mirror of https://github.com/AxioDL/metaforce.git
471 lines
26 KiB
C
471 lines
26 KiB
C
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/* -*- c++ -*- (enables emacs c++ mode) */
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/*===========================================================================
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Copyright (C) 2003-2017 Yves Renard
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This file is a part of GetFEM++
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GetFEM++ is free software; you can redistribute it and/or modify it
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under the terms of the GNU Lesser General Public License as published
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by the Free Software Foundation; either version 3 of the License, or
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(at your option) any later version along with the GCC Runtime Library
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Exception either version 3.1 or (at your option) any later version.
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This program is distributed in the hope that it will be useful, but
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WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
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or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public
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License and GCC Runtime Library Exception for more details.
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You should have received a copy of the GNU Lesser General Public License
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along with this program; if not, write to the Free Software Foundation,
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Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA.
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As a special exception, you may use this file as it is a part of a free
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software library without restriction. Specifically, if other files
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instantiate templates or use macros or inline functions from this file,
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or you compile this file and link it with other files to produce an
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executable, this file does not by itself cause the resulting executable
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to be covered by the GNU Lesser General Public License. This exception
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does not however invalidate any other reasons why the executable file
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might be covered by the GNU Lesser General Public License.
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===========================================================================*/
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/**@file gmm_lapack_interface.h
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@author Yves Renard <Yves.Renard@insa-lyon.fr>
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@date October 7, 2003.
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@brief gmm interface for LAPACK
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*/
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#ifndef GMM_LAPACK_INTERFACE_H
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#define GMM_LAPACK_INTERFACE_H
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#include "gmm_blas_interface.h"
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#include "gmm_dense_lu.h"
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#include "gmm_dense_qr.h"
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#if defined(GMM_USES_LAPACK)
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namespace gmm {
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/* ********************************************************************* */
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/* Operations interfaced for T = float, double, std::complex<float> */
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/* or std::complex<double> : */
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/* */
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/* lu_factor(dense_matrix<T>, std::vector<int>) */
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/* lu_solve(dense_matrix<T>, std::vector<T>, std::vector<T>) */
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/* lu_solve(dense_matrix<T>, std::vector<int>, std::vector<T>, */
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/* std::vector<T>) */
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/* lu_solve_transposed(dense_matrix<T>, std::vector<int>, std::vector<T>,*/
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/* std::vector<T>) */
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/* lu_inverse(dense_matrix<T>) */
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/* lu_inverse(dense_matrix<T>, std::vector<int>, dense_matrix<T>) */
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/* */
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/* qr_factor(dense_matrix<T>, dense_matrix<T>, dense_matrix<T>) */
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/* */
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/* implicit_qr_algorithm(dense_matrix<T>, std::vector<T>) */
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/* implicit_qr_algorithm(dense_matrix<T>, std::vector<T>, */
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/* dense_matrix<T>) */
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/* implicit_qr_algorithm(dense_matrix<T>, std::vector<std::complex<T> >) */
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/* implicit_qr_algorithm(dense_matrix<T>, std::vector<std::complex<T> >, */
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/* dense_matrix<T>) */
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/* */
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/* geev_interface_right */
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/* geev_interface_left */
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/* */
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/* schur(dense_matrix<T>, dense_matrix<T>, dense_matrix<T>) */
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/* */
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/* svd(dense_matrix<T>, dense_matrix<T>, dense_matrix<T>, std::vector<T>)*/
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/* svd(dense_matrix<T>, dense_matrix<T>, dense_matrix<T>, */
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/* std::vector<std::complex<T> >) */
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/* */
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/* ********************************************************************* */
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/* ********************************************************************* */
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/* LAPACK functions used. */
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/* ********************************************************************* */
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extern "C" {
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void sgetrf_(...); void dgetrf_(...); void cgetrf_(...); void zgetrf_(...);
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void sgetrs_(...); void dgetrs_(...); void cgetrs_(...); void zgetrs_(...);
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void sgetri_(...); void dgetri_(...); void cgetri_(...); void zgetri_(...);
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void sgeqrf_(...); void dgeqrf_(...); void cgeqrf_(...); void zgeqrf_(...);
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void sorgqr_(...); void dorgqr_(...); void cungqr_(...); void zungqr_(...);
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void sormqr_(...); void dormqr_(...); void cunmqr_(...); void zunmqr_(...);
