gonum.org/v1/gonum@v0.14.0/blas/blas64/blas64.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 blas64 6 7 import ( 8 "gonum.org/v1/gonum/blas" 9 "gonum.org/v1/gonum/blas/gonum" 10 ) 11 12 var blas64 blas.Float64 = gonum.Implementation{} 13 14 // Use sets the BLAS float64 implementation to be used by subsequent BLAS calls. 15 // The default implementation is 16 // gonum.org/v1/gonum/blas/gonum.Implementation. 17 func Use(b blas.Float64) { 18 blas64 = b 19 } 20 21 // Implementation returns the current BLAS float64 implementation. 22 // 23 // Implementation allows direct calls to the current the BLAS float64 implementation 24 // giving finer control of parameters. 25 func Implementation() blas.Float64 { 26 return blas64 27 } 28 29 // Vector represents a vector with an associated element increment. 30 type Vector struct { 31 N int 32 Data []float64 33 Inc int 34 } 35 36 // General represents a matrix using the conventional storage scheme. 37 type General struct { 38 Rows, Cols int 39 Data []float64 40 Stride int 41 } 42 43 // Band represents a band matrix using the band storage scheme. 44 type Band struct { 45 Rows, Cols int 46 KL, KU int 47 Data []float64 48 Stride int 49 } 50 51 // Triangular represents a triangular matrix using the conventional storage scheme. 52 type Triangular struct { 53 Uplo blas.Uplo 54 Diag blas.Diag 55 N int 56 Data []float64 57 Stride int 58 } 59 60 // TriangularBand represents a triangular matrix using the band storage scheme. 61 type TriangularBand struct { 62 Uplo blas.Uplo 63 Diag blas.Diag 64 N, K int 65 Data []float64 66 Stride int 67 } 68 69 // TriangularPacked represents a triangular matrix using the packed storage scheme. 70 type TriangularPacked struct { 71 Uplo blas.Uplo 72 Diag blas.Diag 73 N int 74 Data []float64 75 } 76 77 // Symmetric represents a symmetric matrix using the conventional storage scheme. 78 type Symmetric struct { 79 Uplo blas.Uplo 80 N int 81 Data []float64 82 Stride int 83 } 84 85 // SymmetricBand represents a symmetric matrix using the band storage scheme. 86 type SymmetricBand struct { 87 Uplo blas.Uplo 88 N, K int 89 Data []float64 90 Stride int 91 } 92 93 // SymmetricPacked represents a symmetric matrix using the packed storage scheme. 94 type SymmetricPacked struct { 95 Uplo blas.Uplo 96 N int 97 Data []float64 98 } 99 100 // Level 1 101 102 const ( 103 negInc = "blas64: negative vector increment" 104 badLength = "blas64: vector length mismatch" 105 ) 106 107 // Dot computes the dot product of the two vectors: 108 // 109 // \sum_i x[i]*y[i]. 110 // 111 // Dot will panic if the lengths of x and y do not match. 112 func Dot(x, y Vector) float64 { 113 if x.N != y.N { 114 panic(badLength) 115 } 116 return blas64.Ddot(x.N, x.Data, x.Inc, y.Data, y.Inc) 117 } 118 119 // Nrm2 computes the Euclidean norm of the vector x: 120 // 121 // sqrt(\sum_i x[i]*x[i]). 122 // 123 // Nrm2 will panic if the vector increment is negative. 124 func Nrm2(x Vector) float64 { 125 if x.Inc < 0 { 126 panic(negInc) 127 } 128 return blas64.Dnrm2(x.N, x.Data, x.Inc) 129 } 130 131 // Asum computes the sum of the absolute values of the elements of x: 132 // 133 // \sum_i |x[i]|. 134 // 135 // Asum will panic if the vector increment is negative. 136 func Asum(x Vector) float64 { 137 if x.Inc < 0 { 138 panic(negInc) 139 } 140 return blas64.Dasum(x.N, x.Data, x.Inc) 141 } 142 143 // Iamax returns the index of an element of x with the largest absolute value. 