public static EigenResult <N, double> geev <N>(Matrix256 <N, double> A)
where N : unmanaged, ITypeNat
{
var n = nat32i <N>();
var lda = n;
var ldvl = n;
var ldvr = n;
var wslen = n * n;
var exitcode = 0;
var v = 'V';
var wr = NatSpans.alloc <N, double>();
var wi = NatSpans.alloc <N, double>();
var lVec = A.Replicate();
var rVec = A.Replicate();
exitcode = LAPACK.LAPACKE_dgeev(RowMajor, v, v, n, ref head(A), lda, ref wr.First, ref wi.First,
ref head(lVec), ldvl, ref head(rVec), ldvr);
if (exitcode != 0)
{
MklException.Throw(exitcode);
}
return(EigenResult.Define(FromPaired <N, double>(wr, wi), lVec, rVec));
}
public static EigenResult <N, double> geev <N>(BlockMatrix <N, double> A)
where N : ITypeNat, new()
{
var n = nati <N>();
var lda = n;
var ldvl = n;
var ldvr = n;
var wslen = n * n;
var exitcode = 0;
var v = 'V';
var wr = NatSpan.Alloc <N, double>();
var wi = NatSpan.Alloc <N, double>();
var lVec = A.Replicate(true);
var rVec = A.Replicate(true);
exitcode = LAPACK.LAPACKE_dgeev(RowMajor, v, v, n, ref head(A), lda, ref head(wr), ref head(wi),
ref head(lVec), ldvl, ref head(rVec), ldvr);
if (exitcode != 0)
{
MklException.Throw(exitcode);
}
return(EigenResult.Define(ComplexNumber.FromPaired <N, double>(wr, wi), lVec, rVec));
}
/// <summary>
/// Computes an LU factorization of an N-square matrix A using partial pivoting with row interchanges.
/// </summary>
/// <param name="A"></param>
/// <param name="X"></param>
/// <param name="P"></param>
/// <typeparam name="M"></typeparam>
/// <typeparam name="N"></typeparam>
public static ref Matrix256 <N, double> getrf <N>(Matrix256 <N, double> A, Span <int> P, ref Matrix256 <N, double> X)
where N : unmanaged, ITypeNat
{
var n = nat32i <N>();
var lda = n;
A.CopyTo(ref X);
var exit = LAPACK.LAPACKE_dgetrf(RowMajor, n, n, ref head(X), lda, ref head(P));
checkx(exit);
return(ref X);
}
/// <summary>
/// Computes an LU factorization of an N-square matrix A using partial pivoting with row interchanges.
/// </summary>
/// <param name="A"></param>
/// <param name="X"></param>
/// <param name="P"></param>
/// <typeparam name="M"></typeparam>
/// <typeparam name="N"></typeparam>
public static ref BlockMatrix <N, double> getrf <N>(BlockMatrix <N, double> A, Span <int> P, ref BlockMatrix <N, double> X)
where N : ITypeNat, new()
{
var n = nati <N>();
var lda = n;
A.CopyTo(ref X);
var exit = LAPACK.LAPACKE_dgetrf(RowMajor, n, n, ref head(X), lda, ref head(P));
checkx(exit);
return(ref X);
}
/// <summary>
/// Attempts to use the cholesky algorithm to factor a square matrix as either
/// A = L*Transpose(L) or A = Transpose(U)*U according to whether the tk parameter
/// respectively specifies Lower or Upper triangulation.
/// </summary>
/// <param name="A">The matrix to factor and the matrix that receives the results</param>
/// <param name="tk">The triangular classification</param>
/// <typeparam name="N">The matrix order type</typeparam>
public static bool potrf <N>(BlockMatrix <N, double> A, TriangularKind tk = TriangularKind.Lower)
where N : ITypeNat, new()
{
var n = nati <N>();
var lda = n;
var lu = tk == TriangularKind.Lower ? 'L' : 'U';
var exitcode = LAPACK.LAPACKE_dpotrf(RowMajor, lu, n, ref head(A), lda);
if (exitcode > 0)
{
return(false);
}
else if (exitcode == 0)
{
return(true);
}
else
{
throw MklException.Define(exitcode);
}
}
public static bool potrf <N>(Matrix256 <N, float> A, TriangularKind tk = TriangularKind.Lower)
where N : unmanaged, ITypeNat
{
var n = nat32i <N>();
var lda = n;
var lu = tk == TriangularKind.Lower ? 'L' : 'U';
var exitcode = LAPACK.LAPACKE_spotrf(RowMajor, lu, n, ref head(A), lda);
if (exitcode > 0)
{
return(false);
}
else if (exitcode == 0)
{
return(true);
}
else
{
throw MklException.Define(exitcode);
}
}