Adding Dynamic Mode Decomposition (DMD) into LAPACK #736

dbielich · 2022-10-19T18:52:09Z

The work related to this PR is developed and coded by Zlatko Drmac, Faculty of Science, University of Zagreb. In cooperation with AIMdyn Inc., Santa Barbara, CA. Thanks for the great work!

For a detailed description of the algorithm and implementation, please refer here.

In short, XGEDMD computes the Dynamic Mode Decomposition (DMD) for a pair of data snapshot matrices. For the input matrices X and Y such that Y = A*X with an unaccessible matrix A, XGEDMD computes a certain number of Ritz pairs of A using the standard Rayleigh-Ritz extraction from a subspace of range(X) that is determined using the leading left singular vectors of X. Optionally, XGEDMD returns the residuals of the computed Ritz pairs, the information needed for a refinement of the Ritz vectors, or the eigenvectors of the Exact DMD.

Current work needed for the PR to be approved:

 1. Integration into LAPACK 
 2. Integrate the tester of Zlatko
 3. Confirm the four precisions are passing the tests

langou · 2022-10-20T18:59:31Z

Thanks @dbielich.

Note that this code will stress a lot the SVD solvers, so this is good. Hopefully we won't find any issue in our SVD solvers, but running the testing of this DMD code will stress the SVD codes a lot. This is a good thing.

SRC/dgedmd.f90

erichson · 2022-10-21T18:58:14Z

@dbielich this implementation looks incredible. But, I would like to suggest that the interface should also allow the user to provide an additional parameter $k$ to to control the truncation of the SVD directly, in addition to the parameter $\tau$ that currently controls truncation. There are many situations where it is more convenient to control the pseudo-inverse filter (i.e., the truncated singular value decomposition) via $k$ rather than choosing $\tau$. This should be a very easy fix. What are your thoughts?

langou · 2022-10-21T21:43:50Z

Hi @erichson, I think this is what the input parameter NRNK attempts to achieve. See below. It would be great if you can follow up. (Yes or no?) Cheers, @langou.

!.....
! NRNK (input) INTEGER
! Determines the mode how to compute the numerical rank,
! i.e. how to truncate small singular values of the input
! matrix X. On input, if
! NRNK = -1 :: i-th singular value sigma(i) is truncated
! if sigma(i) <= TOL*sigma(1)
! NRNK = -2 :: i-th singular value sigma(i) is truncated
! if sigma(i) <= TOL*sigma(i-1)
! The numerical rank can be enforced by using positive
! value of NRNK as follows:
! 0 < NRNK <= N :: at most NRNK largest singular values
! will be used. If the number of the computed nonzero
! singular values is less than NRNK, then only those
! nonzero values will be used and the actually used
! dimension is less than NRNK. The actual number of
! the nonzero singular values is returned in the variable
! K. See the descriptions of TOL and K.

erichson · 2022-10-21T22:10:21Z

@langou fantastic! This will do the trick.

codecov · 2022-11-10T15:54:12Z

Codecov Report

Patch and project coverage have no change.

Comparison is base (f86d08b) 0.00% compared to head (4d0432b) 0.00%.

❗ Current head 4d0432b differs from pull request most recent head 561e5bd. Consider uploading reports for the commit 561e5bd to get more accurate results

Additional details and impacted files

@@            Coverage Diff            @@
##           master     #736     +/-   ##
=========================================
  Coverage    0.00%    0.00%             
=========================================
  Files        1908     1916      +8     
  Lines      186954   188509   +1555     
=========================================
- Misses     186954   188509   +1555

Impacted Files	Coverage Δ
SRC/cgedmd.f90	`0.00% <0.00%> (ø)`
SRC/cgedmdq.f90	`0.00% <0.00%> (ø)`
SRC/dgedmd.f90	`0.00% <0.00%> (ø)`
SRC/dgedmdq.f90	`0.00% <0.00%> (ø)`
SRC/sgedmd.f90	`0.00% <0.00%> (ø)`
SRC/sgedmdq.f90	`0.00% <0.00%> (ø)`
SRC/zgedmd.f90	`0.00% <0.00%> (ø)`
SRC/zgedmdq.f90	`0.00% <0.00%> (ø)`

