A free function linear algebra interface based on the BLAS

Document #: P1673
Date: 2023-01-13
Project: Programming Language C++
LEWG
Reply-to: Mark Hoemmen
<>
Daisy Hollman
<>
Christian Trott
<>
Daniel Sunderland
<>
Nevin Liber
<>
Alicia Klinvex
<>
Li-Ta Lo
<>
Damien Lebrun-Grandie
<>
Graham Lopez
<>
Peter Caday
<>
Sarah Knepper
<>
Piotr Luszczek
<>
Timothy Costa
<>

Contents

1 Authors and contributors

1.1 Authors

1.2 Contributors

2 Revision history

3 Purpose of this paper

This paper proposes a C++ Standard Library dense linear algebra interface based on the dense Basic Linear Algebra Subroutines (BLAS). This corresponds to a subset of the BLAS Standard. Our proposal implements the following classes of algorithms on arrays that represent matrices and vectors:

Our algorithms work with most of the matrix storage formats that the BLAS Standard supports:

Our proposal also has the following distinctive characteristics.

Here are some examples of what this proposal offers. In these examples, we ignore std:: namespace qualification for anything in our proposal or for mdspan. We start with a “hello world” that scales the elements of a 1-D mdspan by a constant factor, first sequentially, then in parallel.

  constexpr size_t N = 40;
  std::vector<double> x_vec(N);

  mdspan x(x_vec.data(), N);
  for(size_t i = 0; i < N; ++i) {
    x[i] = double(i);
  }

  linalg::scale(2.0, x); // x = 2.0 * x
  linalg::scale(std::execution::par_unseq, 3.0, x);
  for(size_t i = 0; i < N; ++i) {
    assert(x[i] == 6.0 * double(i));
  }

Here is a matrix-vector product example. It illustrates the scaled function that makes our interface more concise, while still permitting the BLAS’ performance optimization of fusing computations with multiplications by a scalar. It also shows the ability to exploit dimensions known at compile time, and to mix compile-time and run-time dimensions arbitrarily.

constexpr size_t N = 40;
constexpr size_t M = 20;

std::vector<double> A_vec(N*M);
std::vector<double> x_vec(M);
std::array<double, N> y_vec(N);

mdspan A(A_vec.data(), N, M);
mdspan x(x_vec.data(), M);
mdspan y(y_vec.data(), N);

for(int i = 0; i < A.extent(0); ++i) {
  for(int j = 0; j < A.extent(1); ++j) {
    A[i,j] = 100.0 * i + j;
  }
}
for(int j = 0; j < x.extent(0); ++j) {
  x[i] = 1.0 * j;
}
for(int i = 0; i < y.extent(0); ++i) {
  y[i] = -1.0 * i;
}

linalg::matrix_vector_product(A, x, y); // y = A * x

// y = 0.5 * y + 2 * A * x
linalg::matrix_vector_product(std::execution::par,
  linalg::scaled(2.0, A), x,
  linalg::scaled(0.5, y), y);

This example illustrates the ability to perform mixed-precision computations, and the ability to compute on subviews of a matrix or vector by using submdspan (P2630). (submdspan was separated from the rest of P0009 as a way to avoid delaying the hopeful adoption of P0009 for C++23. The reference implementation of mdspan includes submdspan.)

constexpr size_t M = 40;

std::vector<float> A_vec(M*8*4);
std::vector<double> x_vec(M*4);
std::vector<double> y_vec(M*8);

mdspan<float, extents<size_t, dynamic_extent, 8, 4>> A(A_vec.data(), M);
mdspan<double, extents<size_t, 4, dynamic_extent>> x(x_vec.data(), M);
mdspan<double, extents<size_t, dynamic_extent, 8>> y(y_vec.data(), M);

for(size_t m = 0; m < A.extent(0); ++m) {
  for(size_t i = 0; i < A.extent(1); ++i) {
    for(size_t j = 0; j < A.extent(2); ++j) {
      A[m,i,j] = 1000.0 * m + 100.0 * i + j;
    }
  }
}
for(size_t i = 0; i < x.extent(0); ++i) {
  for(size_t m = 0; m < x.extent(1); ++m) {
    x[i,m] = 33. * i + 0.33 * m;
  }
}
for(size_t m = 0; m < y.extent(0); ++m) {
  for(size_t i = 0; i < y.extent(1); ++i) {
    y[m,i] = 33. * m + 0.33 * i;
  }
}

for(size_t m = 0; m < M; ++m) {
  auto A_m = submdspan(A, m, full_extent, full_extent);
  auto x_m = submdspan(x, full_extent, m);
  auto y_m = submdspan(y, m, full_extent);
  // y_m = A * x_m
  linalg::matrix_vector_product(A_m, x_m, y_m);
}

4 Overview of contents

Section 5 explains how this proposal is interoperable with other linear algebra proposals currently under WG21 review. In particular, we believe this proposal is complementary to P1385R6, and the authors of P1385R6 have expressed the same view.

Section 6 motivates considering any dense linear algebra proposal for the C++ Standard Library.

Section 7 shows why we chose the BLAS as a starting point for our proposed library. The BLAS is an existing standard with decades of use, a rich set of functions, and many optimized implementations.

Section 8 lists what we consider general criteria for including algorithms in the C++ Standard Library. We rely on these criteria to justify the algorithms in this proposal.

Section 9 describes BLAS notation and conventions in C++ terms. Understanding this will give readers context for algorithms, and show how our proposed algorithms expand on BLAS functionality.

Section 10 lists functionality that we intentionally exclude from our proposal. We imitate the BLAS in aiming to be a set of “performance primitives” on which external libraries or applications may build a more complete linear algebra solution.

Section 11 elaborates on our design justification. This section explains

Section 12 lists future work, that is, ways future proposals could build on this one.

Section 13 gives the data structures and utilities from other proposals on which we depend. In particular, we rely heavily on mdspan (P0009), and add custom layouts and accessors.

Section 14 credits funding agencies and contributors.

Section 15 is our bibliography.

Section 16 is where readers will find the normative wording we propose.

Finally, Section 17 gives some more elaborate examples of linear algebra algorithms that use our proposal. The examples show how mdspan’s features let users easily describe “submatrices” with submdspan, proposed in P2630 as a follow-on to mdspan. (The reference implementation of mdspan includes submdspan.) This integrates naturally with “block” factorizations of matrices. The resulting notation is concise, yet still computes in place, without unnecessary copies of any part of the matrix.

Here is a table that maps between Reference BLAS function name, and algorithm or function name in our proposal. The mapping is not always one to one. “N/A” in the “BLAS name(s)” field means that the function is not in the BLAS.

BLAS name(s) Our name(s)
xLARTG givens_rotation_setup
xROT givens_rotation_apply
xSWAP swap_elements
xSCAL scale, scaled
xCOPY copy
xAXPY add, scaled
xDOT, xDOTU dot
xDOTC dotc
N/A vector_sum_of_squares
xNRM2 vector_norm2
xASUM vector_abs_sum
xIAMAX idx_abs_max
N/A matrix_frob_norm
N/A matrix_one_norm
N/A matrix_inf_norm
xGEMV matrix_vector_product
xSYMV symmetric_matrix_vector_product
xHEMV hermitian_matrix_vector_product
xTRMV triangular_matrix_vector_product
xTRSV triangular_matrix_vector_solve
xGER, xGERU matrix_rank_1_update
xGERC matrix_rank_1_update_c
xSYR symmetric_matrix_rank_1_update
xHER hermitian_matrix_rank_1_update
xSYR2 symmetric_matrix_rank_2_update
xHER2 hermitian_matrix_rank_2_update
xGEMM matrix_product
xSYMM symmetric_matrix_{left,right}_product
xHEMM hermitian_matrix_{left,right}_product
xTRMM triangular_matrix_{left,right}_product
xSYRK symmetric_matrix_rank_k_update
xHERK hermitian_matrix_rank_k_update
xSYR2K symmetric_matrix_rank_2k_update
xHER2K hermitian_matrix_rank_2k_update
xTRSM triangular_matrix_matrix_{left,right}_solve

5 Interoperable with other linear algebra proposals

We believe this proposal is complementary to P1385R6, a proposal for a C++ Standard linear algebra library that introduces matrix and vector classes with overloaded arithmetic operators. The P1385 authors and we have expressed together in a joint paper, P1891, that P1673 and P1385 “are orthogonal. They are not competing papers; … there is no overlap of functionality.”

Many of us have had experience using and implementing matrix and vector operator arithmetic libraries like what P1385 proposes. We designed P1673 in part as a natural foundation or implementation layer for such libraries. Our view is that a free function interface like P1673’s clearly separates algorithms from data structures, and more naturally allows for a richer set of operations such as what the BLAS provides. Our paper P1674 explains why we think our proposal is a minimal C++ “respelling” of the BLAS.

A natural extension of the present proposal would include accepting P1385’s matrix and vector objects as input for the algorithms proposed here. A straightforward way to do that would be for P1385’s matrix and vector objects to make views of their data available as mdspan.

6 Why include dense linear algebra in the C++ Standard Library?

  1. “Direction for ISO C++” (P0939R4) explicitly calls out “Linear Algebra” as a potential priority for C++23.

  2. C++ applications in “important application areas” (see P0939R4) have depended on linear algebra for a long time.

  3. Linear algebra is like sort: obvious algorithms are slow, and the fastest implementations call for hardware-specific tuning.

  4. Dense linear algebra is core functionality for most of linear algebra, and can also serve as a building block for tensor operations.

  5. The C++ Standard Library includes plenty of “mathematical functions.” Linear algebra operations like matrix-matrix multiply are at least as broadly useful.

  6. The set of linear algebra operations in this proposal are derived from a well-established, standard set of algorithms that has changed very little in decades. It is one of the strongest possible examples of standardizing existing practice that anyone could bring to C++.

  7. This proposal follows in the footsteps of many recent successful incorporations of existing standards into C++, including the UTC and TAI standard definitions from the International Telecommunications Union, the time zone database standard from the International Assigned Numbers Authority, and the ongoing effort to integrate the ISO unicode standard.

Linear algebra has had wide use in C++ applications for nearly three decades (see P1417R0 for a historical survey). For much of that time, many third-party C++ libraries for linear algebra have been available. Many different subject areas depend on linear algebra, including machine learning, data mining, web search, statistics, computer graphics, medical imaging, geolocation and mapping, engineering, and physics-based simulations.

“Directions for ISO C++” (P0939R4) not only lists “Linear Algebra” explicitly as a potential C++23 priority, it also offers the following in support of adding linear algebra to the C++ Standard Library.

Obvious algorithms for some linear algebra operations like dense matrix-matrix multiply are asymptotically slower than less-obvious algorithms. (Please refer to a survey one of us coauthored, “Communication lower bounds and optimal algorithms for numerical linear algebra.” Furthermore, writing the fastest dense matrix-matrix multiply depends on details of a specific computer architecture. This makes such operations comparable to sort in the C++ Standard Library: worth standardizing, so that Standard Library implementers can get them right and hardware vendors can optimize them. In fact, almost all C++ linear algebra libraries end up calling non-C++ implementations of these algorithms, especially the implementations in optimized BLAS libraries (see below). In this respect, linear algebra is also analogous to standard library features like random_device: often implemented directly in assembly or even with special hardware, and thus an essential component of allowing no room for another language “below” C++ (see P0939R4) and Stroustrup’s “The Design and Evolution of C++”).

Dense linear algebra is the core component of most algorithms and applications that use linear algebra, and the component that is most widely shared over different application areas. For example, tensor computations end up spending most of their time in optimized dense linear algebra functions. Sparse matrix computations get best performance when they spend as much time as possible in dense linear algebra.

The C++ Standard Library includes many “mathematical special functions” ([sf.cmath]), like incomplete elliptic integrals, Bessel functions, and other polynomials and functions named after various mathematicians. Any of them comes with its own theory and set of applications for which robust and accurate implementations are indispensible. We think that linear algebra operations are at least as broadly useful, and in many cases significantly more so.

7 Why base a C++ linear algebra library on the BLAS?

  1. The BLAS is a standard that codifies decades of existing practice.

  2. The BLAS separates “performance primitives” for hardware experts to tune, from mathematical operations that rely on those primitives for good performance.

  3. Benchmarks reward hardware and system vendors for providing optimized BLAS implementations.

  4. Writing a fast BLAS implementation for common element types is nontrivial, but well understood.

  5. Optimized third-party BLAS implementations with liberal software licenses exist.

  6. Building a C++ interface on top of the BLAS is a straightforward exercise, but has pitfalls for unaware developers.

Linear algebra has had a cross-language standard, the Basic Linear Algebra Subroutines (BLAS), since 2002. The Standard came out of a standardization process that started in 1995 and held meetings three times a year until 1999. Participants in the process came from industry, academia, and government research laboratories. The dense linear algebra subset of the BLAS codifies forty years of evolving practice, and has existed in recognizable form since 1990 (see P1417R0).

The BLAS interface was specifically designed as the distillation of the “computer science” or performance-oriented parts of linear algebra algorithms. It cleanly separates operations most critical for performance, from operations whose implementation takes expertise in mathematics and rounding-error analysis. This gives vendors opportunities to add value, without asking for expertise outside the typical required skill set of a Standard Library implementer.

Well-established benchmarks such as the LINPACK benchmark, reward computer hardware vendors for optimizing their BLAS implementations. Thus, many vendors provide an optimized BLAS library for their computer architectures. Writing fast BLAS-like operations is not trivial, and depends on computer architecture. However, it is a well-understood problem whose solutions could be parameterized for a variety of computer architectures. See, for example, Goto and van de Geijn 2008. There are optimized third-party BLAS implementations for common architectures, like ATLAS and GotoBLAS. A (slow but correct) reference implementation of the BLAS exists and it has a liberal software license for easy reuse.

We have experience in the exercise of wrapping a C or Fortran BLAS implementation for use in portable C++ libraries. We describe this exercise in detail in our paper “Evolving a Standard C++ Linear Algebra Library from the BLAS” (P1674). It is straightforward for vendors, but has pitfalls for developers. For example, Fortran’s application binary interface (ABI) differs across platforms in ways that can cause run-time errors (even incorrect results, not just crashing). Historical examples of vendors’ C BLAS implementations have also had ABI issues that required work-arounds. This dependence on ABI details makes availability in a standard C++ library valuable.

8 Criteria for including algorithms

8.1 Criteria for all the algorithms

We include algorithms in our proposal based on the following criteria, ordered by decreasing importance. Many of our algorithms satisfy multiple criteria.

  1. Getting the desired asymptotic run time is nontrivial

  2. Opportunity for vendors to provide hardware-specific optimizations

  3. Opportunity for vendors to provide quality-of-implementation improvements, especially relating to accuracy or reproducibility with respect to floating-point rounding error

  4. User convenience (familiar name, or tedious to implement)

Regarding (1), “nontrivial” means “at least for novices to the field.” Dense matrix-matrix multiply is a good example. Getting close to the asymptotic lower bound on the number of memory reads and writes matters a lot for performance, and calls for a nonintuitive loop reordering. An analogy to the current C++ Standard Library is sort, where intuitive algorithms that many humans use are not asymptotically optimal.

Regarding (2), a good example is copying multidimensional arrays. The Kokkos library spends about 2500 lines of code on multidimensional array copy, yet still relies on system libraries for low-level optimizations. An analogy to the current C++ Standard Library is copy or even memcpy.

Regarding (3), accurate floating-point summation is nontrivial. Well-meaning compiler optimizations might defeat even simple technqiues, like compensated summation. The most obvious way to compute a vector’s Euclidean norm (square root of sum of squares) can cause overflow or underflow, even when the exact answer is much smaller than the overflow threshold, or larger than the underflow threshold. Some users care deeply about sums, even parallel sums, that always get the same answer, despite rounding error. This can help debugging, for example. It is possible to make floating-point sums completely independent of parallel evaluation order. See e.g., the ReproBLAS effort. Naming these algorithms and providing ExecutionPolicy customization hooks gives vendors a chance to provide these improvements. An analogy to the current C++ Standard Library is hypot, whose language in the C++ Standard alludes to the tighter POSIX requirements.

Regarding (4), the C++ Standard Library is not entirely minimalist. One example is std::string::contains. Existing Standard Library algorithms already offered this functionality, but a member contains function is easy for novices to find and use, and avoids the tedium of comparing the result of find to npos.

The BLAS exists mainly for the first two reasons. It includes functions that were nontrivial for compilers to optimize in its time, like scaled elementwise vector sums, as well as functions that generally require human effort to optimize, like matrix-matrix multiply.

8.2 Criteria for including BLAS 1 algorithms; coexistence with ranges

The BLAS developed in three “levels”: 1, 2, and 3. BLAS 1 includes “vector-vector” operations like dot products, norms, and vector addition. BLAS 2 includes “matrix-vector” operations like matrix-vector products and outer products. BLAS 3 includes “matrix-matrix” operations like matrix-matrix products and triangular solve with multiple “right-hand side” vectors. The BLAS level coincides with the number of nested loops in a naïve sequential implementation of the operation. Increasing level also comes with increasing potential for data reuse. For history of the BLAS “levels” and a bibliography, see P1417.

We mention this here because some reviewers have asked how the algorithms in our proposal would coexist with the existing ranges algorithms in the C++ Standard Library. This question actually encloses two questions.

  1. Will our proposed algorithms syntactically collide with existing ranges algorithms?

  2. How much overlap do our proposed algorithms have with the existing ranges algorithms? (That is, do we really need these new algorithms?)

8.2.1 Low risk of synactic collision with ranges

We think there is low risk of our proposal colliding syntactically with existing ranges algorithms, for the following reasons.

8.2.2 Minimal overlap with ranges is justified by user convenience

The rest of this section answers the second question. The BLAS 2 and 3 algorithms require multiple nested loops, and high-performing implementations generally need intermediate storage. This would make it unnatural and difficult to express them in terms of ranges. Only the BLAS 1 algorithms in our proposal might have a reasonable translation to ranges algorithms. There, we limit ourselves to the BLAS 1 algorithms in what follows.

Any rank-1 mdspan x can be translated into the following range:

auto x_range = views::iota(size_t(0), x.extent(0)) |
    views::transform([x] (auto k) { return x[k]; });

with specializations possible for mdspan whose layout mapping’s range is a contiguous or fixed-stride set of offsets. However, just because code could be written in a certain way doesn’t mean that it should be. We have ranges even though the language has for loops; we don’t need to step in the Turing tar-pit on purpose (see Perlis 1982). Thus, we will analyze the BLAS 1 algorithms in this proposal in the context of the previous section’s four general criteria.

Our proposal would add 61 new unique names to the C++ Standard Library. Of those, 16 are BLAS 1 algorithms, while 24 are BLAS 2 and 3 algorithms. The 16 BLAS 1 algorithms fall into three categories:

  1. Optimization hooks, like copy. As with memcpy, the fastest implementation may depend closely on the computer architecture, and may differ significantly from a straightforward implementation. Some of these algorithms, like copy, can operate on multidimensional arrays as well, though it is traditional to list them as BLAS 1 algorithms.

  2. Floating-point quality-of-implementation hooks, like vector_sum_of_squares. These give vendors opportunities to avoid preventable floating-point underflow and overflow (as with hypot), improve accuracy, and reduce or even avoid parallel nondeterminism and order dependence of floating-point sums.

  3. Uncomplicated elementwise algorithms like add, idx_abs_max, and scale.

We included the first category mainly because of Criterion (2) “Opportunity for vendors to provide hardware-specific optimizations,” and the second mainly because of Criterion (3) (“Opportunity for vendors to provide quality-of-implementation improvements”). Fast implementations of algorithms in the first category are not likely to be simple uses of ranges algorithms.

Algorithms in the second category could be presented as ranges algorithms, as mdspan algorithms, or as both. The “iterating over elements” part of those algorithms is not the most challenging part of their implementation, nor is it what makes an implementation “high quality.”

Algorithms in the third category could be replaced with a few lines of C++ that use ranges algorithms. For example, here is a parallel implementation of idx_abs_max, omitting constraints on template parameters for simplicity. (Here is a Compiler Explorer link to a working example.)

template<class Element, class Extents,
  class Layout, class Accessor>
typename Extents::size_type idx_abs_max(
  std::mdspan<Element, Extents, Layout, Accessor> x)
{
  auto theRange = std::views::iota(size_t(0), x.extent(0)) |
    std::views::transform([=] (auto k) { return std::abs(x[k]); });
  auto iterOfMax =
    std::max_element(std::execution::par_unseq, theRange.begin(), theRange.end());
  auto indexOfMax = std::ranges::distance(theRange.begin(), iterOfMax);
  // In GCC 12.1, the return type is __int128.
  return static_cast<typename Extents::size_type>(indexOfMax);
}

Even though the algorithms in the third category could be implemented straightforwardly with ranges, we provide them because of Criterion 4 (“User convenience”). Criterion (4) applies to all the algorithms in this proposal, and particularly to the BLAS 1 algorithms. Matrix algorithm developers need BLAS 1 and 2 as well as BLAS 3, because matrix algorithms tend to decompose into vector algorithms. This is true even of so-called “block” matrix algorithms that have been optimized to use matrix-matrix operations wherever possible, in order to improve memory locality. Demmel et al. 1987 (p. 4) explains.

Block algorithms generally require an unblocked version of the same algorithm to be available to operate on a single block. Therefore, the development of the software will fall naturally into two phases: first, develop unblocked versions of the routines, calling the Level 2 BLAS wherever possible; then develop blocked versions where possible, calling the Level 3 BLAS.

Dongarra et al. 1990 (pp. 12-15) outlines this development process for the specific example of Cholesky factorization. The Cholesky factorization algorithm (on p. 14) spends most of its time (for a sufficiently large input matrix) in matrix-matrix multiplies (DGEMM), rank-k symmetric matrices updates (DSYRK, a special case of matrix-matrix multiply), and triangular solves with multiple “right-hand side” vectors (DTRSM). However, it still needs an “unblocked” Cholesky factorization as the blocked factorization’s “base case.” This is called DLLT in Dongarra et al. 1990 (p. 15), and it uses DDOT, DSCAL (both BLAS2), and DGEMV (BLAS 2). In the case of Cholesky factorization, it’s possible to express the “unblocked” case without using BLAS 1 or 2 operations, by using recursion. This is the approach that LAPACK takes with the blocked Cholesky factorization DPOTRF and its unblocked base case DPOTRF2. However, even a recursive formulation of most matrix factorizations needs to use BLAS 1 or 2 operations. For example, the unblocked base case DGETRF2 of LAPACK’s blocked LU factorization DGETRF needs to invoke vector-vector operations like DSCAL.

In summary, matrix algorithm developers need vector algorithms, because matrix algorithms decompose into vector algorithms. If our proposal lacked BLAS 1 algorithms, even simple ones like add and scale, matrix algorithm developers would end up writing them anyway.

9 Notation and conventions

9.1 The BLAS uses Fortran terms

The BLAS’ “native” language is Fortran. It has a C binding as well, but the BLAS Standard and documentation use Fortran terms. Where applicable, we will call out relevant Fortran terms and highlight possibly confusing differences with corresponding C++ ideas. Our paper P1674 (“Evolving a Standard C++ Linear Algebra Library from the BLAS”) goes into more detail on these issues.

9.2 We call “subroutines” functions

Like Fortran, the BLAS distinguishes between functions that return a value, and subroutines that do not return a value. In what follows, we will refer to both as “BLAS functions” or “functions.”

9.3 Element types and BLAS function name prefix

The BLAS implements functionality for four different matrix, vector, or scalar element types:

The BLAS’ Fortran 77 binding uses a function name prefix to distinguish functions based on element type:

For example, the four BLAS functions SAXPY, DAXPY, CAXPY, and ZAXPY all perform the vector update Y = Y + ALPHA*X for vectors X and Y and scalar ALPHA, but for different vector and scalar element types.

The convention is to refer to all of these functions together as xAXPY. In general, a lower-case x is a placeholder for all data type prefixes that the BLAS provides. For most functions, the x is a prefix, but for a few functions like IxAMAX, the data type “prefix” is not the first letter of the function name. (IxAMAX is a Fortran function that returns INTEGER, and therefore follows the old Fortran implicit naming rule that integers start with I, J, etc.)

Not all BLAS functions exist for all four data types. These come in three categories:

  1. The BLAS provides only real-arithmetic (S and D) versions of the function, since the function only makes mathematical sense in real arithmetic.

  2. The complex-arithmetic versions perform a slightly different mathematical operation than the real-arithmetic versions, so they have a different base name.

  3. The complex-arithmetic versions offer a choice between nonconjugated or conjugated operations.

As an example of the second category, the BLAS functions SASUM and DASUM compute the sums of absolute values of a vector’s elements. Their complex counterparts CSASUM and DZASUM compute the sums of absolute values of real and imaginary components of a vector v, that is, the sum of abs(real(v[i])) + abs(imag(v[i])) for all i in the domain of v. The latter operation is still useful as a vector norm, but it requires fewer arithmetic operations.

Examples of the third category include the following:

The conjugate transpose and the (nonconjugated) transpose are the same operation in real arithmetic (if one considers real arithmetic embedded in complex arithmetic), but differ in complex arithmetic. Different applications have different reasons to want either. The C++ Standard includes complex numbers, so a Standard linear algebra library needs to respect the mathematical structures that go along with complex numbers.

10 What we exclude from the design

10.1 Most functions not in the Reference BLAS

The BLAS Standard includes functionality that appears neither in the Reference BLAS library, nor in the classic BLAS “level” 1, 2, and 3 papers. (For history of the BLAS “levels” and a bibliography, see P1417R0. For a paper describing functions not in the Reference BLAS, see “An updated set of basic linear algebra subprograms (BLAS),” listed in “Other references” below.) For example, the BLAS Standard has

Our proposal only includes core Reference BLAS functionality, for the following reasons:

  1. Vendors who implement a new component of the C++ Standard Library will want to see and test against an existing reference implementation.

  2. Many applications that use sparse linear algebra also use dense, but not vice versa.

  3. The Sparse BLAS interface is a stateful interface that is not consistent with the dense BLAS, and would need more extensive redesign to translate into a modern C++ idiom. See discussion in P1417R0.

  4. Our proposal subsumes some dense mixed-precision functionality (see below).

We have included vector sum-of-squares and matrix norms as exceptions, for the same reason that we include vector 2-norm: to expose hooks for quality-of-implementation improvements that avoid underflow or overflow when computing with floating-point values.

The LAPACK Fortran library implements solvers for the following classes of mathematical problems:

It also provides matrix factorizations and related linear algebra operations. LAPACK deliberately relies on the BLAS for good performance; in fact, LAPACK and the BLAS were designed together. See history presented in P1417R0.

