gonum.org/v1/gonum@v0.14.0/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  	"gonum.org/v1/gonum/blas"
     9  	"gonum.org/v1/gonum/blas/blas64"
    10  	"gonum.org/v1/gonum/lapack"
    11  	"gonum.org/v1/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  //
    40  //	A = Uᵀ * U  if a.Uplo == blas.Upper, or
    41  //	A = L * Lᵀ  if a.Uplo == blas.Lower,
    42  //
    43  // where U is an upper triangular matrix and L is lower triangular.
    44  // The triangular matrix is returned in t, and the underlying data between
    45  // a and t is shared. The returned bool indicates whether a is positive
    46  // definite and the factorization could be finished.
    47  func Potrf(a blas64.Symmetric) (t blas64.Triangular, ok bool) {
    48  	ok = lapack64.Dpotrf(a.Uplo, a.N, a.Data, max(1, a.Stride))
    49  	t.Uplo = a.Uplo
    50  	t.N = a.N
    51  	t.Data = a.Data
    52  	t.Stride = a.Stride
    53  	t.Diag = blas.NonUnit
    54  	return
    55  }
    56  
    57  // Potri computes the inverse of a real symmetric positive definite matrix A
    58  // using its Cholesky factorization.
    59  //
    60  // On entry, t contains the triangular factor U or L from the Cholesky
    61  // factorization A = Uᵀ*U or A = L*Lᵀ, as computed by Potrf.
    62  //
    63  // On return, the upper or lower triangle of the (symmetric) inverse of A is
    64  // stored in t, overwriting the input factor U or L, and also returned in a. The
    65  // underlying data between a and t is shared.
    66  //
    67  // The returned bool indicates whether the inverse was computed successfully.
    68  func Potri(t blas64.Triangular) (a blas64.Symmetric, ok bool) {
    69  	ok = lapack64.Dpotri(t.Uplo, t.N, t.Data, max(1, t.Stride))
    70  	a.Uplo = t.Uplo
    71  	a.N = t.N
    72  	a.Data = t.Data
    73  	a.Stride = t.Stride
    74  	return
    75  }
    76  
    77  // Potrs solves a system of n linear equations A*X = B where A is an n×n
    78  // symmetric positive definite matrix and B is an n×nrhs matrix, using the
    79  // Cholesky factorization A = Uᵀ*U or A = L*Lᵀ. t contains the corresponding
    80  // triangular factor as returned by Potrf. On entry, B contains the right-hand
    81  // side matrix B, on return it contains the solution matrix X.
    82  func Potrs(t blas64.Triangular, b blas64.General) {
    83  	lapack64.Dpotrs(t.Uplo, t.N, b.Cols, t.Data, max(1, t.Stride), b.Data, max(1, b.Stride))
    84  }
    85  
    86  // Pbcon returns an estimate of the reciprocal of the condition number (in the
    87  // 1-norm) of an n×n symmetric positive definite band matrix using the Cholesky
    88  // factorization
    89  //
    90  //	A = Uᵀ*U  if uplo == blas.Upper
    91  //	A = L*Lᵀ  if uplo == blas.Lower
    92  //
    93  // computed by Pbtrf. The estimate is obtained for norm(inv(A)), and the
    94  // reciprocal of the condition number is computed as
    95  //
    96  //	rcond = 1 / (anorm * norm(inv(A))).
    97  //
    98  // The length of work must be at least 3*n and the length of iwork must be at
    99  // least n.
   100  func Pbcon(a blas64.SymmetricBand, anorm float64, work []float64, iwork []int) float64 {
   101  	return lapack64.Dpbcon(a.Uplo, a.N, a.K, a.Data, a.Stride, anorm, work, iwork)
   102  }
   103  
   104  // Pbtrf computes the Cholesky factorization of an n×n symmetric positive
   105  // definite band matrix
   106  //
   107  //	A = Uᵀ * U  if a.Uplo == blas.Upper
   108  //	A = L * Lᵀ  if a.Uplo == blas.Lower
   109  //
   110  // where U and L are upper, respectively lower, triangular band matrices.
   111  //
   112  // The triangular matrix U or L is returned in t, and the underlying data
   113  // between a and t is shared. The returned bool indicates whether A is positive
   114  // definite and the factorization could be finished.
   115  func Pbtrf(a blas64.SymmetricBand) (t blas64.TriangularBand, ok bool) {
   116  	ok = lapack64.Dpbtrf(a.Uplo, a.N, a.K, a.Data, max(1, a.Stride))
   117  	t.Uplo = a.Uplo
   118  	t.Diag = blas.NonUnit
   119  	t.N = a.N
   120  	t.K = a.K
   121  	t.Data = a.Data
   122  	t.Stride = a.Stride
   123  	return t, ok
   124  }
   125  
   126  // Pbtrs solves a system of linear equations A*X = B with an n×n symmetric
   127  // positive definite band matrix A using the Cholesky factorization
   128  //
   129  //	A = Uᵀ * U  if t.Uplo == blas.Upper
   130  //	A = L * Lᵀ  if t.Uplo == blas.Lower
   131  //
   132  // t contains the corresponding triangular factor as returned by Pbtrf.
   133  //
   134  // On entry, b contains the right hand side matrix B. On return, it is
   135  // overwritten with the solution matrix X.