☔ View full report in Codecov by Sentry.
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SRC/zgedmdq.f90

TESTING/EIG/Makefile

… overall addition is complete

LAPACKE/src/lapacke_cgedmd_work.c

…vise

dbielich · 2023-03-27T18:03:46Z

Failure occurs in AppVeyor build and seems unrelated to the changes in this PR:

40/102 Test #41: LAPACK-xeigtstd_dec_in ...........***Failed 0.49 sec
84/102 Test #85: LAPACK-xeigtstz_zec_in ...........***Failed 0.11 sec

98% tests passed, 2 tests failed out of 102
Total Test time (real) = 94.31 sec
The following tests FAILED:
41 - LAPACK-xeigtstd_dec_in (Failed)
85 - LAPACK-xeigtstz_zec_in (Failed)
Errors while running CTest

weslleyspereira · 2023-03-27T18:13:09Z

Failure occurs in AppVeyor build and seems unrelated to the changes in this PR:

40/102 Test #41: LAPACK-xeigtstd_dec_in ...........***Failed 0.49 sec 84/102 Test #85: LAPACK-xeigtstz_zec_in ...........***Failed 0.11 sec

98% tests passed, 2 tests failed out of 102 Total Test time (real) = 94.31 sec The following tests FAILED: 41 - LAPACK-xeigtstd_dec_in (Failed) 85 - LAPACK-xeigtstz_zec_in (Failed) Errors while running CTest

You are correct! Those failures are unrelated to your changes. Thanks for the clarification.

LAPACKE/src/lapacke_cgedmdq.c

LAPACKE/src/lapacke_cgedmd_work.c

LAPACKE/src/lapacke_cgedmdq.c

SRC/cgedmd.f90

martin-frbg · 2023-03-29T17:15:08Z

(Sorry for the accidental closing - inadvertently stacked laptop on keyboard)

angsch

This is an amazing PR. Thank you @dbielich for contributing this!

LAPACKE/include/lapack.h

SRC/cgedmd.f90

weslleyspereira · 2023-06-01T18:34:38Z

Hi @dbielich, this patch will solve a couple of typos in your branch:

diff --git a/.github/workflows/cmake.yml b/.github/workflows/cmake.yml
index 4c4b87f26..20cf92bde 100644
--- a/.github/workflows/cmake.yml
+++ b/.github/workflows/cmake.yml
@@ -138,11 +138,19 @@ jobs:
     - name: Checkout LAPACK
       uses: actions/checkout@8e5e7e5ab8b370d6c329ec480221332ada57f0ab # v3.5.2
 
+    - name: Install ninja-build tool
+      uses: seanmiddleditch/gha-setup-ninja@16b940825621068d98711680b6c3ff92201f8fc0 # v3
+
+    - name: Install Basics
+      run: |
+        sudo apt update
+        sudo apt install -y cmake gfortran
+
     - name: Configure CMake
       # Configure CMake in a 'build' subdirectory. `CMAKE_BUILD_TYPE` is only required if you are using a single-configuration generator such as make.
       # See https://cmake.org/cmake/help/latest/variable/CMAKE_BUILD_TYPE.html?highlight=cmake_build_type
       run: >
-        cmake -B build
+        cmake -B build -G Ninja
         -D CMAKE_BUILD_TYPE=${{env.BUILD_TYPE}}
         -D CMAKE_INSTALL_PREFIX=${{github.workspace}}/lapack_install
         -D CBLAS:BOOL=ON
@@ -152,7 +160,7 @@ jobs:
         -D BUILD_SHARED_LIBS:BOOL=ON
 
     - name: Install
-      run: cmake --build build --target install -j2
+      run: cmake --build build --target install
 