Several C++ libraries provide slices of LAPACK functionality. Here is a brief, noninclusive list, in alphabetical order, of some libraries actively being maintained:

P1417R0 gives some history of C++ linear algebra libraries. The authors of this proposal have designed, written, and maintained LAPACK wrappers in C++. Some authors have LAPACK founders as PhD advisors. Nevertheless, we have excluded LAPACK-like functionality from this proposal, for the following reasons:

  1. LAPACK is a Fortran library, unlike the BLAS, which is a multilanguage standard.

  2. We intend to support more general element types, beyond the four that LAPACK supports. It’s much more straightforward to make a C++ BLAS work for general element types, than to make LAPACK algorithms work generically.

First, unlike the BLAS, LAPACK is a Fortran library, not a standard. LAPACK was developed concurrently with the “level 3” BLAS functions, and the two projects share contributors. Nevertheless, only the BLAS and not LAPACK got standardized. Some vendors supply LAPACK implementations with some optimized functions, but most implementations likely depend heavily on “reference” LAPACK. There have been a few efforts by LAPACK contributors to develop C++ LAPACK bindings, from Lapack++ in pre-templates C++ circa 1993, to the recent “C++ API for BLAS and LAPACK”. (The latter shares coauthors with this proposal.) However, these are still just C++ bindings to a Fortran library. This means that if vendors had to supply C++ functionality equivalent to LAPACK, they would either need to start with a Fortran compiler, or would need to invest a lot of effort in a C++ reimplementation. Mechanical translation from Fortran to C++ introduces risk, because many LAPACK functions depend critically on details of floating-point arithmetic behavior.

Second, we intend to permit use of matrix or vector element types other than just the four types that the BLAS and LAPACK support. This includes “short” floating-point types, fixed-point types, integers, and user-defined arithmetic types. Doing this is easier for BLAS-like operations than for the much more complicated numerical algorithms in LAPACK. LAPACK strives for a “generic” design (see Jack Dongarra interview summary in P1417R0), but only supports two real floating-point types and two complex floating-point types. Directly translating LAPACK source code into a “generic” version could lead to pitfalls. Many LAPACK algorithms only make sense for number systems that aim to approximate real numbers (or their complex extentions). Some LAPACK functions output error bounds that rely on properties of floating-point arithmetic.

For these reasons, we have left LAPACK-like functionality for future work. It would be natural for a future LAPACK-like C++ library to build on our proposal.

10.3 Extended-precision BLAS

Our interface subsumes some functionality of the Mixed-Precision BLAS specification (Chapter 4 of the BLAS Standard). For example, users may multiply two 16-bit floating-point matrices (assuming that a 16-bit floating-point type exists) and accumulate into a 32-bit floating-point matrix, just by providing a 32-bit floating-point matrix as output. Users may specify the precision of a dot product result. If it is greater than the input vectors’ element type precisions (e.g., double vs. float), then this effectively performs accumulation in higher precision. Our proposal imposes semantic requirements on some functions, like vector_norm2, to behave in this way.

However, we do not include the “Extended-Precision BLAS” in this proposal. The BLAS Standard lets callers decide at run time whether to use extended precision floating-point arithmetic for internal evaluations. We could support this feature at a later time. Implementations of our interface also have the freedom to use more accurate evaluation methods than typical BLAS implementations. For example, it is possible to make floating-point sums completely independent of parallel evaluation order.

10.4 Arithmetic operators and associated expression templates

Our proposal omits arithmetic operators on matrices and vectors. We do so for the following reasons:

  1. We propose a low-level, minimal interface.

  2. operator* could have multiple meanings for matrices and vectors. Should it mean elementwise product (like valarray) or matrix product? Should libraries reinterpret “vector times vector” as a dot product (row vector times column vector)? We prefer to let a higher-level library decide this, and make everything explicit at our lower level.

  3. Arithmetic operators require defining the element type of the vector or matrix returned by an expression. Functions let users specify this explicitly, and even let users use different output types for the same input types in different expressions.

  4. Arithmetic operators may require allocation of temporary matrix or vector storage. This prevents use of nonowning data structures.

  5. Arithmetic operators strongly suggest expression templates. These introduce problems such as dangling references and aliasing.

Our goal is to propose a low-level interface. Other libraries, such as that proposed by P1385R6, could use our interface to implement overloaded arithmetic for matrices and vectors. A constrained, function-based, BLAS-like interface builds incrementally on the many years of BLAS experience.

Arithmetic operators on matrices and vectors would require the library, not necessarily the user, to specify the element type of an expression’s result. This gets tricky if the terms have mixed element types. For example, what should the element type of the result of the vector sum x + y be, if x has element type complex<float> and y has element type double? It’s tempting to use common_type_t, but common_type_t<complex<float>, double> is complex<float>. This loses precision. Some users may want complex<double>; others may want complex<long double> or something else, and others may want to choose different types in the same program.

P1385R6 lets users customize the return type of such arithmetic expressions. However, different algorithms may call for the same expression with the same inputs to have different output types. For example, iterative refinement of linear systems Ax=b can work either with an extended-precision intermediate residual vector r = b - A*x, or with a residual vector that has the same precision as the input linear system. Each choice produces a different algorithm with different convergence characteristics, per-iteration run time, and memory requirements. Thus, our library lets users specify the result element type of linear algebra operations explicitly, by calling a named function that takes an output argument explicitly, rather than an arithmetic operator.

Arithmetic operators on matrices or vectors may also need to allocate temporary storage. Users may not want that. When LAPACK’s developers switched from Fortran 77 to a subset of Fortran 90, their users rejected the option of letting LAPACK functions allocate temporary storage on their own. Users wanted to control memory allocation. Also, allocating storage precludes use of nonowning input data structures like mdspan, that do not know how to allocate.

Arithmetic expressions on matrices or vectors strongly suggest expression templates, as a way to avoid allocation of temporaries and to fuse computational kernels. They do not require expression templates. For example, valarray offers overloaded operators for vector arithmetic, but the Standard lets implementers decide whether to use expression templates. However, all of the current C++ linear algebra libraries that we mentioned above have some form of expression templates for overloaded arithmetic operators, so users will expect this and rely on it for good performance. This was, indeed, one of the major complaints about initial implementations of valarray: its lack of mandate for expression templates meant that initial implementations were slow, and thus users did not want to rely on it. (See Josuttis 1999, p. 547, and Vandevoorde and Josuttis 2003, p. 342, for a summary of the history. Fortran has an analogous issue, in which (under certain conditions) it is implementation defined whether the run-time environment needs to copy noncontiguous slices of an array into contiguous temporary storage.)

Expression templates work well, but have issues. Our papers P1417R0 and “Evolving a Standard C++ Linear Algebra Library from the BLAS” (P1674) give more detail on these concerns. A particularly troublesome one is that C++ auto type deduction makes it easy for users to capture expressions before the expression templates system has the chance to evaluate them and write the result into the output. For matrices and vectors with container semantics, this makes it easy to create dangling references. Users might not realize that they need to assign expressions to named types before actual work and storage happen. Eigen’s documentation describes this common problem.

Our scaled, conjugated, transposed, and conjugate_transposed functions make use of one aspect of expression templates, namely modifying the mdspan array access operator. However, we intend these functions for use only as in-place modifications of arguments of a function call. Also, when modifying mdspan, these functions merely view the same data that their input mdspan views. They introduce no more potential for dangling references than mdspan itself. The use of views like mdspan is self-documenting; it tells users that they need to take responsibility for scope of the viewed data.

10.5 Banded matrix layouts

This proposal omits banded matrix types. It would be easy to add the required layouts and specializations of algorithms later. The packed and unpacked symmetric and triangular layouts in this proposal cover the major concerns that would arise in the banded case, like nonstrided and nonunique layouts, and matrix types that forbid access to some multi-indices in the Cartesian product of extents.

10.6 Tensors

We exclude tensors from this proposal, for the following reasons. First, tensor libraries naturally build on optimized dense linear algebra libraries like the BLAS, so a linear algebra library is a good first step. Second, mdspan has natural use as a low-level representation of dense tensors, so we are already partway there. Third, even simple tensor operations that naturally generalize the BLAS have infintely many more cases than linear algebra. It’s not clear to us which to optimize. Fourth, even though linear algebra is a special case of tensor algebra, users of linear algebra have different interface expectations than users of tensor algebra. Thus, it makes sense to have two separate interfaces.

10.7 Explicit support for asynchronous return of scalar values

After we presented revision 2 of this paper, LEWG asked us to consider support for discrete graphics processing units (GPUs). GPUs have two features of interest here. First, they might have memory that is not accessible from ordinary C++ code, but could be accessed in a standard algorithm (or one of our proposed algorithms) with the right implementation-specific ExecutionPolicy. (For instance, a policy could say “run this algorithm on the GPU.”) Second, they might execute those algorithms asynchronously. That is, they might write to output arguments at some later time after the algorithm invocation returns. This would imply different interfaces in some cases. For instance, a hypothetical asynchronous vector 2-norm might write its scalar result via a pointer to GPU memory, instead of returning the result “on the CPU.”

Nothing in principle prevents mdspan from viewing memory that is inaccessible from ordinary C++ code. This is a major feature of the Kokkos::View class from the Kokkos library, and Kokkos::View directly inspired mdspan. The C++ Standard does not currently define how such memory behaves, but implementations could define its behavior and make it work with mdspan. This would, in turn, let implementations define our algorithms to operate on such memory efficiently, if given the right implementation-specific ExecutionPolicy.

Our proposal excludes algorithms that might write to their output arguments at some time after after the algorithm returns. First, LEWG insisted that our proposed algorithms that compute a scalar result, like vector_norm2, return that result in the manner of reduce, rather than writing the result to an output reference or pointer. (Previous revisions of our proposal used the latter interface pattern.) Second, it’s not clear whether writing a scalar result to a pointer is the right interface for asynchronous algorithms. Follow-on proposals to Executors (P0443R14) include asynchronous algorithms, but none of these suggest returning results asynchronously by pointer. Our proposal deliberately imitates the existing standard algorithms. Right now, we have no standard asynchronous algorithms to imitate.

11 Design justification

We take a step-wise approach. We begin with core BLAS dense linear algebra functionality. We then deviate from that only as much as necessary to get algorithms that behave as much as reasonable like the existing C++ Standard Library algorithms. Future work or collaboration with other proposals could implement a higher-level interface.

Please refer to our papers “Evolving a Standard C++ Linear Algebra Library from the BLAS” (P1674) and “Historical lessons for C++ linear algebra library standardization” (P1417) They will give details and references for many of the points that we summarize here.

11.1 We do not require using the BLAS library or any particular “back-end”

Our proposal is inspired by and extends the dense BLAS interface. A natural implementation might look like this:

  1. wrap an existing C or Fortran BLAS library,

  2. hope that the BLAS library is optimized, and then

  3. extend the wrapper to include straightforward Standard C++ implementations of P1673’s algorithms for matrix and vector value types and data layouts that the BLAS does not support.

P1674 describes the process of writing such an implementation. However, P1673 does not require implementations to wrap the BLAS. In particular, P1673 does not specify a “back-end” C-style interface that would let users or implementers “swap out” different BLAS libraries. Here are some reasons why we made this choice.

First, it’s possible to write an optimized implementation entirely in Standard C++, without calling external C or Fortran functions. For example, one can write a cache-blocked matrix-matrix multiply implementationen entirely in Standard C++.

Second, different vendors may have their own libraries that support matrix and vector value types and/or layouts beyond what the standard dense BLAS supports. For example, they may have C functions for mixed-precision matrix-matrix multiply, like BLIS’ bli_gemm (example here), or NVIDIA’s cublasGemmEx (example here).

Third, just because a C or Fortran BLAS library can be found, doesn’t mean that it’s optimized at all or optimized well. For example, many Linux distributions have a BLAS software package that is built by compiling the Reference BLAS. This will give poor performance for BLAS 3 operations. Even “optimized” vendor BLAS libraries may not optimize all cases. Release notes even for recent versions show performance improvements.

In summary: While a natural way to implement this proposal would be to wrap an existing C or Fortran BLAS library, we do not want to require this. Thus, we do not specify a “back-end” C-style interface.

11.2 Why use mdspan?

11.2.1 View of a multidimensional array

The BLAS operates on what C++ programmers might call views of multidimensional arrays. Users of the BLAS can store their data in whatever data structures they like, and handle their allocation and lifetime as they see fit, as long as the data have a BLAS-compatible memory layout.

The corresponding C++ data structure is mdspan. This class encapsulates the large number of pointer and integer arguments that BLAS functions take, that represent views of matrices and vectors. Using mdspan in the C++ interface reduce the number of arguments and avoids common errors, like mixing up the order of arguments. It supports all the array memory layouts that the BLAS supports, including row major and column major. It also expresses the same data ownership model that the BLAS expresses. Users may manage allocation and deallocation however they wish. In addition, mdspan lets our algorithms exploit any dimensions known at compile time.

11.2.2 Ease of use

The mdspan class’ layout and accessor policies let us simplify our interfaces, by encapsulating transpose, conjugate, and scalar arguments. Features of mdspan make implementing BLAS-like algorithms much less error prone and easier to read. These include its encapsulation of matrix indexing and its built-in “slicing” capabilities via submdspan.

11.2.3 BLAS and mdspan are low level

The BLAS is low level; it imposes no mathematical meaning on multidimensional arrays. This gives users the freedom to develop mathematical libraries with the semantics they want. Similarly, mdspan is just a view of a multidimensional array; it has no mathematical meaning on its own.

We mention this because “matrix,” “vector,” and “tensor” are mathematical ideas that mean more than just arrays of numbers. This is more than just a theoretical concern. Some BLAS functions operate on “triangular,” “symmetric,” or “Hermitian” matrices, but they do not assert that a matrix has any of these mathematical properties. Rather, they only read only one side of the matrix (the lower or upper triangle), and compute as if the other side of the matrix satisfies the mathematical property. A key feature of the BLAS and libraries that build on it, like LAPACK, is that they can operate on the matrix’s data in place. These operations change both the matrix’s mathematical properties and its representation in memory. For example, one might have an N x N array representing a matrix that is symmetric in theory, but computed and stored in a way that might not result in exactly symmetric data. In order to solve linear systems with this matrix, one might give the array to LAPACK’s xSYTRF to compute an LDLT factorization, asking xSYTRF only to access the array’s lower triangle. If xSYTRF finishes successfully, it has overwritten the lower triangle of its input with a representation of both the lower triangular factor L and the block diagonal matrix D, as computed assuming that the matrix is the sum of the lower triangle and the transpose of the lower triangle. The resulting N x N array no longer represents a symmetric matrix. Rather, it contains part of the representation of a LDLT factorization of the matrix. The upper triangle still contains the original input matrix’s data. One may then solve linear systems by giving xSYTRS the lower triangle, along with other output of xSYTRF.

The point of this example is that a “symmetric matrix class” is the wrong way to model this situation. There’s an N x N array, whose mathematical interpretation changes with each in-place operation performed on it. The low-level mdspan data structure carries no mathematical properties in itself, so it models this situation better.

11.2.4 Hook for future expansion

The mdspan class treats its layout as an extension point. This lets our interface support layouts beyond what the BLAS Standard permits. The accessor extension point offers us a hook for future expansion to support heterogeneous memory spaces. (This is a key feature of Kokkos::View, the data structure that inspired mdspan.) In addition, using mdspan will make it easier for us to add an efficient “batched” interface in future proposals.

11.2.5 Generic enough to replace a “multidimensional array concept”

LEWGI requested in the 2019 Cologne meeting that we explore using a concept instead of mdspan to define the arguments for the linear algebra functions. This would mean that instead of having our functions take mdspan parameters, they would be generic on one or more suitably constrained multidimensional array types. The constraints would form a “multidimensional array concept.”

We investigated this option, and rejected it, for the following reasons.

  1. Our proposal uses enough features of mdspan that any concept generally applicable to all functions we propose would largely replicate the definition of mdspan.

  2. This proposal could support most multidimensional array types, if the array types just made themselves convertible to mdspan.

  3. We could always generalize our algorithms later.

  4. Any multidimensional array concept would need revision in the light of P2128R6.

This proposal refers to almost all of mdspan’s features, including extents, layouts, and accessors. We expect implementations to use all of them for optimizations, for example to extract the scaling factor from the return value of scaled in order to call an optimized BLAS library directly.

Suppose that a general customization point get_mdspan exists, that takes a reference to a multidimensional array type and returns an mdspan that views the array. Then, our proposal could support most multidimensional array types. “Most” includes all such types that refer to a subset of a contiguous span of memory.

Requiring that a multidimensional array refer to a subset of a contiguous span of memory would exclude multidimensional array types that have a noncontiguous backing store, such as a map. If we later wanted to support such types, we could always generalize our algorithms later.

Finally, any existing multidimensional array concept would need revision in the light of P2128R6, which has been voted into the C++ Standard draft. P2128 lets operator[] take multiple parameters. The version of mdspan which was voted into the C++ Standard draft uses operator[] instead of operator() as the array access operator.

After further discussion at the 2019 Belfast meeting, LEWGI accepted our position that having our algorithms take mdspan instead of template parameters constrained by a multidimensional array concept would be fine for now.

11.3 Function argument aliasing and zero scalar multipliers

Summary:

  1. The BLAS Standard forbids aliasing any input (read-only) argument with any output (write-only or read-and-write) argument.

  2. The BLAS uses INTENT(INOUT) (read-and-write) arguments to express “updates” to a vector or matrix. By contrast, C++ Standard algorithms like transform take input and output iterator ranges as different parameters, but may let input and output ranges be the same.

  3. The BLAS uses the values of scalar multiplier arguments (“alpha” or “beta”) of vectors or matrices at run time, to decide whether to treat the vectors or matrices as write only. This matters both for performance and semantically, assuming IEEE floating-point arithmetic.

  4. We decide separately, based on the category of BLAS function, how to translate INTENT(INOUT) arguments into a C++ idiom:

    1. For triangular solve and triangular multiply, in-place behavior is essential for computing matrix factorizations in place, without requiring extra storage proportional to the input matrix’s dimensions. However, in-place functions may hinder implementations’ use of some forms of parallelism. Thus, we have both not-in-place and in-place overloads. Both take an optional ExecutionPolicy&&, as some forms of parallelism (e.g., vectorization) may still be effective with in-place operations.

    2. Else, if the BLAS function unconditionally updates (like xGER), we retain read-and-write behavior for that argument.

    3. Else, if the BLAS function uses a scalar beta argument to decide whether to read the output argument as well as write to it (like xGEMM), we provide two versions: a write-only version (as if beta is zero), and a read-and-write version (as if beta is nonzero).

For a detailed analysis, please see our paper “Evolving a Standard C++ Linear Algebra Library from the BLAS” (P1674).

11.4 Support for different matrix layouts

Summary:

  1. The dense BLAS supports several different dense matrix “types.” Type is a mixture of “storage format” (e.g., packed, banded) and “mathematical property” (e.g., symmetric, Hermitian, triangular).

  2. Some “types” can be expressed as custom mdspan layouts. Other types actually represent algorithmic constraints: for instance, what entries of the matrix the algorithm is allowed to access.

  3. Thus, a C++ BLAS wrapper cannot overload on matrix “type” simply by overloading on mdspan specialization. The wrapper must use different function names, tags, or some other way to decide what the matrix type is.

For more details, including a list and description of the matrix “types” that the dense BLAS supports, please see our paper “Evolving a Standard C++ Linear Algebra Library from the BLAS” (P1674).

A C++ linear algebra library has a few possibilities for distinguishing the matrix “type”:

  1. It could imitate the BLAS, by introducing different function names, if the layouts and accessors do not sufficiently describe the arguments.

  2. It could introduce a hierarchy of higher-level classes for representing linear algebra objects, use mdspan (or something like it) underneath, and write algorithms to those higher-level classes.

  3. It could use the layout and accessor types in mdspan simply as tags to indicate the matrix “type.” Algorithms could specialize on those tags.

We have chosen Approach 1. Our view is that a BLAS-like interface should be as low-level as possible. Approach 2 is more like a “Matlab in C++”; a library that implements this could build on our proposal’s lower-level library. Approach 3 sounds attractive. However, most BLAS matrix “types” do not have a natural representation as layouts. Trying to hack them in would pollute mdspan – a simple class meant to be easy for the compiler to optimize – with extra baggage for representing what amounts to sparse matrices. We think that BLAS matrix “type” is better represented with a higher-level library that builds on our proposal.

11.5 Interpretation of “lower / upper triangular”

11.5.1 Triangle refers to what part of the matrix is accessed

The triangular, symmetric, and Hermitian algorithms in this proposal all take a Triangle tag that specifies whether the algorithm should access the upper or lower triangle of the matrix. This has the same function as the UPLO argument of the corresponding BLAS routines. The upper or lower triangular argument only refers to what part of the matrix the algorithm will access. The “other triangle” of the matrix need not contain useful data. For example, with the symmetric algorithms, A[j, i] need not equal A[i, j] for any i and j in the domain of A with i not equal to j. The algorithm just accesses one triangle and interprets the other triangle as the result of flipping the accessed triangle over the diagonal.

This “interpretation” approach to representing triangular matrices is critical for matrix factorizations. For example, LAPACK’s LU factorization (xGETRF) overwrites a matrix A with both its L (lower triangular, implicitly represented diagonal of all ones) and U (upper triangular, explicitly stored diagonal) factors. Solving linear systems Ax=b with this factorization, as LAPACK’s xGETRS routine does, requires solving first a linear system with the upper triangular matrix U, and then solving a linear system with the lower triangular matrix L. If the BLAS required that the “other triangle” of a triangular matrix had all zero elements, then LU factorization would require at least twice the storage. For symmetric and Hermitian matrices, only accessing the matrix’s elements nonredundantly ensures that the matrix remains mathematically symmetric resp. Hermitian, even in the presence of rounding error.

11.5.2 BLAS applies UPLO to original matrix; we apply Triangle to transformed matrix

The BLAS routines that take an UPLO argument generally also take a TRANS argument. The TRANS argument says whether to apply the matrix, its transpose, or its conjugate transpose. The BLAS applies the UPLO argument to the “original” matrix, not to the transposed matrix. For example, if TRANS='T' or TRANS='C', UPLO='U' means the routine will access the upper triangle of the matrix, not the upper triangle of the matrix’s transpose.

Our proposal takes the opposite approach. It applies Triangle to the input matrix, which may be the result of a transformation such as transposed or conjugate_transposed. For example, if Triangle is upper_triangle_t, the algorithm will always access the matrix for i,j in its domain with i ≤ j (or i strictly less than j, if the algorithm takes a Diagonal tag and Diagonal is implicit_unit_diagonal_t). If the input matrix is transposed(A) for a layout_left mdspan A, this means that the algorithm will access the upper triangle of transposed(A), which is actually the lower triangle of A.

We took this approach because our interface permits arbitrary layouts, with possibly arbitrary nesting of layout transformations. This comes from mdspan’s design itself, not even necessarily from our proposal. For example, users might define antitranspose(A), that flips indices over the antidiagonal (the “other diagonal” that goes from the lower left to the upper right of the matrix, instead of from the upper left to the lower right). Layout transformations need not even be one-to-one, because layouts themselves need not be (hence is_unique). Since it’s not possible to “undo” a general layout, there’s no way to get back to the “original matrix.”

Our approach, while not consistent with the BLAS, is internally consistent. Triangle always has a clear meaning, no matter what transformations users apply to the input. Layout transformations like transposed have the same interpretation for all the matrix algorithms, whether for general, triangular, symmetric, or Hermitian matrices. This interpretation is consistent with the standard meaning of mdspan layouts.

C BLAS implementations already apply layout transformations like this so that they can use an existing column-major Fortran BLAS to implement operations on matrices with different layouts. For example, the transpose of an M x N layout_left matrix is just the same data, viewed as an N x M layout_right matrix. Thus, transposed is consistent with current practice. In fact, transposed need not use a special layout_transpose, if it knows how to reinterpret the input layout.

11.5.3 Summary

  1. BLAS applies UPLO to the original matrix, before any transposition. Our proposal applies Triangle to the transformed matrix, after any transposition.

  2. Our approach is the only reasonable way to handle the full generality of user-defined layouts and layout transformations.

11.6 Over- and underflow wording for vector 2-norm

SG6 recommended to us at Belfast 2019 to change the special overflow / underflow wording for vector_norm2 to imitate the BLAS Standard more closely. The BLAS Standard does say something about overflow and underflow for vector 2-norms. We reviewed this wording and conclude that it is either a nonbinding quality of implementation (QoI) recommendation, or too vaguely stated to translate directly into C++ Standard wording. Thus, we removed our special overflow / underflow wording. However, the BLAS Standard clearly expresses the intent that implementations document their underflow and overflow guarantees for certain functions, like vector 2-norms. The C++ Standard requires documentation of “implementation-defined behavior.” Therefore, we added language to our proposal that makes “any guarantees regarding overflow and underflow” of those certain functions “implementation-defined.”

Previous versions of this paper asked implementations to compute vector 2-norms “without undue overflow or underflow at intermediate stages of the computation.” “Undue” imitates existing C++ Standard wording for hypot. This wording hints at the stricter requirements in F.9 (normative, but optional) of the C Standard for math library functions like hypot, without mandating those requirements. In particular, paragraph 9 of F.9 says:

Whether or when library functions raise an undeserved “underflow” floating-point exception is unspecified. Otherwise, as implied by F.7.6, the <math.h> functions do not raise spurious floating-point exceptions (detectable by the user) [including the “overflow” exception discussed in paragraph 6], other than the “inexact” floating-point exception.

However, these requirements are for math library functions like hypot, not for general algorithms that return floating-point values. SG6 did not raise a concern that we should treat vector_norm2 like a math library function; their concern was that we imitate the BLAS Standard’s wording.

The BLAS Standard says of several operations, including vector 2-norm: “Here are the exceptional routines where we ask for particularly careful implementations to avoid unnecessary over/underflows, that could make the output unnecessarily inaccurate or unreliable” (p. 35).

The BLAS Standard does not define phrases like “unnecessary over/underflows.” The likely intent is to avoid naïve implementations that simply add up the squares of the vector elements. These would overflow even if the norm in exact arithmetic is significantly less than the overflow threshold. The POSIX Standard (IEEE Std 1003.1-2017) analogously says that hypot must “take precautions against overflow during intermediate steps of the computation.”

The phrase “precautions against overflow” is too vague for us to translate into a requirement. The authors likely meant to exclude naïve implementations, but not require implementations to know whether a result computed in exact arithmetic would overflow or underflow. The latter is a special case of computing floating-point sums exactly, which is costly for vectors of arbitrary length. While it would be a useful feature, it is difficult enough that we do not want to require it, especially since the BLAS Standard itself does not. The implementation of vector 2-norms in the Reference BLAS included with LAPACK 3.10.0 partitions the running sum of squares into three different accumulators: one for big values (that might cause the sum to overflow without rescaling), one for small values (that might cause the sum to underflow without rescaling), and one for the remaining “medium” values. (See Anderson 2017.) Earlier implementations merely rescaled by the current maximum absolute value of all the vector entries seen thus far. (See Blue 1978.) Implementations could also just compute the sum of squares in a straightforward loop, then check floating-point status flags for underflow or overflow, and recompute if needed.