   136  func Pbtrs(t blas64.TriangularBand, b blas64.General) {
   137  	lapack64.Dpbtrs(t.Uplo, t.N, t.K, b.Cols, t.Data, max(1, t.Stride), b.Data, max(1, b.Stride))
   138  }
   139  
   140  // Pstrf computes the Cholesky factorization with complete pivoting of an n×n
   141  // symmetric positive semidefinite matrix A.
   142  //
   143  // The factorization has the form
   144  //
   145  //	Pᵀ * A * P = Uᵀ * U ,  if a.Uplo = blas.Upper,
   146  //	Pᵀ * A * P = L  * Lᵀ,  if a.Uplo = blas.Lower,
   147  //
   148  // where U is an upper triangular matrix, L is lower triangular, and P is a
   149  // permutation matrix.
   150  //
   151  // tol is a user-defined tolerance. The algorithm terminates if the pivot is
   152  // less than or equal to tol. If tol is negative, then n*eps*max(A[k,k]) will be
   153  // used instead.
   154  //
   155  // The triangular factor U or L from the Cholesky factorization is returned in t
   156  // and the underlying data between a and t is shared. P is stored on return in
   157  // vector piv such that P[piv[k],k] = 1.
   158  //
   159  // Pstrf returns the computed rank of A and whether the factorization can be
   160  // used to solve a system. Pstrf does not attempt to check that A is positive
   161  // semi-definite, so if ok is false, the matrix A is either rank deficient or is
   162  // not positive semidefinite.
   163  //
   164  // The length of piv must be n and the length of work must be at least 2*n,
   165  // otherwise Pstrf will panic.
   166  func Pstrf(a blas64.Symmetric, piv []int, tol float64, work []float64) (t blas64.Triangular, rank int, ok bool) {
   167  	rank, ok = lapack64.Dpstrf(a.Uplo, a.N, a.Data, max(1, a.Stride), piv, tol, work)
   168  	t.Uplo = a.Uplo
   169  	t.Diag = blas.NonUnit
   170  	t.N = a.N
   171  	t.Data = a.Data
   172  	t.Stride = a.Stride
   173  	return t, rank, ok
   174  }
   175  
   176  // Gecon estimates the reciprocal of the condition number of the n×n matrix A
   177  // given the LU decomposition of the matrix. The condition number computed may
   178  // be based on the 1-norm or the ∞-norm.
   179  //
   180  // a contains the result of the LU decomposition of A as computed by Getrf.
   181  //
   182  // anorm is the corresponding 1-norm or ∞-norm of the original matrix A.
   183  //
   184  // work is a temporary data slice of length at least 4*n and Gecon will panic otherwise.
   185  //
   186  // iwork is a temporary data slice of length at least n and Gecon will panic otherwise.
   187  func Gecon(norm lapack.MatrixNorm, a blas64.General, anorm float64, work []float64, iwork []int) float64 {
   188  	return lapack64.Dgecon(norm, a.Cols, a.Data, max(1, a.Stride), anorm, work, iwork)
   189  }
   190  
   191  // Gels finds a minimum-norm solution based on the matrices A and B using the
   192  // QR or LQ factorization. Gels returns false if the matrix
   193  // A is singular, and true if this solution was successfully found.
   194  //
   195  // The minimization problem solved depends on the input parameters.
   196  //
   197  //  1. If m >= n and trans == blas.NoTrans, Gels finds X such that || A*X - B||_2
   198  //     is minimized.
   199  //  2. If m < n and trans == blas.NoTrans, Gels finds the minimum norm solution of
   200  //     A * X = B.
   201  //  3. If m >= n and trans == blas.Trans, Gels finds the minimum norm solution of
   202  //     Aᵀ * X = B.
   203  //  4. If m < n and trans == blas.Trans, Gels finds X such that || A*X - B||_2
   204  //     is minimized.
   205  //
   206  // Note that the least-squares solutions (cases 1 and 3) perform the minimization
   207  // per column of B. This is not the same as finding the minimum-norm matrix.
   208  //
   209  // The matrix A is a general matrix of size m×n and is modified during this call.
   210  // The input matrix B is of size max(m,n)×nrhs, and serves two purposes. On entry,
   211  // the elements of b specify the input matrix B. B has size m×nrhs if
   212  // trans == blas.NoTrans, and n×nrhs if trans == blas.Trans. On exit, the
   213  // leading submatrix of b contains the solution vectors X. If trans == blas.NoTrans,
   214  // this submatrix is of size n×nrhs, and of size m×nrhs otherwise.
   215  //
   216  // Work is temporary storage, and lwork specifies the usable memory length.
   217  // At minimum, lwork >= max(m,n) + max(m,n,nrhs), and this function will panic
   218  // otherwise. A longer work will enable blocked algorithms to be called.
   219  // In the special case that lwork == -1, work[0] will be set to the optimal working
   220  // length.
   221  func Gels(trans blas.Transpose, a blas64.General, b blas64.General, work []float64, lwork int) bool {
   222  	return lapack64.Dgels(trans, a.Rows, a.Cols, b.Cols, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride), work, lwork)
   223  }
   224  
   225  // Geqrf computes the QR factorization of the m×n matrix A using a blocked
   226  // algorithm. A is modified to contain the information to construct Q and R.
