nmatrix-atlas 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/ext/nmatrix/data/complex.h +364 -0
- data/ext/nmatrix/data/data.h +638 -0
- data/ext/nmatrix/data/meta.h +64 -0
- data/ext/nmatrix/data/ruby_object.h +389 -0
- data/ext/nmatrix/math/asum.h +120 -0
- data/ext/nmatrix/math/cblas_enums.h +36 -0
- data/ext/nmatrix/math/cblas_templates_core.h +507 -0
- data/ext/nmatrix/math/gemm.h +241 -0
- data/ext/nmatrix/math/gemv.h +178 -0
- data/ext/nmatrix/math/getrf.h +255 -0
- data/ext/nmatrix/math/getrs.h +121 -0
- data/ext/nmatrix/math/imax.h +79 -0
- data/ext/nmatrix/math/laswp.h +165 -0
- data/ext/nmatrix/math/long_dtype.h +49 -0
- data/ext/nmatrix/math/math.h +744 -0
- data/ext/nmatrix/math/nrm2.h +160 -0
- data/ext/nmatrix/math/rot.h +117 -0
- data/ext/nmatrix/math/rotg.h +106 -0
- data/ext/nmatrix/math/scal.h +71 -0
- data/ext/nmatrix/math/trsm.h +332 -0
- data/ext/nmatrix/math/util.h +148 -0
- data/ext/nmatrix/nm_memory.h +60 -0
- data/ext/nmatrix/nmatrix.h +408 -0
- data/ext/nmatrix/ruby_constants.h +106 -0
- data/ext/nmatrix/storage/common.h +176 -0
- data/ext/nmatrix/storage/dense/dense.h +128 -0
- data/ext/nmatrix/storage/list/list.h +137 -0
- data/ext/nmatrix/storage/storage.h +98 -0
- data/ext/nmatrix/storage/yale/class.h +1139 -0
- data/ext/nmatrix/storage/yale/iterators/base.h +142 -0
- data/ext/nmatrix/storage/yale/iterators/iterator.h +130 -0
- data/ext/nmatrix/storage/yale/iterators/row.h +449 -0
- data/ext/nmatrix/storage/yale/iterators/row_stored.h +139 -0
- data/ext/nmatrix/storage/yale/iterators/row_stored_nd.h +168 -0
- data/ext/nmatrix/storage/yale/iterators/stored_diagonal.h +123 -0
- data/ext/nmatrix/storage/yale/math/transpose.h +110 -0
- data/ext/nmatrix/storage/yale/yale.h +202 -0
- data/ext/nmatrix/types.h +54 -0
- data/ext/nmatrix/util/io.h +115 -0
- data/ext/nmatrix/util/sl_list.h +143 -0
- data/ext/nmatrix/util/util.h +78 -0
- data/ext/nmatrix_atlas/extconf.rb +250 -0
- data/ext/nmatrix_atlas/math_atlas.cpp +1206 -0
- data/ext/nmatrix_atlas/math_atlas/cblas_templates_atlas.h +72 -0
- data/ext/nmatrix_atlas/math_atlas/clapack_templates.h +332 -0
- data/ext/nmatrix_atlas/math_atlas/geev.h +82 -0
- data/ext/nmatrix_atlas/math_atlas/gesdd.h +83 -0
- data/ext/nmatrix_atlas/math_atlas/gesvd.h +81 -0
- data/ext/nmatrix_atlas/math_atlas/inc.h +47 -0
- data/ext/nmatrix_atlas/nmatrix_atlas.cpp +44 -0
- data/lib/nmatrix/atlas.rb +213 -0
- data/lib/nmatrix/lapack_ext_common.rb +69 -0
- data/spec/00_nmatrix_spec.rb +730 -0
- data/spec/01_enum_spec.rb +190 -0
- data/spec/02_slice_spec.rb +389 -0
- data/spec/03_nmatrix_monkeys_spec.rb +78 -0
- data/spec/2x2_dense_double.mat +0 -0
- data/spec/4x4_sparse.mat +0 -0
- data/spec/4x5_dense.mat +0 -0
- data/spec/blas_spec.rb +193 -0
- data/spec/elementwise_spec.rb +303 -0
- data/spec/homogeneous_spec.rb +99 -0
- data/spec/io/fortran_format_spec.rb +88 -0
- data/spec/io/harwell_boeing_spec.rb +98 -0
- data/spec/io/test.rua +9 -0
- data/spec/io_spec.rb +149 -0
- data/spec/lapack_core_spec.rb +482 -0
- data/spec/leakcheck.rb +16 -0
- data/spec/math_spec.rb +730 -0
- data/spec/nmatrix_yale_resize_test_associations.yaml +2802 -0
- data/spec/nmatrix_yale_spec.rb +286 -0
- data/spec/plugins/atlas/atlas_spec.rb +242 -0
- data/spec/rspec_monkeys.rb +56 -0
- data/spec/rspec_spec.rb +34 -0
- data/spec/shortcuts_spec.rb +310 -0
- data/spec/slice_set_spec.rb +157 -0
- data/spec/spec_helper.rb +140 -0
- data/spec/stat_spec.rb +203 -0
- data/spec/test.pcd +20 -0
- data/spec/utm5940.mtx +83844 -0
- metadata +159 -0
@@ -0,0 +1,78 @@
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/////////////////////////////////////////////////////////////////////
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// = NMatrix
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//
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// A linear algebra library for scientific computation in Ruby.
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// NMatrix is part of SciRuby.
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//
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// NMatrix was originally inspired by and derived from NArray, by
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// Masahiro Tanaka: http://narray.rubyforge.org
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//
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// == Copyright Information
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//
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// SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
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// NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
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//
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// Please see LICENSE.txt for additional copyright notices.
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//
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// == Contributing
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//
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// By contributing source code to SciRuby, you agree to be bound by
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// our Contributor Agreement:
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//
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// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
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//
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// == util.h
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//
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// Header file for utility functions and data.
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#ifndef UTIL_H
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#define UTIL_H
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/*
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* Standard Includes
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*/
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/*
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* Project Includes
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*/
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#include "types.h"
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/*
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* Macros
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*/
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/*
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* Types
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*/
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/*
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* Data
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*/
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/*
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* Functions
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*/
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namespace nm {
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template <typename Type>
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inline Type gcf(Type x, Type y) {
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Type t;
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if (x < 0) x = -x;
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if (y < 0) y = -y;
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if (x == 0) return y;
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if (y == 0) return x;
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while (x > 0) {
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t = x;
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x = y % x;
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y = t;
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}
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return y;
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}
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} // end of namespace nm
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#endif // UTIL_H
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# = NMatrix
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#
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# A linear algebra library for scientific computation in Ruby.
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# NMatrix is part of SciRuby.
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#
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# NMatrix was originally inspired by and derived from NArray, by
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# Masahiro Tanaka: http://narray.rubyforge.org
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#
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# == Copyright Information
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#
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# SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
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# NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
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#
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# Please see LICENSE.txt for additional copyright notices.
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#
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# == Contributing
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#
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# By contributing source code to SciRuby, you agree to be bound by
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# our Contributor Agreement:
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#
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# * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
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#
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# == extconf.rb
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#
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# This file checks for ATLAS and other necessary headers, and
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# generates a Makefile for compiling NMatrix.
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require "mkmf"
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# Function derived from NArray's extconf.rb.
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def have_type(type, header=nil) #:nodoc:
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printf "checking for %s... ", type
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STDOUT.flush
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src = <<"SRC"
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#include <ruby.h>
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SRC
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src << <<"SRC" unless header.nil?
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#include <#{header}>
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SRC
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r = try_link(src + <<"SRC")
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int main() { return 0; }
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int t() { #{type} a; return 0; }
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SRC
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unless r
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print "no\n"
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return false
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end
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$defs.push(format("-DHAVE_%s", type.upcase))
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print "yes\n"
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return true
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end
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# Function derived from NArray's extconf.rb.
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def create_conf_h(file) #:nodoc:
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print "creating #{file}\n"
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File.open(file, 'w') do |hfile|
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header_guard = file.upcase.sub(/\s|\./, '_')
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hfile.puts "#ifndef #{header_guard}"
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hfile.puts "#define #{header_guard}"
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hfile.puts
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# FIXME: Find a better way to do this:
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hfile.puts "#define RUBY_2 1" if RUBY_VERSION >= '2.0'
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for line in $defs
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line =~ /^-D(.*)/
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hfile.printf "#define %s 1\n", $1
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end
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hfile.puts
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hfile.puts "#endif"
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end
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end
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if RUBY_VERSION < '1.9'
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raise(NotImplementedError, "Sorry, you need at least Ruby 1.9!")