For all of the functions listed on p. 35 of the BLAS Standard as needing “particularly careful implementations,” except vector norm, the BLAS Standard has an “Advice to implementors” section with extra accuracy requirements. The BLAS Standard does have an “Advice to implementors” section for matrix norms (see Section 2.8.7, p. 69), which have similar over- and underflow concerns as vector norms. However, the Standard merely states that “[h]igh-quality implementations of these routines should be accurate” and should document their accuracy, and gives examples of “accurate implementations” in LAPACK.

The BLAS Standard never defines what “Advice to implementors” means. However, the BLAS Standard shares coauthors and audience with the Message Passing Interface (MPI) Standard, which defines “Advice to implementors” as “primarily commentary to implementors” and permissible to skip (see e.g., MPI 3.0, Section 2.1, p. 9). We thus interpret “Advice to implementors” in the BLAS Standard as a nonbinding quality of implementation (QoI) recommendation.

11.7 Constraining matrix and vector element types and scalars

11.7.1 Introduction

The BLAS only accepts four different types of scalars and matrix and vector elements. In C++ terms, these correspond to float, double, complex<float>, and complex<double>. The algorithms we propose generalize the BLAS by accepting any matrix, vector, or scalar element types that make sense for each algorithm. Those may be built-in types, like floating-point numbers or integers, or they may be custom types. Those custom types might not behave like conventional real or complex numbers. For example, quaternions have noncommutative multiplication (a * b might not equal b * a), polynomials in one variable over a field lack division, and some types might not even have subtraction defined. Nevertheless, many BLAS operations would make sense for all of these types.

“Constraining matrix and vector element types and scalars” means defining how these types must behave in order for our algorithms to make sense. This includes both syntactic and semantic constraints. We have three goals:

  1. to help implementers implement our algorithms correctly;

  2. to give implementers the freedom to make quality of implementation (QoI) enhancements, for both performance and accuracy; and

  3. to help users understand what types they may use with our algorithms.

The whole point of the BLAS was to identify key operations for vendors to optimize. Thus, performance is a major concern. “Accuracy” here refers to either to rounding error or to approximation error (for matrix or vector element types where either makes sense).

11.7.2 Value type constraints do not suffice to describe algorithm behavior

LEWG’s 2020 review of P1673R2 asked us to investigate conceptification of its algorithms. “Conceptification” here refers to an effort like that of P1813R0 (“A Concept Design for the Numeric Algorithms”), to come up with concepts that could be used to constrain the template parameters of numeric algorithms like reduce or transform. (We are not referring to LEWGI’s request for us to consider generalizing our algorithm’s parameters from mdspan to a hypothetical multidimensional array concept. We discuss that above, in the “Why use mdspan?” section.) The numeric algorithms are relevant to P1673 because many of the algorithms proposed in P1673 look like generalizations of reduce or transform. We intend for our algorithms to be generic on their matrix and vector element types, so these questions matter a lot to us.

We agree that it is useful to set constraints that make it possible to reason about correctness of algorithms. However, we do not think constraints on value types suffice for this purpose. First, requirements like associativity are too strict to be useful for practical types. Second, what we really want to do is describe the behavior of algorithms, regardless of value types’ semantics. “The algorithm may reorder sums” means something different than “addition on the terms in the sum is associative.”

11.7.3 Associativity is too strict

P1813R0 requires associative addition for many algorithms, such as reduce. However, many practical arithmetic systems that users might like to use with algorithms like reduce have non-associative addition. These include

Note that the latter two arithmetic systems have nothing to do with rounding error. With saturating integer arithmetic, parenthesizing a sum in different ways might give results that differ by as much as the saturation threshold. It’s true that many non-associative arithmetic systems behave “associatively enough” that users don’t fear parallelizing sums. However, a concept with an exact property (like “commutative semigroup”) isn’t the right match for “close enough,” just like operator== isn’t the right match for describing “nearly the same.” For some number systems, a rounding error bound might be more appropriate, or guarantees on when underflow or overflow may occur (as in POSIX’s hypot).

The problem is a mismatch between the requirement we want to express – that “the algorithm may reparenthesize addition” – and the constraint that “addition is associative.” The former describes the algorithm’s behavior, while the latter describes the types used with that algorithm. Given the huge variety of possible arithmetic systems, an approach like the Standard’s use of GENERALIZED_SUM to describe reduce and its kin seems more helpful. If the Standard describes an algorithm in terms of GENERALIZED_SUM, then that tells the caller what the algorithm might do. The caller then takes responsibility for interpreting the algorithm’s results.

We think this is important both for adding new algorithms (like those in this proposal) and for defining behavior of an algorithm with respect to different ExecutionPolicy arguments. (For instance, execution::par_unseq could imply that the algorithm might change the order of terms in a sum, while execution::par need not. Compare to MPI_Op_create’s commute parameter, that affects the behavior of algorithms like MPI_Reduce when used with the resulting user-defined reduction operator.)

11.7.4 Generalizing associativity helps little

Suppose we accept that associativity and related properties are not useful for describing our proposed algorithms. Could there be a generalization of associativity that would be useful? P1813R0’s most general concept is a magma. Mathematically, a magma is a set M with a binary operation ×, such that if a and b are in M, then a × b is in M. The operation need not be associative or commutative. While this seems almost too general to be useful, there are two reasons why even a magma is too specific for our proposal.

  1. A magma only assumes one set, that is, one type. This does not accurately describe what the algorithms do, and it excludes useful features like mixed precision and types that use expression templates.

  2. A magma is too specific, because algorithms are useful even if the binary operation is not closed.

First, even for simple linear algebra operations that “only” use plus and times, there is no one “set M” over which plus and times operate. There are actually three operations: plus, times, and assignment. Each operation may have completely heterogeneous input(s) and output. The sets (types) that may occur vary from algorithm to algorithm, depending on the input type(s), and the algebraic expression(s) that the algorithm is allowed to use. We might need several different concepts to cover all the expressions that algorithms use, and the concepts would end up being less useful to users than the expressions themselves.

For instance, consider the Level 1 BLAS “AXPY” function. This computes y[i] = alpha * x[i] + y[i] elementwise. What type does the expression alpha * x[i] + y[i] have? It doesn’t need to have the same type as y[i]; it just needs to be assignable to y[i]. The types of alpha, x[i], and y[i] could all differ. As a simple example, alpha might be int, x[i] might be float, and y[i] might be double. The types of x[i] and y[i] might be more complicated; e.g., x[i] might be a polynomial with double coefficients, and y[i] a polynomial with float coefficients. If those polynomials use expression templates, then slightly different sum expressions involving x[i] and/or y[i] (e.g., alpha * x[i] + y[i], x[i] + y[i], or y[i] + x[i]) might all have different types, all of which differ from value type of x or y. All of these types must be assignable and convertible to the output value type.

We could try to describe this with a concept that expresses a sum type. The sum type would include all the types that might show up in the expression. However, we do not think this would improve clarity over just the expression itself. Furthermore, different algorithms may need different expressions, so we would need multiple concepts, one for each expression. Why not just use the expressions to describe what the algorithms can do?

Second, the magma concept is not helpful even if we only had one set M, because our algorithms would still be useful even if binary operations were not closed over that set. For example, consider a hypothetical user-defined rational number type, where plus and times throw if representing the result of the operation would take more than a given fixed amount of memory. Programmers might handle this exception by falling back to different algorithms. Neither plus or times on this type would satisfy the magma requirement, but the algorithms would still be useful for such a type. One could consider the magma requirement satisfied in a purely syntactic sense, because of the return type of plus and times. However, saying that would not accurately express the type’s behavior.

This point returns us to the concerns we expressed earlier about assuming associativity. “Approximately associative” or “usually associative” are not useful concepts without further refinement. The way to refine these concepts usefully is to describe the behavior of a type fully, e.g., the way that IEEE 754 describes the behavior of floating-point numbers. However, algorithms rarely depend on all the properties in a specification like IEEE 754. The problem, again, is that we need to describe what algorithms do – e.g., that they can rearrange terms in a sum – not how the types that go into the algorithms behave.

In summary:

In the sections that follow, we will describe a different way to constrain the matrix and vector element types and scalars in our algorithms. We will start by categorizing the different quality of implementation (QoI) enhancements that implementers might like to make. These enhancements call for changing algorithms in different ways. We will distinguish textbook from non-textbook ways of changing algorithms, explain that we only permit non-textbook changes for floating-point types, then develop constraints on types that permit textbook changes.

11.7.5 Categories of QoI enhancements

An important goal of constraining our algorithms is to give implementers the freedom to make QoI enhancements. We categorize QoI enhancements in three ways:

  1. those that depend entirely on the computer architecture;

  2. those that might have architecture-dependent parameters, but could otherwise be written in an architecture-independent way; and

  3. those that diverge from a textbook description of the algorithm, and depend on element types having properties more specific than what that description requires.

An example of Category (1) would be special hardware instructions that perform matrix-matrix multiplications on small, fixed-size blocks. The hardware might only support a few types, such as integers, fixed-point reals, or floating-point types. Implementations might use these instructions for the entire algorithm, if the problem sizes and element types match the instruction’s requirements. They might also use these instructions to solve subproblems. In either case, these instructions might reorder sums or create temporary values.

Examples of Category (2) include blocking to increase cache or translation lookaside buffer (TLB) reuse, or using SIMD instructions (given the Parallelism TS’ inclusion of SIMD). Many of these optimizations relate to memory locality or parallelism. For an overview, see (Goto 2008) or Section 2.6 of (Demmel 1997). All such optimizations reorder sums and create temporary values.

Examples of Category (3) include Strassen’s algorithm for matrix multiplication. The textbook formulation of matrix multiplication only uses additions and multiplies, but Strassen’s algorithm also performs subtractions. A common feature of Category (3) enhancements is that their implementation diverges from a “textbook description of the algorithm” in ways beyond just reordering sums. As a “textbook,” we recommend either (Strang 2016), or the concise mathematical description of operations in the BLAS Standard. In the next section, we will list properties of textbook descriptions, and explain some ways in which QoI enhancements might fail to adhere to those properties.

11.7.6 Properties of textbook algorithm descriptions

“Textbook descriptions” of the algorithms we propose tend to have the following properties. For each property, we give an example of a “non-textbook” algorithm, and how it assumes something extra about the matrix’s element type.

  1. They compute floating-point sums straightforwardly (possibly reordered, or with temporary intermediate values), rather than using any of several algorithms that improve accuracy (e.g., compensated summation) or even make the result independent of evaluation order (see Demmel 2013). All such non-straightforward algorithms depend on properties of floating-point arithmetic. We will define below what “possibly reordered, or with temporary intermediate values” means.

  2. They use only those arithmetic operations on the matrix and vector element types that the textbook description of the algorithm requires, even if using other kinds of arithmetic operations would improve performance or give an asymptotically faster algorithm.

  3. They use exact algorithms (not considering rounding error), rather than approximations (that would not be exact even if computing with real numbers).

  4. They do not use parallel algorithms that would give an asymptotically faster parallelization in the theoretical limit of infinitely many available parallel processing units, at the cost of likely unacceptable rounding error in floating-point arithmetic.

As an example of (b), the textbook matrix multiplication algorithm only adds or multiplies the matrices’ elements. In contrast, Strassen’s algorithm for matrix-matrix multiply subtracts as well as adds and multiplies the matrices’ elements. Use of subtraction assumes that arbitrary elements have an additive inverse, but the textbook matrix multiplication algorithm makes sense even for element types that lack additive inverses for all elements. Also, use of subtractions changes floating-point rounding behavior in a way that was only fully understood recently (see Demmel 2007).

As an example of (c), the textbook substitution algorithm for solving triangular linear systems is exact. In contrast, one can approximate triangular solve with a stationary iteration. (See, e.g., Section 5 of (Chow 2015). That paper concerns the sparse matrix case; we cite it merely as an example of an approximate algorithm, not as a recommendation for dense triangular solve.) Approximation only makes sense for element types that have enough precision for the approximation to be accurate. If the approximation checks convergence, than the algorithm also requires less-than comparison of absolute values of differences.

Multiplication by the reciprocal of a number, rather than division by that number, could fit into (b) or (c). As an example of (c), implementations for hardware where floating-point division is slow compared with multiplication could use an approximate reciprocal multiplication to implement division.

As an example of (d), the textbook substitution algorithm for solving triangular linear systems has data dependencies that limit its theoretical parallelism. In contrast, one can solve a triangular linear system by building all powers of the matrix in parallel, then solving the linear system as with a Krylov subspace method. This approach is exact for real numbers, but commits too much rounding error to be useful in practice for all but the smallest linear systems. In fact, the algorithm requires that the matrix’s element type have precision exponential in the matrix’s dimension.

Many of these non-textbook algorithms rely on properties of floating-point arithmetic. Strassen’s algorithm makes sense for unsigned integer types, but it could lead to unwarranted and unexpected overflow for signed integer types. Thus, we think it best to limit implementers to textbook algorithms, unless all matrix and vector element types are floating-point types. We always forbid non-textbook algorithms of type (d). If all matrix and vector element types are floating-point types, we permit non-textbook algorithms of Types (a), (b), and (c), under two conditions:

  1. they satisfy the complexity requirements; and

  2. they result in a logarithmically stable algorithm, in the sense of (Demmel 2007).

We believe that Condition (2) is a reasonable interpretation of Section 2.7 of the BLAS Standard. This says that “no particular computational order is mandated by the function specifications. In other words, any algorithm that produces results ‘close enough’ to the usual algorithms presented in a standard book on matrix computations is acceptable.” Examples of what the BLAS Standard considers “acceptable” include Strassen’s algorithm, and implementing matrix multiplication as C = (alpha * A) * B + (beta * C), C = alpha * (A * B) + (beta * C), or C = A * (alpha * B) + (beta * C).

“Textbook algorithms” includes optimizations commonly found in BLAS implementations. This includes any available hardware acceleration, as well as the locality and parallelism optimizations we describe below. Thus, we think restricting generic implementations to textbook algorithms will not overly limit implementers.

The set of floating-point types currently has three members: float, double, and long double. If a proposal like P1467R4 (“Extended floating-point types and standard names”) is accepted, it will grow to include implementation-specific types, such as short or extended-precision floats. This “future-proofs” our proposal in some sense, though implementers will need to take care to avoid approximations if the element type lacks the needed precision.

11.7.7 Reordering sums and creating temporaries

Even textbook descriptions of linear algebra algorithms presume the freedom to reorder sums and create temporary values. Optimizations for memory locality and parallelism depend on this. This freedom imposes requirements on algorithms’ matrix and vector element types.

We could get this freedom either by limiting our proposal to the Standard’s current arithmetic types, or by forbidding reordering and temporaries for types other than arithmetic types. However, doing so would unnecessarily prevent straightforward optimizations for small and fast types that act just like arithmetic types. This includes so-called “short floats” such as bfloat16 or binary16, extended-precision floating-point numbers, and fixed-point reals. Some of these types may be implementation defined, and others may be user-specified. We intend to permit implementers to optimize for these types as well. This motivates us to describe our algorithms’ type requirements in a generic way.

11.7.7.1 Special case: Only one element type

We find it easier to think about type requirements by starting with the assumption that all element and scalar types in algorithms are the same. One can then generalize to input element type(s) that might differ from the output element type and/or scalar result type.

Optimizations for memory locality and parallelism both create temporary values, and change the order of sums. For example, reorganizing matrix data to reduce stride involves making a temporary copy of a subset of the matrix, and accumulating partial sums into the temporary copy. Thus, both kinds of optimizations impose a common set of requirements and assumptions on types. Let value_type be the output mdspan’s value_type. Implementations may:

  1. create arbitrarily many objects of type value_type, value-initializing them or direct-initializing them with any existing object of that type;

  2. perform sums in any order; or

  3. replace any value with the sum of that value and a value-initialized value_type object.

Assumption (1) implies that the output value type is semiregular. Contrast with [algorithms.parallel.exec]: “Unless otherwise stated, implementations may make arbitrary copies of elements of type T, from sequences where is_trivially_copy_constructible_v<T> and is_trivially_destructible_v<T> are true.” We omit the trivially constructible and destructible requirements here and permit any semiregular type. Linear algebra algorithms assume mathematical properties that let us impose more specific requirements than general parallel algorithms. Nevertheless, implementations may want to enable optimizations that create significant temporary storage only if the value type is trivially constructible, trivially destructible, and not too large.

Regarding Assumption (2): The freedom to compute sums in any order is not necessarily a type constraint. Rather, it’s a right that the algorithm claims, regardless of whether the type’s addition is associative or commutative. For example, floating-point sums are not associative, yet both parallelization and customary linear algebra optimizations rely on reordering sums. See the above “Value type constraints do not suffice to describe algorithm behavior” section for a more detailed explanation.

Regarding Assumption (3), we do not actually say that value-initialization produces a two-sided additive identity. What matters is what the algorithm’s implementation may do, not whether the type actually behaves in this way.

11.7.7.2 General case: Multiple input element types

An important feature of P1673 is the ability to compute with mixed matrix or vector element types. For instance, add(y, scaled(alpha, x), z) implements the operation z = y + alpha*x, an elementwise scaled vector sum. The element types of the vectors x, y, and z could be all different, and could differ from the type of alpha.

11.7.7.2.1 Accumulate into output value type

Generic algorithms would use the output mdspan’s value_type to accumulate partial sums, and for any temporary results. This is the analog of std::reduce’s scalar result type T. Implementations for floating-point types might accumulate into higher-precision temporaries, or use other ways to increase accuracy when accumulating partial sums, but the output mdspan’s value_type would still control accumulation behavior in general.

11.7.7.2.2 Proxy references or expression templates

  1. Proxy references: The input and/or output mdspan might have an accessor with a reference type other than element_type&. For example, the output mdspan might have a value type value_type, but its reference type might be atomic_ref<value_type>.

  2. Expression templates: The element types themselves might have arithmetic operations that defer the actual computation until the expression is assigned. These “expression template” types typically hold some kind of reference or pointer to their input arguments.

Neither proxy references nor expression template types are semiregular, because they behave like references, not like values. However, we can still require that their underlying value type be semiregular. For instance, the possiblity of proxy references just means that we need to use the output mdspan‘s value_type when constructing or value-initializing temporary values, rather than trying to deduce the value type from the type of an expression that indexes into the output mdspan. Expression templates just mean that we need to use the output mdspan’s value_type to construct or value-initialize temporaries, rather than trying to deduce the temporaries’ type from the right-hand side of the expression.

The z = y + alpha*x example above shows that some of the algorithms we propose have multiple terms in a sum on the right-hand side of the expression that defines the algorithm. If algorithms have permission to rearrange the order of sums, then they need to be able to break up such expressions into separate terms, even if some of those expressions are expression templates.

11.7.8 “Textbook” algorithm description in semiring terms

As we explain in the “Value type constraints do not suffice to describe algorithm behavior” section above, we deliberately constrain matrix and vector element types to require associative addition. This means that we do not, for instance, define concepts like “ring” or “group.” We cannot even speak of a single set of values that would permit defining things like a “ring” or “group.” This is because our algorithms must handle mixed value types, expression templates, and proxy references. However, it may still be helpful to use mathematical language to explain what we mean by “a textbook description of the algorithm.”

Most of the algorithms we propose only depend on addition and multiplication. We describe these algorithms as if working on elements of a semiring with possibly noncommutative multiplication. The only difference between a semiring and a ring is that a semiring does not require all elements to have an additive inverse. That is, addition is allowed, but not subtraction. Implementers may apply any mathematical transformation to the expressions that would give the same result for any semiring.

11.7.8.1 Why a semiring?

We use a semiring because

  1. we generally want to reorder terms in sums, but we do not want to order terms in products; and

  2. we do not want to assume that subtraction works.

The first is because linear algebra computations are useful for matrix or vector element types with noncommutative multiplication, such as quaternions or matrices. The second is because algebra operations might be useful for signed integers, where a formulation using subtraction risks unexpected undefined behavior.

11.7.8.2 Semirings and testing

It’s important that implementers be able to test our proposed algorithms for custom element types, not just the built-in arithmetic types. We don’t want to require hypothetical “exact real arithmetic” types that take particular expertise to implement. Instead, we propose testing with simple classes built out of unsigned integers. This section is not part of our Standard Library proposal, but we include it to give guidance to implementers and to show that it’s feasible to test our proposal.

11.7.8.3 Commutative multiplication

C++ unsigned integers implement commutative rings. (Rings always have commutative addition; a “commutative ring” has commutative multiplication as well.) We may transform (say) uint32_t into a commutative semiring by wrapping it in a class that does not provide unary or binary operator-. Adding a “tag” template parameter to this class would let implementers build tests for mixed element types.

11.7.8.4 Noncommutative multiplication

The semiring of 2x2 matrices with element type a commutative semiring is itself a semiring, but with noncommutative multiplication. This is a good way to build a noncommutative semiring for testing.

11.7.9 Summary

11.8 Support for user-defined complex number types

11.8.1 conj does not have the desired interface

Based on precedence from the BLAS and LAPACK, generic linear algebra code that works for both complex and real numbers uses the “conjugate transpose” for both cases, and intends conjugation to be the identity for real numbers. P1673 users may thus want to apply conjugate_transposed to matrices of arbitrary value types.

The Standard currently offers conj as the way to compute the conjugate of a number. However, there are two issues with conj.

  1. For arguments of arithmetic type, conj returns complex. The resulting value type change is mathematically unexpected, and it can hinder use of an optimized BLAS.

  2. P1673 users have good reasons to define their own complex number types, but users cannot overload conj for these types.

11.8.2 Why users define their own complex number types

  1. complex<R> only permits R = float, double, and long double.

  2. complex<R> only has sizeof(R) alignment, not 2 * sizeof(R).

  3. Some C++ extensions cannot use complex<R>, because they require annotations on a type’s member functions.

Users define their own complex number types for three reasons. First, the C++ Standard currently supports complex<R> only for R = float, double, and long double. This prevents use of other types, including

Second, the Standard explicitly specifies that complex<R> has the same alignment as R[2]. That is, it is aligned to sizeof(R). Some systems would give better parallel or vectorized performance if complex numbers were aligned to 2 * sizeof(R). Some C++ extensions define their own complex number types partly for this reason. Software libraries that use these custom complex number types tempt users to alias between complex<R> and these custom types, which would have the same bit representation except for alignment. This has led to crashes or worse in software projects that the authors have worked on. Third, some C++ extensions cannot use complex, because they require types’ member functions to have special annotations, in order to compile code to make use of accelerator hardware.

These issues have led several software libraries and C++ extensions to define their own complex number types. These include CUDA, Kokkos, and Thrust. The SYCL standard is contemplating adding a custom complex number type. One of the authors wrote Kokkos::complex circa 2014 to make it possible to build and run Trilinos’ linear solvers with complex numbers on NVIDIA graphics processing units (GPUs).

11.8.3 Why users want to “conjugate” matrices of real numbers

It’s possible to describe many linear algebra algorithms in a way that works for both complex and real numbers, by treating conjugation as the identity for real numbers. This makes the “conjugate transpose” just the transpose for a matrix of real numbers. Matlab takes this approach, by defining the single quote operator to take the conjugate transpose if its argument is complex, and the transpose if its argument is real. The Fortran BLAS also supports this, by letting users specify the 'Conjugate Transpose' (TRANSA='C') even for real routines like DGEMM (double-precision general matrix-matrix multiply). Krylov subspace methods in Trilinos’ Anasazi and Belos packages also follow a Matlab-like generic approach.

Even though we think it should be possible to write “generic” (real or complex) linear algebra code using conjugate_transposed, we still need to distinguish between symmetric and Hermitian matrix algorithms. This is because symmetric does not mean the same thing as Hermitian for matrices of complex numbers. For example, a matrix whose off-diagonal elements are all 3 + 4i is symmetric, but not Hermitian. Complex symmetric matrices are useful in practice, for example when modeling damped vibrations (Craven 1969).

11.8.4 Effects of conj’s real-to-complex change

The fact that conj for arithmetic-type arguments returns complex may complicate or prevent implementers from using an existing optimized BLAS library. If the user calls matrix_product with matrices all of value type double, use of the (mathematically harmless) conjugate_transposed function would make one matrix have value type complex<double>. Implementations could undo this value type change for known layouts and accessors, but would need to revert to generic code otherwise.

For example, suppose that a custom real value type MyReal has arithmetic operators defined to permit all needed mixed-type expressions with double, where double times MyReal and MyReal times double both “promote” to MyReal. Users may then call matrix_product(A, B, C) with A having value type double, B having value type MyReal, and C having a value type MyReal. However, matrix_product(conjugate_transposed(A), B, C) would not compile, due to complex<decltype(declval<double>() * declval<MyReal>())> not being well formed.

11.8.5 LEWG feedback on R8 solution

In R8 of this paper, we proposed an exposition-only function conj-if-needed. For arithmetic types, it would be the identity function. This would fix Issue (1). For all other types, it would call conj through argument-dependent lookup (ADL), just like how iter_swap calls swap. This would fix Issue (2). However, it would force users who define custom real number types to define a trivial conj (in their own namespace) for their type. The alternative would be to make conj-if-needed the identity if it could not find conj via ADL lookup. However, that would cause silently incorrect results for users who define a custom complex number type, but forget or misspell conj.

When reviewing R8, LEWG expressed a preference for a different solution.

  1. Temporarily change P1673 to permit use of conjugated and conjugate_transposed only for value types that are either complex or arithmetic types. Add a Note that reminds readers to look out for Steps (2) and (3) below.

  2. Write a separate paper which introduces a user-visible customization point, provisionally named conjugate. The paper could use any of various proposed library-only customization point mechanisms, such as the customization point objects used by ranges or tag_invoke (see P1895R0, with the expectation that LEWG and perhaps also EWG (see e.g., P2547) may express a preference for a different mechanism.

  3. If LEWG accepts the conjugate customization point, then change P1673 again to use conjugate (thus replacing R8’s conj-if-needed). This would thus reintroduce support for custom complex numbers.

11.8.6 SG6’s response to LEWG’s R8 feedback

SG6 small group (there was no quorum) reviewed P1673 on 2022/06/09, after LEWG’s R8 review on 2022/05/24. SG6 small group expressed the following:

11.8.7 Current solution

We have adopted SG6 small group’s recommendation, with a slight wording modification to make it obvious that the conjugate of an arithmetic type returns the same type as its input.