   227  // The upper triangle of a contains the matrix R. The lower triangular elements
   228  // (not including the diagonal) contain the elementary reflectors. tau is modified
   229  // to contain the reflector scales. tau must have length at least min(m,n), and
   230  // this function will panic otherwise.
   231  //
   232  // The ith elementary reflector can be explicitly constructed by first extracting
   233  // the
   234  //
   235  //	v[j] = 0           j < i
   236  //	v[j] = 1           j == i
   237  //	v[j] = a[j*lda+i]  j > i
   238  //
   239  // and computing H_i = I - tau[i] * v * vᵀ.
   240  //
   241  // The orthonormal matrix Q can be constructed from a product of these elementary
   242  // reflectors, Q = H_0 * H_1 * ... * H_{k-1}, where k = min(m,n).
   243  //
   244  // Work is temporary storage, and lwork specifies the usable memory length.
   245  // At minimum, lwork >= m and this function will panic otherwise.
   246  // Geqrf is a blocked QR factorization, but the block size is limited
   247  // by the temporary space available. If lwork == -1, instead of performing Geqrf,
   248  // the optimal work length will be stored into work[0].
   249  func Geqrf(a blas64.General, tau, work []float64, lwork int) {
   250  	lapack64.Dgeqrf(a.Rows, a.Cols, a.Data, max(1, a.Stride), tau, work, lwork)
   251  }
   252  
   253  // Gelqf computes the LQ factorization of the m×n matrix A using a blocked
   254  // algorithm. A is modified to contain the information to construct L and Q. The
   255  // lower triangle of a contains the matrix L. The elements above the diagonal
   256  // and the slice tau represent the matrix Q. tau is modified to contain the
   257  // reflector scales. tau must have length at least min(m,n), and this function
   258  // will panic otherwise.
   259  //
   260  // See Geqrf for a description of the elementary reflectors and orthonormal
   261  // matrix Q. Q is constructed as a product of these elementary reflectors,
   262  // Q = H_{k-1} * ... * H_1 * H_0.
   263  //
   264  // Work is temporary storage, and lwork specifies the usable memory length.
   265  // At minimum, lwork >= m and this function will panic otherwise.
   266  // Gelqf is a blocked LQ factorization, but the block size is limited
   267  // by the temporary space available. If lwork == -1, instead of performing Gelqf,
   268  // the optimal work length will be stored into work[0].
   269  func Gelqf(a blas64.General, tau, work []float64, lwork int) {
   270  	lapack64.Dgelqf(a.Rows, a.Cols, a.Data, max(1, a.Stride), tau, work, lwork)
   271  }
   272  
   273  // Gesvd computes the singular value decomposition of the input matrix A.
   274  //
   275  // The singular value decomposition is
   276  //
   277  //	A = U * Sigma * Vᵀ
   278  //
   279  // where Sigma is an m×n diagonal matrix containing the singular values of A,
   280  // U is an m×m orthogonal matrix and V is an n×n orthogonal matrix. The first
   281  // min(m,n) columns of U and V are the left and right singular vectors of A
   282  // respectively.
   283  //
   284  // jobU and jobVT are options for computing the singular vectors. The behavior
   285  // is as follows
   286  //
   287  //	jobU == lapack.SVDAll       All m columns of U are returned in u
   288  //	jobU == lapack.SVDStore     The first min(m,n) columns are returned in u
   289  //	jobU == lapack.SVDOverwrite The first min(m,n) columns of U are written into a
   290  //	jobU == lapack.SVDNone      The columns of U are not computed.
   291  //
   292  // The behavior is the same for jobVT and the rows of Vᵀ. At most one of jobU
   293  // and jobVT can equal lapack.SVDOverwrite, and Gesvd will panic otherwise.
   294  //
   295  // On entry, a contains the data for the m×n matrix A. During the call to Gesvd
   296  // the data is overwritten. On exit, A contains the appropriate singular vectors
   297  // if either job is lapack.SVDOverwrite.
   298  //
   299  // s is a slice of length at least min(m,n) and on exit contains the singular
   300  // values in decreasing order.
   301  //
   302  // u contains the left singular vectors on exit, stored columnwise. If
   303  // jobU == lapack.SVDAll, u is of size m×m. If jobU == lapack.SVDStore u is
   304  // of size m×min(m,n). If jobU == lapack.SVDOverwrite or lapack.SVDNone, u is
   305  // not used.
   306  //
   307  // vt contains the left singular vectors on exit, stored rowwise. If
   308  // jobV == lapack.SVDAll, vt is of size n×m. If jobVT == lapack.SVDStore vt is
   309  // of size min(m,n)×n. If jobVT == lapack.SVDOverwrite or lapack.SVDNone, vt is
   310  // not used.
   311  //
   312  // work is a slice for storing temporary memory, and lwork is the usable size of
   313  // the slice. lwork must be at least max(5*min(m,n), 3*min(m,n)+max(m,n)).
   314  // If lwork == -1, instead of performing Gesvd, the optimal work length will be
   315  // stored into work[0]. Gesvd will panic if the working memory has insufficient
   316  // storage.
   317  //
   318  // Gesvd returns whether the decomposition successfully completed.
   319  func Gesvd(jobU, jobVT lapack.SVDJob, a, u, vt blas64.General, s, work []float64, lwork int) (ok bool) {
   320  	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)
   321  }
   322  
   323  // Getrf computes the LU decomposition of the m×n matrix A.
