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Add xggsvd3 wrappers. #14444

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Dec 28, 2015
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Add xggsvd3 wrappers. #14444

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60 changes: 30 additions & 30 deletions base/linalg/blas.jl
View file
Original file line number Diff line number Diff line change
@@ -2,7 +2,7 @@

module BLAS

import Base: copy!, blasfunc
import Base: copy!, @blasfunc
import Base.LinAlg: axpy!, dot

export
@@ -67,7 +67,7 @@ for (fname, elty) in ((:dcopy_,:Float64),
@eval begin
# SUBROUTINE DCOPY(N,DX,INCX,DY,INCY)
function blascopy!(n::Integer, DX::Union{Ptr{$elty},StridedArray{$elty}}, incx::Integer, DY::Union{Ptr{$elty},StridedArray{$elty}}, incy::Integer)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&n, DX, &incx, DY, &incy)
DY
@@ -83,7 +83,7 @@ for (fname, elty) in ((:dscal_,:Float64),
@eval begin
# SUBROUTINE DSCAL(N,DA,DX,INCX)
function scal!(n::Integer, DA::$elty, DX::Union{Ptr{$elty},DenseArray{$elty}}, incx::Integer)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}),
&n, &DA, DX, &incx)
DX
@@ -103,7 +103,7 @@ for (fname, elty) in ((:ddot_,:Float64),
# * .. Array Arguments ..
# DOUBLE PRECISION DX(*),DY(*)
function dot(n::Integer, DX::Union{Ptr{$elty},DenseArray{$elty}}, incx::Integer, DY::Union{Ptr{$elty},DenseArray{$elty}}, incy::Integer)
ccall(($(blasfunc(fname)), libblas), $elty,
ccall((@blasfunc($fname), libblas), $elty,
(Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&n, DX, &incx, DY, &incy)
end
@@ -120,7 +120,7 @@ for (fname, elty) in ((:cblas_zdotc_sub,:Complex128),
# DOUBLE PRECISION DX(*),DY(*)
function dotc(n::Integer, DX::Union{Ptr{$elty},DenseArray{$elty}}, incx::Integer, DY::Union{Ptr{$elty},DenseArray{$elty}}, incy::Integer)
result = Array($elty, 1)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(BlasInt, Ptr{$elty}, BlasInt, Ptr{$elty}, BlasInt, Ptr{$elty}),
n, DX, incx, DY, incy, result)
result[1]
@@ -138,7 +138,7 @@ for (fname, elty) in ((:cblas_zdotu_sub,:Complex128),
# DOUBLE PRECISION DX(*),DY(*)
function dotu(n::Integer, DX::Union{Ptr{$elty},DenseArray{$elty}}, incx::Integer, DY::Union{Ptr{$elty},DenseArray{$elty}}, incy::Integer)
result = Array($elty, 1)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(BlasInt, Ptr{$elty}, BlasInt, Ptr{$elty}, BlasInt, Ptr{$elty}),
n, DX, incx, DY, incy, result)
result[1]
@@ -175,7 +175,7 @@ for (fname, elty, ret_type) in ((:dnrm2_,:Float64,:Float64),
@eval begin
# SUBROUTINE DNRM2(N,X,INCX)
function nrm2(n::Integer, X::Union{Ptr{$elty},DenseArray{$elty}}, incx::Integer)
ccall(($(blasfunc(fname)), libblas), $ret_type,
ccall((@blasfunc($fname), libblas), $ret_type,
(Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&n, X, &incx)
end
@@ -192,7 +192,7 @@ for (fname, elty, ret_type) in ((:dasum_,:Float64,:Float64),
@eval begin
# SUBROUTINE ASUM(N, X, INCX)
function asum(n::Integer, X::Union{Ptr{$elty},DenseArray{$elty}}, incx::Integer)
ccall(($(blasfunc(fname)), libblas), $ret_type,
ccall((@blasfunc($fname), libblas), $ret_type,
(Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&n, X, &incx)
end
@@ -215,7 +215,7 @@ for (fname, elty) in ((:daxpy_,:Float64),
#* .. Array Arguments ..
# DOUBLE PRECISION DX(*),DY(*)
function axpy!(n::Integer, alpha::($elty), dx::Union{Ptr{$elty}, DenseArray{$elty}}, incx::Integer, dy::Union{Ptr{$elty}, DenseArray{$elty}}, incy::Integer)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&n, &alpha, dx, &incx, dy, &incy)
dy
@@ -253,7 +253,7 @@ for (fname, elty) in ((:idamax_,:Float64),
(:icamax_,:Complex64))
@eval begin
function iamax(n::Integer, dx::Union{Ptr{$elty}, DenseArray{$elty}}, incx::Integer)
ccall(($(blasfunc(fname)), libblas),BlasInt,
ccall((@blasfunc($fname), libblas),BlasInt,
(Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&n, dx, &incx)
end
@@ -286,7 +286,7 @@ for (fname, elty) in ((:dgemv_,:Float64),