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else
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#$INSTALLFILES = [['nmatrix.h', '$(archdir)'], ['nmatrix.hpp', '$(archdir)'], ['nmatrix_config.h', '$(archdir)'], ['nm_memory.h', '$(archdir)']]
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if /cygwin|mingw/ =~ RUBY_PLATFORM
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#$INSTALLFILES << ['libnmatrix.a', '$(archdir)']
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end
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end
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if /cygwin|mingw/ =~ RUBY_PLATFORM
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CONFIG["DLDFLAGS"] << " --output-lib libnmatrix.a"
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end
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$DEBUG = true
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#not the right way to add this include directory
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$CFLAGS = ["-Wall -Werror=return-type -I$(srcdir)/../nmatrix",$CFLAGS].join(" ")
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$CXXFLAGS = ["-Wall -Werror=return-type -I$(srcdir)/../nmatrix",$CXXFLAGS].join(" ")
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$CPPFLAGS = ["-Wall -Werror=return-type -I$(srcdir)/../nmatrix",$CPPFLAGS].join(" ")
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# When adding objects here, make sure their directories are included in CLEANOBJS down at the bottom of extconf.rb.
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# Why not just autogenerate this list from all .c/.cpp files in directory?
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basenames = %w{nmatrix_atlas math_atlas}
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$objs = basenames.map { |b| "#{b}.o" }
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$srcs = basenames.map { |b| "#{b}.cpp" }
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#CONFIG['CXX'] = 'clang++'
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CONFIG['CXX'] = 'g++'
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def find_newer_gplusplus #:nodoc:
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print "checking for apparent GNU g++ binary with C++0x/C++11 support... "
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[9,8,7,6,5,4,3].each do |minor|
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ver = "4.#{minor}"
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gpp = "g++-#{ver}"
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result = `which #{gpp}`
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next if result.empty?
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CONFIG['CXX'] = gpp
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puts ver
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return CONFIG['CXX']
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end
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false
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end
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def gplusplus_version
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cxxvar = proc { |n| `#{CONFIG['CXX']} -E -dM - </dev/null | grep #{n}`.chomp.split(' ')[2] }
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major = cxxvar.call('__GNUC__')
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minor = cxxvar.call('__GNUC_MINOR__')
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patch = cxxvar.call('__GNUC_PATCHLEVEL__')
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raise("unable to determine g++ version (match to get version was nil)") if major.nil? || minor.nil? || patch.nil?
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"#{major}.#{minor}.#{patch}"
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end
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if CONFIG['CXX'] == 'clang++'
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$CPP_STANDARD = 'c++11'
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else
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version = gplusplus_version
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if version < '4.3.0' && CONFIG['CXX'] == 'g++' # see if we can find a newer G++, unless it's been overridden by user
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if !find_newer_gplusplus
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raise("You need a version of g++ which supports -std=c++0x or -std=c++11. If you're on a Mac and using Homebrew, we recommend using mac-brew-gcc.sh to install a more recent g++.")
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end
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version = gplusplus_version
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end
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if version < '4.7.0'
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$CPP_STANDARD = 'c++0x'
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else
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$CPP_STANDARD = 'c++11'
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end
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puts "using C++ standard... #{$CPP_STANDARD}"
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puts "g++ reports version... " + `#{CONFIG['CXX']} --version|head -n 1|cut -f 3 -d " "`
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end
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# add smmp in to get generic transp; remove smmp2 to eliminate funcptr transp
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# The next line allows the user to supply --with-atlas-dir=/usr/local/atlas,
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# --with-atlas-lib or --with-atlas-include and tell the compiler where to look
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# for ATLAS. The same for all the others
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#
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#dir_config("clapack", ["/usr/local/atlas/include"], [])
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#
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#
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# Is g++ having trouble finding your header files?
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# Try this:
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# export C_INCLUDE_PATH=/usr/local/atlas/include
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# export CPLUS_INCLUDE_PATH=/usr/local/atlas/include
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# (substituting in the path of your cblas.h and clapack.h for the path I used). -- JW 8/27/12
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idefaults = {lapack: ["/usr/include/atlas"],
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cblas: ["/usr/local/atlas/include", "/usr/include/atlas"],
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atlas: ["/usr/local/atlas/include", "/usr/include/atlas"]}
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# For some reason, if we try to look for /usr/lib64/atlas on a Mac OS X Mavericks system, and the directory does not
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# exist, it will give a linker error -- even if the lib dir is already correctly included with -L. So we need to check
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# that Dir.exists?(d) for each.
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ldefaults = {lapack: ["/usr/local/lib", "/usr/local/atlas/lib", "/usr/lib64/atlas"].delete_if { |d| !Dir.exists?(d) },
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cblas: ["/usr/local/lib", "/usr/local/atlas/lib", "/usr/lib64/atlas"].delete_if { |d| !Dir.exists?(d) },
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atlas: ["/usr/local/lib", "/usr/local/atlas/lib", "/usr/lib", "/usr/lib64/atlas"].delete_if { |d| !Dir.exists?(d) }}
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if have_library("clapack") # Usually only applies for Mac OS X
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$libs += " -lclapack "
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end
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unless have_library("lapack")
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dir_config("lapack", idefaults[:lapack], ldefaults[:lapack])
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end
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unless have_library("cblas")
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dir_config("cblas", idefaults[:cblas], ldefaults[:cblas])
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end
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unless have_library("atlas")
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dir_config("atlas", idefaults[:atlas], ldefaults[:atlas])
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end
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# If BLAS and LAPACK headers are in an atlas directory, prefer those. Otherwise,
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# we try our luck with the default location.
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if have_header("atlas/cblas.h")
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have_header("atlas/clapack.h")
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else
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have_header("cblas.h")
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have_header("clapack.h")
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end
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# Although have_func is supposed to take a list as its second argument, I find that it simply
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# applies a :to_s to the second arg and doesn't actually check each one. We may want to put
|
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# have_func calls inside an :each block which checks atlas/clapack.h, cblas.h, clapack.h, and
|
216
|
+
# lastly lapack.h. On Ubuntu, it only works if I use atlas/clapack.h. --@mohawkjohn 8/20/14
|
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+
have_func("clapack_dgetrf", "atlas/clapack.h")
|
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+
have_func("clapack_dgetri", "atlas/clapack.h")
|
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have_func("dgesvd_", "clapack.h") # This may not do anything. dgesvd_ seems to be in LAPACK, not CLAPACK.
|
220
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+
|
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|
+
have_func("cblas_dgemm", "cblas.h")
|
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|
+
|
223
|
+
#have_func("rb_scan_args", "ruby.h")
|
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+
|
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#find_library("lapack", "clapack_dgetrf")
|
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#find_library("cblas", "cblas_dgemm")
|
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|
+
#find_library("atlas", "ATL_dgemmNN")
|
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|
+
# Order matters here: ATLAS has to go after LAPACK: http://mail.scipy.org/pipermail/scipy-user/2007-January/010717.html
|
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+
$libs += " -llapack -lcblas -latlas "
|
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#$libs += " -lprofiler "
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+
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+
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# For release, these next two should both be changed to -O3.
|
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+
$CFLAGS += " -O3" #" -O0 -g "
|
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+
#$CFLAGS += " -static -O0 -g "
|
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|
+
$CPPFLAGS += " -O3 -std=#{$CPP_STANDARD}" #" -O0 -g -std=#{$CPP_STANDARD} " #-fmax-errors=10 -save-temps
|
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+
#$CPPFLAGS += " -static -O0 -g -std=#{$CPP_STANDARD} "
|
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+
|
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|
+
CONFIG['warnflags'].gsub!('-Wshorten-64-to-32', '') # doesn't work except in Mac-patched gcc (4.2)
|
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|
+
CONFIG['warnflags'].gsub!('-Wdeclaration-after-statement', '')
|
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+
CONFIG['warnflags'].gsub!('-Wimplicit-function-declaration', '')
|
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+
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+
create_conf_h("nmatrix_atlas_config.h")
|
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+
create_makefile("nmatrix_atlas")
|
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+
|
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|
+
# to clean up object files in subdirectories:
|
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|
+
open('Makefile', 'a') do |f|
|
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|
+
clean_objs_paths = %w{ }.map { |d| "#{d}/*.#{CONFIG["OBJEXT"]}" }
|
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|
+
f.write("CLEANOBJS := $(CLEANOBJS) #{clean_objs_paths.join(' ')}")
|
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|
+
end
|
@@ -0,0 +1,1206 @@
|
|
1
|
+
/////////////////////////////////////////////////////////////////////
|
2
|
+
// = NMatrix
|
3
|
+
//
|
4
|
+
// A linear algebra library for scientific computation in Ruby.
