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chore(deps): update dependency lapack to v3.12.0 #163

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merged 1 commit into from
Mar 1, 2024
Merged

chore(deps): update dependency lapack to v3.12.0 #163

merged 1 commit into from
Mar 1, 2024

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@renovate renovate bot commented Feb 12, 2024

Mend Renovate

This PR contains the following updates:

Package Type Update Change
lapack http_archive minor v3.11.0 -> v3.12.0

Release Notes

Reference-LAPACK/lapack (lapack)

v3.12.0: Official Release for LAPACK 3.12.0

Compare Source

This material is based upon work supported by the National Science Foundation and the Department of Energy.
LAPACK is a software package provided by Univ. of Tennessee, Univ. of California, Berkeley, Univ. of Colorado Denver and NAG Ltd..

The following notes are also at http://netlib.org/lapack/lapack-3.12.0.html

Dynamic Mode Decomposition (DMD)

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.
xGEDMDQ does the same as xGEDMD but uses a QR factorization based compression of the data.

  • See: Z. Drmac: A LAPACK implementation of the Dynamic Mode Decomposition I. Technical report. AIMDyn Inc. and LAPACK Working Note 298.
  • Developed and coded by Zlatko Drmac, Faculty of Science, University of Zagreb. In cooperation with AIMdyn Inc., Santa Barbara, CA. And supported by (1) DARPA SBIR project "Koopman Operator-Based Forecasting for Nonstationary Processes from Near-Term, Limited Observational Data", Contract No: W31P4Q-21-C-0007; (2) DARPA PAI project "Physics-Informed Machine Learning Methodologies", Contract No: HR0011-18-9-0033; (3) DARPA MoDyL project "A Data-Driven, Operator-Theoretic Framework for Space-Time Analysis of Process Dynamics", Contract No: HR0011-16-C-0116. Any opinions, findings and conclusions or recommendations expressed in this material are those of the author and do not necessarily reflect the views of the DARPA SBIR Program Office. Distribution Statement A: Approved for Public Release, Distribution Unlimited. Cleared by DARPA on September 29, 2022
  • Adding Dynamic Mode Decomposition (DMD) into LAPACK by @​dbielich in https://github.com/Reference-LAPACK/lapack/pull/736
  • Update C prototypes and LAPACKE interfaces for ?GEDMD/?GEDMDQ by @​martin-frbg in https://github.com/Reference-LAPACK/lapack/pull/880
  • Update of the documentation to the pull request "Truncated QR with Pivoting #​891" by @​scr2016 in https://github.com/Reference-LAPACK/lapack/pull/941
  • make the DMD comments in the header Doxygen compliant by @​langou in https://github.com/Reference-LAPACK/lapack/pull/936

Truncated QR with Column Pivoting

The routine computes a truncated (rank K) or full rank Householder QR factorization with column pivoting of a real M-by-N matrix A using Level 3 BLAS.
The truncation criteria (i.e. when to stop the factorization) can be any of the following: (1) The input parameter KMAX, the maximum number of columns KMAX to factorize; (2) The input parameter ABSTOL, the absolute tolerance for the maximum column 2-norm of the residual matrix R22(K); (3) The input parameter RELTOL, the tolerance for the maximum column 2-norm matrix of the residual matrix R22(K) divided by the maximum column 2-norm of the original matrix A, which is equal to abs(R(1,1)). The algorithm stops when any of these conditions is first satisfied, otherwise the whole matrix A is factorized.

Reciprocal Scaling of complex vectors

[C/Z]RSCL multiplies an n-element complex vector x by the complex scalar 1/a. This is done without overflow or underflow as long as the final result x/a does not overflow or underflow.

Improvements in the 64-bit API

Bug fixes and other changes

New Contributors

Full Changelog: Reference-LAPACK/lapack@v3.11.0...v3.12.0

Thanks to all our contributors!
Thanks to the Mathworks team: Penny Anderson, Mary Ann Freeman, Bobby Cheng, Pat Quillen, Christine Tobler, Heiko Weichelt.
Thanks to the AIMdyn Inc. team: Igor Mezic and Maria Fonoberova.

The LAPACK team

Configuration

📅 Schedule: Branch creation - "before 4am on Monday" (UTC), Automerge - At any time (no schedule defined).

🚦 Automerge: Disabled by config. Please merge this manually once you are satisfied.

♻ Rebasing: Whenever PR is behind base branch, or you tick the rebase/retry checkbox.

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This PR has been generated by Mend Renovate. View repository job log here.

@renovate renovate bot added the deps Renovate PRs label Feb 12, 2024
@f0rmiga f0rmiga merged commit 64a4442 into main Mar 1, 2024
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@f0rmiga f0rmiga deleted the renovate/lapack-3.x branch March 1, 2024 23:16
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