 // 148 // Pstrf returns the computed rank of A and whether the factorization can be 149 // used to solve a system. Pstrf does not attempt to check that A is positive 150 // semi-definite, so if ok is false, the matrix A is either rank deficient or is 151 // not positive semidefinite. 152 // 153 // The length of piv must be n and the length of work must be at least 2*n, 154 // otherwise Pstrf will panic. 155 func Pstrf(a blas64.Symmetric, piv []int, tol float64, work []float64) (t blas64.Triangular, rank int, ok bool) { 156 rank, ok = lapack64.Dpstrf(a.Uplo, a.N, a.Data, max(1, a.Stride), piv, tol, work) 157 t.Uplo = a.Uplo 158 t.Diag = blas.NonUnit 159 t.N = a.N 160 t.Data = a.Data 161 t.Stride = a.Stride 162 return t, rank, ok 163 } 164 165 // Gecon estimates the reciprocal of the condition number of the n×n matrix A 166 // given the LU decomposition of the matrix. The condition number computed may 167 // be based on the 1-norm or the ∞-norm. 168 // 169 // a contains the result of the LU decomposition of A as computed by Getrf. 170 // 171 // anorm is the corresponding 1-norm or ∞-norm of the original matrix A. 172 // 173 // work is a temporary data slice of length at least 4*n and Gecon will panic otherwise. 174 // 175 // iwork is a temporary data slice of length at least n and Gecon will panic otherwise. 176 func Gecon(norm lapack.MatrixNorm, a blas64.General, anorm float64, work []float64, iwork []int) float64 { 177 return lapack64.Dgecon(norm, a.Cols, a.Data, max(1, a.Stride), anorm, work, iwork) 178 } 179 180 // Gels finds a minimum-norm solution based on the matrices A and B using the 181 // QR or LQ factorization. Gels returns false if the matrix 182 // A is singular, and true if this solution was successfully found. 183 // 184 // The minimization problem solved depends on the input parameters. 185 // 186 // 1. If m >= n and trans == blas.NoTrans, Gels finds X such that || A*X - B||_2 187 // is minimized. 188 // 2. If m < n and trans == blas.NoTrans, Gels finds the minimum norm solution of 189 // A * X = B. 190 // 3. If m >= n and trans == blas.Trans, Gels finds the minimum norm solution of 191 // Aᵀ * X = B. 192 // 4. If m < n and trans == blas.Trans, Gels finds X such that || A*X - B||_2 193 // is minimized. 194 // Note that the least-squares solutions (cases 1 and 3) perform the minimization 195 // per column of B. This is not the same as finding the minimum-norm matrix. 196 // 197 // The matrix A is a general matrix of size m×n and is modified during this call. 198 // The input matrix B is of size max(m,n)×nrhs, and serves two purposes. On entry, 199 // the elements of b specify the input matrix B. B has size m×nrhs if 200 // trans == blas.NoTrans, and n×nrhs if trans == blas.Trans. On exit, the 201 // leading submatrix of b contains the solution vectors X. If trans == blas.NoTrans, 202 // this submatrix is of size n×nrhs, and of size m×nrhs otherwise. 203 // 204 // Work is temporary storage, and lwork specifies the usable memory length. 205 // At minimum, lwork >= max(m,n) + max(m,n,nrhs), and this function will panic 206 // otherwise. A longer work will enable blocked algorithms to be called. 207 // In the special case that lwork == -1, work[0] will be set to the optimal working 208 // length. 209 func Gels(trans blas.Transpose, a blas64.General, b blas64.General, work []float64, lwork int) bool { 210 return lapack64.Dgels(trans, a.Rows, a.Cols, b.Cols, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride), work, lwork) 211 } 212 213 // Geqrf computes the QR factorization of the m×n matrix A using a blocked 214 // algorithm. A is modified to contain the information to construct Q and R. 215 // The upper triangle of a contains the matrix R. The lower triangular elements 216 // (not including the diagonal) contain the elementary reflectors. tau is modified 217 // to contain the reflector scales. tau must have length at least min(m,n), and 218 // this function will panic otherwise. 