|
5
|
+
// NMatrix is part of SciRuby.
|
6
|
+
//
|
7
|
+
// NMatrix was originally inspired by and derived from NArray, by
|
8
|
+
// Masahiro Tanaka: http://narray.rubyforge.org
|
9
|
+
//
|
10
|
+
// == Copyright Information
|
11
|
+
//
|
12
|
+
// SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
|
13
|
+
// NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
|
14
|
+
//
|
15
|
+
// Please see LICENSE.txt for additional copyright notices.
|
16
|
+
//
|
17
|
+
// == Contributing
|
18
|
+
//
|
19
|
+
// By contributing source code to SciRuby, you agree to be bound by
|
20
|
+
// our Contributor Agreement:
|
21
|
+
//
|
22
|
+
// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
|
23
|
+
//
|
24
|
+
// == math_atlas.cpp
|
25
|
+
//
|
26
|
+
// Ruby-exposed CBLAS and LAPACK functions that call ATLAS
|
27
|
+
// functions.
|
28
|
+
//
|
29
|
+
|
30
|
+
/*
|
31
|
+
* Project Includes
|
32
|
+
*/
|
33
|
+
|
34
|
+
#include "data/data.h"
|
35
|
+
|
36
|
+
#include "math_atlas/inc.h"
|
37
|
+
|
38
|
+
#include "math/util.h"
|
39
|
+
|
40
|
+
//BLAS
|
41
|
+
#include "math_atlas/cblas_templates_atlas.h"
|
42
|
+
|
43
|
+
//LAPACK
|
44
|
+
#include "math/laswp.h"
|
45
|
+
#include "math_atlas/clapack_templates.h"
|
46
|
+
|
47
|
+
#include "math_atlas/gesvd.h"
|
48
|
+
#include "math_atlas/gesdd.h"
|
49
|
+
#include "math_atlas/geev.h"
|
50
|
+
|
51
|
+
|
52
|
+
/*
|
53
|
+
* Forward Declarations
|
54
|
+
*/
|
55
|
+
|
56
|
+
extern "C" {
|
57
|
+
/* BLAS Level 1. */
|
58
|
+
static VALUE nm_atlas_cblas_scal(VALUE self, VALUE n, VALUE scale, VALUE vector, VALUE incx);
|
59
|
+
static VALUE nm_atlas_cblas_nrm2(VALUE self, VALUE n, VALUE x, VALUE incx);
|
60
|
+
static VALUE nm_atlas_cblas_asum(VALUE self, VALUE n, VALUE x, VALUE incx);
|
61
|
+
static VALUE nm_atlas_cblas_rot(VALUE self, VALUE n, VALUE x, VALUE incx, VALUE y, VALUE incy, VALUE c, VALUE s);
|
62
|
+
static VALUE nm_atlas_cblas_rotg(VALUE self, VALUE ab);
|
63
|
+
static VALUE nm_atlas_cblas_imax(VALUE self, VALUE n, VALUE x, VALUE incx);
|
64
|
+
|
65
|
+
/* BLAS Level 2. */
|
66
|
+
static VALUE nm_atlas_cblas_gemv(VALUE self, VALUE trans_a, VALUE m, VALUE n, VALUE vAlpha, VALUE a, VALUE lda,
|
67
|
+
VALUE x, VALUE incx, VALUE vBeta, VALUE y, VALUE incy);
|
68
|
+
|
69
|
+
/* BLAS Level 3. */
|
70
|
+
static VALUE nm_atlas_cblas_gemm(VALUE self, VALUE order, VALUE trans_a, VALUE trans_b, VALUE m, VALUE n, VALUE k, VALUE vAlpha,
|
71
|
+
VALUE a, VALUE lda, VALUE b, VALUE ldb, VALUE vBeta, VALUE c, VALUE ldc);
|
72
|
+
static VALUE nm_atlas_cblas_trsm(VALUE self, VALUE order, VALUE side, VALUE uplo, VALUE trans_a, VALUE diag, VALUE m, VALUE n,
|
73
|
+
VALUE vAlpha, VALUE a, VALUE lda, VALUE b, VALUE ldb);
|
74
|
+
static VALUE nm_atlas_cblas_trmm(VALUE self, VALUE order, VALUE side, VALUE uplo, VALUE trans_a, VALUE diag, VALUE m, VALUE n,
|
75
|
+
VALUE alpha, VALUE a, VALUE lda, VALUE b, VALUE ldb);
|
76
|
+
static VALUE nm_atlas_cblas_herk(VALUE self, VALUE order, VALUE uplo, VALUE trans, VALUE n, VALUE k, VALUE alpha, VALUE a,
|
77
|
+
VALUE lda, VALUE beta, VALUE c, VALUE ldc);
|
78
|
+
static VALUE nm_atlas_cblas_syrk(VALUE self, VALUE order, VALUE uplo, VALUE trans, VALUE n, VALUE k, VALUE alpha, VALUE a,
|
79
|
+
VALUE lda, VALUE beta, VALUE c, VALUE ldc);
|
80
|
+
|
81
|
+
/* LAPACK. */
|
82
|
+
static VALUE nm_atlas_has_clapack(VALUE self);
|
83
|
+
static VALUE nm_atlas_clapack_getrf(VALUE self, VALUE order, VALUE m, VALUE n, VALUE a, VALUE lda);
|
84
|
+
static VALUE nm_atlas_clapack_potrf(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda);
|
85
|
+
static VALUE nm_atlas_clapack_getrs(VALUE self, VALUE order, VALUE trans, VALUE n, VALUE nrhs, VALUE a, VALUE lda, VALUE ipiv, VALUE b, VALUE ldb);
|
86
|
+
static VALUE nm_atlas_clapack_potrs(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE nrhs, VALUE a, VALUE lda, VALUE b, VALUE ldb);
|
87
|
+
static VALUE nm_atlas_clapack_getri(VALUE self, VALUE order, VALUE n, VALUE a, VALUE lda, VALUE ipiv);
|
88
|
+
static VALUE nm_atlas_clapack_potri(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda);
|
89
|
+
static VALUE nm_atlas_clapack_laswp(VALUE self, VALUE n, VALUE a, VALUE lda, VALUE k1, VALUE k2, VALUE ipiv, VALUE incx);
|
90
|
+
|
91
|
+
static VALUE nm_atlas_lapack_gesvd(VALUE self, VALUE jobu, VALUE jobvt, VALUE m, VALUE n, VALUE a, VALUE lda, VALUE s, VALUE u, VALUE ldu, VALUE vt, VALUE ldvt, VALUE lworkspace_size);
|
92
|
+
static VALUE nm_atlas_lapack_gesdd(VALUE self, VALUE jobz, VALUE m, VALUE n, VALUE a, VALUE lda, VALUE s, VALUE u, VALUE ldu, VALUE vt, VALUE ldvt, VALUE lworkspace_size);
|
93
|
+
static VALUE nm_atlas_lapack_geev(VALUE self, VALUE compute_left, VALUE compute_right, VALUE n, VALUE a, VALUE lda, VALUE w, VALUE wi, VALUE vl, VALUE ldvl, VALUE vr, VALUE ldvr, VALUE lwork);
|
94
|
+
}
|
95
|
+
|
96
|
+
////////////////////
|
97
|
+
// Math Functions //
|
98
|
+
////////////////////
|
99
|
+
|
100
|
+
namespace nm {
|
101
|
+
namespace math {
|
102
|
+
namespace atlas {
|
103
|
+
|
104
|
+
/*
|
105
|
+
* Function signature conversion for calling CBLAS' gesvd functions as directly as possible.
