Like the title says, I need to form cholesky LDL decomposition for my positive definite matrix A (Like normal cholesky, but there's ones one diagonal of L, and D is diagonal matrix). I have found only one function in Lapack which does that, but it says the matrix A has to be tridiagonal. Is there somekind of function which does that in s...
I am using LAPACK to diagonalize complex Hermitian matrices. I can choose between ZHEEV and ZHEEVD. Which one of these routines is more accurate for matrices of the size 40 and a range of eigenvalues from 1E-2 to 1E1? ...
Hello, all! I am writing a program in C++ which uses the CLAPACK ATLAS library. However, I cannot get the program to link successfully to the library. I have written a small C program to better demonstrate the problem. Interestingly enough, this small demonstration program links just fine if I compile it with GCC, but I get the same link...
Hello! I am trying to write a function that produces a single solution to an underrepresented system of equations (e.g. the matrix that describes the system is wider than it is tall). In order to do this, I have been looking in the LAPACK documentation for a way to row-reduce a matrix to it's reduced-echelon form, similar to the functio...
Dear all 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 library availab...
From my understanding, a decomposition/factorization (LU, QR, Cholesky, etc.) is required, followed by matrix inverse calculation based on the factorization. Are there any other ways of getting around it (I'm trying to figure out whether I can stick with the 6 functions given for free in the tryout version of CULAtools)? Thanks in advanc...
I am trying to solve a simple linear equations system using LAPACK. I use dbsvg method which is optimised for banded matrices. I've obsereved a realy strange behaviour. When I fill the AT matrix this way: for(i=0; i<DIM;i++) AB[0][i] = -1; for(i=0; i<DIM;i++) AB[1][i] = 2; for(i=0; i<DIM;i++) AB[2][i] = -1; for(i=0; i<3; i++) for(j=...
I'm trying to use an open source library http://arma.sourceforge.net for linear algebra calculations. Some of the functions in Armadillo like pinv use LAPACK. I've written a very simple piece of code to use Armadillo to calculate pinv, but it produces a runtime error. This is probably because I do not have LAPACK linker flags in the sln ...
I am trying to use the Armadillo matrix library to do matrix calcualtions and it needs BLAS and LAPACK. The Armadillo documentation recommended geting the precompiled versions from here: http://www.stanford.edu/~vkl/code/libs.html There are .lib and .dll files in there. The only problem is I don't know how to get Visual Studio (Express...
Hello. 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...
Can anyone help me with example on using lapack with latest f#? Or it is not recommended for now? I searched and only find http://fdatamining.blogspot.com/ but was not able to get FSharp.PowerPack.Math.Providers.dll compiled. EDIT: @Yin, Thanks for your blog. On compiling FSharp.PowerPack.Math.Providers.dll from 1.9.7.8 source, Micros...
I have a FORTRAN 95 program that needs to make some calls to the LAPACK library. I recently found out that Cygwin because it can install LAPACK as an extra option. Well, LAPACK exists in the /lib/lapack/ directory as "cyglapack.dll". Having only a very informal training in Fortran programming, I have no idea how to reference a .dll libr...
Background: I am working on a project written in a mix of C and Fortran 77 and now need to link the LAPACK/BLAS libraries to the project (all in a Linux environment). The LAPACK in question is version 3.2.1 (including BLAS) from netlib.org. The libraries were compiled using the top level Makefile (make lapacklib and make blaslib). Probl...
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 extra...
I have a program that runs through R but uses the BLAS routines. It runs through correctly about 8 times but then throws an error: BLAS/LAPACK routine 'DGEMV ' gave error code -6 What does this error code mean? ...
I am trying to use the C++ armadillo library (armadillo-0.9.10) on a Mac Pro. I follow the manual installation instruction in the README.txt file. I have modified the config.hpp file to indicate that I have LAPACK and BLAS installed. I then try to compile the examples. I successfully compile and run example1.cpp, but when I try to run...
If I had a square matrix that is 1,000 by 1,000 could Lapack calculate the eigenvectors and eigenvalues for this matrix? And if it can how long would it take? Also what about for a 10,000 by 10,000 matrix or even a 1,000,000 by 1,000,000 matrix? Please note these are going to be sparse matrices primarily populated by 0s (the matrices w...
Hi everybody, i´m so confused. i wanted to use the armadillo "C++ linear algebra library". i downloaded it from there website and tried their example and it works. i understood the stuff with lapack and blas. So now i wanted to use the armadillo lib in my project. i included armadillo and linked the precompiled libraries lapack and bla...
I think I've found some gems in the iPhone OS (iOS 4). I found that there're 128-bit, 256-bit, 512-bit and 1024-bit integer data types, provided by the Accelerate Framework. There're also Apple's implementation of Basic Linear Algebra Subprograms (BLAS), Apple's implementation of LAPACK (Linear Algebra PACKage), and Digital Signal Proce...
I would like to be able to compute the inverse of a general NxN matrix in C/C++ using lapack. My understanding is that the way to do an inversion in lapack is by using the dgetri function, however, I can't figure out what all of its arguments are supposed to be. Here is the code I have: void dgetri_(int* N, double* A, int* lda, int*...