144 // If there are multiple such indices the earliest is returned. 145 // Iamax returns -1 if n == 0. 146 // 147 // Iamax will panic if the vector increment is negative. 148 func Iamax(x Vector) int { 149 if x.Inc < 0 { 150 panic(negInc) 151 } 152 return blas64.Idamax(x.N, x.Data, x.Inc) 153 } 154 155 // Swap exchanges the elements of the two vectors: 156 // 157 // x[i], y[i] = y[i], x[i] for all i. 158 // 159 // Swap will panic if the lengths of x and y do not match. 160 func Swap(x, y Vector) { 161 if x.N != y.N { 162 panic(badLength) 163 } 164 blas64.Dswap(x.N, x.Data, x.Inc, y.Data, y.Inc) 165 } 166 167 // Copy copies the elements of x into the elements of y: 168 // 169 // y[i] = x[i] for all i. 170 // 171 // Copy will panic if the lengths of x and y do not match. 172 func Copy(x, y Vector) { 173 if x.N != y.N { 174 panic(badLength) 175 } 176 blas64.Dcopy(x.N, x.Data, x.Inc, y.Data, y.Inc) 177 } 178 179 // Axpy adds x scaled by alpha to y: 180 // 181 // y[i] += alpha*x[i] for all i. 182 // 183 // Axpy will panic if the lengths of x and y do not match. 184 func Axpy(alpha float64, x, y Vector) { 185 if x.N != y.N { 186 panic(badLength) 187 } 188 blas64.Daxpy(x.N, alpha, x.Data, x.Inc, y.Data, y.Inc) 189 } 190 191 // Rotg computes the parameters of a Givens plane rotation so that 192 // 193 // ⎡ c s⎤ ⎡a⎤ ⎡r⎤ 194 // ⎣-s c⎦ * ⎣b⎦ = ⎣0⎦ 195 // 196 // where a and b are the Cartesian coordinates of a given point. 197 // c, s, and r are defined as 198 // 199 // r = ±Sqrt(a^2 + b^2), 200 // c = a/r, the cosine of the rotation angle, 201 // s = a/r, the sine of the rotation angle, 202 // 203 // and z is defined such that 204 // 205 // if |a| > |b|, z = s, 206 // otherwise if c != 0, z = 1/c, 207 // otherwise z = 1. 208 func Rotg(a, b float64) (c, s, r, z float64) { 209 return blas64.Drotg(a, b) 210 } 211 212 // Rotmg computes the modified Givens rotation. See 213 // http://www.netlib.org/lapack/explore-html/df/deb/drotmg_8f.html 214 // for more details. 215 func Rotmg(d1, d2, b1, b2 float64) (p blas.DrotmParams, rd1, rd2, rb1 float64) { 216 return blas64.Drotmg(d1, d2, b1, b2) 217 } 218 219 // Rot applies a plane transformation to n points represented by the vectors x 220 // and y: 221 // 222 // x[i] = c*x[i] + s*y[i], 223 // y[i] = -s*x[i] + c*y[i], for all i. 224 func Rot(x, y Vector, c, s float64) { 225 if x.N != y.N { 226 panic(badLength) 227 } 228 blas64.Drot(x.N, x.Data, x.Inc, y.Data, y.Inc, c, s) 229 } 230 231 // Rotm applies the modified Givens rotation to n points represented by the 232 // vectors x and y. 233 func Rotm(x, y Vector, p blas.DrotmParams) { 234 if x.N != y.N { 235 panic(badLength) 236 } 237 blas64.Drotm(x.N, x.Data, x.Inc, y.Data, y.Inc, p) 238 } 239 240 // Scal scales the vector x by alpha: 241 // 242 // x[i] *= alpha for all i. 243 // 244 // Scal will panic if the vector increment is negative. 245 func Scal(alpha float64, x Vector) { 246 if x.Inc < 0 { 247 panic(negInc) 248 } 249 blas64.Dscal(x.N, alpha, x.Data, x.Inc) 250 } 251 252 // Level 2 253 254 // Gemv computes 255 // 256 // y = alpha * A * x + beta * y if t == blas.NoTrans, 257 // y = alpha * Aᵀ * x + beta * y if t == blas.Trans or blas.ConjTrans, 258 // 259 // where A is an m×n dense matrix, x and y are vectors, and alpha and beta are scalars. 