// Copyright ©2015 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package blas64 import ( "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas/gonum" ) var blas64 blas.Float64 = gonum.Implementation{} // Use sets the BLAS float64 implementation to be used by subsequent BLAS calls. // The default implementation is // gonum.org/v1/gonum/blas/gonum.Implementation. func Use(b blas.Float64) { blas64 = b } // Implementation returns the current BLAS float64 implementation. // // Implementation allows direct calls to the current the BLAS float64 implementation // giving finer control of parameters. func Implementation() blas.Float64 { return blas64 } // Vector represents a vector with an associated element increment. type Vector struct { N int Data []float64 Inc int } // General represents a matrix using the conventional storage scheme. type General struct { Rows, Cols int Data []float64 Stride int } // Band represents a band matrix using the band storage scheme. type Band struct { Rows, Cols int KL, KU int Data []float64 Stride int } // Triangular represents a triangular matrix using the conventional storage scheme. type Triangular struct { Uplo blas.Uplo Diag blas.Diag N int Data []float64 Stride int } // TriangularBand represents a triangular matrix using the band storage scheme. type TriangularBand struct { Uplo blas.Uplo Diag blas.Diag N, K int Data []float64 Stride int } // TriangularPacked represents a triangular matrix using the packed storage scheme. type TriangularPacked struct { Uplo blas.Uplo Diag blas.Diag N int Data []float64 } // Symmetric represents a symmetric matrix using the conventional storage scheme. type Symmetric struct { Uplo blas.Uplo N int Data []float64 Stride int } // SymmetricBand represents a symmetric matrix using the band storage scheme. type SymmetricBand struct { Uplo blas.Uplo N, K int Data []float64 Stride int } // SymmetricPacked represents a symmetric matrix using the packed storage scheme. type SymmetricPacked struct { Uplo blas.Uplo N int Data []float64 } // Level 1 const ( negInc = "blas64: negative vector increment" badLength = "blas64: vector length mismatch" ) // Dot computes the dot product of the two vectors: // \sum_i x[i]*y[i]. // Dot will panic if the lengths of x and y do not match. func Dot(x, y Vector) float64 { if x.N != y.N { panic(badLength) } return blas64.Ddot(x.N, x.Data, x.Inc, y.Data, y.Inc) } // Nrm2 computes the Euclidean norm of the vector x: // sqrt(\sum_i x[i]*x[i]). // // Nrm2 will panic if the vector increment is negative. func Nrm2(x Vector) float64 { if x.Inc < 0 { panic(negInc) } return blas64.Dnrm2(x.N, x.Data, x.Inc) } // Asum computes the sum of the absolute values of the elements of x: // \sum_i |x[i]|. // // Asum will panic if the vector increment is negative. func Asum(x Vector) float64 { if x.Inc < 0 { panic(negInc) } return blas64.Dasum(x.N, x.Data, x.Inc) } // Iamax returns the index of an element of x with the largest absolute value. // If there are multiple such indices the earliest is returned. // Iamax returns -1 if n == 0. // // Iamax will panic if the vector increment is negative. func Iamax(x Vector) int { if x.Inc < 0 { panic(negInc) } return blas64.Idamax(x.N, x.Data, x.Inc) } // Swap exchanges the elements of the two vectors: // x[i], y[i] = y[i], x[i] for all i. // Swap will panic if the lengths of x and y do not match. func Swap(x, y Vector) { if x.N != y.N { panic(badLength) } blas64.Dswap(x.N, x.Data, x.Inc, y.Data, y.Inc) } // Copy copies the elements of x into the elements of y: // y[i] = x[i] for all i. // Copy will panic if the lengths of x and y do not match. func Copy(x, y Vector) { if x.N != y.N { panic(badLength) } blas64.Dcopy(x.N, x.Data, x.Inc, y.Data, y.Inc) } // Axpy adds x scaled by alpha to y: // y[i] += alpha*x[i] for all i. // Axpy will panic if the lengths of x and y do not match. func Axpy(alpha float64, x, y Vector) { if x.N != y.N { panic(badLength) } blas64.Daxpy(x.N, alpha, x.Data, x.Inc, y.Data, y.Inc) } // Rotg computes the parameters of a Givens plane rotation so that // ⎡ c s⎤ ⎡a⎤ ⎡r⎤ // ⎣-s c⎦ * ⎣b⎦ = ⎣0⎦ // where a and b are the Cartesian coordinates of a given point. // c, s, and r are defined as // r = ±Sqrt(a^2 + b^2), // c = a/r, the cosine of the rotation angle, // s = a/r, the sine of the rotation angle, // and z is defined such that // if |a| > |b|, z = s, // otherwise if c != 0, z = 1/c, // otherwise z = 1. func Rotg(a, b float64) (c, s, r, z float64) { return blas64.Drotg(a, b) } // Rotmg computes the modified Givens rotation. See // http://www.netlib.org/lapack/explore-html/df/deb/drotmg_8f.html // for more details. func Rotmg(d1, d2, b1, b2 float64) (p blas.DrotmParams, rd1, rd2, rb1 float64) { return blas64.Drotmg(d1, d2, b1, b2) } // Rot applies a plane transformation to n points represented by the vectors x // and y: // x[i] = c*x[i] + s*y[i], // y[i] = -s*x[i] + c*y[i], for all i. func Rot(x, y Vector, c, s float64) { if x.N != y.N { panic(badLength) } blas64.Drot(x.N, x.Data, x.Inc, y.Data, y.Inc, c, s) } // Rotm applies the modified Givens rotation to n points represented by the // vectors x and y. func Rotm(x, y Vector, p blas.DrotmParams) { if x.N != y.N { panic(badLength) } blas64.Drotm(x.N, x.Data, x.Inc, y.Data, y.Inc, p) } // Scal scales the vector x by alpha: // x[i] *= alpha for all i. // // Scal will panic if the vector increment is negative. func Scal(alpha float64, x Vector) { if x.Inc < 0 { panic(negInc) } blas64.Dscal(x.N, alpha, x.Data, x.Inc) } // Level 2 // Gemv computes // y = alpha * A * x + beta * y if t == blas.NoTrans, // y = alpha * Aᵀ * x + beta * y if t == blas.Trans or blas.ConjTrans, // where A is an m×n dense matrix, x and y are vectors, and alpha and beta are scalars. func Gemv(t blas.Transpose, alpha float64, a General, x Vector, beta float64, y Vector) { blas64.Dgemv(t, a.Rows, a.Cols, alpha, a.Data, a.Stride, x.Data, x.Inc, beta, y.Data, y.Inc) } // Gbmv computes // y = alpha * A * x + beta * y if t == blas.NoTrans, // y = alpha * Aᵀ * x + beta * y if t == blas.Trans or blas.ConjTrans, // where A is an m×n band matrix, x and y are vectors, and alpha and beta are scalars. func Gbmv(t blas.Transpose, alpha float64, a Band, x Vector, beta float64, y Vector) { blas64.Dgbmv(t, a.Rows, a.Cols, a.KL, a.KU, alpha, a.Data, a.Stride, x.Data, x.Inc, beta, y.Data, y.Inc) } // Trmv computes // x = A * x if t == blas.NoTrans, // x = Aᵀ * x if t == blas.Trans or blas.ConjTrans, // where A is an n×n triangular matrix, and x is a vector. func Trmv(t blas.Transpose, a Triangular, x Vector) { blas64.Dtrmv(a.Uplo, t, a.Diag, a.N, a.Data, a.Stride, x.Data, x.Inc) } // Tbmv computes // x = A * x if t == blas.NoTrans, // x = Aᵀ * x if t == blas.Trans or blas.ConjTrans, // where A is an n×n triangular band matrix, and x is a vector. func Tbmv(t blas.Transpose, a TriangularBand, x Vector) { blas64.Dtbmv(a.Uplo, t, a.Diag, a.N, a.K, a.Data, a.Stride, x.Data, x.Inc) } // Tpmv computes // x = A * x if t == blas.NoTrans, // x = Aᵀ * x if t == blas.Trans or blas.ConjTrans, // where A is an n×n triangular matrix in packed format, and x is a vector. func Tpmv(t blas.Transpose, a TriangularPacked, x Vector) { blas64.Dtpmv(a.Uplo, t, a.Diag, a.N, a.Data, x.Data, x.Inc) } // Trsv solves // A * x = b if t == blas.NoTrans, // Aᵀ * x = b if t == blas.Trans or blas.ConjTrans, // where A is an n×n triangular