https://github.com/JuliaLang/julia
Revision 4d8ca6b8d8c1b6e0b62f6dba5be4a71dca1c5f7b authored by Amit Murthy on 17 August 2015, 10:07:10 UTC, committed by Amit Murthy on 17 August 2015, 10:07:10 UTC
2 parent s d97d4fb + de8c7da
Raw File
Tip revision: 4d8ca6b8d8c1b6e0b62f6dba5be4a71dca1c5f7b authored by Amit Murthy on 17 August 2015, 10:07:10 UTC
Merge pull request #12658 from peter1000/patch-2
Tip revision: 4d8ca6b
linalg.jl
# This file is a part of Julia. License is MIT: http://julialang.org/license

module LinAlg

importall Base
importall ..Base.Operators
import Base: USE_BLAS64, size, copy, copy_transpose!, power_by_squaring,
             print_matrix, transpose!, unsafe_getindex, unsafe_setindex!,
             isapprox

export
# Modules
    LAPACK,
    BLAS,

# Types
    SymTridiagonal,
    Tridiagonal,
    Bidiagonal,
    Factorization,
    BunchKaufman,
    Cholesky,
    CholeskyPivoted,
    Eigen,
    GeneralizedEigen,
    GeneralizedSVD,
    GeneralizedSchur,
    Hessenberg,
    LU,
    LDLt,
    QR,
    QRPivoted,
    Schur,
    SVD,
    Hermitian,
    Symmetric,
    LowerTriangular,
    UpperTriangular,
    Diagonal,
    UniformScaling,

# Functions
    axpy!,
    bkfact,
    bkfact!,
    chol,
    cholfact,
    cholfact!,
    cond,
    condskeel,
    copy!,
    cross,
    ctranspose,
    det,
    diag,
    diagind,
    diagm,
    diff,
    dot,
    eig,
    eigfact,
    eigfact!,
    eigmax,
    eigmin,
    eigs,
    eigvals,
    eigvals!,
    eigvecs,
    expm,
    eye,
    factorize,
    givens,
    gradient,
    hessfact,
    hessfact!,
    isdiag,
    ishermitian,
    isposdef,
    isposdef!,
    issym,
    istril,
    istriu,
    kron,
    ldltfact!,
    ldltfact,
    linreg,
    logabsdet,
    logdet,
    logm,
    lu,
    lufact,
    lufact!,
    lyap,
    norm,
    nullspace,
    ordschur!,
    ordschur,
    peakflops,
    pinv,
    qr,
    qrfact!,
    qrfact,
    rank,
    scale,
    scale!,
    schur,
    schurfact!,
    schurfact,
    sqrtm,
    svd,
    svdfact!,
    svdfact,
    svds,
    svdvals!,
    svdvals,
    sylvester,
    trace,
    transpose,
    tril,
    triu,
    tril!,
    triu!,
    vecdot,
    vecnorm,

# Operators
    \,
    /,
    A_ldiv_B!,
    A_ldiv_Bc,
    A_ldiv_Bt,
    A_mul_B!,
    A_mul_Bc,
    A_mul_Bc!,
    A_mul_Bt,
    A_mul_Bt!,
    A_rdiv_Bc,
    A_rdiv_Bt,
    Ac_ldiv_B,
    Ac_ldiv_Bc,
    Ac_mul_B,
    Ac_mul_B!,
    Ac_mul_Bc,
    Ac_mul_Bc!,
    Ac_rdiv_B,
    Ac_rdiv_Bc,
    At_ldiv_B,
    At_ldiv_Bt,
    At_mul_B,
    At_mul_B!,
    At_mul_Bt,
    At_mul_Bt!,
    At_rdiv_B,
    At_rdiv_Bt,

# Constants
    I

typealias BlasFloat Union{Float64,Float32,Complex128,Complex64}
typealias BlasReal Union{Float64,Float32}
typealias BlasComplex Union{Complex128,Complex64}

if USE_BLAS64
    typealias BlasInt Int64
else
    typealias BlasInt Int32
end

# Check that stride of matrix/vector is 1
function chkstride1(A...)
    for a in A
        stride(a,1)== 1 || error("matrix does not have contiguous columns")
    end
end

# Check that matrix is square
function chksquare(A)
    m,n = size(A)
    m == n || throw(DimensionMismatch("matrix is not square"))
    m
end

function chksquare(A...)
    sizes = Int[]
    for a in A
        size(a,1)==size(a,2) || throw(DimensionMismatch("matrix is not square: dimensions are $(size(a))"))
        push!(sizes, size(a,1))
    end
    return sizes
end

# Check that upper/lower (for special matrices) is correctly specified
macro chkuplo()
   :((uplo=='U' || uplo=='L') || throw(ArgumentError("""invalid uplo = $uplo

Valid choices are 'U' (upper) or 'L' (lower).""")))
end

const CHARU = 'U'
const CHARL = 'L'
char_uplo(uplo::Symbol) = uplo == :U ? CHARU : (uplo == :L ? CHARL : throw(ArgumentError("uplo argument must be either :U or :L")))

copy_oftype{T,N}(A::AbstractArray{T,N}, ::Type{T}) = copy(A)
copy_oftype{T,N,S}(A::AbstractArray{T,N}, ::Type{S}) = convert(AbstractArray{S,N}, A)

include("linalg/exceptions.jl")
include("linalg/generic.jl")

include("linalg/blas.jl")
include("linalg/matmul.jl")
include("linalg/lapack.jl")

include("linalg/dense.jl")
include("linalg/tridiag.jl")
include("linalg/triangular.jl")

include("linalg/factorization.jl")
include("linalg/qr.jl")
include("linalg/eigen.jl")
include("linalg/svd.jl")
include("linalg/schur.jl")
include("linalg/cholesky.jl")
include("linalg/lu.jl")

include("linalg/bunchkaufman.jl")
include("linalg/symmetric.jl")
include("linalg/diagonal.jl")
include("linalg/bidiag.jl")
include("linalg/uniformscaling.jl")
include("linalg/givens.jl")
include("linalg/special.jl")
include("linalg/bitarray.jl")
include("linalg/ldlt.jl")

include("linalg/arpack.jl")
include("linalg/arnoldi.jl")

function __init__()
    Base.check_blas()
    if Base.blas_vendor() == :mkl
        ccall((:MKL_Set_Interface_Layer, Base.libblas_name), Void, (Cint,), USE_BLAS64 ? 1 : 0)
    end
end

end # module LinAlg
back to top