// Copyright ©2015 The gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. // Package cgo provides an interface to bindings for a C LAPACK library. package cgo import ( "github.com/gonum/blas" "github.com/gonum/lapack" "github.com/gonum/lapack/cgo/lapacke" ) // Copied from lapack/native. Keep in sync. const ( absIncNotOne = "lapack: increment not one or negative one" badD = "lapack: d has insufficient length" badDecompUpdate = "lapack: bad decomp update" badDiag = "lapack: bad diag" badDims = "lapack: bad input dimensions" badDirect = "lapack: bad direct" badE = "lapack: e has insufficient length" badEigComp = "lapack: bad EigComp" badEVSide = "lapack: bad EVSide" badHowMany = "lapack: bad HowMany" badIlo = "lapack: ilo out of range" badIhi = "lapack: ihi out of range" badIpiv = "lapack: insufficient permutation length" badJob = "lapack: bad Job" badLdA = "lapack: index of a out of range" badNorm = "lapack: bad norm" badPivot = "lapack: bad pivot" badS = "lapack: s has insufficient length" badShifts = "lapack: bad shifts" badSide = "lapack: bad side" badSlice = "lapack: bad input slice length" badStore = "lapack: bad store" badTau = "lapack: tau has insufficient length" badTauQ = "lapack: tauQ has insufficient length" badTauP = "lapack: tauP has insufficient length" badTrans = "lapack: bad trans" badUplo = "lapack: illegal triangle" badWork = "lapack: insufficient working memory" badWorkStride = "lapack: insufficient working array stride" badZ = "lapack: insufficient z length" kGTM = "lapack: k > m" kGTN = "lapack: k > n" kLT0 = "lapack: k < 0" mLTN = "lapack: m < n" negDimension = "lapack: negative matrix dimension" negZ = "lapack: negative z value" nLT0 = "lapack: n < 0" nLTM = "lapack: n < m" shortWork = "lapack: working array shorter than declared" ) func min(m, n int) int { if m < n { return m } return n } func max(m, n int) int { if m < n { return n } return m } // checkMatrix verifies the parameters of a matrix input. // Copied from lapack/native. Keep in sync. func checkMatrix(m, n int, a []float64, lda int) { if m < 0 { panic("lapack: has negative number of rows") } if n < 0 { panic("lapack: has negative number of columns") } if lda < n { panic("lapack: stride less than number of columns") } if len(a) < (m-1)*lda+n { panic("lapack: insufficient matrix slice length") } } // checkVector verifies the parameters of a vector input. // Copied from lapack/native. Keep in sync. func checkVector(n int, v []float64, inc int) { if n < 0 { panic("lapack: negative vector length") } if (inc > 0 && (n-1)*inc >= len(v)) || (inc < 0 && (1-n)*inc >= len(v)) { panic("lapack: insufficient vector slice length") } } // Implementation is the cgo-based C implementation of LAPACK routines. type Implementation struct{} var _ lapack.Float64 = Implementation{} // Dlacpy copies the elements of A specified by uplo into B. Uplo can specify // a triangular portion with blas.Upper or blas.Lower, or can specify all of the // elemest with blas.All. func (impl Implementation) Dlacpy(uplo blas.Uplo, m, n int, a []float64, lda int, b []float64, ldb int) { checkMatrix(m, n, a, lda) checkMatrix(m, n, b, ldb) lapacke.Dlacpy(uplo, m, n, a, lda, b, ldb) } // Dlange computes the matrix norm of the general m×n matrix a. The input norm // specifies the norm computed. // lapack.MaxAbs: the maximum absolute value of an element. // lapack.MaxColumnSum: the maximum column sum of the absolute values of the entries. // lapack.MaxRowSum: the maximum row sum of the absolute values of the entries. // lapack.Frobenius: the square root of the sum of the squares of the entries. // If norm == lapack.MaxColumnSum, work must be of length n, and this function will panic otherwise. // There are no restrictions on work for the other matrix norms. func (impl Implementation) Dlange(norm lapack.MatrixNorm, m, n int, a []float64, lda int, work []float64) float64 { checkMatrix(m, n, a, lda) switch norm { case lapack.MaxRowSum, lapack.MaxColumnSum, lapack.NormFrob, lapack.MaxAbs: default: panic(badNorm) } if norm == lapack.MaxColumnSum && len(work) < n { panic(badWork) } return lapacke.Dlange(byte(norm), m, n, a, lda, work) } // Dlansy computes the specified norm of an n×n symmetric matrix. If // norm == lapack.MaxColumnSum or norm == lapackMaxRowSum work must have length // at least n, otherwise work is unused. func (impl Implementation) Dlansy(norm lapack.MatrixNorm, uplo blas.Uplo, n int, a []float64, lda int, work []float64) float64 { checkMatrix(n, n, a, lda) switch norm { case lapack.MaxRowSum, lapack.MaxColumnSum, lapack.NormFrob, lapack.MaxAbs: default: panic(badNorm) } if (norm == lapack.MaxColumnSum || norm == lapack.MaxRowSum) && len(work) < n { panic(badWork) } if uplo != blas.Upper && uplo != blas.Lower { panic(badUplo) } return lapacke.Dlansy(byte(norm), uplo, n, a, lda, work) } // Dlantr computes the specified norm of an m×n trapezoidal matrix A. If // norm == lapack.MaxColumnSum work must have length at least n, otherwise work // is unused. func (impl Implementation) Dlantr(norm lapack.MatrixNorm, uplo blas.Uplo, diag blas.Diag, m, n int, a []float64, lda int, work []float64) float64 { checkMatrix(m, n, a, lda) switch norm { case lapack.MaxRowSum, lapack.MaxColumnSum, lapack.NormFrob, lapack.MaxAbs: default: panic(badNorm) } if uplo != blas.Upper && uplo != blas.Lower { panic(badUplo) } if diag != blas.Unit && diag != blas.NonUnit { panic(badDiag) } if norm == lapack.MaxColumnSum && len(work) < n { panic(badWork) } return lapacke.Dlantr(byte(norm), uplo, diag, m, n, a, lda, work) } // Dlarfx applies an elementary reflector H to a real m×n matrix C, from either // the left or the right, with loop unrolling when the reflector has order less // than 11. // // H is represented in the form // H = I - tau * v * v^T, // where tau is a real scalar and v is a real vector. If tau = 0, then H is // taken to be the identity matrix. // // v must have length equal to m if side == blas.Left, and equal to n if side == // blas.Right, otherwise Dlarfx will panic. // // c and ldc represent the m×n matrix C. On return, C is overwritten by the // matrix H * C if side == blas.Left, or C * H if side == blas.Right. // // work must have length at least n if side == blas.Left, and at least m if side // == blas.Right, otherwise Dlarfx will panic. work is not referenced if H has // order < 11. func (impl Implementation) Dlarfx(side blas.Side, m, n int, v []float64, tau float64, c []float64, ldc int, work []float64) { checkMatrix(m, n, c, ldc) switch side { case blas.Left: checkVector(m, v, 1) if len(work) < n && m > 10 { panic(badWork) } case blas.Right: checkVector(n, v, 1) if len(work) < m && n > 10 { panic(badWork) } default: panic(badSide) } lapacke.Dlarfx(side, m, n, v, tau, c, ldc, work) } // Dpotrf computes the Cholesky decomposition of the symmetric positive definite // matrix a. If ul == blas.Upper, then a is stored as an upper-triangular matrix, // and a = U U^T is stored in place into a. If ul == blas.Lower, then a = L L^T // is computed and stored in-place into a. If a is not positive definite, false // is returned. This is the blocked version of the algorithm. func (impl Implementation) Dpotrf(ul blas.Uplo, n int, a []float64, lda int) (ok bool) { // ul is checked in lapacke.Dpotrf. if n < 0 { panic(nLT0) } if lda < n { panic(badLdA) } if n == 0 { return true } return lapacke.Dpotrf(ul, n, a, lda) } // Dgebal balances an n×n matrix A. Balancing consists of two stages, permuting // and scaling. Both steps are optional and depend on the value of job. // // Permuting consists of applying a permutation matrix P such that the matrix // that results from P^T*A*P takes the upper block triangular form // [ T1 X Y ] // P^T A P = [ 0 