Linear Algebra¶
Linear algebra functions in Julia are largely implemented by calling functions from LAPACK. Sparse factorizations call functions from SuiteSparse.
- *(A, B)
Matrix multiplication
- \(A, B)
Matrix division using a polyalgorithm. For input matrices A and B, the result X is such that A*X == B when A is square. The solver that is used depends upon the structure of A. A direct solver is used for upper- or lower triangular A. For Hermitian A (equivalent to symmetric A for non-complex A) the BunchKaufman factorization is used. Otherwise an LU factorization is used. For rectangular A the result is the minimum-norm least squares solution computed by reducing A to bidiagonal form and solving the bidiagonal least squares problem. For sparse, square A the LU factorization (from UMFPACK) is used.
- dot(x, y)¶
Compute the dot product. For complex vectors, the first vector is conjugated.
- cross(x, y)¶
Compute the cross product of two 3-vectors.
- rref(A)¶
Compute the reduced row echelon form of the matrix A.
- factorize(A)¶
Compute a convenient factorization (including LU, Cholesky, Bunch-Kaufman, Triangular) of A, based upon the type of the input matrix. The return value can then be reused for efficient solving of multiple systems. For example: A=factorize(A); x=A\\b; y=A\\C.
- factorize!(A)¶
factorize! is the same as factorize(), but saves space by overwriting the input A, instead of creating a copy.
- lu(A) → L, U, p¶
Compute the LU factorization of A, such that A[p,:] = L*U.
- lufact(A[, pivot=true]) → F¶
Compute the LU factorization of A. The return type of F depends on the type of A. In most cases, if A is a subtype S of AbstractMatrix with an element type T` supporting +, -, * and / the return type is LU{T,S{T}}. If pivoting is chosen (default) the element type should also support abs and <. When A is sparse and have element of type Float32, Float64, Complex{Float32}, or Complex{Float64} the return type is UmfpackLU. Some examples are shown in the table below.
Type of input A Type of output F Relationship between F and A Matrix() LU F[:L]*F[:U] == A[F[:p], :] Tridiagonal() LU{T,Tridiagonal{T}} N/A SparseMatrixCSC() UmfpackLU F[:L]*F[:U] == Rs .* A[F[:p], F[:q]] The individual components of the factorization F can be accessed by indexing:
Component Description LU LU{T,Tridiagonal{T}} UmfpackLU F[:L] L (lower triangular) part of LU ✓ ✓ F[:U] U (upper triangular) part of LU ✓ ✓ F[:p] (right) permutation Vector ✓ ✓ F[:P] (right) permutation Matrix ✓ F[:q] left permutation Vector ✓ F[:Rs] Vector of scaling factors ✓ F[:(:)] (L,U,p,q,Rs) components ✓ Supported function LU LU{T,Tridiagonal{T}} UmfpackLU / ✓ \ ✓ ✓ ✓ cond ✓ ✓ det ✓ ✓ ✓ size ✓ ✓
- lufact!(A) → LU¶
lufact! is the same as lufact(), but saves space by overwriting the input A, instead of creating a copy. For sparse A the nzval field is not overwritten but the index fields, colptr and rowval are decremented in place, converting from 1-based indices to 0-based indices.
- chol(A[, LU]) → F¶
Compute the Cholesky factorization of a symmetric positive definite matrix A and return the matrix F. If LU is :L (Lower), A = L*L'. If LU is :U (Upper), A = R'*R.
- cholfact(A, [LU,][pivot=false,][tol=-1.0]) → Cholesky¶
Compute the Cholesky factorization of a dense symmetric positive (semi)definite matrix A and return either a Cholesky if pivot=false or CholeskyPivoted if pivot=true. LU may be :L for using the lower part or :U for the upper part. The default is to use :U. The triangular matrix can be obtained from the factorization F with: F[:L] and F[:U]. The following functions are available for Cholesky objects: size, \, inv, det. For CholeskyPivoted there is also defined a rank. If pivot=false a PosDefException exception is thrown in case the matrix is not positive definite. The argument tol determines the tolerance for determining the rank. For negative values, the tolerance is the machine precision.
