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			718 lines
		
	
	
		
			32 KiB
		
	
	
	
		
			Go
		
	
	
	
	
	
| // Copyright ©2015 The Gonum Authors. All rights reserved.
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| // Use of this source code is governed by a BSD-style
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| // license that can be found in the LICENSE file.
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| 
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| package lapack64
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| 
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| import (
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| 	"gonum.org/v1/gonum/blas"
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| 	"gonum.org/v1/gonum/blas/blas64"
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| 	"gonum.org/v1/gonum/lapack"
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| 	"gonum.org/v1/gonum/lapack/gonum"
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| )
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| 
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| var lapack64 lapack.Float64 = gonum.Implementation{}
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| 
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| // Use sets the LAPACK float64 implementation to be used by subsequent BLAS calls.
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| // The default implementation is native.Implementation.
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| func Use(l lapack.Float64) {
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| 	lapack64 = l
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| }
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| 
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| // Tridiagonal represents a tridiagonal matrix using its three diagonals.
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| type Tridiagonal struct {
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| 	N  int
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| 	DL []float64
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| 	D  []float64
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| 	DU []float64
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| }
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| 
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| func max(a, b int) int {
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| 	if a > b {
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| 		return a
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| 	}
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| 	return b
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| }
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| 
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| // Potrf computes the Cholesky factorization of a.
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| // The factorization has the form
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| //  A = Uᵀ * U  if a.Uplo == blas.Upper, or
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| //  A = L * Lᵀ  if a.Uplo == blas.Lower,
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| // where U is an upper triangular matrix and L is lower triangular.
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| // The triangular matrix is returned in t, and the underlying data between
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| // a and t is shared. The returned bool indicates whether a is positive
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| // definite and the factorization could be finished.
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| func Potrf(a blas64.Symmetric) (t blas64.Triangular, ok bool) {
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| 	ok = lapack64.Dpotrf(a.Uplo, a.N, a.Data, max(1, a.Stride))
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| 	t.Uplo = a.Uplo
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| 	t.N = a.N
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| 	t.Data = a.Data
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| 	t.Stride = a.Stride
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| 	t.Diag = blas.NonUnit
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| 	return
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| }
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| 
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| // Potri computes the inverse of a real symmetric positive definite matrix A
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| // using its Cholesky factorization.
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| //
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| // On entry, t contains the triangular factor U or L from the Cholesky
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| // factorization A = Uᵀ*U or A = L*Lᵀ, as computed by Potrf.
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| //
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| // On return, the upper or lower triangle of the (symmetric) inverse of A is
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| // stored in t, overwriting the input factor U or L, and also returned in a. The
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| // underlying data between a and t is shared.
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| //
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| // The returned bool indicates whether the inverse was computed successfully.
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| func Potri(t blas64.Triangular) (a blas64.Symmetric, ok bool) {
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| 	ok = lapack64.Dpotri(t.Uplo, t.N, t.Data, max(1, t.Stride))
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| 	a.Uplo = t.Uplo
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| 	a.N = t.N
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| 	a.Data = t.Data
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| 	a.Stride = t.Stride
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| 	return
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| }
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| 
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| // Potrs solves a system of n linear equations A*X = B where A is an n×n
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| // symmetric positive definite matrix and B is an n×nrhs matrix, using the
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| // Cholesky factorization A = Uᵀ*U or A = L*Lᵀ. t contains the corresponding
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| // triangular factor as returned by Potrf. On entry, B contains the right-hand
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| // side matrix B, on return it contains the solution matrix X.
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| func Potrs(t blas64.Triangular, b blas64.General) {
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| 	lapack64.Dpotrs(t.Uplo, t.N, b.Cols, t.Data, max(1, t.Stride), b.Data, max(1, b.Stride))
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| }
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| 
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| // Pbcon returns an estimate of the reciprocal of the condition number (in the
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| // 1-norm) of an n×n symmetric positive definite band matrix using the Cholesky
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| // factorization
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| //  A = Uᵀ*U  if uplo == blas.Upper
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| //  A = L*Lᵀ  if uplo == blas.Lower
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| // computed by Pbtrf. The estimate is obtained for norm(inv(A)), and the
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| // reciprocal of the condition number is computed as
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| //  rcond = 1 / (anorm * norm(inv(A))).
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| //
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| // The length of work must be at least 3*n and the length of iwork must be at
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| // least n.
