doc.go 8.3 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. //
  19. // A matrix may be constructed through the corresponding New function. If no
  20. // backing array is provided the matrix will be initialized to all zeros.
  21. // // Allocate a zeroed real matrix of size 3×5
  22. // zero := mat.NewDense(3, 5, nil)
  23. // If a backing data slice is provided, the matrix will have those elements.
  24. // Matrices are all stored in row-major format.
  25. // // Generate a 6×6 matrix of random values.
  26. // data := make([]float64, 36)
  27. // for i := range data {
  28. // data[i] = rand.NormFloat64()
  29. // }
  30. // a := mat.NewDense(6, 6, data)
  31. // Operations involving matrix data are implemented as functions when the values
  32. // of the matrix remain unchanged
  33. // tr := mat.Trace(a)
  34. // and are implemented as methods when the operation modifies the receiver.
  35. // zero.Copy(a)
  36. //
  37. // Receivers must be the correct size for the matrix operations, otherwise the
  38. // operation will panic. As a special case for convenience, a zero-value matrix
  39. // will be modified to have the correct size, allocating data if necessary.
  40. // var c mat.Dense // construct a new zero-sized matrix
  41. // c.Mul(a, a) // c is automatically adjusted to be 6×6
  42. //
  43. // Zero-value of a matrix
  44. //
  45. // A zero-value matrix is either the Go language definition of a zero-value or
  46. // is a zero-sized matrix with zero-length stride. Matrix implementations may have
  47. // a Reset method to revert the receiver into a zero-valued matrix and an IsZero
  48. // method that returns whether the matrix is zero-valued.
  49. // So the following will all result in a zero-value matrix.
  50. // - var a mat.Dense
  51. // - a := NewDense(0, 0, make([]float64, 0, 100))
  52. // - a.Reset()
  53. // A zero-value matrix can not be sliced even if it does have an adequately sized
  54. // backing data slice, but can be expanded using its Grow method if it exists.
  55. //
  56. // The Matrix Interfaces
  57. //
  58. // The Matrix interface is the common link between the concrete types of real
  59. // matrices, The Matrix interface is defined by three functions: Dims, which
  60. // returns the dimensions of the Matrix, At, which returns the element in the
  61. // specified location, and T for returning a Transpose (discussed later). All of
  62. // the concrete types can perform these behaviors and so implement the interface.
  63. // Methods and functions are designed to use this interface, so in particular the method
  64. // func (m *Dense) Mul(a, b Matrix)
  65. // constructs a *Dense from the result of a multiplication with any Matrix types,
  66. // not just *Dense. Where more restrictive requirements must be met, there are also the
  67. // Symmetric and Triangular interfaces. For example, in
  68. // func (s *SymDense) AddSym(a, b Symmetric)
  69. // the Symmetric interface guarantees a symmetric result.
  70. //
  71. // The CMatrix interface plays the same role for complex matrices. The difference
  72. // is that the CMatrix type has the H method instead T, for returning the conjugate
  73. // transpose.
  74. //
  75. // (Conjugate) Transposes
  76. //
  77. // The T method is used for transposition on real matrices, and H is used for
  78. // conjugate transposition on complex matrices. For example, c.Mul(a.T(), b) computes
  79. // c = a^T * b. The mat types implement this method implicitly —
  80. // see the Transpose and Conjugate types for more details. Note that some
  81. // operations have a transpose as part of their definition, as in *SymDense.SymOuterK.
  82. //
  83. // Matrix Factorization
  84. //
  85. // Matrix factorizations, such as the LU decomposition, typically have their own
  86. // specific data storage, and so are each implemented as a specific type. The
  87. // factorization can be computed through a call to Factorize
  88. // var lu mat.LU
  89. // lu.Factorize(a)
  90. // The elements of the factorization can be extracted through methods on the
  91. // factorized type, i.e. *LU.UTo. The factorization types can also be used directly,
  92. // as in *Dense.SolveCholesky. Some factorizations can be updated directly,
  93. // without needing to update the original matrix and refactorize,
  94. // as in *LU.RankOne.