We propose an exposition-only function object conj-if-needed. For arithmetic types, it would behave as the identity function. If it can call conj through ADL-only (unqualified) lookup, it does so. Otherwise, it again would behave as the identity function.

This approach has the following advantages.

  1. Most custom number types, noncomplex or complex, will work “out of the box.” Custom complex number types would likely already have an ADL-findable conj defined, for interface compatibility with std::complex.

  2. Conjugation will preserve the type of its argument.

  3. It uses existing C++ idioms and interfaces for complex numbers.

  4. It does not depend on a future customization point syntax or library convention.

11.9 Support for division with noncommutative multiplication

An important feature of this proposal is its support for value types that have noncommutative multiplication. Examples include square matrices with a fixed number of rows and columns, and quaternions and their generalizations. Most of the algorithms in this proposal only add or multiply arbitrary value types, so preserving the order of multiplication arguments is straightforward. The various triangular solve algorithms are an exception, because they need to perform divisions as well.

If multiplication commutes and if a type has division, then the division x ÷ y is just x times (the multiplicative inverse of y), assuming that the multiplicative inverse of y exists. However, if multiplication does not commute, “x times (the multiplicative inverse of y)” need not equal “(the multiplicative inverse of y) times x.” The C++ binary operator/ does not give callers a way to distinguish between these two cases.

This suggests four ways to express “ordered division.”

  1. Explicitly divide one by the quotient: x * (1/y), or (1/y) * x

  2. Like (2), but instead of using literal 1, get “one” as a value_type input to the algorithm: x * (one/y), or (one/y) * x

  3. inverse as a unary callable input to the algorithm: x * inverse(y), or inverse(y) * x

  4. divide as a binary callable input to the algorithm: divide(x, y), or divide(y, x)

Both SG6 small group (in its review of this proposal on 2022/06/09) and the authors prefer Way (4), the divide binary callable input. The binary callable would be optional, and ordinary binary operator/ would be used as the default. This would imitate existing Standard Library algorithms like reduce, with its optional BinaryOp that defaults to addition. For mixed-precision computation, users would need to avoid std::divides, as its two parameters and its return type all have the same types. However, the obvious [] (const auto& x, const auto& y) { return x / y; } would work just fine. Way (4) also preserves the original rounding behavior for types with commutative multiplication.

The main disadvantage of the other approaches is that they would change rounding behavior for floating-point types. They also require two operations – computing an inverse, and multiplication – rather than one. “Ordered division” may actually be the operation users want, and the “inverse” might be just a byproduct. This is the case for square matrices, where users often “compute an inverse” only because they want to solve a linear system. Each of the other approaches has its own other disadvantages.

12 Future work

Summary:

  1. Consider generalizing function parameters to take any type that implements a customization point for getting an mdspan viewing its elements. This includes mdarray (see P1684).

  2. Add batched linear algebra overloads.

12.1 Generalize function parameters

Our functions differ from the C++ Standard algorithms, in that they take a concrete type mdspan with template parameters, rather than any type that satisfies a concept. We think that the template parameters of mdspan fully describe the multidimensional equivalent of a multipass iterator, and that “conceptification” of multidimensional arrays would unnecessarily delay this proposal.

In a future proposal, we may consider generalizing our function’s template parameters, to permit any type besides mdspan that implements the get_mdspan customization point, as long as the return value of get_mdspan satisfies the current requirements. get_mdspan would return an mdspan that views its argument’s data.

The mdarray class, proposed in P1684, is the container analog of mdspan. It is a new kind of container, with the same copy behavior as containers like vector. It will be possible to get an mdspan that views an mdarray. Previous versions of this proposal included function overloads that took mdarray directly. The goals were user convenience, and to avoid any potential overhead of conversion to mdspan, especially for very small matrices and vectors. In a future revision of P1684, mdarray will implement a customization point view (final name yet to be decided), that returns an mdspan viewing the elements of the mdarray. This would let users use mdarray directly in our functions. This customization point approach would also simplify using our functions with other matrix and vector types, such as those proposed by P1385. Implementations may optionally add direct overloads of our functions for mdarray or other types. This would address any concerns about overhead of converting from mdarray to mdspan.

12.2 Batched linear algebra

We plan to write a separate proposal that will add “batched” versions of linear algebra functions to this proposal. “Batched” linear algebra functions solve many independent problems all at once, in a single function call. For discussion, see Section 6.2 of our background paper P1417R0. Batched interfaces have the following advantages:

The mdspan data structure makes it easy to represent a batch of linear algebra objects, and to optimize their data layout.

With few exceptions, the extension of this proposal to support batched operations will not require new functions or interface changes. Only the requirements on functions will change. Output arguments can have an additional rank; if so, then the leftmost extent will refer to the batch dimension. Input arguments may also have an additional rank to match; if they do not, the function will use (“broadcast”) the same input argument for all the output arguments in the batch.

13 Data structures and utilities borrowed from other proposals

13.1 mdspan

This proposal depends on P0009 and follow-on papers that were voted into the current C++ Standard draft. P0009’s main class is mdspan, which is a “view” (in the sense of span) of a multidimensional array. The rank (number of dimensions) is fixed at compile time. Users may specify some dimensions at run time and others at compile time; the type of the mdspan expresses this. mdspan also has two customization points:

13.2 New mdspan layouts in this proposal

Our proposal uses the layout mapping policy of mdspan in order to represent different matrix and vector data layouts. The current C++ Standard draft includes three layouts: layout_left, layout_right, and layout_stride. P2642R2 includes layout_left_padded and layout_right_padded. These two layouts represent exactly the data layout assumed by the General (GE) matrix type in the BLAS’ C and Fortran bindings. They have has two advantages:

  1. Unlike layout_left and layout_right, any “submatrix” (subspan of consecutive rows and consecutive columns) of a matrix with layout_left_padded resp. layout_right_padded layout also has layout_left_padded resp. layout_right_padded layout.

  2. Unlike layout_stride, the two layouts always have compile-time unit stride in one of the matrix’s two extents.

BLAS functions call the possibly nonunit stride of the matrix the “leading dimension” of that matrix. For example, a BLAS function argument corresponding to the leading dimension of the matrix A is called LDA, for “leading dimension of the matrix A.”

This proposal introduces a new layout, layout_blas_packed. This describes the layout used by the BLAS’ Symmetric Packed (SP), Hermitian Packed (HP), and Triangular Packed (TP) “types.” The layout_blas_packed class has a “tag” template parameter that controls its properties; see below.

We do not include layouts for unpacked “types,” such as Symmetric (SY), Hermitian (HE), and Triangular (TR). Our paper P1674. explains our reasoning. In summary: Their actual layout – the arrangement of matrix elements in memory – is the same as General. The only differences are constraints on what entries of the matrix algorithms may access, and assumptions about the matrix’s mathematical properties. Trying to express those constraints or assumptions as “layouts” or “accessors” violates the spirit (and sometimes the law) of mdspan. We address these different matrix types with different function names.

The packed matrix “types” do describe actual arrangements of matrix elements in memory that are not the same as in General. This is why we provide layout_blas_packed. Note that layout_blas_packed is the first addition to the existing layouts that is neither always unique, nor always strided.

Algorithms cannot be written generically if they permit output arguments with nonunique layouts. Nonunique output arguments require specialization of the algorithm to the layout, since there’s no way to know generically at compile time what indices map to the same matrix element. Thus, we will impose the following rule: Any mdspan output argument to our functions must always have unique layout (is_always_unique() is true), unless otherwise specified.

Some of our functions explicitly require outputs with specific nonunique layouts. This includes low-rank updates to symmetric or Hermitian matrices.

14 Acknowledgments

Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Special thanks to Bob Steagall and Guy Davidson for boldly leading the charge to add linear algebra to the C++ Standard Library, and for many fruitful discussions. Thanks also to Andrew Lumsdaine for his pioneering efforts and history lessons. In addition, I very much appreciate feedback from Davis Herring on constraints wording.

15 References

15.1 References by coathors

15.2 Other references

16 Wording

Text in blockquotes is not proposed wording, but rather instructions for generating proposed wording. The � character is used to denote a placeholder section number which the editor shall determine. First, apply all wording from P2642R2. (This proposal is a “rebase” atop the changes proposed by P2642R2.) At the end of Table � (“Numerics library summary”) in [numerics.general], add the following: [linalg], Linear algebra, <linalg>. At the end of [numerics] (after subsection 28.8 [numbers]), add all the material that follows.

16.1 Add subsection 28.9 [linalg] with the following

28.9 Basic linear algebra algorithms [linalg]

28.9.1 Overview [linalg.overview]

1 Subclause [linalg] defines basic linear algebra algorithms. The algorithms that access the elements of arrays view the arrays’ elements through mdspan [mdspan].

28.9.2 Header <linalg> synopsis [linalg.syn]

namespace std::linalg {
// [linalg.tags.order], storage order tags
struct column_major_t;
inline constexpr column_major_t column_major;
struct row_major_t;
inline constexpr row_major_t row_major;

// [linalg.tags.triangle], triangle tags
struct upper_triangle_t;
inline constexpr upper_triangle_t upper_triangle;
struct lower_triangle_t;
inline constexpr lower_triangle_t lower_triangle;

// [linalg.tags.diagonal], diagonal tags
struct implicit_unit_diagonal_t;
inline constexpr implicit_unit_diagonal_t implicit_unit_diagonal;
struct explicit_diagonal_t;
inline constexpr explicit_diagonal_t explicit_diagonal;

// [linalg.layouts.packed], class template layout_blas_packed
template<class Triangle,
         class StorageOrder>
class layout_blas_packed;

// [linalg.scaled.conj], exposition-only function object conj-if-needed

/* see-below */ conj-if-needed;

// [linalg.scaled.base], exposition-only function and class templates

class proxy-reference-base; // exposition only

template<class Reference, class Value, class Derived>
class proxy-reference; // exposition only

// [linalg.scaled.accessor_scaled], class template accessor_scaled

template<class ScalingFactor,
         class Accessor>
class accessor_scaled;

// [linalg.scaled.scaled], scaled in-place transformation
template<class ScalingFactor,
         class ElementType,
         class Extents,
         class Layout,
         class Accessor>
/* see-below */
constexpr scaled(
  ScalingFactor scaling_factor,
  const mdspan<ElementType, Extents, Layout, Accessor>& x);

// [linalg.conj.accessor_conjugate], class template accessor_conjugate
template<class Accessor>
class accessor_conjugate;

// [linalg.conj.conjugated], conjugated in-place transformation
template<class ElementType,
         class Extents,
         class Layout,
         class Accessor>
constexpr auto conjugated(
  mdspan<ElementType, Extents, Layout, Accessor> a);

// [linalg.transp.layout_transpose], class template layout_transpose
template<class Layout>
class layout_transpose;

// [linalg.transp.transposed], transposed in-place transformation
template<class ElementType,
         class Extents,
         class Layout,
         class Accessor>
constexpr auto transposed(
  mdspan<ElementType, Extents, Layout, Accessor> a);

// [linalg.conj_transp],
// conjugated transposed in-place transformation
template<class ElementType,
         class Extents,
         class Layout,
         class Accessor>
constexpr auto conjugate_transposed(
  mdspan<ElementType, Extents, Layout, Accessor> a);

// [linalg.concepts], exposition-only concepts and traits

template<class T>
struct is-mdspan; // exposition only

template<class T>
concept in-vector; = // exposition only

template<class T>
concept out-vector; = // exposition only

template<class T>
concept inout-vector; = // exposition only

template<class T>
concept in-matrix; = // exposition only

template<class T>
concept out-matrix; = // exposition only

template<class T>
concept inout-matrix; = // exposition only

template<class T>
concept possibly-packed-inout-matrix; = // exposition only

template<class T>
concept in-object; = // exposition only

template<class T>
concept out-object; = // exposition only

template<class T>
concept inout-object; = // exposition only

// [linalg.algs], algorithms

// [linalg.algs.blas1.givens.lartg], compute Givens rotation

template<class Real>
struct givens_rotation_setup_result {
  Real c;
  Real s;
  Real r;
};
template<class Real>
struct givens_rotation_setup_result<complex<Real>> {
  Real c;
  complex<Real> s;
  complex<Real> r;
};
template<class Real>
givens_rotation_setup_result<Real>
givens_rotation_setup(const Real a,
                      const Real b);
template<class Real>
givens_rotation_setup_result<complex<Real>>
givens_rotation_setup(const complex<Real>& a,
                      const complex<Real>& b);

// [linalg.algs.blas1.givens.rot], apply computed Givens rotation
template<inout-vector InOutVec1,
         inout-vector InOutVec2,
         class Real>
void givens_rotation_apply(
  InOutVec1 x,
  InOutVec2 y,
  const Real c,
  const Real s);
template<class ExecutionPolicy,
         inout-vector InOutVec1,
         inout-vector InOutVec2,
         class Real>
void givens_rotation_apply(
  ExecutionPolicy&& exec,
  InOutVec1 x,
  InOutVec2 y,
  const Real c,
  const Real s);
template<inout-vector InOutVec1,
         inout-vector InOutVec2,
         class Real>
void givens_rotation_apply(
  InOutVec1 x,
  InOutVec2 y,
  const Real c,
  const complex<Real> s);
template<class ExecutionPolicy,
         inout-vector InOutVec1,
         inout-vector InOutVec2,
         class Real>
void givens_rotation_apply(
  ExecutionPolicy&& exec,
  InOutVec1 x,
  InOutVec2 y,
  const Real c,
  const complex<Real> s);

// [linalg.algs.blas1.swap], swap elements
template<inout-object InOutObj1,
         inout-object InOutObj2>
void swap_elements(InOutObj1 x,
                   InOutObj2 y);
template<class ExecutionPolicy,
         inout-object InOutObj1,
         inout-object InOutObj2>
void swap_elements(ExecutionPolicy&& exec,
                   InOutObj1 x,
                   InOutObj2 y);

// [linalg.algs.blas1.scal], multiply elements by scalar
template<class Scalar,
         inout-object InOutObj>
void scale(const Scalar alpha,
           InOutObj x);
template<class ExecutionPolicy,
         class Scalar,
         inout-object InOutObj>
void scale(ExecutionPolicy&& exec,
           const Scalar alpha,
           InOutObj x);

// [linalg.algs.blas1.copy], copy elements
template<in-object InObj,
         out-object OutObj>
void copy(InObj x,
          OutObj y);
template<class ExecutionPolicy,
         in-object InObj,
         out-object OutObj>
void copy(ExecutionPolicy&& exec,
          InObj x,
          OutObj y);

// [linalg.algs.blas1.add], add elementwise
template<in-object InObj1,
         in-object InObj2,
         out-object OutObj>
void add(InObj1 x,
         InObj2 y,
         OutObj z);
template<class ExecutionPolicy,
         in-object InObj1,
         in-object InObj2,
         out-object OutObj>
void add(ExecutionPolicy&& exec,
         InObj1 x,
         InObj2 y,
         OutObj z);

// [linalg.algs.blas1.dot],
// dot product of two vectors

// [linalg.algs.blas1.dot.dotu],
// nonconjugated dot product of two vectors
template<in-vector InVec1,
         in-vector InVec2,
         class T>
T dot(InVec1 v1,
      InVec2 v2,
      T init);
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         class T>
T dot(ExecutionPolicy&& exec,
      InVec1 v1,
      InVec2 v2,
      T init);
template<in-vector InVec1,
         in-vector InVec2>
auto dot(InVec1 v1,
         InVec2 v2) -> /* see-below */;
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2>
auto dot(ExecutionPolicy&& exec,
         InVec1 v1,
         InVec2 v2) -> /* see-below */;

// [linalg.algs.blas1.dot.dotc],
// conjugated dot product of two vectors
template<in-vector InVec1,
         in-vector InVec2,
         class T>
T dotc(InVec1 v1,
       InVec2 v2,
       T init);
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         class T>
T dotc(ExecutionPolicy&& exec,
       InVec1 v1,
       InVec2 v2,
       T init);
template<in-vector InVec1,
         in-vector InVec2>
auto dotc(InVec1 v1,
          InVec2 v2) -> /* see-below */;
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2>
auto dotc(ExecutionPolicy&& exec,
          InVec1 v1,
          InVec2 v2) -> /* see-below */;

// [linalg.algs.blas1.ssq],
// Scaled sum of squares of a vector's elements
template<class T>
struct sum_of_squares_result {
  T scaling_factor;
  T scaled_sum_of_squares;
};
template<in-vector InVec,
         class T>
sum_of_squares_result<T> vector_sum_of_squares(
  InVec v,
  sum_of_squares_result<T> init);
sum_of_squares_result<T> vector_sum_of_squares(
  ExecutionPolicy&& exec,
  InVec v,
  sum_of_squares_result<T> init);

// [linalg.algs.blas1.nrm2],
// Euclidean norm of a vector
template<in-vector InVec,
         class T>
T vector_norm2(InVec v,
               T init);
template<class ExecutionPolicy,
         in-vector InVec,
         class T>
T vector_norm2(ExecutionPolicy&& exec,
               InVec v,
               T init);
template<in-vector InVec>
auto vector_norm2(InVec v) -> /* see-below */;
template<class ExecutionPolicy,
         in-vector InVec>
auto vector_norm2(ExecutionPolicy&& exec,
                  InVec v) -> /* see-below */;

// [linalg.algs.blas1.asum],
// sum of absolute values of vector elements
template<in-vector InVec,
         class T>
T vector_abs_sum(InVec v,
                 T init);
template<class ExecutionPolicy,
         in-vector InVec,
         class T>
T vector_abs_sum(ExecutionPolicy&& exec,
                 InVec v,
                 T init);
template<in-vector InVec>
auto vector_abs_sum(InVec v) -> /* see-below */;
template<class ExecutionPolicy,
         in-vector InVec>
auto vector_abs_sum(ExecutionPolicy&& exec,
                    InVec v) -> /* see-below */;

// [linalg.algs.blas1.iamax],
// index of maximum absolute value of vector elements
template<in-vector InVec>
typename InVec::extents_type idx_abs_max(InVec v);
template<class ExecutionPolicy,
         in-vector InVec>
typename InVec::extents_type idx_abs_max(
  ExecutionPolicy&& exec,
  InVec v);

// [linalg.algs.blas1.matfrobnorm],
// Frobenius norm of a matrix
template<in-matrix InMat,
         class T>
T matrix_frob_norm(
  InMat A,
  T init);
template<class ExecutionPolicy,
         in-matrix InMat,
         class T>
T matrix_frob_norm(
  ExecutionPolicy&& exec,
  InMat A,
  T init);
template<in-matrix InMat>
auto matrix_frob_norm(
  InMat A) -> /* see-below */;
template<class ExecutionPolicy,
         in-matrix InMat>
auto matrix_frob_norm(
  ExecutionPolicy&& exec,
  InMat A) -> /* see-below */;

// [linalg.algs.blas1.matonenorm],
// One norm of a matrix
template<in-matrix InMat,
         class T>
T matrix_one_norm(
  InMat A,
  T init);
template<class ExecutionPolicy,
         in-matrix InMat,
         class T>
T matrix_one_norm(
  ExecutionPolicy&& exec,
  InMat A,
  T init);
template<in-matrix InMat>
auto matrix_one_norm(
  InMat A) -> /* see-below */;
template<class ExecutionPolicy,
         in-matrix InMat>
auto matrix_one_norm(
  ExecutionPolicy&& exec,
  InMat A) -> /* see-below */;

// [linalg.algs.blas1.matinfnorm],
// Infinity norm of a matrix
template<in-matrix InMat,
         class T>
T matrix_inf_norm(
  InMat A,
  T init);
template<class ExecutionPolicy,
         in-matrix InMat,
         class T>
T matrix_inf_norm(
  ExecutionPolicy&& exec,
  InMat A,
  T init);
template<in-matrix InMat>
auto matrix_inf_norm(
  InMat A) -> /* see-below */;
template<class ExecutionPolicy,
         in-matrix InMat>
auto matrix_inf_norm(
  ExecutionPolicy&& exec,
  InMat A) -> /* see-below */;

// [linalg.algs.blas2.gemv],
// general matrix-vector product
template<in-matrix InMat,
         in-vector InVec,
         out-vector OutVec>
void matrix_vector_product(InMat A,
                           InVec x,
                           OutVec y);
template<class ExecutionPolicy,
         in-matrix InMat,
         in-vector InVec,
         out-vector OutVec>
void matrix_vector_product(ExecutionPolicy&& exec,
                           InMat A,
                           InVec x,
                           OutVec y);
template<in-matrix InMat,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void matrix_vector_product(InMat A,
                           InVec1 x,
                           InVec2 y,
                           OutVec z);
template<class ExecutionPolicy,
         in-matrix InMat,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void matrix_vector_product(ExecutionPolicy&& exec,
                           InMat A,
                           InVec1 x,
                           InVec2 y,
                           OutVec z);

// [linalg.algs.blas2.symv],
// symmetric matrix-vector product
template<in-matrix InMat,
         class Triangle,
         in-vector InVec,
         out-vector OutVec>
void symmetric_matrix_vector_product(InMat A,
                                     Triangle t,
                                     InVec x,
                                     OutVec y);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         in-vector InVec,
         out-vector OutVec>
void symmetric_matrix_vector_product(ExecutionPolicy&& exec,
                                     InMat A,
                                     Triangle t,
                                     InVec x,
                                     OutVec y);
template<in-matrix InMat,
         class Triangle,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void symmetric_matrix_vector_product(
  InMat A,
  Triangle t,
  InVec1 x,
  InVec2 y,
  OutVec z);

template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void symmetric_matrix_vector_product(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  InVec1 x,
  InVec2 y,
  OutVec z);

// [linalg.algs.blas2.hemv],
// Hermitian matrix-vector product
template<in-matrix InMat,
         class Triangle,
         in-vector InVec,
         out-vector OutVec>
void hermitian_matrix_vector_product(InMat A,
                                     Triangle t,
                                     InVec x,
                                     OutVec y);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         in-vector InVec,
         out-vector OutVec>
void hermitian_matrix_vector_product(ExecutionPolicy&& exec,
                                     InMat A,
                                     Triangle t,
                                     InVec x,
                                     OutVec y);
template<in-matrix InMat,
         class Triangle,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void hermitian_matrix_vector_product(InMat A,
                                     Triangle t,
                                     InVec1 x,
                                     InVec2 y,
                                     OutVec z);

template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void hermitian_matrix_vector_product(ExecutionPolicy&& exec,
                                     InMat A,
                                     Triangle t,
                                     InVec1 x,
                                     InVec2 y,
                                     OutVec z);

// [linalg.algs.blas2.trmv],
// Triangular matrix-vector product

// [linalg.algs.blas2.trmv.ov],
// Overwriting triangular matrix-vector product
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec>
void triangular_matrix_vector_product(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec x,
  OutVec y);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec>
void triangular_matrix_vector_product(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec x,
  OutVec y);

// [linalg.algs.blas2.trmv.in-place],
// In-place triangular matrix-vector product
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec>
void triangular_matrix_vector_product(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec y);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec>
void triangular_matrix_vector_product(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec y);

// [linalg.algs.blas2.trmv.up],
// Updating triangular matrix-vector product
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void triangular_matrix_vector_product(InMat A,
                                      Triangle t,
                                      DiagonalStorage d,
                                      InVec1 x,
                                      InVec2 y,
                                      OutVec z);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void triangular_matrix_vector_product(ExecutionPolicy&& exec,
                                      InMat A,
                                      Triangle t,
                                      DiagonalStorage d,
                                      InVec1 x,
                                      InVec2 y,
                                      OutVec z);

// [linalg.algs.blas2.trsv],
// Solve a triangular linear system

// [linalg.algs.blas2.trsv.not-in-place],
// Solve a triangular linear system, not in place
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec,
         class BinaryDivideOp>
void triangular_matrix_vector_solve(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec b,
  OutVec x,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec,
         class BinaryDivideOp>
void triangular_matrix_vector_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec b,
  OutVec x,
  BinaryDivideOp divide);
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec>
void triangular_matrix_vector_solve(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec b,
  OutVec x);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec>
void triangular_matrix_vector_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec b,
  OutVec x);

// [linalg.algs.blas2.trsv.in-place],
// Solve a triangular linear system, in place
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec,
         class BinaryDivideOp>
void triangular_matrix_vector_solve(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec b,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec,
         class BinaryDivideOp>
void triangular_matrix_vector_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec b,
  BinaryDivideOp divide);
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec>
void triangular_matrix_vector_solve(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec b);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec>
void triangular_matrix_vector_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec b);

// [linalg.algs.blas2.rank1.geru],
// nonconjugated rank-1 matrix update
template<in-vector InVec1,
         in-vector InVec2,
         inout-matrix InOutMat>
void matrix_rank_1_update(
  InVec1 x,
  InVec2 y,
  InOutMat A);
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         inout-matrix InOutMat>
void matrix_rank_1_update(
  ExecutionPolicy&& exec,
  InVec1 x,
  InVec2 y,
  InOutMat A);

// [linalg.algs.blas2.rank1.gerc],
// conjugated rank-1 matrix update
template<in-vector InVec1,
         in-vector InVec2,
         inout-matrix InOutMat>
void matrix_rank_1_update_c(
  InVec1 x,
  InVec2 y,
  InOutMat A);
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         inout-matrix InOutMat>
void matrix_rank_1_update_c(
  ExecutionPolicy&& exec,
  InVec1 x,
  InVec2 y,
  InOutMat A);

// [linalg.algs.blas2.rank1.syr],
// symmetric rank-1 matrix update
template<in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_1_update(
  InVec x,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_1_update(
  ExecutionPolicy&& exec,
  InVec x,
  InOutMat A,
  Triangle t);
template<class T,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_1_update(
  T alpha,
  InVec x,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         class T,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_1_update(
  ExecutionPolicy&& exec,
  T alpha,
  InVec x,
  InOutMat A,
  Triangle t);

// [linalg.algs.blas2.rank1.her],
// Hermitian rank-1 matrix update
template<in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_1_update(
  InVec x,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_1_update(
  ExecutionPolicy&& exec,
  InVec x,
  InOutMat A,
  Triangle t);
template<class T,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_1_update(
  T alpha,
  InVec x,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         class T,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_1_update(
  ExecutionPolicy&& exec,
  T alpha,
  InVec x,
  InOutMat A,
  Triangle t);

// [linalg.algs.blas2.rank2.syr2],
// symmetric rank-2 matrix update
template<in-vector InVec1,
         in-vector InVec2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_2_update(
  InVec1 x,
  InVec2 y,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_2_update(
  ExecutionPolicy&& exec,
  InVec1 x,
  InVec2 y,
  InOutMat A,
  Triangle t);