|
106
|
+
*/
|
107
|
+
template <typename DType, typename CType>
|
108
|
+
inline static int lapack_gesvd(char jobu, char jobvt, int m, int n, void* a, int lda, void* s, void* u, int ldu, void* vt, int ldvt, void* work, int lwork, void* rwork) {
|
109
|
+
return gesvd<DType,CType>(jobu, jobvt, m, n, reinterpret_cast<DType*>(a), lda, reinterpret_cast<CType*>(s), reinterpret_cast<DType*>(u), ldu, reinterpret_cast<DType*>(vt), ldvt, reinterpret_cast<DType*>(work), lwork, reinterpret_cast<CType*>(rwork));
|
110
|
+
}
|
111
|
+
|
112
|
+
/*
|
113
|
+
* Function signature conversion for calling CBLAS' gesdd functions as directly as possible.
|
114
|
+
*/
|
115
|
+
template <typename DType, typename CType>
|
116
|
+
inline static int lapack_gesdd(char jobz, int m, int n, void* a, int lda, void* s, void* u, int ldu, void* vt, int ldvt, void* work, int lwork, int* iwork, void* rwork) {
|
117
|
+
return gesdd<DType,CType>(jobz, m, n, reinterpret_cast<DType*>(a), lda, reinterpret_cast<CType*>(s), reinterpret_cast<DType*>(u), ldu, reinterpret_cast<DType*>(vt), ldvt, reinterpret_cast<DType*>(work), lwork, iwork, reinterpret_cast<CType*>(rwork));
|
118
|
+
}
|
119
|
+
|
120
|
+
|
121
|
+
}
|
122
|
+
}
|
123
|
+
}
|
124
|
+
|
125
|
+
extern "C" {
|
126
|
+
|
127
|
+
///////////////////
|
128
|
+
// Ruby Bindings //
|
129
|
+
///////////////////
|
130
|
+
|
131
|
+
void nm_math_init_atlas() {
|
132
|
+
VALUE cNMatrix_ATLAS = rb_define_module_under(cNMatrix, "ATLAS");
|
133
|
+
|
134
|
+
rb_define_singleton_method(cNMatrix, "has_clapack?", (METHOD)nm_atlas_has_clapack, 0);
|
135
|
+
|
136
|
+
VALUE cNMatrix_ATLAS_LAPACK = rb_define_module_under(cNMatrix_ATLAS, "LAPACK");
|
137
|
+
|
138
|
+
/* ATLAS-CLAPACK Functions */
|
139
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "clapack_getrf", (METHOD)nm_atlas_clapack_getrf, 5);
|
140
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "clapack_potrf", (METHOD)nm_atlas_clapack_potrf, 5);
|
141
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "clapack_getrs", (METHOD)nm_atlas_clapack_getrs, 9);
|
142
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "clapack_potrs", (METHOD)nm_atlas_clapack_potrs, 8);
|
143
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "clapack_getri", (METHOD)nm_atlas_clapack_getri, 5);
|
144
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "clapack_potri", (METHOD)nm_atlas_clapack_potri, 5);
|
145
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "clapack_laswp", (METHOD)nm_atlas_clapack_laswp, 7);
|
146
|
+
|
147
|
+
/* Non-ATLAS regular LAPACK Functions called via Fortran interface */
|
148
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "lapack_gesvd", (METHOD)nm_atlas_lapack_gesvd, 12);
|
149
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "lapack_gesdd", (METHOD)nm_atlas_lapack_gesdd, 11);
|
150
|
+
rb_define_singleton_method(cNMatrix_ATLAS_LAPACK, "lapack_geev", (METHOD)nm_atlas_lapack_geev, 12);
|
151
|
+
|
152
|
+
VALUE cNMatrix_ATLAS_BLAS = rb_define_module_under(cNMatrix_ATLAS, "BLAS");
|
153
|
+
|
154
|
+
//BLAS Level 1
|
155
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_scal", (METHOD)nm_atlas_cblas_scal, 4);
|
156
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_nrm2", (METHOD)nm_atlas_cblas_nrm2, 3);
|
157
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_asum", (METHOD)nm_atlas_cblas_asum, 3);
|
158
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_rot", (METHOD)nm_atlas_cblas_rot, 7);
|
159
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_rotg", (METHOD)nm_atlas_cblas_rotg, 1);
|
160
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_imax", (METHOD)nm_atlas_cblas_imax, 3);
|
161
|
+
|
162
|
+
//BLAS Level 2
|
163
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_gemv", (METHOD)nm_atlas_cblas_gemv, 11);
|
164
|
+
|
165
|
+
//BLAS Level 3
|
166
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_gemm", (METHOD)nm_atlas_cblas_gemm, 14);
|
167
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_trsm", (METHOD)nm_atlas_cblas_trsm, 12);
|
168
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_trmm", (METHOD)nm_atlas_cblas_trmm, 12);
|
169
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_syrk", (METHOD)nm_atlas_cblas_syrk, 11);
|
170
|
+
rb_define_singleton_method(cNMatrix_ATLAS_BLAS, "cblas_herk", (METHOD)nm_atlas_cblas_herk, 11);
|
171
|
+
|
172
|
+
}
|
173
|
+
|
174
|
+
/*
|
175
|
+
* Simple way to check from within Ruby code if clapack functions are available, without
|
176
|
+
* having to wait around for an exception to be thrown.
|
177
|
+
*/
|
178
|
+
static VALUE nm_atlas_has_clapack(VALUE self) {
|
179
|
+
#if defined (HAVE_CLAPACK_H) || defined (HAVE_ATLAS_CLAPACK_H)
|
180
|
+
return Qtrue;
|
181
|
+
#else
|
182
|
+
return Qfalse;
|
183
|
+
#endif
|
184
|
+
}
|
185
|
+
|
186
|
+
/*
|
187
|
+
* call-seq:
|
188
|
+
* NMatrix::BLAS.cblas_scal(n, alpha, vector, inc) -> NMatrix
|
189
|
+
*
|
190
|
+
* BLAS level 1 function +scal+. Works with all dtypes.
|
191
|
+
*
|
192
|
+
* Scale +vector+ in-place by +alpha+ and also return it. The operation is as
|
193
|
+
* follows:
|
194
|
+
* x <- alpha * x
|
195
|
+
*
|
196
|
+
* - +n+ -> Number of elements of +vector+.
|
197
|
+
* - +alpha+ -> Scalar value used in the operation.
|
198
|
+
* - +vector+ -> NMatrix of shape [n,1] or [1,n]. Modified in-place.
|
199
|
+
* - +inc+ -> Increment used in the scaling function. Should generally be 1.
|
200
|
+
*/
|
201
|
+
static VALUE nm_atlas_cblas_scal(VALUE self, VALUE n, VALUE alpha, VALUE vector, VALUE incx) {
|
202
|
+
nm::dtype_t dtype = NM_DTYPE(vector);
|
203
|
+
|
204
|
+
void* scalar = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
205
|
+
rubyval_to_cval(alpha, dtype, scalar);
|
206
|
+
|
207
|
+
NAMED_DTYPE_TEMPLATE_TABLE(ttable, nm::math::atlas::cblas_scal, void, const int n,
|
208
|
+
const void* scalar, void* x, const int incx);
|
209
|
+
|
210
|
+
ttable[dtype](FIX2INT(n), scalar, NM_STORAGE_DENSE(vector)->elements,
|
211
|
+
FIX2INT(incx));
|
212
|
+
|
213
|
+
return vector;
|
214
|
+
}
|
215
|
+
|
216
|
+
/*
|
217
|
+
* Call any of the cblas_xrotg functions as directly as possible.
|
218
|
+
*
|
219
|
+
* xROTG computes the elements of a Givens plane rotation matrix such that:
|
220
|
+
*
|
221
|
+
* | c s | | a | | r |
|
222
|
+
* | -s c | * | b | = | 0 |
|
223
|
+
*
|
224
|
+
* where r = +- sqrt( a**2 + b**2 ) and c**2 + s**2 = 1.
|
225
|
+
*
|
226
|
+
* The Givens plane rotation can be used to introduce zero elements into a matrix selectively.
|
227
|
+
*
|
228
|
+
* This function differs from most of the other raw BLAS accessors. Instead of
|
229
|
+
* providing a, b, c, s as arguments, you should only provide a and b (the
|
230
|
+
* inputs), and you should provide them as the first two elements of any dense
|
231
|
+
* NMatrix type.
