#include "LAPACK_utilities.hpp"

Include dependency graph for LAPACK_utilities.cpp:

Namespaces
namespace	LAPACK_utilities

Functions
void	dgesvd_ (const char JOBU, const char JOBVT, const int M, const int N, double A, const int LDA, double S, double U, const int LDU, double VT, const int LDVT, double WORK, const int LWORK, int INFO)

void	dggev_ (const char JOBVL, const char JOBVR, const int N, double A, const int LDA, double B, const int LDB, double ALPHAR, double ALPHAI, double BETA, double VL, const int LDVL, double VR, const int LDVR, double WORK, const int LWORK, int *INFO)

void	dgesdd_ (const char JOBZ, const int M, const int N, double A, const int LDA, double S, double U, const int LDU, double VT, const int LDVT, double WORK, const int LWORK, int IWORK, int INFO)

void	dsyev_ (const char JOBZ, const char UPLO, const int N, double A, const int LDA, double D, double WORK, const int LWORK, int *INFO)
	SSYEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A.

void	dtrtri_ (const char UPLO, const char DIAG, const int N, double A, const int LDA, int INFO)
	DTRTRI computes the inverse of a real upper or lower triangular matrix A.

int	dgecon_ (const char norm, const int n, double a, const int lda, const double anorm, double rcond, double work, int iwork, int *info, int len)

int	dgetrf_ (const int m, const int n, double a, const int lda, int lpiv, int info)

double	dlange_ (const char norm, const int m, const int n, const double a, const int lda, double work, const int norm_len)

void	dgeqrf_ (const int m, const int n, double A, const int lda, double tau, double work, int lwork, int info)
	DORGQR and DGEQRF computes the QR decomposition of a real M-by-N matrix A.

void	dorgqr_ (const int m, const int n, const int k, double A, const int lda, double tau, double work, int lwork, int *info)

void	dgeqp3_ (const int m, const int n, double a, const int lda, int jpvt, double tau, double work, const int lwork, int *info)
	DGEQP3 computes the QR decomposition with pivoting of a real M-by-N matrix A.

void	LAPACK_utilities::MGS (const Eigen::MatrixXd &X, Eigen::MatrixXd &Q, Eigen::MatrixXd &R)
	Compute the modified Gram-Schmidt factorization of matrix X.

double	LAPACK_utilities::rcondest (const Eigen::SparseMatrix< double > &sparseA)

Eigen::MatrixXd	LAPACK_utilities::triu (const Eigen::MatrixXd &X, const unsigned int &i)
	Extract upper triangular part of matrix X.

void	LAPACK_utilities::svd (Eigen::MatrixXd A, Eigen::MatrixXd &V, Eigen::VectorXd &S)
	Given A = U * S * V' returns only S and V'.

void	LAPACK_utilities::inverseTri (const Eigen::MatrixXd A, Eigen::MatrixXd &InvA, const char &UPLO, const char &DIAG)
	Compute inverse of triangular matrix.

void	LAPACK_utilities::eig (const Eigen::MatrixXd A, Eigen::VectorXd &D, Eigen::MatrixXd &R)
	Compute eigenvalues and eigenvectors of A = R * D * R'.

Eigen::VectorXd	LAPACK_utilities::svd (Eigen::MatrixXd A)
	Given A = U * S * V' returns only S.

void	LAPACK_utilities::svd (Eigen::MatrixXd A, Eigen::MatrixXd &U, Eigen::MatrixXd &V, Eigen::VectorXd &S)
	Given A = U * S * V' returns U, S and V'.

QR_Factorization	LAPACK_utilities::MGS (const Eigen::MatrixXd &X, const double &tolerance=std::numeric_limits< double >::epsilon())
	Compute the modified Gram-Schmidt factorization of matrix X with no maximum rank.

QR_Factorization	LAPACK_utilities::QR (const Eigen::MatrixXd &X, const double &tolerance=std::numeric_limits< double >::epsilon())
	Compute the QR matrix based on Householder reflectors.