B Z ], // [ 0 0 T2 ] // where T1 and T2 are upper triangular matrices and B contains at least one // nonzero off-diagonal element in each row and column. The indices ilo and ihi // mark the starting and ending columns of the submatrix B. The eigenvalues of A // isolated in the first 0 to ilo-1 and last ihi+1 to n-1 elements on the // diagonal can be read off without any roundoff error. // // Scaling consists of applying a diagonal similarity transformation D such that // D^{-1}*B*D has the 1-norm of each row and its corresponding column nearly // equal. The output matrix is // [ T1 X*D Y ] // [ 0 inv(D)*B*D inv(D)*Z ]. // [ 0 0 T2 ] // Scaling may reduce the 1-norm of the matrix, and improve the accuracy of // the computed eigenvalues and/or eigenvectors. // // job specifies the operations that will be performed on A. // If job is lapack.None, Dgebal sets scale[i] = 1 for all i and returns ilo=0, ihi=n-1. // If job is lapack.Permute, only permuting will be done. // If job is lapack.Scale, only scaling will be done. // If job is lapack.PermuteScale, both permuting and scaling will be done. // // On return, if job is lapack.Permute or lapack.PermuteScale, it will hold that // A[i,j] == 0, for i > j and j ∈ {0, ..., ilo-1, ihi+1, ..., n-1}. // If job is lapack.None or lapack.Scale, or if n == 0, it will hold that // ilo == 0 and ihi == n-1. // // On return, scale will contain information about the permutations and scaling // factors applied to A. If π(j) denotes the index of the column interchanged // with column j, and D[j,j] denotes the scaling factor applied to column j, // then // scale[j] == π(j), for j ∈ {0, ..., ilo-1, ihi+1, ..., n-1}, // == D[j,j], for j ∈ {ilo, ..., ihi}. // scale must have length equal to n, otherwise Dgebal will panic. // // Dgebal is an internal routine. It is exported for testing purposes. func (impl Implementation) Dgebal(job lapack.Job, n int, a []float64, lda int, scale []float64) (ilo, ihi int) { switch job { default: panic(badJob) case lapack.None, lapack.Permute, lapack.Scale, lapack.PermuteScale: } checkMatrix(n, n, a, lda) if len(scale) != n { panic("lapack: bad length of scale") } ilo32 := make([]int32, 1) ihi32 := make([]int32, 1) lapacke.Dgebal(job, n, a, lda, ilo32, ihi32, scale) ilo = int(ilo32[0]) - 1 ihi = int(ihi32[0]) - 1 for j := 0; j < ilo; j++ { scale[j]-- } for j := ihi + 1; j < n; j++ { scale[j]-- } return ilo, ihi } // Dgebak transforms an n×m matrix V as // V = P D V, if side == blas.Right, // V = P D^{-1} V, if side == blas.Left, // where P and D are n×n permutation and scaling matrices, respectively, // implicitly represented by job, scale, ilo and ihi as returned by Dgebal. // // Typically, columns of the matrix V contain the right or left (determined by // side) eigenvectors of the balanced matrix output by Dgebal, and Dgebak forms // the eigenvectors of the original matrix. // // Dgebak is an internal routine. It is exported for testing purposes. func (impl Implementation) Dgebak(job lapack.Job, side lapack.EVSide, n, ilo, ihi int, scale []float64, m int, v []float64, ldv int) { switch job { default: panic(badJob) case lapack.None, lapack.Permute, lapack.Scale, lapack.PermuteScale: } var bside blas.Side switch side { default: panic(badSide) case lapack.LeftEV: bside = blas.Left case lapack.RightEV: bside = blas.Right } checkMatrix(n, m, v, ldv) switch { case ilo < 0 || max(0, n-1) < ilo: panic(badIlo) case ihi < min(ilo, n-1) || n <= ihi: panic(badIhi) } // Convert permutation indices to 1-based. for j := 0; j < ilo; j++ { scale[j]++ } for j := ihi + 1; j < n; j++ { scale[j]++ } lapacke.Dgebak(job, bside, n, ilo+1, ihi+1, scale, m, v, ldv) // Convert permutation indices back to 0-based. for j := 0; j < ilo; j++ { scale[j]-- } for j := ihi + 1; j < n; j++ { scale[j]-- } } // Dbdsqr performs a singular value decomposition of a real n×n bidiagonal matrix. // // The SVD of the bidiagonal matrix B is // B = Q * S * P^T // where S is a diagonal matrix of singular values, Q is an orthogonal matrix of // left singular vectors, and P is an orthogonal matrix of right singular vectors. // // Q and P are only computed if requested. If left singular vectors are requested, // this routine returns U * Q instead of Q, and if right singular vectors are // requested P^T * VT is returned instead of P^T. // // Frequently Dbdsqr is used in conjunction with Dgebrd which reduces a general // matrix A into bidiagonal form. In this case, the SVD of A is // A = (U * Q) * S * (P^T * VT) // // This routine may also compute Q^T * C. // // d and e contain the elements of the bidiagonal matrix b. d must have length at // least n, and e must have length at least n-1. Dbdsqr will panic if there is // insufficient length. On exit, D contains the singular values of B in decreasing // order. // // VT is a matrix of size n×ncvt whose elements are stored in vt. The elements // of vt are modified to contain P^T * VT on exit. VT is not used if ncvt == 0. // // U is a matrix of size nru×n whose elements are stored in u. The elements // of u are modified to contain U * Q on exit. U is not used if nru == 0. // // C is a matrix of size n×ncc whose elements are stored in c. The elements // of c are modified to contain Q^T * C on exit. C is not used if ncc == 0. // // work contains temporary storage and must have length at least 4*n. Dbdsqr // will panic if there is insufficient working memory. // // Dbdsqr returns whether the decomposition was successful. func (impl Implementation) Dbdsqr(uplo blas.Uplo, n, ncvt, nru, ncc int, d, e, vt []float64, ldvt int, u []float64, ldu int, c []float64, ldc int, work []float64) (ok bool) { if uplo != blas.Upper && uplo != blas.Lower { panic(badUplo) } if ncvt != 0 { checkMatrix(n, ncvt, vt, ldvt) } if nru != 0 { checkMatrix(nru, n, u, ldu) } if ncc != 0 { checkMatrix(n, ncc, c, ldc) } if len(d) < n { panic(badD) } if len(e) < n-1 { panic(badE) } if len(work) < 4*n { panic(badWork) } // An address must be passed to cgo. If lengths are zero, allocate a slice. if len(vt) == 0 { vt = make([]float64, 1) } if len(u) == 0 { vt = make([]float64, 1) } if len(c) == 0 { c = make([]float64, 1) } return lapacke.Dbdsqr(uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c, ldc, work) } // Dgebrd reduces a general m×n matrix A to upper or lower bidiagonal form B by // an orthogonal transformation: // Q^T * A * P = B. // The diagonal elements of B are stored in d and the off-diagonal elements are // stored in e. These are additionally stored along the diagonal of A and the // off-diagonal of A. If m >= n B is an upper-bidiagonal matrix, and if m < n B // is a lower-bidiagonal matrix. // // The remaining elements of A store the data needed to construct Q and P. // The matrices Q and P are products of elementary reflectors // if m >= n, Q = H_0 * H_1 * ... * H_{n-1}, // P = G_0 * G_1 * ... * G_{n-2}, // if m < n, Q = H_0 * H_1 * ... * H_{m-2}, // P = G_0 * G_1 * ... * G_{m-1}, // where // H_i = I - tauQ[i] * v_i * v_i^T, // G_i = I - tauP[i] * u_i * u_i^T. // // As an example, on exit the entries of A when m = 6, and n = 5 // [ d e u1 u1 u1] // [v1 d e u2 u2] // [v1 v2 d e u3] // [v1 v2 v3 d e] // [v1 v2 v3 v4 d] // [v1 v2 v3 v4 v5] // and when m = 5, n = 6 // [ d u1 u1 u1 u1 u1] // [ e d u2 u2 u2 u2] // [v1 e d u3 u3 u3] // [v1 v2 e d u4 u4] // [v1 v2 v3 e d u5] // // d, tauQ, and tauP must all have length at least min(m,n), and e must have // length min(m,n) - 1. // // Work is temporary storage, and lwork specifies the usable memory length. // At minimum, lwork >= max(m,n) and this function will panic otherwise. // The C interface does not support providing temporary storage. To provide compatibility // with native, lwork == -1 will