// [linalg.algs.blas2.rank2.her2],
// Hermitian rank-2 matrix update
template<in-vector InVec1,
         in-vector InVec2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_2_update(
  InVec1 x,
  InVec2 y,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_2_update(
  ExecutionPolicy&& exec,
  InVec1 x,
  InVec2 y,
  InOutMat A,
  Triangle t);

// [linalg.algs.blas3.gemm],
// general matrix-matrix product
template<in-matrix InMat1,
         in-matrix InMat2,
         out-matrix OutMat>
void matrix_product(InMat1 A,
                    InMat2 B,
                    OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         in-matrix InMat2,
         out-matrix OutMat>
void matrix_product(ExecutionPolicy&& exec,
                    InMat1 A,
                    InMat2 B,
                    OutMat C);
template<in-matrix InMat1,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void matrix_product(InMat1 A,
                    InMat2 B,
                    InMat3 E,
                    OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void matrix_product(ExecutionPolicy&& exec,
                    InMat1 A,
                    InMat2 B,
                    InMat3 E,
                    OutMat C);

// [linalg.algs.blas3.symm],
// symmetric matrix-matrix product

// [linalg.algs.blas3.symm.ov.left],
// overwriting symmetric matrix-matrix left product
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void symmetric_matrix_left_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void symmetric_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);

// [linalg.algs.blas3.symm.ov.right],
// overwriting symmetric matrix-matrix right product
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void symmetric_matrix_right_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void symmetric_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);

// [linalg.algs.blas3.symm.up.left],
// updating symmetric matrix-matrix left product
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void symmetric_matrix_left_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void symmetric_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);

// [linalg.algs.blas3.symm.up.right],
// updating symmetric matrix-matrix right product
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void symmetric_matrix_right_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void symmetric_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);

// [linalg.algs.blas3.hemm],
// Hermitian matrix-matrix product

// [linalg.algs.blas3.hemm.ov.left],
// overwriting Hermitian matrix-matrix left product
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void hermitian_matrix_left_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void hermitian_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);

// [linalg.algs.blas3.hemm.ov.right],
// overwriting Hermitian matrix-matrix right product
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void hermitian_matrix_right_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void hermitian_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);

// [linalg.algs.blas3.hemm.up.left],
// updating Hermitian matrix-matrix left product
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void hermitian_matrix_left_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void hermitian_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);

// [linalg.algs.blas3.hemm.up.right],
// updating Hermitian matrix-matrix right product
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void hermitian_matrix_right_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void hermitian_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);

// [linalg.algs.blas3.trmm],
// triangular matrix-matrix product

// [linalg.algs.blas3.trmm.ov.left],
// overwriting triangular matrix-matrix left product
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_left_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat C);
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_left_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat C);

// [linalg.algs.blas3.trmm.ov.right],
// overwriting triangular matrix-matrix right product
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_right_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat C);
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_right_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat C);

// [linalg.algs.blas3.trmm.up.left],
// updating triangular matrix-matrix left product
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void triangular_matrix_left_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void triangular_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  InMat3 E,
  OutMat C);

// [linalg.algs.blas3.trmm.up.right],
// updating triangular matrix-matrix right product
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void triangular_matrix_right_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void triangular_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  InMat3 E,
  OutMat C);

// [linalg.alg.blas3.rank-k.syrk],
// rank-k symmetric matrix update
template<class T,
         in-matrix InMat1,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_k_update(
  T alpha,
  InMat1 A,
  InOutMat C,
  Triangle t);
template<class T,
         class ExecutionPolicy,
         in-matrix InMat1,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_k_update(
  ExecutionPolicy&& exec,
  T alpha,
  InMat1 A,
  InOutMat C,
  Triangle t);

// [linalg.alg.blas3.rank-k.herk],
// rank-k Hermitian matrix update
template<class T,
         in-matrix InMat1,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_k_update(
  T alpha,
  InMat1 A,
  InOutMat C,
  Triangle t);
template<class ExecutionPolicy,
         class T,
         in-matrix InMat1,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_k_update(
  ExecutionPolicy&& exec,
  T alpha,
  InMat1 A,
  InOutMat C,
  Triangle t);

// [linalg.alg.blas3.rank2k.syr2k],
// rank-2k symmetric matrix update
template<in-matrix InMat1,
         in-matrix InMat2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_2k_update(
  InMat1 A,
  InMat2 B,
  InOutMat C,
  Triangle t);
template<class ExecutionPolicy,
         in-matrix InMat1,
         in-matrix InMat2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_2k_update(
  ExecutionPolicy&& exec,
  InMat1 A,
  InMat2 B,
  InOutMat C,
  Triangle t);

// [linalg.alg.blas3.rank2k.her2k],
// rank-2k Hermitian matrix update
template<in-matrix InMat1,
         in-matrix InMat2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_2k_update(
  InMat1 A,
  InMat2 B,
  InOutMat C,
  Triangle t);
template<class ExecutionPolicy,
         in-matrix InMat1,
         in-matrix InMat2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_2k_update(
  ExecutionPolicy&& exec,
  InMat1 A,
  InMat2 B,
  InOutMat C,
  Triangle t);

// [linalg.alg.blas3.trsm],
// solve multiple triangular linear systems

// [linalg.alg.blas3.trsm.left],
// solve multiple triangular linear systems
// with triangular matrix on the left
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_left_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_left_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X,
  BinaryDivideOp divide);
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_left_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_left_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B,
  BinaryDivideOp divide);

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_matrix_left_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_matrix_left_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X);
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_matrix_left_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_matrix_left_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B);

// [linalg.alg.blas3.trsm.right],
// solve multiple triangular linear systems
// with triangular matrix on the right
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_right_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_right_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InMat B,
  OutMat X,
  BinaryDivideOp divide);
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_right_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_right_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B,
  BinaryDivideOp divide);

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_matrix_right_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_matrix_right_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InMat B,
  OutMat X);
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_matrix_right_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_matrix_right_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B);
}

16.2 Requirements [linalg.reqs]

16.2.1 Value and reference requirements [linalg.reqs.val]

1 This clause lists the minimum requirements for all algorithms and classes in [linalg], and for the following types:

2 In this clause, we refer to these types as linear algebra value types.

3 All of the following requirements presume that the algorithm’s asymptotic complexity requirements, if any, are satisfied.

16.2.2 Requirements for algorithms and methods on floating-point values [linalg.reqs.flpt]

1 For all algorithms and classes in [linalg], suppose that

2 Then, algorithms and classes’ methods may do the following:

as long as

16.3 Tag classes [linalg.tags]

16.3.1 Storage order tags [linalg.tags.order]

struct column_major_t {
  explicit column_major_t() = default;
};
inline constexpr column_major_t column_major = { };

struct row_major_t {
  explicit row_major_t() = default;
};
inline constexpr row_major_t row_major = { };

1 column_major_t indicates a column-major order, and row_major_t indicates a row-major order. The interpretation of each depends on the specific layout that uses the tag. See layout_blas_packed below.

16.3.2 Triangle tags [linalg.tags.triangle]

1 Some linear algebra algorithms distinguish between the “upper triangle,” “lower triangle,” and “diagonal” of a matrix.

struct upper_triangle_t {
  explicit upper_triangle_t() = default;
};
inline constexpr upper_triangle_t upper_triangle = { };

struct lower_triangle_t {
  explicit lower_triangle_t() = default;
};
inline constexpr lower_triangle_t lower_triangle = { };

2 These tag classes specify whether algorithms and other users of a matrix (represented as an mdspan) should access the upper triangle (upper_triangular_t) or lower triangle (lower_triangular_t) of the matrix. This is also subject to the restrictions of implicit_unit_diagonal_t if that tag is also applied; see below.

[Note: The conjugate_transposed and transposed functions in this section return a view of an input mdspan with its rightmost two indices effectively reversed. Regardless, when we refer to the upper triangle of B = transposed(A), we still mean the elements of B accessed by B[i,j] with i ≤ j. For all algorithms in this section that take a triangle tag parameter, the triangle tag refers to the actual input matrix, after any transformations like transposed. This differs from the BLAS’ UPLO argument, which refers to the pre-transformed “original” matrix. – end note]

16.3.3 Diagonal tags [linalg.tags.diagonal]

struct implicit_unit_diagonal_t {
  explicit implicit_unit_diagonal_t() = default;
};
inline constexpr implicit_unit_diagonal_t
  implicit_unit_diagonal = { };

struct explicit_diagonal_t {
  explicit explicit_diagonal_t() = default;
};
inline constexpr explicit_diagonal_t explicit_diagonal = { };

1 These tag classes specify whether algorithms should access the matrix’s diagonal entries, and if not, then how algorithms should interpret the matrix’s implicitly represented diagonal values.

2 The implicit_unit_diagonal_t tag indicates two things:

3 The tag explicit_diagonal_t indicates that algorithms may access the matrix’s diagonal entries directly.

16.4 Layouts for packed matrix types [linalg.layouts]

16.4.1 layout_blas_packed [linalg.layouts.packed]

1 layout_blas_packed is an mdspan layout mapping policy that represents a square matrix that stores only the entries in one triangle, in a packed contiguous format. Its Triangle template parameter determines whether an mdspan with this layout stores the upper or lower triangle of the matrix. Its StorageOrder template parameter determines whether the layout packs the matrix’s elements in column-major or row-major order.

2 A StorageOrder of column_major_t indicates column-major ordering. This packs matrix elements starting with the leftmost (least column index) column, and proceeding column by column, from the top entry (least row index).

3 A StorageOrder of row_major_t indicates row-major ordering. This packs matrix elements starting with the topmost (least row index) row, and proceeding row by row, from the leftmost (least column index) entry.

[Note: layout_blas_packed describes the data layout used by the BLAS’ Symmetric Packed (SP), Hermitian Packed (HP), and Triangular Packed (TP) matrix types. – end note]

template<class Triangle,
         class StorageOrder>
class layout_blas_packed {
public:
  template<class Extents>
  struct mapping {
  public:
    using extents_type = Extents;
    using index_type = typename extents_type::index_type;
    using size_type = typename extents_type::size_type;
    using rank_type = typename extents_type::rank_type;
    using layout_type = layout_blas_packed<Triangle, StorageOrder>;

  private:
    Extents the-extents{}; // exposition only

  public:
    constexpr mapping() noexcept = default;
    constexpr mapping(const mapping&) noexcept = default;
    constexpr mapping(const extents_type& e) noexcept;
    template<class OtherExtents>
      constexpr explicit(! is_convertible_v<OtherExtents, extents_type>)
        mapping(const mapping<OtherExtents>& other) noexcept;

    constexpr mapping& operator=(const mapping&) noexcept = default;

    constexpr extents_type extents() const noexcept { return the-extents; }

    constexpr size_type required_span_size() const noexcept;

    template<class... Indices>
      constexpr index_type operator() (Indices...) const noexcept;

    static constexpr bool is_always_unique() {
      return extents_type::static_extent(0) != dynamic_extent &&
        extents_type::static_extent(0) < 2;
    }
    static constexpr bool is_always_exhaustive() { return true; }
    static constexpr bool is_always_strided() {
      return extents_type::static_extent(0) != dynamic_extent &&
        extents_type::static_extent(0) < 2;
    }

    constexpr bool is_unique() const noexcept {
      return extent(0) < 2;
    }
    constexpr bool is_exhaustive() const noexcept { return true; }
    constexpr bool is_strided() const noexcept {
      return extent(0) < 2;
    }

    constexpr index_type stride(rank_type) const noexcept;

    template<class OtherExtents>
      friend constexpr bool
        operator==(const mapping&, const mapping<OtherExtents>&) noexcept;
};

4 Constraints:

constexpr mapping(const extents_type& e) noexcept;

5 Preconditions:

6 Effects: Direct-non-list-initializes the-extents with e.

template<class OtherExtents>
  explicit(! is_convertible_v<OtherExtents, extents_type>)
    constexpr mapping(const mapping<OtherExtents>& other) noexcept;

7 Constraints: is_constructible_v<extents_type, OtherExtents> is true.

8 Preconditions: other.required_span_size() is representable as a value of type index_type ([basic.fundamental]).

9 Effects: Direct-non-list-initializes the-extents with other.extents().

constexpr index_type required_span_size() const noexcept;

10 Returns: extent(0) * (extent(0) + 1)/2. [Note: For example, a 5 x 5 packed matrix only stores 15 matrix elements. – end note]

template<class ... Indices>
  constexpr index_type operator() (Indices... k) const noexcept;

11 Constraints:

12 Preconditions: extents_type::index-cast(k) is a multidimensional index in the-extents ([mdspan.overview]).

13 Returns: Let N equal extent(0), let i be the zeroth element of k, and let j be the first element of k. Then:

[Note: An mdspan layout mapping must permit access for all multidimensional indices in the cross product of the extents, so the above definition cannot exclude indices outside the matrix’s triangle. Instead, it interprets such indices as if the matrix were symmetric. – end note]

template<class OtherExtents>
  friend constexpr bool
    operator==(const mapping&, const mapping<OtherExtents>&) noexcept;

14 Constraints: OtherExtents::rank() equals rank().

15 Returns: true if and only if for 0 ≤ r < rank(), m.extent(r) equals extent(r).

constexpr index_type stride(rank_type) const noexcept;

16 Returns: 1 if extent(0) is less than 2, else 0.

16.5 Scaled in-place transformation [linalg.scaled]

1 The scaled function takes a value alpha and an mdspan x, and returns a new read-only mdspan with the same domain as x, that represents the elementwise product of alpha with each element of x.

[Example:

// z = alpha * x + y
void z_equals_alpha_times_x_plus_y(
  mdspan<double, dextents<size_t, 1>> z,
  const double alpha,
  mdspan<double, dextents<size_t, 1>> x,
  mdspan<double, dextents<size_t, 1>> y)
{
  add(scaled(alpha, x), y, y);
}

// w = alpha * x + beta * y
void w_equals_alpha_times_x_plus_beta_times_y(
  mdspan<double, dextents<size_t, 1>> w,
  const double alpha,
  mdspan<double, dextents<size_t, 1>> x,
  const double beta,
  mdspan<double, dextents<size_t, 1>> y)
{
  add(scaled(alpha, x), scaled(beta, y), w);
}

–end example]

[Note: An implementation could dispatch to a function in the BLAS library, by noticing that the first argument has an accessor_scaled Accessor type. It could use this information to extract the appropriate run-time value(s) of the relevant BLAS function arguments (e.g., ALPHA and/or BETA), by calling accessor_scaled::scaling_factor. – end note]

16.5.1 Exposition-only function object conj-if-needed [linalg.scaled.conj]

1 The name conj-if-needed denotes an exposition-only function object. The expression conj-if-needed(E) for subexpression E is expression-equivalent to:

[Note: The special case for arithmetic types preserves the type of its argument, unlike std::conj. The conj(E) case invokes conj via unqualified lookup. The E case presumes that a type without a conj function is noncomplex, so that the conjugate is the identity. – end note]

16.5.2 Exposition-only class templates proxy-reference-base and proxy-reference [linalg.scaled.base]

1 The exposition-only class proxy-reference-base is a tag to identify whether a class is a specialization of either scaled-scalar [linalg.scaled.accessor_scaled] or conjugated-scalar [linalg.scaled.accessor_conjugated].

2 The exposition-only class template proxy-reference is part of the implementation of scaled-scalar [linalg.scaled.accessor_scaled] and conjugated-scalar [linalg.scaled.accessor_conjugated].

class proxy-reference-base {}; // exposition only

template<class Reference, class Value, class Derived>
class proxy-reference : public proxy-reference-base { // exposition only
private:
  using this_type = proxy-reference<Reference, Value, Derived>;
  
  Reference reference_;

public:
  using reference_type = Reference;
  using value_type = Value;
  using derived_type = Derived;

  constexpr explicit proxy-reference(Reference reference) : reference_(reference) {}

  constexpr operator value_type() const {
    return static_cast<const Derived&>(*this).to_value(reference_);
  }

  constexpr friend auto operator-(const derived_type& cs)
  {
    return -value_type(cs);
  }

  template<class Rhs, enable_if_t<is_base_of_v<proxy-reference-base, Rhs>, bool> = true>
  constexpr friend auto operator+ (derived_type lhs, Rhs rhs)
  {
    using rhs-value-type = typename Rhs::value_type; // exposition only
    return value_type(lhs) + rhs-value-type(rhs);
  }
  template<class Rhs, enable_if_t<! is_base_of_v<proxy-reference-base, Rhs>, bool> = true>
  constexpr friend auto operator+ (derived_type lhs, Rhs rhs)
  {
    return value_type(lhs) + rhs;
  }
  template<class Lhs, enable_if_t<! is_base_of_v<proxy-reference-base, Lhs>, bool> = true>
  constexpr friend auto operator+ (Lhs lhs, derived_type rhs)
  {
    return lhs + value_type(rhs);
  }

  template<class Rhs, enable_if_t<is_base_of_v<proxy-reference-base, Rhs>, bool> = true>
  constexpr friend auto operator- (derived_type lhs, Rhs rhs)
  {
    using rhs-value-type = typename Rhs::value_type; // exposition only
    return value_type(lhs) - rhs-value-type(rhs);
  }
  template<class Rhs, enable_if_t<! is_base_of_v<proxy-reference-base, Rhs>, bool> = true>
  constexpr friend auto operator- (derived_type lhs, Rhs rhs)
  {
    return value_type(lhs) - rhs;
  }
  template<class Lhs, enable_if_t<! is_base_of_v<proxy-reference-base, Lhs>, bool> = true>
  constexpr friend auto operator- (Lhs lhs, derived_type rhs)
  {
    return lhs - value_type(rhs);
  }

  template<class Rhs, enable_if_t<is_base_of_v<proxy-reference-base, Rhs>, bool> = true>
  constexpr friend auto operator* (derived_type lhs, Rhs rhs)
  {
    using rhs-value-type = typename Rhs::value_type; // exposition only
    return value_type(lhs) * rhs-value-type(rhs);
  }
  template<class Rhs, enable_if_t<! is_base_of_v<proxy-reference-base, Rhs>, bool> = true>
  constexpr friend auto operator* (derived_type lhs, Rhs rhs)
  {
    return value_type(lhs) * rhs;
  }
  template<class Lhs, enable_if_t<! is_base_of_v<proxy-reference-base, Lhs>, bool> = true>
  constexpr friend auto operator* (Lhs lhs, derived_type rhs)
  {
    return lhs * value_type(rhs);
  }

  template<class Rhs, enable_if_t<is_base_of_v<proxy-reference-base, Rhs>, bool> = true>
  constexpr friend auto operator/ (derived_type lhs, Rhs rhs)
  {
    using rhs-value-type = typename Rhs::value_type; // exposition only
    return value_type(lhs) / rhs-value-type(rhs);
  }
  template<class Rhs, enable_if_t<! is_base_of_v<proxy-reference-base, Rhs>, bool> = true>
  constexpr friend auto operator/ (derived_type lhs, Rhs rhs)
  {
    return value_type(lhs) / rhs;
  }
  template<class Lhs, enable_if_t<! is_base_of_v<proxy-reference-base, Lhs>, bool> = true>
  constexpr friend auto operator/ (Lhs lhs, derived_type rhs)
  {
    return lhs / value_type(rhs);
  }

  constexpr friend auto abs(const derived_type& x);

  constexpr friend auto real(const derived_type& x);

  constexpr friend auto imag(const derived_type& x);

  constexpr friend auto conj(const derived_type& x);
};
constexpr friend auto abs(const derived_type& x);

3 The expression abs(E) for subexpression E whose type is derived_type is expression-equivalent to:

[Note: This function exists because of vector_norm2 and vector_abs_sum.

The unsigned integer special case avoids an ambiguous lookup. The other case invokes abs via unqualified lookup. – end note]

constexpr friend auto real(const derived_type& x);

4 The expression real(E) for subexpression E whose type is derived_type is expression-equivalent to:

[Note: This function exists because of vector_abs_sum.

The arithmetic type special case exists because std::real returns a different type than its input for some arithmetic types. All arithmetic types represent a noncomplex number. Otherwise, if real can be found via unqualified lookup, it is used. If not, then value_type is assumed to represent a noncomplex number, for which the number’s real part is the same as the number. – end note]

constexpr friend auto imag(const derived_type& x);

5 The expression imag(E) for subexpression E whose type is derived_type is expression-equivalent to:

[Note: This function exists because of vector_abs_sum.

The arithmetic type special case exists because std::imag returns a different type than its input for some arithmetic types. All arithmetic types represent a noncomplex number. Otherwise, if imag can be found via unqualified lookup, it is used. If not, then value_type is assumed to represent a noncomplex number, for which the number’s imaginary part is zero (which is constructed by value-initializing value_type). – end note]

constexpr friend auto conj(const derived_type& x);

6 Effects: Equivalent to return conj-if-needed(x);.

16.5.3 Exposition-only class template scaled-scalar

1 The exposition-only class template scaled-scalar represents a read-only value, which is the product of a fixed value (the “scaling factor”) and the value of a reference to an element of a mdspan. [Note: The value is read only to avoid confusion with the definition of “assigning to a scaled scalar.” – end note] scaled-scalar is part of the implementation of accessor_scaled [linalg.scaled.accessor_scaled].

template<class ScalingFactor, class ReferenceValue>
concept scalable = // exposition only
requires {
  { declval<ScalingFactor>() * declval<ReferenceValue>() };
};

template<class ScalingFactor, class Reference, class ReferenceValue>
class scaled-scalar : // exposition only
  public proxy-reference<Reference, ReferenceValue,
    scaled-scalar<ScalingFactor, Reference, ReferenceValue>>
{
private:
  ScalingFactor scaling-factor; // exposition only

  using my-type = scaled-scalar<ScalingFactor, Reference, ReferenceValue>; // exposition only
  using base-type = proxy-reference<Reference, ReferenceValue, my-type>; // exposition only
public:
  explicit scaled-scalar(const ScalingFactor& scaling_factor, const Reference& reference);

  using value_type = decltype(scaling-factor * ReferenceValue(declval<Reference>()));
  value_type to_value(Reference reference) const;
};

[Note: The point of the ReferenceValue template parameter is so that the input of to_value can be cast to a value immediately, before any transformations are applied. This ensures the original order of operations, as if computing nonlazily. It also makes fewer requirements of the reference type. – end note]

2 Mandates:

3 ScalingFactor models semiregular.

4 Reference models copy_constructible.

explicit scaled_scalar(const ScalingFactor& scaling_factor, const Reference& reference);

5 Effects:

value_type to_value(Reference reference) const;

6 Effects: Equivalent to return scaling-factor * ReferenceValue(reference);.

16.5.4 Class template accessor_scaled [linalg.scaled.accessor_scaled]

1 The class template accessor_scaled is an mdspan accessor policy whose reference type represents the product of a fixed value (the “scaling factor”) and its nested mdspan accessor’s reference. It is part of the implementation of scaled [linalg.scaled.scaled].

template<class ScalingFactor,
         class Accessor>
class accessor_scaled {
public:
  using reference = scaled_scalar<ScalingFactor,
    typename Accessor::reference,
    typename Accessor::element_type>;
  using element_type = add_const_t<typename reference::value_type>;
  using data_handle_type = Accessor::data_handle_type;
  using offset_policy = accessor_scaled<ScalingFactor, Accessor::offset_policy>;

  constexpr accessor_scaled(const ScalingFactor& s, const Accessor& a);

  constexpr reference access(data_handle_type p, size_t i) const noexcept;

  constexpr offset_policy::data_handle_type offset(data_handle_type p, size_t i) const noexcept;

  constexpr ScalingFactor scaling_factor() const;

  constexpr Accessor nested_accessor() const;

private:
  ScalingFactor scaling-factor; // exposition only
  Accessor nested-accessor; // exposition only
};

2 Mandates:

constexpr accessor_scaled(const ScalingFactor& s, const Accessor& a);

3 Effects:

constexpr reference access(data_handle_type p, size_t i) const noexcept;

4 Effects: Equivalent to return reference(scaling-factor, nested-accessor.access(p, i));.

constexpr offset_policy::data_handle_type
offset(data_handle_type p, size_t i) const noexcept;

5 Effects: Equivalent to return nested-accessor.offset(p, i);.

constexpr ScalingFactor scaling_factor() const;

6 Effects: Equivalent to return scaling-factor;.

constexpr Accessor nested_accessor() const;

7 Effects: Equivalent to return nested-accessor;.

16.5.5 scaled [linalg.scaled.scaled]

1 The scaled function takes a scaling factor alpha and an mdspan x, and returns a new read-only mdspan with the same domain as x, that represents the elementwise product of alpha with each element of x.

[Note: Terms in this product will not be reordered. – end note]

template<class ScalingFactor,
         class ElementType,
         class Extents,
         class Layout,
         class Accessor>
constexpr auto scaled(
  ScalingFactor scaling_factor,
  const mdspan<ElementType, Extents, Layout, Accessor>& x);

2 Effects: Equivalent to return mdspan{x.data(), x.mapping(), accessor_scaled{alpha, x.accessor()}};.

[Note: The elements of the returned mdspan are read only.

Nested scaled expressions remain nested. An expression such as scaled(alpha, scaled(beta, x)) would not be transformed into scaled(alpha * beta, x). This is because such transformations would change at least the order of operations, and possibly also the result type. For example, if x is a rank-1 mdspan whose value_type is double, and if sizeof(int) is 4 and double is IEEE 754 binary64, then scaled(1 << 20, scaled(1 << 20, x)) does not overflow int, but scaled((1 << 20) * (1 << 20), x) would overflow int. – end note]

[Example:

void test_scaled(mdspan<double, extents<int, 10>> x)
{
  auto x_scaled = scaled(5.0, x);
  for(int i = 0; i < x.extent(0); ++i) {
    assert(x_scaled[i] == 5.0 * x[i]);
  }
}

–end example]

16.6 Conjugated in-place transformation [linalg.conj]

1 The conjugated function takes an mdspan x, and returns a new read-only mdspan y with the same domain as x, whose elements are the complex conjugates of the corresponding elements of x.

