package lacaml
- BLAS-1 interface
- LAPACK interface
- General Schur factorization
- General SVD routines
- General eigenvalue problem (simple drivers)
- BLAS-1 interface
- BLAS-2 interface
- BLAS-3 interface
- LAPACK interface
- Auxiliary routines
- Linear equations (computational routines)
- Linear equations (simple drivers)
- Least squares (simple drivers)
Install
dune-project
Dependency
Authors
-
EEgbert Ammicht <eammicht@lucent.com>
-
PPatrick Cousot <Patrick.Cousot@ens.fr>
-
SSam Ehrlichman <sehrlichman@janestreet.com>
-
FFlorent Hoareau <h.florent@gmail.com>
-
MMarkus Mottl <markus.mottl@gmail.com>
-
LLiam Stewart <liam@cs.toronto.edu>
-
CChristophe Troestler <Christophe.Troestler@umons.ac.be>
-
OOleg Trott <ot14@columbia.edu>
-
MMartin Willensdorfer <ma.wi@gmx.at>
Maintainers
Sources
sha256=15c4de7da174b8acaf79b04e3d15baef9d3d28da29b7aef4774ad2e011e41d75
md5=49ff5754483d68308cb8bbb393065026
doc/lacaml/Lacaml_C/index.html
Module Lacaml_C
This module Lacaml.C contains linear algebra routines for complex numbers (precision: complex32). It is recommended to use this module by writing
open Lacaml.Cat the top of your file.
type prec = Bigarray.complex32_elttype num_type = Complex.ttype vec =
(Complex.t, Bigarray.complex32_elt, Bigarray.fortran_layout)
Bigarray.Array1.tComplex vectors (precision: complex32).
type rvec =
(float, Bigarray.float32_elt, Bigarray.fortran_layout) Bigarray.Array1.tVectors of reals (precision: float32).
type mat =
(Complex.t, Bigarray.complex32_elt, Bigarray.fortran_layout)
Bigarray.Array2.tComplex matrices (precision: complex32).
val prec : (Complex.t, Bigarray.complex32_elt) Bigarray.kindPrecision for this submodule C. Allows to write precision independent code.
module Vec : sig ... endmodule Mat : sig ... endval pp_num : Format.formatter -> Complex.t -> unitpp_num ppf el is equivalent to fprintf ppf "(%G, %Gi)" el.re el.im.
val pp_vec : (Complex.t, 'a) Lacaml_io.pp_vecPretty-printer for column vectors.
val pp_mat : (Complex.t, 'a) Lacaml_io.pp_matPretty-printer for matrices.
BLAS-1 interface
val dotu :
?n:int ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
?ofsy:int ->
?incy:int ->
Lacaml_complex32.vec ->
Lacaml_complex32.num_typedotu ?n ?ofsx ?incx x ?ofsy ?incy y see BLAS documentation!
val dotc :
?n:int ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
?ofsy:int ->
?incy:int ->
Lacaml_complex32.vec ->
Lacaml_complex32.num_typedotc ?n ?ofsx ?incx x ?ofsy ?incy y see BLAS documentation!
LAPACK interface
val lansy_min_lwork : int -> Lacaml_common.norm4 -> intlansy_min_lwork m norm
val lansy :
?n:int ->
?up:bool ->
?norm:Lacaml_common.norm4 ->
?work:Lacaml_complex32.rvec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
floatlansy ?n ?up ?norm ?work ?ar ?ac a see LAPACK documentation!