- cholfact(A[, ll]) → CholmodFactor
Compute the sparse Cholesky factorization of a sparse matrix A. If A is Hermitian its Cholesky factor is determined. If A is not Hermitian the Cholesky factor of A*A' is determined. A fill-reducing permutation is used. Methods for size, solve, \, findn_nzs, diag, det and logdet. One of the solve methods includes an integer argument that can be used to solve systems involving parts of the factorization only. The optional boolean argument, ll determines whether the factorization returned is of the A[p,p] = L*L' form, where L is lower triangular or A[p,p] = L*Diagonal(D)*L' form where L is unit lower triangular and D is a non-negative vector. The default is LDL.
- cholfact!(A, [LU,][pivot=false,][tol=-1.0]) → Cholesky¶
cholfact! is the same as cholfact(), but saves space by overwriting the input A, instead of creating a copy.
- ldltfact(A) → LDLtFactorization¶
Compute a factorization of a positive definite matrix A such that A=L*Diagonal(d)*L' where L is a unit lower triangular matrix and d is a vector with non-negative elements.
- qr(A, [pivot=false,][thin=true]) → Q, R, [p]¶
Compute the (pivoted) QR factorization of A such that either A = Q*R or A[:,p] = Q*R. Also see qrfact. The default is to compute a thin factorization. Note that R is not extended with zeros when the full Q is requested.
- qrfact(A[, pivot=false]) → F¶
Computes the QR factorization of A. The return type of F depends on the element type of A and whether pivoting is specified (with pivot=true).
Return type eltype(A) pivot Relationship between F and A QR not BlasFloat either A==F[:Q]*F[:R] QRCompactWY BlasFloat false A==F[:Q]*F[:R] QRPivoted BlasFloat true A[:,F[:p]]==F[:Q]*F[:R] BlasFloat refers to any of: Float32, Float64, Complex64 or Complex128.
The individual components of the factorization F can be accessed by indexing:
Component Description QR QRCompactWY QRPivoted F[:Q] Q (orthogonal/unitary) part of QR ✓ (QRPackedQ) ✓ (QRCompactWYQ) ✓ (QRPackedQ) F[:R] R (upper right triangular) part of QR ✓ ✓ ✓ F[:p] pivot Vector ✓ F[:P] (pivot) permutation Matrix ✓ The following functions are available for the QR objects: size, \. When A is rectangular, \ will return a least squares solution and if the solution is not unique, the one with smallest norm is returned.
Multiplication with respect to either thin or full Q is allowed, i.e. both F[:Q]*F[:R] and F[:Q]*A are supported. A Q matrix can be converted into a regular matrix with full() which has a named argument thin.
Note
qrfact returns multiple types because LAPACK uses several representations that minimize the memory storage requirements of products of Householder elementary reflectors, so that the Q and R matrices can be stored compactly rather as two separate dense matrices.
The data contained in QR or QRPivoted can be used to construct the QRPackedQ type, which is a compact representation of the rotation matrix:
\[Q = \prod_{i=1}^{\min(m,n)} (I - \tau_i v_i v_i^T)\]where \(\tau_i\) is the scale factor and \(v_i\) is the projection vector associated with the \(i^{th}\) Householder elementary reflector.
The data contained in QRCompactWY can be used to construct the QRCompactWYQ type, which is a compact representation of the rotation matrix
\[Q = I + Y T Y^T\]where Y is \(m \times r\) lower trapezoidal and T is \(r \times r\) upper triangular. The compact WY representation [Schreiber1989] is not to be confused with the older, WY representation [Bischof1987]. (The LAPACK documentation uses V in lieu of Y.)
[Bischof1987] C Bischof and C Van Loan, The WY representation for products of Householder matrices, SIAM J Sci Stat Comput 8 (1987), s2-s13. doi:10.1137/0908009 [Schreiber1989] R Schreiber and C Van Loan, A storage-efficient WY representation for products of Householder transformations, SIAM J Sci Stat Comput 10 (1989), 53-57. doi:10.1137/0910005
- qrfact!(A[, pivot=false])¶
qrfact! is the same as qrfact(), but saves space by overwriting the input A, instead of creating a copy.
