Add the Dxxcon routines to lapack64.The condition number routines

are used to check the condition number of a matrix before attempting a linear solve

lapack.go

@@ -4,7 +4,10 @@
 
 package lapack
 
-import "github.com/gonum/blas"
+import (
+	"github.com/gonum/blas"
+	"github.com/gonum/lapack"
+)
 
 const None = 'N'
 
@@ -23,6 +26,7 @@ type Complex128 interface{}
 
 // Float64 defines the public float64 LAPACK API supported by gonum/lapack.
 type Float64 interface {
+	Dgecon(norm lapack.MatrixNorm, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64
 	Dgels(trans blas.Transpose, m, n, nrhs int, a []float64, lda int, b []float64, ldb int, work []float64, lwork int) bool
 	Dgelqf(m, n int, a []float64, lda int, tau, work []float64, lwork int)
 	Dgeqrf(m, n int, a []float64, lda int, tau, work []float64, lwork int)
@@ -30,7 +34,9 @@ type Float64 interface {
 	Dgetrs(trans blas.Transpose, n, nrhs int, a []float64, lda int, ipiv []int, b []float64, ldb int)
 	Dormqr(side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int)
 	Dormlq(side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int)
+	Dpocon(uplo blas.Uplo, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64
 	Dpotrf(ul blas.Uplo, n int, a []float64, lda int) (ok bool)
+	Dtrcon(norm lapack.MatrixNorm, uplo blas.Uplo, diag blas.Diag, n int, a []float64, lda int, work []float64, iwork []int) float64
 	Dtrtrs(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, n, nrhs int, a []float64, lda int, b []float64, ldb int) (ok bool)
 }
 

lapack64/lapack64.go

@@ -48,6 +48,21 @@ func Potrf(a blas64.Symmetric) (t blas64.Triangular, ok bool) {
 	return
 }
 
+// Gecon estimates the reciprocal of the condition number of the n×n matrix A
+// given the LU decomposition of the matrix. The condition number computed may
+// be based on the 1-norm or the ∞-norm.
+//
+// The slice a contains the result of the LU decomposition of A as computed by Dgetrf.
+//
+// anorm is the corresponding 1-norm or ∞-norm of the original matrix A.
+//
+// work is a temporary data slice of length at least 4*n and Gecon will panic otherwise.
+//
+// iwork is a temporary data slice of length at least n and Gecon will panic otherwise.
+func Gecon(norm lapack.MatrixNorm, a blas64.General, anorm float64, work []float64, iwork []int) float64 {
+	return lapack64.Dgecon(norm, a.Cols, a.Data, a.Stride, anorm, work, iwork)
+}
+
 // Gels finds a minimum-norm solution based on the matrices A and B using the
 // QR or LQ factorization. Dgels returns false if the matrix
 // A is singular, and true if this solution was successfully found.
@@ -207,6 +222,29 @@ func Ormqr(side blas.Side, trans blas.Transpose, a blas64.General, tau []float64
 	lapack64.Dormqr(side, trans, c.Rows, c.Cols, a.Cols, a.Data, a.Stride, tau, c.Data, c.Stride, work, lwork)
 }
 
+// Pocon estimates the reciprocal of the condition number of a positive-definite
+// matrix A given the Cholesky decmposition of A. The condition number computed
+// is based on the 1-norm and the ∞-norm.
+//
+// anorm is the 1-norm and the ∞-norm of the original matrix A.
+//
+// work is a temporary data slice of length at least 3*n and Pocon will panic otherwise.
+//
+// iwork is a temporary data slice of length at least n and Pocon will panic otherwise.
+func Pocon(a blas64.Symmetric, anorm float64, work []float64, iwork []int) float64 {
+	return lapack64.Dpocon(a.Uplo, a.N, a.Data, a.Stride, anorm, work, iwork)
+}
+
+// Trcon estimates the reciprocal of the condition number of a triangular matrix A.
+// The condition number computed may be based on the 1-norm or the ∞-norm.
+//
+// work is a temporary data slice of length at least 3*n and Trcon will panic otherwise.
+//
+// iwork is a temporary data slice of length at least n and Trcon will panic otherwise.
+func Trcon(norm lapack.MatrixNorm, a blas64.Triangular, work []float64, iwork []int) float64 {
+	return lapack64.Dtrcon(norm, a.Uplo, a.Diag, a.N, a.Data, a.Stride, work, iwork)
+}
+
 // 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(trans blas.Transpose, a blas64.Triangular, b blas64.General) (ok bool) {

native/dpocon.go

@@ -7,7 +7,7 @@ import (
 	"github.com/gonum/blas/blas64"
 )
 
-// Dtrcon estimates the reciprocal of the condition number of a positive-definite
+// Dpocon estimates the reciprocal of the condition number of a positive-definite
 // matrix A given the Cholesky decmposition of A. The condition number computed
 // is based on the 1-norm and the ∞-norm.
 //