|
232
|
+
*
|
233
|
+
* The outputs [c,s] will be returned in a Ruby Array at the end; the input
|
234
|
+
* NMatrix will also be modified in-place.
|
235
|
+
*
|
236
|
+
* This function, like the other cblas_ functions, does minimal type-checking.
|
237
|
+
*/
|
238
|
+
static VALUE nm_atlas_cblas_rotg(VALUE self, VALUE ab) {
|
239
|
+
static void (*ttable[nm::NUM_DTYPES])(void* a, void* b, void* c, void* s) = {
|
240
|
+
NULL, NULL, NULL, NULL, NULL, // can't represent c and s as integers, so no point in having integer operations.
|
241
|
+
nm::math::atlas::cblas_rotg<float>,
|
242
|
+
nm::math::atlas::cblas_rotg<double>,
|
243
|
+
nm::math::atlas::cblas_rotg<nm::Complex64>,
|
244
|
+
nm::math::atlas::cblas_rotg<nm::Complex128>,
|
245
|
+
NULL //nm::math::atlas::cblas_rotg<nm::RubyObject>
|
246
|
+
};
|
247
|
+
|
248
|
+
nm::dtype_t dtype = NM_DTYPE(ab);
|
249
|
+
|
250
|
+
if (!ttable[dtype]) {
|
251
|
+
rb_raise(nm_eDataTypeError, "this operation undefined for integer vectors");
|
252
|
+
return Qnil;
|
253
|
+
|
254
|
+
} else {
|
255
|
+
NM_CONSERVATIVE(nm_register_value(&self));
|
256
|
+
NM_CONSERVATIVE(nm_register_value(&ab));
|
257
|
+
void *pC = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]),
|
258
|
+
*pS = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
259
|
+
|
260
|
+
// extract A and B from the NVector (first two elements)
|
261
|
+
void* pA = NM_STORAGE_DENSE(ab)->elements;
|
262
|
+
void* pB = (char*)(NM_STORAGE_DENSE(ab)->elements) + DTYPE_SIZES[dtype];
|
263
|
+
// c and s are output
|
264
|
+
|
265
|
+
ttable[dtype](pA, pB, pC, pS);
|
266
|
+
|
267
|
+
VALUE result = rb_ary_new2(2);
|
268
|
+
|
269
|
+
if (dtype == nm::RUBYOBJ) {
|
270
|
+
rb_ary_store(result, 0, *reinterpret_cast<VALUE*>(pC));
|
271
|
+
rb_ary_store(result, 1, *reinterpret_cast<VALUE*>(pS));
|
272
|
+
} else {
|
273
|
+
rb_ary_store(result, 0, rubyobj_from_cval(pC, dtype).rval);
|
274
|
+
rb_ary_store(result, 1, rubyobj_from_cval(pS, dtype).rval);
|
275
|
+
}
|
276
|
+
NM_CONSERVATIVE(nm_unregister_value(&ab));
|
277
|
+
NM_CONSERVATIVE(nm_unregister_value(&self));
|
278
|
+
return result;
|
279
|
+
}
|
280
|
+
}
|
281
|
+
|
282
|
+
|
283
|
+
/*
|
284
|
+
* Call any of the cblas_xrot functions as directly as possible.
|
285
|
+
*
|
286
|
+
* xROT is a BLAS level 1 routine (taking two vectors) which applies a plane rotation.
|
287
|
+
*
|
288
|
+
* It's tough to find documentation on xROT. Here are what we think the arguments are for:
|
289
|
+
* * n :: number of elements to consider in x and y
|
290
|
+
* * x :: a vector (expects an NVector)
|
291
|
+
* * incx :: stride of x
|
292
|
+
* * y :: a vector (expects an NVector)
|
293
|
+
* * incy :: stride of y
|
294
|
+
* * c :: cosine of the angle of rotation
|
295
|
+
* * s :: sine of the angle of rotation
|
296
|
+
*
|
297
|
+
* Note that c and s will be the same dtype as x and y, except when x and y are complex. If x and y are complex, c and s
|
298
|
+
* will be float for Complex64 or double for Complex128.
|
299
|
+
*
|
300
|
+
* You probably don't want to call this function. Instead, why don't you try rot, which is more flexible
|
301
|
+
* with its arguments?
|
302
|
+
*
|
303
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
304
|
+
* handling, so you can easily crash Ruby!
|
305
|
+
*/
|
306
|
+
static VALUE nm_atlas_cblas_rot(VALUE self, VALUE n, VALUE x, VALUE incx, VALUE y, VALUE incy, VALUE c, VALUE s) {
|
307
|
+
static void (*ttable[nm::NUM_DTYPES])(const int N, void*, const int, void*, const int, const void*, const void*) = {
|
308
|
+
NULL, NULL, NULL, NULL, NULL, // can't represent c and s as integers, so no point in having integer operations.
|
309
|
+
nm::math::atlas::cblas_rot<float,float>,
|
310
|
+
nm::math::atlas::cblas_rot<double,double>,
|
311
|
+
nm::math::atlas::cblas_rot<nm::Complex64,float>,
|
312
|
+
nm::math::atlas::cblas_rot<nm::Complex128,double>,
|
313
|
+
nm::math::atlas::cblas_rot<nm::RubyObject,nm::RubyObject>
|
314
|
+
};
|
315
|
+
|
316
|
+
nm::dtype_t dtype = NM_DTYPE(x);
|
317
|
+
|
318
|
+
|
319
|
+
if (!ttable[dtype]) {
|
320
|
+
rb_raise(nm_eDataTypeError, "this operation undefined for integer vectors");
|
321
|
+
return Qfalse;
|
322
|
+
} else {
|
323
|
+
void *pC, *pS;
|
324
|
+
|
325
|
+
// We need to ensure the cosine and sine arguments are the correct dtype -- which may differ from the actual dtype.
|
326
|
+
if (dtype == nm::COMPLEX64) {
|
327
|
+
pC = NM_ALLOCA_N(float,1);
|
328
|
+
pS = NM_ALLOCA_N(float,1);
|
329
|
+
rubyval_to_cval(c, nm::FLOAT32, pC);
|
330
|
+
rubyval_to_cval(s, nm::FLOAT32, pS);
|
331
|
+
} else if (dtype == nm::COMPLEX128) {
|
332
|
+
pC = NM_ALLOCA_N(double,1);
|
333
|
+
pS = NM_ALLOCA_N(double,1);
|
334
|
+
rubyval_to_cval(c, nm::FLOAT64, pC);
|
335
|
+
rubyval_to_cval(s, nm::FLOAT64, pS);
|
336
|
+
} else {
|
337
|
+
pC = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
338
|
+
pS = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
339
|
+
rubyval_to_cval(c, dtype, pC);
|
340
|
+
rubyval_to_cval(s, dtype, pS);
|
341
|
+
}
|
342
|
+
|
343
|
+
|
344
|
+
ttable[dtype](FIX2INT(n), NM_STORAGE_DENSE(x)->elements, FIX2INT(incx), NM_STORAGE_DENSE(y)->elements, FIX2INT(incy), pC, pS);
|
345
|
+
|
346
|
+
return Qtrue;
|
347
|
+
}
|
348
|
+
}
|
349
|
+
|
350
|
+
|
351
|
+
/*
|
352
|
+
* Call any of the cblas_xnrm2 functions as directly as possible.
|
353
|
+
*
|
354
|
+
* xNRM2 is a BLAS level 1 routine which calculates the 2-norm of an n-vector x.
|
355
|
+
*
|
356
|
+
* Arguments:
|
357
|
+
* * n :: length of x, must be at least 0
|
358
|
+
* * x :: pointer to first entry of input vector
|
359
|
+
* * incx :: stride of x, must be POSITIVE (ATLAS says non-zero, but 3.8.4 code only allows positive)
|
360
|
+
*
|
361
|
+
* You probably don't want to call this function. Instead, why don't you try nrm2, which is more flexible
|
362
|
+
* with its arguments?
|
363
|
+
*
|
364
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
365
|
+
* handling, so you can easily crash Ruby!