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| func Pbcon(a blas64.SymmetricBand, anorm float64, work []float64, iwork []int) float64 {
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| 	return lapack64.Dpbcon(a.Uplo, a.N, a.K, a.Data, a.Stride, anorm, work, iwork)
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| }
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| 
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| // Pbtrf computes the Cholesky factorization of an n×n symmetric positive
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| // definite band matrix
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| //  A = Uᵀ * U  if a.Uplo == blas.Upper
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| //  A = L * Lᵀ  if a.Uplo == blas.Lower
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| // where U and L are upper, respectively lower, triangular band matrices.
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| //
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| // The triangular matrix U or L is returned in t, and the underlying data
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| // between a and t is shared. The returned bool indicates whether A is positive
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| // definite and the factorization could be finished.
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| func Pbtrf(a blas64.SymmetricBand) (t blas64.TriangularBand, ok bool) {
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| 	ok = lapack64.Dpbtrf(a.Uplo, a.N, a.K, a.Data, max(1, a.Stride))
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| 	t.Uplo = a.Uplo
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| 	t.Diag = blas.NonUnit
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| 	t.N = a.N
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| 	t.K = a.K
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| 	t.Data = a.Data
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| 	t.Stride = a.Stride
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| 	return t, ok
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| }
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| 
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| // Pbtrs solves a system of linear equations A*X = B with an n×n symmetric
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| // positive definite band matrix A using the Cholesky factorization
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| //  A = Uᵀ * U  if t.Uplo == blas.Upper
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| //  A = L * Lᵀ  if t.Uplo == blas.Lower
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| // t contains the corresponding triangular factor as returned by Pbtrf.
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| //
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| // On entry, b contains the right hand side matrix B. On return, it is
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| // overwritten with the solution matrix X.
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| func Pbtrs(t blas64.TriangularBand, b blas64.General) {
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| 	lapack64.Dpbtrs(t.Uplo, t.N, t.K, b.Cols, t.Data, max(1, t.Stride), b.Data, max(1, b.Stride))
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| }
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| 
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| // Gecon estimates the reciprocal of the condition number of the n×n matrix A
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| // given the LU decomposition of the matrix. The condition number computed may
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| // be based on the 1-norm or the ∞-norm.
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| //
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| // a contains the result of the LU decomposition of A as computed by Getrf.
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| //
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| // anorm is the corresponding 1-norm or ∞-norm of the original matrix A.
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| //
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| // work is a temporary data slice of length at least 4*n and Gecon will panic otherwise.
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| //
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| // iwork is a temporary data slice of length at least n and Gecon will panic otherwise.
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| func Gecon(norm lapack.MatrixNorm, a blas64.General, anorm float64, work []float64, iwork []int) float64 {
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| 	return lapack64.Dgecon(norm, a.Cols, a.Data, max(1, a.Stride), anorm, work, iwork)
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| }
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| 
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| // Gels finds a minimum-norm solution based on the matrices A and B using the
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| // QR or LQ factorization. Gels returns false if the matrix
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| // A is singular, and true if this solution was successfully found.
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| //
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| // The minimization problem solved depends on the input parameters.
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| //
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| //  1. If m >= n and trans == blas.NoTrans, Gels finds X such that || A*X - B||_2
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| //     is minimized.
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| //  2. If m < n and trans == blas.NoTrans, Gels finds the minimum norm solution of
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| //     A * X = B.
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| //  3. If m >= n and trans == blas.Trans, Gels finds the minimum norm solution of
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| //     Aᵀ * X = B.
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| //  4. If m < n and trans == blas.Trans, Gels finds X such that || A*X - B||_2
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| //     is minimized.
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| // Note that the least-squares solutions (cases 1 and 3) perform the minimization
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| // per column of B. This is not the same as finding the minimum-norm matrix.
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| //
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| // The matrix A is a general matrix of size m×n and is modified during this call.
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| // The input matrix B is of size max(m,n)×nrhs, and serves two purposes. On entry,
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| // the elements of b specify the input matrix B. B has size m×nrhs if
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| // trans == blas.NoTrans, and n×nrhs if trans == blas.Trans. On exit, the
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| // leading submatrix of b contains the solution vectors X. If trans == blas.NoTrans,
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| // this submatrix is of size n×nrhs, and of size m×nrhs otherwise.
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| //
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| // Work is temporary storage, and lwork specifies the usable memory length.
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| // At minimum, lwork >= max(m,n) + max(m,n,nrhs), and this function will panic
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| // otherwise. A longer work will enable blocked algorithms to be called.