not run Dgebrd but will instead write the minimum // work necessary to work[0]. If len(work) < lwork, Dgebrd will panic. func (impl Implementation) Dgebrd(m, n int, a []float64, lda int, d, e, tauQ, tauP, work []float64, lwork int) { checkMatrix(m, n, a, lda) minmn := min(m, n) if len(d) < minmn { panic(badD) } if len(e) < minmn-1 { panic(badE) } if len(tauQ) < minmn { panic(badTauQ) } if len(tauP) < minmn { panic(badTauP) } ws := max(m, n) if lwork == -1 { work[0] = float64(ws) return } if lwork < ws { panic(badWork) } if len(work) < lwork { panic(badWork) } lapacke.Dgebrd(m, n, a, lda, d, e, tauQ, tauP, work, lwork) } // Dgecon 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 Dgecon will panic otherwise. // // iwork is a temporary data slice of length at least n and Dgecon will panic otherwise. // Elements of iwork must fit within the int32 type or Dgecon will panic. func (impl Implementation) Dgecon(norm lapack.MatrixNorm, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64 { checkMatrix(n, n, a, lda) if norm != lapack.MaxColumnSum && norm != lapack.MaxRowSum { panic("bad norm") } if len(work) < 4*n { panic(badWork) } if len(iwork) < n { panic(badWork) } rcond := make([]float64, 1) _iwork := make([]int32, len(iwork)) for i, v := range iwork { if v != int(int32(v)) { panic("lapack: iwork element out of range") } _iwork[i] = int32(v) } lapacke.Dgecon(byte(norm), n, a, lda, anorm, rcond, work, _iwork) for i, v := range _iwork { iwork[i] = int(v) } return rcond[0] } // Dgelq2 computes the LQ factorization of the m×n matrix A. // // In an LQ factorization, L is a lower triangular m×n matrix, and Q is an n×n // orthonormal matrix. // // a is modified to contain the information to construct L and Q. // The lower triangle of a contains the matrix L. The upper triangular elements // (not including the diagonal) contain the elementary reflectors. Tau is modified // to contain the reflector scales. tau must have length of at least k = min(m,n) // and this function will panic otherwise. // // See Dgeqr2 for a description of the elementary reflectors and orthonormal // matrix Q. Q is constructed as a product of these elementary reflectors, // Q = H_{k-1} * ... * H_1 * H_0, // where k = min(m,n). // // Work is temporary storage of length at least m and this function will panic otherwise. func (impl Implementation) Dgelq2(m, n int, a []float64, lda int, tau, work []float64) { checkMatrix(m, n, a, lda) if len(tau) < min(m, n) { panic(badTau) } if len(work) < m { panic(badWork) } lapacke.Dgelq2(m, n, a, lda, tau, work) } // Dgelqf computes the LQ factorization of the m×n matrix A using a blocked // algorithm. See the documentation for Dgelq2 for a description of the // parameters at entry and exit. // // The C interface does not support providing temporary storage. To provide compatibility // with native, lwork == -1 will not run Dgelqf but will instead write the minimum // work necessary to work[0]. If len(work) < lwork, Dgelqf will panic. // // tau must have length at least min(m,n), and this function will panic otherwise. func (impl Implementation) Dgelqf(m, n int, a []float64, lda int, tau, work []float64, lwork int) { if lwork == -1 { work[0] = float64(m) return } checkMatrix(m, n, a, lda) if len(work) < lwork { panic(shortWork) } if lwork < m { panic(badWork) } if len(tau) < min(m, n) { panic(badTau) } lapacke.Dgelqf(m, n, a, lda, tau, work, lwork) } // Dgeqr2 computes a QR factorization of the m×n matrix A. // // In a QR factorization, Q is an m×m orthonormal matrix, and R is an // upper triangular m×n matrix. // // A is modified to contain the information to construct Q and R. // The upper triangle of a contains the matrix R. 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. // // The ith elementary reflector can be explicitly constructed by first extracting // the // v[j] = 0 j < i // v[j] = 1 j == i // v[j] = a[j*lda+i] j > i // and computing H_i = I - tau[i] * v * v^T. // // The orthonormal matrix Q can be constucted from a product of these elementary // reflectors, Q = H_0 * H_1 * ... * H_{k-1}, where k = min(m,n). // // Work is temporary storage of length at least n and this function will panic otherwise. func (impl Implementation) Dgeqr2(m, n int, a []float64, lda int, tau, work []float64) { checkMatrix(m, n, a, lda) if len(work) < n { panic(badWork) } k := min(m, n) if len(tau) < k { panic(badTau) } lapacke.Dgeqr2(m, n, a, lda, tau, work) } // Dgeqrf computes the QR factorization of the m×n matrix A using a blocked // algorithm. See the documentation for Dgeqr2 for a description of the // parameters at entry and exit. // // The C interface does not support providing temporary storage. To provide compatibility // with native, lwork == -1 will not run Dgeqrf but will instead write the minimum // work necessary to work[0]. If len(work) < lwork, Dgeqrf will panic. // // tau must have length at least min(m,n), and this function will panic otherwise. func (impl Implementation) Dgeqrf(m, n int, a []float64, lda int, tau, work []float64, lwork int) { if lwork == -1 { work[0] = float64(n) return } checkMatrix(m, n, a, lda) if len(work) < lwork { panic(shortWork) } if lwork < n { panic(badWork) } k := min(m, n) if len(tau) < k { panic(badTau) } lapacke.Dgeqrf(m, n, a, lda, tau, work, lwork) } // Dgehrd reduces a block of a real n×n general matrix A to upper Hessenberg // form H by an orthogonal similarity transformation Q^T * A * Q = H. // // The matrix Q is represented as a product of (ihi-ilo) elementary // reflectors // Q = H_{ilo} H_{ilo+1} ... H_{ihi-1}. // Each H_i has the form // H_i = I - tau[i] * v * v^T // where v is a real vector with v[0:i+1] = 0, v[i+1] = 1 and v[ihi+1:n] = 0. // v[i+2:ihi+1] is stored on exit in A[i+2:ihi+1,i]. // // On entry, a contains the n×n general matrix to be reduced. On return, the // upper triangle and the first subdiagonal of A will be overwritten with the // upper Hessenberg matrix H, and the elements below the first subdiagonal, with // the slice tau, represent the orthogonal matrix Q as a product of elementary // reflectors. // // The contents of a are illustrated by the following example, with n = 7, ilo = // 1 and ihi = 5. // On entry, // [ a a a a a a a ] // [ a a a a a a ] // [ a a a a a a ] // [ a a a a a a ] // [ a a a a a a ] // [ a a a a a a ] // [ a ] // on return, // [ a a h h h h a ] // [ a h h h h a ] // [ h h h h h h ] // [ v1 h h h h h ] // [ v1 v2 h h h h ] // [ v1 v2 v3 h h h ] // [ a ] // where a denotes an element of the original matrix A, h denotes a // modified element of the upper Hessenberg matrix H, and vi denotes an // element of the vector defining H_i. // // ilo and ihi determine the block of A that will be reduced to upper Hessenberg // form. It must hold that 0 <= ilo <= ihi < n if n > 0, and ilo == 0 and ihi == // -1 if n == 0, otherwise Dgehrd will panic. // // On return, tau will contain the scalar factors of the elementary reflectors. // Elements tau[:ilo] and tau[ihi:] will be set to zero. tau must have length // equal to n-1 if n > 0, otherwise Dgehrd will panic. // // work must have length at least lwork and lwork must be at least max(1,n), // otherwise Dgehrd will panic. On return, work[0] contains the optimal value of // lwork. // // If lwork == -1, instead of performing Dgehrd, only the optimal value of lwork // will be stored in work[0]. // // Dgehrd is an internal routine. It is exported for testing purposes. func (impl Implementation) Dgehrd(n, ilo, ihi int, a []float64, lda int, tau, work []float64, lwork int) { switch { case ilo < 0 || max(0, n-1) < ilo: panic(badIlo) case ihi < min(ilo, n-1) || n <= ihi: panic(badIhi) case lwork < max(1, n) && lwork != -1: panic(badWork) case