swh:1:snp:a72e953ecd624a7df6e6196bbdd05851996c5e40
Raw File
Tip revision: 79599ada444fcc63cb08aed64b4ff6a415bb4d29 authored by Tony Kelman on 30 April 2015, 23:40:51 UTC
Tag v0.3.8
Tip revision: 79599ad
linalg.jl
module LinAlg

importall Base
import Base: USE_BLAS64, size, copy, copy_transpose!, power_by_squaring, print_matrix, transpose!

export
# Modules
    LAPACK,
    BLAS,

# Types
    SymTridiagonal,
    Tridiagonal,
    Bidiagonal,
    Woodbury,
    Factorization,
    BunchKaufman,
    Cholesky,
    CholeskyPivoted,
    Eigen,
    GeneralizedEigen,
    GeneralizedSVD,
    GeneralizedSchur,
    Hessenberg,
    LU,
    LDLt,
    QR,
    QRPivoted,
    Schur,
    SVD,
    Hermitian,
    Symmetric,
    Triangular,
    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,
    eigvecs,
    expm,
    sqrtm,
    eye,
    factorize,
    givens,
    gradient,
    hessfact,
    hessfact!,
    ishermitian,
    isposdef,
    isposdef!,
    issym,
    istril,
    istriu,
    kron,
    ldltfact!,
    ldltfact,
    linreg,
    logdet,
    lu,
    lufact,
    lufact!,
    lyap,
    norm,
    null,
    peakflops,
    pinv,
    qr,
    qrfact!,
    qrfact,
    rank,
    rref,
    scale,
    scale!,
    schur,
    schurfact!,
    schurfact,
    svd,
    svdfact!,
    svdfact,
    svdvals!,
    svdvals,
    sylvester,
    trace,
    transpose,
    tril,
    triu,
    tril!,
    triu!,
    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)
typealias BlasChar Char

if USE_BLAS64
    typealias BlasInt Int64
    blas_int(x) = int64(x)
else
    typealias BlasInt Int32
    blas_int(x) = int32(x)
end

#Check that stride of matrix/vector is 1
function chkstride1(A::StridedVecOrMat...)
    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::AbstractMatrix)
    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
    length(A)==1 ? sizes[1] : 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

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/lu.jl")

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

include("linalg/sparse.jl")
include("linalg/umfpack.jl")
include("linalg/cholmod.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