stdlib lstsq

[loiseaujc]

• fixed typos
• Changed all occurrences of to .
• Revert "Changed all occurrences of to ."
• FYPP implementation until QR factorization.
• Test Driver.
• Remove outdated example.
• LightKrylov Constants module.
• Removed outdated example (toml file)
• Remove old code case.
• Remove old installation scripts.
• Python scripts .fypp -> .f90
• Added Fortran files.
• Arnoldi implementation + bug fixes.
• Lanczos bidiagonalization.
• Lapack wrappers.
• Updated strings in tests to conform with FORD
• Eigs implementation + validated tests for real matrices.
• svds implementation + tests validated for real matrices.
• GMRES implementation + validated tests for all real/cmplx types.
• SPD/Hermitian linop + Conjugate Gradient + tests.
• Added basic operations on arrays of abstract_vectors.
• Added Schur factorization.
• Added schur / ordschur lapack wrappers.
• Added adjoint of linear operator.
• Added Id operator, alphaA operator and alphaA + beta*B operator.
• Misc.
• Changed the definition of abstract_spd_linop to abstract_sym_linop.
• Added lanczos_tridiagonalization + tests.
• Added eighs for symmetric/hermitian operators (+ some clean-up).
• Fixed issue with linear_combination_matrix_*
• Fixed missing allocation in schur for real types.
• Krylov-Schur restarting procedure for arnoldi.
• Tests for Krylov-Schur.
• Added Krylov-Schur restart capability to eigs.
• Fixed missing initialization for in .
• .
• Remove matrix output in test.
• Fix residuals allocation in .
• Updated the ginzburg-landau example to use complex types.
• Implemented the dense matrix exponential.
• Implementation of the Krylov exponential.
• Changed to relative tolerance.
• Added Simon as co-developper + version beta 0.1.0
• Started to update documentation.
• Made comments consistent with FORD.
• Fixed missing definition in put_data_vec_basis.
• Added permutation/inverse permutation for arrays.
• Changes following stdlib update.
• Added kexpm_mat (albeit not working).
• made comments consistent with rest of toolbox (FORD style)
• Changed intent in abstract_exptA_xxx interfaces to "inout" to allow the integration time to be set in an external propagator
• fixed typo in fypp scripts.
• add sqrtm function
• add zero_basis function
• added forgotten export of zero_basis
• Fixed typo and added diag import from stdlib_linalg
• Export abstract_preconditioner.
• Export abstract_precond.
• Made apply public in precond.
• export zero_basis
• added sqrtm for hermitian pos. def. matrices
• eigh -> eig for complex sqrtm
• Changed integer(int_size) to integer for sorting following stdlib update.
• changed QR default verbosity to false
• Added test for real/complex matrix sqrt
• Streamlined fypp code for sqrtm (real/complex). Added sqrtm testsuites. Completed missing error handling and output for eig routines.
• Add missing v = transpose(conjg(vt)) in Utils/svd
• Implemented rudimentary logging via stdlib_logger
• Resolved conflicts + regenerated .f90 files from .fypp ones.
• successful exit only written to debug log
• added module name parameter
• add module name parameter
• Revert "successful exit only written to debug log"
• Revert "add module name parameter"
• success logged only in debug mode
• add module name as private variable for logging
• set inout on linop argument for k_exptA
• added innerprod_vector. Changed the interface for consistency. BREAKING CHANGE!
• Added orthonormalisation routines for vectors and bases sp/dp/csp/cdp. Routines not yet deployed to QR etc.
• Improved error handling for orthonormalization
• moved one/zero defs to Constants
• included EVP tests again
• Corrected miscellaneous error message and added eighs
• fixed typos and added one/zero
• fixed typo in error string
• typo
• added zero/one, suggestion for eigvec tests
• added zero/one
• added one/zero (apart from TestVectors). Uniformization of fypp.
• Added assert variation for vectors
• Added error handling for orthogonalization routine
• Refactoring of orthogonalization routines & deployment in QR, Arnoldi, Lanczos iterations.
• Cleanup
• deployed new orthogonalization routines
• fixed typo
• Homogenized code
• Streamlined Tests to reduce the number of solves.
• Added basis orthonormality test for QR
• Added eigenvector checks for eigenvalue solvers and svd, including orthonormality checks where appropriate.
• Logger.f90: added logging for orthonormality check within orthonormalize_against_basis and for double_gram_schmidt_step.
• Basekrylov.f90: Added double_gram_schmidt_step and deployed it with logging. Replaces update_hessenberg_matrix. Added optional orthonormality check in orthogonalize_against_basis. Set this check to false in all performance-critical routines in the core. IterativeSolvers.f90: Deployed double_gram_schmidt_step. Deployed orthonormalize_against_basis.
• Replaced in-house lapack wrapper for lstsq by stdlib implementation.
• Make use of in for redibility sake.
• Cleaned-up gmres implementation a bit.
• Changed from intent(out) to intent(inout) in to allow for non-zero initial guess.
• Aesthetic changes/Minor code clean-up.
• Removed uneeded kind from stdlib imports.