- bkfact(A) → BunchKaufman¶
Compute the Bunch-Kaufman [Bunch1977] factorization of a real symmetric or complex Hermitian matrix A and return a BunchKaufman object. The following functions are available for BunchKaufman objects: size, \, inv, issym, ishermitian.
[Bunch1977] | J R Bunch and L Kaufman, Some stable methods for calculating inertia and solving symmetric linear systems, Mathematics of Computation 31:137 (1977), 163-179. url. |
- bkfact!(A) → BunchKaufman¶
bkfact! is the same as bkfact(), but saves space by overwriting the input A, instead of creating a copy.
- sqrtm(A)¶
Compute the matrix square root of A. If B = sqrtm(A), then B*B == A within roundoff error.
sqrtm uses a polyalgorithm, computing the matrix square root using Schur factorizations (schurfact()) unless it detects the matrix to be Hermitian or real symmetric, in which case it computes the matrix square root from an eigendecomposition (eigfact()). In the latter situation for positive definite matrices, the matrix square root has Real elements, otherwise it has Complex elements.
- eig(A,[irange,][vl,][vu,][permute=true,][scale=true]) → D, V¶
Compute eigenvalues and eigenvectors of A. See eigfact() for details on the balance keyword argument.
julia> eig([1.0 0.0 0.0; 0.0 3.0 0.0; 0.0 0.0 18.0]) ([1.0,3.0,18.0], 3x3 Array{Float64,2}: 1.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 1.0)
eig is a wrapper around eigfact(), extracting all parts of the factorization to a tuple; where possible, using eigfact() is recommended.
- eig(A, B) → D, V
Computes generalized eigenvalues and vectors of A with respect to B.
eig is a wrapper around eigfact(), extracting all parts of the factorization to a tuple; where possible, using eigfact() is recommended.
- eigvals(A,[irange,][vl,][vu])¶
Returns the eigenvalues of A. If A is Symmetric(), Hermitian() or SymTridiagonal(), it is possible to calculate only a subset of the eigenvalues by specifying either a UnitRange() irange covering indices of the sorted eigenvalues, or a pair vl and vu for the lower and upper boundaries of the eigenvalues.
For general non-symmetric matrices it is possible to specify how the matrix is balanced before the eigenvector calculation. The option permute=true permutes the matrix to become closer to upper triangular, and scale=true scales the matrix by its diagonal elements to make rows and columns more equal in norm. The default is true for both options.
- eigmax(A)¶
Returns the largest eigenvalue of A.
- eigmin(A)¶
Returns the smallest eigenvalue of A.
- eigvecs(A, [eigvals,][permute=true,][scale=true])¶
Returns the eigenvectors of A. The permute and scale keywords are the same as for eigfact().
For SymTridiagonal() matrices, if the optional vector of eigenvalues eigvals is specified, returns the specific corresponding eigenvectors.
- eigfact(A,[il,][iu,][vl,][vu,][permute=true,][scale=true])¶
Compute the eigenvalue decomposition of A and return an Eigen object. If F is the factorization object, the eigenvalues can be accessed with F[:values] and the eigenvectors with F[:vectors]. The following functions are available for Eigen objects: inv, det.
If A is Symmetric, Hermitian or SymTridiagonal, it is possible to calculate only a subset of the eigenvalues by specifying either a UnitRange` irange covering indices of the sorted eigenvalues or a pair vl and vu for the lower and upper boundaries of the eigenvalues.
For general non-symmetric matrices it is possible to specify how the matrix is balanced before the eigenvector calculation. The option permute=true permutes the matrix to become closer to upper triangular, and scale=true scales the matrix by its diagonal elements to make rows and columns more equal in norm. The default is true for both options.
- eigfact(A, B)
Compute the generalized eigenvalue decomposition of A and B and return an GeneralizedEigen object. If F is the factorization object, the eigenvalues can be accessed with F[:values] and the eigenvectors with F[:vectors].
- eigfact!(A[, B])¶
eigfact! is the same as eigfact(), but saves space by overwriting the input A (and B), instead of creating a copy.
- hessfact(A)¶
Compute the Hessenberg decomposition of A and return a Hessenberg object. If F is the factorization object, the unitary matrix can be accessed with F[:Q] and the Hessenberg matrix with F[:H]. When Q is extracted, the resulting type is the HessenbergQ object, and may be converted to a regular matrix with full().
