github.com/jingcheng-WU/gonum@v0.9.1-0.20210323123734-f1a2a11a8f7b/lapack/lapack.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 lapack
     6  
     7  import "github.com/jingcheng-WU/gonum/blas"
     8  
     9  // Complex128 defines the public complex128 LAPACK API supported by gonum/lapack.
    10  type Complex128 interface{}
    11  
    12  // Float64 defines the public float64 LAPACK API supported by gonum/lapack.
    13  type Float64 interface {
    14  	Dgecon(norm MatrixNorm, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64
    15  	Dgeev(jobvl LeftEVJob, jobvr RightEVJob, n int, a []float64, lda int, wr, wi []float64, vl []float64, ldvl int, vr []float64, ldvr int, work []float64, lwork int) (first int)
    16  	Dgels(trans blas.Transpose, m, n, nrhs int, a []float64, lda int, b []float64, ldb int, work []float64, lwork int) bool
    17  	Dgelqf(m, n int, a []float64, lda int, tau, work []float64, lwork int)
    18  	Dgeqrf(m, n int, a []float64, lda int, tau, work []float64, lwork int)
    19  	Dgesvd(jobU, jobVT SVDJob, m, n int, a []float64, lda int, s, u []float64, ldu int, vt []float64, ldvt int, work []float64, lwork int) (ok bool)
    20  	Dgetrf(m, n int, a []float64, lda int, ipiv []int) (ok bool)
    21  	Dgetri(n int, a []float64, lda int, ipiv []int, work []float64, lwork int) (ok bool)
    22  	Dgetrs(trans blas.Transpose, n, nrhs int, a []float64, lda int, ipiv []int, b []float64, ldb int)
    23  	Dggsvd3(jobU, jobV, jobQ GSVDJob, m, n, p int, a []float64, lda int, b []float64, ldb int, alpha, beta, u []float64, ldu int, v []float64, ldv int, q []float64, ldq int, work []float64, lwork int, iwork []int) (k, l int, ok bool)
    24  	Dlantr(norm MatrixNorm, uplo blas.Uplo, diag blas.Diag, m, n int, a []float64, lda int, work []float64) float64
    25  	Dlange(norm MatrixNorm, m, n int, a []float64, lda int, work []float64) float64
    26  	Dlansy(norm MatrixNorm, uplo blas.Uplo, n int, a []float64, lda int, work []float64) float64
    27  	Dlapmt(forward bool, m, n int, x []float64, ldx int, k []int)
    28  	Dormqr(side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int)
    29  	Dormlq(side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int)
    30  	Dpbcon(uplo blas.Uplo, n, kd int, ab []float64, ldab int, anorm float64, work []float64, iwork []int) float64
    31  	Dpbtrf(uplo blas.Uplo, n, kd int, ab []float64, ldab int) (ok bool)
    32  	Dpbtrs(uplo blas.Uplo, n, kd, nrhs int, ab []float64, ldab int, b []float64, ldb int)
    33  	Dpocon(uplo blas.Uplo, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64
    34  	Dpotrf(ul blas.Uplo, n int, a []float64, lda int) (ok bool)
    35  	Dpotri(ul blas.Uplo, n int, a []float64, lda int) (ok bool)
    36  	Dpotrs(ul blas.Uplo, n, nrhs int, a []float64, lda int, b []float64, ldb int)
    37  	Dsyev(jobz EVJob, uplo blas.Uplo, n int, a []float64, lda int, w, work []float64, lwork int) (ok bool)
    38  	Dtbtrs(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, n, kd, nrhs int, a []float64, lda int, b []float64, ldb int) (ok bool)
    39  	Dtrcon(norm MatrixNorm, uplo blas.Uplo, diag blas.Diag, n int, a []float64, lda int, work []float64, iwork []int) float64
    40  	Dtrtri(uplo blas.Uplo, diag blas.Diag, n int, a []float64, lda int) (ok bool)
    41  	Dtrtrs(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, n, nrhs int, a []float64, lda int, b []float64, ldb int) (ok bool)
    42  }
    43  
    44  // Direct specifies the direction of the multiplication for the Householder matrix.