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| // In the special case that lwork == -1, work[0] will be set to the optimal working
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| // length.
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| func Gels(trans blas.Transpose, a blas64.General, b blas64.General, work []float64, lwork int) bool {
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| 	return lapack64.Dgels(trans, a.Rows, a.Cols, b.Cols, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride), work, lwork)
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| }
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| 
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| // Geqrf computes the QR factorization of the m×n matrix A using a blocked
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| // algorithm. A is modified to contain the information to construct Q and R.
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| // The upper triangle of a contains the matrix R. The lower triangular elements
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| // (not including the diagonal) contain the elementary reflectors. tau is modified
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| // to contain the reflector scales. tau must have length at least min(m,n), and
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| // this function will panic otherwise.
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| //
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| // The ith elementary reflector can be explicitly constructed by first extracting
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| // the
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| //  v[j] = 0           j < i
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| //  v[j] = 1           j == i
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| //  v[j] = a[j*lda+i]  j > i
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| // and computing H_i = I - tau[i] * v * vᵀ.
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| //
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| // The orthonormal matrix Q can be constucted from a product of these elementary
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| // reflectors, Q = H_0 * H_1 * ... * H_{k-1}, where k = min(m,n).
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| //
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| // Work is temporary storage, and lwork specifies the usable memory length.
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| // At minimum, lwork >= m and this function will panic otherwise.
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| // Geqrf is a blocked QR factorization, but the block size is limited
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| // by the temporary space available. If lwork == -1, instead of performing Geqrf,
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| // the optimal work length will be stored into work[0].
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| func Geqrf(a blas64.General, tau, work []float64, lwork int) {
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| 	lapack64.Dgeqrf(a.Rows, a.Cols, a.Data, max(1, a.Stride), tau, work, lwork)
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| }
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| 
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| // Gelqf computes the LQ factorization of the m×n matrix A using a blocked
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| // algorithm. A is modified to contain the information to construct L and Q. The
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| // lower triangle of a contains the matrix L. The elements above the diagonal
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| // and the slice tau represent the matrix Q. tau is modified to contain the
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| // reflector scales. tau must have length at least min(m,n), and this function
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| // will panic otherwise.
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| //
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| // See Geqrf for a description of the elementary reflectors and orthonormal
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| // matrix Q. Q is constructed as a product of these elementary reflectors,
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| // Q = H_{k-1} * ... * H_1 * H_0.
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| //
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| // Work is temporary storage, and lwork specifies the usable memory length.
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| // At minimum, lwork >= m and this function will panic otherwise.
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| // Gelqf is a blocked LQ factorization, but the block size is limited
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| // by the temporary space available. If lwork == -1, instead of performing Gelqf,
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| // the optimal work length will be stored into work[0].
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| func Gelqf(a blas64.General, tau, work []float64, lwork int) {
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| 	lapack64.Dgelqf(a.Rows, a.Cols, a.Data, max(1, a.Stride), tau, work, lwork)
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| }
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| 
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| // Gesvd computes the singular value decomposition of the input matrix A.
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| //
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| // The singular value decomposition is
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| //  A = U * Sigma * Vᵀ
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| // where Sigma is an m×n diagonal matrix containing the singular values of A,
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| // U is an m×m orthogonal matrix and V is an n×n orthogonal matrix. The first
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| // min(m,n) columns of U and V are the left and right singular vectors of A
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| // respectively.
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| //
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| // jobU and jobVT are options for computing the singular vectors. The behavior
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| // is as follows
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| //  jobU == lapack.SVDAll       All m columns of U are returned in u
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| //  jobU == lapack.SVDStore     The first min(m,n) columns are returned in u
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| //  jobU == lapack.SVDOverwrite The first min(m,n) columns of U are written into a
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| //  jobU == lapack.SVDNone      The columns of U are not computed.
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| // The behavior is the same for jobVT and the rows of Vᵀ. At most one of jobU
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| // and jobVT can equal lapack.SVDOverwrite, and Gesvd will panic otherwise.
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| //
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| // On entry, a contains the data for the m×n matrix A. During the call to Gesvd
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| // the data is overwritten. On exit, A contains the appropriate singular vectors
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| // if either job is lapack.SVDOverwrite.
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| //
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| // s is a slice of length at least min(m,n) and on exit contains the singular
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| // values in decreasing order.