val gecon :
?n:int ->
?norm:Lacaml_common.norm2 ->
?anorm:float ->
?work:Lacaml_complex32.vec ->
?rwork:Lacaml_complex32.rvec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
floatgecon ?n ?norm ?anorm ?work ?rwork ?ar ?ac a
val sycon :
?n:int ->
?up:bool ->
?ipiv:Lacaml_common.int32_vec ->
?anorm:float ->
?work:Lacaml_complex32.vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
floatsycon ?n ?up ?ipiv ?anorm ?work ?ar ?ac a
val pocon :
?n:int ->
?up:bool ->
?anorm:float ->
?work:Lacaml_complex32.vec ->
?rwork:Lacaml_complex32.rvec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
floatpocon ?n ?up ?anorm ?work ?rwork ?ar ?ac a
General Schur factorization
val gees :
?n:int ->
?jobvs:Lacaml_common.schur_vectors ->
?sort:Lacaml_common.eigen_value_sort ->
?w:Lacaml_complex32.vec ->
?vsr:int ->
?vsc:int ->
?vs:Lacaml_complex32.mat ->
?work:Lacaml_complex32.vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
int * Lacaml_complex32.vec * Lacaml_complex32.matgees ?n ?jobvs ?sort ?w ?vsr ?vsc ?vs ?work ?ar ?ac a See gees-function for details about arguments.
General SVD routines
val gesvd_opt_lwork :
?m:int ->
?n:int ->
?jobu:Lacaml_common.svd_job ->
?jobvt:Lacaml_common.svd_job ->
?s:Lacaml_complex32.rvec ->
?ur:int ->
?uc:int ->
?u:Lacaml_complex32.mat ->
?vtr:int ->
?vtc:int ->
?vt:Lacaml_complex32.mat ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
intval gesvd :
?m:int ->
?n:int ->
?jobu:Lacaml_common.svd_job ->
?jobvt:Lacaml_common.svd_job ->
?s:Lacaml_complex32.rvec ->
?ur:int ->
?uc:int ->
?u:Lacaml_complex32.mat ->
?vtr:int ->
?vtc:int ->
?vt:Lacaml_complex32.mat ->
?work:Lacaml_complex32.vec ->
?rwork:Lacaml_complex32.rvec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
Lacaml_complex32.rvec * Lacaml_complex32.mat * Lacaml_complex32.matGeneral eigenvalue problem (simple drivers)
val geev_opt_lwork :
?n:int ->
?vlr:int ->
?vlc:int ->
?vl:Lacaml_complex32.mat option ->
?vrr:int ->
?vrc:int ->
?vr:Lacaml_complex32.mat option ->
?ofsw:int ->
?w:Lacaml_complex32.vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
intgeev ?work ?rwork ?n ?vlr ?vlc ?vl ?vrr ?vrc ?vr ?ofsw w ?ar ?ac a See geev-function for details about arguments.
val geev :
?n:int ->
?work:Lacaml_complex32.vec ->
?rwork:Lacaml_complex32.vec ->
?vlr:int ->
?vlc:int ->
?vl:Lacaml_complex32.mat option ->
?vrr:int ->
?vrc:int ->
?vr:Lacaml_complex32.mat option ->
?ofsw:int ->
?w:Lacaml_complex32.vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
Lacaml_complex32.mat * Lacaml_complex32.vec * Lacaml_complex32.matgeev ?work ?rwork ?n ?vlr ?vlc ?vl ?vrr ?vrc ?vr ?ofsw w ?ar ?ac a
BLAS-1 interface
val swap :
?n:int ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
?ofsy:int ->
?incy:int ->
Lacaml_complex32.vec ->
unitswap ?n ?ofsx ?incx x ?ofsy ?incy y see BLAS documentation!
val scal :
?n:int ->
Lacaml_complex32.num_type ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
unitscal ?n alpha ?ofsx ?incx x see BLAS documentation!
val copy :
?n:int ->
?ofsy:int ->
?incy:int ->
?y:Lacaml_complex32.vec ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
Lacaml_complex32.veccopy ?n ?ofsy ?incy ?y ?ofsx ?incx x see BLAS documentation!
val nrm2 : ?n:int -> ?ofsx:int -> ?incx:int -> Lacaml_complex32.vec -> floatnrm2 ?n ?ofsx ?incx x see BLAS documentation!