len(work) < lwork: panic(shortWork) } if lwork != -1 { checkMatrix(n, n, a, lda) if len(tau) != n-1 && n > 0 { panic(badTau) } } lapacke.Dgehrd(n, ilo+1, ihi+1, a, lda, tau, work, lwork) } // Dgels 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. // // The minimization problem solved depends on the input parameters. // // 1. If m >= n and trans == blas.NoTrans, Dgels finds X such that || A*X - B||_2 // is minimized. // 2. If m < n and trans == blas.NoTrans, Dgels finds the minimum norm solution of // A * X = B. // 3. If m >= n and trans == blas.Trans, Dgels finds the minimum norm solution of // A^T * X = B. // 4. If m < n and trans == blas.Trans, Dgels finds X such that || A*X - B||_2 // is minimized. // Note that the least-squares solutions (cases 1 and 3) perform the minimization // per column of B. This is not the same as finding the minimum-norm matrix. // // The matrix A is a general matrix of size m×n and is modified during this call. // The input matrix B is of size max(m,n)×nrhs, and serves two purposes. On entry, // the elements of b specify the input matrix B. B has size m×nrhs if // trans == blas.NoTrans, and n×nrhs if trans == blas.Trans. On exit, the // leading submatrix of b contains the solution vectors X. If trans == blas.NoTrans, // this submatrix is of size n×nrhs, and of size m×nrhs otherwise. // // The C interface does not support providing temporary storage. To provide compatibility // with native, lwork == -1 will not run Dgels but will instead write the minimum // work necessary to work[0]. If len(work) < lwork, Dgels will panic. func (impl Implementation) Dgels(trans blas.Transpose, m, n, nrhs int, a []float64, lda int, b []float64, ldb int, work []float64, lwork int) bool { mn := min(m, n) if lwork == -1 { work[0] = float64(mn + max(mn, nrhs)) return true } checkMatrix(m, n, a, lda) checkMatrix(max(m, n), nrhs, b, ldb) if len(work) < lwork { panic(shortWork) } if lwork < mn+max(mn, nrhs) { panic(badWork) } return lapacke.Dgels(trans, m, n, nrhs, a, lda, b, ldb, work, lwork) } const noSVDO = "dgesvd: not coded for overwrite" // Dgesvd computes the singular value decomposition of the input matrix A. // // The singular value decomposition is // A = U * Sigma * V^T // where Sigma is an m×n diagonal matrix containing the singular values of A, // U is an m×m orthogonal matrix and V is an n×n orthogonal matrix. The first // min(m,n) columns of U and V are the left and right singular vectors of A // respectively. // // jobU and jobVT are options for computing the singular vectors. The behavior // is as follows // jobU == lapack.SVDAll All m columns of U are returned in u // jobU == lapack.SVDInPlace The first min(m,n) columns are returned in u // jobU == lapack.SVDOverwrite The first min(m,n) columns of U are written into a // jobU == lapack.SVDNone The columns of U are not computed. // The behavior is the same for jobVT and the rows of V^T. At most one of jobU // and jobVT can equal lapack.SVDOverwrite, and Dgesvd will panic otherwise. // // On entry, a contains the data for the m×n matrix A. During the call to Dgesvd // the data is overwritten. On exit, A contains the appropriate singular vectors // if either job is lapack.SVDOverwrite. // // s is a slice of length at least min(m,n) and on exit contains the singular // values in decreasing order. // // u contains the left singular vectors on exit, stored column-wise. If // jobU == lapack.SVDAll, u is of size m×m. If jobU == lapack.SVDInPlace u is // of size m×min(m,n). If jobU == lapack.SVDOverwrite or lapack.SVDNone, u is // not used. // // vt contains the left singular vectors on exit, stored rowwise. If // jobV == lapack.SVDAll, vt is of size n×m. If jobVT == lapack.SVDInPlace vt is // of size min(m,n)×n. If jobVT == lapack.SVDOverwrite or lapack.SVDNone, vt is // not used. // // The C interface does not support providing temporary storage. To provide compatibility // with native, lwork == -1 will not run Dgesvd but will instead write the minimum // work necessary to work[0]. If len(work) < lwork, Dgesvd will panic. // // Dgesvd returns whether the decomposition successfully completed. func (impl Implementation) Dgesvd(jobU, jobVT lapack.SVDJob, m, n int, a []float64, lda int, s, u []float64, ldu int, vt []float64, ldvt int, work []float64, lwork int) (ok bool) { checkMatrix(m, n, a, lda) if jobU == lapack.SVDAll { checkMatrix(m, m, u, ldu) } else if jobU == lapack.SVDInPlace { checkMatrix(m, min(m, n), u, ldu) } if jobVT == lapack.SVDAll { checkMatrix(n, n, vt, ldvt) } else if jobVT == lapack.SVDInPlace { checkMatrix(min(m, n), n, vt, ldvt) } if jobU == lapack.SVDOverwrite && jobVT == lapack.SVDOverwrite { panic(noSVDO) } if len(s) < min(m, n) { panic(badS) } if jobU == lapack.SVDOverwrite || jobVT == lapack.SVDOverwrite { panic("lapack: SVD not coded to overwrite original matrix") } minWork := max(5*min(m, n), 3*min(m, n)+max(m, n)) if lwork != -1 { if len(work) < lwork { panic(badWork) } if lwork < minWork { panic(badWork) } } if lwork == -1 { work[0] = float64(minWork) return true } return lapacke.Dgesvd(lapack.Job(jobU), lapack.Job(jobVT), m, n, a, lda, s, u, ldu, vt, ldvt, work, lwork) } // Dgetf2 computes the LU decomposition of the m×n matrix A. // The LU decomposition is a factorization of a into // A = P * L * U // where P is a permutation matrix, L is a unit lower triangular matrix, and // U is a (usually) non-unit upper triangular matrix. On exit, L and U are stored // in place into a. // // ipiv is a permutation vector. It indicates that row i of the matrix was // changed with ipiv[i]. ipiv must have length at least min(m,n), and will panic // otherwise. ipiv is zero-indexed. // // Dgetf2 returns whether the matrix A is singular. The LU decomposition will // be computed regardless of the singularity of A, but division by zero // will occur if the false is returned and the result is used to solve a // system of equations. func (Implementation) Dgetf2(m, n int, a []float64, lda int, ipiv []int) (ok bool) { mn := min(m, n) checkMatrix(m, n, a, lda) if len(ipiv) < mn { panic(badIpiv) } ipiv32 := make([]int32, len(ipiv)) ok = lapacke.Dgetf2(m, n, a, lda, ipiv32) for i, v := range ipiv32 { ipiv[i] = int(v) - 1 // Transform to zero-indexed. } return ok } // Dgetrf computes the LU decomposition of the m×n matrix A. // The LU decomposition is a factorization of A into // A = P * L * U // where P is a permutation matrix, L is a unit lower triangular matrix, and // U is a (usually) non-unit upper triangular matrix. On exit, L and U are stored // in place into a. // // ipiv is a permutation vector. It indicates that row i of the matrix was // changed with ipiv[i]. ipiv must have length at least min(m,n), and will panic // otherwise. ipiv is zero-indexed. // // Dgetrf is the blocked version of the algorithm. // // Dgetrf returns whether the matrix A is singular. The LU decomposition will // be computed regardless of the singularity of A, but division by zero // will occur if the false is returned and the result is used to solve a // system of equations. func (impl Implementation) Dgetrf(m, n int, a []float64, lda int, ipiv []int) (ok bool) { mn := min(m, n) checkMatrix(m, n, a, lda) if len(ipiv) < mn { panic(badIpiv) } ipiv32 := make([]int32, len(ipiv)) ok = lapacke.Dgetrf(m, n, a, lda, ipiv32) for i, v := range ipiv32 { ipiv[i] = int(v) - 1 // Transform to zero-indexed. } return ok } // Dgetri computes the inverse of the matrix A using the LU factorization computed // by Dgetrf. On entry, a contains the PLU decomposition of A as computed by // Dgetrf and on exit contains the reciprocal of the original matrix. // // Dtrtri will not perform the inversion if the matrix is singular, and returns // a