|
366
|
+
*/
|
367
|
+
static VALUE nm_atlas_cblas_nrm2(VALUE self, VALUE n, VALUE x, VALUE incx) {
|
368
|
+
|
369
|
+
static void (*ttable[nm::NUM_DTYPES])(const int N, const void* X, const int incX, void* sum) = {
|
370
|
+
NULL, NULL, NULL, NULL, NULL, // no help for integers
|
371
|
+
nm::math::atlas::cblas_nrm2<float32_t,float32_t>,
|
372
|
+
nm::math::atlas::cblas_nrm2<float64_t,float64_t>,
|
373
|
+
nm::math::atlas::cblas_nrm2<float32_t,nm::Complex64>,
|
374
|
+
nm::math::atlas::cblas_nrm2<float64_t,nm::Complex128>,
|
375
|
+
nm::math::atlas::cblas_nrm2<nm::RubyObject,nm::RubyObject>
|
376
|
+
};
|
377
|
+
|
378
|
+
nm::dtype_t dtype = NM_DTYPE(x);
|
379
|
+
|
380
|
+
if (!ttable[dtype]) {
|
381
|
+
rb_raise(nm_eDataTypeError, "this operation undefined for integer vectors");
|
382
|
+
return Qnil;
|
383
|
+
|
384
|
+
} else {
|
385
|
+
// Determine the return dtype and allocate it
|
386
|
+
nm::dtype_t rdtype = dtype;
|
387
|
+
if (dtype == nm::COMPLEX64) rdtype = nm::FLOAT32;
|
388
|
+
else if (dtype == nm::COMPLEX128) rdtype = nm::FLOAT64;
|
389
|
+
|
390
|
+
void *Result = NM_ALLOCA_N(char, DTYPE_SIZES[rdtype]);
|
391
|
+
|
392
|
+
ttable[dtype](FIX2INT(n), NM_STORAGE_DENSE(x)->elements, FIX2INT(incx), Result);
|
393
|
+
|
394
|
+
return rubyobj_from_cval(Result, rdtype).rval;
|
395
|
+
}
|
396
|
+
}
|
397
|
+
|
398
|
+
|
399
|
+
|
400
|
+
/*
|
401
|
+
* Call any of the cblas_xasum functions as directly as possible.
|
402
|
+
*
|
403
|
+
* xASUM is a BLAS level 1 routine which calculates the sum of absolute values of the entries
|
404
|
+
* of a vector x.
|
405
|
+
*
|
406
|
+
* Arguments:
|
407
|
+
* * n :: length of x, must be at least 0
|
408
|
+
* * x :: pointer to first entry of input vector
|
409
|
+
* * incx :: stride of x, must be POSITIVE (ATLAS says non-zero, but 3.8.4 code only allows positive)
|
410
|
+
*
|
411
|
+
* You probably don't want to call this function. Instead, why don't you try asum, which is more flexible
|
412
|
+
* with its arguments?
|
413
|
+
*
|
414
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
415
|
+
* handling, so you can easily crash Ruby!
|
416
|
+
*/
|
417
|
+
static VALUE nm_atlas_cblas_asum(VALUE self, VALUE n, VALUE x, VALUE incx) {
|
418
|
+
|
419
|
+
static void (*ttable[nm::NUM_DTYPES])(const int N, const void* X, const int incX, void* sum) = {
|
420
|
+
nm::math::atlas::cblas_asum<uint8_t,uint8_t>,
|
421
|
+
nm::math::atlas::cblas_asum<int8_t,int8_t>,
|
422
|
+
nm::math::atlas::cblas_asum<int16_t,int16_t>,
|
423
|
+
nm::math::atlas::cblas_asum<int32_t,int32_t>,
|
424
|
+
nm::math::atlas::cblas_asum<int64_t,int64_t>,
|
425
|
+
nm::math::atlas::cblas_asum<float32_t,float32_t>,
|
426
|
+
nm::math::atlas::cblas_asum<float64_t,float64_t>,
|
427
|
+
nm::math::atlas::cblas_asum<float32_t,nm::Complex64>,
|
428
|
+
nm::math::atlas::cblas_asum<float64_t,nm::Complex128>,
|
429
|
+
nm::math::atlas::cblas_asum<nm::RubyObject,nm::RubyObject>
|
430
|
+
};
|
431
|
+
|
432
|
+
nm::dtype_t dtype = NM_DTYPE(x);
|
433
|
+
|
434
|
+
// Determine the return dtype and allocate it
|
435
|
+
nm::dtype_t rdtype = dtype;
|
436
|
+
if (dtype == nm::COMPLEX64) rdtype = nm::FLOAT32;
|
437
|
+
else if (dtype == nm::COMPLEX128) rdtype = nm::FLOAT64;
|
438
|
+
|
439
|
+
void *Result = NM_ALLOCA_N(char, DTYPE_SIZES[rdtype]);
|
440
|
+
|
441
|
+
ttable[dtype](FIX2INT(n), NM_STORAGE_DENSE(x)->elements, FIX2INT(incx), Result);
|
442
|
+
|
443
|
+
return rubyobj_from_cval(Result, rdtype).rval;
|
444
|
+
}
|
445
|
+
|
446
|
+
/*
|
447
|
+
* call-seq:
|
448
|
+
* NMatrix::BLAS.cblas_imax(n, vector, inc) -> Fixnum
|
449
|
+
*
|
450
|
+
* BLAS level 1 routine.
|
451
|
+
*
|
452
|
+
* Return the index of the largest element of +vector+.
|
453
|
+
*
|
454
|
+
* - +n+ -> Vector's size. Generally, you can use NMatrix#rows or NMatrix#cols.
|
455
|
+
* - +vector+ -> A NMatrix of shape [n,1] or [1,n] with any dtype.
|
456
|
+
* - +inc+ -> It's the increment used when searching. Use 1 except if you know
|
457
|
+
* what you're doing.
|
458
|
+
*/
|
459
|
+
static VALUE nm_atlas_cblas_imax(VALUE self, VALUE n, VALUE x, VALUE incx) {
|
460
|
+
NAMED_DTYPE_TEMPLATE_TABLE(ttable, nm::math::atlas::cblas_imax, int, const int n, const void* x, const int incx);
|
461
|
+
|
462
|
+
nm::dtype_t dtype = NM_DTYPE(x);
|
463
|
+
|
464
|
+
int index = ttable[dtype](FIX2INT(n), NM_STORAGE_DENSE(x)->elements, FIX2INT(incx));
|
465
|
+
|
466
|
+
// Convert to Ruby's Int value.
|
467
|
+
return INT2FIX(index);
|
468
|
+
}
|
469
|
+
|
470
|
+
/* Call any of the cblas_xgemv functions as directly as possible.
|
471
|
+
*
|
472
|
+
* The cblas_xgemv functions (dgemv, sgemv, cgemv, and zgemv) define the following operation:
|
473
|
+
*
|
474
|
+
* y = alpha*op(A)*x + beta*y
|
475
|
+
*
|
476
|
+
* where op(A) is one of <tt>op(A) = A</tt>, <tt>op(A) = A**T</tt>, or the complex conjugate of A.
|
477
|
+
*
|
478
|
+
* Note that this will only work for dense matrices that are of types :float32, :float64, :complex64, and :complex128.
|
479
|
+
* Other types are not implemented in BLAS, and while they exist in NMatrix, this method is intended only to
|
480
|
+
* expose the ultra-optimized ATLAS versions.
|
481
|
+
*
|
482
|
+
* == Arguments
|
483
|
+
* See: http://www.netlib.org/blas/dgemm.f
|
484
|
+
*
|
485
|
+
* You probably don't want to call this function. Instead, why don't you try cblas_gemv, which is more flexible
|
486
|
+
* with its arguments?
|
487
|
+
*
|
488
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
489
|
+
* handling, so you can easily crash Ruby!
|
490
|
+
*/
|
491
|
+
static VALUE nm_atlas_cblas_gemv(VALUE self,
|
492
|
+
VALUE trans_a,
|
493
|
+
VALUE m, VALUE n,
|
494
|
+
VALUE alpha,
|
495
|
+
VALUE a, VALUE lda,
|
496
|
+
VALUE x, VALUE incx,
|
497
|
+
VALUE beta,
|
498
|
+
VALUE y, VALUE incy)
|
499
|
+
{
|
500
|
+
NAMED_DTYPE_TEMPLATE_TABLE(ttable, nm::math::atlas::cblas_gemv, bool, const enum CBLAS_TRANSPOSE, const int, const int, const void*, const void*, const int, const void*, const int, const void*, void*, const int)
|
501
|
+
|
502
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
503
|
+
|
504
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]),
|
505
|
+
*pBeta = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
506
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
507
|
+
rubyval_to_cval(beta, dtype, pBeta);
|
508
|
+
|
509
|
+
return ttable[dtype](blas_transpose_sym(trans_a), FIX2INT(m), FIX2INT(n), pAlpha, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), NM_STORAGE_DENSE(x)->elements, FIX2INT(incx), pBeta, NM_STORAGE_DENSE(y)->elements, FIX2INT(incy)) ? Qtrue : Qfalse;
|
510
|
+
}
|
511
|
+
|
512
|
+
/* Call any of the cblas_xgemm functions as directly as possible.