   324  // The LU decomposition is a factorization of A into
   325  //
   326  //	A = P * L * U
   327  //
   328  // where P is a permutation matrix, L is a unit lower triangular matrix, and
   329  // U is a (usually) non-unit upper triangular matrix. On exit, L and U are stored
   330  // in place into a.
   331  //
   332  // ipiv is a permutation vector. It indicates that row i of the matrix was
   333  // changed with ipiv[i]. ipiv must have length at least min(m,n), and will panic
   334  // otherwise. ipiv is zero-indexed.
   335  //
   336  // Getrf is the blocked version of the algorithm.
   337  //
   338  // Getrf returns whether the matrix A is singular. The LU decomposition will
   339  // be computed regardless of the singularity of A, but division by zero
   340  // will occur if the false is returned and the result is used to solve a
   341  // system of equations.
   342  func Getrf(a blas64.General, ipiv []int) bool {
   343  	return lapack64.Dgetrf(a.Rows, a.Cols, a.Data, max(1, a.Stride), ipiv)
   344  }
   345  
   346  // Getri computes the inverse of the matrix A using the LU factorization computed
   347  // by Getrf. On entry, a contains the PLU decomposition of A as computed by
   348  // Getrf and on exit contains the reciprocal of the original matrix.
   349  //
   350  // Getri will not perform the inversion if the matrix is singular, and returns
   351  // a boolean indicating whether the inversion was successful.
   352  //
   353  // Work is temporary storage, and lwork specifies the usable memory length.
   354  // At minimum, lwork >= n and this function will panic otherwise.
   355  // Getri is a blocked inversion, but the block size is limited
   356  // by the temporary space available. If lwork == -1, instead of performing Getri,
   357  // the optimal work length will be stored into work[0].
   358  func Getri(a blas64.General, ipiv []int, work []float64, lwork int) (ok bool) {
   359  	return lapack64.Dgetri(a.Cols, a.Data, max(1, a.Stride), ipiv, work, lwork)
   360  }
   361  
   362  // Getrs solves a system of equations using an LU factorization.
   363  // The system of equations solved is
   364  //
   365  //	A * X = B   if trans == blas.Trans
   366  //	Aᵀ * X = B  if trans == blas.NoTrans
   367  //
   368  // A is a general n×n matrix with stride lda. B is a general matrix of size n×nrhs.
   369  //
   370  // On entry b contains the elements of the matrix B. On exit, b contains the
   371  // elements of X, the solution to the system of equations.
   372  //
   373  // a and ipiv contain the LU factorization of A and the permutation indices as
   374  // computed by Getrf. ipiv is zero-indexed.
   375  func Getrs(trans blas.Transpose, a blas64.General, b blas64.General, ipiv []int) {
   376  	lapack64.Dgetrs(trans, a.Cols, b.Cols, a.Data, max(1, a.Stride), ipiv, b.Data, max(1, b.Stride))
   377  }
   378  
   379  // Ggsvd3 computes the generalized singular value decomposition (GSVD)
   380  // of an m×n matrix A and p×n matrix B:
   381  //
   382  //	Uᵀ*A*Q = D1*[ 0 R ]
   383  //
   384  //	Vᵀ*B*Q = D2*[ 0 R ]
   385  //
   386  // where U, V and Q are orthogonal matrices.
   387  //
   388  // Ggsvd3 returns k and l, the dimensions of the sub-blocks. k+l
   389  // is the effective numerical rank of the (m+p)×n matrix [ Aᵀ Bᵀ ]ᵀ.
   390  // R is a (k+l)×(k+l) nonsingular upper triangular matrix, D1 and
   391  // D2 are m×(k+l) and p×(k+l) diagonal matrices and of the following
   392  // structures, respectively:
   393  //
   394  // If m-k-l >= 0,
   395  //
   396  //	                  k  l
   397  //	     D1 =     k [ I  0 ]
   398  //	              l [ 0  C ]
   399  //	          m-k-l [ 0  0 ]
   400  //
   401  //	                k  l
   402  //	     D2 = l   [ 0  S ]
   403  //	          p-l [ 0  0 ]
   404  //
   405  //	             n-k-l  k    l
   406  //	[ 0 R ] = k [  0   R11  R12 ] k
   407  //	          l [  0    0   R22 ] l
   408  //
   409  // where
   410  //
   411  //	C = diag( alpha_k, ... , alpha_{k+l} ),
   412  //	S = diag( beta_k,  ... , beta_{k+l} ),
   413  //	C^2 + S^2 = I.
   414  //
   415  // R is stored in
   416  //
   417  //	A[0:k+l, n-k-l:n]
   418  //
   419  // on exit.
   420  //
   421  // If m-k-l < 0,
   422  //
   423  //	               k m-k k+l-m
   424  //	    D1 =   k [ I  0    0  ]
   425  //	         m-k [ 0  C    0  ]
   426  //
   427  //	                 k m-k k+l-m
   428  //	    D2 =   m-k [ 0  S    0  ]
   429  //	         k+l-m [ 0  0    I  ]
   430  //	           p-l [ 0  0    0  ]
   431  //
   432  //	               n-k-l  k   m-k  k+l-m
   433  //	[ 0 R ] =    k [ 0    R11  R12  R13 ]
   434  //	           m-k [ 0     0   R22  R23 ]
   435  //	         k+l-m [ 0     0    0   R33 ]
   436  //
   437  // where
   438  //
   439  //	C = diag( alpha_k, ... , alpha_m ),
   440  //	S = diag( beta_k,  ... , beta_m ),
   441  //	C^2 + S^2 = I.
