Linear solvers¶

HPD solve¶

Solves either $$AX=B$$ or $$A^T X=B$$ for $$X$$ given Hermitian positive-definite (HPD) $$A$$ and right-hand side matrix $$B$$. The solution is computed by first finding the Cholesky factorization of $$A$$ and then performing two successive triangular solves against $$B$$.

void HPDSolve(UpperOrLower uplo, Orientation orientation, Matrix<F> &A, Matrix<F> &B)
void HPDSolve(UpperOrLower uplo, Orientation orientation, DistMatrix<F> &A, DistMatrix<F> &B)

Overwrite B with the solution to $$AX=B$$ or $$A^T X=B$$, where A is Hermitian positive-definite and only the triangle of A specified by uplo is accessed.

Gaussian elimination¶

Solves $$AX=B$$ for $$X$$ given a general square nonsingular matrix $$A$$ and right-hand side matrix $$B$$. The solution is computed through (partially pivoted) Gaussian elimination.

void GaussianElimination(Matrix<F> &A, Matrix<F> &B)
void GaussianElimination(DistMatrix<F> &A, DistMatrix<F> &B)

Upon completion, $$A$$ will have been overwritten with Gaussian elimination and $$B$$ will be overwritten with $$X$$.

Least-squares¶

Solves $$AX=B$$ or $$A^H X = B$$ for $$X$$ in a least-squares sense given a general full-rank matrix $$A \in \mathbb{F}^{m \times n}$$. If $$m \ge n$$, then the first step is to form the QR factorization of $$A$$, otherwise the LQ factorization is computed.

• If solving $$AX=B$$, then either $$X=R^{-1} Q^H B$$ or $$X=Q^H L^{-1} B$$.
• If solving $$A^H X=B$$, then either $$X=Q R^{-H} B$$ or $$X=L^{-H} Q B$$.
void LeastSquares(Orientation orientation, Matrix<F> &A, const Matrix<F> &B, Matrix<F> &X)
void LeastSquares(Orientation orientation, DistMatrix<F> &A, const DistMatrix<F> &B, DistMatrix<F> &X)

If orientation is set to NORMAL, then solve $$AX=B$$, otherwise orientation must be equal to ADJOINT and $$A^H X=B$$ will be solved. Upon completion, $$A$$ is overwritten with its QR or LQ factorization, and $$X$$ is overwritten with the solution.

Solve after Cholesky¶

Uses an existing in-place Cholesky factorization to solve against one or more right-hand sides.

void cholesky::SolveAfter(UpperOrLower uplo, Orientation orientation, const Matrix<F> &A, Matrix<F> &B)
void cholesky::SolveAfter(UpperOrLower uplo, Orientation orientation, const DistMatrix<F> &A, DistMatrix<F> &B)

Update $$B := A^{-1} B$$, $$B := A^{-T} B$$, or $$B := A^{-H} B$$, where one triangle of $$A$$ has been overwritten with its Cholesky factor.

Solve after LU¶

Uses an existing in-place LU factorization (with or without partial pivoting) to solve against one or more right-hand sides.

void lu::SolveAfter(Orientation orientation, const Matrix<F> &A, Matrix<F> &B)
void lu::SolveAfter(Orientation orientation, const DistMatrix<F> &A, DistMatrix<F> &B)

Update $$B := A^{-1} B$$, $$B := A^{-T} B$$, or $$B := A^{-H} B$$, where $$A$$ has been overwritten with its LU factors (without partial pivoting).

void lu::SolveAfter(Orientation orientation, const Matrix<F> &A, const Matrix<int> &p, Matrix<F> &B)
void lu::SolveAfter(Orientation orientation, const DistMatrix<F> &A, const DistMatrix<int, VC, STAR> &p, DistMatrix<F> &B)

Update $$B := A^{-1} B$$, $$B := A^{-T} B$$, or $$B := A^{-H} B$$, where $$A$$ has been overwritten with its LU factors with partial pivoting, which satisfy $$P A = L U$$, where the permutation matrix $$P$$ is represented by the pivot vector p.

void lu::SolveAfter(Orientation orientation, const Matrix<F> &A, const Matrix<int> &p, const Matrix<int> &q, Matrix<F> &B)
void lu::SolveAfter(Orientation orientation, const DistMatrix<F> &A, const DistMatrix<int, VC, STAR> &p, const DistMatrix<int, VC, STAR> &q, DistMatrix<F> &B)

Update $$B := A^{-1} B$$, $$B := A^{-T} B$$, or $$B := A^{-H} B$$, where $$A$$ has been overwritten with its LU factors with full pivoting, which satisfy $$P A Q = L U$$, where the permutation matrices $$P$$ and $$Q$$ are represented by the pivot vector p and q, respectively.