     - name: Coverage
       run: |
diff --git a/LAPACKE/include/lapacke.h b/LAPACKE/include/lapacke.h
index bc4c5fa3b..9a9ab4753 100644
--- a/LAPACKE/include/lapacke.h
+++ b/LAPACKE/include/lapacke.h
@@ -5720,7 +5720,7 @@ lapack_int LAPACKE_sgedmd_work( int matrix_layout, char jobs, char jobz,
                                 lapack_int ldz, float* res, float* b,
                                 lapack_int ldb, float* w, lapack_int ldw,
                                 float* s, lapack_int lds, float* work,
-                                lapack_int lwork, float* iwork,
+                                lapack_int lwork, lapack_int* iwork,
                                 lapack_int liwork );
 
 lapack_int LAPACKE_dgedmd_work( int matrix_layout, char jobs, char jobz,
@@ -5731,7 +5731,7 @@ lapack_int LAPACKE_dgedmd_work( int matrix_layout, char jobs, char jobz,
                                 lapack_int ldz, double* res, double* b,
                                 lapack_int ldb, double* w, lapack_int ldw,
                                 double* s, lapack_int lds, double* work,
-                                lapack_int lwork, double* iwork,
+                                lapack_int lwork, lapack_int* iwork,
                                 lapack_int liwork );
 
 lapack_int LAPACKE_cgedmd_work( int matrix_layout, char jobs, char jobz,
@@ -5747,7 +5747,7 @@ lapack_int LAPACKE_cgedmd_work( int matrix_layout, char jobs, char jobz,
                                 lapack_complex_float* w, lapack_int ldw,
                                 lapack_complex_float* s, lapack_int lds,
                                 lapack_complex_float* work, lapack_int lwork,
-                                lapack_complex_float* iwork, lapack_int liwork );
+                                lapack_int* iwork, lapack_int liwork );
 
 lapack_int LAPACKE_zgedmd_work( int matrix_layout, char jobs, char jobz,
                                 char jobf, lapack_int whtsvd, lapack_int m,
@@ -5762,7 +5762,7 @@ lapack_int LAPACKE_zgedmd_work( int matrix_layout, char jobs, char jobz,
                                 lapack_complex_double* w, lapack_int ldw,
                                 lapack_complex_double* s, lapack_int lds,
                                 lapack_complex_double* work, lapack_int lwork,
-                                lapack_complex_double* iwork, lapack_int liwork );
+                                lapack_int* iwork, lapack_int liwork );
 
 lapack_int LAPACKE_sgedmdq_work( int matrix_layout, char jobs, char jobz,
                                  char jobr, char jobq, char jobt, char jobf,
@@ -5774,7 +5774,7 @@ lapack_int LAPACKE_sgedmdq_work( int matrix_layout, char jobs, char jobz,
                                  lapack_int ldz, float* res, float* b,
                                  lapack_int ldb, float* v, lapack_int ldv,
                                  float* s, lapack_int lds, float* work,
-                                 lapack_int lwork, float* iwork,
+                                 lapack_int lwork, lapack_int* iwork,
                                  lapack_int liwork );
 
 lapack_int LAPACKE_dgedmdq_work( int matrix_layout, char jobs, char jobz,
@@ -5787,7 +5787,7 @@ lapack_int LAPACKE_dgedmdq_work( int matrix_layout, char jobs, char jobz,
                                  lapack_int ldz, double* res, double* b,
                                  lapack_int ldb, double* v, lapack_int ldv,
                                  double* s, lapack_int lds, double* work,
-                                 lapack_int lwork, double* iwork,
+                                 lapack_int lwork, lapack_int* iwork,
                                  lapack_int liwork );
 
 lapack_int LAPACKE_cgedmdq_work( int matrix_layout, char jobs, char jobz,
@@ -5805,7 +5805,7 @@ lapack_int LAPACKE_cgedmdq_work( int matrix_layout, char jobs, char jobz,
                                  lapack_complex_float* v, lapack_int ldv,
                                  lapack_complex_float* s, lapack_int lds,
                                  lapack_complex_float* work, lapack_int lwork,
-                                 lapack_complex_float* iwork,
+                                 lapack_int* iwork,
                                  lapack_int liwork );
 
