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Merge pull request #32 from gonum/qrlqsolve

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Add cgo and lapack64 functions for performing a QR and LQ solve from …
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Brendan Tracey
2015-08-11 08:14:19 -06:00
parent c6728a6989 2e760db794
commit 2eb39c45f4
8 changed files with 207 additions and 13 deletions
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50
lapack64/lapack64.go
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@@ -162,3 +162,53 @@ func Getrf(a blas64.General, ipiv []int) bool {
func Getrs(trans blas.Transpose, a blas64.General, b blas64.General, ipiv []int) {
lapack64.Dgetrs(trans, a.Cols, b.Cols, a.Data, a.Stride, ipiv, b.Data, b.Stride)
}
// Ormlq multiplies the matrix C by the othogonal matrix Q defined by
// A and tau. A and tau are as returned from Gelqf.
// C = Q * C if side == blas.Left and trans == blas.NoTrans
// C = Q^T * C if side == blas.Left and trans == blas.Trans
// C = C * Q if side == blas.Right and trans == blas.NoTrans
// C = C * Q^T if side == blas.Right and trans == blas.Trans
// If side == blas.Left, A is a matrix of side k×m, and if side == blas.Right
// A is of size k×n. This uses a blocked algorithm.
//
// Work is temporary storage, and lwork specifies the usable memory length.
// At minimum, lwork >= m if side == blas.Left and lwork >= n if side == blas.Right,
// and this function will panic otherwise.
// Ormlq uses a block algorithm, but the block size is limited
// by the temporary space available. If lwork == -1, instead of performing Ormlq,
// the optimal work length will be stored into work[0].
//
// Tau contains the householder scales and must have length at least k, and
// this function will panic otherwise.
func Ormlq(side blas.Side, trans blas.Transpose, a blas64.General, tau []float64, c blas64.General, work []float64, lwork int) {
lapack64.Dormlq(side, trans, c.Rows, c.Cols, a.Rows, a.Data, a.Stride, tau, c.Data, c.Stride, work, lwork)
}
// Ormqr multiplies the matrix C by the othogonal matrix Q defined by
// A and tau. A and tau are as returned from Geqrf.
// C = Q * C if side == blas.Left and trans == blas.NoTrans
// C = Q^T * C if side == blas.Left and trans == blas.Trans
// C = C * Q if side == blas.Right and trans == blas.NoTrans
// C = C * Q^T if side == blas.Right and trans == blas.Trans
// If side == blas.Left, A is a matrix of side k×m, and if side == blas.Right
// A is of size k×n. This uses a blocked algorithm.
//
// tau contains the householder scales and must have length at least k, and
// this function will panic otherwise.
//
// Work is temporary storage, and lwork specifies the usable memory length.
// At minimum, lwork >= m if side == blas.Left and lwork >= n if side == blas.Right,
// and this function will panic otherwise.
// Ormqr uses a block algorithm, but the block size is limited
// by the temporary space available. If lwork == -1, instead of performing Ormqr,
// the optimal work length will be stored into work[0].
func Ormqr(side blas.Side, trans blas.Transpose, a blas64.General, tau []float64, c blas64.General, work []float64, lwork int) {
lapack64.Dormqr(side, trans, c.Rows, c.Cols, a.Cols, a.Data, a.Stride, tau, c.Data, c.Stride, work, lwork)
}
// Trtrs solves a triangular system of the form A * X = B or A^T * X = B. Trtrs
// returns whether the solve completed successfully. If A is singular, no solve is performed.
func Trtrs(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, a blas64.Triangular, b blas64.General) (ok bool) {
return lapack64.Dtrtrs(uplo, trans, diag, a.N, b.Cols, a.Data, a.Stride, b.Data, b.Stride)
}