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Questions tagged [lapack]

LAPACK (Linear Algebra PACKage) is a commonly used library of subroutines for numerical linear algebra tasks, including solutions of linear sets of equations, linear least squares, eigenvalue problems, and singular value decomposition. LAPACK routines may be used with fortran, C and relatives and a variety of other languages.

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Optimized open source BLAS / LAPACK package

I was wondering what is a more optimized open source BLAS/LAPACK package with respect to modern multi-core processors (Haswell and beyond). Is there any distribution that can attain performance close ...
11
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2answers
199 views

Benchmark problems for eigenvalue reordering algorithms sought

Every real matrix $A$ can be reduce to real Schur form $T = U^T A U$ using an orthogonal similiary transform $U$. Here the matrix $T$ is quasi-triangular form with 1 by 1 or 2 by 2 blocks on the main ...
4
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0answers
57 views

Efficient computation of marginalized multivariate normal likelihood

In general,if we know that the marginal Gaussian distribution for some variable $\textbf{x}$ and a conditional Gaussian distribution for some $\textbf{y}|\textbf{x}$ of the forms: $$p(\textbf{x}) = \...
3
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0answers
55 views

Numerical calculation of the Berry connection

I'm doing some numerical calculations involving Hermitian matrices, and derivatives of the eigenvectors. Essentially, I have an n x n, Hermitian matrix H(x), which is dependent on some continuous ...
2
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0answers
75 views

Why is LAPACK (seemingly) suboptimal for packed and banded eigenvalue problems?

Based on this LAPACK routines list, it looks like there is no relatively robust representation (RRR) driver routine for either packed or banded symmetric eigenvalue problems. According to the relevant ...
2
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0answers
125 views

Lapack++ for QR algorithm

I have recently started using Lapack++ which I found convenient for my programming purpose, in general. Now, I need to solve a matrix using QR algorithm. I've searched the user manual and I found a ...
1
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0answers
54 views

Stability of SVD, Eigendecompositions, and pseudoinverse procedures in modern LAPACK routines

I have proposed an optimisation algorithm which I claim has improved upon the previous algorithm in a number of ways. One of these claims is that my proposed solution requires no explicit SVD and ...
1
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0answers
150 views

Kronecker product of matrices

I have to use Kronecker product of a matrix with a unit matrix is there any routine in ScaLapack or Lapack which can do so efficiently.
1
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0answers
96 views

Eigenvalue problem (LAPACK)

I am working on a project in numerical analysis which I have to program in C (using Lapack and Blas). Matrix is given which is tridiagonal and "almost" symmetric (one element is to be changed to make ...
1
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0answers
225 views

How to make LAPACK eigenvectors orthogonal like Matlab?

I'm using LAPACK zgeev to calculate eigenvectors of a symmetric complex matrix of high dimensions ($n \approx 2000$). I need these eigenvectors to satisfy $$\sum_{...
1
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0answers
123 views

Why would this a pair of E5-2670 cpus be faster than 4 E5-2640 cpus for large matrix diagonalisation problems?

Not really much more to say; Of several computers available for use, these are two of the larger ones; one has 2x E5-2670, and the other has 4x E5-4640. The problems we're looking at essentially boil ...
1
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1answer
881 views

lapack singular matrix

I'd like to find a condition that allows me to determine if a matrix is invertible or not. naively, I computed the determinant to see if it was zero. but then I realized that even for very small ...