 lapack_int LAPACKE_zgedmdq_work( int matrix_layout, char jobs, char jobz,
@@ -5823,7 +5823,7 @@ lapack_int LAPACKE_zgedmdq_work( int matrix_layout, char jobs, char jobz,
                                  lapack_complex_double* v, lapack_int ldv,
                                  lapack_complex_double* s, lapack_int lds,
                                  lapack_complex_double* work, lapack_int lwork,
-                                 lapack_complex_double* iwork,
+                                 lapack_int* iwork,
                                  lapack_int liwork );
 
 lapack_int LAPACKE_sgesv_work( int matrix_layout, lapack_int n, lapack_int nrhs,
diff --git a/LAPACKE/src/lapacke_cgedmdq_work.c b/LAPACKE/src/lapacke_cgedmdq_work.c
index d0f161bdb..5bdbd3f56 100644
--- a/LAPACKE/src/lapacke_cgedmdq_work.c
+++ b/LAPACKE/src/lapacke_cgedmdq_work.c
@@ -54,7 +54,7 @@ lapack_int LAPACKE_cgedmdq_work( int matrix_layout, char jobs, char jobz,
     if( matrix_layout == LAPACK_COL_MAJOR ) {
         /* Call LAPACK function and adjust info */
         LAPACK_cgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                         imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                         work, &lwork, iwork, &liwork, &info );
         if( info < 0 ) {
@@ -114,7 +114,7 @@ lapack_int LAPACKE_cgedmdq_work( int matrix_layout, char jobs, char jobz,
         /* Query optimal working array(s) size if requested */
         if( lwork == -1 || liwork == -1 ) {
             LAPACK_cgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                            &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                            &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                             imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                             work, &lwork, iwork, &liwork, &info );
             return (info < 0) ? (info - 1) : info;
@@ -165,7 +165,7 @@ lapack_int LAPACKE_cgedmdq_work( int matrix_layout, char jobs, char jobz,
         LAPACKE_cge_trans( matrix_layout, m, n, s, lds, s_t, lds_t );
         /* Call LAPACK function and adjust info */
         LAPACK_cgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                         imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                         work, &lwork, iwork, &liwork, &info );
         if( info < 0 ) {
diff --git a/LAPACKE/src/lapacke_dgedmdq_work.c b/LAPACKE/src/lapacke_dgedmdq_work.c
index 04f2669bf..51b2a66d8 100644
--- a/LAPACKE/src/lapacke_dgedmdq_work.c
+++ b/LAPACKE/src/lapacke_dgedmdq_work.c
@@ -49,7 +49,7 @@ lapack_int LAPACKE_dgedmdq_work( int matrix_layout, char jobs, char jobz,
     if( matrix_layout == LAPACK_COL_MAJOR ) {
         /* Call LAPACK function and adjust info */
         LAPACK_dgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                         imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                         work, &lwork, iwork, &liwork, &info );
         if( info < 0 ) {
@@ -109,7 +109,7 @@ lapack_int LAPACKE_dgedmdq_work( int matrix_layout, char jobs, char jobz,
         /* Query optimal working array(s) size if requested */
         if( lwork == -1 || liwork == -1 ) {
             LAPACK_dgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                            &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                            &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                             imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                             work, &lwork, iwork, &liwork, &info );
             return (info < 0) ? (info - 1) : info;
@@ -160,7 +160,7 @@ lapack_int LAPACKE_dgedmdq_work( int matrix_layout, char jobs, char jobz,
         LAPACKE_dge_trans( matrix_layout, m, n, s, lds, s_t, lds_t );
         /* Call LAPACK function and adjust info */
         LAPACK_dgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                         imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                         work, &lwork, iwork, &liwork, &info );
         if( info < 0 ) {
diff --git a/LAPACKE/src/lapacke_sgedmdq_work.c b/LAPACKE/src/lapacke_sgedmdq_work.c
index a9c228a45..9039898d2 100644
--- a/LAPACKE/src/lapacke_sgedmdq_work.c
+++ b/LAPACKE/src/lapacke_sgedmdq_work.c
