update README and LICENSE

Author: MichelJuillard

LICENSE.md

@@ -1,13 +1,21 @@
-Copyright © 2020-2021 Dynare Team
+MIT License
 
-This program is free software: you can redistribute it and/or modify
-it under the terms of the GNU General Public License as published by
-the Free Software Foundation, version 3 of the License.
+Copyright (c) 2021 Dynare Team <contact@dynare.org> and contributors
 
-This program is distributed in the hope that it will be useful,
-but WITHOUT ANY WARRANTY; without even the implied warranty of
-MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-GNU General Public License for more details.
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
 
-You should have received a copy of the GNU General Public License
-along with this program.  If not, see <https://www.gnu.org/licenses/>.
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

README.md

@@ -1 +1,60 @@
-WORK IN PROGRESS
+WORK IN PROGRESS
+
+``FastLapackInterface`` separates workspace allocation and actual
+running for some Lapack algorithms:
+ 
+ - LU factorization
+ - QR factorization
+ - Schur factorization
+
+### LU factorization and linear problem solution
+
+ - ``ws = LinSolveWs(n)`` creates storage for a linear problem with `n`
+   equations.
+ - ``lu!(A, ws)`` computes the LU factorization and stores it in
+   ``ws``
+ - ``linsolve_core!(A, b, ws)`` computes LU factorization for matrix
+   `A` and returns the solution of `Ax=b` in `b`.
+ - ``linsolve_core_no_lu!(A, b, ws)`` computes the solution of `Ax=b`
+   and returns it in `b` by using the LU decomposition of `A` already
+   stored in `ws`.
+
+### QR factorization ( A = Q*R)
+
+- `ws = QrWs(A)` allocates workspace for QR factorization of
+  a matrix similar to `A`
+- `geqrf_core!(A, ws)` computes QR factorization of matrix `A` and
+  stores it in `A` and `ws.tau` 
+- `ormqr_core!(side, A, C, ws)` computes `Q*C` (`side='L'`) or `C*Q`
+  (`side='R'`) 
+- `ormqr_core!(side, transpose(A), C, ws)` computes `transpose(Q)*C`
+  (`side='L'`) or `C*transpose(Q)` (`side='R'`)
+  
+### Schur factorization
+
+- `DgeesWs(n)` allocates workspace for the real Schur decomposition of
+  a matrix of order `n`
+- `DgeesWs(A)` allocates workspace for the real Schur decomposition of
+  a matrix similar to `A`
+- `dgees!(ws, A)` computes the Schur decomposition and stores it in
+  `A`. The Schur vectors are stored in `ws.vs` and the eigenvalues in
+  `ws.eigen_values`. The Schur decomposition is ordered so that
+  eigenvalues larger than 1+1e-6 in modulus are ordered first.
+- `dgees!(ws, A, op, crit)` computes the Schur decomposition and stores it in
+  `A`. The Schur vectors are stored in `ws.vs` and the eigenvalues in
+    `ws.eigen_values`. The Schur decomposition is ordered according to  `λ op crit`
+    where `op` can be `<`, `<=`, `>` or `>=`.
+- `DggesWs(A, B)` allocates workspace for the real generalized Schur decomposition of
+  a matrices similar to `A` and `B`
+- `dgges!(jobvsl, jobvsr, A, B, vsl, vsr, eigval, ws)`
+   computes the generalized Schur decomposition and stores it in
+    `A` and `B`. When `jobvsl` is 'V', the left Schur vectors are stored in `vsl`.
+    When `jobvsr` is 'V', the right Schur vectors are stored in `vsr`.
+    The eigenvalues are stored in `eigval`. The Schur decomposition is ordered so that
+  eigenvalues larger than 1+1e-6 in modulus are ordered first.
+
+## Package version
+-   v0.1.3: works only with Julia >= 1.7
+
+## TODO
+    - homogenize API to the various functions