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docs: add band matrix storage format documentation in the README of lapack/base
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@@ -30,13 +30,13 @@ Many LAPACK routines work with banded matrices, which are stored compactly in tw | |
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### General Band Matrix Storage | ||
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A general band matrix of size `M`-by-`N` with `KL` subdiagonals and `KU` superdiagonals is stored in a two-dimensional array `AB` with `KL+KU+1` rows and `N` columns. | ||
A general band matrix of size `M`-by-`N` with `KL` subdiagonals and `KU` superdiagonals is stored in a two-dimensional array `A` with `KL+KU+1` rows and `N` columns. | ||
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**Storage Mapping:** | ||
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- Columns of the original matrix are stored in corresponding columns of the array `AB`. | ||
- Diagonals of the matrix are stored in rows of the array `AB`. | ||
- Element `A[i, j]` from the original matrix is stored in `AB[KU+1+i-j, j]`. | ||
- Columns of the original matrix are stored in corresponding columns of the array `A`. | ||
- Diagonals of the matrix are stored in rows of the array `A`. | ||
- Element `A[i, j]` from the original matrix is stored in `A[KU+1+i-j, j]`. | ||
- Valid range for `i`: `max(1, j-KU) <= i <= min(M, j+KL)`. | ||
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#### Example | ||
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<!-- </equation> --> | ||
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the band storage matrix `AB` is then | ||
the band storage matrix `A` is then | ||
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<!-- <equation class="equation" label="eq:band_storage_ab" align="center" raw="AB = \left[\begin{array}{rrrrr} * & a_{12} & a_{23} & a_{34} & a_{45} \\ a_{11} & a_{22} & a_{33} & a_{44} & a_{55} \\ a_{21} & a_{32} & a_{43} & a_{54} & * \\ a_{31} & a_{42} & a_{53} & * & * \end{array}\right]" alt="Band storage representation of matrix A."> --> | ||
<!-- <equation class="equation" label="eq:band_storage_ab" align="center" raw="A = \left[\begin{array}{rrrrr} * & a_{12} & a_{23} & a_{34} & a_{45} \\ a_{11} & a_{22} & a_{33} & a_{44} & a_{55} \\ a_{21} & a_{32} & a_{43} & a_{54} & * \\ a_{31} & a_{42} & a_{53} & * & * \end{array}\right]" alt="Band storage representation of matrix A."> --> | ||
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```math | ||
AB = \left[ | ||
A = \left[ | ||
\begin{array}{rrrrr} | ||
* & a_{12} & a_{23} & a_{34} & a_{45} \\ | ||
a_{11} & a_{22} & a_{33} & a_{44} & a_{55} \\ | ||
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<!-- </equation> --> | ||
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`AB` is a 4×5 matrix as `KL+KU+1 = 2+1+1 = 4`. Elements marked `*` need not be set and are not referenced by LAPACK routines. | ||
`A` is a 4×5 matrix as `KL+KU+1 = 2+1+1 = 4`. Elements marked `*` need not be set and are not referenced by LAPACK routines. | ||
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**Note:** When a band matrix is supplied for LU factorization, space must be allowed to store an additional `KL` superdiagonals, which are generated by fill-in as a result of row interchanges. This means that the matrix is stored according to the above scheme, but with `KL + KU` superdiagonals. | ||
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@@ -93,12 +93,12 @@ For symmetric or Hermitian band matrices with `KD` subdiagonals or superdiagonal | |
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**Upper Triangle Storage (UPLO = 'U'):** | ||
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- Element `A[i, j]` is stored in `AB[KD+1+i-j, j]`. | ||
- Element `A[i, j]` is stored in `A[KD+1+i-j, j]`. | ||
- Valid range for `i`: `max(1, j-KD) <= i <= j`. | ||
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**Lower Triangle Storage (UPLO = 'L'):** | ||
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- Element `A[i, j]` is stored in `AB[1+i-j, j]`. | ||
- Element `A[i, j]` is stored in `A[1+i-j, j]`. | ||
- Valid range for `i`: `j <= i <= min(N, j+KD)`. | ||
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#### Example | ||
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<!-- </equation> --> | ||
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the band storage matrix `AB` when `UPLO = 'U'` (i.e., upper triangle) is | ||
the band storage matrix `A` when `UPLO = 'U'` (i.e., upper triangle) is | ||
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<!-- <equation class="equation" label="eq:symmetric_upper_ab" align="center" raw="AB = \left[\begin{array}{rrrrr} * & * & a_{13} & a_{24} & a_{35} \\ * & a_{12} & a_{23} & a_{34} & a_{45} \\ a_{11} & a_{22} & a_{33} & a_{44} & a_{55} \end{array}\right]" alt="Band storage representation of symmetric matrix A (upper triangle)."> --> | ||
<!-- <equation class="equation" label="eq:symmetric_upper_ab" align="center" raw="A = \left[\begin{array}{rrrrr} * & * & a_{13} & a_{24} & a_{35} \\ * & a_{12} & a_{23} & a_{34} & a_{45} \\ a_{11} & a_{22} & a_{33} & a_{44} & a_{55} \end{array}\right]" alt="Band storage representation of symmetric matrix A (upper triangle)."> --> | ||
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```math | ||
AB = \left[ | ||
A = \left[ | ||
\begin{array}{rrrrr} | ||
* & * & a_{13} & a_{24} & a_{35} \\ | ||
