Revision e986c0d0d0018577b70141c9e6343a53e0fef356 authored by Kristoffer Carlsson on 18 August 2015, 13:02:48 UTC, committed by Kristoffer Carlsson on 18 August 2015, 13:30:34 UTC
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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
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