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by spacedome 2067 days ago
Higher level BLAS operations, such as solving a linear system, or computing svd/eigen, cannot be done in-place the way matrix multiplication can, and require additional memory of a predetermined, fixed size, called the work array. This cannot be pre-allocated in Julia, as there is no interface to do so in LinearAlgebra, so these BLAS calls will always allocate memory.
1 comments
DNF2 2066 days ago
Have you looked thoroughly over https://docs.julialang.org/en/v1/stdlib/LinearAlgebra/ ?

There's a ton of in-place operations there, including in-place solving of linear systems, and at least some stuff related to svd (though the names are pretty un-intuitive, being wrappers for BLAS and LAPACK functions).

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spacedome 2066 days ago
Yes, many of these are "in-place" but will still allocate. I typically use the geev!/ggev!/geevx! routines, if you look at the source code you will see that the work arrays are still allocated inside the call. The in-place here (unfortunately) means only that the input is overwritten, not that there is no allocation.
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DNF2 2066 days ago
The purpose of in-place operations is to avoid allocations, so this seems like an oversight.

Is this a matter of simply wrapping the 'right' LAPACK routines, or is there something missing in the interfaces that could be trivially added in principle?

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spacedome 2066 days ago
It is entirely possible, but is not trivial, especially for the user who then needs to know "arcane knowledge" of BLAS/LAPACK work array sizes and flags. There was some discussion about this on github, but it sort of trailed off without a real resolution. I think it is considered too complicated/niche to be in base, and was recommended to be an external library, but nobody (myself included) seems particularly interested in what amounts to maintaining a fork of the entire BLAS package. The base devs would have more insight, but this is my view from the outside at least.
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cbkeller 2066 days ago
Hah, you were not kidding about the names being unintuitive.

For anyone else interested there is a large list starting here [1]. The in-place versions will all end with `!`.

[1] https://docs.julialang.org/en/v1/stdlib/LinearAlgebra/#Linea...

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