#include <Teuchos_LAPACK.hpp>
Public Member Functions | |
Constructors/Destructors. | |
| LAPACK (void) | |
| Default Constructor. | |
| LAPACK (const LAPACK< OrdinalType, ScalarType > &lapack) | |
| Copy Constructor. | |
| virtual | ~LAPACK (void) |
| Destructor. | |
Symmetric Positive Definite Linear System Routines. | |
| void | PTTRF (const OrdinalType n, ScalarType *d, ScalarType *e, OrdinalType *info) const |
Computes the L*D*L' factorization of a Hermitian/symmetric positive definite tridiagonal matrix A. | |
| void | PTTRS (const OrdinalType n, const OrdinalType nrhs, const ScalarType *d, const ScalarType *e, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a tridiagonal system A*X=B using the *D*L' factorization of A computed by PTTRF. | |
| void | POTRF (const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *info) const |
Computes Cholesky factorization of a real symmetric positive definite matrix A. | |
| void | POTRS (const char UPLO, const OrdinalType n, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a system of linear equations A*X=B, where A is a symmetric positive definite matrix factored by POTRF and the nrhs solutions are returned in B. | |
| void | POTRI (const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *info) const |
Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A from POTRF. | |
| void | POCON (const char UPLO, const OrdinalType n, const ScalarType *A, const OrdinalType lda, const ScalarType anorm, ScalarType *rcond, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
Estimates the reciprocal of the condition number (1-norm) of a real symmetric positive definite matrix A using the Cholesky factorization from POTRF. | |
| void | POSV (const char UPLO, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Computes the solution to a real system of linear equations A*X=B, where A is a symmetric positive definite matrix and the nrhs solutions are returned in B. | |
| void | POEQU (const OrdinalType n, const ScalarType *A, const OrdinalType lda, ScalarType *S, ScalarType *scond, ScalarType *amax, OrdinalType *info) const |
Computes row and column scalings intended to equilibrate a symmetric positive definite matrix A and reduce its condition number (w.r.t. 2-norm). | |
| void | PORFS (const char UPLO, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, const ScalarType *AF, const OrdinalType ldaf, const ScalarType *B, const OrdinalType ldb, ScalarType *X, const OrdinalType ldx, ScalarType *FERR, ScalarType *BERR, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
| Improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite, and provides error bounds and backward error estimates for the solution. | |
| void | POSVX (const char FACT, const char UPLO, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *AF, const OrdinalType ldaf, char EQUED, ScalarType *S, ScalarType *B, const OrdinalType ldb, ScalarType *X, const OrdinalType ldx, ScalarType *rcond, ScalarType *FERR, ScalarType *BERR, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
Uses the Cholesky factorization to compute the solution to a real system of linear equations A*X=B, where A is symmetric positive definite. System can be equilibrated by POEQU and iteratively refined by PORFS, if requested. | |
General Linear System Routines. | |
| void | GELS (const char TRANS, const OrdinalType m, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Solves an over/underdetermined real m by n linear system A using QR or LQ factorization of A. | |
| void | GEQRF (const OrdinalType m, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes a QR factorization of a general m by n matrix A. | |
| void | GETRF (const OrdinalType m, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *IPIV, OrdinalType *info) const |
Computes an LU factorization of a general m by n matrix A using partial pivoting with row interchanges. | |
| void | GETRS (const char TRANS, const OrdinalType n, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, const OrdinalType *IPIV, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a system of linear equations A*X=B or A'*X=B with a general n by n matrix A using the LU factorization computed by GETRF. | |
| void | GTTRF (const OrdinalType n, ScalarType *dl, ScalarType *d, ScalarType *du, ScalarType *du2, OrdinalType *IPIV, OrdinalType *info) const |
Computes an LU factorization of a n by n matrix tridiagonal matrix A using partial pivoting with row interchanges. | |
| void | GTTRS (const char TRANS, const OrdinalType n, const OrdinalType nrhs, const ScalarType *dl, const ScalarType *d, const ScalarType *du, const ScalarType *du2, const OrdinalType *IPIV, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a system of linear equations A*X=B or A'*X=B or A^H*X=B with a tridiagonal matrix A using the LU factorization computed by GTTRF. | |
| void | GETRI (const OrdinalType n, ScalarType *A, const OrdinalType lda, const OrdinalType *IPIV, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes the inverse of a matrix A using the LU factorization computed by GETRF. | |
| void | GECON (const char NORM, const OrdinalType n, const ScalarType *A, const OrdinalType lda, const ScalarType anorm, ScalarType *rcond, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
Estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by GETRF. | |
| void | GESV (const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, OrdinalType *IPIV, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Computes the solution to a real system of linear equations A*X=B, where A is factored through GETRF and the nrhs solutions are computed through GETRS. | |
| void | GEEQU (const OrdinalType m, const OrdinalType n, const ScalarType *A, const OrdinalType lda, ScalarType *R, ScalarType *C, ScalarType *rowcond, ScalarType *colcond, ScalarType *amax, OrdinalType *info) const |
Computes row and column scalings intended to equilibrate an m by n matrix A and reduce its condition number. | |
| void | GERFS (const char TRANS, const OrdinalType n, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, const ScalarType *AF, const OrdinalType ldaf, const OrdinalType *IPIV, const ScalarType *B, const OrdinalType ldb, ScalarType *X, const OrdinalType ldx, ScalarType *FERR, ScalarType *BERR, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
| Improves the computed solution to a system of linear equations and provides error bounds and backward error estimates for the solution. Use after GETRF/GETRS. | |
| void | GESVX (const char FACT, const char TRANS, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *AF, const OrdinalType ldaf, OrdinalType *IPIV, char EQUED, ScalarType *R, ScalarType *C, ScalarType *B, const OrdinalType ldb, ScalarType *X, const OrdinalType ldx, ScalarType *rcond, ScalarType *FERR, ScalarType *BERR, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
Uses the LU factorization to compute the solution to a real system of linear equations A*X=B, returning error bounds on the solution and a condition estimate. | |
| void | SYTRD (const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *D, ScalarType *E, ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Reduces a real symmetric matrix A to tridiagonal form by orthogonal similarity transformations. | |
| void | GEHRD (const OrdinalType n, const OrdinalType ilo, const OrdinalType ihi, ScalarType *A, const OrdinalType lda, ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Reduces a real general matrix A to upper Hessenberg form by orthogonal similarity transformations. | |
| void | TRTRS (const char UPLO, const char TRANS, const char DIAG, const OrdinalType n, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a triangular linear system of the form A*X=B or A**T*X=B, where A is a triangular matrix. | |
Symmetric Eigenproblem Routines | |
| void | SPEV (const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *AP, ScalarType *W, ScalarType *Z, const OrdinalType ldz, ScalarType *WORK, OrdinalType *info) const |
Computes the eigenvalues and, optionally, eigenvectors of a symmetric n by n matrix A in packed storage. | |
| void | SYEV (const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *W, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes all the eigenvalues and, optionally, eigenvectors of a symmetric n by n matrix A. | |
| void | SYGV (const OrdinalType itype, const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, ScalarType *W, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes all the eigenvalues and, optionally, eigenvectors of a symmetric n by n matrix pencil {A,B}, where A is symmetric and B is symmetric positive-definite. | |
| void | HEEV (const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, MagnitudeType *W, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *info) const |
Computes all the eigenvalues and, optionally, eigenvectors of a Hermitian n by n matrix A. | |
| void | HEGV (const OrdinalType itype, const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, MagnitudeType *W, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *info) const |
Computes all the eigenvalues and, optionally, eigenvectors of a generalized Hermitian-definite n by n matrix pencil {A,B}, where A is Hermitian and B is Hermitian positive-definite. | |
| void | STEQR (const char COMPZ, const OrdinalType n, ScalarType *D, ScalarType *E, ScalarType *Z, const OrdinalType ldz, ScalarType *WORK, OrdinalType *info) const |
Computes the eigenvalues and, optionally, eigenvectors of a symmetric tridiagonal n by n matrix A using implicit QL/QR. The eigenvectors can only be computed if A was reduced to tridiagonal form by SYTRD. | |
Hessenberg Eigenproblem Routines | |
| void | HSEQR (const char JOB, const char COMPZ, const OrdinalType n, const OrdinalType ilo, const OrdinalType ihi, ScalarType *H, const OrdinalType ldh, ScalarType *WR, ScalarType *WI, ScalarType *Z, const OrdinalType ldz, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes the eigenvalues of a real upper Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition, where T is an upper quasi-triangular matrix and Z contains the Schur vectors. | |
| void | GEES (const char JOBVS, const char SORT, OrdinalType(*ptr2func)(ScalarType *, ScalarType *), const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *sdim, ScalarType *WR, ScalarType *WI, ScalarType *VS, const OrdinalType ldvs, ScalarType *WORK, const OrdinalType lwork, OrdinalType *BWORK, OrdinalType *info) const |