- hessfact!(A)¶
hessfact! is the same as hessfact(), but saves space by overwriting the input A, instead of creating a copy.
- schurfact(A) → Schur¶
Computes the Schur factorization of the matrix A. The (quasi) triangular Schur factor can be obtained from the Schur object F with either F[:Schur] or F[:T] and the unitary/orthogonal Schur vectors can be obtained with F[:vectors] or F[:Z] such that A=F[:vectors]*F[:Schur]*F[:vectors]'. The eigenvalues of A can be obtained with F[:values].
- schurfact!(A)¶
Computer the Schur factorization of A, overwriting A in the process. See schurfact()
- schur(A) → Schur[:T], Schur[:Z], Schur[:values]¶
See schurfact()
- schurfact(A, B) → GeneralizedSchur
Computes the Generalized Schur (or QZ) factorization of the matrices A and B. The (quasi) triangular Schur factors can be obtained from the Schur object F with F[:S] and F[:T], the left unitary/orthogonal Schur vectors can be obtained with F[:left] or F[:Q] and the right unitary/orthogonal Schur vectors can be obtained with F[:right] or F[:Z] such that A=F[:left]*F[:S]*F[:right]' and B=F[:left]*F[:T]*F[:right]'. The generalized eigenvalues of A and B can be obtained with F[:alpha]./F[:beta].
- schur(A, B) → GeneralizedSchur[:S], GeneralizedSchur[:T], GeneralizedSchur[:Q], GeneralizedSchur[:Z]
See schurfact()
- svdfact(A[, thin=true]) → SVD¶
Compute the Singular Value Decomposition (SVD) of A and return an SVD object. U, S, V and Vt can be obtained from the factorization F with F[:U], F[:S], F[:V] and F[:Vt], such that A = U*diagm(S)*Vt. If thin is true, an economy mode decomposition is returned. The algorithm produces Vt and hence Vt is more efficient to extract than V. The default is to produce a thin decomposition.
- svdfact!(A[, thin=true]) → SVD¶
svdfact! is the same as svdfact(), but saves space by overwriting the input A, instead of creating a copy. If thin is true, an economy mode decomposition is returned. The default is to produce a thin decomposition.
- svd(A[, thin=true]) → U, S, V¶
Wrapper around svdfact extracting all parts the factorization to a tuple. Direct use of svdfact is therefore generally more efficient. Computes the SVD of A, returning U, vector S, and V such that A == U*diagm(S)*V'. If thin is true, an economy mode decomposition is returned. The default is to produce a thin decomposition.
- svdvals(A)¶
Returns the singular values of A.
- svdvals!(A)¶
Returns the singular values of A, while saving space by overwriting the input.
- svdfact(A, B) → GeneralizedSVD
Compute the generalized SVD of A and B, returning a GeneralizedSVD Factorization object F, such that A = F[:U]*F[:D1]*F[:R0]*F[:Q]' and B = F[:V]*F[:D2]*F[:R0]*F[:Q]'.
- svd(A, B) → U, V, Q, D1, D2, R0
Wrapper around svdfact extracting all parts the factorization to a tuple. Direct use of svdfact is therefore generally more efficient. The function returns the generalized SVD of A and B, returning U, V, Q, D1, D2, and R0 such that A = U*D1*R0*Q' and B = V*D2*R0*Q'.
- svdvals(A, B)
Return only the singular values from the generalized singular value decomposition of A and B.
- triu(M)¶
Upper triangle of a matrix.
- triu!(M)¶
Upper triangle of a matrix, overwriting M in the process.
- tril(M)¶
Lower triangle of a matrix.
- tril!(M)¶
Lower triangle of a matrix, overwriting M in the process.
- diagind(M[, k])¶
A Range giving the indices of the k-th diagonal of the matrix M.
- diag(M[, k])¶
The k-th diagonal of a matrix, as a vector. Use diagm to construct a diagonal matrix.
- diagm(v[, k])¶
Construct a diagonal matrix and place v on the k-th diagonal.
- scale(A, b)¶
- scale(b, A)
Scale an array A by a scalar b, returning a new array.
