lapack | 易学教程

Dynamic memory allocation error in Fortran2003 using LAPACK

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问题 I'm struggling with LAPACK's dgetrf and dgetri routines. Below is a subroutine I've created (the variable fit_coeffs is defined externally and is allocatable, it's not the problem). When I run I get memory allocation errors, that appear when I assign fit_coeffs, due to the matmul(ATA,AT) line. I know this from inserting a bunch of print statements. Also, both error checking statements after calls to LAPACK subroutines are printed, suggesting an error. Does anyone understand where this comes

Any reason why Octave, R, Numpy and LAPACK yield different SVD results on the same matrix?

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I'm using Octave and R to compute SVD using a simple matrix and getting two different answers! The code is listed below: R > a<-matrix(c(1,1,1,1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,1,1,1,0,0,0,0,0,0,0,0,0,1,1,1), 9, 4) > a [,1] [,2] [,3] [,4] [1,] 1 1 0 0 [2,] 1 1 0 0 [3,] 1 1 0 0 [4,] 1 0 1 0 [5,] 1 0 1 0 [6,] 1 0 1 0 [7,] 1 0 0 1 [8,] 1 0 0 1 [9,] 1 0 0 1 > a.svd <- svd(a) > a.svd$d [1] 3.464102e+00 1.732051e+00 1.732051e+00 1.922963e-16 > a.svd$u [,1] [,2] [,3] [,4] [1,] -0.3333333 0.4714045 -1.741269e-16 7.760882e-01 [2,] -0.3333333 0.4714045 -3.692621e-16 -1.683504e-01 [3,] -0.3333333 0

Trying to build the LEVMAR math library on a mac using the Accelerate Framework

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问题 I want build levmar-2.5 math library on a mac using the included Makefile. It requires LAPACK, another math library which is included in the Accelerate Framework. I do not know how to modify the Makefile to indicate the location of the library so that it builds correctly. There is a libLAPACK.dylib in the framework. Ultimately, I will want to use this library to build another library. Also I am not sure if there will be a problem mixing .so and .dylib dynamic libraries. Thank you. The project

LAPACK wrappers for C/C++

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问题 I would like to use Visual Studio 2008 , programming in C++, but would also like to use LAPACK power, Is there any wrapper so I can use LAPACK in Visual Studio 2008 . 回答1: Check out CLAPACK, lapack++, or its supposed successor Template Numerical Toolkit. 回答2: Armadillo works great for me. Good API, excellent performance. 回答3: I use this: https://svn.boost.org/svn/boost/sandbox/numeric_bindings/ careful not to use the old v1: http://boost.2283326.n4.nabble.com/binding-v1-vs-sandbox-numeric

Installing BLAS on a mac OS X Yosemite

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I'm trying to Install BLAS on my Mac, but every time I run make I get this error (shown below the link). I was trying to follow the instructions on this website : gfortran -O3 -c isamax.f -o isamax.o make: gfortran: No such file or directory make: *** [isamax.o] Error 1 I have no idea what this means or how to fix it so any help would be appreciated. Also I'm trying to install CBLAS and LAPACK so any tips/instructions for that would be nice if you know of a good source...Everything I've found so far is pretty confusing. Also I tried to install ATLAS but it kept not working. This error is

Dense Cholesky update in Python

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Could anyone point me to a library/code allowing me to perform low-rank updates on a Cholesky decomposition in python (numpy)? Matlab offers this functionality as a function called 'cholupdate'. LINPACK also has this functionality, but it has (to my knowledge) not yet been ported to LAPACK and hence isn't available in e.g. scipy. I found out that scikits.sparse offers a similar function based on CHOLMOD, but my matrices are dense. Is there any code available for python with 'cholupdate''s functionality that's compatible with numpy? Thanks! Here is a Python package that does rank 1 updates and

Distributing Cython based extensions using LAPACK

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问题 I am writing a Python module that includes Cython extensions and uses LAPACK (and BLAS ). I am open to using either clapack or lapacke , or some kind of f2c or f2py solution if necessary. What is important is that I am able to call lapack and blas routines from Cython in tight loops without Python call overhead. I've found one example here. However, that example depends on SAGE. I want my module to be installable without installing SAGE, since my users are not likely to want or need SAGE for

Accessing submatrices using LAPACK

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问题 Is there a function in LAPACK, which will give me the elements of a particular submatrix? If so how what is the syntax in C++? Or do I need to code it up? 回答1: There is no function for accessing a submatrix. However, because of the way matrix data is stored in LAPACK routines, you don't need one. This saves a lot of copying, and the data layout was (partially) chosen for this reason: Recall that a dense (i.e., not banded, triangular, hermitian, etc) matrix in LAPACK is defined by four values:

What is a good free (open source) BLAS/LAPACK library for .net (C#)? [closed]

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问题 Closed. This question is off-topic. It is not currently accepting answers. Want to improve this question? Update the question so it's on-topic for Stack Overflow. Closed 7 months ago . I have a project written in C# where I need to do various linear algebraic operations on matrices (like LU-factorization). Since the program is mainly a prototype created to confirm a theory, a C# implementation will suffice (compared to a possibly speedier C++ one), but I would still like a good BLAS or LAPACK

Mystified by qr.Q(): what is an orthonormal matrix in “compact” form?

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问题 R has a qr() function, which performs QR decomposition using either LINPACK or LAPACK (in my experience, the latter is 5% faster). The main object returned is a matrix "qr" that contains in the upper triangular matrix R (i.e. R=qr[upper.tri(qr)] ). So far so good. The lower triangular part of qr contains Q "in compact form". One can extract Q from the qr decomposition by using qr.Q() . I would like to find the inverse of qr.Q() . In other word, I do have Q and R, and would like to put them in