elseif trans == 'T' && (length(X) != m || length(Y) != n)
throw(DimensionMismatch("A.' has dimensions $n, $m, X has length $(length(X)) and Y has length $(length(Y))"))
end
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt}, Ptr{$elty},
Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt},
Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}),
@@ -318,7 +318,7 @@ for (fname, elty) in ((:dgbmv_,:Float64),
# * .. Array Arguments ..
# DOUBLE PRECISION A(LDA,*),X(*),Y(*)
function gbmv!(trans::Char, m::Integer, kl::Integer, ku::Integer, alpha::($elty), A::StridedMatrix{$elty}, x::StridedVector{$elty}, beta::($elty), y::StridedVector{$elty})
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt}, Ptr{BlasInt},
Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt},
Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty},
@@ -364,7 +364,7 @@ for (fname, elty) in ((:dsymv_,:Float64),
if m != length(y)
throw(DimensionMismatch("A has size $(size(A)), and y has length $(length(y))"))
end
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty},
Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty},
Ptr{$elty}, Ptr{BlasInt}),
@@ -400,7 +400,7 @@ for (fname, elty) in ((:zhemv_,:Complex128),
lda = max(1, stride(A, 2))
incx = stride(x, 1)
incy = stride(y, 1)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty},
Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty},
Ptr{$elty}, Ptr{BlasInt}),
@@ -430,7 +430,7 @@ for (fname, elty) in ((:dsbmv_,:Float64),
# * .. Array Arguments ..
# DOUBLE PRECISION A(LDA,*),X(*),Y(*)
function sbmv!(uplo::Char, k::Integer, alpha::($elty), A::StridedMatrix{$elty}, x::StridedVector{$elty}, beta::($elty), y::StridedVector{$elty})
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt}, Ptr{$elty},
Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt},
Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}),
@@ -461,7 +461,7 @@ for (fname, elty) in ((:zhbmv_,:Complex128),
# * .. Array Arguments ..
# DOUBLE PRECISION A(LDA,*),X(*),Y(*)
function hbmv!(uplo::Char, k::Integer, alpha::($elty), A::StridedMatrix{$elty}, x::StridedVector{$elty}, beta::($elty), y::StridedVector{$elty})
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt}, Ptr{$elty},
Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt},
Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}),
@@ -497,7 +497,7 @@ for (fname, elty) in ((:dtrmv_,:Float64),
if n != length(x)
throw(DimensionMismatch("A has size ($n,$n), x has length $(length(x))"))
end
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt},
Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&uplo, &trans, &diag, &n,
@@ -526,7 +526,7 @@ for (fname, elty) in ((:dtrsv_,:Float64),
if n != length(x)
throw(DimensionMismatch("size of A is $n != length(x) = $(length(x))"))
end
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt},
Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&uplo, &trans, &diag, &n,
@@ -550,7 +550,7 @@ for (fname, elty) in ((:dger_,:Float64),
if m != length(x) || n != length(y)
throw(DimensionMismatch("A has size ($m,$n), x has length $(length(x)), y has length $(length(y))"))
end
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{BlasInt}, Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty},
Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty},
Ptr{BlasInt}),
@@ -573,7 +573,7 @@ for (fname, elty) in ((:dsyr_,:Float64),
if length(x) != n
throw(DimensionMismatch("A has size ($n,$n), x has length $(length(x))"))
end
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty},
Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&uplo, &n, &α, x,
@@ -592,7 +592,7 @@ for (fname, elty, relty) in ((:zher_,:Complex128, :Float64),
if length(x) != n
throw(DimensionMismatch("A has size ($n,$n), x has length $(length(x))"))
end
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{BlasInt}, Ptr{$relty}, Ptr{$elty},
Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&uplo, &n, &α, x,
@@ -627,7 +627,7 @@ for (gemm, elty) in
if m != size(C,1) || n != size(C,2)
throw(DimensionMismatch("A has size ($m,$k), B has size ($k,$n), C has size $(size(C))"))
end
ccall(($(blasfunc(gemm)), libblas), Void,
ccall((@blasfunc($gemm), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt},
Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt},
Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty},
@@ -669,7 +669,7 @@ for (mfname, elty) in ((:dsymm_,:Float64),
if size(B,2) != n
throw(DimensionMismatch("B has second dimension $(size(B,2)) but needs to match second dimension of C, $n"))
end
ccall(($(blasfunc(mfname)), libblas), Void,
ccall((@blasfunc($mfname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt},
Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty},
Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}),
@@ -707,7 +707,7 @@ for (mfname, elty) in ((:zhemm_,:Complex128),
if size(B,2) != n
throw(DimensionMismatch("B has second dimension $(size(B,2)) but needs to match second dimension of C, $n"))
end
ccall(($(blasfunc(mfname)), libblas), Void,
ccall((@blasfunc($mfname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt},
Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty},
Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}),
@@ -745,7 +745,7 @@ for (fname, elty) in ((:dsyrk_,:Float64),
nn = size(A, trans == 'N' ? 1 : 2)
if nn != n throw(DimensionMismatch("C has size ($n,$n), corresponding dimension of A is $nn")) end
k = size(A, trans == 'N' ? 2 : 1)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt},
Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty},
Ptr{$elty}, Ptr{BlasInt}),
@@ -782,7 +782,7 @@ for (fname, elty, relty) in ((:zherk_, :Complex128, :Float64),
throw(DimensionMismatch("the matrix to update has dimension $n but the implied dimension of the update is $(size(A, trans == 'N' ? 1 : 2))"))
end
k = size(A, trans == 'N' ? 2 : 1)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt},
Ptr{$relty}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$relty},
Ptr{$elty}, Ptr{BlasInt}),
@@ -821,7 +821,7 @@ for (fname, elty) in ((:dsyr2k_,:Float64),
nn = size(A, trans == 'N' ? 1 : 2)
if nn != n throw(DimensionMismatch("C has size ($n,$n), corresponding dimension of A is $nn")) end
k = size(A, trans == 'N' ? 2 : 1)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt},
Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty},
Ptr{$elty}, Ptr{BlasInt}),
@@ -858,7 +858,7 @@ for (fname, elty1, elty2) in ((:zher2k_,:Complex128,:Float64), (:cher2k_,:Comple
nn = size(A, trans == 'N' ? 1 : 2)
if nn != n throw(DimensionMismatch("C has size ($n,$n), corresponding dimension of A is $nn")) end
k = size(A, trans == 'N' ? 2 : 1)
ccall(($(blasfunc(fname)), libblas), Void,
ccall((@blasfunc($fname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt},
Ptr{$elty1}, Ptr{$elty1}, Ptr{BlasInt}, Ptr{$elty1}, Ptr{BlasInt},
Ptr{$elty2}, Ptr{$elty1}, Ptr{BlasInt}),
@@ -896,7 +896,7 @@ for (mmname, smname, elty) in
if nA != (side == 'L' ? m : n)
throw(DimensionMismatch("size of A, $(size(A)), doesn't match $side size of B with dims, $(size(B))"))
end
ccall(($(blasfunc(mmname)), libblas), Void,
ccall((@blasfunc($mmname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{UInt8}, Ptr{UInt8}, Ptr{BlasInt}, Ptr{BlasInt},
Ptr{$elty}, Ptr{$elty}, Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
&side, &uplo, &transa, &diag, &m, &n,
@@ -921,7 +921,7 @@ for (mmname, smname, elty) in
if k != (side == 'L' ? m : n)
throw(DimensionMismatch("size of A is $n, size(B)=($m,$n) and transa='$transa'"))
end
ccall(($(blasfunc(smname)), libblas), Void,
ccall((@blasfunc($smname), libblas), Void,
(Ptr{UInt8}, Ptr{UInt8}, Ptr{UInt8}, Ptr{UInt8},
Ptr{BlasInt}, Ptr{BlasInt}, Ptr{$elty}, Ptr{$elty},
Ptr{BlasInt}, Ptr{$elty}, Ptr{BlasInt}),
380 changes: 263 additions & 117 deletions base/linalg/lapack.jl
View file