If A is a matrix and b is a vector, then scale(A,b) scales each column i of A by b[i] (similar to A*diagm(b)), while scale(b,A) scales each row i of A by b[i] (similar to diagm(b)*A), returning a new array.
Note: for large A, scale can be much faster than A .* b or b .* A, due to the use of BLAS.
- scale!(A, b)¶
- scale!(b, A)
Scale an array A by a scalar b, similar to scale() but overwriting A in-place.
If A is a matrix and b is a vector, then scale!(A,b) scales each column i of A by b[i] (similar to A*diagm(b)), while scale!(b,A) scales each row i of A by b[i] (similar to diagm(b)*A), again operating in-place on A.
- Tridiagonal(dl, d, du)¶
Construct a tridiagonal matrix from the lower diagonal, diagonal, and upper diagonal, respectively. The result is of type Tridiagonal and provides efficient specialized linear solvers, but may be converted into a regular matrix with full().
- Bidiagonal(dv, ev, isupper)¶
Constructs an upper (isupper=true) or lower (isupper=false) bidiagonal matrix using the given diagonal (dv) and off-diagonal (ev) vectors. The result is of type Bidiagonal and provides efficient specialized linear solvers, but may be converted into a regular matrix with full().
- SymTridiagonal(d, du)¶
Construct a real symmetric tridiagonal matrix from the diagonal and upper diagonal, respectively. The result is of type SymTridiagonal and provides efficient specialized eigensolvers, but may be converted into a regular matrix with full().
- Woodbury(A, U, C, V)¶
Construct a matrix in a form suitable for applying the Woodbury matrix identity.
- rank(M)¶
Compute the rank of a matrix.
- norm(A[, p])¶
Compute the p-norm of a vector or the operator norm of a matrix A, defaulting to the p=2-norm.
For vectors, p can assume any numeric value (even though not all values produce a mathematically valid vector norm). In particular, norm(A, Inf) returns the largest value in abs(A), whereas norm(A, -Inf) returns the smallest.
For matrices, valid values of p are 1, 2, or Inf. (Note that for sparse matrices, p=2 is currently not implemented.) Use vecnorm() to compute the Frobenius norm.
- vecnorm(A[, p])¶
For any iterable container A (including arrays of any dimension) of numbers, compute the p-norm (defaulting to p=2) as if A were a vector of the corresponding length.
For example, if A is a matrix and p=2, then this is equivalent to the Frobenius norm.
- cond(M[, p])¶
Condition number of the matrix M, computed using the operator p-norm. Valid values for p are 1, 2 (default), or Inf.
- condskeel(M[, x, p])¶
- \[\begin{split}\kappa_S(M, p) & = \left\Vert \left\vert M \right\vert \left\vert M^{-1} \right\vert \right\Vert_p \\ \kappa_S(M, x, p) & = \left\Vert \left\vert M \right\vert \left\vert M^{-1} \right\vert \left\vert x \right\vert \right\Vert_p\end{split}\]
Skeel condition number \(\kappa_S\) of the matrix M, optionally with respect to the vector x, as computed using the operator p-norm. p is Inf by default, if not provided. Valid values for p are 1, 2, or Inf.
This quantity is also known in the literature as the Bauer condition number, relative condition number, or componentwise relative condition number.
- trace(M)¶
Matrix trace
- det(M)¶
Matrix determinant
- logdet(M)¶
Log of matrix determinant. Equivalent to log(det(M)), but may provide increased accuracy and/or speed.
- inv(M)¶
Matrix inverse
- pinv(M)¶
Moore-Penrose pseudoinverse
- null(M)¶
Basis for nullspace of M.
- repmat(A, n, m)¶
Construct a matrix by repeating the given matrix n times in dimension 1 and m times in dimension 2.
- repeat(A, inner = Int, []outer = Int[])¶
Construct an array by repeating the entries of A. The i-th element of inner specifies the number of times that the individual entries of the i-th dimension of A should be repeated. The i-th element of outer specifies the number of times that a slice along the i-th dimension of A should be repeated.
- kron(A, B)¶
Kronecker tensor product of two vectors or two matrices.
- blkdiag(A...)¶
Concatenate matrices block-diagonally. Currently only implemented for sparse matrices.