@@ -49,7 +49,7 @@ lapack_int LAPACKE_sgedmdq_work( int matrix_layout, char jobs, char jobz,
     if( matrix_layout == LAPACK_COL_MAJOR ) {
         /* Call LAPACK function and adjust info */
         LAPACK_sgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                         imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                         work, &lwork, iwork, &liwork, &info );
         if( info < 0 ) {
@@ -109,7 +109,7 @@ lapack_int LAPACKE_sgedmdq_work( int matrix_layout, char jobs, char jobz,
         /* Query optimal working array(s) size if requested */
         if( lwork == -1 || liwork == -1 ) {
             LAPACK_sgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                            &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                            &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                             imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                             work, &lwork, iwork, &liwork, &info );
             return (info < 0) ? (info - 1) : info;
@@ -160,7 +160,7 @@ lapack_int LAPACKE_sgedmdq_work( int matrix_layout, char jobs, char jobz,
         LAPACKE_sge_trans( matrix_layout, m, n, s, lds, s_t, lds_t );
         /* Call LAPACK function and adjust info */
         LAPACK_sgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                         imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                         work, &lwork, iwork, &liwork, &info );
         if( info < 0 ) {
diff --git a/LAPACKE/src/lapacke_zgedmdq.c b/LAPACKE/src/lapacke_zgedmdq.c
index 9b4b429b0..3648ffdf2 100644
--- a/LAPACKE/src/lapacke_zgedmdq.c
+++ b/LAPACKE/src/lapacke_zgedmdq.c
@@ -100,7 +100,7 @@ lapack_int LAPACKE_zgedmdq( int matrix_layout, char jobs, char jobz, char jobr,
         info = LAPACK_WORK_MEMORY_ERROR;
         goto exit_level_0;
     }
-    iwork = (lapack_complex_double*)LAPACKE_malloc( sizeof(lapack_complex_double) * liwork );
+    iwork = (lapack_int*)LAPACKE_malloc( sizeof(lapack_int) * liwork );
     if( iwork == NULL ) {
         info = LAPACK_WORK_MEMORY_ERROR;
         goto exit_level_1;
diff --git a/LAPACKE/src/lapacke_zgedmdq_work.c b/LAPACKE/src/lapacke_zgedmdq_work.c
index 5aa3a4829..9afceba07 100644
--- a/LAPACKE/src/lapacke_zgedmdq_work.c
+++ b/LAPACKE/src/lapacke_zgedmdq_work.c
@@ -54,7 +54,7 @@ lapack_int LAPACKE_zgedmdq_work( int matrix_layout, char jobs, char jobz,
     if( matrix_layout == LAPACK_COL_MAJOR ) {
         /* Call LAPACK function and adjust info */
         LAPACK_zgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                         imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                         work, &lwork, iwork, &liwork, &info );
         if( info < 0 ) {
@@ -114,7 +114,7 @@ lapack_int LAPACKE_zgedmdq_work( int matrix_layout, char jobs, char jobz,
         /* Query optimal working array(s) size if requested */
         if( lwork == -1 || liwork == -1 ) {
             LAPACK_zgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                            &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                            &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                             imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                             work, &lwork, iwork, &liwork, &info );
             return (info < 0) ? (info - 1) : info;
@@ -165,7 +165,7 @@ lapack_int LAPACKE_zgedmdq_work( int matrix_layout, char jobs, char jobz,
         LAPACKE_zge_trans( matrix_layout, m, n, s, lds, s_t, lds_t );
         /* Call LAPACK function and adjust info */
         LAPACK_zgedmdq( &jobs, &jobz, &jobr, &jobq, &jobt, &jobf, &whtsvd, &m,
-                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, tol, &k, reig,
+                        &n, f, &ldf, x, &ldx, y, &ldy, &nrnk, &tol, &k, reig,
                         imeig, z, &ldz, res, b, &ldb, v, &ldv, s, &lds,
                         work, &lwork, iwork, &liwork, &info );
         if( info < 0 ) {

I couldn't make the suggestions directly to your branch and I am not sure why.
To apply those, just use git apply patch.txt. Mind that you may need to do a git pull beforehand.

patch.txt

dbielich · 2023-06-02T12:31:42Z

@weslleyspereira thanks for the patch to make that quick. I have committed the changes to the routines.