260 func Gemv(t blas.Transpose, alpha float64, a General, x Vector, beta float64, y Vector) { 261 blas64.Dgemv(t, a.Rows, a.Cols, alpha, a.Data, a.Stride, x.Data, x.Inc, beta, y.Data, y.Inc) 262 } 263 264 // Gbmv computes 265 // 266 // y = alpha * A * x + beta * y if t == blas.NoTrans, 267 // y = alpha * Aᵀ * x + beta * y if t == blas.Trans or blas.ConjTrans, 268 // 269 // where A is an m×n band matrix, x and y are vectors, and alpha and beta are scalars. 270 func Gbmv(t blas.Transpose, alpha float64, a Band, x Vector, beta float64, y Vector) { 271 blas64.Dgbmv(t, a.Rows, a.Cols, a.KL, a.KU, alpha, a.Data, a.Stride, x.Data, x.Inc, beta, y.Data, y.Inc) 272 } 273 274 // Trmv computes 275 // 276 // x = A * x if t == blas.NoTrans, 277 // x = Aᵀ * x if t == blas.Trans or blas.ConjTrans, 278 // 279 // where A is an n×n triangular matrix, and x is a vector. 280 func Trmv(t blas.Transpose, a Triangular, x Vector) { 281 blas64.Dtrmv(a.Uplo, t, a.Diag, a.N, a.Data, a.Stride, x.Data, x.Inc) 282 } 283 284 // Tbmv computes 285 // 286 // x = A * x if t == blas.NoTrans, 287 // x = Aᵀ * x if t == blas.Trans or blas.ConjTrans, 288 // 289 // where A is an n×n triangular band matrix, and x is a vector. 290 func Tbmv(t blas.Transpose, a TriangularBand, x Vector) { 291 blas64.Dtbmv(a.Uplo, t, a.Diag, a.N, a.K, a.Data, a.Stride, x.Data, x.Inc) 292 } 293 294 // Tpmv computes 295 // 296 // x = A * x if t == blas.NoTrans, 297 // x = Aᵀ * x if t == blas.Trans or blas.ConjTrans, 298 // 299 // where A is an n×n triangular matrix in packed format, and x is a vector. 300 func Tpmv(t blas.Transpose, a TriangularPacked, x Vector) { 301 blas64.Dtpmv(a.Uplo, t, a.Diag, a.N, a.Data, x.Data, x.Inc) 302 } 303 304 // Trsv solves 305 // 306 // A * x = b if t == blas.NoTrans, 307 // Aᵀ * x = b if t == blas.Trans or blas.ConjTrans, 308 // 309 // where A is an n×n triangular matrix, and x and b are vectors. 310 // 311 // At entry to the function, x contains the values of b, and the result is 312 // stored in-place into x. 313 // 314 // No test for singularity or near-singularity is included in this 315 // routine. Such tests must be performed before calling this routine. 316 func Trsv(t blas.Transpose, a Triangular, x Vector) { 317 blas64.Dtrsv(a.Uplo, t, a.Diag, a.N, a.Data, a.Stride, x.Data, x.Inc) 318 } 319 320 // Tbsv solves 321 // 322 // A * x = b if t == blas.NoTrans, 323 // Aᵀ * x = b if t == blas.Trans or blas.ConjTrans, 324 // 325 // where A is an n×n triangular band matrix, and x and b are vectors. 326 // 327 // At entry to the function, x contains the values of b, and the result is 328 // stored in place into x. 329 // 330 // No test for singularity or near-singularity is included in this 331 // routine. Such tests must be performed before calling this routine. 332 func Tbsv(t blas.Transpose, a TriangularBand, x Vector) { 333 blas64.Dtbsv(a.Uplo, t, a.Diag, a.N, a.K, a.Data, a.Stride, x.Data, x.Inc) 334 } 335 336 // Tpsv solves 337 // 338 // A * x = b if t == blas.NoTrans, 339 // Aᵀ * x = b if t == blas.Trans or blas.ConjTrans, 340 // 341 // where A is an n×n triangular matrix in packed format, and x and b are 342 // vectors. 343 // 344 // At entry to the function, x contains the values of b, and the result is 345 // stored in place into x. 346 // 347 // No test for singularity or near-singularity is included in this 348 // routine. Such tests must be performed before calling this routine. 