| void | GEES (const char JOBVS, const char SORT, OrdinalType(*ptr2func)(ScalarType *), const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *sdim, ScalarType *W, ScalarType *VS, const OrdinalType ldvs, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *BWORK, OrdinalType *info) const |
| void | GEES (const char JOBVS, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *sdim, MagnitudeType *WR, MagnitudeType *WI, ScalarType *VS, const OrdinalType ldvs, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *BWORK, OrdinalType *info) const |
| void | GEEV (const char JOBVL, const char JOBVR, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *WR, ScalarType *WI, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes for an n by n real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. | |
Orthogonal matrix routines | |
| void | ORMQR (const char SIDE, const char TRANS, const OrdinalType m, const OrdinalType n, const OrdinalType k, ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *C, const OrdinalType ldc, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Overwrites the general real matrix m by n matrix C with the product of C and Q, which is the product of k elementary reflectors, as returned by GEQRF. | |
| void | ORGQR (const OrdinalType m, const OrdinalType n, const OrdinalType k, ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Generates an m by n matrix Q with orthonormal columns which is defined as the first columns of a product of k elementary reflectors of order m, as returned by GEQRF. | |
| void | UNGQR (const OrdinalType m, const OrdinalType n, const OrdinalType k, ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Generates an m by n matrix Q with orthonormal columns which is defined as the first columns of a product of k elementary reflectors of order m, as returned by GEQRF. | |
| void | ORGHR (const OrdinalType n, const OrdinalType ilo, const OrdinalType ihi, ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Generates a real orthogonal matrix Q which is the product of ihi-ilo elementary reflectors of order n, as returned by GEHRD. On return Q is stored in A. | |
| void | ORMHR (const char SIDE, const char TRANS, const OrdinalType m, const OrdinalType n, const OrdinalType ilo, const OrdinalType ihi, const ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *C, const OrdinalType ldc, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Overwrites the general real m by n matrix C with the product of C and Q, which is a product of ihi-ilo elementary reflectors, as returned by GEHRD. | |
Triangular Matrix Routines | |
| void | TREVC (const char SIDE, const char HOWMNY, OrdinalType(*ptr2func)(ScalarType *, ScalarType *), const OrdinalType n, const ScalarType *T, const OrdinalType ldt, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, const OrdinalType mm, OrdinalType *m, ScalarType *WORK, OrdinalType *info) const |
| void | TREVC (const char SIDE, const char HOWMNY, OrdinalType(*ptr2func)(ScalarType *), const OrdinalType n, const ScalarType *T, const OrdinalType ldt, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, const OrdinalType mm, OrdinalType *m, ScalarType *WORK, MagnitudeType *RWORK, OrdinalType *info) const |
| void | TREVC (const char SIDE, const OrdinalType n, const ScalarType *T, const OrdinalType ldt, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, const OrdinalType mm, OrdinalType *m, ScalarType *WORK, MagnitudeType *RWORK, OrdinalType *info) const |
| void | TREXC (const char COMPQ, const OrdinalType n, ScalarType *T, const OrdinalType ldt, ScalarType *Q, const OrdinalType ldq, OrdinalType ifst, OrdinalType ilst, ScalarType *WORK, OrdinalType *info) const |
Rotation/Reflection generators | |
| void | LARTG (const ScalarType f, const ScalarType g, MagnitudeType *c, ScalarType *s, ScalarType *r) const |
| Generates a plane rotation that zeros out the second component of the input vector. | |
| void | LARFG (const OrdinalType n, ScalarType *alpha, ScalarType *x, const OrdinalType incx, ScalarType *tau) const |
Generates an elementary reflector of order n that zeros out the last n-1 components of the input vector. | |
Random number generators | |
| ScalarType | LARND (const OrdinalType idist, OrdinalType *seed) const |
| Returns a random number from a uniform or normal distribution. | |
| void | LARNV (const OrdinalType idist, OrdinalType *seed, const OrdinalType n, ScalarType *v) const |
| Returns a vector of random numbers from a chosen distribution. | |
Machine Characteristics Routines. | |
| ScalarType | LAMCH (const char CMACH) const |
| Determines machine parameters for floating point characteristics. | |
| OrdinalType | ILAENV (const OrdinalType ispec, const std::string &NAME, const std::string &OPTS, const OrdinalType N1=-1, const OrdinalType N2=-1, const OrdinalType N3=-1, const OrdinalType N4=-1) const |
| Chooses problem-dependent parameters for the local environment. | |
Miscellaneous Utilities. | |
| ScalarType | LAPY2 (const ScalarType x, const ScalarType y) const |
| Computes x^2 + y^2 safely, to avoid overflow. | |
The Teuchos::LAPACK class is a wrapper that encapsulates LAPACK (Linear Algebra Package). LAPACK provides portable, high- performance implementations of linear, eigen, SVD, etc solvers.