- linreg(x, y) → [a; b]¶
Linear Regression. Returns a and b such that a+b*x is the closest line to the given points (x,y). In other words, this function determines parameters [a, b] that minimize the squared error between y and a+b*x.
Example:
using PyPlot; x = float([1:12]) y = [5.5; 6.3; 7.6; 8.8; 10.9; 11.79; 13.48; 15.02; 17.77; 20.81; 22.0; 22.99] a, b = linreg(x,y) # Linear regression plot(x, y, "o") # Plot (x,y) points plot(x, [a+b*i for i in x]) # Plot the line determined by the linear regression
- linreg(x, y, w)
Weighted least-squares linear regression.
- expm(A)¶
Matrix exponential.
- lyap(A, C)¶
Computes the solution X to the continuous Lyapunov equation AX + XA' + C = 0, where no eigenvalue of A has a zero real part and no two eigenvalues are negative complex conjugates of each other.
- sylvester(A, B, C)¶
Computes the solution X to the Sylvester equation AX + XB + C = 0, where A, B and C have compatible dimensions and A and -B have no eigenvalues with equal real part.
- issym(A) → Bool¶
Test whether a matrix is symmetric.
- isposdef(A) → Bool¶
Test whether a matrix is positive definite.
- isposdef!(A) → Bool¶
Test whether a matrix is positive definite, overwriting A in the processes.
- istril(A) → Bool¶
Test whether a matrix is lower triangular.
- istriu(A) → Bool¶
Test whether a matrix is upper triangular.
- ishermitian(A) → Bool¶
Test whether a matrix is Hermitian.
- transpose(A)¶
The transposition operator (.').
- ctranspose(A)¶
The conjugate transposition operator (').
- eigs(A, [B, ]; nev=6, which="LM", tol=0.0, maxiter=1000, sigma=nothing, ritzvec=true, v0=zeros((0, ))) -> (d, [v, ]nconv, niter, nmult, resid)¶
- eigs computes eigenvalues d of A using Lanczos or Arnoldi iterations for real symmetric or general nonsymmetric matrices respectively. If B is provided, the generalized eigen-problem is solved. The following keyword arguments are supported:
nev: Number of eigenvalues
ncv: Number of Krylov vectors used in the computation; should satisfy nev+1 <= ncv <= n for real symmetric problems and nev+2 <= ncv <= n for other problems; default is ncv = max(20,2*nev+1).
which: type of eigenvalues to compute. See the note below.
which type of eigenvalues :LM eigenvalues of largest magnitude (default) :SM eigenvalues of smallest magnitude :LR eigenvalues of largest real part :SR eigenvalues of smallest real part :LI eigenvalues of largest imaginary part (nonsymmetric or complex A only) :SI eigenvalues of smallest imaginary part (nonsymmetric or complex A only) :BE compute half of the eigenvalues from each end of the spectrum, biased in favor of the high end. (real symmetric A only) tol: tolerance (\(tol \le 0.0\) defaults to DLAMCH('EPS'))
maxiter: Maximum number of iterations (default = 300)
sigma: Specifies the level shift used in inverse iteration. If nothing (default), defaults to ordinary (forward) iterations. Otherwise, find eigenvalues close to sigma using shift and invert iterations.
ritzvec: Returns the Ritz vectors v (eigenvectors) if true
v0: starting vector from which to start the iterations
eigs returns the nev requested eigenvalues in d, the corresponding Ritz vectors v (only if ritzvec=true), the number of converged eigenvalues nconv, the number of iterations niter and the number of matrix vector multiplications nmult, as well as the final residual vector resid.
Note
The sigma and which keywords interact: the description of eigenvalues searched for by which do _not_ necessarily refer to the eigenvalues of A, but rather the linear operator constructed by the specification of the iteration mode implied by sigma.
sigma iteration mode which refers to eigenvalues of nothing ordinary (forward) \(A\) real or complex inverse with level shift sigma \((A - \sigma I )^{-1}\)
- peakflops(n; parallel=false)¶
peakflops computes the peak flop rate of the computer by using BLAS double precision gemm!(). By default, if no arguments are specified, it multiplies a matrix of size n x n, where n = 2000. If the underlying BLAS is using multiple threads, higher flop rates are realized. The number of BLAS threads can be set with blas_set_num_threads(n).
