FastLapackInterface
separates workspace allocation and actual
running for some Lapack algorithms:
- LU factorization
- QR factorization
- Schur factorization
- Eigen decomposition
- Bunch-Kaufman decomposition
- Cholesky decomposition
- LSE decomposition
The API follows the Base julia LAPACK
definitions and should thus be very transparent.
There is also a unified interface which returns the right Workspace
to be used with a given
LAPACK
function.
e.g.
A = [1.2 2.3
6.2 3.3]
ws = Workspace(LAPACK.getrf!, A)
decompose!(ws, A)
A similar API exists for the above decompositions. For more information and examples please see the documentation.
- this package works also with MKL
- OpenBlas and MKL don't compute the required workspace size of some functions the same way.
- v1.x: works only with Julia >= 1.6.3