   442  //
   443  //	R = [ R11 R12 R13 ] is stored in A[1:m, n-k-l+1:n]
   444  //	    [  0  R22 R23 ]
   445  //
   446  // and R33 is stored in
   447  //
   448  //	B[m-k:l, n+m-k-l:n] on exit.
   449  //
   450  // Ggsvd3 computes C, S, R, and optionally the orthogonal transformation
   451  // matrices U, V and Q.
   452  //
   453  // jobU, jobV and jobQ are options for computing the orthogonal matrices. The behavior
   454  // is as follows
   455  //
   456  //	jobU == lapack.GSVDU        Compute orthogonal matrix U
   457  //	jobU == lapack.GSVDNone     Do not compute orthogonal matrix.
   458  //
   459  // The behavior is the same for jobV and jobQ with the exception that instead of
   460  // lapack.GSVDU these accept lapack.GSVDV and lapack.GSVDQ respectively.
   461  // The matrices U, V and Q must be m×m, p×p and n×n respectively unless the
   462  // relevant job parameter is lapack.GSVDNone.
   463  //
   464  // alpha and beta must have length n or Ggsvd3 will panic. On exit, alpha and
   465  // beta contain the generalized singular value pairs of A and B
   466  //
   467  //	alpha[0:k] = 1,
   468  //	beta[0:k]  = 0,
   469  //
   470  // if m-k-l >= 0,
   471  //
   472  //	alpha[k:k+l] = diag(C),
   473  //	beta[k:k+l]  = diag(S),
   474  //
   475  // if m-k-l < 0,
   476  //
   477  //	alpha[k:m]= C, alpha[m:k+l]= 0
   478  //	beta[k:m] = S, beta[m:k+l] = 1.
   479  //
   480  // if k+l < n,
   481  //
   482  //	alpha[k+l:n] = 0 and
   483  //	beta[k+l:n]  = 0.
   484  //
   485  // On exit, iwork contains the permutation required to sort alpha descending.
   486  //
   487  // iwork must have length n, work must have length at least max(1, lwork), and
   488  // lwork must be -1 or greater than n, otherwise Ggsvd3 will panic. If
   489  // lwork is -1, work[0] holds the optimal lwork on return, but Ggsvd3 does
   490  // not perform the GSVD.
   491  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) {
   492  	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)
   493  }
   494  
   495  // Gtsv solves one of the equations
   496  //
   497  //	A * X = B   if trans == blas.NoTrans
   498  //	Aᵀ * X = B  if trans == blas.Trans or blas.ConjTrans
   499  //
   500  // where A is an n×n tridiagonal matrix. It uses Gaussian elimination with
   501  // partial pivoting.
   502  //
   503  // On entry, a contains the matrix A, on return it will be overwritten.
   504  //
   505  // On entry, b contains the n×nrhs right-hand side matrix B. On return, it will
   506  // be overwritten. If ok is true, it will be overwritten by the solution matrix X.
   507  //
   508  // Gtsv returns whether the solution X has been successfully computed.
   509  //
   510  // Dgtsv is not part of the lapack.Float64 interface and so calls to Gtsv are
   511  // always executed by the Gonum implementation.
   512  func Gtsv(trans blas.Transpose, a Tridiagonal, b blas64.General) (ok bool) {
   513  	if trans != blas.NoTrans {
   514  		a.DL, a.DU = a.DU, a.DL
   515  	}
   516  	return gonum.Implementation{}.Dgtsv(a.N, b.Cols, a.DL, a.D, a.DU, b.Data, max(1, b.Stride))
   517  }
   518  
   519  // Lagtm performs one of the matrix-matrix operations
   520  //
   521  //	C = alpha * A * B + beta * C   if trans == blas.NoTrans
   522  //	C = alpha * Aᵀ * B + beta * C  if trans == blas.Trans or blas.ConjTrans
   523  //
   524  // where A is an m×m tridiagonal matrix represented by its diagonals dl, d, du,
   525  // B and C are m×n dense matrices, and alpha and beta are scalars.
   526  //
   527  // Dlagtm is not part of the lapack.Float64 interface and so calls to Lagtm are
   528  // always executed by the Gonum implementation.
   529  func Lagtm(trans blas.Transpose, alpha float64, a Tridiagonal, b blas64.General, beta float64, c blas64.General) {
   530  	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))
   531  }
   532  
   533  // Lange computes the matrix norm of the general m×n matrix A. The input norm
   534  // specifies the norm computed.
   535  //
   536  //	lapack.MaxAbs: the maximum absolute value of an element.
   537  //	lapack.MaxColumnSum: the maximum column sum of the absolute values of the entries.
   538  //	lapack.MaxRowSum: the maximum row sum of the absolute values of the entries.
   539  //	lapack.Frobenius: the square root of the sum of the squares of the entries.
   540  //
   541  // If norm == lapack.MaxColumnSum, work must be of length n, and this function will panic otherwise.
   542  // There are no restrictions on work for the other matrix norms.