219 // 220 // The ith elementary reflector can be explicitly constructed by first extracting 221 // the 222 // v[j] = 0 j < i 223 // v[j] = 1 j == i 224 // v[j] = a[j*lda+i] j > i 225 // and computing H_i = I - tau[i] * v * vᵀ. 226 // 227 // The orthonormal matrix Q can be constucted from a product of these elementary 228 // reflectors, Q = H_0 * H_1 * ... * H_{k-1}, where k = min(m,n). 229 // 230 // Work is temporary storage, and lwork specifies the usable memory length. 231 // At minimum, lwork >= m and this function will panic otherwise. 232 // Geqrf is a blocked QR factorization, but the block size is limited 233 // by the temporary space available. If lwork == -1, instead of performing Geqrf, 234 // the optimal work length will be stored into work[0]. 235 func Geqrf(a blas64.General, tau, work []float64, lwork int) { 236 lapack64.Dgeqrf(a.Rows, a.Cols, a.Data, max(1, a.Stride), tau, work, lwork) 237 } 238 239 // Gelqf computes the LQ factorization of the m×n matrix A using a blocked 240 // algorithm. A is modified to contain the information to construct L and Q. The 241 // lower triangle of a contains the matrix L. The elements above the diagonal 242 // and the slice tau represent the matrix Q. tau is modified to contain the 243 // reflector scales. tau must have length at least min(m,n), and this function 244 // will panic otherwise. 245 // 246 // See Geqrf for a description of the elementary reflectors and orthonormal 247 // matrix Q. Q is constructed as a product of these elementary reflectors, 248 // Q = H_{k-1} * ... * H_1 * H_0. 249 // 250 // Work is temporary storage, and lwork specifies the usable memory length. 251 // At minimum, lwork >= m and this function will panic otherwise. 252 // Gelqf is a blocked LQ factorization, but the block size is limited 253 // by the temporary space available. If lwork == -1, instead of performing Gelqf, 254 // the optimal work length will be stored into work[0]. 255 func Gelqf(a blas64.General, tau, work []float64, lwork int) { 256 lapack64.Dgelqf(a.Rows, a.Cols, a.Data, max(1, a.Stride), tau, work, lwork) 257 } 258 259 // Gesvd computes the singular value decomposition of the input matrix A. 260 // 261 // The singular value decomposition is 262 // A = U * Sigma * Vᵀ 263 // where Sigma is an m×n diagonal matrix containing the singular values of A, 264 // U is an m×m orthogonal matrix and V is an n×n orthogonal matrix. The first 265 // min(m,n) columns of U and V are the left and right singular vectors of A 266 // respectively. 267 // 268 // jobU and jobVT are options for computing the singular vectors. The behavior 269 // is as follows 270 // jobU == lapack.SVDAll All m columns of U are returned in u 271 // jobU == lapack.SVDStore The first min(m,n) columns are returned in u 272 // jobU == lapack.SVDOverwrite The first min(m,n) columns of U are written into a 273 // jobU == lapack.SVDNone The columns of U are not computed. 274 // The behavior is the same for jobVT and the rows of Vᵀ. At most one of jobU 275 // and jobVT can equal lapack.SVDOverwrite, and Gesvd will panic otherwise. 276 // 277 // On entry, a contains the data for the m×n matrix A. During the call to Gesvd 278 // the data is overwritten. On exit, A contains the appropriate singular vectors 279 // if either job is lapack.SVDOverwrite. 280 // 281 // s is a slice of length at least min(m,n) and on exit contains the singular 282 // values in decreasing order. 