[ADMB Users] example to interface with Lapack routine using Openblas
davef at otter-rsch.com
Sun Aug 18 09:09:39 PDT 2013
Over the years I have had various requests for ways to use some Lapack
these are optimized linear algebra routines which can use multi-threading.
A difficulty with doing this easily is that these are based on old
Fortran code which
assumes that matrices are a contiguous array stored by column. In ADMB
matrices are not contiguous and are stored by row.
However, I realized that matrices and be constructed in such a way that they
are contiguous although they are still stored by row. If in addition the
matrix is symmetric the distinction between rows and columns disappears,
so this is a simple case to start with.
The attached code shows how to use the Lapack routine dgesdd to
get the singular value decomposition of a symmetric matrix.
The particular implementation of Lapack is Openblas which contains
Maybe we can extend these ideas at the workshop if there is any interest.
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