|
513
|
+
*
|
514
|
+
* The cblas_xgemm functions (dgemm, sgemm, cgemm, and zgemm) define the following operation:
|
515
|
+
*
|
516
|
+
* C = alpha*op(A)*op(B) + beta*C
|
517
|
+
*
|
518
|
+
* where op(X) is one of <tt>op(X) = X</tt>, <tt>op(X) = X**T</tt>, or the complex conjugate of X.
|
519
|
+
*
|
520
|
+
* Note that this will only work for dense matrices that are of types :float32, :float64, :complex64, and :complex128.
|
521
|
+
* Other types are not implemented in BLAS, and while they exist in NMatrix, this method is intended only to
|
522
|
+
* expose the ultra-optimized ATLAS versions.
|
523
|
+
*
|
524
|
+
* == Arguments
|
525
|
+
* See: http://www.netlib.org/blas/dgemm.f
|
526
|
+
*
|
527
|
+
* You probably don't want to call this function. Instead, why don't you try gemm, which is more flexible
|
528
|
+
* with its arguments?
|
529
|
+
*
|
530
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
531
|
+
* handling, so you can easily crash Ruby!
|
532
|
+
*/
|
533
|
+
static VALUE nm_atlas_cblas_gemm(VALUE self,
|
534
|
+
VALUE order,
|
535
|
+
VALUE trans_a, VALUE trans_b,
|
536
|
+
VALUE m, VALUE n, VALUE k,
|
537
|
+
VALUE alpha,
|
538
|
+
VALUE a, VALUE lda,
|
539
|
+
VALUE b, VALUE ldb,
|
540
|
+
VALUE beta,
|
541
|
+
VALUE c, VALUE ldc)
|
542
|
+
{
|
543
|
+
NAMED_DTYPE_TEMPLATE_TABLE(ttable, nm::math::atlas::cblas_gemm, void, const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE trans_a, const enum CBLAS_TRANSPOSE trans_b, int m, int n, int k, void* alpha, void* a, int lda, void* b, int ldb, void* beta, void* c, int ldc);
|
544
|
+
|
545
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
546
|
+
|
547
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]),
|
548
|
+
*pBeta = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
549
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
550
|
+
rubyval_to_cval(beta, dtype, pBeta);
|
551
|
+
|
552
|
+
ttable[dtype](blas_order_sym(order), blas_transpose_sym(trans_a), blas_transpose_sym(trans_b), FIX2INT(m), FIX2INT(n), FIX2INT(k), pAlpha, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), NM_STORAGE_DENSE(b)->elements, FIX2INT(ldb), pBeta, NM_STORAGE_DENSE(c)->elements, FIX2INT(ldc));
|
553
|
+
|
554
|
+
return c;
|
555
|
+
}
|
556
|
+
|
557
|
+
|
558
|
+
static VALUE nm_atlas_cblas_trsm(VALUE self,
|
559
|
+
VALUE order,
|
560
|
+
VALUE side, VALUE uplo,
|
561
|
+
VALUE trans_a, VALUE diag,
|
562
|
+
VALUE m, VALUE n,
|
563
|
+
VALUE alpha,
|
564
|
+
VALUE a, VALUE lda,
|
565
|
+
VALUE b, VALUE ldb)
|
566
|
+
{
|
567
|
+
static void (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const enum CBLAS_SIDE, const enum CBLAS_UPLO,
|
568
|
+
const enum CBLAS_TRANSPOSE, const enum CBLAS_DIAG,
|
569
|
+
const int m, const int n, const void* alpha, const void* a,
|
570
|
+
const int lda, void* b, const int ldb) = {
|
571
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
572
|
+
nm::math::atlas::cblas_trsm<float>,
|
573
|
+
nm::math::atlas::cblas_trsm<double>,
|
574
|
+
cblas_ctrsm, cblas_ztrsm, // call directly, same function signature!
|
575
|
+
nm::math::atlas::cblas_trsm<nm::RubyObject>
|
576
|
+
};
|
577
|
+
|
578
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
579
|
+
|
580
|
+
if (!ttable[dtype]) {
|
581
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
582
|
+
} else {
|
583
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
584
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
585
|
+
|
586
|
+
ttable[dtype](blas_order_sym(order), blas_side_sym(side), blas_uplo_sym(uplo), blas_transpose_sym(trans_a), blas_diag_sym(diag), FIX2INT(m), FIX2INT(n), pAlpha, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), NM_STORAGE_DENSE(b)->elements, FIX2INT(ldb));
|
587
|
+
}
|
588
|
+
|
589
|
+
return Qtrue;
|
590
|
+
}
|
591
|
+
|
592
|
+
static VALUE nm_atlas_cblas_trmm(VALUE self,
|
593
|
+
VALUE order,
|
594
|
+
VALUE side, VALUE uplo,
|
595
|
+
VALUE trans_a, VALUE diag,
|
596
|
+
VALUE m, VALUE n,
|
597
|
+
VALUE alpha,
|
598
|
+
VALUE a, VALUE lda,
|
599
|
+
VALUE b, VALUE ldb)
|
600
|
+
{
|
601
|
+
static void (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER,
|
602
|
+
const enum CBLAS_SIDE, const enum CBLAS_UPLO,
|
603
|
+
const enum CBLAS_TRANSPOSE, const enum CBLAS_DIAG,
|
604
|
+
const int m, const int n, const void* alpha, const void* a,
|
605
|
+
const int lda, void* b, const int ldb) = {
|
606
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
607
|
+
nm::math::atlas::cblas_trmm<float>,
|
608
|
+
nm::math::atlas::cblas_trmm<double>,
|
609
|
+
cblas_ctrmm, cblas_ztrmm, // call directly, same function signature!
|
610
|
+
NULL
|
611
|
+
};
|
612
|
+
|
613
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
614
|
+
|
615
|
+
if (!ttable[dtype]) {
|
616
|
+
rb_raise(nm_eDataTypeError, "this matrix operation not yet defined for non-BLAS dtypes");
|
617
|
+
} else {
|
618
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
619
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
620
|
+
|
621
|
+
ttable[dtype](blas_order_sym(order), blas_side_sym(side), blas_uplo_sym(uplo), blas_transpose_sym(trans_a), blas_diag_sym(diag), FIX2INT(m), FIX2INT(n), pAlpha, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), NM_STORAGE_DENSE(b)->elements, FIX2INT(ldb));
|
622
|
+
}
|
623
|
+
|
624
|
+
return b;
|
625
|
+
}
|
626
|
+
|
627
|
+
static VALUE nm_atlas_cblas_syrk(VALUE self,
|
628
|
+
VALUE order,
|
629
|
+
VALUE uplo,
|
630
|
+
VALUE trans,
|
631
|
+
VALUE n, VALUE k,
|
632
|
+
VALUE alpha,
|
633
|
+
VALUE a, VALUE lda,
|
634
|
+
VALUE beta,
|
635
|
+
VALUE c, VALUE ldc)
|
636
|
+
{
|
637
|
+
static void (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const enum CBLAS_UPLO, const enum CBLAS_TRANSPOSE,
|
638
|
+
const int n, const int k, const void* alpha, const void* a,
|
639
|
+
const int lda, const void* beta, void* c, const int ldc) = {
|
640
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
641
|
+
nm::math::atlas::cblas_syrk<float>,
|
642
|
+
nm::math::atlas::cblas_syrk<double>,
|
643
|
+
cblas_csyrk, cblas_zsyrk, // call directly, same function signature!