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void sgees_ (...); void dgees_ (...); void cgees_ (...); void zgees_ (...);
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void sgeev_ (...); void dgeev_ (...); void cgeev_ (...); void zgeev_ (...);
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void sgeesx_(...); void dgeesx_(...); void cgeesx_(...); void zgeesx_(...);
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void sgesvd_(...); void dgesvd_(...); void cgesvd_(...); void zgesvd_(...);
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}
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/* ********************************************************************* */
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/* LU decomposition. */
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/* ********************************************************************* */
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# define getrf_interface(lapack_name, base_type) inline \
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size_type lu_factor(dense_matrix<base_type > &A, std::vector<int> &ipvt){\
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GMMLAPACK_TRACE("getrf_interface"); \
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int m = int(mat_nrows(A)), n = int(mat_ncols(A)), lda(m), info(0); \
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if (m && n) lapack_name(&m, &n, &A(0,0), &lda, &ipvt[0], &info); \
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return size_type(info); \
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}
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getrf_interface(sgetrf_, BLAS_S)
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getrf_interface(dgetrf_, BLAS_D)
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getrf_interface(cgetrf_, BLAS_C)
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getrf_interface(zgetrf_, BLAS_Z)
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/* ********************************************************************* */
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/* LU solve. */
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/* ********************************************************************* */
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# define getrs_interface(f_name, trans1, lapack_name, base_type) inline \
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void f_name(const dense_matrix<base_type > &A, \
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const std::vector<int> &ipvt, std::vector<base_type > &x, \
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const std::vector<base_type > &b) { \
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GMMLAPACK_TRACE("getrs_interface"); \
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int n = int(mat_nrows(A)), info, nrhs(1); \
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gmm::copy(b, x); trans1; \
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if (n) \
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lapack_name(&t, &n, &nrhs, &(A(0,0)),&n,&ipvt[0], &x[0], &n, &info); \
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}
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# define getrs_trans_n const char t = 'N'
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# define getrs_trans_t const char t = 'T'
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getrs_interface(lu_solve, getrs_trans_n, sgetrs_, BLAS_S)
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getrs_interface(lu_solve, getrs_trans_n, dgetrs_, BLAS_D)
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getrs_interface(lu_solve, getrs_trans_n, cgetrs_, BLAS_C)
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getrs_interface(lu_solve, getrs_trans_n, zgetrs_, BLAS_Z)
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getrs_interface(lu_solve_transposed, getrs_trans_t, sgetrs_, BLAS_S)
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getrs_interface(lu_solve_transposed, getrs_trans_t, dgetrs_, BLAS_D)
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getrs_interface(lu_solve_transposed, getrs_trans_t, cgetrs_, BLAS_C)
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getrs_interface(lu_solve_transposed, getrs_trans_t, zgetrs_, BLAS_Z)
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/* ********************************************************************* */
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/* LU inverse. */
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/* ********************************************************************* */
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# define getri_interface(lapack_name, base_type) inline \
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void lu_inverse(const dense_matrix<base_type > &LU, \
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std::vector<int> &ipvt, const dense_matrix<base_type > &A_) { \
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GMMLAPACK_TRACE("getri_interface"); \
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dense_matrix<base_type> &A \
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= const_cast<dense_matrix<base_type > &>(A_); \
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int n = int(mat_nrows(A)), info, lwork(10000); base_type work[10000]; \
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if (n) { \
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std::copy(LU.begin(), LU.end(), A.begin()); \
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lapack_name(&n, &A(0,0), &n, &ipvt[0], &work[0], &lwork, &info); \
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} \
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}
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getri_interface(sgetri_, BLAS_S)
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getri_interface(dgetri_, BLAS_D)
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getri_interface(cgetri_, BLAS_C)
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getri_interface(zgetri_, BLAS_Z)
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/* ********************************************************************* */
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/* QR factorization. */
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/* ********************************************************************* */
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# define geqrf_interface(lapack_name1, base_type) inline \
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void qr_factor(dense_matrix<base_type > &A){ \
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GMMLAPACK_TRACE("geqrf_interface"); \
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int m = int(mat_nrows(A)), n = int(mat_ncols(A)), info, lwork(-1); \
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base_type work1; \
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if (m && n) { \
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std::vector<base_type > tau(n); \
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lapack_name1(&m, &n, &A(0,0), &m, &tau[0], &work1 , &lwork, &info); \
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lwork = int(gmm::real(work1)); \
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std::vector<base_type > work(lwork); \
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lapack_name1(&m, &n, &A(0,0), &m, &tau[0], &work[0], &lwork, &info); \
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GMM_ASSERT1(!info, "QR factorization failed"); \
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} \
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}
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geqrf_interface(sgeqrf_, BLAS_S)
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geqrf_interface(dgeqrf_, BLAS_D)
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// For complex values, housholder vectors are not the same as in
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// gmm::lu_factor. Impossible to interface for the moment.