283 // 284 // u contains the left singular vectors on exit, stored columnwise. If 285 // jobU == lapack.SVDAll, u is of size m×m. If jobU == lapack.SVDStore u is 286 // of size m×min(m,n). If jobU == lapack.SVDOverwrite or lapack.SVDNone, u is 287 // not used. 288 // 289 // vt contains the left singular vectors on exit, stored rowwise. If 290 // jobV == lapack.SVDAll, vt is of size n×m. If jobVT == lapack.SVDStore vt is 291 // of size min(m,n)×n. If jobVT == lapack.SVDOverwrite or lapack.SVDNone, vt is 292 // not used. 293 // 294 // work is a slice for storing temporary memory, and lwork is the usable size of 295 // the slice. lwork must be at least max(5*min(m,n), 3*min(m,n)+max(m,n)). 296 // If lwork == -1, instead of performing Gesvd, the optimal work length will be 297 // stored into work[0]. Gesvd will panic if the working memory has insufficient 298 // storage. 299 // 300 // Gesvd returns whether the decomposition successfully completed. 301 func Gesvd(jobU, jobVT lapack.SVDJob, a, u, vt blas64.General, s, work []float64, lwork int) (ok bool) { 302 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) 303 } 304 305 // Getrf computes the LU decomposition of the m×n matrix A. 306 // The LU decomposition is a factorization of A into 307 // A = P * L * U 308 // where P is a permutation matrix, L is a unit lower triangular matrix, and 309 // U is a (usually) non-unit upper triangular matrix. On exit, L and U are stored 310 // in place into a. 311 // 312 // ipiv is a permutation vector. It indicates that row i of the matrix was 313 // changed with ipiv[i]. ipiv must have length at least min(m,n), and will panic 314 // otherwise. ipiv is zero-indexed. 315 // 316 // Getrf is the blocked version of the algorithm. 317 // 318 // Getrf returns whether the matrix A is singular. The LU decomposition will 319 // be computed regardless of the singularity of A, but division by zero 320 // will occur if the false is returned and the result is used to solve a 321 // system of equations. 322 func Getrf(a blas64.General, ipiv []int) bool { 323 return lapack64.Dgetrf(a.Rows, a.Cols, a.Data, max(1, a.Stride), ipiv) 324 } 325 326 // Getri computes the inverse of the matrix A using the LU factorization computed 327 // by Getrf. On entry, a contains the PLU decomposition of A as computed by 328 // Getrf and on exit contains the reciprocal of the original matrix. 329 // 330 // Getri will not perform the inversion if the matrix is singular, and returns 331 // a boolean indicating whether the inversion was successful. 332 // 333 // Work is temporary storage, and lwork specifies the usable memory length. 334 // At minimum, lwork >= n and this function will panic otherwise. 335 // Getri is a blocked inversion, but the block size is limited 336 // by the temporary space available. If lwork == -1, instead of performing Getri, 337 // the optimal work length will be stored into work[0]. 338 func Getri(a blas64.General, ipiv []int, work []float64, lwork int) (ok bool) { 339 return lapack64.Dgetri(a.Cols, a.Data, max(1, a.Stride), ipiv, work, lwork) 340 } 341 342 // Getrs solves a system of equations using an LU factorization. 343 // The system of equations solved is 344 // A * X = B if trans == blas.Trans 345 // Aᵀ * X = B if trans == blas.NoTrans 346 // A is a general n×n matrix with stride lda. B is a general matrix of size n×nrhs. 347 // 348 // On entry b contains the elements of the matrix B. On exit, b contains the 349 // elements of X, the solution to the system of equations. 350 // 351 // a and ipiv contain the LU factorization of A and the permutation indices as 352 // computed by Getrf. ipiv is zero-indexed. 353 func Getrs(trans blas.Transpose, a blas64.General, b blas64.General, ipiv []int) { 354 lapack64.Dgetrs(trans, a.Cols, b.Cols, a.Data, max(1, a.Stride), ipiv, b.Data, max(1, b.Stride)) 355 } 356 357 // Ggsvd3 computes the generalized singular value decomposition (GSVD) 358 // of an m×n matrix A and p×n matrix B: 359 // Uᵀ*A*Q = D1*[ 0 R ] 360 // 361 // Vᵀ*B*Q = D2*[ 0 R ] 362 // where U, V and Q are orthogonal matrices. 