doc.go 8.9 KB

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  1. // Copyright ©2015 The Gonum Authors. All rights reserved.
  2. // Use of this source code is governed by a BSD-style
  3. // license that can be found in the LICENSE file.
  4. // Package mat provides implementations of float64 and complex128 matrix
  5. // structures and linear algebra operations on them.
  6. //
  7. // Overview
  8. //
  9. // This section provides a quick overview of the mat package. The following
  10. // sections provide more in depth commentary.
  11. //
  12. // mat provides:
  13. // - Interfaces for Matrix classes (Matrix, Symmetric, Triangular)
  14. // - Concrete implementations (Dense, SymDense, TriDense)
  15. // - Methods and functions for using matrix data (Add, Trace, SymRankOne)
  16. // - Types for constructing and using matrix factorizations (QR, LU)
  17. // - The complementary types for complex matrices, CMatrix, CSymDense, etc.
  18. // In the documentation below, we use "matrix" as a short-hand for all of
  19. // the FooDense types implemented in this package. We use "Matrix" to
  20. // refer to the Matrix interface.
  21. //
  22. // A matrix may be constructed through the corresponding New function. If no
  23. // backing array is provided the matrix will be initialized to all zeros.
  24. // // Allocate a zeroed real matrix of size 3×5
  25. // zero := mat.NewDense(3, 5, nil)
  26. // If a backing data slice is provided, the matrix will have those elements.
  27. // All matrices are all stored in row-major format.
  28. // // Generate a 6×6 matrix of random values.
  29. // data := make([]float64, 36)
  30. // for i := range data {
  31. // data[i] = rand.NormFloat64()
  32. // }
  33. // a := mat.NewDense(6, 6, data)
  34. // Operations involving matrix data are implemented as functions when the values
  35. // of the matrix remain unchanged
  36. // tr := mat.Trace(a)
  37. // and are implemented as methods when the operation modifies the receiver.
  38. // zero.Copy(a)
  39. // Note that the input arguments to most functions and methods are interfaces
  40. // rather than concrete types `func Trace(Matrix)` rather than
  41. // `func Trace(*Dense)` allowing flexible use of internal and external
  42. // Matrix types.
  43. //
  44. // When a matrix is the destination or receiver for a function or method,
  45. // the operation will panic if the matrix is not the correct size.
  46. // An exception is if that destination is empty (see below).
  47. //
  48. // Empty matrix
  49. //
  50. // An empty matrix is one that has zero size. Empty matrices are used to allow
  51. // the destination of a matrix operation to assume the correct size automatically.
  52. // This operation will re-use the backing data, if available, or will allocate
  53. // new data if necessary. The IsEmpty method returns whether the given matrix
  54. // is empty. The zero-value of a matrix is empty, and is useful for easily
  55. // getting the result of matrix operations.
  56. // var c mat.Dense // construct a new zero-value matrix
  57. // c.Mul(a, a) // c is automatically adjusted to be the right size
  58. // The Reset method can be used to revert a matrix to an empty matrix.
  59. // Reset should not be used when multiple different matrices share the same backing
  60. // data slice. This can cause unexpected data modifications after being resized.
  61. // An empty matrix can not be sliced even if it does have an adequately sized
  62. // backing data slice, but can be expanded using its Grow method if it exists.
  63. //
  64. // The Matrix Interfaces
  65. //
  66. // The Matrix interface is the common link between the concrete types of real
  67. // matrices, The Matrix interface is defined by three functions: Dims, which
  68. // returns the dimensions of the Matrix, At, which returns the element in the
  69. // specified location, and T for returning a Transpose (discussed later). All of
  70. // the matrix types can perform these behaviors and so implement the interface.
  71. // Methods and functions are designed to use this interface, so in particular the method
  72. // func (m *Dense) Mul(a, b Matrix)
  73. // constructs a *Dense from the result of a multiplication with any Matrix types,
  74. // not just *Dense. Where more restrictive requirements must be met, there are also
  75. // additional interfaces like Symmetric and Triangular. For example, in
  76. // func (s *SymDense) AddSym(a, b Symmetric)
  77. // the Symmetric interface guarantees a symmetric result.
  78. //
  79. // The CMatrix interface plays the same role for complex matrices. The difference
  80. // is that the CMatrix type has the H method instead T, for returning the conjugate
  81. // transpose.
  82. //
  83. // (Conjugate) Transposes
  84. //
  85. // The T method is used for transposition on real matrices, and H is used for
  86. // conjugate transposition on complex matrices. For example, c.Mul(a.T(), b) computes
  87. // c = aᵀ * b. The mat types implement this method implicitly —
  88. // see the Transpose and Conjugate types for more details. Note that some
  89. // operations have a transpose as part of their definition, as in *SymDense.SymOuterK.