Large diffs are not rendered by default.

14 changes: 12 additions & 2 deletions base/linalg/svd.jl
View file
Original file line number Diff line number Diff line change
@@ -77,7 +77,12 @@ end
GeneralizedSVD{T}(U::AbstractMatrix{T}, V::AbstractMatrix{T}, Q::AbstractMatrix{T}, a::Vector, b::Vector, k::Int, l::Int, R::AbstractMatrix{T}) = GeneralizedSVD{T,typeof(U)}(U, V, Q, a, b, k, l, R)

function svdfact!{T<:BlasFloat}(A::StridedMatrix{T}, B::StridedMatrix{T})
U, V, Q, a, b, k, l, R = LAPACK.ggsvd!('U', 'V', 'Q', A, B)
# xggsvd3 replaced xggsvd in LAPACK 3.6.0
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Can we initialize this in __init__ or use cglobal to avoid a dlsym on every function call?

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That would be cleaner even though this function is so expensive that I don't think it matters much. I'll update the PR.

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I have now defined a constant with the LAPACK version number instead.

if LAPACK.VERSION[] < v"3.6.0"
U, V, Q, a, b, k, l, R = LAPACK.ggsvd!('U', 'V', 'Q', A, B)
else
U, V, Q, a, b, k, l, R = LAPACK.ggsvd3!('U', 'V', 'Q', A, B)
end
GeneralizedSVD(U, V, Q, a, b, Int(k), Int(l), R)
end
svdfact{T<:BlasFloat}(A::StridedMatrix{T}, B::StridedMatrix{T}) = svdfact!(copy(A),copy(B))
@@ -130,7 +135,12 @@ function getindex{T}(obj::GeneralizedSVD{T}, d::Symbol)
end

function svdvals!{T<:BlasFloat}(A::StridedMatrix{T}, B::StridedMatrix{T})
_, _, _, a, b, k, l, _ = LAPACK.ggsvd!('N', 'N', 'N', A, B)
# xggsvd3 replaced xggsvd in LAPACK 3.6.0
if LAPACK.VERSION[] < v"3.6.0"
_, _, _, a, b, k, l, _ = LAPACK.ggsvd!('N', 'N', 'N', A, B)
else
_, _, _, a, b, k, l, _ = LAPACK.ggsvd3!('N', 'N', 'N', A, B)
end
a[1:k + l] ./ b[1:k + l]
end
svdvals{T<:BlasFloat}(A::StridedMatrix{T},B::StridedMatrix{T}) = svdvals!(copy(A),copy(B))
8 changes: 6 additions & 2 deletions base/util.jl
View file
Original file line number Diff line number Diff line change
@@ -232,10 +232,14 @@ function blas_vendor()
end

