org.nd4j.linalg.api.blas.impl

Class BaseLapack

java.lang.Object

org.nd4j.linalg.api.blas.impl.BaseLapack

All Implemented Interfaces:

Lapack

public abstract class BaseLapack
extends Object
implements Lapack

Base lapack define float and double versions.

Author:

Adam Gibson

Constructor Summary

Constructors

Constructor and Description
BaseLapack()

Method Summary

Modifier and Type	Method and Description
abstract void	dgesvd(byte jobu, byte jobvt, int M, int N, INDArray A, INDArray S, INDArray U, INDArray VT, INDArray INFO)
abstract void	dgetrf(int M, int N, INDArray A, INDArray IPIV, INDArray INFO)
INDArray	getLFactor(INDArray A) extracts the L (lower triangular) matrix from the LU factor result L will be the same dimensions as A
INDArray	getPFactor(int M, INDArray ipiv) This method takes one of the ipiv returns from LAPACK and creates the permutation matrix.
INDArray	getrf(INDArray A) LU decomposiiton of a matrix Factorize a matrix A The matrix A is overridden by the L & U combined.
INDArray	getUFactor(INDArray A) extracts the U (upper triangular) matrix from the LU factor result U will be n x n matrix where n = num cols in A
abstract void	sgesvd(byte jobu, byte jobvt, int M, int N, INDArray A, INDArray S, INDArray U, INDArray VT, INDArray INFO)
void	sgesvd(INDArray A, INDArray S, INDArray U, INDArray VT) SVD decomposiiton of a matrix Factorize a matrix into its singular vectors and eigenvalues The decomposition is such that: A = U x S x VT gesvd = singular value decomposition (SVD) of a general matrix (GE)
abstract void	sgetrf(int M, int N, INDArray A, INDArray IPIV, INDArray INFO) Float version of LU decomp.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.nd4j.linalg.api.blas.Lapack

getri

Constructor Detail

BaseLapack

public BaseLapack()

Method Detail

getrf

public INDArray getrf(INDArray A)

Description copied from interface: Lapack

LU decomposiiton of a matrix Factorize a matrix A The matrix A is overridden by the L & U combined. The permutation results are returned directly as a vector. To create the permutation matrix use getPFactor method To split out the L & U matrix use getLFactor and getUFactor methods getrf = triangular factorization (TRF) of a general matrix (GE)

Specified by:

getrf in interface Lapack

Parameters:

A - the input matrix, it will be overwritten with the factors

sgetrf

public abstract void sgetrf(int M,
                            int N,
                            INDArray A,
                            INDArray IPIV,
                            INDArray INFO)

Float version of LU decomp. This is the official LAPACK interface (in case you want to call this directly) See getrf for full details on LU Decomp

Parameters:

M - the number of rows in the matrix A

N - the number of cols in the matrix A

A - the matrix to factorize - data must be in column order ( create with 'f' ordering )

IPIV - an output array for the permutations ( must be int based storage )

INFO - error details 1 int array, a positive number (i) implies row i cannot be factored, a negative value implies paramtere i is invalid

dgetrf

public abstract void dgetrf(int M,
                            int N,
                            INDArray A,
                            INDArray IPIV,
                            INDArray INFO)

sgesvd

public void sgesvd(INDArray A,
                   INDArray S,
                   INDArray U,
                   INDArray VT)

Description copied from interface: Lapack

SVD decomposiiton of a matrix Factorize a matrix into its singular vectors and eigenvalues The decomposition is such that: A = U x S x VT gesvd = singular value decomposition (SVD) of a general matrix (GE)

Specified by:

sgesvd in interface Lapack

Parameters:

A - the input matrix

S - the eigenvalues as a vector

U - the left singular vectors as a matrix. Maybe null if no S required

VT - the right singular vectors as a (transposed) matrix. Maybe null if no V required

sgesvd

public abstract void sgesvd(byte jobu,
                            byte jobvt,
                            int M,
                            int N,
                            INDArray A,
                            INDArray S,
                            INDArray U,
                            INDArray VT,
                            INDArray INFO)

dgesvd

public abstract void dgesvd(byte jobu,
                            byte jobvt,
                            int M,
                            int N,
                            INDArray A,
                            INDArray S,
                            INDArray U,
                            INDArray VT,
                            INDArray INFO)

getPFactor

public INDArray getPFactor(int M,
                           INDArray ipiv)

Description copied from interface: Lapack

This method takes one of the ipiv returns from LAPACK and creates the permutation matrix. When factorizing, it is useful to avoid underflows and overflows by reordering rows/and or columns of the input matrix (mostly these methods solve simultaneous equations, so order is not important). The ipiv method assumes that only row ordering is done ( never seen column ordering done )

Specified by:

getPFactor in interface Lapack

Parameters:

M - - the size of the permutation matrix ( usu. the # rows in factored matrix )

ipiv - - the vector returned from a refactoring

getLFactor

public INDArray getLFactor(INDArray A)

Description copied from interface: Lapack

extracts the L (lower triangular) matrix from the LU factor result L will be the same dimensions as A

Specified by:

getLFactor in interface Lapack

Parameters:

A - - the combined L & U matrices returned from factorization

getUFactor

public INDArray getUFactor(INDArray A)

Description copied from interface: Lapack

extracts the U (upper triangular) matrix from the LU factor result U will be n x n matrix where n = num cols in A

Specified by:

getUFactor in interface Lapack

Parameters:

A - - the combined L & U matrices returned from factorization