val axpy :
?alpha:Lacaml_complex32.num_type ->
?n:int ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
?ofsy:int ->
?incy:int ->
Lacaml_complex32.vec ->
unitaxpy ?alpha ?n ?ofsx ?incx x ?ofsy ?incy y see BLAS documentation!
val iamax : ?n:int -> ?ofsx:int -> ?incx:int -> Lacaml_complex32.vec -> intiamax ?n ?ofsx ?incx x see BLAS documentation!
val amax :
?n:int ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
Lacaml_complex32.num_typeamax ?n ?ofsx ?incx x
BLAS-2 interface
val gemv :
?m:int ->
?n:int ->
?beta:Lacaml_complex32.num_type ->
?ofsy:int ->
?incy:int ->
?y:Lacaml_complex32.vec ->
?trans:Lacaml_complex32.trans3 ->
?alpha:Lacaml_complex32.num_type ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
Lacaml_complex32.vecgemv ?m ?n ?beta ?ofsy ?incy ?y ?trans ?alpha ?ar ?ac a ?ofsx ?incx x see BLAS documentation! BEWARE that the 1988 BLAS-2 specification mandates that this function has no effect when n=0 while the mathematically expected behabior is y ← beta * y.
val gbmv :
?m:int ->
?n:int ->
?beta:Lacaml_complex32.num_type ->
?ofsy:int ->
?incy:int ->
?y:Lacaml_complex32.vec ->
?trans:Lacaml_complex32.trans3 ->
?alpha:Lacaml_complex32.num_type ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
int ->
int ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
Lacaml_complex32.vecgbmv ?m ?n ?beta ?ofsy ?incy ?y ?trans ?alpha ?ar ?ac a kl ku ?ofsx ?incx x see BLAS documentation!
val symv :
?n:int ->
?beta:Lacaml_complex32.num_type ->
?ofsy:int ->
?incy:int ->
?y:Lacaml_complex32.vec ->
?up:bool ->
?alpha:Lacaml_complex32.num_type ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
Lacaml_complex32.vecsymv ?n ?beta ?ofsy ?incy ?y ?up ?alpha ?ar ?ac a ?ofsx ?incx x see BLAS documentation!
val trmv :
?n:int ->
?trans:Lacaml_complex32.trans3 ->
?diag:Lacaml_common.diag ->
?up:bool ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
unittrmv ?n ?trans ?diag ?up ?ar ?ac a ?ofsx ?incx x see BLAS documentation!
val trsv :
?n:int ->
?trans:Lacaml_complex32.trans3 ->
?diag:Lacaml_common.diag ->
?up:bool ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
unittrsv ?n ?trans ?diag ?up ?ar ?ac a ?ofsx ?incx x see BLAS documentation!
val tpmv :
?n:int ->
?trans:Lacaml_complex32.trans3 ->
?diag:Lacaml_common.diag ->
?up:bool ->
?ofsap:int ->
Lacaml_complex32.vec ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
unittpmv ?n ?trans ?diag ?up ?ofsap ap ?ofsx ?incx x see BLAS documentation!
val tpsv :
?n:int ->
?trans:Lacaml_complex32.trans3 ->
?diag:Lacaml_common.diag ->
?up:bool ->
?ofsap:int ->
Lacaml_complex32.vec ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
unittpsv ?n ?trans ?diag ?up ?ofsap ap ?ofsx ?incx x see BLAS documentation!