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| //
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| // u contains the left singular vectors on exit, stored columnwise. If
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| // jobU == lapack.SVDAll, u is of size m×m. If jobU == lapack.SVDStore u is
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| // of size m×min(m,n). If jobU == lapack.SVDOverwrite or lapack.SVDNone, u is
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| // not used.
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| //
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| // vt contains the left singular vectors on exit, stored rowwise. If
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| // jobV == lapack.SVDAll, vt is of size n×m. If jobVT == lapack.SVDStore vt is
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| // of size min(m,n)×n. If jobVT == lapack.SVDOverwrite or lapack.SVDNone, vt is
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| // not used.
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| //
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| // work is a slice for storing temporary memory, and lwork is the usable size of
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| // the slice. lwork must be at least max(5*min(m,n), 3*min(m,n)+max(m,n)).
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| // If lwork == -1, instead of performing Gesvd, the optimal work length will be
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| // stored into work[0]. Gesvd will panic if the working memory has insufficient
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| // storage.
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| //
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| // Gesvd returns whether the decomposition successfully completed.
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| func Gesvd(jobU, jobVT lapack.SVDJob, a, u, vt blas64.General, s, work []float64, lwork int) (ok bool) {
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| 	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)
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| }
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| 
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| // Getrf computes the LU decomposition of the m×n matrix A.
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| // The LU decomposition is a factorization of A into
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| //  A = P * L * U
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| // where P is a permutation matrix, L is a unit lower triangular matrix, and
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| // U is a (usually) non-unit upper triangular matrix. On exit, L and U are stored
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| // in place into a.
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| //
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| // ipiv is a permutation vector. It indicates that row i of the matrix was
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| // changed with ipiv[i]. ipiv must have length at least min(m,n), and will panic
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| // otherwise. ipiv is zero-indexed.
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| //
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| // Getrf is the blocked version of the algorithm.
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| //
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| // Getrf returns whether the matrix A is singular. The LU decomposition will
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| // be computed regardless of the singularity of A, but division by zero
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| // will occur if the false is returned and the result is used to solve a
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| // system of equations.
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| func Getrf(a blas64.General, ipiv []int) bool {
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| 	return lapack64.Dgetrf(a.Rows, a.Cols, a.Data, max(1, a.Stride), ipiv)
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| }
 | ||
| 
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| // Getri computes the inverse of the matrix A using the LU factorization computed
 | ||
| // by Getrf. On entry, a contains the PLU decomposition of A as computed by
 | ||
| // Getrf and on exit contains the reciprocal of the original matrix.
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| //
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| // Getri will not perform the inversion if the matrix is singular, and returns
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| // a boolean indicating whether the inversion was successful.
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| //
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| // Work is temporary storage, and lwork specifies the usable memory length.
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| // At minimum, lwork >= n and this function will panic otherwise.
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| // Getri is a blocked inversion, but the block size is limited
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| // by the temporary space available. If lwork == -1, instead of performing Getri,
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| // the optimal work length will be stored into work[0].
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| func Getri(a blas64.General, ipiv []int, work []float64, lwork int) (ok bool) {
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| 	return lapack64.Dgetri(a.Cols, a.Data, max(1, a.Stride), ipiv, work, lwork)
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| }
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| 
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| // Getrs solves a system of equations using an LU factorization.
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| // The system of equations solved is
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| //  A * X = B   if trans == blas.Trans
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| //  Aᵀ * X = B  if trans == blas.NoTrans
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| // A is a general n×n matrix with stride lda. B is a general matrix of size n×nrhs.
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| //
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| // On entry b contains the elements of the matrix B. On exit, b contains the
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| // elements of X, the solution to the system of equations.
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| //
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| // a and ipiv contain the LU factorization of A and the permutation indices as
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| // computed by Getrf. ipiv is zero-indexed.
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| func Getrs(trans blas.Transpose, a blas64.General, b blas64.General, ipiv []int) {
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| 	lapack64.Dgetrs(trans, a.Cols, b.Cols, a.Data, max(1, a.Stride), ipiv, b.Data, max(1, b.Stride))
 | ||
| }
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| 
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| // Ggsvd3 computes the generalized singular value decomposition (GSVD)
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| // of an m×n matrix A and p×n matrix B:
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| //  Uᵀ*A*Q = D1*[ 0 R ]
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| //
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| //  Vᵀ*B*Q = D2*[ 0 R ]
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| // where U, V and Q are orthogonal matrices.