  90. //
  91. // Matrix Factorization
  92. //
  93. // Matrix factorizations, such as the LU decomposition, typically have their own
  94. // specific data storage, and so are each implemented as a specific type. The
  95. // factorization can be computed through a call to Factorize
  96. // var lu mat.LU
  97. // lu.Factorize(a)
  98. // The elements of the factorization can be extracted through methods on the
  99. // factorized type, i.e. *LU.UTo. The factorization types can also be used directly,
  100. // as in *Dense.SolveCholesky. Some factorizations can be updated directly,
  101. // without needing to update the original matrix and refactorize,
  102. // as in *LU.RankOne.
  103. //
  104. // BLAS and LAPACK
  105. //
  106. // BLAS and LAPACK are the standard APIs for linear algebra routines. Many
  107. // operations in mat are implemented using calls to the wrapper functions
  108. // in gonum/blas/blas64 and gonum/lapack/lapack64 and their complex equivalents.
  109. // By default, blas64 and lapack64 call the native Go implementations of the
  110. // routines. Alternatively, it is possible to use C-based implementations of the
  111. // APIs through the respective cgo packages and "Use" functions. The Go
  112. // implementation of LAPACK (used by default) makes calls
  113. // through blas64, so if a cgo BLAS implementation is registered, the lapack64
  114. // calls will be partially executed in Go and partially executed in C.
  115. //
  116. // Type Switching
  117. //
  118. // The Matrix abstraction enables efficiency as well as interoperability. Go's
  119. // type reflection capabilities are used to choose the most efficient routine
  120. // given the specific concrete types. For example, in
  121. // c.Mul(a, b)
  122. // if a and b both implement RawMatrixer, that is, they can be represented as a
  123. // blas64.General, blas64.Gemm (general matrix multiplication) is called, while
  124. // instead if b is a RawSymmetricer blas64.Symm is used (general-symmetric
  125. // multiplication), and if b is a *VecDense blas64.Gemv is used.
  126. //
  127. // There are many possible type combinations and special cases. No specific guarantees
  128. // are made about the performance of any method, and in particular, note that an
  129. // abstract matrix type may be copied into a concrete type of the corresponding
  130. // value. If there are specific special cases that are needed, please submit a
  131. // pull-request or file an issue.
  132. //
  133. // Invariants
  134. //
  135. // Matrix input arguments to functions are never directly modified. If an operation
  136. // changes Matrix data, the mutated matrix will be the receiver of a method, or
  137. // will be the first argument to a method or function.
  138. //
  139. // For convenience, a matrix may be used as both a receiver and as an input, e.g.
  140. // a.Pow(a, 6)
  141. // v.SolveVec(a.T(), v)
  142. // though in many cases this will cause an allocation (see Element Aliasing).
  143. // An exception to this rule is Copy, which does not allow a.Copy(a.T()).
  144. //
  145. // Element Aliasing
  146. //
  147. // Most methods in mat modify receiver data. It is forbidden for the modified
  148. // data region of the receiver to overlap the used data area of the input
  149. // arguments. The exception to this rule is when the method receiver is equal to one
  150. // of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
  151. //
  152. // This prohibition is to help avoid subtle mistakes when the method needs to read
  153. // from and write to the same data region. There are ways to make mistakes using the
  154. // mat API, and mat functions will detect and complain about those.
  155. // There are many ways to make mistakes by excursion from the mat API via
  156. // interaction with raw matrix values.
  157. //
  158. // If you need to read the rest of this section to understand the behavior of
  159. // your program, you are being clever. Don't be clever. If you must be clever,
  160. // blas64 and lapack64 may be used to call the behavior directly.
  161. //
  162. // mat will use the following rules to detect overlap between the receiver and one
  163. // of the inputs:
  164. // - the input implements one of the Raw methods, and
  165. // - the address ranges of the backing data slices overlap, and
  166. // - the strides differ or there is an overlap in the used data elements.
  167. // If such an overlap is detected, the method will panic.
  168. //
  169. // The following cases will not panic:
  170. // - the data slices do not overlap,
  171. // - there is pointer identity between the receiver and input values after
  172. // the value has been untransposed if necessary.
  173. //
  174. // mat will not attempt to detect element overlap if the input does not implement a
  175. // Raw method. Method behavior is undefined if there is undetected overlap.
  176. //
  177. package mat // import "gonum.org/v1/gonum/mat"