boolean indicating whether the inversion was successful. // // The C interface does not support providing temporary storage. To provide compatibility // with native, lwork == -1 will not run Dgetri but will instead write the minimum // work necessary to work[0]. If len(work) < lwork, Dgetri will panic. func (impl Implementation) Dgetri(n int, a []float64, lda int, ipiv []int, work []float64, lwork int) (ok bool) { checkMatrix(n, n, a, lda) if len(ipiv) < n { panic(badIpiv) } if lwork == -1 { work[0] = float64(n) return true } if lwork < n { panic(badWork) } if len(work) < lwork { panic(badWork) } ipiv32 := make([]int32, len(ipiv)) for i, v := range ipiv { ipiv32[i] = int32(v) + 1 // Transform to one-indexed. } return lapacke.Dgetri(n, a, lda, ipiv32, work, lwork) } // Dgetrs solves a system of equations using an LU factorization. // The system of equations solved is // A * X = B if trans == blas.Trans // A^T * X = B if trans == blas.NoTrans // A is a general n×n matrix with stride lda. B is a general matrix of size n×nrhs. // // On entry b contains the elements of the matrix B. On exit, b contains the // elements of X, the solution to the system of equations. // // a and ipiv contain the LU factorization of A and the permutation indices as // computed by Dgetrf. ipiv is zero-indexed. func (impl Implementation) Dgetrs(trans blas.Transpose, n, nrhs int, a []float64, lda int, ipiv []int, b []float64, ldb int) { checkMatrix(n, n, a, lda) checkMatrix(n, nrhs, b, ldb) if len(ipiv) < n { panic(badIpiv) } ipiv32 := make([]int32, len(ipiv)) for i, v := range ipiv { ipiv32[i] = int32(v) + 1 // Transform to one-indexed. } lapacke.Dgetrs(trans, n, nrhs, a, lda, ipiv32, b, ldb) } // Dorgbr generates one of the matrices Q or P^T computed by Dgebrd. // See Dgebrd for the description of Q and P^T. // // If vect == lapack.ApplyQ, then a is assumed to have been an m×k matrix and // Q is of order m. If m >= k, then Dorgbr returns the first n columns of Q // where m >= n >= k. If m < k, then Dorgbr returns Q as an m×m matrix. // // If vect == lapack.ApplyP, then A is assumed to have been a k×n matrix, and // P^T is of order n. If k < n, then Dorgbr returns the first m rows of P^T, // where n >= m >= k. If k >= n, then Dorgbr returns P^T as an n×n matrix. func (impl Implementation) Dorgbr(vect lapack.DecompUpdate, m, n, k int, a []float64, lda int, tau, work []float64, lwork int) { mn := min(m, n) wantq := vect == lapack.ApplyQ if wantq { if m < n || n < min(m, k) || m < min(m, k) { panic(badDims) } } else { if n < m || m < min(n, k) || n < min(n, k) { panic(badDims) } } if wantq { checkMatrix(m, k, a, lda) } else { checkMatrix(k, n, a, lda) } if lwork == -1 { work[0] = float64(mn) return } if len(work) < lwork { panic(badWork) } if lwork < mn { panic(badWork) } lapacke.Dorgbr(byte(vect), m, n, k, a, lda, tau, work, lwork) } // Dorghr generates an n×n orthogonal matrix Q which is defined as the product // of ihi-ilo elementary reflectors: // Q = H_{ilo} H_{ilo+1} ... H_{ihi-1}. // // a and lda represent an n×n matrix that contains the elementary reflectors, as // returned by Dgehrd. On return, a is overwritten by the n×n orthogonal matrix // Q. Q will be equal to the identity matrix except in the submatrix // Q[ilo+1:ihi+1,ilo+1:ihi+1]. // // ilo and ihi must have the same values as in the previous call of Dgehrd. It // must hold that // 0 <= ilo <= ihi < n, if n > 0, // ilo = 0, ihi = -1, if n == 0. // // tau contains the scalar factors of the elementary reflectors, as returned by // Dgehrd. tau must have length n-1. // // work must have length at least max(1,lwork) and lwork must be at least // ihi-ilo. For optimum performance lwork must be at least (ihi-ilo)*nb where nb // is the optimal blocksize. On return, work[0] will contain the optimal value // of lwork. // // If lwork == -1, instead of performing Dorghr, only the optimal value of lwork // will be stored into work[0]. // // If any requirement on input sizes is not met, Dorghr will panic. // // Dorghr is an internal routine. It is exported for testing purposes. func (impl Implementation) Dorghr(n, ilo, ihi int, a []float64, lda int, tau, work []float64, lwork int) { checkMatrix(n, n, a, lda) nh := ihi - ilo switch { case ilo < 0 || max(1, n) <= ilo: panic(badIlo) case ihi < min(ilo, n-1) || n <= ihi: panic(badIhi) case lwork < max(1, nh) && lwork != -1: panic(badWork) case len(work) < max(1, lwork): panic(shortWork) } lapacke.Dorghr(n, ilo+1, ihi+1, a, lda, tau, work, lwork) } // Dorglq generates an m×n matrix Q with orthonormal rows defined by the product // of elementary reflectors // Q = H_{k-1} * ... * H_1 * H_0 // as computed by Dgelqf. Dorglq is the blocked version of Dorgl2 that makes // greater use of level-3 BLAS routines. // // len(tau) >= k, 0 <= k <= n, and 0 <= m <= n. // // Work is temporary storage, and lwork specifies the usable memory length. // The C interface does not support providing temporary storage. To provide compatibility // with native, lwork == -1 will not run Dorglq but will instead write the minimum // work necessary to work[0]. If len(work) < lwork, Dorglq will panic, and at minimum // lwork >= m. // // Dorglq will panic if the conditions on input values are not met. func (impl Implementation) Dorglq(m, n, k int, a []float64, lda int, tau, work []float64, lwork int) { if lwork == -1 { work[0] = float64(m) return } checkMatrix(m, n, a, lda) if k < 0 { panic(kLT0) } if k > m { panic(kGTM) } if m > n { panic(nLTM) } if len(tau) < k { panic(badTau) } if len(work) < lwork { panic(shortWork) } if lwork < m { panic(badWork) } lapacke.Dorglq(m, n, k, a, lda, tau, work, lwork) } // Dorgqr generates an m×n matrix Q with orthonormal columns defined by the // product of elementary reflectors // Q = H_0 * H_1 * ... * H_{k-1} // as computed by Dgeqrf. Dorgqr is the blocked version of Dorg2r that makes // greater use of level-3 BLAS routines. // // len(tau) >= k, 0 <= k <= n, and 0 <= n <= m. // // Work is temporary storage, and lwork specifies the usable memory length. // The C interface does not support providing temporary storage. To provide compatibility // with native, lwork == -1 will not run Dorgqr but will instead write the minimum // work necessary to work[0]. If len(work) < lwork, Dorgqr will panic, and at minimum // lwork >= n. // // Dorgqr will panic if the conditions on input values are not met. func (impl Implementation) Dorgqr(m, n, k int, a []float64, lda int, tau, work []float64, lwork int) { if lwork == -1 { work[0] = float64(n) return } checkMatrix(m, n, a, lda) if k < 0 { panic(kLT0) } if k > n { panic(kGTN) } if n > m { panic(mLTN) } if len(tau) < k { panic(badTau) } if len(work) < lwork { panic(shortWork) } if lwork < n { panic(badWork) } lapacke.Dorgqr(m, n, k, a, lda, tau, work, lwork) } // Dormbr applies a multiplicative update to the matrix C based on a // decomposition computed by Dgebrd. // // Dormbr computes // Q * C if vect == lapack.ApplyQ, side == blas.Left, and trans == blas.NoTrans // C * Q if vect == lapack.ApplyQ, side == blas.Right, and trans == blas.NoTrans // Q^T * C if vect == lapack.ApplyQ, side == blas.Left, and trans == blas.Trans // C * Q^T if vect == lapack.ApplyQ, side == blas.Right, and trans == blas.Trans // // P * C if vect == lapack.ApplyP, side == blas.Left, and trans == blas.NoTrans // C * P if vect == lapack.ApplyP, side == blas.Left, and trans == blas.NoTrans // P^T * C if vect == lapack.ApplyP, side == blas.Right, and trans == blas.Trans // C * P^T if vect == lapack.ApplyP, side == blas.Right, and trans == blas.Trans // where P and Q are the orthogonal matrices determined by Dgebrd, A = Q * B * P^T. // See Dgebrd for the definitions of Q and P. // // If vect == lapack.ApplyQ, A is assumed to have been an nq×k matrix, while if // vect == lapack.ApplyP, A is assumed to have been a k×nq matrix. nq = m if // side == blas.Left, while nq = n if side == blas.Right. // // C is an m×n matrix. On exit it is updated by the multiplication listed above. // // Tau must have length min(nq,k), and Dormbr will panic otherwise. Tau contains // the elementary reflectors to construct Q or P depending on the value of // vect. func (impl Implementation) Dormbr(vect lapack.DecompUpdate, side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int) { if side != blas.Left && side != blas.Right { panic(badSide) } if trans != blas.NoTrans && trans != blas.Trans { panic(badTrans) } if vect != lapack.ApplyP && vect != lapack.ApplyQ { panic(badDecompUpdate) } nq := n if side == blas.Left { nq = m } if vect == lapack.ApplyQ { checkMatrix(nq, min(nq, k), a, lda) } else { checkMatrix(min(nq, k), nq, a, lda) } lapacke.Dormbr(byte(vect), side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork) } // Dormhr multiplies an m×n general matrix C with an nq×nq orthogonal matrix Q // Q * C, if side == blas.Left and trans == blas.NoTrans, // Q^T * C, if side == blas.Left and trans == blas.Trans, // C * Q, if side == blas.Right and trans == blas.NoTrans, // C * Q^T, if side == blas.Right and trans == blas.Trans, // where nq == m if side == blas.Left and nq == n if side == blas.Right. // // Q is defined implicitly as the product of ihi-ilo elementary reflectors, as // returned by Dgehrd: // Q = H_{ilo} H_{ilo+1} ... H_{ihi-1}. // Q is equal to the identity matrix except in the submatrix // Q[ilo+1:ihi+1,ilo+1:ihi+1]. // // ilo and ihi must have the same values as in the previous call of Dgehrd. It // must hold that // 0 <= ilo <= ihi < m, if m > 0 and side == blas.Left, // ilo = 0 and ihi = -1, if m = 0 and side == blas.Left, // 0 <= ilo <= ihi < n, if n > 0 and side == blas.Right, // ilo = 0 and ihi = -1, if n = 0 and side == blas.Right. // // a and lda represent an m×m matrix if side == blas.Left and an n×n matrix if // side == blas.Right. The matrix contains vectors which define the elementary // reflectors, as returned by Dgehrd. // // tau contains the scalar factors of the elementary reflectors, as returned by // Dgehrd. tau must have length m-1 if side == blas.Left and n-1 if side == // blas.Right. // // c and ldc represent the m×n matrix C. On return, c is overwritten by the // product with Q. // // work must have length at least max(1,lwork), and lwork must be at least // max(1,n), if side == blas.Left, and max(1,m), if side == blas.Right. For // optimum performance lwork should be at least n*nb if side == blas.Left and // m*nb if side == blas.Right, where nb is the optimal block size. On return, // work[0] will contain the optimal value of lwork. // // If lwork == -1, instead of performing Dormhr, only the optimal value of lwork // will be stored in work[0]. // // If any requirement on input sizes is not met, Dormhr will panic. // // Dormhr is an internal routine. It is exported for testing purposes. func (impl Implementation) Dormhr(side blas.Side, trans blas.Transpose, m, n, ilo, ihi int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int) { var ( nq int // The order of Q. nw int // The minimum length of work. ) switch side { case blas.Left: nq = m nw = n case blas.Right: nq = n nw = m default: panic(badSide) } switch { case trans != blas.NoTrans && trans != blas.Trans: panic(badTrans) case ilo < 0 || max(1, nq) <= ilo: panic(badIlo) case ihi < min(ilo, nq-1) || nq <= ihi: panic(badIhi) case lwork < max(1, nw) && lwork != -1: panic(badWork) case len(work) < max(1, lwork): panic(shortWork) } if lwork != -1 { checkMatrix(m, n, c, ldc) checkMatrix(nq, nq, a, lda) if len(tau) != nq-1 && nq > 0 { panic(badTau) } } lapacke.Dormhr(side, trans, m, n, ilo+1, ihi+1, a, lda, tau, c, ldc, work, lwork) } // Dormlq multiplies the matrix C by the orthogonal matrix Q defined by the // slices a and tau. A and tau are as returned from Dgelqf. // 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. // Dormlq uses a block algorithm, but the block size is limited // by the temporary space available. If lwork == -1, instead of performing Dormlq, // 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 (impl Implementation) Dormlq(side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int) { if side != blas.Left && side != blas.Right { panic(badSide) } if trans != blas.Trans && trans != blas.NoTrans { panic(badTrans) } left := side == blas.Left if left { checkMatrix(k, m, a, lda) } else { checkMatrix(k, n, a, lda) } checkMatrix(m, n, c, ldc) if len(tau) < k { panic(badTau) } if lwork == -1 { if left { work[0] = float64(n) return } work[0] = float64(m) return } if left { if lwork < n { panic(badWork) } } else { if lwork < m { panic(badWork) } } lapacke.Dormlq(side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork) } // Dormqr multiplies an m×n matrix C by an orthogonal matrix Q as // 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, // where Q is defined as the product of k elementary reflectors // Q = H_0 * H_1 * ... * H_{k-1}. // // If side == blas.Left, A is an m×k matrix and 0 <= k <= m. // If side == blas.Right, A is an n×k matrix and 0 <= k <= n. // The ith column of A contains the vector which defines the elementary // reflector H_i and tau[i] contains its scalar factor. tau must have length k // and Dormqr will panic otherwise. Dgeqrf returns A and tau in the required // form. // // work must have length at least max(1,lwork), and lwork must be at least n if // side == blas.Left and at least m if side == blas.Right, otherwise Dormqr will // panic. // // 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. Larger values of lwork // will generally give better performance. On return, work[0] will contain the // optimal value of lwork. // // If lwork is -1, instead of performing Dormqr, the optimal workspace size will // be stored into work[0]. func (impl Implementation) Dormqr(side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int) { var nq, nw int switch side { default: panic(badSide) case blas.Left: nq = m nw = n case blas.Right: nq = n nw = m } switch { case trans != blas.NoTrans && trans != blas.Trans: panic(badTrans) case m < 0 || n < 0: panic(negDimension) case k < 0 || nq < k: panic("lapack: invalid value of k") case len(work) < lwork: panic(shortWork) case lwork < max(1, nw) && lwork != -1: panic(badWork) } if lwork != -1 { checkMatrix(nq, k, a, lda) checkMatrix(m, n, c, ldc) if len(tau) != k { panic(badTau) } } lapacke.Dormqr(side, trans, m, n, k, a, lda, tau, c, ldc, work, lwork) } // Dpocon estimates the reciprocal of the condition number of a positive-definite // matrix A given the Cholesky decomposition 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 Dpocon will panic otherwise. // // iwork is a temporary data slice of length at least n and Dpocon will panic otherwise. // Elements of iwork must fit within the int32 type or Dpocon will panic. func (impl Implementation) Dpocon(uplo blas.Uplo, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64 { checkMatrix(n, n, a, lda) if uplo != blas.Upper && uplo != blas.Lower { panic(badUplo) } if len(work) < 3*n { panic(badWork) } if len(iwork) < n { panic(badWork) } rcond := make([]float64, 1) _iwork := make([]int32, len(iwork)) for i, v := range iwork { if v != int(int32(v)) { panic("lapack: iwork element out of range") } _iwork[i] = int32(v) } lapacke.Dpocon(uplo, n, a, lda, anorm, rcond, work, _iwork) for i, v := range _iwork { iwork[i] = int(v) } return rcond[0] } // Dsyev computes all eigenvalues and, optionally, the eigenvectors of a real // symmetric matrix A. // // w contains the