// 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 provides a simple interface to the float64 BLAS API. package blas64 import ( "github.com/gonum/blas" "github.com/gonum/blas/native" ) var blas64 blas.Float64 = native.Implementation{} // Use sets the BLAS float64 implementation to be used by subsequent BLAS calls. // The default implementation is native.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 { Inc int Data []float64 } // General represents a matrix using the conventional storage scheme. type General struct { Rows, Cols int Stride int Data []float64 } // Band represents a band matrix using the band storage scheme. type Band struct { Rows, Cols int KL, KU int Stride int Data []float64 } // Triangular represents a triangular matrix using the conventional storage scheme. type Triangular struct { N int Stride int Data []float64 Uplo blas.Uplo Diag blas.Diag } // TriangularBand represents a triangular matrix using the band storage scheme. type TriangularBand struct { N, K int Stride int Data []float64 Uplo blas.Uplo Diag blas.Diag } // TriangularPacked represents a triangular matrix using the packed storage scheme. type TriangularPacked struct { N int Data []float64 Uplo blas.Uplo Diag blas.Diag } // Symmetric represents a symmetric matrix using the conventional storage scheme. type Symmetric struct { N int Stride int Data []float64 Uplo blas.Uplo } // SymmetricBand represents a symmetric matrix using the band storage scheme. type SymmetricBand struct { N, K int Stride int Data []float64 Uplo blas.Uplo } // SymmetricPacked represents a symmetric matrix using the packed storage scheme. type SymmetricPacked struct { N int Data []float64 Uplo blas.Uplo } // Level 1 const negInc = "blas64: negative vector increment" // Dot computes the dot product of the two vectors // \sum_i x[i]*y[i] func Dot(n int, x, y Vector) float64 { return blas64.Ddot(n, x.Data, x.Inc, y.Data, y.Inc) } // Nrm2 computes the Euclidean norm of a vector, // sqrt(\sum_i x[i] * x[i]). // // Nrm2 will panic if the vector increment is negative. func Nrm2(n int, x Vector) float64 { if x.Inc < 0 { panic(negInc) } return blas64.Dnrm2(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(n int, x Vector) float64 { if x.Inc < 0 { panic(negInc) } return blas64.Dasum(n, x.Data, x.Inc) } // Iamax returns the index of the largest element of x. 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(n int, x Vector) int { if x.Inc < 0 { panic(negInc) } return blas64.Idamax(n, x.Data, x.Inc) } // Swap exchanges the elements of two vectors. // x[i], y[i] = y[i], x[i] for all i func Swap(n int, x, y Vector) { blas64.Dswap(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 func Copy(n int, x, y Vector) { blas64.Dcopy(n, x.Data, x.Inc, y.Data, y.Inc) } // Axpy adds alpha times x to y // y[i] += alpha * x[i] for all i func Axpy(n int, alpha float64, x, y Vector) { blas64.Daxpy(n, alpha, x.Data, x.Inc, y.Data, y.Inc) } // Rotg computes the plane rotation // _ _ _ _ _ _ // | c s | | a | | r | // | -s c | * | b | = | 0 | // ‾ ‾ ‾ ‾ ‾ ‾ // where // r = ±(a^2 + b^2) // c = a/r, the cosine of the plane rotation // s = b/r, the sine of the plane rotation 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. // x[i] = c * x[i] + s * y[i] // y[i] = c * y[i] - s * x[i] func Rot(n int, x, y Vector, c, s float64) { blas64.Drot(n, x.Data, x.Inc, y.Data, y.Inc, c, s) } // Rotm applies the modified Givens rotation to the 2×n matrix. func Rotm(n int, x, y Vector, p blas.DrotmParams) { blas64.Drotm(n, x.Data, x.Inc, y.Data, y.Inc, p) } // Scal scales x by alpha. // x[i] *= alpha // // Scal will panic if the vector increment is negative func Scal(n int, alpha float64, x Vector) { if x.Inc < 0 { panic(negInc) } blas64.Dscal(n, alpha, x.Data, x.Inc) } // Level 2 // Gemv computes // y = alpha * a * x + beta * y if tA = blas.NoTrans // y = alpha * A^T * x + beta * y if tA = blas.Trans or blas.ConjTrans // where A is an m×n dense matrix, x and y are vectors, and alpha is a scalar. func Gemv(tA blas.Transpose, alpha float64, a General, x Vector, beta float64, y Vector) { blas64.Dgemv(tA, 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 tA == blas.NoTrans // y = alpha * A^T * x + beta * y if tA == blas.Trans or blas.ConjTrans // where a is an m×n band matrix kL subdiagonals and kU super-diagonals, and // m and n refer to the size of the full dense matrix it represents. // x and y are vectors, and alpha and beta are scalars. func