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| //
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| // Ggsvd3 returns k and l, the dimensions of the sub-blocks. k+l
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| // is the effective numerical rank of the (m+p)×n matrix [ Aᵀ Bᵀ ]ᵀ.
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| // R is a (k+l)×(k+l) nonsingular upper triangular matrix, D1 and
 | ||
| // D2 are m×(k+l) and p×(k+l) diagonal matrices and of the following
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| // structures, respectively:
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| //
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| // If m-k-l >= 0,
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| //
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| //                    k  l
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| //       D1 =     k [ I  0 ]
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| //                l [ 0  C ]
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| //            m-k-l [ 0  0 ]
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| //
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| //                  k  l
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| //       D2 = l   [ 0  S ]
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| //            p-l [ 0  0 ]
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| //
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| //               n-k-l  k    l
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| //  [ 0 R ] = k [  0   R11  R12 ] k
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| //            l [  0    0   R22 ] l
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| //
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| // where
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| //
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| //  C = diag( alpha_k, ... , alpha_{k+l} ),
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| //  S = diag( beta_k,  ... , beta_{k+l} ),
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| //  C^2 + S^2 = I.
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| //
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| // R is stored in
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| //  A[0:k+l, n-k-l:n]
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| // on exit.
 | ||
| //
 | ||
| // If m-k-l < 0,
 | ||
| //
 | ||
| //                 k m-k k+l-m
 | ||
| //      D1 =   k [ I  0    0  ]
 | ||
| //           m-k [ 0  C    0  ]
 | ||
| //
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| //                   k m-k k+l-m
 | ||
| //      D2 =   m-k [ 0  S    0  ]
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| //           k+l-m [ 0  0    I  ]
 | ||
| //             p-l [ 0  0    0  ]
 | ||
| //
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| //                 n-k-l  k   m-k  k+l-m
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| //  [ 0 R ] =    k [ 0    R11  R12  R13 ]
 | ||
| //             m-k [ 0     0   R22  R23 ]
 | ||
| //           k+l-m [ 0     0    0   R33 ]
 | ||
| //
 | ||
| // where
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| //  C = diag( alpha_k, ... , alpha_m ),
 | ||
| //  S = diag( beta_k,  ... , beta_m ),
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| //  C^2 + S^2 = I.
 | ||
| //
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| //  R = [ R11 R12 R13 ] is stored in A[1:m, n-k-l+1:n]
 | ||
| //      [  0  R22 R23 ]
 | ||
| // and R33 is stored in
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| //  B[m-k:l, n+m-k-l:n] on exit.
 | ||
| //
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| // Ggsvd3 computes C, S, R, and optionally the orthogonal transformation
 | ||
| // matrices U, V and Q.
 | ||
| //
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| // jobU, jobV and jobQ are options for computing the orthogonal matrices. The behavior
 | ||
| // is as follows
 | ||
| //  jobU == lapack.GSVDU        Compute orthogonal matrix U
 | ||
| //  jobU == lapack.GSVDNone     Do not compute orthogonal matrix.
 | ||
| // The behavior is the same for jobV and jobQ with the exception that instead of
 | ||
| // lapack.GSVDU these accept lapack.GSVDV and lapack.GSVDQ respectively.
 | ||
| // The matrices U, V and Q must be m×m, p×p and n×n respectively unless the
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| // relevant job parameter is lapack.GSVDNone.
 | ||
| //
 | ||
| // alpha and beta must have length n or Ggsvd3 will panic. On exit, alpha and
 | ||
| // beta contain the generalized singular value pairs of A and B
 | ||
| //   alpha[0:k] = 1,
 | ||
| //   beta[0:k]  = 0,
 | ||
| // if m-k-l >= 0,
 | ||
| //   alpha[k:k+l] = diag(C),
 | ||
| //   beta[k:k+l]  = diag(S),
 | ||
| // if m-k-l < 0,
 | ||
| //   alpha[k:m]= C, alpha[m:k+l]= 0
 | ||
| //   beta[k:m] = S, beta[m:k+l] = 1.
 | ||
| // if k+l < n,
 | ||
| //   alpha[k+l:n] = 0 and
 | ||
| //   beta[k+l:n]  = 0.
 | ||
| //
 | ||
| // On exit, iwork contains the permutation required to sort alpha descending.