  95. //
  96. // BLAS and LAPACK
  97. //
  98. // BLAS and LAPACK are the standard APIs for linear algebra routines. Many
  99. // operations in mat are implemented using calls to the wrapper functions
  100. // in gonum/blas/blas64 and gonum/lapack/lapack64 and their complex equivalents.
  101. // By default, blas64 and lapack64 call the native Go implementations of the
  102. // routines. Alternatively, it is possible to use C-based implementations of the
  103. // APIs through the respective cgo packages and "Use" functions. The Go
  104. // implementation of LAPACK (used by default) makes calls
  105. // through blas64, so if a cgo BLAS implementation is registered, the lapack64
  106. // calls will be partially executed in Go and partially executed in C.
  107. //
  108. // Type Switching
  109. //
  110. // The Matrix abstraction enables efficiency as well as interoperability. Go's
  111. // type reflection capabilities are used to choose the most efficient routine
  112. // given the specific concrete types. For example, in
  113. // c.Mul(a, b)
  114. // if a and b both implement RawMatrixer, that is, they can be represented as a
  115. // blas64.General, blas64.Gemm (general matrix multiplication) is called, while
  116. // instead if b is a RawSymmetricer blas64.Symm is used (general-symmetric
  117. // multiplication), and if b is a *VecDense blas64.Gemv is used.
  118. //
  119. // There are many possible type combinations and special cases. No specific guarantees
  120. // are made about the performance of any method, and in particular, note that an
  121. // abstract matrix type may be copied into a concrete type of the corresponding
  122. // value. If there are specific special cases that are needed, please submit a
  123. // pull-request or file an issue.
  124. //
  125. // Invariants
  126. //
  127. // Matrix input arguments to functions are never directly modified. If an operation
  128. // changes Matrix data, the mutated matrix will be the receiver of a function.
  129. //
  130. // For convenience, a matrix may be used as both a receiver and as an input, e.g.
  131. // a.Pow(a, 6)
  132. // v.SolveVec(a.T(), v)
  133. // though in many cases this will cause an allocation (see Element Aliasing).
  134. // An exception to this rule is Copy, which does not allow a.Copy(a.T()).
  135. //
  136. // Element Aliasing
  137. //
  138. // Most methods in mat modify receiver data. It is forbidden for the modified
  139. // data region of the receiver to overlap the used data area of the input
  140. // arguments. The exception to this rule is when the method receiver is equal to one
  141. // of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
  142. //
  143. // This prohibition is to help avoid subtle mistakes when the method needs to read
  144. // from and write to the same data region. There are ways to make mistakes using the
  145. // mat API, and mat functions will detect and complain about those.
  146. // There are many ways to make mistakes by excursion from the mat API via
  147. // interaction with raw matrix values.
  148. //
  149. // If you need to read the rest of this section to understand the behavior of
  150. // your program, you are being clever. Don't be clever. If you must be clever,
  151. // blas64 and lapack64 may be used to call the behavior directly.
  152. //
  153. // mat will use the following rules to detect overlap between the receiver and one
  154. // of the inputs:
  155. // - the input implements one of the Raw methods, and
  156. // - the address ranges of the backing data slices overlap, and
  157. // - the strides differ or there is an overlap in the used data elements.
  158. // If such an overlap is detected, the method will panic.
  159. //
  160. // The following cases will not panic:
  161. // - the data slices do not overlap,
  162. // - there is pointer identity between the receiver and input values after
  163. // the value has been untransposed if necessary.
  164. //
  165. // mat will not attempt to detect element overlap if the input does not implement a
  166. // Raw method. Method behavior is undefined if there is undetected overlap.
  167. //
  168. package mat // import "gonum.org/v1/gonum/mat"