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// geqrf_interface(cgeqrf_, BLAS_C)
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// geqrf_interface(zgeqrf_, BLAS_Z)
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# define geqrf_interface2(lapack_name1, lapack_name2, base_type) inline \
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void qr_factor(const dense_matrix<base_type > &A, \
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dense_matrix<base_type > &Q, dense_matrix<base_type > &R) { \
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GMMLAPACK_TRACE("geqrf_interface2"); \
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int m = int(mat_nrows(A)), n = int(mat_ncols(A)), info, lwork(-1); \
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base_type work1; \
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if (m && n) { \
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std::copy(A.begin(), A.end(), Q.begin()); \
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std::vector<base_type > tau(n); \
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lapack_name1(&m, &n, &Q(0,0), &m, &tau[0], &work1 , &lwork, &info); \
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lwork = int(gmm::real(work1)); \
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std::vector<base_type > work(lwork); \
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lapack_name1(&m, &n, &Q(0,0), &m, &tau[0], &work[0], &lwork, &info); \
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GMM_ASSERT1(!info, "QR factorization failed"); \
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base_type *p = &R(0,0), *q = &Q(0,0); \
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for (int j = 0; j < n; ++j, q += m-n) \
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for (int i = 0; i < n; ++i, ++p, ++q) \
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*p = (j < i) ? base_type(0) : *q; \
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lapack_name2(&m, &n, &n, &Q(0,0), &m,&tau[0],&work[0],&lwork,&info); \
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} \
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else gmm::clear(Q); \
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}
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geqrf_interface2(sgeqrf_, sorgqr_, BLAS_S)
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geqrf_interface2(dgeqrf_, dorgqr_, BLAS_D)
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geqrf_interface2(cgeqrf_, cungqr_, BLAS_C)
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geqrf_interface2(zgeqrf_, zungqr_, BLAS_Z)
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/* ********************************************************************* */
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/* QR algorithm for eigenvalues search. */
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/* ********************************************************************* */
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# define gees_interface(lapack_name, base_type) \
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template <typename VECT> inline void implicit_qr_algorithm( \
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const dense_matrix<base_type > &A, const VECT &eigval_, \
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dense_matrix<base_type > &Q, \
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double tol=gmm::default_tol(base_type()), bool compvect = true) { \
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GMMLAPACK_TRACE("gees_interface"); \
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typedef bool (*L_fp)(...); L_fp p = 0; \
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int n = int(mat_nrows(A)), info, lwork(-1), sdim; base_type work1; \
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if (!n) return; \
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dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
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char jobvs = (compvect ? 'V' : 'N'), sort = 'N'; \
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std::vector<double> rwork(n), eigv1(n), eigv2(n); \
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lapack_name(&jobvs, &sort, p, &n, &H(0,0), &n, &sdim, &eigv1[0], \
