org.nd4j.linalg.api.blas

Interface Lapack

All Known Implementing Classes:

BaseLapack

public interface Lapack

Lapack interface

Author:

Adam Gibson

Method Summary

Modifier and Type	Method and Description
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.
void	getri(int N, INDArray A, int lda, int[] IPIV, INDArray WORK, int lwork, int INFO) Generate inverse ggiven LU decomp
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
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)

Method Detail

getrf

INDArray getrf(INDArray A)

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)

Parameters:

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

Throws:

Error - - with a message to indicate failure (usu. bad params)

sgesvd

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)

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

Throws:

Error - - with a message to indicate failure (usu. bad params)

getPFactor

INDArray getPFactor(int M,
                    INDArray ipiv)

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 )

Parameters:

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

ipiv - - the vector returned from a refactoring

getLFactor

INDArray getLFactor(INDArray A)

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

Parameters:

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

getUFactor

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

Parameters:

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

getri

void getri(int N,
           INDArray A,
           int lda,
           int[] IPIV,
           INDArray WORK,
           int lwork,
           int INFO)

Generate inverse ggiven LU decomp

Parameters:

N -

A -

lda -

IPIV -

WORK -

lwork -

INFO -