Developer Reference for Intel® oneAPI Math Kernel Library for C
Mathematical Notation for LAPACK Routines
Descriptions of LAPACK routines use the following notation:
\(A^{H}\) |
For an \(m\)-by-\(n\) matrix \(A\), denotes the conjugate transposed \(n\)-by-\(m\) matrix with elements: \[a_{ij}^H = \overline{a_{ji}}\] For a real-valued matrix, \(A^H = A^T\). |
\(x \cdot y\) |
The dot product of two vectors, defined as: \[x \cdot y = \sum_i x_i \overline{y_i}\] |
\(A \cdot x = b\) |
A system of linear equations with an \(n\)-by-\(n\) matrix \(A = \{a_{ij}\}\), a right-hand side vector \(b = \{b_i\}\), and an unknown vector \(x = \{x_i\}\). |
\(A \cdot X = B\) |
A set of systems with a common matrix \(A\) and multiple right-hand sides. The columns of \(B\) are individual right-hand sides, and the columns of \(X\) are the corresponding solutions. |
\(\lvert x \rvert\) |
The vector with elements \(\lvert x_i \rvert\) (absolute values of \(x_i\)). |
\(\lvert A \rvert\) |
The matrix with elements \(\lvert a_{ij} \rvert\) (absolute values of \(a_{ij}\)). |
\({\lVert x \rVert}_{\infty} = \max_i \lvert x_i \rvert\) |
The infinity-norm of the vector \(x\). |
\({\lVert A \rVert}_{\infty} = \max_i \sum_j \lvert a_{ij} \rvert\) |
The infinity-norm of the matrix \(A\). |
\({\lVert A \rVert}_1 = \max_j \sum_i \lvert a_{ij} \rvert\) |
The one-norm of the matrix \(A\). \({\lVert A \rVert}_1 = {\lVert A^T \rVert}_{\infty} = {\lVert A^H \rVert}_{\infty}\) |
\({\lVert x \rVert}_2\) |
The 2-norm of the vector \(x\) : \({\lVert x \rVert}_2 = (\sum_i {\lvert x_i \rvert}^2)^{1/2} = {\lVert x \rVert}_E\) (see the definition for Euclidean norm in this topic). |
\({\lVert A \rVert}_2\) |
The 2-norm (or spectral norm) of the matrix \(A\). \({\lVert A \rVert}_2 = max_i \sigma_i\); \({\lVert A \rVert}_2^2 = max_{{\lVert x \rVert}_2 = 1}(Ax \cdot Ax)\) |
\({\lVert A \rVert}_E\) |
The Euclidean norm of the matrix \(A\) : \({\lVert A \rVert}_E^2 = \sum_i \sum_j {\lvert a_{ij} \rvert}^2\). |
\(\kappa(A) = {\lVert A \rVert} \cdot {\lVert A^{-1} \rVert}\) |
The condition number of the matrix \(A\). |
\(\lambda_i\) |
Eigenvalues of the matrix \(A\) (for the definition of eigenvalues, see Eigenvalue Problems). |
\(\sigma_i\) |
Singular values of the matrix \(A\). They are equal to square roots of the eigenvalues of \(A^H A\). (For more information, see Singular Value Decomposition). |