    45  type Direct byte
    46  
    47  const (
    48  	Forward  Direct = 'F' // Reflectors are right-multiplied, H_0 * H_1 * ... * H_{k-1}.
    49  	Backward Direct = 'B' // Reflectors are left-multiplied, H_{k-1} * ... * H_1 * H_0.
    50  )
    51  
    52  // Sort is the sorting order.
    53  type Sort byte
    54  
    55  const (
    56  	SortIncreasing Sort = 'I'
    57  	SortDecreasing Sort = 'D'
    58  )
    59  
    60  // StoreV indicates the storage direction of elementary reflectors.
    61  type StoreV byte
    62  
    63  const (
    64  	ColumnWise StoreV = 'C' // Reflector stored in a column of the matrix.
    65  	RowWise    StoreV = 'R' // Reflector stored in a row of the matrix.
    66  )
    67  
    68  // MatrixNorm represents the kind of matrix norm to compute.
    69  type MatrixNorm byte
    70  
    71  const (
    72  	MaxAbs       MatrixNorm = 'M' // max(abs(A(i,j)))
    73  	MaxColumnSum MatrixNorm = 'O' // Maximum absolute column sum (one norm)
    74  	MaxRowSum    MatrixNorm = 'I' // Maximum absolute row sum (infinity norm)
    75  	Frobenius    MatrixNorm = 'F' // Frobenius norm (sqrt of sum of squares)
    76  )
    77  
    78  // MatrixType represents the kind of matrix represented in the data.
    79  type MatrixType byte
    80  
    81  const (
    82  	General  MatrixType = 'G' // A general dense matrix.
    83  	UpperTri MatrixType = 'U' // An upper triangular matrix.
    84  	LowerTri MatrixType = 'L' // A lower triangular matrix.
    85  )
    86  
    87  // Pivot specifies the pivot type for plane rotations.
    88  type Pivot byte
    89  
    90  const (
    91  	Variable Pivot = 'V'
    92  	Top      Pivot = 'T'
    93  	Bottom   Pivot = 'B'
    94  )
    95  
    96  // ApplyOrtho specifies which orthogonal matrix is applied in Dormbr.
    97  type ApplyOrtho byte
    98  
    99  const (
   100  	ApplyP ApplyOrtho = 'P' // Apply P or Pᵀ.
   101  	ApplyQ ApplyOrtho = 'Q' // Apply Q or Qᵀ.
   102  )
   103  
   104  // GenOrtho specifies which orthogonal matrix is generated in Dorgbr.
   105  type GenOrtho byte
   106  
   107  const (
   108  	GeneratePT GenOrtho = 'P' // Generate Pᵀ.
   109  	GenerateQ  GenOrtho = 'Q' // Generate Q.
   110  )
   111  
   112  // SVDJob specifies the singular vector computation type for SVD.
   113  type SVDJob byte
   114  
   115  const (
   116  	SVDAll       SVDJob = 'A' // Compute all columns of the orthogonal matrix U or V.
   117  	SVDStore     SVDJob = 'S' // Compute the singular vectors and store them in the orthogonal matrix U or V.
   118  	SVDOverwrite SVDJob = 'O' // Compute the singular vectors and overwrite them on the input matrix A.
   119  	SVDNone      SVDJob = 'N' // Do not compute singular vectors.
   120  )
   121  
   122  // GSVDJob specifies the singular vector computation type for Generalized SVD.
   123  type GSVDJob byte
   124  
   125  const (
   126  	GSVDU    GSVDJob = 'U' // Compute orthogonal matrix U.
   127  	GSVDV    GSVDJob = 'V' // Compute orthogonal matrix V.
   128  	GSVDQ    GSVDJob = 'Q' // Compute orthogonal matrix Q.
   129  	GSVDUnit GSVDJob = 'I' // Use unit-initialized matrix.
   130  	GSVDNone GSVDJob = 'N' // Do not compute orthogonal matrix.
   131  )
   132  
   133  // EVComp specifies how eigenvectors are computed in Dsteqr.