QR_Factorization	LAPACK_utilities::QRP (const Eigen::MatrixXd &X, const double &tolerance=std::numeric_limits< double >::epsilon())
	Compute the QR with pivoting matrix based on Householder reflectors.

unsigned int	LAPACK_utilities::rank (const Eigen::VectorXd &s, const double &tolerance)

Function Documentation

◆ dgecon_()

int dgecon_	(	const char *	norm,
		const int *	n,
		double *	a,
		const int *	lda,
		const double *	anorm,
		double *	rcond,
		double *	work,
		int *	iwork,
		int *	info,
		int	len
	)

◆ dgeqp3_()

void dgeqp3_	(	const int *	m,
		const int *	n,
		double *	a,
		const int *	lda,
		int *	jpvt,
		double *	tau,
		double *	work,
		const int *	lwork,
		int *	info
	)

DGEQP3 computes the QR decomposition with pivoting of a real M-by-N matrix A.

◆ dgeqrf_()

void dgeqrf_	(	const int *	m,
		const int *	n,
		double *	A,
		const int *	lda,
		double *	tau,
		double *	work,
		int *	lwork,
		int *	info
	)

DORGQR and DGEQRF computes the QR decomposition of a real M-by-N matrix A.

◆ dgesdd_()

void dgesdd_	(	const char *	JOBZ,
		const int *	M,
		const int *	N,
		double *	A,
		const int *	LDA,
		double *	S,
		double *	U,
		const int *	LDU,
		double *	VT,
		const int *	LDVT,
		double *	WORK,
		const int *	LWORK,
		int *	IWORK,
		int *	INFO
	)

DGESVD computes the singular value decomposition (SVD) of a real M-by-N matrix A. ( Double precision, Divide and conquer driver)

◆ dgesvd_()

void dgesvd_	(	const char *	JOBU,
		const char *	JOBVT,
		const int *	M,
		const int *	N,
		double *	A,
		const int *	LDA,
		double *	S,
		double *	U,
		const int *	LDU,
		double *	VT,
		const int *	LDVT,
		double *	WORK,
		const int *	LWORK,
		int *	INFO
	)

DGESVD computes the singular value decomposition (SVD) of a real M-by-N matrix A. ( Double precision, simple driver)

◆ dgetrf_()

int dgetrf_	(	const int *	m,
		const int *	n,
		double *	a,
		const int *	lda,
		int *	lpiv,
		int *	info
	)

◆ dggev_()

void dggev_	(	const char *	JOBVL,
		const char *	JOBVR,
		const int *	N,
		double *	A,
		const int *	LDA,
		double *	B,
		const int *	LDB,
		double *	ALPHAR,
		double *	ALPHAI,
		double *	BETA,
		double *	VL,
		const int *	LDVL,
		double *	VR,
		const int *	LDVR,
		double *	WORK,
		const int *	LWORK,
		int *	INFO
	)

DGGEV computes for a pair of N-by-N real nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors.

◆ dlange_()

double dlange_	(	const char *	norm,
		const int *	m,
		const int *	n,
		const double *	a,
		const int *	lda,
		double *	work,
		const int	norm_len
	)

◆ dorgqr_()

void dorgqr_	(	const int *	m,
		const int *	n,
		const int *	k,
		double *	A,
		const int *	lda,
		double *	tau,
		double *	work,
		int *	lwork,
		int *	info
	)

◆ dsyev_()

void dsyev_	(	const char *	JOBZ,
		const char *	UPLO,
		const int *	N,
		double *	A,
		const int *	LDA,
		double *	D,
		double *	WORK,
		const int *	LWORK,
		int *	INFO
	)

SSYEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A.

◆ dtrtri_()

void dtrtri_	(	const char *	UPLO,
		const char *	DIAG,
		const int *	N,
		double *	A,
		const int *	LDA,
		int *	INFO
	)

DTRTRI computes the inverse of a real upper or lower triangular matrix A.

Namespaces

Functions