BLAS-3 interface
val gemm :
?m:int ->
?n:int ->
?k:int ->
?beta:Lacaml_complex32.num_type ->
?cr:int ->
?cc:int ->
?c:Lacaml_complex32.mat ->
?transa:Lacaml_complex32.trans3 ->
?alpha:Lacaml_complex32.num_type ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?transb:Lacaml_complex32.trans3 ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
Lacaml_complex32.matgemm ?m ?n ?k ?beta ?cr ?cc ?c ?transa ?alpha ?ar ?ac a ?transb ?br ?bc b see BLAS documentation!
val symm :
?m:int ->
?n:int ->
?side:Lacaml_common.side ->
?up:bool ->
?beta:Lacaml_complex32.num_type ->
?cr:int ->
?cc:int ->
?c:Lacaml_complex32.mat ->
?alpha:Lacaml_complex32.num_type ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
Lacaml_complex32.matsymm ?m ?n ?side ?up ?beta ?cr ?cc ?c ?alpha ?ar ?ac a ?br ?bc b see BLAS documentation!
val trmm :
?m:int ->
?n:int ->
?side:Lacaml_common.side ->
?up:bool ->
?transa:Lacaml_complex32.trans3 ->
?diag:Lacaml_common.diag ->
?alpha:Lacaml_complex32.num_type ->
?ar:int ->
?ac:int ->
a:Lacaml_complex32.mat ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unittrmm ?m ?n ?side ?up ?transa ?diag ?alpha ?ar ?ac ~a ?br ?bc b see BLAS documentation!
val trsm :
?m:int ->
?n:int ->
?side:Lacaml_common.side ->
?up:bool ->
?transa:Lacaml_complex32.trans3 ->
?diag:Lacaml_common.diag ->
?alpha:Lacaml_complex32.num_type ->
?ar:int ->
?ac:int ->
a:Lacaml_complex32.mat ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unittrsm ?m ?n ?side ?up ?transa ?diag ?alpha ?ar ?ac ~a ?br ?bc b see BLAS documentation!
val syrk :
?n:int ->
?k:int ->
?up:bool ->
?beta:Lacaml_complex32.num_type ->
?cr:int ->
?cc:int ->
?c:Lacaml_complex32.mat ->
?trans:Lacaml_common.trans2 ->
?alpha:Lacaml_complex32.num_type ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
Lacaml_complex32.matsyrk ?n ?k ?up ?beta ?cr ?cc ?c ?trans ?alpha ?ar ?ac a see BLAS documentation!
val syr2k :
?n:int ->
?k:int ->
?up:bool ->
?beta:Lacaml_complex32.num_type ->
?cr:int ->
?cc:int ->
?c:Lacaml_complex32.mat ->
?trans:Lacaml_common.trans2 ->
?alpha:Lacaml_complex32.num_type ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
Lacaml_complex32.matsyr2k ?n ?k ?up ?beta ?cr ?cc ?c ?trans ?alpha ?ar ?ac a ?br ?bc b see BLAS documentation!
LAPACK interface
Auxiliary routines
val lacpy :
?uplo:[ `U | `L ] ->
?m:int ->
?n:int ->
?br:int ->
?bc:int ->
?b:Lacaml_complex32.mat ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
Lacaml_complex32.matlacpy ?uplo ?m ?n ?br ?bc ?b ?ar ?ac a copy a (triangular) (sub-)matrix a (to an optional (sub-)matrix b).
val laswp :
?n:int ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?k1:int ->
?k2:int ->
?incx:int ->
Lacaml_common.int32_vec ->
unitlaswp ?n ?ar ?ac a ?k1 ?k2 ?incx ipiv swap rows of a according to ipiv. See LAPACK-documentation for details!
val lapmt :
?forward:bool ->
?m:int ->
?n:int ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
Lacaml_common.int32_vec ->
unitlapmt ?forward ?n ?m ?ar ?ac a k swap columns of a according to the permutations in k. See LAPACK-documentation for details!