363 // 364 // Ggsvd3 returns k and l, the dimensions of the sub-blocks. k+l 365 // is the effective numerical rank of the (m+p)×n matrix [ Aᵀ Bᵀ ]ᵀ. 366 // R is a (k+l)×(k+l) nonsingular upper triangular matrix, D1 and 367 // D2 are m×(k+l) and p×(k+l) diagonal matrices and of the following 368 // structures, respectively: 369 // 370 // If m-k-l >= 0, 371 // 372 // k l 373 // D1 = k [ I 0 ] 374 // l [ 0 C ] 375 // m-k-l [ 0 0 ] 376 // 377 // k l 378 // D2 = l [ 0 S ] 379 // p-l [ 0 0 ] 380 // 381 // n-k-l k l 382 // [ 0 R ] = k [ 0 R11 R12 ] k 383 // l [ 0 0 R22 ] l 384 // 385 // where 386 // 387 // C = diag( alpha_k, ... , alpha_{k+l} ), 388 // S = diag( beta_k, ... , beta_{k+l} ), 389 // C^2 + S^2 = I. 390 // 391 // R is stored in 392 // A[0:k+l, n-k-l:n] 393 // on exit. 394 // 395 // If m-k-l < 0, 396 // 397 // k m-k k+l-m 398 // D1 = k [ I 0 0 ] 399 // m-k [ 0 C 0 ] 400 // 401 // k m-k k+l-m 402 // D2 = m-k [ 0 S 0 ] 403 // k+l-m [ 0 0 I ] 404 // p-l [ 0 0 0 ] 405 // 406 // n-k-l k m-k k+l-m 407 // [ 0 R ] = k [ 0 R11 R12 R13 ] 408 // m-k [ 0 0 R22 R23 ] 409 // k+l-m [ 0 0 0 R33 ] 410 // 411 // where 412 // C = diag( alpha_k, ... , alpha_m ), 413 // S = diag( beta_k, ... , beta_m ), 414 // C^2 + S^2 = I. 415 // 416 // R = [ R11 R12 R13 ] is stored in A[1:m, n-k-l+1:n] 417 // [ 0 R22 R23 ] 418 // and R33 is stored in 419 // B[m-k:l, n+m-k-l:n] on exit. 420 // 421 // Ggsvd3 computes C, S, R, and optionally the orthogonal transformation 422 // matrices U, V and Q. 423 // 424 // jobU, jobV and jobQ are options for computing the orthogonal matrices. The behavior 425 // is as follows 426 // jobU == lapack.GSVDU Compute orthogonal matrix U 427 // jobU == lapack.GSVDNone Do not compute orthogonal matrix. 428 // The behavior is the same for jobV and jobQ with the exception that instead of 429 // lapack.GSVDU these accept lapack.GSVDV and lapack.GSVDQ respectively. 430 // The matrices U, V and Q must be m×m, p×p and n×n respectively unless the 431 // relevant job parameter is lapack.GSVDNone. 432 // 433 // alpha and beta must have length n or Ggsvd3 will panic. On exit, alpha and 434 // beta contain the generalized singular value pairs of A and B 435 // alpha[0:k] = 1, 436 // beta[0:k] = 0, 437 // if m-k-l >= 0, 438 // alpha[k:k+l] = diag(C), 439 // beta[k:k+l] = diag(S), 440 // if m-k-l < 0, 441 // alpha[k:m]= C, alpha[m:k+l]= 0 442 // beta[k:m] = S, beta[m:k+l] = 1. 443 // if k+l < n, 444 // alpha[k+l:n] = 0 and 445 // beta[k+l:n] = 0. 446 // 447 // On exit, iwork contains the permutation required to sort alpha descending. 448 // 449 // iwork must have length n, work must have length at least max(1, lwork), and 450 // lwork must be -1 or greater than n, otherwise Ggsvd3 will panic. If 451 // lwork is -1, work[0] holds the optimal lwork on return, but Ggsvd3 does 452 // not perform the GSVD. 453 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) { 454 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) 455 } 456 457 // Gtsv solves one of the equations 458 // A * X = B if trans == blas.NoTrans 459 // Aᵀ * X = B if trans == blas.Trans or blas.ConjTrans 460 // where A is an n×n tridiagonal matrix. It uses Gaussian elimination with 461 // partial pivoting. 462 // 463 // On entry, a contains the matrix A, on return it will be overwritten. 464 // 465 // On entry, b contains the n×nrhs right-hand side matrix B. On return, it will 466 // be overwritten. If ok is true, it will be overwritten by the solution matrix X. 467 // 468 // Gtsv returns whether the solution X has been successfuly computed. 469 // 470 // Dgtsv is not part of the lapack.Float64 interface and so calls to Gtsv are 471 // always executed by the Gonum implementation. 