Tagged Questions
2
votes
1answer
54 views
$\mathbf{UDU}^\top$ decomposition routines in LAPACK/Eigen?
I would like to compute the decomposition of a real symmetric positive definite matrix $\mathbf{A} = \mathbf{UDU}^\top$.
LINPACK seems to have it as DSIFA, but I ...
4
votes
1answer
151 views
Magma vs. Plasma
I'm having a difficult time understanding the difference between the linear algebra packages MAGMA and PLASMA from just a quick glance. It looks like MAGMA is oriented towards GPU's and vector ...
8
votes
2answers
259 views
What are the fastest available implementations of BLAS/LAPACK or other linear algebra routines on GPU systems?
nVidia, for example, has CUBLAS, which promises 7-14x speedup. Naively, this is nowhere near the theoretical throughput of any of nVidia's GPU cards. What are the challenges in speeding up linear ...
-1
votes
1answer
306 views
BLAS/LAPACK subroutine to add two matrices with different offsets and leading dimensions
I currently searching for a subroutine from BLAS or LAPACK which realizes the following operation
A = alpha*A + beta * B
where A and B have different leading ...
4
votes
1answer
61 views
Efficient computation of the extension of a linear basis to completion when the basis is almost complete (ideally using LAPACK routines)
I have a $p \times n$ matrix $B$ (where $n < p$) with orthonormal columns and would like to find a numerically efficient way to extend this matrix to get a complete $p$-dimensional orthonormal ...
6
votes
3answers
1k views
Understanding how Numpy does SVD
I have been using different methods to calculate both the rank of a matrix and the solution of a matrix system of equations. I came across the function linalg.svd. Comparing this to my own effort of ...
9
votes
3answers
465 views
Matrix exponential of a real asymmetric matrix with Fortran 95 and LAPACK
I recently asked a question along the same lines for skew-Hermitian matrices. Inspired by the success of that question, and after banging my head against a wall for a couple of hours, I'm looking at ...