Gbmv(tA blas.Transpose, alpha float64, a Band, x Vector, beta float64, y Vector) { blas64.Dgbmv(tA, 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 tA == blas.NoTrans // x = A^T * x if tA == blas.Trans or blas.ConjTrans // A is an n×n Triangular matrix and x is a vector. func Trmv(tA blas.Transpose, a Triangular, x Vector) { blas64.Dtrmv(a.Uplo, tA, a.Diag, a.N, a.Data, a.Stride, x.Data, x.Inc) } // Tbmv computes // x = A * x if tA == blas.NoTrans // x = A^T * x if tA == blas.Trans or blas.ConjTrans // where A is an n×n triangular banded matrix with k diagonals, and x is a vector. func Tbmv(tA blas.Transpose, a TriangularBand, x Vector) { blas64.Dtbmv(a.Uplo, tA, a.Diag, a.N, a.K, a.Data, a.Stride, x.Data, x.Inc) } // Tpmv computes // x = A * x if tA == blas.NoTrans // x = A^T * x if tA == blas.Trans or blas.ConjTrans // where A is an n×n unit triangular matrix in packed format, and x is a vector. func Tpmv(tA blas.Transpose, a TriangularPacked, x Vector) { blas64.Dtpmv(a.Uplo, tA, a.Diag, a.N, a.Data, x.Data, x.Inc) } // Trsv solves // A * x = b if tA == blas.NoTrans // A^T * x = b if tA == blas.Trans or blas.ConjTrans // A is an n×n triangular matrix and x is a vector. // 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(tA blas.Transpose, a Triangular, x Vector) { blas64.Dtrsv(a.Uplo, tA, a.Diag, a.N, a.Data, a.Stride, x.Data, x.Inc) } // Tbsv solves // A * x = b // where A is an n×n triangular banded matrix with k diagonals in packed format, // and x is a vector. // 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(tA blas.Transpose, a TriangularBand, x Vector) { blas64.Dtbsv(a.Uplo, tA, a.Diag, a.N, a.K, a.Data, a.Stride, x.Data, x.Inc) } // Tpsv solves // A * x = b if tA == blas.NoTrans // A^T * x = b if tA == blas.Trans or blas.ConjTrans // where A is an n×n triangular matrix in packed format and x is a vector. // 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(tA blas.Transpose, a TriangularPacked, x Vector) { blas64.Dtpsv(a.Uplo, tA, 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 banded 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 the rank-one operation // A += alpha * x * y^T // 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 the rank-one update // a += alpha * x * x^T // where a is an n×n symmetric matrix, and x is a vector. func Syr(alpha float64, x Vector, a Symmetric) { blas64.Dsyr(a.Uplo, a.N, alpha, x.Data, x.Inc, a.Data, a.Stride) } // Spr computes the rank-one operation // a += alpha * x * x^T // 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 the symmetric rank-two update // A += alpha * x * y^T + alpha * y * x^T // 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 the symmetric rank-2 update // a += alpha * x * y^T + alpha * y * x^T // where a is an n×n symmetric matirx in packed format and x and y are vectors. 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 = beta * C + alpha * A * B. // tA and tB specify whether A or B are transposed. A, B, and C are m×n dense // matrices. 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 one of // C = alpha * A * B + beta * C if side == blas.Left // C = alpha * B * A + beta * C if side == blas.Right // where A is an n×n 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 the symmetric rank-k operation // C = alpha * A * A^T + beta*C // C is an n×n symmetric matrix. A is an n×k matrix if tA == blas.NoTrans, and // a k×n matrix otherwise. 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 the symmetric rank 2k operation // C = alpha * A * B^T + alpha * B * A^T + beta * C // where C is an n×n symmetric matrix. A and B are n×k matrices if // tA == NoTrans and k×n otherwise. 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 side == blas.Left // B = alpha * A^T * B if tA == blas.Trans or blas.ConjTrans, and side == blas.Left // B = alpha * B * A if tA == blas.NoTrans and side == blas.Right // B = alpha * B * A^T if tA == blas.Trans or blas.ConjTrans, and side == blas.Right // where A is an n×n triangular matrix, and B is an m×n matrix. 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 side == blas.Left // A^T * X = alpha * B if tA == blas.Trans or blas.ConjTrans, and side == blas.Left // X * A = alpha * B if tA == blas.NoTrans side == blas.Right // X * A^T = alpha * B if tA == blas.Trans or blas.ConjTrans, and side == blas.Right // where A is an n×n triangular matrix, x is an m×n matrix, 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) }