349 func Tpsv(t blas.Transpose, a TriangularPacked, x Vector) { 350 blas64.Dtpsv(a.Uplo, t, a.Diag, a.N, a.Data, x.Data, x.Inc) 351 } 352 353 // Symv computes 354 // 355 // y = alpha * A * x + beta * y, 356 // 357 // where A is an n×n symmetric matrix, x and y are vectors, and alpha and 358 // beta are scalars. 359 func Symv(alpha float64, a Symmetric, x Vector, beta float64, y Vector) { 360 blas64.Dsymv(a.Uplo, a.N, alpha, a.Data, a.Stride, x.Data, x.Inc, beta, y.Data, y.Inc) 361 } 362 363 // Sbmv performs 364 // 365 // y = alpha * A * x + beta * y, 366 // 367 // where A is an n×n symmetric band matrix, x and y are vectors, and alpha 368 // and beta are scalars. 369 func Sbmv(alpha float64, a SymmetricBand, x Vector, beta float64, y Vector) { 370 blas64.Dsbmv(a.Uplo, a.N, a.K, alpha, a.Data, a.Stride, x.Data, x.Inc, beta, y.Data, y.Inc) 371 } 372 373 // Spmv performs 374 // 375 // y = alpha * A * x + beta * y, 376 // 377 // where A is an n×n symmetric matrix in packed format, x and y are vectors, 378 // and alpha and beta are scalars. 379 func Spmv(alpha float64, a SymmetricPacked, x Vector, beta float64, y Vector) { 380 blas64.Dspmv(a.Uplo, a.N, alpha, a.Data, x.Data, x.Inc, beta, y.Data, y.Inc) 381 } 382 383 // Ger performs a rank-1 update 384 // 385 // A += alpha * x * yᵀ, 386 // 387 // where A is an m×n dense matrix, x and y are vectors, and alpha is a scalar. 388 func Ger(alpha float64, x, y Vector, a General) { 389 blas64.Dger(a.Rows, a.Cols, alpha, x.Data, x.Inc, y.Data, y.Inc, a.Data, a.Stride) 390 } 391 392 // Syr performs a rank-1 update 393 // 394 // A += alpha * x * xᵀ, 395 // 396 // where A is an n×n symmetric matrix, x is a vector, and alpha is a scalar. 397 func Syr(alpha float64, x Vector, a Symmetric) { 398 blas64.Dsyr(a.Uplo, a.N, alpha, x.Data, x.Inc, a.Data, a.Stride) 399 } 400 401 // Spr performs the rank-1 update 402 // 403 // A += alpha * x * xᵀ, 404 // 405 // where A is an n×n symmetric matrix in packed format, x is a vector, and 406 // alpha is a scalar. 407 func Spr(alpha float64, x Vector, a SymmetricPacked) { 408 blas64.Dspr(a.Uplo, a.N, alpha, x.Data, x.Inc, a.Data) 409 } 410 411 // Syr2 performs a rank-2 update 412 // 413 // A += alpha * x * yᵀ + alpha * y * xᵀ, 414 // 415 // where A is a symmetric n×n matrix, x and y are vectors, and alpha is a scalar. 416 func Syr2(alpha float64, x, y Vector, a Symmetric) { 417 blas64.Dsyr2(a.Uplo, a.N, alpha, x.Data, x.Inc, y.Data, y.Inc, a.Data, a.Stride) 418 } 419 420 // Spr2 performs a rank-2 update 421 // 422 // A += alpha * x * yᵀ + alpha * y * xᵀ, 423 // 424 // where A is an n×n symmetric matrix in packed format, x and y are vectors, 425 // and alpha is a scalar. 426 func Spr2(alpha float64, x, y Vector, a SymmetricPacked) { 427 blas64.Dspr2(a.Uplo, a.N, alpha, x.Data, x.Inc, y.Data, y.Inc, a.Data) 428 } 429 430 // Level 3 431 432 // Gemm computes 433 // 434 // C = alpha * A * B + beta * C, 435 // 436 // where A, B, and C are dense matrices, and alpha and beta are scalars. 437 // tA and tB specify whether A or B are transposed. 438 func Gemm(tA, tB blas.Transpose, alpha float64, a, b General, beta float64, c General) { 439 var m, n, k int 440 if tA == blas.NoTrans { 441 m, k = a.Rows, a.Cols 442 } else { 443 m, k = a.Cols, a.Rows 444 } 445 if tB == blas.NoTrans { 446 n = b.Cols 447 } else { 448 n = b.Rows 449 } 450 blas64.Dgemm(tA, tB, m, n, k, alpha, a.Data, a.Stride, b.Data, b.Stride, beta, c.Data, c.Stride) 451 } 452 453 // Symm performs 454 // 455 // C = alpha * A * B + beta * C if s == blas.Left, 456 // C = alpha * B * A + beta * C if s == blas.Right, 457 // 458 // where A is an n×n or m×m symmetric matrix, B and C are m×n matrices, and 459 // alpha is a scalar. 