472 func Gtsv(trans blas.Transpose, a Tridiagonal, b blas64.General) (ok bool) { 473 if trans != blas.NoTrans { 474 a.DL, a.DU = a.DU, a.DL 475 } 476 return gonum.Implementation{}.Dgtsv(a.N, b.Cols, a.DL, a.D, a.DU, b.Data, max(1, b.Stride)) 477 } 478 479 // Lagtm performs one of the matrix-matrix operations 480 // C = alpha * A * B + beta * C if trans == blas.NoTrans 481 // C = alpha * Aᵀ * B + beta * C if trans == blas.Trans or blas.ConjTrans 482 // where A is an m×m tridiagonal matrix represented by its diagonals dl, d, du, 483 // B and C are m×n dense matrices, and alpha and beta are scalars. 484 // 485 // Dlagtm is not part of the lapack.Float64 interface and so calls to Lagtm are 486 // always executed by the Gonum implementation. 487 func Lagtm(trans blas.Transpose, alpha float64, a Tridiagonal, b blas64.General, beta float64, c blas64.General) { 488 gonum.Implementation{}.Dlagtm(trans, c.Rows, c.Cols, alpha, a.DL, a.D, a.DU, b.Data, max(1, b.Stride), beta, c.Data, max(1, c.Stride)) 489 } 490 491 // Lange computes the matrix norm of the general m×n matrix A. The input norm 492 // specifies the norm computed. 493 // lapack.MaxAbs: the maximum absolute value of an element. 494 // lapack.MaxColumnSum: the maximum column sum of the absolute values of the entries. 495 // lapack.MaxRowSum: the maximum row sum of the absolute values of the entries. 496 // lapack.Frobenius: the square root of the sum of the squares of the entries. 497 // If norm == lapack.MaxColumnSum, work must be of length n, and this function will panic otherwise. 498 // There are no restrictions on work for the other matrix norms. 499 func Lange(norm lapack.MatrixNorm, a blas64.General, work []float64) float64 { 500 return lapack64.Dlange(norm, a.Rows, a.Cols, a.Data, max(1, a.Stride), work) 501 } 502 503 // Langb returns the given norm of a general m×n band matrix with kl sub-diagonals and 504 // ku super-diagonals. 505 // 506 // Dlangb is not part of the lapack.Float64 interface and so calls to Langb are always 507 // executed by the Gonum implementation. 508 func Langb(norm lapack.MatrixNorm, a blas64.Band) float64 { 509 return gonum.Implementation{}.Dlangb(norm, a.Rows, a.Cols, a.KL, a.KU, a.Data, max(1, a.Stride)) 510 } 511 512 // Langt computes the specified norm of an n×n tridiagonal matrix. 513 // 514 // Dlangt is not part of the lapack.Float64 interface and so calls to Langt are 515 // always executed by the Gonum implementation. 516 func Langt(norm lapack.MatrixNorm, a Tridiagonal) float64 { 517 return gonum.Implementation{}.Dlangt(norm, a.N, a.DL, a.D, a.DU) 518 } 519 520 // Lansb computes the specified norm of an n×n symmetric band matrix. If 521 // norm == lapack.MaxColumnSum or norm == lapack.MaxRowSum, work must have length 522 // at least n and this function will panic otherwise. 523 // There are no restrictions on work for the other matrix norms. 524 // 525 // Dlansb is not part of the lapack.Float64 interface and so calls to Lansb are always 526 // executed by the Gonum implementation. 527 func Lansb(norm lapack.MatrixNorm, a blas64.SymmetricBand, work []float64) float64 { 528 return gonum.Implementation{}.Dlansb(norm, a.Uplo, a.N, a.K, a.Data, max(1, a.Stride), work) 529 } 530 531 // Lansy computes the specified norm of an n×n symmetric matrix. If 532 // norm == lapack.MaxColumnSum or norm == lapack.MaxRowSum, work must have length 533 // at least n and this function will panic otherwise. 534 // There are no restrictions on work for the other matrix norms. 535 func Lansy(norm lapack.MatrixNorm, a blas64.Symmetric, work []float64) float64 { 536 return lapack64.Dlansy(norm, a.Uplo, a.N, a.Data, max(1, a.Stride), work) 537 } 538 539 // Lantr computes the specified norm of an m×n trapezoidal matrix A. If 540 // norm == lapack.MaxColumnSum work must have length at least n and this function 541 // will panic otherwise. There are no restrictions on work for the other matrix norms. 