# `stdlib_specialmatrices` ```{contents} :local: :depth: 2 ``` ## Introduction The `stdlib_specialmatrices` module provides derived types and specialized drivers for highly structured matrices often encountered in scientific computing as well as control and signal processing applications. These include: - Tridiagonal matrices - Symmetric tridiagonal matrices - Circulant matrices (not yet supported) - Toeplitz matrices (not yet supported) - Hankel matrices (not yet supported) In addition, it also provides a `Poisson2D` matrix type (not yet supported) corresponding to the sparse block tridiagonal matrix obtained from discretizing the Laplace operator on a 2D grid with the standard second-order accurate central finite-difference scheme. ## List of derived types for special matrices Below is a list of the currently supported derived types corresponding to different special matrices. Note that this module is under active development and this list will eventually grow. ### Tridiagonal matrices {#Tridiagonal} #### Status Experimental #### Description Tridiagonal matrices are ubiquitous in scientific computing and often appear when discretizing 1D differential operators. A generic tridiagonal matrix has the following structure: $$ A = \begin{bmatrix} a_1 & b_1 \\ c_1 & a_2 & b_2 \\ & \ddots & \ddots & \ddots \\ & & c_{n-2} & a_{n-1} & b_{n-1} \\ & & & c_{n-1} & a_n \end{bmatrix}. $$ Hence, only one vector of size `n` and two of size `n-1` need to be stored to fully represent the matrix. This particular structure also lends itself to specialized implementations for many linear algebra tasks. Interfaces to the most common ones will soon be provided by `stdlib_specialmatrices`. Tridiagonal matrices are available with all supported data types as `tridiagonal__type`, for example: - `tridiagonal_sp_type` : Tridiagonal matrix of size `n` with `real`/`single precision` data. - `tridiagonal_dp_type` : Tridiagonal matrix of size `n` with `real`/`double precision` data. - `tridiagonal_xdp_type` : Tridiagonal matrix of size `n` with `real`/`extended precision` data. - `tridiagonal_qp_type` : Tridiagonal matrix of size `n` with `real`/`quadruple precision` data. - `tridiagonal_csp_type` : Tridiagonal matrix of size `n` with `complex`/`single precision` data. - `tridiagonal_cdp_type` : Tridiagonal matrix of size `n` with `complex`/`double precision` data. - `tridiagonal_cxdp_type` : Tridiagonal matrix of size `n` with `complex`/`extended precision` data. - `tridiagonal_cqp_type` : Tridiagonal matrix of size `n` with `complex`/`quadruple precision` data. #### Syntax - To construct a tridiagonal matrix from already allocated arrays `dl` (lower diagonal, size `n-1`), `dv` (main diagonal, size `n`) and `du` (upper diagonal, size `n-1`): `A = ` `tridiagonal` `(dl, dv, du [, err])` - To construct a tridiagonal matrix of size `n x n` with scalar diagonal elements `dl` (lower diagonal), `dv` (main diagonal), and `du` (upper diagonal): `A = ` `tridiagonal` `(dl, dv, du, n [, err])` Where `err` is an optional `intent(out)` argument of type `linalg_state_type`. When `err` is not present, the corresponding `tridiagonal` call is `pure` and signals invalid sizes or array shape mismatches via an internal `error stop`. When `err` is present, the impure overload is used instead, and any such error is reported by setting the `err` variable rather than executing an `error stop`. #### Arguments ##### Constructing from arrays `A = tridiagonal(dl, dv, du [, err])` - `dl`: Shall be a rank-1 array of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `dv`: Shall be a rank-1 array of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `du`: Shall be a rank-1 array of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `err` (optional): Shall be a `type(linalg_state_type)` variable. It is an `intent(out)` argument. If the input arrays are not of compatible sizes, the routine calls `linalg_error_handling`. If `err` is present, it is assigned `LINALG_VALUE_ERROR`. If `err` is not present, the program terminates via `error stop`. In either case, the elements of the resulting matrix `A` are unassigned. ##### Constructing from constant diagonal values `A = tridiagonal(dl, dv, du, n [, err])` - `dl`: Shall be a scalar of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `dv`: Shall be a scalar of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `du`: Shall be a scalar of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `n`: Shall be a positive `integer`. It is an `intent(in)` argument. - `err` (optional): Shall be a `type(linalg_state_type)` variable. It is an `intent(out)` argument. If a non-positive matrix size is provided, the routine calls `linalg_error_handling`. If `err` is present, it is assigned `LINALG_VALUE_ERROR`. If `err` is not present, the program terminates via `error stop`. In either case, the elements of the resulting matrix `A` are unassigned. #### Example ```{literalinclude} ../../example/specialmatrices/example_tridiagonal_dp_type.f90 :language: fortran ``` ### Symmetric tridiagonal matrices {#Sym_tridiagonal} #### Status Experimental #### Description Symmetric tridiagonal matrices are a special case of tridiagonal matrices in which the subdiagonal and superdiagonal are identical. A generic symmetric tridiagonal matrix has the following structure: $$ A = \begin{bmatrix} a_1 & b_1 \\ b_1 & a_2 & b_2 \\ & \ddots & \ddots & \ddots \\ & & b_{n-2} & a_{n-1} & b_{n-1} \\ & & & b_{n-1} & a_n \end{bmatrix}. $$ Hence, only one vector of size `n` and one vector of size `n-1` need to be stored to fully represent the matrix. This particular structure also lends itself to specialized implementations for many linear algebra tasks. Interfaces to the most common ones will soon be provided by `stdlib_specialmatrices`. Symmetric tridiagonal matrices are available with all supported data types as `sym_tridiagonal__type`, for example: - `sym_tridiagonal_sp_type` : Symmetric tridiagonal matrix of size `n` with `real`/`single precision` data. - `sym_tridiagonal_dp_type` : Symmetric tridiagonal matrix of size `n` with `real`/`double precision` data. - `sym_tridiagonal_xdp_type` : Symmetric tridiagonal matrix of size `n` with `real`/`extended precision` data. - `sym_tridiagonal_qp_type` : Symmetric tridiagonal matrix of size `n` with `real`/`quadruple precision` data. - `sym_tridiagonal_csp_type` : Symmetric tridiagonal matrix of size `n` with `complex`/`single precision` data. - `sym_tridiagonal_cdp_type` : Symmetric tridiagonal matrix of size `n` with `complex`/`double precision` data. - `sym_tridiagonal_cxdp_type` : Symmetric tridiagonal matrix of size `n` with `complex`/`extended precision` data. - `sym_tridiagonal_cqp_type` : Symmetric tridiagonal matrix of size `n` with `complex`/`quadruple precision` data. #### Syntax - To construct a symmetric tridiagonal matrix from already allocated arrays `du` (off-diagonal, size `n-1`) and `dv` (main diagonal, size `n`): `A = ` `sym_tridiagonal` `(du, dv [, err])` - To construct a symmetric tridiagonal matrix of size `n x n` with scalar diagonal elements `du` (off-diagonal) and `dv` (main diagonal): `A = ` `sym_tridiagonal` `(du, dv, n [, err])` #### Arguments ##### Constructing from arrays `A = sym_tridiagonal(du, dv [, err])` - `du`: Shall be a rank-1 array of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `dv`: Shall be a rank-1 array of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `err` (optional): Shall be a `type(linalg_state_type)` variable. It is an `intent(out)` argument. If the input arrays are not of compatible sizes, the routine calls `linalg_error_handling`. If `err` is present, it is assigned `LINALG_VALUE_ERROR`. If `err` is not present, the program terminates via `error stop`. In either case, the elements of the resulting matrix `A` are unassigned. ##### Constructing from constant diagonal values `A = sym_tridiagonal(du, dv, n [, err])` - `du`: Shall be a scalar of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `dv`: Shall be a scalar of type `real` or `complex` with the same kind as the resulting matrix. It is an `intent(in)` argument. - `n`: Shall be a positive `integer`. It is an `intent(in)` argument. - `err` (optional): Shall be a `type(linalg_state_type)` variable. It is an `intent(out)` argument. If a non-positive matrix size is provided, the routine calls `linalg_error_handling`. If `err` is present, it is assigned `LINALG_VALUE_ERROR`. If `err` is not present, the program terminates via `error stop`. In either case, the elements of the resulting matrix `A` are unassigned. #### Example ```{literalinclude} ../../example/specialmatrices/example_sym_tridiagonal_dp_type.f90 :language: fortran ``` ## Specialized drivers for linear algebra tasks Below is a list of all the