val lassq :
?n:int ->
?scale:float ->
?sumsq:float ->
?ofsx:int ->
?incx:int ->
Lacaml_complex32.vec ->
float * floatlassq ?n ?ofsx ?incx ?scale ?sumsq
val larnv :
?idist:[ `Uniform0 | `Uniform1 | `Normal ] ->
?iseed:Lacaml_common.int32_vec ->
?n:int ->
?ofsx:int ->
?x:Lacaml_complex32.vec ->
unit ->
Lacaml_complex32.veclarnv ?idist ?iseed ?n ?ofsx ?x ()
val lange_min_lwork : int -> Lacaml_common.norm4 -> intlange_min_lwork m norm
val lange :
?m:int ->
?n:int ->
?norm:Lacaml_common.norm4 ->
?work:Lacaml_complex32.rvec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
floatlange ?m ?n ?norm ?work ?ar ?ac a
val lauum :
?up:bool ->
?n:int ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
unitlauum ?up ?n ?ar ?ac a computes the product U * U**T or L**T * L, where the triangular factor U or L is stored in the upper or lower triangular part of the array a. The upper or lower part of a is overwritten.
Linear equations (computational routines)
val getrf :
?m:int ->
?n:int ->
?ipiv:Lacaml_common.int32_vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
Lacaml_common.int32_vecgetrf ?m ?n ?ipiv ?ar ?ac a computes an LU factorization of a general m-by-n matrix a using partial pivoting with row interchanges. See LAPACK documentation.
val getrs :
?n:int ->
?ipiv:Lacaml_common.int32_vec ->
?trans:Lacaml_complex32.trans3 ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitval getri_opt_lwork :
?n:int ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
intgetri_opt_lwork ?n ?ar ?ac a
val getri :
?n:int ->
?ipiv:Lacaml_common.int32_vec ->
?work:Lacaml_complex32.vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
unitval sytrf_opt_lwork :
?n:int ->
?up:bool ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
intsytrf_opt_lwork ?n ?up ?ar ?ac a
val sytrf :
?n:int ->
?up:bool ->
?ipiv:Lacaml_common.int32_vec ->
?work:Lacaml_complex32.vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
Lacaml_common.int32_vecsytrf ?n ?up ?ipiv ?work ?ar ?ac a computes the factorization of the real symmetric matrix a using the Bunch-Kaufman diagonal pivoting method.
val sytrs :
?n:int ->
?up:bool ->
?ipiv:Lacaml_common.int32_vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitval sytri :
?n:int ->
?up:bool ->
?ipiv:Lacaml_common.int32_vec ->
?work:Lacaml_complex32.vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
unitval potrf :
?n:int ->
?up:bool ->
?ar:int ->
?ac:int ->
?jitter:Lacaml_complex32.num_type ->
Lacaml_complex32.mat ->
unitpotrf ?n ?up ?ar ?ac ?jitter a factorizes symmetric positive definite matrix a (or the designated submatrix) using Cholesky factorization.
Due to rounding errors ill-conditioned matrices may actually appear as if they were not positive definite, thus leading to an exception. One remedy for this problem is to add a small jitter to the diagonal of the matrix, which will usually allow Cholesky to complete successfully (though at a small bias). For extremely ill-conditioned matrices it is recommended to use (symmetric) eigenvalue decomposition instead of this function for a numerically more stable factorization.
val potrs :
?n:int ->
?up:bool ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
?factorize:bool ->
?jitter:Lacaml_complex32.num_type ->
Lacaml_complex32.mat ->
unitpotrs ?n ?up ?ar ?ac a ?nrhs ?br ?bc ?factorize ?jitter b solves a system of linear equations a*X = b, where a is symmetric positive definite matrix, using the Cholesky factorization a = U**T*U or a = L*L**T computed by potrf.
val potri :
?n:int ->
?up:bool ->
?ar:int ->
?ac:int ->
?factorize:bool ->
?jitter:Lacaml_complex32.num_type ->
Lacaml_complex32.mat ->
unitpotri ?n ?up ?ar ?ac ?factorize ?jitter a computes the inverse of the real symmetric positive definite matrix a using the Cholesky factorization a = U**T*U or a = L*L**T computed by potrf.
