Applied Mathematical Analysis Laboratory
Applied Mathematics and Physics Course
Graduate School of Informatics, Kyoto University

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• LAPROGNC

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• (Graduate School) Applied Mathematics and Physics Course
• Graduate School of Informatics
• (Undergraduate School) Applied Mathematics and Physics Course
• Undergraduate School of Informatics and Mathematical Science
• Kyoto University

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LAPROGNC(Linear Algebra PROGrams in Numerical Computation)

• mdLVs algorithms for bidiagonal singular values (mdLVs and I-SVD)
  DLVS
• I-SVD algorithms for square singular value decomposition (mdLVs and I-SVD)
  DBDSLV
• A new implementation of DQDS ALGORITHM WITH NEW SHIFT STRATEGIES as the offshoot of the implementation of the orthogonal QD algorithm
  ddqds.f sdqds.f
• A new implementation of MDLVS ALGORITHM WITH NEW SHIFT STRATEGIES as the offshoot of the implementation of the orthogonal QD algorithm
  dmdlvs.f
• PARALLEL BISECTION METHOD for a symmetric tridiagonal matrix
  dlaebz2.f dstebz2.f dstevx2.f
• OpenMP-based PARALLEL BLOCKED INVERSE ITERATION ALGORITHM with DGEMM-based blocked classical Gram-Schmidt*2 reorthogonalization for a symmetric tridiagonal matrix
  dstein3.f
• PARALLEL BISECTION METHOD and INVERSE ITERATION ALGORITHM for a symmetric band matrix
  BBiInv.f
• A new implementation of dnrm2.f and snrm2.f
  dnrm2n.f snrm2n.f

A new implementation of ORTHOGONAL QD ALGORITHM WITH NEW SHIFT STRATEGIES for Sakurai-Sugiura method

• This code can compute singular values, left singular vectors and right singular vectors of a lower/upper bidiagonal matrix.
  doqds1.f soqds1.f
• This code can compute L singular values from the smallest singular value, L left singular vectors and L right singular vectors of a lower/upper bidiagonal matrix.
  doqds1p.f soqds1p.f
• This code can compute singular values and left singular vectors of a lower/upper bidiagonal matrix.
  doqds2.f soqds2.f
• This code can compute singular values and right singular vectors of a lower/upper bidiagonal matrix.
  doqds3.f soqds3.f
• This code can compute only singular values of a lower/upper bidiagonal matrix.
  doqdsv.f soqdsv.f
• Subroutines for ORTHOGONAL QD ALGORITHM WITH NEW SHIFT STRATEGIES
  dlartg6.f dlartg7.f dfma0.f slartg6.f slartg7.f sfma0.f

Thick Restart Golub-Kahan-Lanczos method

• We recommend to use numactl -i all.
  TRGKL2.tgz

Thick Restart Lanczos method

• We recommend to use numactl -i all.
  TRLAN2.tgz

Singular Value Decomposition and Principal Component Analysis using ARPACK
dsvd_file.f dpca_file.f svd_make_test_file.c ARmake.inc for Windows

RANDOMIZED SVD
RANDOMIZED_SVD.tgz