All except for .github/workflows/cmake.yml

Is this a file to add or ignore? I think ignore which is why I had left it out, but want confirmation.

weslleyspereira · 2023-06-02T13:19:46Z

Is this a file to add or ignore? I think ignore which is why I had left it out, but want confirmation.

Ah, yes. Sorry for sending this one as well. This should go in another discussion I think.

Daniel Bielich added 2 commits October 18, 2022 17:52

Adding DMD algorithm in four precisions, tester will follow

cea00a7

Updating precision routines and beginning integration of tester

dc9b4e8

langou reviewed Oct 20, 2022

View reviewed changes

SRC/dgedmd.f90 Show resolved Hide resolved

Daniel Bielich added 3 commits October 21, 2022 22:20

Adding the DMDQ codes

a8e4012

Fix for complex dmdq codes and progress to tester

7aeab07

Progress to the testing implementation in double precision

fd272e7

Daniel Bielich added 2 commits November 15, 2022 13:25

Removing unused variables

c4adf64

single precision tester finished, working on double complex

7bfb8ff

langou reviewed Nov 23, 2022

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langou reviewed Nov 23, 2022

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Daniel Bielich and others added 9 commits December 6, 2022 16:17

Progressing code

21059dc

Progress to resolving the bug with complex testers

c65a7a7

Updating src files, testing all precisions. Some clean-up remains but…

3b08c51

… overall addition is complete

Merge branch 'Reference-LAPACK:master' into master

bd1204d

Improving testers - will need to investigate float precision impl

25030ae

Merge branch 'master' of https://github.com/dbielich/lapack88

c91783e

adding correction to schkdmd tester

1e2d26e

Fixing compilation warning error for git

e52daa3

Adding lapacke wrappers for dmd routines - dmdq is needed yet

fbd853c

dbielich marked this pull request as ready for review March 24, 2023 15:09

Adding first precision of dmdq impl for lapacke

cc50227

angsch reviewed Mar 24, 2023

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Daniel Bielich added 2 commits March 24, 2023 14:31

Finishing up first impl of lapacke wrappers, waiting for review to re…

f74a632

…vise

Fixing lapacke wrappers for memory leak conventions

b5f984f

angsch reviewed Mar 28, 2023

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angsch reviewed Mar 28, 2023

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martin-frbg closed this Mar 29, 2023

langou reopened this Mar 29, 2023

weslleyspereira mentioned this pull request Apr 18, 2023

Tests failing on AppVeyor #823

Closed

Daniel Bielich added 2 commits April 18, 2023 14:53

Addressing lapacke incorrectness and comments to the PR in general

7e42285

Fixing interger workspace allocation

e798ab2

angsch reviewed Apr 20, 2023

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Daniel Bielich and others added 4 commits May 7, 2023 16:47

Fixes for the integer workspace

c6c2689

Documentation fix

59f4d58

Pushing final comments on PR for current progress

8ade5d1

Merge branch 'master' into master

fd82c87

Requested changes for typos and convention errors in branch

561e5bd

langou approved these changes Jun 4, 2023

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langou merged commit 53361bf into Reference-LAPACK:master Jun 5, 2023

This was referenced Jul 9, 2023

LAPACKE interfaces and C prototypes for ?GEDMD(Q) do not match the implementation #879

Closed

Update C prototypes and LAPACKE interfaces for ?GEDMD/?GEDMDQ #880

Merged

langou mentioned this pull request Nov 10, 2023

Announcement to community: We will release LAPACK 3.12 soon #935

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Adding Dynamic Mode Decomposition (DMD) into LAPACK #736

Adding Dynamic Mode Decomposition (DMD) into LAPACK #736

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Adding Dynamic Mode Decomposition (DMD) into LAPACK #736

Adding Dynamic Mode Decomposition (DMD) into LAPACK #736

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