eigenvalues in ascending order upon return. w must have length // at least n, and Dsyev will panic otherwise. // // On entry, a contains the elements of the symmetric matrix A in the triangular // portion specified by uplo. If jobz == lapack.ComputeEV a contains the // orthonormal eigenvectors of A on exit, otherwise on exit the specified // triangular region is overwritten. // // The C interface does not support providing temporary storage. To provide compatibility // with native, lwork == -1 will not run Dsyev but will instead write the minimum // work necessary to work[0]. If len(work) < lwork, Dsyev will panic. func (impl Implementation) Dsyev(jobz lapack.EVJob, uplo blas.Uplo, n int, a []float64, lda int, w, work []float64, lwork int) (ok bool) { checkMatrix(n, n, a, lda) if lwork == -1 { work[0] = 3*float64(n) - 1 return } if len(work) < lwork { panic(badWork) } if lwork < 3*n-1 { panic(badWork) } return lapacke.Dsyev(lapack.Job(jobz), uplo, n, a, lda, w, work, lwork) } // Dtrcon 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 Dtrcon will panic otherwise. // // iwork is a temporary data slice of length at least n and Dtrcon will panic otherwise. // Elements of iwork must fit within the int32 type or Dtrcon will panic. func (impl Implementation) Dtrcon(norm lapack.MatrixNorm, uplo blas.Uplo, diag blas.Diag, n int, a []float64, lda int, work []float64, iwork []int) float64 { if norm != lapack.MaxColumnSum && norm != lapack.MaxRowSum { panic(badNorm) } if uplo != blas.Upper && uplo != blas.Lower { panic(badUplo) } if diag != blas.NonUnit && diag != blas.Unit { panic(badDiag) } if len(work) < 3*n { panic(badWork) } if len(iwork) < n { panic(badWork) } rcond := []float64{0} _iwork := make([]int32, len(iwork)) for i, v := range iwork { if v != int(int32(v)) { panic("lapack: iwork element out of range") } _iwork[i] = int32(v) } lapacke.Dtrcon(byte(norm), uplo, diag, n, a, lda, rcond, work, _iwork) for i, v := range _iwork { iwork[i] = int(v) } return rcond[0] } // Dtrexc reorders the real Schur factorization of a n×n real matrix // A = Q*T*Q^T // so that the diagonal block of T with row index ifst is moved to row ilst. // // On entry, T must be in Schur canonical form, that is, block upper triangular // with 1×1 and 2×2 diagonal blocks; each 2×2 diagonal block has its diagonal // elements equal and its off-diagonal elements of opposite sign. // // On return, T will be reordered by an orthogonal similarity transformation Z // as Z^T*T*Z, and will be again in Schur canonical form. // // If compq is lapack.UpdateQ, on return the matrix Q of Schur vectors will be // updated by postmultiplying it with Z. // If compq is lapack.None, the matrix Q is not referenced and will not be // updated. // For other values of compq Dtrexc will panic. // // ifst and ilst specify the reordering of the diagonal blocks of T. The block // with row index ifst is moved to row ilst, by a sequence of transpositions // between adjacent blocks. // // If ifst points to the second row of a 2×2 block, ifstOut will point to the // first row, otherwise it will be equal to ifst. // // ilstOut will point to the first row of the block in its final position. If ok // is true, ilstOut may differ from ilst by +1 or -1. // // It must hold that // 0 <= ifst < n, and 0 <= ilst < n, // otherwise Dtrexc will panic. // // If ok is false, two adjacent blocks were too close to swap because the // problem is very ill-conditioned. T may have been partially reordered, and // ilstOut will point to the first row of the block at the position to which it // has been moved. // // work must have length at least n, otherwise Dtrexc will panic. // // Dtrexc is an internal routine. It is exported for testing purposes. func (impl Implementation) Dtrexc(compq lapack.Comp, n int, t []float64, ldt int, q []float64, ldq int, ifst, ilst int, work []float64) (ifstOut, ilstOut int, ok bool) { checkMatrix(n, n, t, ldt) switch compq { default: panic("lapack: bad value of compq") case lapack.None: // q is not referenced but LAPACKE checks that ldq >= n always. q = nil ldq = max(1, n) case lapack.UpdateQ: checkMatrix(n, n, q, ldq) } if (ifst < 0 || n <= ifst) && n > 0 { panic("lapack: ifst out of range") } if (ilst < 0 || n <= ilst) && n > 0 { panic("lapack: ilst out of range") } if len(work) < n { panic(badWork) } // Quick return if possible. if n <= 1 { return ifst, ilst, true } ifst32 := []int32{int32(ifst + 1)} ilst32 := []int32{int32(ilst + 1)} ok = lapacke.Dtrexc(compq, n, t, ldt, q, ldq, ifst32, ilst32, work) ifst = int(ifst32[0] - 1) ilst = int(ilst32[0] - 1) return ifst, ilst, ok } // Dtrtri computes the inverse of a triangular matrix, storing the result in place // into a. This is the BLAS level 3 version of the algorithm which builds upon // Dtrti2 to operate on matrix blocks instead of only individual columns. // // Dtrtri returns whether the matrix a is singular. // If the matrix is singular, the inversion is not performed. func (impl Implementation) Dtrtri(uplo blas.Uplo, diag blas.Diag, n int, a []float64, lda int) (ok bool) { checkMatrix(n, n, a, lda) if uplo != blas.Upper && uplo != blas.Lower { panic(badUplo) } if diag != blas.NonUnit && diag != blas.Unit { panic(badDiag) } return lapacke.Dtrtri(uplo, diag, n, a, lda) } // Dtrtrs solves a triangular system of the form A * X = B or A^T * X = B. // Dtrtrs returns whether the solve completed successfully. // If A is singular, no solve is performed. func (impl Implementation) Dtrtrs(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, n, nrhs int, a []float64, lda int, b []float64, ldb int) (ok bool) { return lapacke.Dtrtrs(uplo, trans, diag, n, nrhs, a, lda, b, ldb) } // Dhseqr computes the eigenvalues of an n×n Hessenberg matrix H and, // optionally, the matrices T and Z from the Schur decomposition // H = Z T Z^T, // where T is an n×n upper quasi-triangular matrix (the Schur form), and Z is // the n×n orthogonal matrix of Schur vectors. // // Optionally Z may be postmultiplied into an input orthogonal matrix Q so that // this routine can give the Schur factorization of a matrix A which has been // reduced to the Hessenberg form H by the orthogonal matrix Q: // A = Q H Q^T = (QZ) T (QZ)^T. // // If job == lapack.EigenvaluesOnly, only the eigenvalues will be computed. // If job == lapack.EigenvaluesAndSchur, the eigenvalues and the Schur form T will // be computed. // For other values of job Dhseqr will panic. // // If compz == lapack.None, no Schur vectors will be computed and Z will not be // referenced. // If compz == lapack.InitZ, on return Z will contain the matrix of Schur // vectors of H. // If compz == lapack.UpdateZ, on entry z is assumed to contain the orthogonal // matrix Q that is the identity except for the submatrix // Q[ilo:ihi+1,ilo:ihi+1]. On return z will be updated to the product Q*Z. // // ilo and ihi determine the block of H on which Dhseqr operates. It is assumed // that H is already upper triangular in rows and columns [0:ilo] and [ihi+1:n], // although it will be only checked that the block is isolated, that is, // ilo == 0 or H[ilo,ilo-1] == 0, // ihi == n-1 or H[ihi+1,ihi] == 0, // and Dhseqr will panic otherwise. ilo and ihi are typically set by a previous // call to Dgebal, otherwise they should be set to 0 and n-1, respectively. It // must hold that // 0 <= ilo <= ihi < n, if n > 0, // ilo == 0 and ihi == -1, if n == 0. // // wr and wi must have length n. // // work must have length at least lwork and lwork must be at least max(1,n) // otherwise Dhseqr will panic. The minimum lwork delivers very good and // sometimes optimal performance, although lwork as large as 11*n may be // required. On return, work[0] will contain the optimal value of lwork. // // If lwork is -1, instead of performing Dhseqr, the function only estimates the // optimal workspace size and stores it into work[0]. Neither h nor z are // accessed. // // unconverged indicates whether Dhseqr computed all the eigenvalues. // // If unconverged == 0, all the eigenvalues have been computed and their real // and imaginary parts will be stored on return in wr and wi, respectively. If // two eigenvalues are computed as a complex conjugate pair, they are stored in // consecutive elements of wr and wi, say the i-th and (i+1)th, with wi[i] > 0 // and wi[i+1] < 0. // // If unconverged == 0 and job == lapack.EigenvaluesAndSchur, on return H will // contain the upper quasi-triangular matrix T from the Schur decomposition (the // Schur form). 