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&eigv2[0], &Q(0,0), &n, &work1, &lwork, &rwork[0], &info); \
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lwork = int(gmm::real(work1)); \
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std::vector<base_type > work(lwork); \
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lapack_name(&jobvs, &sort, p, &n, &H(0,0), &n, &sdim, &eigv1[0], \
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&eigv2[0], &Q(0,0), &n, &work[0], &lwork, &rwork[0],&info);\
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GMM_ASSERT1(!info, "QR algorithm failed"); \
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extract_eig(H, const_cast<VECT &>(eigval_), tol); \
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}
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# define gees_interface2(lapack_name, base_type) \
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template <typename VECT> inline void implicit_qr_algorithm( \
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const dense_matrix<base_type > &A, const VECT &eigval_, \
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dense_matrix<base_type > &Q, \
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double tol=gmm::default_tol(base_type()), bool compvect = true) { \
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GMMLAPACK_TRACE("gees_interface2"); \
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typedef bool (*L_fp)(...); L_fp p = 0; \
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int n = int(mat_nrows(A)), info, lwork(-1), sdim; base_type work1; \
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if (!n) return; \
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dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
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char jobvs = (compvect ? 'V' : 'N'), sort = 'N'; \
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std::vector<double> rwork(n), eigvv(n*2); \
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lapack_name(&jobvs, &sort, p, &n, &H(0,0), &n, &sdim, &eigvv[0], \
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&Q(0,0), &n, &work1, &lwork, &rwork[0], &rwork[0], &info); \
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lwork = int(gmm::real(work1)); \
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std::vector<base_type > work(lwork); \
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lapack_name(&jobvs, &sort, p, &n, &H(0,0), &n, &sdim, &eigvv[0], \
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&Q(0,0), &n, &work[0], &lwork, &rwork[0], &rwork[0],&info);\
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GMM_ASSERT1(!info, "QR algorithm failed"); \
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extract_eig(H, const_cast<VECT &>(eigval_), tol); \
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}
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gees_interface(sgees_, BLAS_S)
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gees_interface(dgees_, BLAS_D)
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gees_interface2(cgees_, BLAS_C)
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gees_interface2(zgees_, BLAS_Z)
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# define jobv_right char jobvl = 'N', jobvr = 'V';
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# define jobv_left char jobvl = 'V', jobvr = 'N';
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# define geev_interface(lapack_name, base_type, side) \
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template <typename VECT> inline void geev_interface_ ## side( \
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const dense_matrix<base_type > &A, const VECT &eigval_, \
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dense_matrix<base_type > &Q) { \
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GMMLAPACK_TRACE("geev_interface"); \
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int n = int(mat_nrows(A)), info, lwork(-1); base_type work1; \
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if (!n) return; \
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dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
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jobv_ ## side \
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std::vector<base_type > eigvr(n), eigvi(n); \