val trtrs :
?n:int ->
?up:bool ->
?trans:Lacaml_complex32.trans3 ->
?diag:Lacaml_common.diag ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unittrtrs ?n ?up ?trans ?diag ?ar ?ac a ?nrhs ?br ?bc b solves a triangular system of the form a * X = b or a**T * X = n, where a is a triangular matrix of order n, and b is an n-by-nrhs matrix.
val tbtrs :
?n:int ->
?kd:int ->
?up:bool ->
?trans:Lacaml_complex32.trans3 ->
?diag:Lacaml_common.diag ->
?abr:int ->
?abc:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unittbtrs ?n ?kd ?up ?trans ?diag ?abr ?abc ab ?nrhs ?br ?bc b solves a triangular system of the form a * X = b or a**T * X = b, where a is a triangular band matrix of order n, and b is an n-by-nrhs matrix.
val trtri :
?n:int ->
?up:bool ->
?diag:Lacaml_common.diag ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
unittrtri ?n ?up ?diag ?ar ?ac a computes the inverse of a real upper or lower triangular matrix a.
val geqrf_opt_lwork :
?m:int ->
?n:int ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
intgeqrf_opt_lwork ?m ?n ?ar ?ac a
val geqrf :
?m:int ->
?n:int ->
?work:Lacaml_complex32.vec ->
?tau:Lacaml_complex32.vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
Lacaml_complex32.vecgeqrf ?m ?n ?work ?tau ?ar ?ac a computes a QR factorization of a real m-by-n matrix a. See LAPACK documentation.
Linear equations (simple drivers)
val gesv :
?n:int ->
?ipiv:Lacaml_common.int32_vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitgesv ?n ?ipiv ?ar ?ac a ?nrhs ?br ?bc b computes the solution to a real system of linear equations a * X = b, where a is an n-by-n matrix and X and b are n-by-nrhs matrices. The LU decomposition with partial pivoting and row interchanges is used to factor a as a = P * L * U, where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of a is then used to solve the system of equations a * X = b. On exit, b contains the solution matrix X.
val gbsv :
?n:int ->
?ipiv:Lacaml_common.int32_vec ->
?abr:int ->
?abc:int ->
Lacaml_complex32.mat ->
int ->
int ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitgbsv ?n ?ipiv ?abr ?abc ab kl ku ?nrhs ?br ?bc b computes the solution to a real system of linear equations a * X = b, where a is a band matrix of order n with kl subdiagonals and ku superdiagonals, and X and b are n-by-nrhs matrices. The LU decomposition with partial pivoting and row interchanges is used to factor a as a = L * U, where L is a product of permutation and unit lower triangular matrices with kl subdiagonals, and U is upper triangular with kl+ku superdiagonals. The factored form of a is then used to solve the system of equations a * X = b.
val gtsv :
?n:int ->
?ofsdl:int ->
Lacaml_complex32.vec ->
?ofsd:int ->
Lacaml_complex32.vec ->
?ofsdu:int ->
Lacaml_complex32.vec ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitgtsv ?n ?ofsdl dl ?ofsd d ?ofsdu du ?nrhs ?br ?bc b solves the equation a * X = b where a is an n-by-n tridiagonal matrix, by Gaussian elimination with partial pivoting. Note that the equation A'*X = b may be solved by interchanging the order of the arguments du and dl.
val posv :
?n:int ->
?up:bool ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitposv ?n ?up ?ar ?ac a ?nrhs ?br ?bc b computes the solution to a real system of linear equations a * X = b, where a is an n-by-n symmetric positive definite matrix and X and b are n-by-nrhs matrices. The Cholesky decomposition is used to factor a as a = U**T * U, if up = true, or a = L * L**T, if up = false, where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of a is then used to solve the system of equations a * X = b.