   134  type EVComp byte
   135  
   136  const (
   137  	EVOrig     EVComp = 'V' // Compute eigenvectors of the original symmetric matrix.
   138  	EVTridiag  EVComp = 'I' // Compute eigenvectors of the tridiagonal matrix.
   139  	EVCompNone EVComp = 'N' // Do not compute eigenvectors.
   140  )
   141  
   142  // EVJob specifies whether eigenvectors are computed in Dsyev.
   143  type EVJob byte
   144  
   145  const (
   146  	EVCompute EVJob = 'V' // Compute eigenvectors.
   147  	EVNone    EVJob = 'N' // Do not compute eigenvectors.
   148  )
   149  
   150  // LeftEVJob specifies whether left eigenvectors are computed in Dgeev.
   151  type LeftEVJob byte
   152  
   153  const (
   154  	LeftEVCompute LeftEVJob = 'V' // Compute left eigenvectors.
   155  	LeftEVNone    LeftEVJob = 'N' // Do not compute left eigenvectors.
   156  )
   157  
   158  // RightEVJob specifies whether right eigenvectors are computed in Dgeev.
   159  type RightEVJob byte
   160  
   161  const (
   162  	RightEVCompute RightEVJob = 'V' // Compute right eigenvectors.
   163  	RightEVNone    RightEVJob = 'N' // Do not compute right eigenvectors.
   164  )
   165  
   166  // BalanceJob specifies matrix balancing operation.
   167  type BalanceJob byte
   168  
   169  const (
   170  	Permute      BalanceJob = 'P'
   171  	Scale        BalanceJob = 'S'
   172  	PermuteScale BalanceJob = 'B'
   173  	BalanceNone  BalanceJob = 'N'
   174  )
   175  
   176  // SchurJob specifies whether the Schur form is computed in Dhseqr.
   177  type SchurJob byte
   178  
   179  const (
   180  	EigenvaluesOnly     SchurJob = 'E'
   181  	EigenvaluesAndSchur SchurJob = 'S'
   182  )
   183  
   184  // SchurComp specifies whether and how the Schur vectors are computed in Dhseqr.
   185  type SchurComp byte
   186  
   187  const (
   188  	SchurOrig SchurComp = 'V' // Compute Schur vectors of the original matrix.
   189  	SchurHess SchurComp = 'I' // Compute Schur vectors of the upper Hessenberg matrix.
   190  	SchurNone SchurComp = 'N' // Do not compute Schur vectors.
   191  )
   192  
   193  // UpdateSchurComp specifies whether the matrix of Schur vectors is updated in Dtrexc.
   194  type UpdateSchurComp byte
   195  
   196  const (
   197  	UpdateSchur     UpdateSchurComp = 'V' // Update the matrix of Schur vectors.
   198  	UpdateSchurNone UpdateSchurComp = 'N' // Do not update the matrix of Schur vectors.
   199  )
   200  
   201  // EVSide specifies what eigenvectors are computed in Dtrevc3.
   202  type EVSide byte
   203  
   204  const (
   205  	EVRight EVSide = 'R' // Compute only right eigenvectors.
   206  	EVLeft  EVSide = 'L' // Compute only left eigenvectors.
   207  	EVBoth  EVSide = 'B' // Compute both right and left eigenvectors.
   208  )
   209  
   210  // EVHowMany specifies which eigenvectors are computed in Dtrevc3 and how.
   211  type EVHowMany byte
   212  
   213  const (
   214  	EVAll      EVHowMany = 'A' // Compute all right and/or left eigenvectors.
   215  	EVAllMulQ  EVHowMany = 'B' // Compute all right and/or left eigenvectors multiplied by an input matrix.
   216  	EVSelected EVHowMany = 'S' // Compute selected right and/or left eigenvectors.
   217  )