* & a_{12} & a_{23} & a_{34} & a_{45} \\ | ||
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<!-- </equation> --> | ||
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`AB` is a 3×5 matrix as `KD+1 = 2+1 = 3`. Similarly, given the following matrix `A`, | ||
`A` is a 3×5 matrix as `KD+1 = 2+1 = 3`. Similarly, given the following matrix `A`, | ||
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<!-- <equation class="equation" label="eq:symmetric_lower_a" align="center" raw="A = \left[\begin{array}{rrrrr} a_{11} & {a_{21}} & {a_{31}} & 0 & 0 \\ a_{21} & a_{22} & {a_{32}} & {a_{42}} & 0 \\ a_{31} & a_{32} & a_{33} & {a_{43}} & {a_{53}} \\ 0 & a_{42} & a_{43} & a_{44} & {a_{54}} \\ 0 & 0 & a_{53} & a_{54} & a_{55} \end{array}\right]" alt="Representation of symmetric band matrix A (lower triangle)."> --> | ||
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@@ -155,12 +155,12 @@ A = \left[ | |
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<!-- </equation> --> | ||
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the band storage matrix `AB` when `UPLO = 'L'` (i.e., lower triangle) is | ||
the band storage matrix `A` when `UPLO = 'L'` (i.e., lower triangle) is | ||
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<!-- <equation class="equation" label="eq:symmetric_lower_ab" align="center" raw="AB = \left[\begin{array}{rrrrr} a_{11} & a_{22} & a_{33} & a_{44} & a_{55} \\ a_{21} & a_{32} & a_{43} & a_{54} & * \\ a_{31} & a_{42} & a_{53} & * & * \end{array}\right]" alt="Band storage representation of symmetric matrix A (lower triangle)."> --> | ||
<!-- <equation class="equation" label="eq:symmetric_lower_ab" align="center" raw="A = \left[\begin{array}{rrrrr} a_{11} & a_{22} & a_{33} & a_{44} & a_{55} \\ a_{21} & a_{32} & a_{43} & a_{54} & * \\ a_{31} & a_{42} & a_{53} & * & * \end{array}\right]" alt="Band storage representation of symmetric matrix A (lower triangle)."> --> | ||
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```math | ||
AB = \left[ | ||
A = \left[ | ||
\begin{array}{rrrrr} | ||
a_{11} & a_{22} & a_{33} & a_{44} & a_{55} \\ | ||
a_{21} & a_{32} & a_{43} & a_{54} & * \\ | ||
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@@ -169,10 +169,62 @@ AB = \left[ | |
\right] | ||
``` | ||
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`AB` is a 3×5 matrix as `KD+1 = 2+1 = 3`. | ||
`A` is a 3×5 matrix as `KD+1 = 2+1 = 3`. | ||
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<!-- </equation> --> | ||
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### Example | ||
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Consider a 4×4 general band matrix with `KL = 2` subdiagonals and `KU = 1` superdiagonal: | ||
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<!-- <equation class="equation" label="eq:band_matrix_numeric_a" align="center" raw="A = \left[\begin{array}{rrrr} 1.0 & 2.0 & 0.0 & 0.0 \\ 3.0 & 4.0 & 5.0 & 0.0 \\ 6.0 & 7.0 & 8.0 & 9.0 \\ 0.0 & 10.0 & 11.0 & 12.0 \end{array}\right]" alt="Representation of band matrix A with numeric values."> --> | ||
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```math | ||
A = \left[ | ||
\begin{array}{rrrr} | ||
1.0 & 2.0 & 0.0 & 0.0 \\ | ||
3.0 & 4.0 & 5.0 & 0.0 \\ | ||
6.0 & 7.0 & 8.0 & 9.0 \\ | ||
0.0 & 10.0 & 11.0 & 12.0 | ||
\end{array} | ||
\right] | ||
``` | ||
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<!-- </equation> --> | ||
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#### Band Storage Representation | ||
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The band storage matrix `A` has dimensions `(KL+KU+1) × N = (2+1+1) × 4 = 4 × 4`: | ||
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<!-- <equation class="equation" label="eq:band_storage_numeric_a" align="center" raw="A = \left[\begin{array}{rrrr} * & 2.0 & 5.0 & 9.0 \\ 1.0 & 4.0 & 8.0 & 12.0 \\ 3.0 & 7.0 & 11.0 & * \\ 6.0 & 10.0 & * & * \end{array}\right]" alt="Band storage representation of matrix A with numeric values."> --> | ||
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```math | ||
A = \left[ | ||
\begin{array}{rrrr} | ||
* & 2.0 & 5.0 & 9.0 \\ | ||
1.0 & 4.0 & 8.0 & 12.0 \\ | ||
3.0 & 7.0 & 11.0 & * \\ | ||
6.0 & 10.0 & * & * | ||
\end{array} | ||
\right] | ||
``` | ||
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<!-- </equation> --> | ||
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Here's how to represent this band matrix in JavaScript using `Float64Array`: | ||
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##### Row-Major Layout | ||
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```javascript | ||
var A = new Float64Array( [ 0.0, 2.0, 5.0, 9.0, 1.0, 4.0, 8.0, 12.0, 3.0, 7.0, 11.0, 0.0, 6.0, 10.0, 0.0, 0.0 ] ); | ||
``` | ||
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##### Column-Major Layout | ||
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```javascript | ||
var A = new Float64Array( [ 0.0, 1.0, 3.0, 6.0, 2.0, 4.0, 7.0, 10.0, 5.0, 8.0, 11.0, 0.0, 9.0, 12.0, 0.0, 0.0 ] ); | ||
``` | ||
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</section> | ||
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<!-- /.intro --> | ||
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Overall, this is looking good. It's a more readable version of https://netlib.org/lapack/lug/node124.html. That stated, one thing which needs to be changed is that currently everything is written using one-based indexing. We need to update everything to zero-based indexing.