if blas_vendor() == :openblas64
blasfunc(x) = string(x)*"64_"
macro blasfunc(x)
return Expr(:quote, symbol(x, "64_"))
end
openblas_get_config() = strip(bytestring( ccall((:openblas_get_config64_, Base.libblas_name), Ptr{UInt8}, () )))
else
blasfunc(x) = string(x)
macro blasfunc(x)
return Expr(:quote, x)
end
openblas_get_config() = strip(bytestring( ccall((:openblas_get_config, Base.libblas_name), Ptr{UInt8}, () )))
end

8 changes: 7 additions & 1 deletion doc/stdlib/linalg.rst
View file
Original file line number Diff line number Diff line change
@@ -1700,7 +1700,13 @@ set of functions in future releases.

.. Docstring generated from Julia source
Finds the generalized singular value decomposition of ``A`` and ``B``\ , ``U'*A*Q = D1*R`` and ``V'*B*Q = D2*R``\ . ``D1`` has ``alpha`` on its diagonal and ``D2`` has ``beta`` on its diagonal. If ``jobu = U``\ , the orthogonal/unitary matrix ``U`` is computed. If ``jobv = V`` the orthogonal/unitary matrix ``V`` is computed. If ``jobq = Q``\ , the orthogonal/unitary matrix ``Q`` is computed. If ``job{u,v,q} = N``\ , that matrix is not computed.
Finds the generalized singular value decomposition of ``A`` and ``B``\ , ``U'*A*Q = D1*R`` and ``V'*B*Q = D2*R``\ . ``D1`` has ``alpha`` on its diagonal and ``D2`` has ``beta`` on its diagonal. If ``jobu = U``\ , the orthogonal/unitary matrix ``U`` is computed. If ``jobv = V`` the orthogonal/unitary matrix ``V`` is computed. If ``jobq = Q``\ , the orthogonal/unitary matrix ``Q`` is computed. If ``jobu``\ , ``jobv`` or ``jobq`` is ``N``\ , that matrix is not computed. This function is only available in LAPACK versions prior to 3.6.0.

.. function:: ggsvd3!(jobu, jobv, jobq, A, B) -> (U, V, Q, alpha, beta, k, l, R)

.. Docstring generated from Julia source
Finds the generalized singular value decomposition of ``A`` and ``B``\ , ``U'*A*Q = D1*R`` and ``V'*B*Q = D2*R``\ . ``D1`` has ``alpha`` on its diagonal and ``D2`` has ``beta`` on its diagonal. If ``jobu = U``\ , the orthogonal/unitary matrix ``U`` is computed. If ``jobv = V`` the orthogonal/unitary matrix ``V`` is computed. If ``jobq = Q``\ , the orthogonal/unitary matrix ``Q`` is computed. If ``jobu``\ , ``jobv``\ , or ``jobq`` is ``N``\ , that matrix is not computed. This function requires LAPACK 3.6.0.

.. function:: geevx!(balanc, jobvl, jobvr, sense, A) -> (A, w, VL, VR, ilo, ihi, scale, abnrm, rconde, rcondv)

7 changes: 6 additions & 1 deletion test/linalg/lapack.jl
View file
Original file line number Diff line number Diff line change
@@ -151,7 +151,12 @@ for elty in (Float32, Float64, Complex64, Complex128)
@test_approx_eq S lS
@test_approx_eq V' lVt
B = rand(elty,10,10)
@test_throws DimensionMismatch LAPACK.ggsvd!('S','S','S',A,B)
# xggsvd3 replaced xggsvd in LAPACK 3.6.0
if LAPACK.VERSION[] < v"3.6.0"
@test_throws DimensionMismatch LAPACK.ggsvd!('S','S','S',A,B)
else
@test_throws DimensionMismatch LAPACK.ggsvd3!('S','S','S',A,B)
end
end

#geevx, ggev errors