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Add LQ factorization to cgo and tests

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Responded to PR comments
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btracey
2015-08-03 22:50:13 -06:00
parent eb6aeed431
commit 80e9717bf5
8 changed files with 109 additions and 23 deletions
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24
lapack64/lapack64.go
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@@ -67,9 +67,29 @@ func Potrf(a blas64.Symmetric) (t blas64.Triangular, ok bool) {
//
// Work is temporary storage, and lwork specifies the usable memory length.
// At minimum, lwork >= m and this function will panic otherwise.
// Dgeqrf is a blocked LQ factorization, but the block size is limited
// by the temporary space available. If lwork == -1, instead of performing Dgelqf,
// Dgeqrf is a blocked QR factorization, but the block size is limited
// by the temporary space available. If lwork == -1, instead of performing Geqrf,
// the optimal work length will be stored into work[0].
func Geqrf(a blas64.General, tau, work []float64, lwork int) {
lapack64.Dgeqrf(a.Rows, a.Cols, a.Data, a.Stride, tau, work, lwork)
}
// Gelqf computes the QR factorization of the m×n matrix A using a blocked
// algorithm. A is modified to contain the information to construct L and Q.
// The lower triangle of a contains the matrix L. The lower triangular elements
// (not including the diagonal) contain the elementary reflectors. Tau is modified
// to contain the reflector scales. Tau must have length at least min(m,n), and
// this function will panic otherwise.
//
// See Geqrf for a description of the elementary reflectors and orthonormal
// matrix Q. Q is constructed as a product of these elementary reflectors,
// Q = H_k ... H_2*H_1.
//
// Work is temporary storage, and lwork specifies the usable memory length.
// At minimum, lwork >= m and this function will panic otherwise.
// Dgeqrf is a blocked LQ factorization, but the block size is limited
// by the temporary space available. If lwork == -1, instead of performing Gelqf,
// the optimal work length will be stored into work[0].
func Gelqf(a blas64.General, tau, work []float64, lwork int) {
lapack64.Dgelqf(a.Rows, a.Cols, a.Data, a.Stride, tau, work, lwork)
}