[Note: An implementation could dispatch to a function in the BLAS library, by noticing that the Accessor type of an mdspan input has type accessor_conjugate, and that its nested Accessor type is compatible with the BLAS library. If so, it could set the corresponding TRANS* BLAS function argument accordingly and call the BLAS function. – end note]

16.6.1 Exposition-only class template conjugated-scalar

1 The exposition-only class template conjugated-scalar represents a read-only value, which is the complex conjugate of the value of a reference to an element of an mdspan. [Note: The value is read only to avoid confusion with the definition of “assigning to the conjugate of a scalar.” – end note] conjugated-scalar is part of the implementation of accessor_conjugate [linalg.conj.accessor_conjugate].

template<class ReferenceValue>
concept conjugatable = // exposition only
requires {
  { conj-if-needed(declval<ReferenceValue>()) } -> same_as<ReferenceValue>;
};

template<class Reference, conjugatable ReferenceValue>
class conjugated-scalar : // exposition only
  public proxy-reference<Reference, ReferenceValue, conjugated-scalar<Reference, ReferenceValue>>
{
private:
  using my-type = conjugated-scalar<Reference, ReferenceValue>; // exposition only
  using base-type = proxy-reference<Reference, ReferenceValue, my-type>; // exposition only

public:
  constexpr explicit conjugated-scalar(Reference reference);

  using value_type = /* see below */;
  constexpr static auto to_value(Reference reference);
};

2 Reference models copy_constructible.

using value_type = /* see below */;

3 value_type names the type decltype(conj-if-needed(ReferenceValue(declval<Reference>()))).

constexpr explicit conjugated-scalar(Reference reference);

4 Effects: Initializes base-type with reference.

constexpr static auto to_value(Reference value_type);

5 Preconditions: This function may be invoked arbitrarily many times.

6 Effects: Equivalent to returnconj-if-needed(ReferenceValue(reference));.

16.6.2 Class template accessor_conjugate [linalg.conj.accessor_conjugate]

1 The class template accessor_conjugate is an mdspan accessor policy whose reference type represents the complex conjugate of its nested mdspan accessor’s reference. It is part of the implementation of conjugated [linalg.conj.conjugated].

template<class Accessor>
class accessor_conjugate {
private:
  Accessor nested-accessor; // exposition only

public:
  using reference     = /* see below */;
  using element_type  = /* see below */;
  using data_handle_type = typename Accessor::data_handle_type;
  using offset_policy = /* see below */;

  constexpr accessor_conjugate(Accessor a);

  constexpr reference access(data_handle_type p, size_t i) const
    noexcept(noexcept(reference(nested-accessor.access(p, i))));

  constexpr typename offset_policy::data_handle_type
    offset(data_handle_type p, size_t i) const
      noexcept(noexcept(nested-accessor.offset(p, i)));

  constexpr Accessor nested_accessor() const;
};

2 Accessor meets the mdspan accessor policy requirements [mdspan.accessor.reqmts].

using reference = /* see below */;

3 This names

using element_type = /* see below */

4 Let the exposition-only type pre-const-element-type name

5 Then, element_type names add_const_t<pre-const-element-type>.

[Note: accessor_conjugate provides read-only access. – end note]

using offset_policy = /* see below */;

6 This names

constexpr accessor_conjugate(Accessor a);

7 Effects: Direct non-list-initializes nested-accessor with a.

constexpr reference access(data_handle_type p, size_t i) const
  noexcept(noexcept(reference(nested-accessor.access(p, i))));

8 Effects: Equivalent to return reference(nested-accessor.access(p, i));.

constexpr typename offset_policy::data_handle_type
  offset(data_handle_type p, size_t i) const
    noexcept(noexcept(nested-accessor.offset(p, i)));

9 Effects: Equivalent to return nested-accessor.offset(p, i);.

constexpr Accessor nested_accessor() const;

10 Effects: Equivalent to return nested-accessor;.

16.6.3 conjugated [linalg.conj.conjugated]

template<class ElementType,
         class Extents,
         class Layout,
         class Accessor>
constexpr auto conjugated(
  mdspan<ElementType, Extents, Layout, Accessor> a);

1 Let R name the type mdspan<ReturnElementType, Extents, Layout, ReturnAccessor>, where

2 Effects:

[Note: The elements of the returned mdspan are read only. – end note];

[Example:

void test_conjugated_complex(
  mdspan<complex<double>, extents<int, 10>> a)
{
  auto a_conj = conjugated(a);
  for(int i = 0; i < a.extent(0); ++i) {
    assert(a_conj[i] == conj(a[i]);
  }
  auto a_conj_conj = conjugated(a_conj);
  for(int i = 0; i < a.extent(0); ++i) {
    assert(a_conj_conj[i] == a[i]);
  }
}

void test_conjugated_real(
  mdspan<double, extents<int, 10>> a)
{
  auto a_conj = conjugated(a);
  for(int i = 0; i < a.extent(0); ++i) {
    assert(a_conj[i] == a[i]);
  }
  auto a_conj_conj = conjugated(a_conj);
  for(int i = 0; i < a.extent(0); ++i) {
    assert(a_conj_conj[i] == a[i]);
  }
}

–end example]

16.7 Transpose in-place transformation [linalg.transp]

1 layout_transpose is an mdspan layout mapping policy that swaps the rightmost two indices, extents, and strides (if applicable) of any unique mdspan layout mapping policy.

2 The transposed function takes an mdspan representing a matrix, and returns a new read-only mdspan representing the transpose of the input matrix.

16.7.1 layout_transpose [linalg.transp.layout_transpose]

1 layout_transpose is an mdspan layout mapping policy that swaps the rightmost two indices, extents, and strides (if applicable) of any unique mdspan layout mapping policy.

template<class InputExtents>
using transpose-extents-t = /* see below */; // exposition only

2 For InputExtents a specialization of extents, transpose-extents-t<InputExtents> names the extents type OutputExtents such that

3 Preconditions: InputExtents is a specialization of extents.

4 Constraints: InputExtents::rank() equals 2.

template<class InputExtents>
constexpr transpose-extents-t<InputExtents>
transpose-extents(const InputExtents& in); // exposition only

5 Constraints: InputExtents::rank() equals 2.

6 Returns: An extents object out such that

template<class Layout>
class layout_transpose {
public:
  template<class Extents>
  struct mapping {
  private:
    using nested-mapping-type =
      typename Layout::template mapping<
        transpose-extents-t<Extents>>; // exposition only
    nested-mapping-type nested-mapping; // exposition only

  public:
    using extents_type = Extents;
    using size_type = typename extents_type::size_type;
    using layout_type = layout_transpose;

    constexpr explicit mapping(const nested-mapping-type& map);

    constexpr extents_type extents() const
      noexcept(noexcept(nested-mapping.extents()));

    constexpr size_type required_span_size() const
      noexcept(noexcept(nested-mapping.required_span_size()));

    template<class... Indices>
      constexpr size_type operator()(Indices... indices) const
        noexcept(noexcept(nested-mapping(indices...)));

    constexpr nested-mapping-type nested_mapping() const;

    static constexpr bool is_always_unique();
    static constexpr bool is_always_contiguous();
    static constexpr bool is_always_strided();

    constexpr bool is_unique() const
      noexcept(noexcept(nested-mapping.is_unique()));
    constexpr bool is_contiguous() const
      noexcept(noexcept(nested-mapping.is_contiguous()));
    constexpr bool is_strided() const
      noexcept(noexcept(nested-mapping.is_strided()));

    constexpr size_type stride(size_t r) const
      noexcept(noexcept(nested-mapping.stride(r)));

    template<class OtherExtents>
      friend constexpr bool
        operator==(const mapping&, const mapping<OtherExtents>&) noexcept;
  };
};

7 Preconditions: Layout shall meet the mdspan layout mapping policy requirements.

8 Constraints: Extents::rank() equals 2.

constexpr explicit mapping(const nested-mapping-type& map);

9 Effects: Initializes nested-mapping with map.

constexpr extents_type extents() const
  noexcept(noexcept(nested-mapping.extents()));

10 Effects: Equivalent to return transpose-extents ( nested_mapping .extents());.

constexpr size_type required_span_size() const
  noexcept(noexcept(nested-mapping.required_span_size()));

11 Effects: Equivalent to return nested-mapping .required_span_size();.

template<class... Indices>
  constexpr size_type operator()(Indices... indices) const
    noexcept(noexcept(nested-mapping(indices...)));

12 Effects: Equivalent to return nested-mapping (last_2_indices_reversed);, where last_2_indices_reversed is the result of reversing the last two elements of indices.

constexpr nested-mapping-type nested_mapping() const;

13 Effects: Equivalent to return nested-mapping ;.

static constexpr bool is_always_unique();

14 Effects: Equivalent to return nested-mapping-type ::is_always_unique();.

static constexpr bool is_always_contiguous();

15 Effects: Equivalent to return nested-mapping-type ::is_always_contiguous();.

static constexpr bool is_always_strided();

16 Effects: Equivalent to return nested-mapping-type ::is_always_strided();.

constexpr bool is_unique() const
  noexcept(noexcept(nested-mapping.is_unique()));

17 Effects: Equivalent to return nested-mapping .is_unique();.

constexpr bool is_contiguous() const
  noexcept(noexcept(nested-mapping.is_contiguous()));

18 Effects: Equivalent to return nested-mapping .is_contiguous();.

constexpr bool is_strided() const
  noexcept(noexcept(nested-mapping.is_strided()));

19 Effects: Equivalent to return nested-mapping .is_strided();.

constexpr size_type stride(size_t r) const
  noexcept(noexcept(nested-mapping.stride(r)));

20 Constraints: is_always_strided() is true.

21 Effects: Equivalent to return nested-mapping .stride(s);, where

template<class OtherExtents>
  friend constexpr bool
    operator==(const mapping&, const mapping<OtherExtents>&) noexcept;

22 Constraints:

23 Effects: Equivalent to nested-mapping == m. nested-mapping ;.

16.7.2 transposed [linalg.transp.transposed]

1 The transposed function takes a rank-2 mdspan representing a matrix, and returns a new read-only mdspan representing the transpose of the input matrix. The input matrix’s data are not modified, and the returned mdspan accesses the input matrix’s data in place.

template<class ElementType,
         class Extents,
         class Layout,
         class Accessor>
constexpr auto transposed(
  mdspan<ElementType, Extents, Layout, Accessor> a);

2 Let ReturnExtents name the type transpose-extents-t<Extents>. Let R name the type mdspan<ReturnElementType, ReturnExtents, ReturnLayout, ReturnAccessor>, where

3 Effects:

return R(a.data(),
  ReturnMapping(transpose-extents(a.mapping().extents())),
  a.accessor());
return R(a.data(),
  ReturnMapping(
    transpose-extents(a.mapping().extents()),
    a.mapping().stride(1)),
  a.accessor());
return R(a.data(),
  ReturnMapping(
    transpose-extents(a.mapping().extents()),
    a.mapping().stride(0)),
  a.accessor());
return R(a.data(),
  ReturnMapping(
    transpose-extents(a.mapping().extents()),
    array<decltype(), a.mapping().rank()>{
      a.mapping().stride(1),
      a.mapping().stride(0)}),
    a.accessor());
return R(a.data(), a.mapping().nested_mapping(), a.accessor());

4 Remarks: The elements of the returned mdspan are read only.

[Example:

void test_transposed(mdspan<double, extents<size_t, 3, 4>> a)
{
  const auto num_rows = a.extent(0);
  const auto num_cols = a.extent(1);

  auto a_t = transposed(a);
  assert(num_rows == a_t.extent(1));
  assert(num_cols == a_t.extent(0));
  assert(a.stride(0) == a_t.stride(1));
  assert(a.stride(1) == a_t.stride(0));

  for(size_t row = 0; row < num_rows; ++row) {
    for(size_t col = 0; col < num_rows; ++col) {
      assert(a[row, col] == a_t[col, row]);
    }
  }

  auto a_t_t = transposed(a_t);
  assert(num_rows == a_t_t.extent(0));
  assert(num_cols == a_t_t.extent(1));
  assert(a.stride(0) == a_t_t.stride(0));
  assert(a.stride(1) == a_t_t.stride(1));

  for(size_t row = 0; row < num_rows; ++row) {
    for(size_t col = 0; col < num_rows; ++col) {
      assert(a[row, col] == a_t_t[row, col]);
    }
  }
}

–end example]

16.8 Conjugate transpose transform [linalg.conj_transp]

1 The conjugate_transposed function returns a conjugate transpose view of an object. This combines the effects of transposed and conjugated.

template<class ElementType,
         class Extents,
         class Layout,
         class Accessor>
constexpr auto conjugate_transposed(
  mdspan<ElementType, Extents, Layout, Accessor> a);

2 Effects: Equivalent to return conjugated(transposed(a));.

[Example:

void test_conjugate_transposed(
  mdspan<complex<double>, extents<size_t, 3, 4>> a)
{
  const auto num_rows = a.extent(0);
  const auto num_cols = a.extent(1);

  auto a_ct = conjugate_transposed(a);
  assert(num_rows == a_ct.extent(1));
  assert(num_cols == a_ct.extent(0));
  assert(a.stride(0) == a_ct.stride(1));
  assert(a.stride(1) == a_ct.stride(0));

  for(size_t row = 0; row < num_rows; ++row) {
    for(size_t col = 0; col < num_rows; ++col) {
      assert(a[row, col] == conj(a_ct[col, row]));
    }
  }

  auto a_ct_ct = conjugate_transposed(a_ct);
  assert(num_rows == a_ct_ct.extent(0));
  assert(num_cols == a_ct_ct.extent(1));
  assert(a.stride(0) == a_ct_ct.stride(0));
  assert(a.stride(1) == a_ct_ct.stride(1));

  for(size_t row = 0; row < num_rows; ++row) {
    for(size_t col = 0; col < num_rows; ++col) {
      assert(a[row, col] == a_ct_ct[row, col]);
      assert(conj(a_ct[col, row]) == a_ct_ct[row, col]);
    }
  }
}

–end example]

16.9 Exposition-only concepts and traits [linalg.concepts]

1 The exposition-only concepts defined in this section constrain the algorithms in [linalg.algs]. The exposition-only trait(s) defined in this section help define the exposition-only concepts.

template<class T>
struct is-mdspan : false_type {}; // exposition only

template<class ElementType, class Extents, class Layout, class Accessor>
struct is-mdspan<mdspan<ElementType, Extents, Layout, Accessor>> : true_type {}; // exposition only

template<class T>
concept in-vector = // exposition only
  is-mdspan<T>::value &&
  T::rank() == 1;

template<class T>
concept out-vector = // exposition only
  is-mdspan<T>::value &&
  T::rank() == 1 &&
  is_same_v<remove_const_t<typename T::element_type>, typename T::element_type> &&
  T::is_always_unique();

template<class T>
concept inout-vector = // exposition only
  is-mdspan<T>::value &&
  T::rank() == 1 &&
  is_same_v<remove_const_t<typename T::element_type>, typename T::element_type> &&
  T::is_always_unique();

template<class T>
concept in-matrix = // exposition only
  is-mdspan<T>::value &&
  T::rank() == 2;

template<class T>
concept out-matrix = // exposition only
  is-mdspan<T>::value &&
  T::rank() == 2 &&
  is_same_v<remove_const_t<typename T::element_type>, typename T::element_type> &&
  T::is_always_unique();

template<class T>
concept inout-matrix = // exposition only
  is-mdspan<T>::value &&
  T::rank() == 2 &&
  is_same_v<remove_const_t<typename T::element_type>, typename T::element_type> &&
  T::is_always_unique();

template<class T>
concept possibly-packed-inout-matrix = // exposition only
  is-mdspan<T>::value &&
  T::rank() == 2 &&
  is_same_v<remove_const_t<typename T::element_type>, typename T::element_type> &&
  (T::is_always_unique() || is_same_v<typename T::layout_type, layout_blas_packed>);

template<class T>
concept in-object = // exposition only
  is-mdspan<T>::value &&
  (T::rank() == 1 || T::rank() == 2);

template<class T>
concept out-object = // exposition only
  is-mdspan<T>::value &&
  (T::rank() == 1 || T::rank() == 2) &&
  is_same_v<remove_const_t<typename T::element_type>, typename T::element_type> &&
  T::is_always_unique();

template<class T>
concept inout-object = // exposition only
  is-mdspan<T>::value &&
  (T::rank() == 1 || T::rank() == 2) &&
  is_same_v<remove_const_t<typename T::element_type>, typename T::element_type> &&
  T::is_always_unique();

2 If an algorithm in [linalg.algs] accesses the elements of an in-vector, in-matrix, or in-object, it will do so in read-only fashion.

[Note: The element_type of an in-vector, in-matrix, or in-object need not be const, because an mdspan accessor with a nonconst element_type need not necessarily be convertible to an accessor with a const element_type. – end note]

[Note: The exposition-only concept possibly-packed-inout-matrix constrains symmetric and Hermitian update algorithms. These may write either to a unique-layout mdspan or to a layout_blas_packed mdspan (whose layout is nonunique). – end note]

16.10 Algorithms [linalg.algs]

16.10.1 Requirements based on template parameter name [linalg.algs.reqs]

1 Throughout this Clause, where the template parameters are not constrained, the names of template parameters are used to express type requirements. In the requirements below, we use * in a typename to denote a “wildcard,” that matches zero characters, _1, _2, _3, or other things as appropriate.

16.10.2 BLAS 1 functions [linalg.algs.blas1]

[Note: The BLAS developed in three “levels”: 1, 2, and 3. BLAS 1 includes vector-vector operations, BLAS 2 matrix-vector operations, and BLAS 3 matrix-matrix operations. The level coincides with the number of nested loops in a naïve sequential implementation of the operation. Increasing level also comes with increasing potential for data reuse. The BLAS traditionally lists computing a Givens rotation among the BLAS 1 operations, even though it only operates on scalars. – end note]

1 Complexity: All algorithms in this Clause with mdspan parameters perform a count of mdspan array accesses and arithmetic operations that is linear in the maximum product of extents of any mdspan parameter.

16.10.2.1 Givens rotations [linalg.algs.blas1.givens]

16.10.2.1.1 Compute Givens rotation [linalg.algs.blas1.givens.lartg]
template<class Real>
givens_rotation_setup_result<Real>
givens_rotation_setup(const Real a,
                      const Real b);
template<class Real>
givens_rotation_setup_result<complex<Real>>
givens_rotation_setup(const complex<Real>& a,
                      const complex<Real>& b);

1 This function computes the plane (Givens) rotation represented by the two values c and s such that the 2x2 system of equations [Note: use of monospaced text in this equation does not indicate C++ code – end note]

[c        s]   [a]   [r]
[          ] * [ ] = [ ]
[-conj(s) c]   [b]   [0]

holds, where c is always a real scalar, and c*c + abs(s)*abs(s) equals one. That is, c and s represent a 2 x 2 matrix, that when multiplied by the right by the input vector whose components are a and b, produces a result vector whose first component r is the Euclidean norm of the input vector, and whose second component as zero.

[Note: This function corresponds to the LAPACK function xLARTG. The BLAS variant xROTG takes four arguments – a, b, c, and s– and overwrites the input a with r. We have chosen xLARTG’s interface because it separates input and output, and to encourage following xLARTG’s more careful implementation. – end note]

[Note: givens_rotation_setup has an overload for complex numbers, because the output argument c (cosine) is a signed magnitude. – end note]

2 Returns: {c, s, r}, where c and s form the plane (Givens) rotation corresponding to the input a and b, and r is the Euclidean norm of the two-component vector formed by a and b.

3 Throws: Nothing.

16.10.2.1.2 Apply a computed Givens rotation to vectors [linalg.algs.blas1.givens.rot]
template<inout-vector InOutVec1,
         inout-vector InOutVec2,
         class Real>
void givens_rotation_apply(
  InOutVec1 x,
  InOutVec2 y,
  const Real c,
  const Real s);

template<class ExecutionPolicy,
         inout-vector InOutVec1,
         inout-vector InOutVec2,
         class Real>
void givens_rotation_apply(
  ExecutionPolicy&& exec,
  InOutVec1 x,
  InOutVec2 y,
  const Real c,
  const Real s);

template<inout-vector InOutVec1,
         inout-vector InOutVec2,
         class Real>
void givens_rotation_apply(
  InOutVec1 x,
  InOutVec2 y,
  const Real c,
  const complex<Real> s);

template<class ExecutionPolicy,
         inout-vector InOutVec1,
         inout-vector InOutVec2,
         class Real>
void givens_rotation_apply(
  ExecutionPolicy&& exec,
  InOutVec1 x,
  InOutVec2 y,
  const Real c,
  const complex<Real> s);

[Note: These functions correspond to the BLAS function xROT. c and s form a plane (Givens) rotation. Users normally would compute c and s using givens_rotation_setup, but they are not required to do this.

For i in the domains of both x and y, if xi is the value of x[i] on input and yi is the value of y[i] on input, then this algorithm computes xi′ such that xi′ = cxi + syi and yi′ such that yi′ = cyi − s̄xi (where s̄ denotes the complex conjugate of s), and assigns xi′ to x[i] and yi′ to y[i]. – end note]

1 Preconditions: x.extent(0) equals y.extent(0).

2 Mandates: If neither x.static_extent(0) nor y.static_extent(0) equals dynamic_extent, then x.static_extent(0) equals y.static_extent(0).

3 Effects: Applies the plane (Givens) rotation specified by c and s to the input vectors x and y, as if the rotation were a 2 x 2 matrix and the input vectors were successive rows of a matrix with two rows.

16.10.2.2 Swap matrix or vector elements [linalg.algs.blas1.swap]

template<inout-object InOutObj1,
         inout-object InOutObj2>
void swap_elements(InOutObj1 x,
                   InOutObj2 y);

template<class ExecutionPolicy,
         inout-object InOutObj1,
         inout-object InOutObj2>
void swap_elements(ExecutionPolicy&& exec,
                   InOutObj1 x,
                   InOutObj2 y);

[Note: These functions correspond to the BLAS function xSWAP. – end note]

1 Preconditions: For all r in 0, 1, …, x.rank() - 1, x.extent(r) equals y.extent(r).

2 Constraints: x.rank() equals y.rank().

3 Mandates: For all r in 0, 1, …, x.rank() - 1, if neither x.static_extent(r) nor y.static_extent(r) equals dynamic_extent, then x.static_extent(r) equals y.static_extent(r).

4 Effects: Swap all corresponding elements of x and y.

16.10.2.3 Multiply the elements of an object in place by a scalar [linalg.algs.blas1.scal]

template<class Scalar,
         inout-object InOutObj>
void scale(const Scalar alpha,
           InOutObj x);

template<class ExecutionPolicy,
         class Scalar,
         inout-object InOutObj>
void scale(ExecutionPolicy&& exec,
           const Scalar alpha,
           InOutObj x);

[Note: These functions correspond to the BLAS function xSCAL. – end note]

5 Effects: Overwrites x with the result of computing the elementwise multiplication αx, where the scalar α is alpha.

16.10.2.4 Copy elements of one matrix or vector into another [linalg.algs.blas1.copy]

template<in-object InObj,
         out-object OutObj>
void copy(InObj x,
          OutObj y);

template<class ExecutionPolicy,
         in-object InObj,
         out-object OutObj>
void copy(ExecutionPolicy&& exec,
          InObj x,
          OutObj y);

[Note: These functions correspond to the BLAS function xCOPY. – end note]

1 Preconditions: For all r in 0, 1, …, x.rank() - 1, x.extent(r) equals y.extent(r).

2 Constraints: x.rank() equals y.rank().

3 Mandates: For all r in 0, 1, …, x.rank() - 1, if neither x.static_extent(r) nor y.static_extent(r) equals dynamic_extent, then x.static_extent(r) equals y.static_extent(r).

4 Effects: Overwrites the elements of y with the corresponding elements of x.

16.10.2.5 Add vectors or matrices elementwise [linalg.algs.blas1.add]

template<in-object InObj1,
         in-object InObj2,
         out-object OutObj>
void add(InObj1 x,
         InObj2 y,
         OutObj z);

template<class ExecutionPolicy,
         in-object InObj1,
         in-object InObj2,
         out-object OutObj>
void add(ExecutionPolicy&& exec,
         InObj1 x,
         InObj2 y,
         OutObj z);

[Note: These functions correspond to the BLAS function xAXPY. – end note]

1 Preconditions: For all r in 0, 1, …, x.rank() - 1,

2 Constraints: x.rank(), y.rank(), and z.rank() are all equal.

3 Mandates: For all r in 0, 1, …, x.rank() - 1,

4 Effects: Computes z such that z = x + y.

5 Remarks: z may refer to the same vector as x or y.

16.10.2.6 Dot product of two vectors [linalg.algs.blas1.dot]

16.10.2.6.1 Nonconjugated dot product of two vectors [linalg.algs.blas1.dot.dotu]

[Note: The functions in this section correspond to the BLAS functions xDOT (for real element types) and xDOTU (for complex element types). – end note]

1 Nonconjugated dot product with specified result type

template<in-vector InVec1,
         in-vector InVec2,
         class T>
T dot(InVec1 v1,
      InVec2 v2,
      T init);
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         class T>
T dot(ExecutionPolicy&& exec,
      InVec1 v1,
      InVec2 v2,
      T init);

2 Preconditions: v1.extent(0) equals v2.extent(0).

3 Mandates: If neither v1.static_extent(0) nor v2.static_extent(0) equals dynamic_extent, then v1.static_extent(0) equals v2.static_extent(0).

4 Effects: Let N be v1.extent(0). If N is zero, returns init, else returns GENERALIZED_SUM(plus<>(), init, v1[0]*v2[0], …, v1[N-1]*v2[N-1]).

5 Remarks: If InVec1::value_type, InVec2::value_type, and T are all floating-point types or complex versions thereof, and if T has higher precision than InVec1::value_type or InVec2::value_type, then intermediate terms in the sum use T’s precision or greater.

[Note: Like reduce, dot applies binary operator+ in an unspecified order. This may yield a nondeterministic result for non-associative or non-commutative operator+ such as floating-point addition. However, implementations may perform extra work to make the result deterministic. They may do so for all dot overloads, or just for specific ExecutionPolicy types. – end note]

[Note: Users can get xDOTC behavior by giving the first argument as the result of conjugated. Alternately, they can use the shortcut dotc below. – end note]

6 Nonconjugated dot product with default result type

template<in-vector InVec1,
         in-vector InVec2>
auto dot(InVec1 v1,
         InVec2 v2) -> /* see-below */;
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2>
auto dot(ExecutionPolicy&& exec,
         InVec1 v1,
         InVec2 v2) -> /* see-below */;

7 Effects: Let T be decltype(declval<typename InVec1::value_type>() * declval<typename InVec2::value_type>()). Then, the two-parameter overload is equivalent to dot(v1, v2, T{});, and the three-parameter overload is equivalent to dot(exec, v1, v2, T{});.

16.10.2.6.2 Conjugated dot product of two vectors [linalg.algs.blas1.dot.dotc]

[Note: The functions in this section correspond to the BLAS functions xDOT (for real element types) and xDOTC (for complex element types).

dotc exists to give users reasonable default inner product behavior for both real and complex element types. – end note]

1 Conjugated dot product with specified result type

template<in-vector InVec1,
         in-vector InVec2,
         class T>
T dotc(InVec1 v1,
       InVec2 v2,
       T init);
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         class T>
T dotc(ExecutionPolicy&& exec,
       InVec1 v1,
       InVec2 v2,
       T init);

2 Effects: The three-argument overload is equivalent to dot(conjugated(v1), v2, init);. The four-argument overload is equivalent to dot(exec, conjugated(v1), v2, init);.