The standard LAPACK interface is Fortran-specific. Unfortunately, the interface between C++ and Fortran is not standard across all computer platforms. The Teuchos::LAPACK class provides C++ wrappers for the LAPACK kernels in order to insulate the rest of Teuchos from the details of C++ to Fortran translation. A Teuchos::LAPACK object is essentially nothing, but allows access to the LAPACK wrapper functions.
Teuchos::LAPACK is a serial interface only. This is appropriate since the standard LAPACK are only specified for serial execution (or shared memory parallel).
float and double.
--enable-teuchos-complex then these templates are specialized for scalar types complex<float> and complex<double> also.
http://www.netlib.org/lapack/ ).
Definition at line 101 of file Teuchos_LAPACK.hpp.
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Default Constructor.
Definition at line 111 of file Teuchos_LAPACK.hpp. |
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Copy Constructor.
Definition at line 114 of file Teuchos_LAPACK.hpp. |
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Destructor.
Definition at line 117 of file Teuchos_LAPACK.hpp. |
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Computes the
Definition at line 364 of file Teuchos_LAPACK.hpp. |
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Solves a tridiagonal system
Definition at line 370 of file Teuchos_LAPACK.hpp. |
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Computes Cholesky factorization of a real symmetric positive definite matrix
Definition at line 376 of file Teuchos_LAPACK.hpp. |
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Solves a system of linear equations
Definition at line 382 of file Teuchos_LAPACK.hpp. |
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Computes the inverse of a real symmetric positive definite matrix
Definition at line 388 of file Teuchos_LAPACK.hpp. |
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Estimates the reciprocal of the condition number (1-norm) of a real symmetric positive definite matrix
Definition at line 394 of file Teuchos_LAPACK.hpp. |
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Computes the solution to a real system of linear equations
Definition at line 400 of file Teuchos_LAPACK.hpp. |
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Computes row and column scalings intended to equilibrate a symmetric positive definite matrix
Definition at line 406 of file Teuchos_LAPACK.hpp. |
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Improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite, and provides error bounds and backward error estimates for the solution.
Definition at line 412 of file Teuchos_LAPACK.hpp. |
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Uses the Cholesky factorization to compute the solution to a real system of linear equations
Definition at line 418 of file Teuchos_LAPACK.hpp. |
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Solves an over/underdetermined real
Definition at line 424 of file Teuchos_LAPACK.hpp. |
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Computes a QR factorization of a general
Definition at line 430 of file Teuchos_LAPACK.hpp. |
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Computes an LU factorization of a general
Definition at line 436 of file Teuchos_LAPACK.hpp. |
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Solves a system of linear equations
Definition at line 442 of file Teuchos_LAPACK.hpp. |
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Computes an LU factorization of a
Definition at line 448 of file Teuchos_LAPACK.hpp. |
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Solves a system of linear equations
Definition at line 454 of file Teuchos_LAPACK.hpp. |
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Computes the inverse of a matrix
Definition at line 460 of file Teuchos_LAPACK.hpp. |
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Estimates the reciprocal of the condition number of a general real matrix
Definition at line 466 of file Teuchos_LAPACK.hpp. |
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Computes the solution to a real system of linear equations
Definition at line 472 of file Teuchos_LAPACK.hpp. |
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Computes row and column scalings intended to equilibrate an
Definition at line 478 of file Teuchos_LAPACK.hpp. |
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Improves the computed solution to a system of linear equations and provides error bounds and backward error estimates for the solution. Use after GETRF/GETRS.
Definition at line 484 of file Teuchos_LAPACK.hpp. |
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Uses the LU factorization to compute the solution to a real system of linear equations
Definition at line 490 of file Teuchos_LAPACK.hpp. |
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Reduces a real symmetric matrix
Definition at line 496 of file Teuchos_LAPACK.hpp. |
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Reduces a real general matrix
Definition at line 502 of file Teuchos_LAPACK.hpp. |
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Solves a triangular linear system of the form
Definition at line 508 of file Teuchos_LAPACK.hpp. |
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Computes the eigenvalues and, optionally, eigenvectors of a symmetric
Definition at line 514 of file Teuchos_LAPACK.hpp. |
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