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matvec_clapack.h File Reference

#include <gandalf/common/misc_defs.h>
#include <gandalf/linalg/vec_gen.h>
#include <gandalf/linalg/mat_gen.h>
#include <gandalf/linalg/mat_square.h>

Go to the source code of this file.

Functions

Gan_Bool gan_clapack_pptrf (Gan_SquMatrix *A, int *error_code)
 Function to apply the Cholesky LAPACK operation pptrf.

Gan_Bool gan_clapack_pptri (Gan_SquMatrix *A)
 Computes a symmetric matrix from its Cholesky factorisation.

Gan_Bool gan_clapack_getf2 (Gan_Matrix *A, long *ipiv, int *error_code)
 Function to apply the LU decomposition operation getf2.

Gan_Bool gan_clapack_getrf (Gan_Matrix *A, long *ipiv, int *error_code)
 Function to apply the LU decomposition operation getrf.

Gan_Bool gan_clapack_getri (Gan_Matrix *A, long *ipiv, double *work, unsigned long work_size)
 Computes a symmetric matrix from its Cholesky factorisation.

Gan_Bool gan_clapack_geqrf (Gan_Matrix *A, Gan_Vector *tau, double *work, unsigned long work_size)
 Apply the QR decomposition LAPACK operation geqrf.

Gan_Bool gan_clapack_gelqf (Gan_Matrix *A, Gan_Vector *tau, double *work, unsigned long work_size)
 Apply the LQ decomposition LAPACK operation gelqf.

Gan_Bool gan_clapack_orgqr (Gan_Matrix *A, Gan_Vector *tau, double *work, unsigned long work_size)
 Construct the orthogonal factor given a QR decomposition.

Gan_Bool gan_clapack_orglq (Gan_Matrix *A, Gan_Vector *tau, double *work, unsigned long work_size)
 Construct the orthogonal factor given an LQ decomposition.

Gan_Bool gan_clapack_gesv (Gan_Matrix *A, Gan_Matrix *B, long *ipiv)
 Solve matrix equation Solve matrix equation A*X=B for square matrix A.


Detailed Description

Module: CLAPACK wrapper functions (double precision)

Part of: Gandalf Library

Revision: Last edited: Author:

Copyright: (c) 2000 Imagineer Software Limited


Function Documentation

Gan_Bool gan_clapack_gelqf Gan_Matrix   A,
Gan_Vector   tau,
double *    work,
unsigned long    work_size
 

Apply the LQ decomposition LAPACK operation gelqf.

Parameters:
A Pointer to a rectangular matrix
tau A vector of scalar factors of elementary reflectors
work Workspace array
work_size size of the work array
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Applies the LQ decomposition LAPACK operation gelqf:

for matrix A, lower triangular matrix and orthogonal matrix . The result is overwritten on the input matrix A. tau on output contains the scalar factors of elementary reflectors (see the CLAPACK documentation). work is a workspace array, or NULL if the workspace is to be allocated and freed internally.

See also:
gan_clapack_orglq().

Gan_Bool gan_clapack_geqrf Gan_Matrix   A,
Gan_Vector   tau,
double *    work,
unsigned long    work_size
 

Apply the QR decomposition LAPACK operation geqrf.

Parameters:
A Pointer to a rectangular matrix
tau A vector of scalar factors of elementary reflectors
work Workspace array
work_size size of the work array
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Applies the QR decomposition LAPACK operation geqrf:

for matrix A, orthogonal matrix and upper triangular matrix . The result is overwritten on the input matrix A. tau on output contains the scalar factors of elementary reflectors (see the CLAPACK documentation). work is a workspace array, or NULL if the workspace is to be allocated and freed internally.

See also:
gan_clapack_orgqr().

Gan_Bool gan_clapack_gesv Gan_Matrix   A,
Gan_Matrix   B,
long *    ipiv
 

Solve matrix equation Solve matrix equation A*X=B for square matrix A.

Parameters:
A Input matrix A
B Input matrix B, overwritten with output matrix X
ipiv Array of integer pivot indices
Returns:
GAN_TRUE on success, GAN_FALSE on failure.

Gan_Bool gan_clapack_getf2 Gan_Matrix   A,
long *    ipiv,
int *    error_code
 

Function to apply the LU decomposition operation getf2.

Parameters:
A Pointer to a general square matrix.
ipiv Array of integer pivot indices
error_code A pointer to an error code value or NULL
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Function to apply the LAPACK LU decomposition operation getf2. The factors are overwritten in the matrix A.

If an error occurs, such as A being singular, GAN_FALSE is returned and either the error is returned in error_code (if error_code is not NULL) or the error handling module is invoked (if error_code is NULL).

Gan_Bool gan_clapack_getrf Gan_Matrix   A,
long *    ipiv,
int *    error_code
 

Function to apply the LU decomposition operation getrf.

Parameters:
A Pointer to a general square matrix.
ipiv Array of integer pivot indices
error_code A pointer to an error code value or NULL
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Function to apply the LAPACK LU decomposition operation getrf. The factors are overwritten in the matrix A.

If an error occurs, such as A being singular, GAN_FALSE is returned and either the error is returned in error_code (if error_code is not NULL) or the error handling module is invoked (if error_code is NULL).

Gan_Bool gan_clapack_getri Gan_Matrix   A,
long *    ipiv,
double *    work,
unsigned long    work_size
 

Computes a symmetric matrix from its Cholesky factorisation.

Parameters:
A Pointer to a lower triangular matrix
ipiv Array of integer pivot indices
work Workspace array
work_size size of the work array
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Function to compute a symmetric matrix from its Cholesky factorisation using the LAPACK operation getri. The result is overwritten on the input matrix A.

Gan_Bool gan_clapack_orglq Gan_Matrix   A,
Gan_Vector   tau,
double *    work,
unsigned long    work_size
 

Construct the orthogonal factor given an LQ decomposition.

Parameters:
A Pointer to a LQ matrix computed by gan_clapack_gelqf()
tau A vector of scalar factors of elementary reflectors
work Workspace array
work_size size of the work array
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Construct the orthogonal factor Q given an LQ decomposition.
See also:
gan_clapack_gelqf().

Gan_Bool gan_clapack_orgqr Gan_Matrix   A,
Gan_Vector   tau,
double *    work,
unsigned long    work_size
 

Construct the orthogonal factor given a QR decomposition.

Parameters:
A Pointer to a QR matrix computed by gan_clapack_geqrf()
tau A vector of scalar factors of elementary reflectors
work Workspace array
work_size size of the work array
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Construct the orthogonal factor given a QR decomposition.
See also:
gan_clapack_geqrf().

Gan_Bool gan_clapack_pptrf Gan_SquMatrix   A,
int *    error_code
 

Function to apply the Cholesky LAPACK operation pptrf.

Parameters:
A Pointer to a symmetric matrix.
error_code A pointer to an error code value or NULL
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Function to apply the Cholesky factorisation LAPACK operation pptrf, computing from symmetric matrix A defined by

for lower triangular matrix . The result is overwritten on the input matrix A.

If an error occurs, such as A not being positive definite, GAN_FALSE is returned and either the error is returned in error_code (if error_code is not NULL) or the error handling module is invoked (if error_code is NULL).

Gan_Bool gan_clapack_pptri Gan_SquMatrix   A
 

Computes a symmetric matrix from its Cholesky factorisation.

Parameters:
A Pointer to a lower triangular matrix.
Returns:
GAN_TRUE on success, GAN_FALSE on failure.
Function to compute a symmetric matrix from its Cholesky factorisation using the LAPACK operation pptri. The result is overwritten on the input matrix A.


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