 | ||
| //
 | ||
| // iwork must have length n, work must have length at least max(1, lwork), and
 | ||
| // lwork must be -1 or greater than n, otherwise Ggsvd3 will panic. If
 | ||
| // lwork is -1, work[0] holds the optimal lwork on return, but Ggsvd3 does
 | ||
| // not perform the GSVD.
 | ||
| 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) {
 | ||
| 	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)
 | ||
| }
 | ||
| 
 | ||
| // Gtsv solves one of the equations
 | ||
| //  A * X = B   if trans == blas.NoTrans
 | ||
| //  Aᵀ * X = B  if trans == blas.Trans or blas.ConjTrans
 | ||
| // where A is an n×n tridiagonal matrix. It uses Gaussian elimination with
 | ||
| // partial pivoting.
 | ||
| //
 | ||
| // On entry, a contains the matrix A, on return it will be overwritten.
 | ||
| //
 | ||
| // On entry, b contains the n×nrhs right-hand side matrix B. On return, it will
 | ||
| // be overwritten. If ok is true, it will be overwritten by the solution matrix X.
 | ||
| //
 | ||
| // Gtsv returns whether the solution X has been successfuly computed.
 | ||
| //
 | ||
| // Dgtsv is not part of the lapack.Float64 interface and so calls to Gtsv are
 | ||
| // always executed by the Gonum implementation.
 | ||
| func Gtsv(trans blas.Transpose, a Tridiagonal, b blas64.General) (ok bool) {
 | ||
| 	if trans != blas.NoTrans {
 | ||
| 		a.DL, a.DU = a.DU, a.DL
 | ||
| 	}
 | ||
| 	return gonum.Implementation{}.Dgtsv(a.N, b.Cols, a.DL, a.D, a.DU, b.Data, max(1, b.Stride))
 | ||
| }
 | ||
| 
 | ||
| // Lagtm performs one of the matrix-matrix operations
 | ||
| //  C = alpha * A * B + beta * C   if trans == blas.NoTrans
 | ||
| //  C = alpha * Aᵀ * B + beta * C  if trans == blas.Trans or blas.ConjTrans
 | ||
| // where A is an m×m tridiagonal matrix represented by its diagonals dl, d, du,
 | ||
| // B and C are m×n dense matrices, and alpha and beta are scalars.
 | ||
| //
 | ||
| // Dlagtm is not part of the lapack.Float64 interface and so calls to Lagtm are
 | ||
| // always executed by the Gonum implementation.
 | ||
| func Lagtm(trans blas.Transpose, alpha float64, a Tridiagonal, b blas64.General, beta float64, c blas64.General) {
 | ||
| 	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))
 | ||
| }
 | ||
| 
 | ||
| // Lange 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 Lange(norm lapack.MatrixNorm, a blas64.General, work []float64) float64 {
 | ||
| 	return lapack64.Dlange(norm, a.Rows, a.Cols, a.Data, max(1, a.Stride), work)
 | ||
| }
 | ||
| 
 | ||
| // Langb returns the given norm of a general m×n band matrix with kl sub-diagonals and
 | ||
| // ku super-diagonals.
 | ||
| //
 | ||
| // Dlangb is not part of the lapack.Float64 interface and so calls to Langb are always
 | ||
| // executed by the Gonum implementation.
 | ||
| func Langb(norm lapack.MatrixNorm, a blas64.Band) float64 {
 | ||
| 	return gonum.Implementation{}.Dlangb(norm, a.Rows, a.Cols, a.KL, a.KU, a.Data, max(1, a.Stride))
 | ||
| }
 | ||
| 
 | ||
| // Langt computes the specified norm of an n×n tridiagonal matrix.
 | ||
| //
 | ||
| // Dlangt is not part of the lapack.Float64 interface and so calls to Langt are
 | ||
| // always executed by the Gonum implementation.
 | ||
| func Langt(norm lapack.MatrixNorm, a Tridiagonal) float64 {
 | ||
| 	return gonum.Implementation{}.Dlangt(norm, a.N, a.DL, a.D, a.DU)
 | ||
| }
 | ||
| 
 | ||
| // Lansb computes the specified norm of an n×n symmetric band matrix. If
 | ||
| // norm == lapack.MaxColumnSum or norm == lapack.MaxRowSum, work must have length
 | ||
| // at least n and this function will panic otherwise.
 | ||
| // There are no restrictions on work for the other matrix norms.
 | ||
| //
 | ||
| // Dlansb is not part of the lapack.Float64 interface and so calls to Lansb are always
 | ||
| // executed by the Gonum implementation.