matrix, and x and b are vectors. // // At entry to the function, x contains the values of b, and the result is // stored in-place into x. // // No test for singularity or near-singularity is included in this // routine. Such tests must be performed before calling this routine. func Trsv(t blas.Transpose, a Triangular, x Vector) { blas64.Dtrsv(a.Uplo, t, a.Diag, a.N, a.Data, a.Stride, x.Data, x.Inc) } // Tbsv solves // A * x = b if t == blas.NoTrans, // Aᵀ * x = b if t == blas.Trans or blas.ConjTrans, // where A is an n×n triangular band matrix, and x and b are vectors. // // At entry to the function, x contains the values of b, and the result is // stored in place into x. // // No test for singularity or near-singularity is included in this // routine. Such tests must be performed before calling this routine. func Tbsv(t blas.Transpose, a TriangularBand, x Vector) { blas64.Dtbsv(a.Uplo, t, a.Diag, a.N, a.K, a.Data, a.Stride, x.Data, x.Inc) } // Tpsv solves // A * x = b if t == blas.NoTrans, // Aᵀ * x = b if t == blas.Trans or blas.ConjTrans, // where A is an n×n triangular matrix in packed format, and x and b are // vectors. // // At entry to the function, x contains the values of b, and the result is // stored in place into x. // // No test for singularity or near-singularity is included in this // routine. Such tests must be performed before calling this routine. func Tpsv(t blas.Transpose, a TriangularPacked, x Vector) { blas64.Dtpsv(a.Uplo, t, a.Diag, a.N, a.Data, x.Data, x.Inc) } // Symv computes // y = alpha * A * x + beta * y, // where A is an n×n symmetric matrix, x and y are vectors, and alpha and // beta are scalars. func Symv(alpha float64, a Symmetric, x Vector, beta float64, y Vector) { blas64.Dsymv(a.Uplo, a.N, alpha, a.Data, a.Stride, x.Data, x.Inc, beta, y.Data, y.Inc) } // Sbmv performs // y = alpha * A * x + beta * y, // where A is an n×n symmetric band matrix, x and y are vectors, and alpha // and beta are scalars. func Sbmv(alpha float64, a SymmetricBand, x Vector, beta float64, y Vector) { blas64.Dsbmv(a.Uplo, a.N, a.K, alpha, a.Data, a.Stride, x.Data, x.Inc, beta, y.Data, y.Inc) } // Spmv performs // y = alpha * A * x + beta * y, // where A is an n×n symmetric matrix in packed format, x and y are vectors, // and alpha and beta are scalars. func Spmv(alpha float64, a SymmetricPacked, x Vector, beta float64, y Vector) { blas64.Dspmv(a.Uplo, a.N, alpha, a.Data, x.Data, x.Inc, beta, y.Data, y.Inc) } // Ger performs a rank-1 update // A += alpha * x * yᵀ, // where A is an m×n dense matrix, x and y are vectors, and alpha is a scalar. func Ger(alpha float64, x, y Vector, a General) { blas64.Dger(a.Rows, a.Cols, alpha, x.Data, x.Inc, y.Data, y.Inc, a.Data, a.Stride) } // Syr performs a rank-1 update // A += alpha * x * xᵀ, // where A is an n×n symmetric matrix, x is a vector, and alpha is a scalar. func Syr(alpha float64, x Vector, a Symmetric) { blas64.Dsyr(a.Uplo, a.N, alpha, x.Data, x.Inc, a.Data, a.Stride) } // Spr performs the rank-1 update // A += alpha * x * xᵀ, // where A is an n×n symmetric matrix in packed format, x is a vector, and // alpha is a scalar. func Spr(alpha float64, x Vector, a SymmetricPacked) { blas64.Dspr(a.Uplo, a.N, alpha, x.Data, x.Inc, a.Data) } // Syr2 performs a rank-2 update // A += alpha * x * yᵀ + alpha * y * xᵀ, // where A is a symmetric n×n matrix, x and y are vectors, and alpha is a scalar. func Syr2(alpha float64, x, y Vector, a Symmetric) { blas64.Dsyr2(a.Uplo, a.N, alpha, x.Data, x.Inc, y.Data, y.Inc, a.Data, a.Stride) } // Spr2 performs a rank-2 update // A += alpha * x * yᵀ + alpha * y * xᵀ, // where A is an n×n symmetric matrix in packed format, x and y are