specialized drivers for linear algebra tasks currently provided by the `stdlib_specialmatrices` module. ### Matrix-vector products with `spmv` {#spmv} #### Status Experimental #### Description With the exception of `extended precision` and `quadruple precision`, all the types provided by `stdlib_specialmatrices` benefit from specialized kernels for matrix-vector products accessible via the common `spmv` interface. - For `tridiagonal` and `symmetric tridiagonal` matrices, the backend is either LAPACK `lagtm` or the generalized routine `glagtm`, depending on the values and types of `alpha` and `beta`. #### Syntax `call ` {f:iface}`spmv` `(A, x, y [, alpha, beta, op])` #### Arguments - `A` : Shall be a matrix of one of the types provided by `stdlib_specialmatrices`. It is an `intent(in)` argument. - `x` : Shall be a rank-1 or rank-2 array with the same kind as `A`. It is an `intent(in)` argument. - `y` : Shall be a rank-1 or rank-2 array with the same kind as `A`. It is an `intent(inout)` argument. - `alpha` (optional) : Scalar value of the same type as `x`. It is an `intent(in)` argument. By default, `alpha = 1`. - `beta` (optional) : Scalar value of the same type as `y`. It is an `intent(in)` argument. By default `beta = 0`. - `op` (optional) : In-place operator identifier. Shall be a character(1) argument. It can have any of the following values: `N`: no transpose, `T`: transpose, `H`: hermitian or complex transpose. #### Examples ```{literalinclude} ../../example/specialmatrices/example_specialmatrices_dp_spmv.f90 :language: fortran ``` ```{literalinclude} ../../example/specialmatrices/example_specialmatrices_cdp_spmv.f90 :language: fortran ``` ## Utility functions ### `dense` : converting a special matrix to a standard Fortran array {#dense} #### Status Experimental #### Description Utility function to convert all the matrix types provided by `stdlib_specialmatrices` to a standard rank-2 array of the appropriate kind. #### Syntax `B = ` `dense` `(A)` #### Arguments - `A` : Shall be a matrix of one of the types provided by `stdlib_specialmatrices`. It is an `intent(in)` argument. - `B` : Shall be a rank-2 allocatable array of the appropriate `real` or `complex` kind. ### `transpose` : Transposition of a special matrix {#transpose} #### Status Experimental #### Description Utility function returning the transpose of a special matrix. The returned matrix is of the same type and kind as the input one. #### Syntax `B = ` `transpose` `(A)` #### Arguments - `A` : Shall be a matrix of one of the types provided by `stdlib_specialmatrices`. It is an `intent(in)` argument. - `B` : Shall be a matrix of one of the same type and kind as `A`. ### `hermitian` : Complex-conjugate transpose of a special matrix {#hermitian} #### Status Experimental #### Description Utility function returning the complex-conjugate transpose of a special matrix. The returned matrix is of the same type and kind as the input one. For real-valued matrices, `hermitian` is equivalent to `transpose`. #### Syntax `B = ` `hermitian` `(A)` #### Arguments - `A` : Shall be a matrix of one of the types provided by `stdlib_specialmatrices`. It is an `intent(in)` argument. - `B` : Shall be a matrix of one of the same type and kind as `A`. ### Operator overloading (`+`, `-`, `*`) {#operators} #### Status Experimental #### Description The definition of all standard arithmetic operators have been overloaded to be applicable for the matrix types defined by `stdlib_specialmatrices`: - Overloading the `+` operator for adding two matrices of the same type and kind. - Overloading the `-` operator for subtracting two matrices of the same type and kind. - Overloading the `*` for scalar-matrix multiplication. #### Syntax - Adding two matrices of the same type: `C = A` `operator(+)` `B` - Subtracting two matrices of the same type: `C = A` `operator(-)` `B` - Scalar multiplication `B = alpha` `operator(*)` `A` ```{note} For addition (`+`) and subtraction (`-`), the operand matrices `A` and `B` must be of the same type and kind and must have matching dimensions (`n`). The result `C` of the expression will then have the same dimensions as `A` (and `B`) when the operation is valid. For scalar multiplication (`*`), `A` and `B` need to be of the same type and kind, while `alpha` is either `real` or `complex` (with the same kind again) depending on the type being used. ```