 | ||
| func Lansb(norm lapack.MatrixNorm, a blas64.SymmetricBand, work []float64) float64 {
 | ||
| 	return gonum.Implementation{}.Dlansb(norm, a.Uplo, a.N, a.K, a.Data, max(1, a.Stride), work)
 | ||
| }
 | ||
| 
 | ||
| // Lansy computes the specified norm of an n×n symmetric matrix. If
 | ||
| // norm == lapack.MaxColumnSum or norm == lapack.MaxRowSum, work must have length
 | ||
| // at least n and this function will panic otherwise.
 | ||
| // There are no restrictions on work for the other matrix norms.
 | ||
| func Lansy(norm lapack.MatrixNorm, a blas64.Symmetric, work []float64) float64 {
 | ||
| 	return lapack64.Dlansy(norm, a.Uplo, a.N, a.Data, max(1, a.Stride), work)
 | ||
| }
 | ||
| 
 | ||
| // Lantr computes the specified norm of an m×n trapezoidal matrix A. If
 | ||
| // norm == lapack.MaxColumnSum work must have length at least n and this function
 | ||
| // will panic otherwise. There are no restrictions on work for the other matrix norms.
 | ||
| func Lantr(norm lapack.MatrixNorm, a blas64.Triangular, work []float64) float64 {
 | ||
| 	return lapack64.Dlantr(norm, a.Uplo, a.Diag, a.N, a.N, a.Data, max(1, a.Stride), work)
 | ||
| }
 | ||
| 
 | ||
| // Lantb computes the specified norm of an n×n triangular band matrix A. If
 | ||
| // norm == lapack.MaxColumnSum work must have length at least n and this function
 | ||
| // will panic otherwise. There are no restrictions on work for the other matrix
 | ||
| // norms.
 | ||
| func Lantb(norm lapack.MatrixNorm, a blas64.TriangularBand, work []float64) float64 {
 | ||
| 	return gonum.Implementation{}.Dlantb(norm, a.Uplo, a.Diag, a.N, a.K, a.Data, max(1, a.Stride), work)
 | ||
| }
 | ||
| 
 | ||
| // Lapmt rearranges the columns of the m×n matrix X as specified by the
 | ||
| // permutation k_0, k_1, ..., k_{n-1} of the integers 0, ..., n-1.
 | ||
| //
 | ||
| // If forward is true a forward permutation is performed:
 | ||
| //
 | ||
| //  X[0:m, k[j]] is moved to X[0:m, j] for j = 0, 1, ..., n-1.
 | ||
| //
 | ||
| // otherwise a backward permutation is performed:
 | ||
| //
 | ||
| //  X[0:m, j] is moved to X[0:m, k[j]] for j = 0, 1, ..., n-1.
 | ||
| //
 | ||
| // k must have length n, otherwise Lapmt will panic. k is zero-indexed.
 | ||
| func Lapmt(forward bool, x blas64.General, k []int) {
 | ||
| 	lapack64.Dlapmt(forward, x.Rows, x.Cols, x.Data, max(1, x.Stride), k)
 | ||
| }
 | ||
| 
 | ||
| // 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 = Qᵀ * C  if side == blas.Left and trans == blas.Trans
 | ||
| //  C = C * Q   if side == blas.Right and trans == blas.NoTrans
 | ||
| //  C = C * Qᵀ  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, max(1, a.Stride), tau, c.Data, max(1, c.Stride), work, lwork)
 | ||
| }
 | ||
| 
 | ||
| // Ormqr multiplies an m×n matrix C by an orthogonal matrix Q as
 | ||
| //  C = Q * C   if side == blas.Left  and trans == blas.NoTrans,
 | ||
| //  C = Qᵀ * C  if side == blas.Left  and trans == blas.Trans,
 | ||
| //  C = C * Q   if side == blas.Right and trans == blas.NoTrans,
 | ||
| //  C = C * Qᵀ  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 Ormqr will panic otherwise. Geqrf 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 Ormqr 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 Ormqr, the optimal workspace size 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, max(1, a.Stride), tau, c.Data, max(1, 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, max(1, a.Stride), anorm, work, iwork)
 | ||
| }
 | ||
| 
 | ||
| // Syev 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 Syev will panic otherwise.