   543  func Lange(norm lapack.MatrixNorm, a blas64.General, work []float64) float64 {
   544  	return lapack64.Dlange(norm, a.Rows, a.Cols, a.Data, max(1, a.Stride), work)
   545  }
   546  
   547  // Langb returns the given norm of a general m×n band matrix with kl sub-diagonals and
   548  // ku super-diagonals.
   549  //
   550  // Dlangb is not part of the lapack.Float64 interface and so calls to Langb are always
   551  // executed by the Gonum implementation.
   552  func Langb(norm lapack.MatrixNorm, a blas64.Band) float64 {
   553  	return gonum.Implementation{}.Dlangb(norm, a.Rows, a.Cols, a.KL, a.KU, a.Data, max(1, a.Stride))
   554  }
   555  
   556  // Langt computes the specified norm of an n×n tridiagonal matrix.
   557  //
   558  // Dlangt is not part of the lapack.Float64 interface and so calls to Langt are
   559  // always executed by the Gonum implementation.
   560  func Langt(norm lapack.MatrixNorm, a Tridiagonal) float64 {
   561  	return gonum.Implementation{}.Dlangt(norm, a.N, a.DL, a.D, a.DU)
   562  }
   563  
   564  // Lansb computes the specified norm of an n×n symmetric band matrix. If
   565  // norm == lapack.MaxColumnSum or norm == lapack.MaxRowSum, work must have length
   566  // at least n and this function will panic otherwise.
   567  // There are no restrictions on work for the other matrix norms.
   568  //
   569  // Dlansb is not part of the lapack.Float64 interface and so calls to Lansb are always
   570  // executed by the Gonum implementation.
   571  func Lansb(norm lapack.MatrixNorm, a blas64.SymmetricBand, work []float64) float64 {
   572  	return gonum.Implementation{}.Dlansb(norm, a.Uplo, a.N, a.K, a.Data, max(1, a.Stride), work)
   573  }
   574  
   575  // Lansy computes the specified norm of an n×n symmetric matrix. If
   576  // norm == lapack.MaxColumnSum or norm == lapack.MaxRowSum, work must have length
   577  // at least n and this function will panic otherwise.
   578  // There are no restrictions on work for the other matrix norms.
   579  func Lansy(norm lapack.MatrixNorm, a blas64.Symmetric, work []float64) float64 {
   580  	return lapack64.Dlansy(norm, a.Uplo, a.N, a.Data, max(1, a.Stride), work)
   581  }
   582  
   583  // Lantr computes the specified norm of an m×n trapezoidal matrix A. If
   584  // norm == lapack.MaxColumnSum work must have length at least n and this function
   585  // will panic otherwise. There are no restrictions on work for the other matrix norms.
   586  func Lantr(norm lapack.MatrixNorm, a blas64.Triangular, work []float64) float64 {
   587  	return lapack64.Dlantr(norm, a.Uplo, a.Diag, a.N, a.N, a.Data, max(1, a.Stride), work)
   588  }
   589  
   590  // Lantb computes the specified norm of an n×n triangular band matrix A. If
   591  // norm == lapack.MaxColumnSum work must have length at least n and this function
   592  // will panic otherwise. There are no restrictions on work for the other matrix
   593  // norms.
   594  func Lantb(norm lapack.MatrixNorm, a blas64.TriangularBand, work []float64) float64 {
   595  	return gonum.Implementation{}.Dlantb(norm, a.Uplo, a.Diag, a.N, a.K, a.Data, max(1, a.Stride), work)
   596  }
   597  
   598  // Lapmr rearranges the rows of the m×n matrix X as specified by the permutation
   599  // k[0],k[1],...,k[m-1] of the integers 0,...,m-1.
   600  //
   601  // If forward is true, a forward permutation is applied:
   602  //
   603  //	X[k[i],0:n] is moved to X[i,0:n] for i=0,1,...,m-1.
   604  //
   605  // If forward is false, a backward permutation is applied:
   606  //
   607  //	X[i,0:n] is moved to X[k[i],0:n] for i=0,1,...,m-1.
   608  //
   609  // k must have length m, otherwise Lapmr will panic.
   610  func Lapmr(forward bool, x blas64.General, k []int) {
   611  	lapack64.Dlapmr(forward, x.Rows, x.Cols, x.Data, max(1, x.Stride), k)
   612  }
   613  
   614  // Lapmt rearranges the columns of the m×n matrix X as specified by the
   615  // permutation k_0, k_1, ..., k_{n-1} of the integers 0, ..., n-1.
   616  //
   617  // If forward is true a forward permutation is performed:
   618  //
   619  //	X[0:m, k[j]] is moved to X[0:m, j] for j = 0, 1, ..., n-1.
   620  //
   621  // otherwise a backward permutation is performed:
   622  //
   623  //	X[0:m, j] is moved to X[0:m, k[j]] for j = 0, 1, ..., n-1.
   624  //
   625  // k must have length n, otherwise Lapmt will panic. k is zero-indexed.
   626  func Lapmt(forward bool, x blas64.General, k []int) {
   627  	lapack64.Dlapmt(forward, x.Rows, x.Cols, x.Data, max(1, x.Stride), k)
   628  }
   629  
   630  // Ormlq multiplies the matrix C by the othogonal matrix Q defined by
   631  // A and tau. A and tau are as returned from Gelqf.