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lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigvr[0], &eigvi[0], \
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&Q(0,0), &n, &Q(0,0), &n, &work1, &lwork, &info); \
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lwork = int(gmm::real(work1)); \
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std::vector<base_type > work(lwork); \
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lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigvr[0], &eigvi[0], \
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&Q(0,0), &n, &Q(0,0), &n, &work[0], &lwork, &info); \
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GMM_ASSERT1(!info, "QR algorithm failed"); \
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gmm::copy(eigvr, gmm::real_part(const_cast<VECT &>(eigval_))); \
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gmm::copy(eigvi, gmm::imag_part(const_cast<VECT &>(eigval_))); \
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}
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# define geev_interface2(lapack_name, base_type, side) \
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template <typename VECT> inline void geev_interface_ ## side( \
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const dense_matrix<base_type > &A, const VECT &eigval_, \
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dense_matrix<base_type > &Q) { \
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GMMLAPACK_TRACE("geev_interface"); \
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int n = int(mat_nrows(A)), info, lwork(-1); base_type work1; \
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if (!n) return; \
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dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
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jobv_ ## side \
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std::vector<base_type::value_type> rwork(2*n); \
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std::vector<base_type> eigv(n); \
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lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigv[0], &Q(0,0), &n, \
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&Q(0,0), &n, &work1, &lwork, &rwork[0], &info); \
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lwork = int(gmm::real(work1)); \
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std::vector<base_type > work(lwork); \
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lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigv[0], &Q(0,0), &n, \
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&Q(0,0), &n, &work[0], &lwork, &rwork[0], &info); \
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GMM_ASSERT1(!info, "QR algorithm failed"); \
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gmm::copy(eigv, const_cast<VECT &>(eigval_)); \
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||
|
}
|
||
|
|
||
|
geev_interface(sgeev_, BLAS_S, right)
|
||
|
geev_interface(dgeev_, BLAS_D, right)
|
||
|
geev_interface2(cgeev_, BLAS_C, right)
|
||
|
geev_interface2(zgeev_, BLAS_Z, right)
|
||
|
|
||
|
geev_interface(sgeev_, BLAS_S, left)
|
||
|
geev_interface(dgeev_, BLAS_D, left)
|
||
|
geev_interface2(cgeev_, BLAS_C, left)
|
||
|
geev_interface2(zgeev_, BLAS_Z, left)
|
||
|
|
||
|
|
||
|
/* ********************************************************************* */
|
||
|
/* SCHUR algorithm: */
|
||
|
/* A = Q*S*(Q^T), with Q orthogonal and S upper quasi-triangula */
|
||
|
/* ********************************************************************* */
|
||
|
|
||
|
# define geesx_interface(lapack_name, base_type) inline \
|
||
|
void schur(dense_matrix<base_type> &A, \
|
||
|
dense_matrix<base_type> &S, \
|
||
|
dense_matrix<base_type> &Q) { \
|
||
|
GMMLAPACK_TRACE("geesx_interface"); \
|
||
|
int m = int(mat_nrows(A)), n = int(mat_ncols(A)); \
|
||
|
GMM_ASSERT1(m == n, "Schur decomposition requires square matrix"); \
|
||
|
char jobvs = 'V', sort = 'N', sense = 'N'; \
|
||
|
bool select = false; \
|
||
|
int lwork = 8*n, sdim = 0, liwork = 1; \
|
||
|
std::vector<base_type> work(lwork), wr(n), wi(n); \
|
||
|
std::vector<int> iwork(liwork); \
|
||
|
std::vector<int> bwork(1); \
|
||
|
resize(S, n, n); copy(A, S); \
|
||
|
resize(Q, n, n); \
|