val ppsv :
?n:int ->
?up:bool ->
?ofsap:int ->
Lacaml_complex32.vec ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitppsv ?n ?up ?ofsap ap ?nrhs ?br ?bc b computes the solution to the real system of linear equations a * X = b, where a is an n-by-n symmetric positive definite matrix stored in packed format and X and b are n-by-nrhs matrices. The Cholesky decomposition is used to factor a as a = U**T * U, if up = true, or a = L * L**T, if up = false, where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of a is then used to solve the system of equations a * X = b.
val pbsv :
?n:int ->
?up:bool ->
?kd:int ->
?abr:int ->
?abc:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitpbsv ?n ?up ?kd ?abr ?abc ab ?nrhs ?br ?bc b computes the solution to a real system of linear equations a * X = b, where a is an n-by-n symmetric positive definite band matrix and X and b are n-by-nrhs matrices. The Cholesky decomposition is used to factor a as a = U**T * U, if up = true, or a = L * L**T, if up = false, where U is an upper triangular band matrix, and L is a lower triangular band matrix, with the same number of superdiagonals or subdiagonals as a. The factored form of a is then used to solve the system of equations a * X = b.
val ptsv :
?n:int ->
?ofsd:int ->
Lacaml_complex32.vec ->
?ofse:int ->
Lacaml_complex32.vec ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitptsv ?n ?ofsd d ?ofse e ?nrhs ?br ?bc b computes the solution to the real system of linear equations a*X = b, where a is an n-by-n symmetric positive definite tridiagonal matrix, and X and b are n-by-nrhs matrices. A is factored as a = L*D*L**T, and the factored form of a is then used to solve the system of equations.
val sysv_opt_lwork :
?n:int ->
?up:bool ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
intsysv_opt_lwork ?n ?up ?ar ?ac a ?nrhs ?br ?bc b
val sysv :
?n:int ->
?up:bool ->
?ipiv:Lacaml_common.int32_vec ->
?work:Lacaml_complex32.vec ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitsysv ?n ?up ?ipiv ?work ?ar ?ac a ?nrhs ?br ?bc b computes the solution to a real system of linear equations a * X = b, where a is an N-by-N symmetric matrix and X and b are n-by-nrhs matrices. The diagonal pivoting method is used to factor a as a = U * D * U**T, if up = true, or a = L * D * L**T, if up = false, where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of a is then used to solve the system of equations a * X = b.
val spsv :
?n:int ->
?up:bool ->
?ipiv:Lacaml_common.int32_vec ->
?ofsap:int ->
Lacaml_complex32.vec ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitspsv ?n ?up ?ipiv ?ofsap ap ?nrhs ?br ?bc b computes the solution to the real system of linear equations a * X = b, where a is an n-by-n symmetric matrix stored in packed format and X and b are n-by-nrhs matrices. The diagonal pivoting method is used to factor a as a = U * D * U**T, if up = true, or a = L * D * L**T, if up = false, where U (or L) is a product of permutation and unit upper (lower) triangular matrices, D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of a is then used to solve the system of equations a * X = b.
Least squares (simple drivers)
val gels_opt_lwork :
?m:int ->
?n:int ->
?trans:Lacaml_common.trans2 ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
intgels_opt_lwork ?m ?n ?trans ?ar ?ac a ?nrhs ?br ?bc b
val gels :
?m:int ->
?n:int ->
?work:Lacaml_complex32.vec ->
?trans:Lacaml_common.trans2 ->
?ar:int ->
?ac:int ->
Lacaml_complex32.mat ->
?nrhs:int ->
?br:int ->
?bc:int ->
Lacaml_complex32.mat ->
unitgels ?m ?n ?work ?trans ?ar ?ac a ?nrhs ?br ?bc b see LAPACK documentation!
- BLAS-1 interface
- LAPACK interface
- General Schur factorization
- General SVD routines
- General eigenvalue problem (simple drivers)
- BLAS-1 interface
- BLAS-2 interface
- BLAS-3 interface
- LAPACK interface
- Auxiliary routines
- Linear equations (computational routines)
- Linear equations (simple drivers)
- Least squares (simple drivers)