9.2 Calling BLAS/LAPACK Routines from MOSEK¶
Sometimes users need to perform linear algebra operations that involve dense matrices and vectors. Also MOSEK extensively uses high-performance linear algebra routines from the BLAS and LAPACK packages and some of these routines are included in the package shipped to the users.
The MOSEK versions of BLAS/LAPACK routines:
- use MOSEK data types and return value conventions,
- preserve the BLAS/LAPACK naming convention.
Therefore the user can leverage on efficient linear algebra routines, with a simplified interface, with no need for additional packages.
List of available routines
|BLAS Name||MOSEK function||Math Expression|
||\(y=\alpha Ax + \beta y\)|
||\(C=\alpha AB+ \beta C\)|
||\(C=\alpha AA^T+ \beta C\)|
|LAPACK Name||MOSEK function||Description|
||Cholesky factorization of a semidefinite symmetric matrix|
||Eigenvalues and eigenvectors of a symmetric matrix|
||Eigenvalues of a symmetric matrix|
Source code examples
In Listing 9.2 we provide a simple working example. It has no practical meaning except showing how to organize the input and call the methods.