||
|
base_type rconde(0), rcondv(0); \
|
||
|
int info = -1; \
|
||
|
lapack_name(&jobvs, &sort, &select, &sense, &n, &S(0,0), &n, \
|
||
|
&sdim, &wr[0], &wi[0], &Q(0,0), &n, &rconde, &rcondv, \
|
||
|
&work[0], &lwork, &iwork[0], &liwork, &bwork[0], &info);\
|
||
|
GMM_ASSERT1(!info, "SCHUR algorithm failed"); \
|
||
|
}
|
||
|
|
||
|
# define geesx_interface2(lapack_name, base_type) inline \
|
||
|
void schur(dense_matrix<base_type> &A, \
|
||
|
dense_matrix<base_type> &S, \
|
||
|
dense_matrix<base_type> &Q) { \
|
||
|
GMMLAPACK_TRACE("geesx_interface"); \
|
||
|
int m = int(mat_nrows(A)), n = int(mat_ncols(A)); \
|
||
|
GMM_ASSERT1(m == n, "Schur decomposition requires square matrix"); \
|
||
|
char jobvs = 'V', sort = 'N', sense = 'N'; \
|
||
|
bool select = false; \
|
||
|
int lwork = 8*n, sdim = 0; \
|
||
|
std::vector<base_type::value_type> rwork(lwork); \
|
||
|
std::vector<base_type> work(lwork), w(n); \
|
||
|
std::vector<int> bwork(1); \
|
||
|
resize(S, n, n); copy(A, S); \
|
||
|
resize(Q, n, n); \
|
||
|
base_type rconde(0), rcondv(0); \
|
||
|
int info = -1; \
|
||
|
lapack_name(&jobvs, &sort, &select, &sense, &n, &S(0,0), &n, \
|
||
|
&sdim, &w[0], &Q(0,0), &n, &rconde, &rcondv, \
|
||
|
&work[0], &lwork, &rwork[0], &bwork[0], &info); \
|
||
|
GMM_ASSERT1(!info, "SCHUR algorithm failed"); \
|
||
|
}
|
||
|
|
||
|
geesx_interface(sgeesx_, BLAS_S)
|
||
|
geesx_interface(dgeesx_, BLAS_D)
|
||
|
geesx_interface2(cgeesx_, BLAS_C)
|
||
|
geesx_interface2(zgeesx_, BLAS_Z)
|
||
|
|
||
|
template <typename MAT>
|
||
|
void schur(const MAT &A_, MAT &S, MAT &Q) {
|
||
|
MAT A(A_);
|
||
|
schur(A, S, Q);
|
||
|
}
|
||
|
|
||
|
|
||
|
/* ********************************************************************* */
|
||
|
/* Interface to SVD. Does not correspond to a Gmm++ functionnality. */
|
||
|
/* Author : Sebastian Nowozin <sebastian.nowozin@tuebingen.mpg.de> */
|
||
|
/* ********************************************************************* */
|
||
|
|
||
|
# define gesvd_interface(lapack_name, base_type) inline \
|
||
|
void svd(dense_matrix<base_type> &X, \
|
||
|
dense_matrix<base_type> &U, \
|
||
|
dense_matrix<base_type> &Vtransposed, \
|
||
|
std::vector<base_type> &sigma) { \
|
||
|
GMMLAPACK_TRACE("gesvd_interface"); \
|
||
|
int m = int(mat_nrows(X)), n = int(mat_ncols(X)); \
|
||
|
int mn_min = m < n ? m : n; \
|
||
|
sigma.resize(mn_min); \
|
||
|
std::vector<base_type> work(15 * mn_min); \
|
||
|
int lwork = int(work.size()); \
|
||
|
resize(U, m, m); \
|
||
|
resize(Vtransposed, n, n); \
|
||
|
char job = 'A'; \
|
||
|
int info = -1; \
|
||
|
lapack_name(&job, &job, &m, &n, &X(0,0), &m, &sigma[0], &U(0,0), \
|
||
|
&m, &Vtransposed(0,0), &n, &work[0], &lwork, &info); \
|
||
|
}
|
||
|
|
||
|
# define cgesvd_interface(lapack_name, base_type, base_type2) inline \
|
||
|
void svd(dense_matrix<base_type> &X, \
|
||
|
dense_matrix<base_type> &U, \
|
||
|
dense_matrix<base_type> &Vtransposed, \
|
||
|
std::vector<base_type2> &sigma) { \
|
||
|
GMMLAPACK_TRACE("gesvd_interface"); \
|
||
|
int m = int(mat_nrows(X)), n = int(mat_ncols(X)); \
|
||
|
int mn_min = m < n ? m : n; \
|
||
|
sigma.resize(mn_min); \
|
||
|
std::vector<base_type> work(15 * mn_min); \
|
||
|
std::vector<base_type2> rwork(5 * mn_min); \
|
||
|
int lwork = int(work.size()); \
|
||
|
resize(U, m, m); \
|
||
|
resize(Vtransposed, n, n); \
|
||
|
char job = 'A'; \
|
||
|
int info = -1; \
|
||
|
lapack_name(&job, &job, &m, &n, &X(0,0), &m, &sigma[0], &U(0,0), \
|
||
|
&m, &Vtransposed(0,0), &n, &work[0], &lwork, \
|
||
|
&rwork[0], &info); \
|
||
|
}
|
||
|
|
||
|
gesvd_interface(sgesvd_, BLAS_S)
|
||
|
gesvd_interface(dgesvd_, BLAS_D)
|
||
|
cgesvd_interface(cgesvd_, BLAS_C, BLAS_S)
|
||
|
cgesvd_interface(zgesvd_, BLAS_Z, BLAS_D)
|
||
|
|
||
|
template <typename MAT, typename VEC>
|
||
|
void svd(const MAT &X_, MAT &U, MAT &Vtransposed, VEC &sigma) {
|
||
|
MAT X(X_);
|
||
|
svd(X, U, Vtransposed, sigma);
|
||
|
}
|
||
|
|
||
|
|
||
|
|
||
|
|
||
|
}
|
||
|
|
||
|
#else
|
||
|
|
||
|
namespace gmm
|
||
|
{
|
||
|
template <typename MAT>
|
||
|
void schur(const MAT &A_, MAT &S, MAT &Q)
|
||
|
{
|
||
|
GMM_ASSERT1(false, "Use of function schur(A,S,Q) requires GetFEM++ "
|
||
|
"to be built with Lapack");
|
||
|
}
|
||
|
|
||
|
}// namespace gmm
|
||
|
|
||
|
#endif // GMM_USES_LAPACK
|
||
|
|
||
|
#endif // GMM_LAPACK_INTERFACE_H
|