542 func Lantr(norm lapack.MatrixNorm, a blas64.Triangular, work []float64) float64 { 543 return lapack64.Dlantr(norm, a.Uplo, a.Diag, a.N, a.N, a.Data, max(1, a.Stride), work) 544 } 545 546 // Lantb computes the specified norm of an n×n triangular band matrix A. If 547 // norm == lapack.MaxColumnSum work must have length at least n and this function 548 // will panic otherwise. There are no restrictions on work for the other matrix 549 // norms. 550 func Lantb(norm lapack.MatrixNorm, a blas64.TriangularBand, work []float64) float64 { 551 return gonum.Implementation{}.Dlantb(norm, a.Uplo, a.Diag, a.N, a.K, a.Data, max(1, a.Stride), work) 552 } 553 554 // Lapmt rearranges the columns of the m×n matrix X as specified by the 555 // permutation k_0, k_1, ..., k_{n-1} of the integers 0, ..., n-1. 556 // 557 // If forward is true a forward permutation is performed: 558 // 559 // X[0:m, k[j]] is moved to X[0:m, j] for j = 0, 1, ..., n-1. 560 // 561 // otherwise a backward permutation is performed: 562 // 563 // X[0:m, j] is moved to X[0:m, k[j]] for j = 0, 1, ..., n-1. 564 // 565 // k must have length n, otherwise Lapmt will panic. k is zero-indexed. 566 func Lapmt(forward bool, x blas64.General, k []int) { 567 lapack64.Dlapmt(forward, x.Rows, x.Cols, x.Data, max(1, x.Stride), k) 568 } 569 570 // Ormlq multiplies the matrix C by the othogonal matrix Q defined by 571 // A and tau. A and tau are as returned from Gelqf. 572 // C = Q * C if side == blas.Left and trans == blas.NoTrans 573 // C = Qᵀ * C if side == blas.Left and trans == blas.Trans 574 // C = C * Q if side == blas.Right and trans == blas.NoTrans 575 // C = C * Qᵀ if side == blas.Right and trans == blas.Trans 576 // If side == blas.Left, A is a matrix of side k×m, and if side == blas.Right 577 // A is of size k×n. This uses a blocked algorithm. 578 // 579 // Work is temporary storage, and lwork specifies the usable memory length. 580 // At minimum, lwork >= m if side == blas.Left and lwork >= n if side == blas.Right, 581 // and this function will panic otherwise. 582 // Ormlq uses a block algorithm, but the block size is limited 583 // by the temporary space available. If lwork == -1, instead of performing Ormlq, 584 // the optimal work length will be stored into work[0]. 585 // 586 // Tau contains the Householder scales and must have length at least k, and 587 // this function will panic otherwise. 588 func Ormlq(side blas.Side, trans blas.Transpose, a blas64.General, tau []float64, c blas64.General, work []float64, lwork int) { 589 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) 590 } 591 592 // Ormqr multiplies an m×n matrix C by an orthogonal matrix Q as 593 // C = Q * C if side == blas.Left and trans == blas.NoTrans, 594 // C = Qᵀ * C if side == blas.Left and trans == blas.Trans, 595 // C = C * Q if side == blas.Right and trans == blas.NoTrans, 596 // C = C * Qᵀ if side == blas.Right and trans == blas.Trans, 597 // where Q is defined as the product of k elementary reflectors 598 // Q = H_0 * H_1 * ... * H_{k-1}. 599 // 600 // If side == blas.Left, A is an m×k matrix and 0 <= k <= m. 601 // If side == blas.Right, A is an n×k matrix and 0 <= k <= n. 602 // The ith column of A contains the vector which defines the elementary 603 // reflector H_i and tau[i] contains its scalar factor. tau must have length k 604 // and Ormqr will panic otherwise. Geqrf returns A and tau in the required 605 // form. 606 // 607 // work must have length at least max(1,lwork), and lwork must be at least n if 608 // side == blas.Left and at least m if side == blas.Right, otherwise Ormqr will 609 // panic. 