3 Conjugated dot product with default result type

template<in-vector InVec1,
         in-vector InVec2>
auto dotc(InVec1 v1,
          InVec2 v2) -> /* see-below */;
template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2>
auto dotc(ExecutionPolicy&& exec,
          InVec1 v1,
          InVec2 v2) -> /* see-below */;

4 Effects: Let T be decltype(conj-if-needed(declval<typename InVec1::value_type>()]) * declval<typename InVec2::value_type>()). Then, the two-parameter overload is equivalent to dotc(v1, v2, T{});, and the three-parameter overload is equivalent to dotc(exec, v1, v2, T{});.

16.10.2.7 Scaled sum of squares of a vector’s elements [linalg.algs.blas1.ssq]

template<class T>
struct sum_of_squares_result {
  T scaling_factor;
  T scaled_sum_of_squares;
};
template<in-vector InVec,
         class T>
sum_of_squares_result<T> vector_sum_of_squares(
  InVec v,
  sum_of_squares_result<T> init);
template<class ExecutionPolicy,
         in-vector InVec,
         class T>
sum_of_squares_result<T> vector_sum_of_squares(
  ExecutionPolicy&& exec,
  InVec v,
  sum_of_squares_result<T> init);

[Note: These functions correspond to the LAPACK function xLASSQ. – end note]

1 Preconditions:

2 Constraints: For all i in the domain of v, and for f and ssq of type T, the expression ssq = ssq + (abs(x[i]) / f)*(abs(x[i]) / f) is well formed.

3 Effects: Returns two values:

4 Remarks: If InVec::value_type is either a floating-point type or complex<R> for some floating-point type R, and if T is a floating-point type, then

16.10.2.8 Euclidean norm of a vector [linalg.algs.blas1.nrm2]

16.10.2.8.1 Euclidean norm with specified result type
template<in-vector InVec,
         class T>
T vector_norm2(InVec v,
               T init);
template<class ExecutionPolicy,
         in-vector InVec,
         class T>
T vector_norm2(ExecutionPolicy&& exec,
               InVec v,
               T init);

[Note: These functions correspond to the BLAS function xNRM2. – end note]

1 Preconditions: init + abs(declval<InVec::value_type>())*abs(declval<InVec::value_type>()) shall be convertible to T.

2 Effects: Returns the square root of the sum of squares of (init and the absolute values of the elements of A). [Note: For init equal to zero, this is the Euclidean norm (also called 2-norm) of the vector v.

This description does not imply a recommended implementation for floating-point types. See Remarks below. – end note]

3 Remarks: If InVec::value_type is a floating-point type or a complex version thereof, and if T is a floating-point type, then

[Note: The abs function is invoked via unqualified lookup.

A suggested implementation of this function for floating-point types T would use the scaled_sum_of_squares result from vector_sum_of_squares(x, {.scaling_factor=1.0, .scaled_sum_of_squares=init}). – end note]

16.10.2.8.2 Euclidean norm with default result type
template<in-vector InVec>
auto vector_norm2(InVec v) -> /* see-below */;
template<class ExecutionPolicy,
         in-vector InVec>
auto vector_norm2(ExecutionPolicy&& exec,
                  InVec v) -> /* see-below */;

1 Effects: Let T be decltype(abs(declval<typename InVec::value_type>()) * abs(declval<typename InVec::value_type>())). Then, the one-parameter overload is equivalent to vector_norm2(v, T{});, and the two-parameter overload is equivalent to vector_norm2(exec, v, T{});.

16.10.2.9 Sum of absolute values of vector elements [linalg.algs.blas1.asum]

16.10.2.9.1 Sum of absolute values with specified result type
template<in-vector InVec,
         class T>
T vector_abs_sum(InVec v,
                 T init);
template<class ExecutionPolicy,
         in-vector InVec,
         class T>
T vector_abs_sum(ExecutionPolicy&& exec,
                 InVec v,
                 T init);

[Note: This function corresponds to the BLAS functions SASUM, DASUM, CSASUM, and DZASUM. The different behavior for complex element types is based on the observation that this lower-cost approximation of the one-norm serves just as well as the actual one-norm for many linear algebra algorithms in practice. – end note]

1 Constraints: decltype(init + abs(declval<typename InVec::value_type>())) and decltype(init + abs(declval<typename InVec::value_type>())) are both convertible to T.

2 Effects: Let N be v.extent(0):

3 Remarks: If InVec::value_type is a floating-point type or a complex version thereof, if T is a floating-point type, and if T has higher precision than InVec::value_type, then intermediate terms in the sum use T’s precision or greater.

[Note: The abs, real, and imag functions are invoked via unqualified lookup. – end note]

16.10.2.9.2 Sum of absolute values with default result type
template<in-vector InVec>
auto vector_abs_sum(InVec v) -> /* see-below */;
template<class ExecutionPolicy,
         in-vector InVec>
auto vector_abs_sum(ExecutionPolicy&& exec,
                    InVec v) -> /* see-below */;

1 Effects: Let T be typename InVec::value_type. Then, the one-parameter overload is equivalent to vector_abs_sum(v, T{});, and the two-parameter overload is equivalent to vector_abs_sum(exec, v, T{});.

16.10.2.10 Index of maximum absolute value of vector elements [linalg.algs.blas1.iamax]

template<in-vector InVec>
typename InVec::size_type idx_abs_max(InVec v);

template<class ExecutionPolicy,
         in-vector InVec>
typename InVec::size_type idx_abs_max(
  ExecutionPolicy&& exec,
  InVec v);

[Note: These functions correspond to the BLAS function IxAMAX. – end note]

1 Preconditions: For i in the domain of v, let abs_value_type be decltype(v[i]); then, abs_value_type shall be Cpp17LessThanComparable.

2 Effects: Returns the index (in the domain of v) of the first element of v having largest absolute value. If v has zero elements, then returns numeric_limits<typename InVec::size_type>::max().

[Note: The abs function is invoked via unqualified lookup. – end note]

16.10.2.11 Frobenius norm of a matrix [linalg.algs.blas1.matfrobnorm]

16.10.2.11.1 Frobenius norm with specified result type
template<in-matrix InMat,
         class T>
T matrix_frob_norm(
  InMat A,
  T init);
template<class ExecutionPolicy,
         in-matrix InMat,
         class T>
T matrix_frob_norm(
  ExecutionPolicy&& exec,
  InMat A,
  T init);

1 Preconditions: init + abs(declval<InMat::value_type>())*abs(declval<InMat::value_type>()) shall be convertible to T.

2 Effects: Returns the square root of the sum of squares of init and the absolute values of the elements of A. [Note: For init equal to zero, this is the Frobenius norm of the matrix A.

This description does not imply a recommended implementation for floating-point types. See Remarks below. – end note]

3 Remarks: If InMat::value_type is a floating-point type or complex<R> for some floating-point type R, and if T is a floating-point type, then

[Note: The abs function is invoked via unqualified lookup. – end note]

16.10.2.11.2 Frobenius norm with default result type
template<in-matrix InMat>
auto matrix_frob_norm(
  InMat A) -> /* see-below */;
template<class ExecutionPolicy,
         in-matrix InMat>
auto matrix_frob_norm(
  ExecutionPolicy&& exec,
  InMat A) -> /* see-below */;

1 Effects: Let T be abs(declval<V>()) * abs(declval<V>()), where V names the type typename InMat::value_type. Then, the one-parameter overload is equivalent to matrix_frob_norm(A, T{});, and the two-parameter overload is equivalent to matrix_frob_norm(exec, A, T{});.

16.10.2.12 One norm of a matrix [linalg.algs.blas1.matonenorm]

16.10.2.12.1 One norm with specified result type
template<in-matrix InMat,
         class T>
T matrix_one_norm(
  InMat A,
  T init);
template<class ExecutionPolicy,
         in-matrix InMat,
         class T>
T matrix_one_norm(
  ExecutionPolicy&& exec,
  InMat A,
  T init);

1 Constraints: abs(declval<typename InMat::value_type>()) is convertible to T.

2 Effects:

[Note: The one norm of the matrix A is the maximum over all columns of A, of the sum of the absolute values of the elements of the column. – end note]

3 Remarks: If typename InMat::value_type is a floating-point type or complex<R> for some floating-point type R, if T is a floating-point type, and if T has higher precision than typename InMat::value_type, then intermediate terms in each sum use T’s precision or greater.

16.10.2.12.2 One norm with default result type
template<in-matrix InMat>
auto matrix_one_norm(
  InMat A) -> /* see-below */;
template<class ExecutionPolicy,
         in-matrix InMat>
auto matrix_one_norm(
  ExecutionPolicy&& exec,
  InMat A) -> /* see-below */;

1 Effects: Let T be decltype(abs(declval<typename InMat::value_type>()). Then, the one-parameter overload is equivalent to matrix_one_norm(A, T{});, and the two-parameter overload is equivalent to matrix_one_norm(exec, A, T{});.

[Note: The abs function is invoked via unqualified lookup. – end note]

16.10.2.13 Infinity norm of a matrix [linalg.algs.blas1.matinfnorm]

16.10.2.13.1 Infinity norm with specified result type
template<in-matrix InMat,
         class T>
T matrix_inf_norm(
  InMat A,
  T init);
template<class ExecutionPolicy,
         in-matrix InMat,
         class T>
T matrix_inf_norm(
  ExecutionPolicy&& exec,
  InMat A,
  T init);

1 Preconditions: abs(A[0,0]) shall be convertible to T.

2 Effects:

3 Remarks: If InMat::value_type is a floating-point type or complex<R> for some floating-point type R, if T is a floating-point type, and if T has higher precision than InMat::value_type, then intermediate terms in each sum use T’s precision or greater.

[Note: The abs function is invoked via unqualified lookup. – end note]

16.10.2.13.2 Infinity norm with default result type
template<in-matrix InMat>
auto matrix_inf_norm(
  InMat A) -> /* see-below */;
template<class ExecutionPolicy,
         in-matrix InMat>
auto matrix_inf_norm(
  ExecutionPolicy&& exec,
  InMat A) -> /* see-below */;

1 Effects: Let T be decltype(abs(declval<typename InMat::value_type>()). Then, the one-parameter overload is equivalent to matrix_inf_norm(A, T{});, and the two-parameter overload is equivalent to matrix_inf_norm(exec, A, T{});.

16.10.3 BLAS 2 functions [linalg.algs.blas2]

16.10.3.1 General matrix-vector product [linalg.algs.blas2.gemv]

[Note: These functions correspond to the BLAS function xGEMV. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Mandates:

4 Complexity: All algorithms in this Clause with mdspan parameters perform a count of mdspan array accesses and arithmetic operations that is linear in x.extent(0) times A.extent(1).

16.10.3.1.1 Overwriting matrix-vector product
template<in-matrix InMat,
         in-vector InVec,
         out-vector OutVec>
void matrix_vector_product(InMat A,
                           InVec x,
                           OutVec y);

template<class ExecutionPolicy,
         in-matrix InMat,
         in-vector InVec,
         out-vector OutVec>
void matrix_vector_product(ExecutionPolicy&& exec,
                           InMat A,
                           InVec x,
                           OutVec y);

1 Effects: Computes y such that y = Ax.

[Example:

constexpr size_t num_rows = 5;
constexpr size_t num_cols = 6;

// y = 3.0 * A * x
void scaled_matvec_1(
  mdspan<double, extents<size_t, num_rows, num_cols>> A,
  mdspan<double, extents<size_t, num_cols>> x,
  mdspan<double, extents<size_t, num_rows>> y)
{
  matrix_vector_product(scaled(3.0, A), x, y);
}

// y = 3.0 * A * x + 2.0 * y
void scaled_matvec_2(
  mdspan<double, extents<size_t, num_rows, num_cols>> A,
  mdspan<double, extents<size_t, num_cols>> x,
  mdspan<double, extents<size_t, num_rows>> y)
{
  matrix_vector_product(scaled(3.0, A), x,
                        scaled(2.0, y), y);
}

// z = 7.0 times the transpose of A, times y
void scaled_matvec_2(mdspan<double, extents<size_t, num_rows, num_cols>> A,
  mdspan<double, extents<size_t, num_rows>> y,
  mdspan<double, extents<size_t, num_cols>> z)
{
  matrix_vector_product(scaled(7.0, transposed(A)), y, z);
}

–end example]

16.10.3.1.2 Updating matrix-vector product
template<in-matrix InMat,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void matrix_vector_product(InMat A,
                           InVec1 x,
                           InVec2 y,
                           OutVec z);

template<class ExecutionPolicy,
         in-matrix InMat,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void matrix_vector_product(ExecutionPolicy&& exec,
                           InMat A,
                           InVec1 x,
                           InVec2 y,
                           OutVec z);

1 Effects: Computes z such that z = y + Ax.

2 Remarks: y and z may refer to the same vector.

16.10.3.2 Symmetric matrix-vector product [linalg.algs.blas2.symv]

[Note: These functions correspond to the BLAS functions xSYMV and xSPMV. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Constraints:

4 Mandates:

5 Complexity: All algorithms in this Clause with mdspan parameters perform a count of mdspan array accesses and arithmetic operations that is linear in x.extent(0) times A.extent(1).

6 Remarks: The functions will only access the triangle of A specified by the Triangle argument t, and will interpret the value A[i,j] as equal to A[j,i] for indices i,j in the domain of A but outside the triangle specified by t.

16.10.3.2.1 Overwriting symmetric matrix-vector product
template<in-matrix InMat,
         class Triangle,
         in-vector InVec,
         out-vector OutVec>
void symmetric_matrix_vector_product(InMat A,
                                     Triangle t,
                                     InVec x,
                                     OutVec y);

template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         in-vector InVec,
         out-vector OutVec>
void symmetric_matrix_vector_product(ExecutionPolicy&& exec,
                                     InMat A,
                                     Triangle t,
                                     InVec x,
                                     OutVec y);

1 Effects: Computes y such that y = Ax.

16.10.3.2.2 Updating symmetric matrix-vector product
template<in-matrix InMat,
         class Triangle,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void symmetric_matrix_vector_product(
  InMat A,
  Triangle t,
  InVec1 x,
  InVec2 y,
  OutVec z);

template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void symmetric_matrix_vector_product(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  InVec1 x,
  InVec2 y,
  OutVec z);

1 Effects: Computes z such that z = y + Ax.

2 Remarks: y and z may refer to the same vector.

16.10.3.3 Hermitian matrix-vector product [linalg.algs.blas2.hemv]

[Note: These functions correspond to the BLAS functions xHEMV and xHPMV. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Constraints:

4 Mandates:

5 Complexity: All algorithms in this Clause with mdspan parameters perform a count of mdspan array accesses and arithmetic operations that is linear in x.extent(0) times A.extent(1).

6 Remarks: The functions will only access the triangle of A specified by the Triangle argument t, and will interpret the value A[i,j] as equal to conj-if-needed(A[j,i]) for indices i,j in the domain of A but outside the triangle specified by t.

16.10.3.3.1 Overwriting Hermitian matrix-vector product
template<in-matrix InMat,
         class Triangle,
         in-vector InVec,
         out-vector OutVec>
void hermitian_matrix_vector_product(InMat A,
                                     Triangle t,
                                     InVec x,
                                     OutVec y);

template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         in-vector InVec,
         out-vector OutVec>
void hermitian_matrix_vector_product(ExecutionPolicy&& exec,
                                     InMat A,
                                     Triangle t,
                                     InVec x,
                                     OutVec y);

1 Effects: Computes y such that y = Ax.

16.10.3.3.2 Updating Hermitian matrix-vector product
template<in-matrix InMat,
         class Triangle,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void hermitian_matrix_vector_product(InMat A,
                                     Triangle t,
                                     InVec1 x,
                                     InVec2 y,
                                     OutVec z);

template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void hermitian_matrix_vector_product(ExecutionPolicy&& exec,
                                     InMat A,
                                     Triangle t,
                                     InVec1 x,
                                     InVec2 y,
                                     OutVec z);

1 Effects: Computes z such that z = y + Ax.

2 Remarks: y and z may refer to the same vector.

16.10.3.4 Triangular matrix-vector product [linalg.algs.blas2.trmv]

[Note: These functions correspond to the BLAS functions xTRMV and xTPMV. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Constraints: if InMat has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

4 Mandates:

5 Complexity: All algorithms in this Clause with mdspan parameters perform a count of mdspan array accesses and arithmetic operations that is linear in x.extent(0) times A.extent(1).

6 Remarks:

16.10.3.4.1 Overwriting triangular matrix-vector product [linalg.algs.blas2.trmv.ov]
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec>
void triangular_matrix_vector_product(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec x,
  OutVec y);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec>
void triangular_matrix_vector_product(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec x,
  OutVec y);

1 Effects: Computes y such that y = Ax.

16.10.3.4.2 In-place triangular matrix-vector product [linalg.algs.blas2.trmv.in-place]
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec>
void triangular_matrix_vector_product(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec y);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec>
void triangular_matrix_vector_product(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec y);

[Note: Performing this operation in place hinders parallelization. However, other ExecutionPolicy-specific optimizations, such as vectorization, are still possible. This is why the ExecutionPolicy overload exists. – end note]

1 Preconditions: A.extent(1) equals y.extent(0).

2 Mandates: If neither A.static_extent(1) nor y.static_extent(0) equals dynamic_extent, then A.static_extent(1) equals y.static_extent(0).

3 Effects: Computes y such that y = Ax.

16.10.3.4.3 Updating triangular matrix-vector product [linalg.algs.blas2.trmv.up]
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void triangular_matrix_vector_product(InMat A,
                                      Triangle t,
                                      DiagonalStorage d,
                                      InVec1 x,
                                      InVec2 y,
                                      OutVec z);

template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec1,
         in-vector InVec2,
         out-vector OutVec>
void triangular_matrix_vector_product(ExecutionPolicy&& exec,
                                      InMat A,
                                      Triangle t,
                                      DiagonalStorage d,
                                      InVec1 x,
                                      InVec2 y,
                                      OutVec z);

1 Effects: Computes z such that z = y + Ax.

2 Remarks: y and z may refer to the same vector.

16.10.3.5 Solve a triangular linear system [linalg.algs.blas2.trsv]

[Note: These functions correspond to the BLAS functions xTRSV and xTPSV. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Constraints: if InMat has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

4 Mandates:

5 Complexity: All algorithms in this Clause with mdspan parameters perform a count of mdspan array accesses and arithmetic operations that is linear in x.extent(0) times A.extent(1).

6 Remarks:

16.10.3.5.1 Not-in-place triangular solve [linalg.algs.blas2.trsv.not-in-place]
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec,
         class BinaryDivideOp>
void triangular_matrix_vector_solve(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec b,
  OutVec x,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec,
         class BinaryDivideOp>
void triangular_matrix_vector_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec b,
  OutVec x,
  BinaryDivideOp divide);

1 Preconditions: A.extent(0) equals x.extent(0).

2 Mandates: If neither A.static_extent(0) nor x.static_extent(0) equals dynamic_extent, then A.static_extent(0) equals x.static_extent(0).

3 Effects: Computes x such that b = Ax. If no such x exists, then the elements of x are valid but unspecified.

template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec>
void triangular_matrix_vector_solve(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec b,
  OutVec x);

1 Effects: Equivalent to

triangular_matrix_vector_solve(A, t, d, b, x,
  [](const auto& A_ii, const auto& b_i) { return A_ii / b_i; });
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         in-vector InVec,
         out-vector OutVec>
void triangular_matrix_vector_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InVec b,
  OutVec x);

1 Effects: Equivalent to

triangular_matrix_vector_solve(forward<ExecutionPolicy>(exec),
  A, t, d, b, x,
  [](const auto& A_ii, const auto& b_i) { return A_ii / b_i; });
16.10.3.5.2 In-place triangular solve [linalg.algs.blas2.trsv.in-place]
template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec,
         class BinaryDivideOp>
void triangular_matrix_vector_solve(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec b,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec,
         class BinaryDivideOp>
void triangular_matrix_vector_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec b,
  BinaryDivideOp divide);

[Note: Performing triangular solve in place hinders parallelization. However, other ExecutionPolicy-specific optimizations, such as vectorization, are still possible. This is why the ExecutionPolicy overload exists. – end note]

1 Preconditions: A.extent(0) equals b.extent(0).

2 Mandates: If neither A.static_extent(0) nor b.static_extent(0) equals dynamic_extent, then A.static_extent(0) equals b.static_extent(0).

3 Effects: Overwrites b with x such that b = Ax. If no such x exists, then the elements of b are valid but unspecified.

template<in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec>
void triangular_matrix_vector_solve(
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec b);

1 Effects: Equivalent to

triangular_matrix_vector_solve(A, t, d, b,
  [](const auto& A_ii, const auto& b_i){ return A_ii / b_i; });
template<class ExecutionPolicy,
         in-matrix InMat,
         class Triangle,
         class DiagonalStorage,
         inout-vector InOutVec>
void triangular_matrix_vector_solve(
  ExecutionPolicy&& exec,
  InMat A,
  Triangle t,
  DiagonalStorage d,
  InOutVec b);

1 Effects: Equivalent to

triangular_matrix_vector_solve(forward<ExecutionPolicy>(exec),
  A, t, d, b,
  [](const auto& A_ii, const auto& b_i){ return A_ii / b_i; });

16.10.3.6 Rank-1 (outer product) update of a matrix [linalg.algs.blas2.rank1]

16.10.3.6.1 Nonsymmetric nonconjugated rank-1 update [linalg.algs.blas2.rank1.geru]
template<in-vector InVec1,
         in-vector InVec2,
         inout-matrix InOutMat>
void matrix_rank_1_update(
  InVec1 x,
  InVec2 y,
  InOutMat A);

template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         inout-matrix InOutMat>
void matrix_rank_1_update(
  ExecutionPolicy&& exec,
  InVec1 x,
  InVec2 y,
  InOutMat A);

[Note: This function corresponds to the BLAS functions xGER (for real element types) and xGERU (for complex element types). – end note]

1 Preconditions:

2 Mandates:

3 Effects: Overwrites A with A′ such that A′ = xyT, where yT denotes the transpose of the column vector y.

4 Complexity: The count of mdspan array accesses and arithmetic operations is linear in x.extent(0) times y.extent(0).

[Note: Users can get xGERC behavior by giving the second argument as the result of conjugated. Alternately, they can use the shortcut matrix_rank_1_update_c below. – end note]

16.10.3.6.2 Nonsymmetric conjugated rank-1 update [linalg.algs.blas2.rank1.gerc]
template<in-vector InVec1,
         in-vector InVec2,
         inout-matrix InOutMat>
void matrix_rank_1_update_c(
  InVec1 x,
  InVec2 y,
  InOutMat A);

template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         inout-matrix InOutMat>
void matrix_rank_1_update_c(
  ExecutionPolicy&& exec,
  InVec1 x,
  InVec2 y,
  InOutMat A);

[Note: This function corresponds to the BLAS functions xGER (for real element types) and xGERC (for complex element types). – end note]

1 Effects: Equivalent to matrix_rank_1_update(x, conjugated(y), A);.

16.10.3.6.3 Rank-1 update of a Symmetric matrix [linalg.algs.blas2.rank1.syr]
template<in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_1_update(
  InVec x,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_1_update(
  ExecutionPolicy&& exec,
  InVec x,
  InOutMat A,
  Triangle t);
template<class T,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_1_update(
  T alpha,
  InVec x,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         class T,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_1_update(
  ExecutionPolicy&& exec,
  T alpha,
  InVec x,
  InOutMat A,
  Triangle t);

[Note: These functions correspond to the BLAS functions xSYR and xSPR.

They have overloads taking a scaling factor alpha, because it would be impossible to express updates like C = C − xxT otherwise. – end note]

1 Preconditions:

2 Constraints: If A has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

3 Mandates:

4 Effects:

5 Complexity: The count of mdspan array accesses and arithmetic operations is linear in x.extent(0) times x.extent(0).

6 Remarks: The functions will only access the triangle of A specified by the Triangle argument t, and will interpret the value A[i,j] as equal to A[j,i] for indices i,j in the domain A but outside that triangle.

16.10.3.6.4 Rank-1 update of a Hermitian matrix [linalg.algs.blas2.rank1.her]
template<in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_1_update(
  InVec x,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_1_update(
  ExecutionPolicy&& exec,
  InVec x,
  InOutMat A,
  Triangle t);
template<class T,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_1_update(
  T alpha,
  InVec x,
  InOutMat A,
  Triangle t);
template<class ExecutionPolicy,
         class T,
         in-vector InVec,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_1_update(
  ExecutionPolicy&& exec,
  T alpha,
  InVec x,
  InOutMat A,
  Triangle t);

[Note: These functions correspond to the BLAS functions xHER and xHPR.

They have overloads taking a scaling factor alpha, because it would be impossible to express the update A = A − xxH otherwise. – end note]

1 Preconditions:

2 Constraints: If A has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

3 Mandates:

4 Effects:

5 Complexity: The count of mdspan array accesses and arithmetic operations is linear in x.extent(0) times x.extent(0).

6 Remarks:

16.10.3.7 Rank-2 update of a symmetric matrix [linalg.algs.blas2.rank2.syr2]

template<in-vector InVec1,
         in-vector InVec2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_2_update(
  InVec1 x,
  InVec2 y,
  InOutMat A,
  Triangle t);

template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_2_update(
  ExecutionPolicy&& exec,
  InVec1 x,
  InVec2 y,
  InOutMat A,
  Triangle t);

[Note: These functions correspond to the BLAS functions xSYR2 and xSPR2. – end note]

1 Preconditions:

2 Constraints: If A has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

3 Mandates:

4 Effects: Overwrites A with A′ such that A′ = A + xyT + yxT, where xT denotes the transpose of the column vector x, and yT denotes the transpose of the column vector y.

5 Complexity: The count of mdspan array accesses and arithmetic operations is linear in x.extent(0) times y.extent(0).

6 Remarks: The functions will only access the triangle of A specified by the Triangle argument t, and will interpret the value A[i,j] as equal to A[j,i] for indices i,j in the domain A but outside that triangle.

16.10.3.8 Rank-2 update of a Hermitian matrix [linalg.algs.blas2.rank2.her2]

template<in-vector InVec1,
         in-vector InVec2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_2_update(
  InVec1 x,
  InVec2 y,
  InOutMat A,
  Triangle t);

template<class ExecutionPolicy,
         in-vector InVec1,
         in-vector InVec2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_2_update(
  ExecutionPolicy&& exec,
  InVec1 x,
  InVec2 y,
  InOutMat A,
  Triangle t);

[Note: These functions correspond to the BLAS functions xHER2 and xHPR2. – end note]

1 Preconditions:

2 Constraints: If A has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

3 Mandates:

4 Effects: Overwrites A with A′ such that A′ = A + xyH + yxH, where xH denotes the conjugate transpose of the column vector x, and yH denotes the conjugate transpose of the column vector y.