460 func Symm(s blas.Side, alpha float64, a Symmetric, b General, beta float64, c General) { 461 var m, n int 462 if s == blas.Left { 463 m, n = a.N, b.Cols 464 } else { 465 m, n = b.Rows, a.N 466 } 467 blas64.Dsymm(s, a.Uplo, m, n, alpha, a.Data, a.Stride, b.Data, b.Stride, beta, c.Data, c.Stride) 468 } 469 470 // Syrk performs a symmetric rank-k update 471 // 472 // C = alpha * A * Aᵀ + beta * C if t == blas.NoTrans, 473 // C = alpha * Aᵀ * A + beta * C if t == blas.Trans or blas.ConjTrans, 474 // 475 // where C is an n×n symmetric matrix, A is an n×k matrix if t == blas.NoTrans and 476 // a k×n matrix otherwise, and alpha and beta are scalars. 477 func Syrk(t blas.Transpose, alpha float64, a General, beta float64, c Symmetric) { 478 var n, k int 479 if t == blas.NoTrans { 480 n, k = a.Rows, a.Cols 481 } else { 482 n, k = a.Cols, a.Rows 483 } 484 blas64.Dsyrk(c.Uplo, t, n, k, alpha, a.Data, a.Stride, beta, c.Data, c.Stride) 485 } 486 487 // Syr2k performs a symmetric rank-2k update 488 // 489 // C = alpha * A * Bᵀ + alpha * B * Aᵀ + beta * C if t == blas.NoTrans, 490 // C = alpha * Aᵀ * B + alpha * Bᵀ * A + beta * C if t == blas.Trans or blas.ConjTrans, 491 // 492 // where C is an n×n symmetric matrix, A and B are n×k matrices if t == NoTrans 493 // and k×n matrices otherwise, and alpha and beta are scalars. 494 func Syr2k(t blas.Transpose, alpha float64, a, b General, beta float64, c Symmetric) { 495 var n, k int 496 if t == blas.NoTrans { 497 n, k = a.Rows, a.Cols 498 } else { 499 n, k = a.Cols, a.Rows 500 } 501 blas64.Dsyr2k(c.Uplo, t, n, k, alpha, a.Data, a.Stride, b.Data, b.Stride, beta, c.Data, c.Stride) 502 } 503 504 // Trmm performs 505 // 506 // B = alpha * A * B if tA == blas.NoTrans and s == blas.Left, 507 // B = alpha * Aᵀ * B if tA == blas.Trans or blas.ConjTrans, and s == blas.Left, 508 // B = alpha * B * A if tA == blas.NoTrans and s == blas.Right, 509 // B = alpha * B * Aᵀ if tA == blas.Trans or blas.ConjTrans, and s == blas.Right, 510 // 511 // where A is an n×n or m×m triangular matrix, B is an m×n matrix, and alpha is 512 // a scalar. 513 func Trmm(s blas.Side, tA blas.Transpose, alpha float64, a Triangular, b General) { 514 blas64.Dtrmm(s, a.Uplo, tA, a.Diag, b.Rows, b.Cols, alpha, a.Data, a.Stride, b.Data, b.Stride) 515 } 516 517 // Trsm solves 518 // 519 // A * X = alpha * B if tA == blas.NoTrans and s == blas.Left, 520 // Aᵀ * X = alpha * B if tA == blas.Trans or blas.ConjTrans, and s == blas.Left, 521 // X * A = alpha * B if tA == blas.NoTrans and s == blas.Right, 522 // X * Aᵀ = alpha * B if tA == blas.Trans or blas.ConjTrans, and s == blas.Right, 523 // 524 // where A is an n×n or m×m triangular matrix, X and B are m×n matrices, and 525 // alpha is a scalar. 526 // 527 // At entry to the function, X contains the values of B, and the result is 528 // stored in-place into X. 529 // 530 // No check is made that A is invertible. 531 func Trsm(s blas.Side, tA blas.Transpose, alpha float64, a Triangular, b General) { 532 blas64.Dtrsm(s, a.Uplo, tA, a.Diag, b.Rows, b.Cols, alpha, a.Data, a.Stride, b.Data, b.Stride) 533 }