 | ||
| //
 | ||
| // On entry, a contains the elements of the symmetric matrix A in the triangular
 | ||
| // portion specified by uplo. If jobz == lapack.EVCompute, a contains the
 | ||
| // orthonormal eigenvectors of A on exit, otherwise jobz must be lapack.EVNone
 | ||
| // and on exit the specified triangular region is overwritten.
 | ||
| //
 | ||
| // Work is temporary storage, and lwork specifies the usable memory length. At minimum,
 | ||
| // lwork >= 3*n-1, and Syev will panic otherwise. The amount of blocking is
 | ||
| // limited by the usable length. If lwork == -1, instead of computing Syev the
 | ||
| // optimal work length is stored into work[0].
 | ||
| func Syev(jobz lapack.EVJob, a blas64.Symmetric, w, work []float64, lwork int) (ok bool) {
 | ||
| 	return lapack64.Dsyev(jobz, a.Uplo, a.N, a.Data, max(1, a.Stride), w, work, lwork)
 | ||
| }
 | ||
| 
 | ||
| // Tbtrs solves a triangular system of the form
 | ||
| //  A * X = B   if trans == blas.NoTrans
 | ||
| //  Aᵀ * X = B  if trans == blas.Trans or blas.ConjTrans
 | ||
| // where A is an n×n triangular band matrix, and B is an n×nrhs matrix.
 | ||
| //
 | ||
| // Tbtrs returns whether A is non-singular. If A is singular, no solutions X
 | ||
| // are computed.
 | ||
| func Tbtrs(trans blas.Transpose, a blas64.TriangularBand, b blas64.General) (ok bool) {
 | ||
| 	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))
 | ||
| }
 | ||
| 
 | ||
| // 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, max(1, a.Stride), work, iwork)
 | ||
| }
 | ||
| 
 | ||
| // Trtri computes the inverse of a triangular matrix, storing the result in place
 | ||
| // into a.
 | ||
| //
 | ||
| // Trtri will not perform the inversion if the matrix is singular, and returns
 | ||
| // a boolean indicating whether the inversion was successful.
 | ||
| func Trtri(a blas64.Triangular) (ok bool) {
 | ||
| 	return lapack64.Dtrtri(a.Uplo, a.Diag, a.N, a.Data, max(1, a.Stride))
 | ||
| }
 | ||
| 
 | ||
| // Trtrs solves a triangular system of the form A * X = B or Aᵀ * 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) {
 | ||
| 	return lapack64.Dtrtrs(a.Uplo, trans, a.Diag, a.N, b.Cols, a.Data, max(1, a.Stride), b.Data, max(1, b.Stride))
 | ||
| }
 | ||
| 
 | ||
| // Geev 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_jᴴ A = λ_j u_jᴴ,
 | ||
| // where u_jᴴ 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.LeftEVCompute,
 | ||
| // otherwise jobvl must be lapack.LeftEVNone.
 | ||
| // Right eigenvectors will be computed only if jobvr == lapack.RightEVCompute,
 | ||
| // otherwise jobvr must be lapack.RightEVNone.
 | ||
| // For other values of jobvl and jobvr Geev will panic.
 | ||
| //
 | ||
| // On return, wr and wi will 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 Geev 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 Geev, the function only calculates the
 | ||
| // optimal vaule of lwork and stores it into work[0].
 | ||
| //
 | ||
| // On return, first will be the index of the first valid eigenvalue.
 | ||
| // If first == 0, all eigenvalues and eigenvectors have been computed.
 | ||
| // If first is positive, Geev failed to compute all the eigenvalues, no
 | ||
| // eigenvectors have been computed and wr[first:] and wi[first:] contain those
 | ||
| // eigenvalues which have converged.
 | ||
| func Geev(jobvl lapack.LeftEVJob, jobvr lapack.RightEVJob, a blas64.General, wr, wi []float64, vl, vr blas64.General, work []float64, lwork int) (first int) {
 | ||
| 	n := a.Rows
 | ||
| 	if a.Cols != n {
 | ||
| 		panic("lapack64: matrix not square")
 | ||
| 	}
 | ||
| 	if jobvl == lapack.LeftEVCompute && (vl.Rows != n || vl.Cols != n) {
 | ||
| 		panic("lapack64: bad size of VL")
 | ||
| 	}
 | ||
| 	if jobvr == lapack.RightEVCompute && (vr.Rows != n || vr.Cols != n) {
 | ||
| 		panic("lapack64: bad size of VR")
 | ||
| 	}
 | ||
| 	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)
 | ||
| }
 | 