610 // 611 // work is temporary storage, and lwork specifies the usable memory length. At 612 // minimum, lwork >= m if side == blas.Left and lwork >= n if side == 613 // blas.Right, and this function will panic otherwise. Larger values of lwork 614 // will generally give better performance. On return, work[0] will contain the 615 // optimal value of lwork. 616 // 617 // If lwork is -1, instead of performing Ormqr, the optimal workspace size will 618 // be stored into work[0]. 619 func Ormqr(side blas.Side, trans blas.Transpose, a blas64.General, tau []float64, c blas64.General, work []float64, lwork int) { 620 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) 621 } 622 623 // Pocon estimates the reciprocal of the condition number of a positive-definite 624 // matrix A given the Cholesky decmposition of A. The condition number computed 625 // is based on the 1-norm and the ∞-norm. 626 // 627 // anorm is the 1-norm and the ∞-norm of the original matrix A. 628 // 629 // work is a temporary data slice of length at least 3*n and Pocon will panic otherwise. 630 // 631 // iwork is a temporary data slice of length at least n and Pocon will panic otherwise. 632 func Pocon(a blas64.Symmetric, anorm float64, work []float64, iwork []int) float64 { 633 return lapack64.Dpocon(a.Uplo, a.N, a.Data, max(1, a.Stride), anorm, work, iwork) 634 } 635 636 // Syev computes all eigenvalues and, optionally, the eigenvectors of a real 637 // symmetric matrix A. 638 // 639 // w contains the eigenvalues in ascending order upon return. w must have length 640 // at least n, and Syev will panic otherwise. 641 // 642 // On entry, a contains the elements of the symmetric matrix A in the triangular 643 // portion specified by uplo. If jobz == lapack.EVCompute, a contains the 644 // orthonormal eigenvectors of A on exit, otherwise jobz must be lapack.EVNone 645 // and on exit the specified triangular region is overwritten. 646 // 647 // Work is temporary storage, and lwork specifies the usable memory length. At minimum, 648 // lwork >= 3*n-1, and Syev will panic otherwise. The amount of blocking is 649 // limited by the usable length. If lwork == -1, instead of computing Syev the 650 // optimal work length is stored into work[0]. 651 func Syev(jobz lapack.EVJob, a blas64.Symmetric, w, work []float64, lwork int) (ok bool) { 652 return lapack64.Dsyev(jobz, a.Uplo, a.N, a.Data, max(1, a.Stride), w, work, lwork) 653 } 654 655 // Tbtrs solves a triangular system of the form 656 // A * X = B if trans == blas.NoTrans 657 // Aᵀ * X = B if trans == blas.Trans or blas.ConjTrans 658 // where A is an n×n triangular band matrix, and B is an n×nrhs matrix. 659 // 660 // Tbtrs returns whether A is non-singular. If A is singular, no solutions X 661 // are computed. 662 func Tbtrs(trans blas.Transpose, a blas64.TriangularBand, b blas64.General) (ok bool) { 663 return lapack64.Dtbtrs(a.Uplo, trans, a.Diag, a.N, a.K, b.Cols, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride)) 664 } 665 666 // Trcon estimates the reciprocal of the condition number of a triangular matrix A. 667 // The condition number computed may be based on the 1-norm or the ∞-norm. 668 // 669 // work is a temporary data slice of length at least 3*n and Trcon will panic otherwise. 670 // 671 // iwork is a temporary data slice of length at least n and Trcon will panic otherwise. 672 func Trcon(norm lapack.MatrixNorm, a blas64.Triangular, work []float64, iwork []int) float64 { 673 return lapack64.Dtrcon(norm, a.Uplo, a.Diag, a.N, a.Data, max(1, a.Stride), work, iwork) 674 } 675 676 // Trtri computes the inverse of a triangular matrix, storing the result in place 677 // into a. 678 // 679 // Trtri will not perform the inversion if the matrix is singular, and returns 680 // a boolean indicating whether the inversion was successful. 