5 Complexity: The count of mdspan array accesses and arithmetic operations is linear in x.extent(0) times y.extent(0).

6 Remarks: The functions will only access the triangle of A specified by the Triangle argument t, and will interpret the value A[i,j] as equal to conj-if-needed(A[j,i]) for indices i,j in the domain of A but outside the triangle specified by t.

16.10.4 BLAS 3 functions [linalg.algs.blas3]

16.10.4.1 General matrix-matrix product [linalg.algs.blas3.gemm]

[Note: These functions correspond to the BLAS function xGEMM. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Mandates:

4 Complexity: For all algorithms in this Clause, the count of mdspan array accesses and arithmetic operations is linear in A.extent(0) times B.extent(1) times A.extent(1).

16.10.4.1.1 Overwriting general matrix-matrix product
template<in-matrix InMat1,
         in-matrix InMat2,
         out-matrix OutMat>
void matrix_product(InMat1 A,
                    InMat2 B,
                    OutMat C);

template<class ExecutionPolicy,
         in-matrix InMat1,
         in-matrix InMat2,
         out-matrix OutMat>
void matrix_product(ExecutionPolicy&& exec,
                    InMat1 A,
                    InMat2 B,
                    OutMat C);

1 Effects: Computes C such that C = AB.

16.10.4.1.2 Updating general matrix-matrix product
template<in-matrix InMat1,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void matrix_product(InMat1 A,
                    InMat2 B,
                    InMat3 E,
                    OutMat C);

template<class ExecutionPolicy,
         in-matrix InMat1,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void matrix_product(ExecutionPolicy&& exec,
                    InMat1 A,
                    InMat2 B,
                    InMat3 E,
                    OutMat C);

1 Effects: Computes C such that C = E + AB.

2 Remarks: C and E may refer to the same matrix.

16.10.4.2 Symmetric matrix-matrix product [linalg.algs.blas3.symm]

[Note: These functions correspond to the BLAS function xSYMM.

Unlike the symmetric rank-1 or rank-k update functions, these functions assume that the input matrix A – not the output matrix – is symmetric. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Constraints: If InMat1 has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

4 Mandates:

5 Remarks:

6 The following requirements apply to all overloads of symmetric_matrix_left_product.

7 Preconditions:

8 Mandates:

9 Complexity: The count of mdspan array accesses and arithmetic operations is linear in A.extent(0) times B.extent(1) times A.extent(1).

10 The following requirements apply to all overloads of symmetric_matrix_right_product.

11 Preconditions:

12 Mandates:

13 Complexity: The count of mdspan array accesses and arithmetic operations is linear in B.extent(0) times A.extent(1) times B.extent(1).

16.10.4.2.1 Overwriting symmetric matrix-matrix left product [linalg.algs.blas3.symm.ov.left]
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void symmetric_matrix_left_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void symmetric_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);

1 Effects: Computes C such that C = AB.

16.10.4.2.2 Overwriting symmetric matrix-matrix right product [linalg.algs.blas3.symm.ov.right]
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void symmetric_matrix_right_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void symmetric_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);

1 Effects: Computes C such that C = BA.

16.10.4.2.3 Updating symmetric matrix-matrix left product [linalg.algs.blas3.symm.up.left]
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void symmetric_matrix_left_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void symmetric_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);

1 Effects: Computes C such that C = E + AB.

16.10.4.2.4 Updating symmetric matrix-matrix right product [linalg.algs.blas3.symm.up.right]
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void symmetric_matrix_right_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void symmetric_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);

1 Effects: Computes C such that C = E + BA.

16.10.4.3 Hermitian matrix-matrix product [linalg.algs.blas3.hemm]

[Note: These functions correspond to the BLAS function xHEMM.

Unlike the Hermitian rank-1 or rank-k update functions, these functions assume that the input matrix – not the output matrix – is Hermitian. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Constraints: If InMat1 has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

4 Mandates:

5 Remarks:

6 The following requirements apply to all overloads of hermitian_matrix_left_product.

7 Preconditions:

8 Mandates:

9 Complexity: The count of mdspan array accesses and arithmetic operations is linear in A.extent(0) times B.extent(1) times A.extent(1).

10 The following requirements apply to all overloads of hermitian_matrix_right_product.

11 Preconditions:

12 Mandates:

13 Complexity: The count of mdspan array accesses and arithmetic operations is linear in B.extent(0) times A.extent(1) times B.extent(1).

16.10.4.3.1 Overwriting Hermitian matrix-matrix left product [linalg.algs.blas3.hemm.ov.left]
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void hermitian_matrix_left_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void hermitian_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);

1 Effects: Computes C such that C = AB.

16.10.4.3.2 Overwriting Hermitian matrix-matrix right product [linalg.algs.blas3.hemm.ov.right]
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void hermitian_matrix_right_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         out-matrix OutMat>
void hermitian_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  OutMat C);

1 Effects: Computes C such that C = BA.

16.10.4.3.3 Updating Hermitian matrix-matrix left product [linalg.algs.blas3.hemm.up.left]
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void hermitian_matrix_left_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void hermitian_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);

1 Effects: Computes C such that C = E + AB.

16.10.4.3.4 Updating Hermitian matrix-matrix right product [linalg.algs.blas3.hemm.up.right]
template<in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void hermitian_matrix_right_product(
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void hermitian_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  InMat2 B,
  InMat3 E,
  OutMat C);

1 Effects: Computes C such that C = E + BA.

16.10.4.4 Triangular matrix-matrix product [linalg.algs.blas3.trmm]

[Note: These functions correspond to the BLAS function xTRMM. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Constraints:

4 Mandates:

5 Remarks:

6 The following requirements apply to all overloads of triangular_matrix_left_product.

7 Preconditions:

8 Mandates:

9 Complexity: The count of mdspan array accesses and arithmetic operations is linear in A.extent(0) times B.extent(1) times A.extent(1).

10 The following requirements apply to all overloads of triangular_matrix_right_product.

11 Preconditions:

12 Mandates:

13 Complexity: The count of mdspan array accesses and arithmetic operations is linear in B.extent(0) times A.extent(1) times B.extent(1).

16.10.4.4.1 Overwriting triangular matrix-matrix left product [linalg.algs.blas3.trmm.ov.left]

1 Not-in-place overwriting triangular matrix-matrix left product

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_left_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat C);

2 Effects: Computes C such that C = AB.

3 In-place overwriting triangular matrix-matrix left product

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_left_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat C);

4 Preconditions: A.extent(1) equals C.extent(0).

5 Mandates: If neither A.static_extent(1) nor C.static_extent(0) equals dynamic_extent, then A.static_extent(1) equals C.static_extent(0).

6 Effects: Overwrites C with C′ such that C′ = AC.

16.10.4.4.2 Overwriting triangular matrix-matrix right product [linalg.algs.blas3.trmm.ov.right]

1 Not-in-place overwriting triangular matrix-matrix right product

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_right_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat C);

2 Effects: Computes C such that C = BA.

3 In-place overwriting triangular matrix-matrix right product

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_right_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat C);

4 Preconditions: C.extent(1) equals A.extent(0).

5 Mandates: If neither C.static_extent(1) nor A.static_extent(0) equals dynamic_extent, then C.static_extent(1) equals A.static_extent(0).

6 Effects: Overwrites C with C′ such that C′ = CA.

16.10.4.4.3 Updating triangular matrix-matrix left product [linalg.algs.blas3.trmm.up.left]
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void triangular_matrix_left_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void triangular_matrix_left_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  InMat3 E,
  OutMat C);

1 Effects: Computes C such that C = E + AB.

16.10.4.4.4 Updating triangular matrix-matrix right product [linalg.algs.blas3.trmm.up.right]
template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void triangular_matrix_right_product(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  InMat3 E,
  OutMat C);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         in-matrix InMat3,
         out-matrix OutMat>
void triangular_matrix_right_product(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  InMat3 E,
  OutMat C);

1 Effects: Computes C such that C = E + BA.

16.10.4.5 Rank-k update of a symmetric or Hermitian matrix [linalg.alg.blas3.rank-k]

[Note: Users can achieve the effect of the TRANS argument of these BLAS functions, by applying transposed or conjugate_transposed to the input matrix. – end note]

1 Complexity: For all algorithms in this Clause, the count of mdspan array accesses and arithmetic operations is linear in A.extent(0) times A.extent(1) times A.extent(0).

16.10.4.5.1 Rank-k symmetric matrix update [linalg.alg.blas3.rank-k.syrk]
template<class T,
         in-matrix InMat1,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_k_update(
  T alpha,
  InMat1 A,
  InOutMat C,
  Triangle t);
template<class ExecutionPolicy,
         class T,
         in-matrix InMat1,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_k_update(
  ExecutionPolicy&& exec,
  T alpha,
  InMat1 A,
  InOutMat C,
  Triangle t);

[Note: These functions correspond to the BLAS function xSYRK.

They take a scaling factor alpha, because it would be impossible to express the update C = C − AAT otherwise. The scaling factor parameter is required in order to avoid ambiguity with ExecutionPolicy. – end note]

1 Preconditions:

2 Constraints: If C has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

3 Mandates:

4 Effects: Overwrites C with C′ such that C′ = C + αAAT, where the scalar α is alpha and AT denotes the transpose of the matrix A.

5 Remarks: The functions will only access the triangle of C specified by the Triangle argument t, and will interpret the value C[i,j] as equal to C[j,i] for indices i,j in the domain of C but outside the triangle specified by t.

16.10.4.5.2 Rank-k Hermitian matrix update [linalg.alg.blas3.rank-k.herk]
template<class T,
         in-matrix InMat1,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_k_update(
  T alpha,
  InMat1 A,
  InOutMat C,
  Triangle t);
template<class ExecutionPolicy,
         class T,
         in-matrix InMat1,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_k_update(
  ExecutionPolicy&& exec,
  T alpha,
  InMat1 A,
  InOutMat C,
  Triangle t);

[Note: These functions correspond to the BLAS function xHERK.

They take a scaling factor alpha, because it would be impossible to express the updates C = C − AAT or C = C − AAH otherwise. The scaling factor parameter is required in order to avoid ambiguity with ExecutionPolicy. – end note]

1 Preconditions:

2 Constraints: If C has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

3 Mandates:

4 Effects: Overwrites C with C′ such that C′ = C + αAAH, where the scalar α is alpha and AH denotes the conjugate transpose of the matrix A.

5 Remarks: The functions will only access the triangle of C specified by the Triangle argument t, and will interpret the value C[i,j] as equal to C[j,i] for indices i,j in the domain of C but outside the triangle specified by t.

16.10.4.6 Rank-2k update of a symmetric or Hermitian matrix [linalg.alg.blas3.rank2k]

[Note: Users can achieve the effect of the TRANS argument of these BLAS functions, by applying transposed or conjugate_transposed to the input matrices. – end note]

1 Complexity: The count of mdspan array accesses and arithmetic operations is linear in A.extent(0) times A.extent(1) times B.extent(1).

16.10.4.6.1 Rank-2k symmetric matrix update [linalg.alg.blas3.rank2k.syr2k]
template<in-matrix InMat1,
         in-matrix InMat2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_2k_update(
  InMat1 A,
  InMat2 B,
  InOutMat C,
  Triangle t);
template<class ExecutionPolicy,
         in-matrix InMat1,
         in-matrix InMat2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void symmetric_matrix_rank_2k_update(
  ExecutionPolicy&& exec,
  InMat1 A,
  InMat2 B,
  InOutMat C,
  Triangle t);

[Note: These functions correspond to the BLAS function xSYR2K. The BLAS “quick reference” has a typo; the “ALPHA” argument of CSYR2K and ZSYR2K should not be conjugated. – end note]

1 Preconditions:

2 Constraints: If C has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

3 Mandates:

4 Effects: Overwrites C with C′ such that C′ = C + ABT + BAT, where AT denotes the transpose of the matrix A and BT denotes the transpose of the matrix B.

5 Remarks: The functions will only access the triangle of C specified by the Triangle argument t, and will interpret the value C[i,j] as equal to C[j,i] for indices i,j in the domain of C but outside the triangle specified by t.

16.10.4.6.2 Rank-2k Hermitian matrix update [linalg.alg.blas3.rank2k.her2k]
template<in-matrix InMat1,
         in-matrix InMat2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_2k_update(
  InMat1 A,
  InMat2 B,
  InOutMat C,
  Triangle t);

template<class ExecutionPolicy,
         in-matrix InMat1,
         in-matrix InMat2,
         possibly-packed-inout-matrix InOutMat,
         class Triangle>
void hermitian_matrix_rank_2k_update(
  ExecutionPolicy&& exec,
  InMat1 A,
  InMat2 B,
  InOutMat C,
  Triangle t);

[Note: These functions correspond to the BLAS function xHER2K. – end note]

1 Preconditions:

2 Constraints: If C has layout_blas_packed layout, then the layout’s Triangle template argument has the same type as the function’s Triangle template argument.

3 Mandates:

4 Effects: Overwrites C with C′ such that C′ = C + ABH + BAH, where AH denotes the conjugate transpose of the matrix A and BH denotes the conjugate transpose of the matrix B.

5 Remarks: The functions will only access the triangle of C specified by the Triangle argument t, and will interpret the value C[i,j] as equal to conj-if-needed(C[j,i]) for indices i,j in the domain of C but outside the triangle specified by t.

16.10.4.7 Solve multiple triangular linear systems [linalg.alg.blas3.trsm]

[Note: These functions correspond to the BLAS function xTRSM. The Reference BLAS does not have a xTPSM function. – end note]

1 The following requirements apply to all functions in this section.

2 Preconditions:

3 Constraints:

4 Mandates:

5 Remarks:

16.10.4.7.1 Solve multiple triangular linear systems with triangular matrix on the left [linalg.alg.blas3.trsm.left]

1 Complexity: The count of mdspan array accesses and arithmetic operations is linear in A.extent(0) times A.extent(1) times X.extent(1).

2 Not-in-place left solve of multiple triangular systems

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_left_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_left_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X,
  BinaryDivideOp divide);

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_matrix_left_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_matrix_left_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X);

3 Preconditions: A.extent(1) equals B.extent(0).

4 Mandates: If neither A.static_extent(1) nor B.static_extent(0) equals dynamic_extent, then A.static_extent(1) equals B.static_extent(0).

5 Effects: Computes X such that AX = B. If so such X exists, then the elements of X are valid but unspecified.

[Note: Since the triangular matrix is on the left, the desired divide implementation in the case of noncommutative multiplication would be mathematically equivalent to the product of (the inverse of the second argument) and the first argument, in that order. – end note]

6 In-place left solve of multiple triangular systems

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_left_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_left_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B,
  BinaryDivideOp divide);

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_matrix_left_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_matrix_left_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B);

[Note: This algorithm makes it possible to compute factorizations like Cholesky and LU in place.

Performing triangular solve in place hinders parallelization. However, other ExecutionPolicy-specific optimizations, such as vectorization, are still possible. This is why the ExecutionPolicy overload exists. – end note]

7 Preconditions: A.extent(1) equals B.extent(0).

8 Mandates: If neither A.static_extent(1) nor B.static_extent(0) equals dynamic_extent, then A.static_extent(1) equals B.static_extent(0).

9 Effects: Overwrites B with X such that AX = B. If no such X exists, then the elements of X are valid but unspecified.

[Note: Since the triangular matrix is on the left, the desired divide implementation in the case of noncommutative multiplication would be mathematically equivalent to the product of (the inverse of the second argument) and the first argument, in that order. – end note]

16.10.4.7.2 Solve multiple triangular linear systems with triangular matrix on the right [linalg.alg.blas3.trsm.right]

1 Complexity: The count of mdspan array accesses and arithmetic operations is linear in B.extent(0) times B.extent(1) times A.extent(1).

2 Not-in-place right solve of multiple triangular systems

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_right_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_right_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X,
  BinaryDivideOp divide);

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_matrix_right_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         in-matrix InMat2,
         out-matrix OutMat>
void triangular_matrix_matrix_right_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InMat2 B,
  OutMat X);

[Note: One can derive what these algorithms do from the triangular_matrix_matrix_left_solve() algorithm, by swapping the order of indices of each matrix access (representing the transpose), swapping i and j, and swapping the order of product terms in the sum. This is because triangular_matrix_matrix_left_solve() solves AX = B, taking the transpose of both sides does not change the equation, and the transpose of a product of two matrices is the product of the reversed matrices in transposed order. – end note]

3 Preconditions: A.extent(1) equals B.extent(1).

4 Mandates: If neither A.static_extent(1) nor B.static_extent(1) equals dynamic_extent, then A.static_extent(1) equals B.static_extent(1).

5 Effects: Computes X such that XA = B. If so such X exists, then the elements of X are valid but unspecified.

[Note: Since the triangular matrix is on the right, the desired divide implementation in the case of noncommutative multiplication would be mathematically equivalent to the product of the first argument, and (the inverse of the second argument), in that order. – end note]

6 In-place right solve of multiple triangular systems

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_right_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B,
  BinaryDivideOp divide);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat,
         class BinaryDivideOp>
void triangular_matrix_matrix_right_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B,
  BinaryDivideOp divide);  

template<in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_matrix_right_solve(
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B);
template<class ExecutionPolicy,
         in-matrix InMat1,
         class Triangle,
         class DiagonalStorage,
         inout-matrix InOutMat>
void triangular_matrix_matrix_right_solve(
  ExecutionPolicy&& exec,
  InMat1 A,
  Triangle t,
  DiagonalStorage d,
  InOutMat B);

[Note: This algorithm makes it possible to compute factorizations like Cholesky and LU in place.

Performing triangular solve in place hinders parallelization. However, other ExecutionPolicy-specific optimizations, such as vectorization, are still possible. This is why the ExecutionPolicy overload exists. – end note]

7 Preconditions: A.extent(1) equals B.extent(1).

8 Mandates: If neither A.static_extent(1) nor B.static_extent(1) equals dynamic_extent, then A.static_extent(1) equals B.static_extent(1).

9 Effects: Overwrites B with X such that XA = B. If no such X exists, then the elements of X are valid but unspecified.

[Note: Since the triangular matrix is on the right, the desired divide implementation in the case of noncommutative multiplication would be mathematically equivalent to the product of the first argument, and (the inverse of the second argument), in that order. – end note]

17 Examples

17.1 Cholesky factorization

1 This example shows how to compute the Cholesky factorization of a real symmetric positive definite matrix A stored as an mdspan with a unique non-packed layout. The algorithm imitates DPOTRF2 in LAPACK 3.9.0. If Triangle is upper_triangle_t, then it computes the factorization A = UTU in place, with U stored in the upper triangle of A on output. Otherwise, it computes the factorization A = LLT in place, with L stored in the lower triangle of A on output. The function returns 0 if success, else k+1 if row/column k has a zero or NaN (not a number) diagonal entry.

#include <linalg>
#include <cmath>

// Flip upper to lower, and lower to upper
lower_triangular_t opposite_triangle(upper_triangular_t) {
  return {}
}
upper_triangular_t opposite_triangle(lower_triangular_t) {
  return {}
}

// Returns nullopt if no bad pivots,
// else the index of the first bad pivot.
// A "bad" pivot is zero or NaN.
template<inout-matrix InOutMat,
         class Triangle>
std::optional<typename InOutMat::size_type>
cholesky_factor(InOutMat A, Triangle t)
{
  using std::submdspan;
  using std::tuple;
  using value_type = typename InOutMat::value_type;
  using size_type = typename InOutMat::size_type;

  constexpr value_type ZERO {};
  constexpr value_type ONE (1.0);
  const size_type n = A.extent(0);

  if (n == 0) {
    return std::nullopt;
  }
  else if (n == 1) {
    if (A[0,0] <= ZERO || std::isnan(A[0,0])) {
      return {size_type(1)};
    }
    A[0,0] = std::sqrt(A[0,0]);
  }
  else {
    // Partition A into [A11, A12,
    //                   A21, A22],
    // where A21 is the transpose of A12.
    const size_type n1 = n / 2;
    const size_type n2 = n - n1;
    auto A11 = submdspan(A, pair{0, n1}, pair{0, n1});
    auto A22 = submdspan(A, pair{n1, n}, pair{n1, n});

    // Factor A11
    const auto info1 = cholesky_factor(A11, t);
    if (info1.has_value()) {
      return info1;
    }

    using std::linalg::explicit_diagonal;
    using std::linalg::symmetric_matrix_rank_k_update;
    using std::linalg::transposed;
    if constexpr (std::is_same_v<Triangle, upper_triangle_t>) {
      // Update and scale A12
      auto A12 = submdspan(A, tuple{0, n1}, tuple{n1, n});
      using std::linalg::triangular_matrix_matrix_left_solve;
      // BLAS would use original triangle; we need to flip it
      triangular_matrix_matrix_left_solve(transposed(A11),
        opposite_triangle(t), explicit_diagonal, A12);
      // A22 = A22 - A12^T * A12
      //
      // The Triangle argument applies to A22,
      // not transposed(A12), so we don't flip it.
      symmetric_matrix_rank_k_update(-ONE, transposed(A12),
                                     A22, t);
    }
    else {
      //
      // Compute the Cholesky factorization A = L * L^T
      //
      // Update and scale A21
      auto A21 = submdspan(A, tuple{n1, n}, tuple{0, n1});
      using std::linalg::triangular_matrix_matrix_right_solve;
      // BLAS would use original triangle; we need to flip it
      triangular_matrix_matrix_right_solve(transposed(A11),
        opposite_triangle(t), explicit_diagonal, A21);
      // A22 = A22 - A21 * A21^T
      symmetric_matrix_rank_k_update(-ONE, A21, A22, t);
    }

    // Factor A22
    const auto info2 = cholesky_factor(A22, t);
    if (info2.has_value()) {
      return {info2.value() + n1};
    }
  }

  return std::nullopt;
}

17.2 Solve linear system using Cholesky factorization

1 This example shows how to solve a symmetric positive definite linear system Ax = b, using the Cholesky factorization computed in the previous example in-place in the matrix A. The example assumes that cholesky_factor(A, t) returned nullopt, indicating no zero or NaN pivots.

template<in-matrix InMat,
         class Triangle,
         in-vector InVec,
         out-vector OutVec>
void cholesky_solve(
  InMat A,
  Triangle t,
  InVec b,
  OutVec x)
{
  using std::linalg::explicit_diagonal;
  using std::linalg::transposed;
  using std::linalg::triangular_matrix_vector_solve;

  if constexpr (std::is_same_v<Triangle, upper_triangle_t>) {
    // Solve Ax=b where A = U^T U
    //
    // Solve U^T c = b, using x to store c.
    triangular_matrix_vector_solve(transposed(A),
      opposite_triangle(t), explicit_diagonal, b, x);
    // Solve U x = c, overwriting x with result.
    triangular_matrix_vector_solve(A, t, explicit_diagonal, x);
  }
  else {
    // Solve Ax=b where A = L L^T
    //
    // Solve L c = b, using x to store c.
    triangular_matrix_vector_solve(A, t, explicit_diagonal, b, x);
    // Solve L^T x = c, overwriting x with result.
    triangular_matrix_vector_solve(transposed(A),
      opposite_triangle(t), explicit_diagonal, x);
  }
}

17.3 Compute QR factorization of a tall skinny matrix

1 This example shows how to compute the QR factorization of a “tall and skinny” matrix V, using a cache-blocked algorithm based on rank-k symmetric matrix update and Cholesky factorization. “Tall and skinny” means that the matrix has many more rows than columns.

// Compute QR factorization A = Q R, with A storing Q.
template<inout-matrix InOutMat,
         out-matrix OutMat>
std::optional<typename InOutMat::size_type>
cholesky_tsqr_one_step(
  InOutMat A, // A on input, Q on output
  OutMat R)
{
  using std::full_extent;
  using std::submdspan;
  using std::tuple;
  using size_type = typename InOutMat::size_type;

  // One might use cache size, sizeof(element_type), and A.extent(1)
  // to pick the number of rows per block.  For now, we just pick
  // some constant.
  constexpr size_type max_num_rows_per_block = 500;

  using R_value_type = typename OutMat::value_type;
  constexpr R_element_type ZERO {};
  for(size_type j = 0; j < R.extent(1); ++j) {
    for(size_type i = 0; i < R.extent(0); ++i) {
      R[i,j] = ZERO;
    }
  }

  // Cache-blocked version of R = R + A^T * A.
  const auto num_rows = A.extent(0);
  auto rest_num_rows = num_rows;
  auto A_rest = A;
  while(A_rest.extent(0) > 0) {
    const size_type num_rows_per_block =
      std::min(A.extent(0), max_num_rows_per_block);
    auto A_cur = submdspan(A_rest,
      tuple{0, num_rows_per_block},
      full_extent);
    A_rest = submdspan(A_rest,
      tuple{num_rows_per_block, A_rest.extent(0)},
      full_extent);
    // R = R + A_cur^T * A_cur
    using std::linalg::symmetric_matrix_rank_k_update;
    constexpr R_element_type ONE(1.0);
    // The Triangle argument applies to R,
    // not transposed(A_cur), so we don't flip it.
    symmetric_matrix_rank_k_update(ONE,
      std::linalg::transposed(A_cur),
      R, upper_triangle);
  }

  const auto info = cholesky_factor(R, upper_triangle);
  if(info.has_value()) {
    return info;
  }
  using std::linalg::triangular_matrix_matrix_left_solve;
  triangular_matrix_matrix_left_solve(R, upper_triangle, A);
  return std::nullopt;
}

// Compute QR factorization A = Q R.
// Use R_tmp as temporary R factor storage
// for iterative refinement.
template<in-matrix InMat,
         out-matrix OutMat1,
         out-matrix OutMat2,
         out-matrix OutMat3>
std::optional<typename OutMat1::size_type>
cholesky_tsqr(
  InMat A,
  OutMat1 Q,
  OutMat2 R_tmp,
  OutMat3 R)
{
  assert(R.extent(0) == R.extent(1));
  assert(A.extent(1) == R.extent(0));
  assert(R_tmp.extent(0) == R_tmp.extent(1));
  assert(A.extent(0) == Q.extent(0));
  assert(A.extent(1) == Q.extent(1));

  std::linalg::copy(A, Q);
  const auto info1 = cholesky_tsqr_one_step(Q, R);
  if(info1.has_value()) {
    return info1;
  }
  // Use one step of iterative refinement to improve accuracy.
  const auto info2 = cholesky_tsqr_one_step(Q, R_tmp);
  if(info2.has_value()) {
    return info2;
  }
  // R = R_tmp * R
  using std::linalg::triangular_matrix_left_product;
  triangular_matrix_left_product(R_tmp, upper_triangle,
                                 explicit_diagonal, R);
  return std::nullopt;
}