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A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines.
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jchristopherson/linalg
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A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines. The examples below provide an illustration of just how simple it is to perform a few common linear algebra operations. There is also an optional C API that is available as part of this library.
The documentation can be foundhere.
CMakeThis library can be built using CMake. For instructions seeRunning CMake.
FPM can also be used to build this library using the provided fpm.toml.
fpm build
The LINALG library can be used within your FPM project by adding the following to your fpm.toml file.
[dependencies]linalg = {git ="https://github.com/jchristopherson/linalg" }
This example solves a normally defined system of 3 equations of 3 unknowns.
program example use iso_fortran_env use linalgimplicit none ! Local Variablesreal(dp):: a(3,3), b(3)integer(i32):: i, pvt(3) ! Build the3-by-3 matrix A. ! |123 | ! A= |456 | ! |780 | a=reshape( & [1.0d0,4.0d0,7.0d0,2.0d0,5.0d0,8.0d0,3.0d0,6.0d0,0.0d0], & [3,3]) ! Build the right-hand-side vector B. ! |-1 | ! b= |-2 | ! |-3 | b= [-1.0d0,-2.0d0,-3.0d0] ! The solution is: ! |1/3 | ! x= |-2/3 | ! |0 | ! Compute the LU factorizationcall lu_factor(a, pvt) ! Compute the solution. The results overwrite b.call solve_lu(a, pvt, b) ! Display the results.print'(A)',"LU Solution: X ="print'(F8.4)', (b(i), i=1,size(b))end program
The above program produces the following output.
LU Solution: X = 0.3333 -0.6667 0.0000This example solves an overdetermined system of 3 equations of 2 uknowns.
program example use iso_fortran_env use linalgimplicit none ! Local Variablesreal(dp):: a(3,2), b(3)integer(i32):: i ! Build the3-by-2 matrix A ! |21 | ! A= |-31 | ! |-11 | a=reshape([2.0d0,-3.0d0,-1.0d0,1.0d0,1.0d0,1.0d0], [3,2]) ! Build the right-hand-side vector B. ! |-1 | ! b= |-2 | ! |1 | b= [-1.0d0,-2.0d0,1.0d0] ! The solution is: ! x= [0.13158,-0.57895]**T ! Compute the solution via a least-squares approach. The results overwrite ! the first2 elementsin b.call solve_least_squares(a, b) ! Display the resultsprint'(A)',"Least Squares Solution: X ="print'(F9.5)', (b(i), i=1,size(a,2))end program
The above program produces the following output.
Least Squares Solution: X = 0.13158 -0.57895This example computes the eigenvalues and eigenvectors of a mechanical system consisting of several masses connected by springs.
! This is an example illustrating the use of the eigenvalue and eigenvector! routinesto solve a free vibration problem of3 masses connected by springs.!! k1 k2 k3 k4! |-\/\/\-| m1 |-\/\/\-| m2 |-\/\/\-| m3 |-\/\/\-|!! As illustrated above, the system consists of3 masses connected by springs.! Spring k1 and spring k4 connect the end massesto ground. The equations of! motion for this system are as follows.!! | m100 | |x1"| | k1+k2 -k2 0 | |x1| |0|! | 0 m2 0 | |x2"|+ |-k2 k2+k3-k3 | |x2|= |0|! |00 m3| |x3"| | 0 -k3 k3+k4| |x3| |0|!! Notice: x1"= the second time derivative of x1.program example use iso_fortran_env use linalgimplicit none ! Define the model parametersreal(dp),parameter:: pi=3.14159265359d0real(dp),parameter:: m1=0.5d0real(dp),parameter:: m2=2.5d0real(dp),parameter:: m3=0.75d0real(dp),parameter:: k1=5.0d6real(dp),parameter:: k2=10.0d6real(dp),parameter:: k3=10.0d6real(dp),parameter:: k4=5.0d6 ! Local Variablesinteger(i32):: i, jreal(dp):: m(3,3), k(3,3), natFreq(3)complex(dp):: vals(3), modeShapes(3,3) ! Define the mass matrix m=reshape([m1,0.0d0,0.0d0,0.0d0, m2,0.0d0,0.0d0,0.0d0, m3], [3,3]) ! Define the stiffness matrix k=reshape([k1+ k2,-k2,0.0d0,-k2, k2+ k3,-k3,0.0d0,-k3, k3+ k4], & [3,3]) ! Compute the eigenvalues and eigenvectors.call eigen(k, m, vals, vecs= modeShapes) ! Sort the eigenvalues and eigenvectorscall sort(vals, modeShapes) ! Compute the natural frequency values, andreturn them with units of Hz. ! Notice, all eigenvalues and eigenvectors arereal for this example. natFreq=sqrt(real(vals))/ (2.0d0* pi) ! Display the natural frequency and mode shape values.print'(A)',"Modal Information:"do i=1,size(natFreq)print'(AI0AF8.4A)',"Mode", i,": (", natFreq(i)," Hz)"print'(F10.3)', (real(modeShapes(j,i)), j=1,size(natFreq))end doend program
The above program produces the following output.
Modal Information:Mode 1: (232.9225 Hz) -0.718 -1.000 -0.747Mode 2: (749.6189 Hz) -0.419 -0.164 1.000Mode 3: (923.5669 Hz) 1.000 -0.184 0.179The following example solves a sparse system of equations using a direct solver. The solution is compared to the solution of the same system of equations but in dense format for comparison.
program example use iso_fortran_env use linalgimplicit none ! Local Variablesinteger(int32):: ipiv(4)real(real64):: dense(4,4), b(4), x(4), bc(4) type(csr_matrix):: sparse ! Build the matrices as dense matrices dense=reshape([ &5.0d0,0.0d0,0.0d0,0.0d0, &0.0d0,8.0d0,0.0d0,6.0d0, &0.0d0,0.0d0,3.0d0,0.0d0, &0.0d0,0.0d0,0.0d0,5.0d0], [4,4]) b= [2.0d0,-1.5d0,8.0d0,1.0d0] ! Convertto sparse (CSRformat) ! Note, theassignmentoperator is overloadedto allow conversion. sparse= dense ! Compute the solutionto the sparse equationscall sparse_direct_solve(sparse, b, x) ! Results storedin x !Print the solutionprint"(A)","Sparse Solution:"print*, x ! Perform a sanity check on the solution ! Note, matmul is overloadedto allow multiplication with sparse matrices bc=matmul(sparse, x)print"(A)","Computed RHS:"print*, bcprint"(A)","Original RHS:"print*, b ! For comparison, solve the dense system via LU decompositioncall lu_factor(dense, ipiv)call solve_lu(dense, ipiv, b) ! Results storedin bprint"(A)","Dense Solution:"print*, bend program
The above program produces the following output.
Sparse Solution: 0.40000000000000002 -0.18750000000000000 2.6666666666666665 0.42500000000000004 Computed RHS: 2.0000000000000000 -1.5000000000000000 8.0000000000000000 1.0000000000000000Original RHS: 2.0000000000000000 -1.5000000000000000 8.0000000000000000 1.0000000000000000Dense Solution: 0.40000000000000002 -0.18750000000000000 2.6666666666666665 0.42499999999999999Here is a list of external code libraries utilized by this library.
The dependencies do not necessarily have to be installed to be used. The build will initially look for installed items, but if not found, will then download and build the latest version as part of the build process.
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A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines.
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