If the keyword argument parallel is set to true, peakflops is run in parallel on all the worker processors. The flop rate of the entire parallel computer is returned. When running in parallel, only 1 BLAS thread is used. The argument n still refers to the size of the problem that is solved on each processor.
BLAS Functions¶
This module provides wrappers for some of the BLAS functions for linear algebra. Those BLAS functions that overwrite one of the input arrays have names ending in '!'.
Usually a function has 4 methods defined, one each for Float64, Float32, Complex128 and Complex64 arrays.
- dot(n, X, incx, Y, incy)¶
Dot product of two vectors consisting of n elements of array X with stride incx and n elements of array Y with stride incy.
- dotu(n, X, incx, Y, incy)¶
Dot function for two complex vectors.
- dotc(n, X, incx, U, incy)¶
Dot function for two complex vectors conjugating the first vector.
- blascopy!(n, X, incx, Y, incy)¶
Copy n elements of array X with stride incx to array Y with stride incy. Returns Y.
- nrm2(n, X, incx)¶
2-norm of a vector consisting of n elements of array X with stride incx.
- asum(n, X, incx)¶
sum of the absolute values of the first n elements of array X with stride incx.
- axpy!(n, a, X, incx, Y, incy)¶
Overwrite Y with a*X + Y. Returns Y.
- scal!(n, a, X, incx)¶
Overwrite X with a*X. Returns X.
- scal(n, a, X, incx)¶
Returns a*X.
- syrk!(uplo, trans, alpha, A, beta, C)¶
Rank-k update of the symmetric matrix C as alpha*A*A.' + beta*C or alpha*A.'*A + beta*C according to whether trans is ‘N’ or ‘T’. When uplo is ‘U’ the upper triangle of C is updated (‘L’ for lower triangle). Returns C.
- syrk(uplo, trans, alpha, A)¶
Returns either the upper triangle or the lower triangle, according to uplo (‘U’ or ‘L’), of alpha*A*A.' or alpha*A.'*A, according to trans (‘N’ or ‘T’).
- herk!(uplo, trans, alpha, A, beta, C)¶
Methods for complex arrays only. Rank-k update of the Hermitian matrix C as alpha*A*A' + beta*C or alpha*A'*A + beta*C according to whether trans is ‘N’ or ‘T’. When uplo is ‘U’ the upper triangle of C is updated (‘L’ for lower triangle). Returns C.
- herk(uplo, trans, alpha, A)¶
Methods for complex arrays only. Returns either the upper triangle or the lower triangle, according to uplo (‘U’ or ‘L’), of alpha*A*A' or alpha*A'*A, according to trans (‘N’ or ‘T’).
- gbmv!(trans, m, kl, ku, alpha, A, x, beta, y)¶
Update vector y as alpha*A*x + beta*y or alpha*A'*x + beta*y according to trans (‘N’ or ‘T’). The matrix A is a general band matrix of dimension m by size(A,2) with kl sub-diagonals and ku super-diagonals. Returns the updated y.
- gbmv(trans, m, kl, ku, alpha, A, x, beta, y)¶
Returns alpha*A*x or alpha*A'*x according to trans (‘N’ or ‘T’). The matrix A is a general band matrix of dimension m by size(A,2) with kl sub-diagonals and ku super-diagonals.
- sbmv!(uplo, k, alpha, A, x, beta, y)¶
Update vector y as alpha*A*x + beta*y where A is a a symmetric band matrix of order size(A,2) with k super-diagonals stored in the argument A. The storage layout for A is described the reference BLAS module, level-2 BLAS at http://www.netlib.org/lapack/explore-html/.
Returns the updated y.
- sbmv(uplo, k, alpha, A, x)¶
Returns alpha*A*x where A is a symmetric band matrix of order size(A,2) with k super-diagonals stored in the argument A.
- sbmv(uplo, k, A, x)
Returns A*x where A is a symmetric band matrix of order size(A,2) with k super-diagonals stored in the argument A.
- gemm!(tA, tB, alpha, A, B, beta, C)¶
Update C as alpha*A*B + beta*C or the other three variants according to tA (transpose A) and tB. Returns the updated C.