vectors, // and alpha is a scalar. func Spr2(alpha float64, x, y Vector, a SymmetricPacked) { blas64.Dspr2(a.Uplo, a.N, alpha, x.Data, x.Inc, y.Data, y.Inc, a.Data) } // Level 3 // Gemm computes // C = alpha * A * B + beta * C, // where A, B, and C are dense matrices, and alpha and beta are scalars. // tA and tB specify whether A or B are transposed. func Gemm(tA, tB blas.Transpose, alpha float64, a, b General, beta float64, c General) { var m, n, k int if tA == blas.NoTrans { m, k = a.Rows, a.Cols } else { m, k = a.Cols, a.Rows } if tB == blas.NoTrans { n = b.Cols } else { n = b.Rows } blas64.Dgemm(tA, tB, m, n, k, alpha, a.Data, a.Stride, b.Data, b.Stride, beta, c.Data, c.Stride) } // Symm performs // C = alpha * A * B + beta * C if s == blas.Left, // C = alpha * B * A + beta * C if s == blas.Right, // where A is an n×n or m×m symmetric matrix, B and C are m×n matrices, and // alpha is a scalar. func Symm(s blas.Side, alpha float64, a Symmetric, b General, beta float64, c General) { var m, n int if s == blas.Left { m, n = a.N, b.Cols } else { m, n = b.Rows, a.N } blas64.Dsymm(s, a.Uplo, m, n, alpha, a.Data, a.Stride, b.Data, b.Stride, beta, c.Data, c.Stride) } // Syrk performs a symmetric rank-k update // C = alpha * A * Aᵀ + beta * C if t == blas.NoTrans, // C = alpha * Aᵀ * A + beta * C if t == blas.Trans or blas.ConjTrans, // where C is an n×n symmetric matrix, A is an n×k matrix if t == blas.NoTrans and // a k×n matrix otherwise, and alpha and beta are scalars. func Syrk(t blas.Transpose, alpha float64, a General, beta float64, c Symmetric) { var n, k int if t == blas.NoTrans { n, k = a.Rows, a.Cols } else { n, k = a.Cols, a.Rows } blas64.Dsyrk(c.Uplo, t, n, k, alpha, a.Data, a.Stride, beta, c.Data, c.Stride) } // Syr2k performs a symmetric rank-2k update // C = alpha * A * Bᵀ + alpha * B * Aᵀ + beta * C if t == blas.NoTrans, // C = alpha * Aᵀ * B + alpha * Bᵀ * A + beta * C if t == blas.Trans or blas.ConjTrans, // where C is an n×n symmetric matrix, A and B are n×k matrices if t == NoTrans // and k×n matrices otherwise, and alpha and beta are scalars. func Syr2k(t blas.Transpose, alpha float64, a, b General, beta float64, c Symmetric) { var n, k int if t == blas.NoTrans { n, k = a.Rows, a.Cols } else { n, k = a.Cols, a.Rows } blas64.Dsyr2k(c.Uplo, t, n, k, alpha, a.Data, a.Stride, b.Data, b.Stride, beta, c.Data, c.Stride) } // Trmm performs // B = alpha * A * B if tA == blas.NoTrans and s == blas.Left, // B = alpha * Aᵀ * B if tA == blas.Trans or blas.ConjTrans, and s == blas.Left, // B = alpha * B * A if tA == blas.NoTrans and s == blas.Right, // B = alpha * B * Aᵀ if tA == blas.Trans or blas.ConjTrans, and s == blas.Right, // where A is an n×n or m×m triangular matrix, B is an m×n matrix, and alpha is // a scalar. func Trmm(s blas.Side, tA blas.Transpose, alpha float64, a Triangular, b General) { blas64.Dtrmm(s, a.Uplo, tA, a.Diag, b.Rows, b.Cols, alpha, a.Data, a.Stride, b.Data, b.Stride) } // Trsm solves // A * X = alpha * B if tA == blas.NoTrans and s == blas.Left, // Aᵀ * X = alpha * B if tA == blas.Trans or blas.ConjTrans, and s == blas.Left, // X * A = alpha * B if tA == blas.NoTrans and s == blas.Right, // X * Aᵀ = alpha * B if tA == blas.Trans or blas.ConjTrans, and s == blas.Right, // where A is an n×n or m×m triangular matrix, X and B are m×n matrices, and // alpha is a scalar. // // At entry to the function, X contains the values of B, and the result is // stored in-place into X. // // No check is made that A is invertible. func Trsm(s blas.Side, tA blas.Transpose, alpha float64, a Triangular, b General) { blas64.Dtrsm(s, a.Uplo, tA, a.Diag, b.Rows, b.Cols, alpha, a.Data, a.Stride, b.Data, b.Stride) }