681 func Trtri(a blas64.Triangular) (ok bool) { 682 return lapack64.Dtrtri(a.Uplo, a.Diag, a.N, a.Data, max(1, a.Stride)) 683 } 684 685 // Trtrs solves a triangular system of the form A * X = B or Aᵀ * X = B. Trtrs 686 // returns whether the solve completed successfully. If A is singular, no solve is performed. 687 func Trtrs(trans blas.Transpose, a blas64.Triangular, b blas64.General) (ok bool) { 688 return lapack64.Dtrtrs(a.Uplo, trans, a.Diag, a.N, b.Cols, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride)) 689 } 690 691 // Geev computes the eigenvalues and, optionally, the left and/or right 692 // eigenvectors for an n×n real nonsymmetric matrix A. 693 // 694 // The right eigenvector v_j of A corresponding to an eigenvalue λ_j 695 // is defined by 696 // A v_j = λ_j v_j, 697 // and the left eigenvector u_j corresponding to an eigenvalue λ_j is defined by 698 // u_jᴴ A = λ_j u_jᴴ, 699 // where u_jᴴ is the conjugate transpose of u_j. 700 // 701 // On return, A will be overwritten and the left and right eigenvectors will be 702 // stored, respectively, in the columns of the n×n matrices VL and VR in the 703 // same order as their eigenvalues. If the j-th eigenvalue is real, then 704 // u_j = VL[:,j], 705 // v_j = VR[:,j], 706 // and if it is not real, then j and j+1 form a complex conjugate pair and the 707 // eigenvectors can be recovered as 708 // u_j = VL[:,j] + i*VL[:,j+1], 709 // u_{j+1} = VL[:,j] - i*VL[:,j+1], 710 // v_j = VR[:,j] + i*VR[:,j+1], 711 // v_{j+1} = VR[:,j] - i*VR[:,j+1], 712 // where i is the imaginary unit. The computed eigenvectors are normalized to 713 // have Euclidean norm equal to 1 and largest component real. 714 // 715 // Left eigenvectors will be computed only if jobvl == lapack.LeftEVCompute, 716 // otherwise jobvl must be lapack.LeftEVNone. 717 // Right eigenvectors will be computed only if jobvr == lapack.RightEVCompute, 718 // otherwise jobvr must be lapack.RightEVNone. 719 // For other values of jobvl and jobvr Geev will panic. 720 // 721 // On return, wr and wi will contain the real and imaginary parts, respectively, 722 // of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear 723 // consecutively with the eigenvalue having the positive imaginary part first. 724 // wr and wi must have length n, and Geev will panic otherwise. 725 // 726 // work must have length at least lwork and lwork must be at least max(1,4*n) if 727 // the left or right eigenvectors are computed, and at least max(1,3*n) if no 728 // eigenvectors are computed. For good performance, lwork must generally be 729 // larger. On return, optimal value of lwork will be stored in work[0]. 730 // 731 // If lwork == -1, instead of performing Geev, the function only calculates the 732 // optimal vaule of lwork and stores it into work[0]. 733 // 734 // On return, first will be the index of the first valid eigenvalue. 735 // If first == 0, all eigenvalues and eigenvectors have been computed. 736 // If first is positive, Geev failed to compute all the eigenvalues, no 737 // eigenvectors have been computed and wr[first:] and wi[first:] contain those 738 // eigenvalues which have converged. 739 func Geev(jobvl lapack.LeftEVJob, jobvr lapack.RightEVJob, a blas64.General, wr, wi []float64, vl, vr blas64.General, work []float64, lwork int) (first int) { 740 n := a.Rows 741 if a.Cols != n { 742 panic("lapack64: matrix not square") 743 } 744 if jobvl == lapack.LeftEVCompute && (vl.Rows != n || vl.Cols != n) { 745 panic("lapack64: bad size of VL") 746 } 747 if jobvr == lapack.RightEVCompute && (vr.Rows != n || vr.Cols != n) { 748 panic("lapack64: bad size of VR") 749 } 750 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) 751 }