- gemm(tA, tB, alpha, A, B)¶
Returns alpha*A*B or the other three variants according to tA (transpose A) and tB.
- gemm(tA, tB, A, B)
Returns A*B or the other three variants according to tA (transpose A) and tB.
- gemv!(tA, alpha, A, x, beta, y)¶
Update the vector y as alpha*A*x + beta*x or alpha*A'x + beta*x according to tA (transpose A). Returns the updated y.
- gemv(tA, alpha, A, x)¶
Returns alpha*A*x or alpha*A'x according to tA (transpose A).
- gemv(tA, A, x)
Returns A*x or A'x according to tA (transpose A).
- symm!(side, ul, alpha, A, B, beta, C)¶
Update C as alpha*A*B + beta*C or alpha*B*A + beta*C according to side. A is assumed to be symmetric. Only the ul triangle of A is used. Returns the updated C.
- symm(side, ul, alpha, A, B)¶
Returns alpha*A*B or alpha*B*A according to side. A is assumed to be symmetric. Only the ul triangle of A is used.
- symm(side, ul, A, B)
Returns A*B or B*A according to side. A is assumed to be symmetric. Only the ul triangle of A is used.
- symm(tA, tB, alpha, A, B)
Returns alpha*A*B or the other three variants according to tA (transpose A) and tB.
- symv!(ul, alpha, A, x, beta, y)¶
Update the vector y as alpha*A*y + beta*y. A is assumed to be symmetric. Only the ul triangle of A is used. Returns the updated y.
- symv(ul, alpha, A, x)¶
Returns alpha*A*x. A is assumed to be symmetric. Only the ul triangle of A is used.
- symv(ul, A, x)
Returns A*x. A is assumed to be symmetric. Only the ul triangle of A is used.
- trmm!(side, ul, tA, dA, alpha, A, B)¶
Update B as alpha*A*B or one of the other three variants determined by side (A on left or right) and tA (transpose A). Only the ul triangle of A is used. dA indicates if A is unit-triangular (the diagonal is assumed to be all ones). Returns the updated B.
- trmm(side, ul, tA, dA, alpha, A, B)¶
Returns alpha*A*B or one of the other three variants determined by side (A on left or right) and tA (transpose A). Only the ul triangle of A is used. dA indicates if A is unit-triangular (the diagonal is assumed to be all ones).
- trsm!(side, ul, tA, dA, alpha, A, B)¶
Overwrite B with the solution to A*X = alpha*B or one of the other three variants determined by side (A on left or right of X) and tA (transpose A). Only the ul triangle of A is used. dA indicates if A is unit-triangular (the diagonal is assumed to be all ones). Returns the updated B.
- trsm(side, ul, tA, dA, alpha, A, B)¶
Returns the solution to A*X = alpha*B or one of the other three variants determined by side (A on left or right of X) and tA (transpose A). Only the ul triangle of A is used. dA indicates if A is unit-triangular (the diagonal is assumed to be all ones).
- trmv!(side, ul, tA, dA, alpha, A, b)¶
Update b as alpha*A*b or one of the other three variants determined by side (A on left or right) and tA (transpose A). Only the ul triangle of A is used. dA indicates if A is unit-triangular (the diagonal is assumed to be all ones). Returns the updated b.
- trmv(side, ul, tA, dA, alpha, A, b)¶
Returns alpha*A*b or one of the other three variants determined by side (A on left or right) and tA (transpose A). Only the ul triangle of A is used. dA indicates if A is unit-triangular (the diagonal is assumed to be all ones).
- trsv!(side, ul, tA, dA, alpha, A, b)¶
Overwrite b with the solution to A*X = alpha*b or one of the other three variants determined by side (A on left or right of X) and tA (transpose A). Only the ul triangle of A is used. dA indicates if A is unit-triangular (the diagonal is assumed to be all ones). Returns the updated b.
- trsv(side, ul, tA, dA, alpha, A, b)¶
Returns the solution to A*X = alpha*b or one of the other three variants determined by side (A on left or right of X) and tA (transpose A). Only the ul triangle of A is used. dA indicates if A is unit-triangular (the diagonal is assumed to be all ones).
- blas_set_num_threads(n)¶
Set the number of threads the BLAS library should use.