   632  //
   633  //	C = Q * C   if side == blas.Left and trans == blas.NoTrans
   634  //	C = Qᵀ * C  if side == blas.Left and trans == blas.Trans
   635  //	C = C * Q   if side == blas.Right and trans == blas.NoTrans
   636  //	C = C * Qᵀ  if side == blas.Right and trans == blas.Trans
   637  //
   638  // If side == blas.Left, A is a matrix of side k×m, and if side == blas.Right
   639  // A is of size k×n. This uses a blocked algorithm.
   640  //
   641  // Work is temporary storage, and lwork specifies the usable memory length.
   642  // At minimum, lwork >= m if side == blas.Left and lwork >= n if side == blas.Right,
   643  // and this function will panic otherwise.
   644  // Ormlq uses a block algorithm, but the block size is limited
   645  // by the temporary space available. If lwork == -1, instead of performing Ormlq,
   646  // the optimal work length will be stored into work[0].
   647  //
   648  // Tau contains the Householder scales and must have length at least k, and
   649  // this function will panic otherwise.
   650  func Ormlq(side blas.Side, trans blas.Transpose, a blas64.General, tau []float64, c blas64.General, work []float64, lwork int) {
   651  	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)
   652  }
   653  
   654  // Ormqr multiplies an m×n matrix C by an orthogonal matrix Q as
   655  //
   656  //	C = Q * C   if side == blas.Left  and trans == blas.NoTrans,
   657  //	C = Qᵀ * C  if side == blas.Left  and trans == blas.Trans,
   658  //	C = C * Q   if side == blas.Right and trans == blas.NoTrans,
   659  //	C = C * Qᵀ  if side == blas.Right and trans == blas.Trans,
   660  //
   661  // where Q is defined as the product of k elementary reflectors
   662  //
   663  //	Q = H_0 * H_1 * ... * H_{k-1}.
   664  //
   665  // If side == blas.Left, A is an m×k matrix and 0 <= k <= m.
   666  // If side == blas.Right, A is an n×k matrix and 0 <= k <= n.
   667  // The ith column of A contains the vector which defines the elementary
   668  // reflector H_i and tau[i] contains its scalar factor. tau must have length k
   669  // and Ormqr will panic otherwise. Geqrf returns A and tau in the required
   670  // form.
   671  //
   672  // work must have length at least max(1,lwork), and lwork must be at least n if
   673  // side == blas.Left and at least m if side == blas.Right, otherwise Ormqr will
   674  // panic.
   675  //
   676  // work is temporary storage, and lwork specifies the usable memory length. At
   677  // minimum, lwork >= m if side == blas.Left and lwork >= n if side ==
   678  // blas.Right, and this function will panic otherwise. Larger values of lwork
   679  // will generally give better performance. On return, work[0] will contain the
   680  // optimal value of lwork.
   681  //
   682  // If lwork is -1, instead of performing Ormqr, the optimal workspace size will
   683  // be stored into work[0].
   684  func Ormqr(side blas.Side, trans blas.Transpose, a blas64.General, tau []float64, c blas64.General, work []float64, lwork int) {
   685  	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)
   686  }
   687  
   688  // Pocon estimates the reciprocal of the condition number of a positive-definite
   689  // matrix A given the Cholesky decomposition of A. The condition number computed
   690  // is based on the 1-norm and the ∞-norm.
   691  //
   692  // anorm is the 1-norm and the ∞-norm of the original matrix A.
   693  //
   694  // work is a temporary data slice of length at least 3*n and Pocon will panic otherwise.
   695  //
   696  // iwork is a temporary data slice of length at least n and Pocon will panic otherwise.
   697  func Pocon(a blas64.Symmetric, anorm float64, work []float64, iwork []int) float64 {
   698  	return lapack64.Dpocon(a.Uplo, a.N, a.Data, max(1, a.Stride), anorm, work, iwork)
   699  }
   700  
   701  // Syev computes all eigenvalues and, optionally, the eigenvectors of a real
   702  // symmetric matrix A.
   703  //
   704  // w contains the eigenvalues in ascending order upon return. w must have length
   705  // at least n, and Syev will panic otherwise.
   706  //
   707  // On entry, a contains the elements of the symmetric matrix A in the triangular
   708  // portion specified by uplo. If jobz == lapack.EVCompute, a contains the
   709  // orthonormal eigenvectors of A on exit, otherwise jobz must be lapack.EVNone
   710  // and on exit the specified triangular region is overwritten.
   711  //
   712  // Work is temporary storage, and lwork specifies the usable memory length. At minimum,
   713  // lwork >= 3*n-1, and Syev will panic otherwise. The amount of blocking is
   714  // limited by the usable length. If lwork == -1, instead of computing Syev the
   715  // optimal work length is stored into work[0].
   716  func Syev(jobz lapack.EVJob, a blas64.Symmetric, w, work []float64, lwork int) (ok bool) {
   717  	return lapack64.Dsyev(jobz, a.Uplo, a.N, a.Data, max(1, a.Stride), w, work, lwork)
   718  }
   719  
   720  // Tbtrs solves a triangular system of the form
   721  //
   722  //	A * X = B   if trans == blas.NoTrans
   723  //	Aᵀ * X = B  if trans == blas.Trans or blas.ConjTrans
   724  //
   725  // where A is an n×n triangular band matrix, and B is an n×nrhs matrix.
   726  //
   727  // Tbtrs returns whether A is non-singular. If A is singular, no solutions X
   728  // are computed.