2×2 diagonal blocks (corresponding to complex conjugate pairs of // eigenvalues) will be returned in standard form, with // H[i,i] == H[i+1,i+1], // and // H[i+1,i]*H[i,i+1] < 0. // The eigenvalues will be stored in wr and wi in the same order as on the // diagonal of the Schur form returned in H, with // wr[i] = H[i,i], // and, if H[i:i+2,i:i+2] is a 2×2 diagonal block, // wi[i] = sqrt(-H[i+1,i]*H[i,i+1]), // wi[i+1] = -wi[i]. // // If unconverged == 0 and job == lapack.EigenvaluesOnly, the contents of h // on return is unspecified. // // If unconverged > 0, some eigenvalues have not converged, and the blocks // [0:ilo] and [unconverged:n] of wr and wi will contain those eigenvalues which // have been successfully computed. Failures are rare. // // If unconverged > 0 and job == lapack.EigenvaluesOnly, on return the // remaining unconverged eigenvalues are the eigenvalues of the upper Hessenberg // matrix H[ilo:unconverged,ilo:unconverged]. // // If unconverged > 0 and job == lapack.EigenvaluesAndSchur, then on // return // (initial H) U = U (final H), (*) // where U is an orthogonal matrix. The final H is upper Hessenberg and // H[unconverged:ihi+1,unconverged:ihi+1] is upper quasi-triangular. // // If unconverged > 0 and compz == lapack.UpdateZ, then on return // (final Z) = (initial Z) U, // where U is the orthogonal matrix in (*) regardless of the value of job. // // If unconverged > 0 and compz == lapack.InitZ, then on return // (final Z) = U, // where U is the orthogonal matrix in (*) regardless of the value of job. // // References: // [1] R. Byers. LAPACK 3.1 xHSEQR: Tuning and Implementation Notes on the // Small Bulge Multi-Shift QR Algorithm with Aggressive Early Deflation. // LAPACK Working Note 187 (2007) // URL: http://www.netlib.org/lapack/lawnspdf/lawn187.pdf // [2] K. Braman, R. Byers, R. Mathias. The Multishift QR Algorithm. Part I: // Maintaining Well-Focused Shifts and Level 3 Performance. SIAM J. Matrix // Anal. Appl. 23(4) (2002), pp. 929—947 // URL: http://dx.doi.org/10.1137/S0895479801384573 // [3] K. Braman, R. Byers, R. Mathias. The Multishift QR Algorithm. Part II: // Aggressive Early Deflation. SIAM J. Matrix Anal. Appl. 23(4) (2002), pp. 948—973 // URL: http://dx.doi.org/10.1137/S0895479801384585 // // Dhseqr is an internal routine. It is exported for testing purposes. func (impl Implementation) Dhseqr(job lapack.Job, compz lapack.Comp, n, ilo, ihi int, h []float64, ldh int, wr, wi []float64, z []float64, ldz int, work []float64, lwork int) (unconverged int) { switch job { default: panic(badJob) case lapack.EigenvaluesOnly, lapack.EigenvaluesAndSchur: } var wantz bool switch compz { default: panic("lapack: bad compz") case lapack.None: case lapack.InitZ, lapack.UpdateZ: wantz = true } switch { case n < 0: panic(nLT0) case ilo < 0 || max(0, n-1) < ilo: panic(badIlo) case ihi < min(ilo, n-1) || n <= ihi: panic(badIhi) case len(work) < lwork: panic(shortWork) case lwork < max(1, n) && lwork != -1: panic(badWork) } if lwork != -1 { checkMatrix(n, n, h, ldh) switch { case wantz: checkMatrix(n, n, z, ldz) case len(wr) < n: panic("lapack: wr has insufficient length") case len(wi) < n: panic("lapack: wi has insufficient length") } } return lapacke.Dhseqr(job, compz, n, ilo+1, ihi+1, h, ldh, wr, wi, z, ldz, work, lwork) } // Dgeev computes the eigenvalues and, optionally, the left and/or right // eigenvectors for an n×n real nonsymmetric matrix A. // // The right eigenvector v_j of A corresponding to an eigenvalue λ_j // is defined by // A v_j = λ_j v_j, // and the left eigenvector u_j corresponding to an eigenvalue λ_j is defined by // u_j^H A = λ_j u_j^H, // where u_j^H is the conjugate transpose of u_j. // // On return, A will be overwritten and the left and right eigenvectors will be // stored, respectively, in the columns of the n×n matrices VL and VR in the // same order as their eigenvalues. If the j-th eigenvalue is real, then // u_j = VL[:,j], // v_j = VR[:,j], // and if it is not real, then j and j+1 form a complex conjugate pair and the // eigenvectors can be recovered as // u_j = VL[:,j] + i*VL[:,j+1], // u_{j+1} = VL[:,j] - i*VL[:,j+1], // v_j = VR[:,j] + i*VR[:,j+1], // v_{j+1} = VR[:,j] - i*VR[:,j+1]. // where i is the imaginary unit. The computed eigenvectors are normalized to // have Euclidean norm equal to 1 and largest component real. // // Left eigenvectors will be computed only if jobvl == lapack.ComputeLeftEV, // otherwise jobvl must be lapack.None. Right eigenvectors will be computed // only if jobvr == lapack.ComputeRightEV, otherwise jobvr must be lapack.None. // For other values of jobvl and jobvr Dgeev will panic. // // wr and wi contain the real and imaginary parts, respectively, of the computed // eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with // the eigenvalue having the positive imaginary part first. // wr and wi must have length n, and Dgeev will panic otherwise. // // work must have length at least lwork and lwork must be at least max(1,4*n) if // the left or right eigenvectors are computed, and at least max(1,3*n) if no // eigenvectors are computed. For good performance, lwork must generally be // larger. On return, optimal value of lwork will be stored in work[0]. // // If lwork == -1, instead of performing Dgeev, the function only calculates the // optimal vaule of lwork and stores it into work[0]. // // On return, first is the index of the first valid eigenvalue. If first == 0, // all eigenvalues and eigenvectors have been computed. If first is positive, // Dgeev failed to compute all the eigenvalues, no eigenvectors have been // computed and wr[first:] and wi[first:] contain those eigenvalues which have // converged. func (impl Implementation) Dgeev(jobvl lapack.JobLeftEV, jobvr lapack.JobRightEV, n int, a []float64, lda int, wr, wi []float64, vl []float64, ldvl int, vr []float64, ldvr int, work []float64, lwork int) (first int) { var wantvl bool switch jobvl { default: panic("lapack: invalid JobLeftEV") case lapack.ComputeLeftEV: wantvl = true case lapack.None: wantvl = false } var wantvr bool switch jobvr { default: panic("lapack: invalid JobRightEV") case lapack.ComputeRightEV: wantvr = true case lapack.None: wantvr = false } switch { case n < 0: panic(nLT0) case len(work) < lwork: panic(shortWork) } var minwrk int if wantvl || wantvr { minwrk = max(1, 4*n) } else { minwrk = max(1, 3*n) } if lwork != -1 { checkMatrix(n, n, a, lda) if wantvl { checkMatrix(n, n, vl, ldvl) } if wantvr { checkMatrix(n, n, vr, ldvr) } switch { case len(wr) != n: panic("lapack: bad length of wr") case len(wi) != n: panic("lapack: bad length of wi") case lwork < minwrk: panic(badWork) } } // Quick return if possible. if n == 0 { work[0] = 1 return 0 } first = lapacke.Dgeev(lapack.Job(jobvl), lapack.Job(jobvr), n, a, max(n, lda), wr, wi, vl, max(n, ldvl), vr, max(n, ldvr), work, lwork) if lwork == -1 && int(work[0]) < minwrk { work[0] = float64(minwrk) } return first }