OpenBlasSharp 0.3.1

OpenBlasSharp

The purpose of this project is to provide a .NET wrapper for OpenBLAS.

Features

• Thin wrapper using raw pointers.
• Most functions and arguments are annotated with doc comments taken from the original FORTRAN code. This is very helpful when working with the BLAS and LAPACK functions, which often require a large number of arguments.

Installation

The NuGet package is available.

Install-Package OpenBlasSharp

This package does not include the native DLL. You must download the compiled binary and put libopenblas.dll at the directory of the executable file.

All the classes are in the OpenBlasSharp namespace.

using OpenBlasSharp;

Examples

Dot product

var len = 3;

var rnd = new Random(42);

var x = Enumerable.Range(0, len).Select(i => rnd.NextDouble()).ToArray();
var y = Enumerable.Range(0, len).Select(i => rnd.NextDouble()).ToArray();

fixed (double* px = x)
fixed (double* py = y)
{
    // Calculate x^T * y.
    var result = Blas.Ddot(len, px, 1, py, 1);
}

Matrix multiplication

var m = 3;
var n = 5;
var k = 4;

var rnd = new Random(42);

var a = Enumerable.Range(0, m * k).Select(i => rnd.NextDouble()).ToArray();
var b = Enumerable.Range(0, k * n).Select(i => rnd.NextDouble()).ToArray();
var c = new double[m * n];

fixed (double* pa = a)
fixed (double* pb = b)
fixed (double* pc = c)
{
    // Calculate c = a * b.
    Blas.Dgemm(
        Order.ColMajor,
        Transpose.NoTrans,
        Transpose.NoTrans,
        m, n, k,
        1.0,
        pa, m,
        pb, k,
        1.0,
        pc, m);
}

Inverse matrix using LU decomposition

var n = 3;

var random = new Random(42);

var a = Enumerable.Range(0, n * n).Select(i => random.NextDouble()).ToArray();
var piv = new int[n];

fixed (double* pa = a)
fixed (int* ppiv = piv)
{
    Lapack.Dgetrf(
        MatrixLayout.ColMajor,
        n, n,
        pa, n,
        ppiv);

    Lapack.Dgetri(
        MatrixLayout.ColMajor,
        n,
        pa, n, // pa will be the inverse matrix.
        ppiv);
}

Singular value decomposition

var m = 4;
var n = 3;

var rnd = new Random(42);

var a = Enumerable.Range(0, m * n).Select(i => rnd.NextDouble()).ToArray();
var s = new double[Math.Min(m, n)];
var u = new double[m * m];
var vt = new double[n * n];
var work = new double[Math.Min(m, n) - 1];

fixed (double* pa = a)
fixed (double* ps = s)
fixed (double* pu = u)
fixed (double* pvt = vt)
fixed (double* pwork = work)
{
    Lapack.Dgesvd(
        MatrixLayout.ColMajor,
        'A', 'A',
        m, n,
        pa, m, // Note that pa will be destroyed.
        ps,
        pu, m,
        pvt, n,
        pwork);
}

OpenBLAS specific functions

var numThreads = OpenBlas.GetNumThreads();

Development status

• Low-level LAPACK functions with the _work suffix are not supported.
• LAPACK functions that require function pointers are not supported.

License

OpenBlasSharp is available under the BSD-3-Clause license.