   729  func Tbtrs(trans blas.Transpose, a blas64.TriangularBand, b blas64.General) (ok bool) {
   730  	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))
   731  }
   732  
   733  // Trcon estimates the reciprocal of the condition number of a triangular matrix A.
   734  // The condition number computed may be based on the 1-norm or the ∞-norm.
   735  //
   736  // work is a temporary data slice of length at least 3*n and Trcon will panic otherwise.
   737  //
   738  // iwork is a temporary data slice of length at least n and Trcon will panic otherwise.
   739  func Trcon(norm lapack.MatrixNorm, a blas64.Triangular, work []float64, iwork []int) float64 {
   740  	return lapack64.Dtrcon(norm, a.Uplo, a.Diag, a.N, a.Data, max(1, a.Stride), work, iwork)
   741  }
   742  
   743  // Trtri computes the inverse of a triangular matrix, storing the result in place
   744  // into a.
   745  //
   746  // Trtri will not perform the inversion if the matrix is singular, and returns
   747  // a boolean indicating whether the inversion was successful.
   748  func Trtri(a blas64.Triangular) (ok bool) {
   749  	return lapack64.Dtrtri(a.Uplo, a.Diag, a.N, a.Data, max(1, a.Stride))
   750  }
   751  
   752  // Trtrs solves a triangular system of the form A * X = B or Aᵀ * X = B. Trtrs
   753  // returns whether the solve completed successfully. If A is singular, no solve is performed.
   754  func Trtrs(trans blas.Transpose, a blas64.Triangular, b blas64.General) (ok bool) {
   755  	return lapack64.Dtrtrs(a.Uplo, trans, a.Diag, a.N, b.Cols, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride))
   756  }
   757  
   758  // Geev computes the eigenvalues and, optionally, the left and/or right
   759  // eigenvectors for an n×n real nonsymmetric matrix A.
   760  //
   761  // The right eigenvector v_j of A corresponding to an eigenvalue λ_j
   762  // is defined by
   763  //
   764  //	A v_j = λ_j v_j,
   765  //
   766  // and the left eigenvector u_j corresponding to an eigenvalue λ_j is defined by
   767  //
   768  //	u_jᴴ A = λ_j u_jᴴ,
   769  //
   770  // where u_jᴴ is the conjugate transpose of u_j.
   771  //
   772  // On return, A will be overwritten and the left and right eigenvectors will be
   773  // stored, respectively, in the columns of the n×n matrices VL and VR in the
   774  // same order as their eigenvalues. If the j-th eigenvalue is real, then
   775  //
   776  //	u_j = VL[:,j],
   777  //	v_j = VR[:,j],
   778  //
   779  // and if it is not real, then j and j+1 form a complex conjugate pair and the
   780  // eigenvectors can be recovered as
   781  //
   782  //	u_j     = VL[:,j] + i*VL[:,j+1],
   783  //	u_{j+1} = VL[:,j] - i*VL[:,j+1],
   784  //	v_j     = VR[:,j] + i*VR[:,j+1],
   785  //	v_{j+1} = VR[:,j] - i*VR[:,j+1],
   786  //
   787  // where i is the imaginary unit. The computed eigenvectors are normalized to
   788  // have Euclidean norm equal to 1 and largest component real.
   789  //
   790  // Left eigenvectors will be computed only if jobvl == lapack.LeftEVCompute,
   791  // otherwise jobvl must be lapack.LeftEVNone.
   792  // Right eigenvectors will be computed only if jobvr == lapack.RightEVCompute,
   793  // otherwise jobvr must be lapack.RightEVNone.
   794  // For other values of jobvl and jobvr Geev will panic.
   795  //
   796  // On return, wr and wi will contain the real and imaginary parts, respectively,
   797  // of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear
   798  // consecutively with the eigenvalue having the positive imaginary part first.
   799  // wr and wi must have length n, and Geev will panic otherwise.
   800  //
   801  // work must have length at least lwork and lwork must be at least max(1,4*n) if
   802  // the left or right eigenvectors are computed, and at least max(1,3*n) if no
   803  // eigenvectors are computed. For good performance, lwork must generally be
   804  // larger. On return, optimal value of lwork will be stored in work[0].
   805  //
   806  // If lwork == -1, instead of performing Geev, the function only calculates the
   807  // optimal value of lwork and stores it into work[0].
   808  //
   809  // On return, first will be the index of the first valid eigenvalue.
   810  // If first == 0, all eigenvalues and eigenvectors have been computed.
   811  // If first is positive, Geev failed to compute all the eigenvalues, no
   812  // eigenvectors have been computed and wr[first:] and wi[first:] contain those
   813  // eigenvalues which have converged.
   814  func Geev(jobvl lapack.LeftEVJob, jobvr lapack.RightEVJob, a blas64.General, wr, wi []float64, vl, vr blas64.General, work []float64, lwork int) (first int) {
   815  	n := a.Rows
   816  	if a.Cols != n {
   817  		panic("lapack64: matrix not square")
   818  	}
   819  	if jobvl == lapack.LeftEVCompute && (vl.Rows != n || vl.Cols != n) {
   820  		panic("lapack64: bad size of VL")
   821  	}
   822  	if jobvr == lapack.RightEVCompute && (vr.Rows != n || vr.Cols != n) {
   823  		panic("lapack64: bad size of VR")
   824  	}
   825  	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)
   826  }