|
644
|
+
NULL
|
645
|
+
};
|
646
|
+
|
647
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
648
|
+
|
649
|
+
if (!ttable[dtype]) {
|
650
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
651
|
+
} else {
|
652
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]),
|
653
|
+
*pBeta = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
654
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
655
|
+
rubyval_to_cval(beta, dtype, pBeta);
|
656
|
+
|
657
|
+
ttable[dtype](blas_order_sym(order), blas_uplo_sym(uplo), blas_transpose_sym(trans), FIX2INT(n), FIX2INT(k), pAlpha, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), pBeta, NM_STORAGE_DENSE(c)->elements, FIX2INT(ldc));
|
658
|
+
}
|
659
|
+
|
660
|
+
return Qtrue;
|
661
|
+
}
|
662
|
+
|
663
|
+
static VALUE nm_atlas_cblas_herk(VALUE self,
|
664
|
+
VALUE order,
|
665
|
+
VALUE uplo,
|
666
|
+
VALUE trans,
|
667
|
+
VALUE n, VALUE k,
|
668
|
+
VALUE alpha,
|
669
|
+
VALUE a, VALUE lda,
|
670
|
+
VALUE beta,
|
671
|
+
VALUE c, VALUE ldc)
|
672
|
+
{
|
673
|
+
|
674
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
675
|
+
|
676
|
+
if (dtype == nm::COMPLEX64) {
|
677
|
+
cblas_cherk(blas_order_sym(order), blas_uplo_sym(uplo), blas_transpose_sym(trans), FIX2INT(n), FIX2INT(k), NUM2DBL(alpha), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), NUM2DBL(beta), NM_STORAGE_DENSE(c)->elements, FIX2INT(ldc));
|
678
|
+
} else if (dtype == nm::COMPLEX128) {
|
679
|
+
cblas_zherk(blas_order_sym(order), blas_uplo_sym(uplo), blas_transpose_sym(trans), FIX2INT(n), FIX2INT(k), NUM2DBL(alpha), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), NUM2DBL(beta), NM_STORAGE_DENSE(c)->elements, FIX2INT(ldc));
|
680
|
+
} else
|
681
|
+
rb_raise(rb_eNotImpError, "this matrix operation undefined for non-complex dtypes");
|
682
|
+
return Qtrue;
|
683
|
+
}
|
684
|
+
|
685
|
+
/*
|
686
|
+
* Function signature conversion for calling CBLAS' gesvd functions as directly as possible.
|
687
|
+
*
|
688
|
+
* xGESVD computes the singular value decomposition (SVD) of a real
|
689
|
+
* M-by-N matrix A, optionally computing the left and/or right singular
|
690
|
+
* vectors. The SVD is written
|
691
|
+
*
|
692
|
+
* A = U * SIGMA * transpose(V)
|
693
|
+
*
|
694
|
+
* where SIGMA is an M-by-N matrix which is zero except for its
|
695
|
+
* min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and
|
696
|
+
* V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA
|
697
|
+
* are the singular values of A; they are real and non-negative, and
|
698
|
+
* are returned in descending order. The first min(m,n) columns of
|
699
|
+
* U and V are the left and right singular vectors of A.
|
700
|
+
*
|
701
|
+
* Note that the routine returns V**T, not V.
|
702
|
+
*/
|
703
|
+
static VALUE nm_atlas_lapack_gesvd(VALUE self, VALUE jobu, VALUE jobvt, VALUE m, VALUE n, VALUE a, VALUE lda, VALUE s, VALUE u, VALUE ldu, VALUE vt, VALUE ldvt, VALUE lwork) {
|
704
|
+
static int (*gesvd_table[nm::NUM_DTYPES])(char, char, int, int, void* a, int, void* s, void* u, int, void* vt, int, void* work, int, void* rwork) = {
|
705
|
+
NULL, NULL, NULL, NULL, NULL, // no integer ops
|
706
|
+
nm::math::atlas::lapack_gesvd<float,float>,
|
707
|
+
nm::math::atlas::lapack_gesvd<double,double>,
|
708
|
+
nm::math::atlas::lapack_gesvd<nm::Complex64,float>,
|
709
|
+
nm::math::atlas::lapack_gesvd<nm::Complex128,double>,
|
710
|
+
NULL // no Ruby objects
|
711
|
+
};
|
712
|
+
|
713
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
714
|
+
|
715
|
+
|
716
|
+
if (!gesvd_table[dtype]) {
|
717
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
718
|
+
return Qfalse;
|
719
|
+
} else {
|
720
|
+
int M = FIX2INT(m),
|
721
|
+
N = FIX2INT(n);
|
722
|
+
|
723
|
+
int min_mn = NM_MIN(M,N);
|
724
|
+
int max_mn = NM_MAX(M,N);
|
725
|
+
|
726
|
+
char JOBU = lapack_svd_job_sym(jobu),
|
727
|
+
JOBVT = lapack_svd_job_sym(jobvt);
|
728
|
+
|
729
|
+
// only need rwork for complex matrices
|
730
|
+
int rwork_size = (dtype == nm::COMPLEX64 || dtype == nm::COMPLEX128) ? 5 * min_mn : 0;
|
731
|
+
void* rwork = rwork_size > 0 ? NM_ALLOCA_N(char, DTYPE_SIZES[dtype] * rwork_size) : NULL;
|
732
|
+
int work_size = FIX2INT(lwork);
|
733
|
+
|
734
|
+
// ignore user argument for lwork if it's too small.
|
735
|
+
work_size = NM_MAX((dtype == nm::COMPLEX64 || dtype == nm::COMPLEX128 ? 2 * min_mn + max_mn : NM_MAX(3*min_mn + max_mn, 5*min_mn)), work_size);
|
736
|
+
void* work = NM_ALLOCA_N(char, DTYPE_SIZES[dtype] * work_size);
|
737
|
+
|
738
|
+
int info = gesvd_table[dtype](JOBU, JOBVT, M, N, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda),
|
739
|
+
NM_STORAGE_DENSE(s)->elements, NM_STORAGE_DENSE(u)->elements, FIX2INT(ldu), NM_STORAGE_DENSE(vt)->elements, FIX2INT(ldvt),
|
740
|
+
work, work_size, rwork);
|
741
|
+
return INT2FIX(info);
|
742
|
+
}
|
743
|
+
}
|
744
|
+
|
745
|
+
/*
|
746
|
+
* Function signature conversion for calling CBLAS' gesdd functions as directly as possible.
|
747
|
+
*
|
748
|
+
* xGESDD uses a divide-and-conquer strategy to compute the singular value decomposition (SVD) of a real
|
749
|
+
* M-by-N matrix A, optionally computing the left and/or right singular
|
750
|
+
* vectors. The SVD is written
|
751
|
+
*
|
752
|
+
* A = U * SIGMA * transpose(V)
|
753
|
+
*
|
754
|
+
* where SIGMA is an M-by-N matrix which is zero except for its
|
755
|
+
* min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and
|
756
|
+
* V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA
|
757
|
+
* are the singular values of A; they are real and non-negative, and
|
758
|
+
* are returned in descending order. The first min(m,n) columns of
|
759
|
+
* U and V are the left and right singular vectors of A.
|
760
|
+
*
|
761
|
+
* Note that the routine returns V**T, not V.
|
762
|
+
*/
|
763
|
+
static VALUE nm_atlas_lapack_gesdd(VALUE self, VALUE jobz, VALUE m, VALUE n, VALUE a, VALUE lda, VALUE s, VALUE u, VALUE ldu, VALUE vt, VALUE ldvt, VALUE lwork) {
|
764
|
+
static int (*gesdd_table[nm::NUM_DTYPES])(char, int, int, void* a, int, void* s, void* u, int, void* vt, int, void* work, int, int* iwork, void* rwork) = {
|
765
|
+
NULL, NULL, NULL, NULL, NULL, // no integer ops
|
766
|
+
nm::math::atlas::lapack_gesdd<float,float>,
|
767
|
+
nm::math::atlas::lapack_gesdd<double,double>,
|
768
|
+
nm::math::atlas::lapack_gesdd<nm::Complex64,float>,
|
769
|
+
nm::math::atlas::lapack_gesdd<nm::Complex128,double>,
|
770
|
+
NULL // no Ruby objects
|
771
|
+
};
|
772
|
+
|
773
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
774
|
+
|
775
|
+
if (!gesdd_table[dtype]) {
|
776
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
777
|
+
return Qfalse;
|
778
|
+
} else {
|
779
|
+
int M = FIX2INT(m),
|
780
|
+
N = FIX2INT(n);
|
781
|
+
|
782
|
+
int min_mn = NM_MIN(M,N);
|
783
|
+
int max_mn = NM_MAX(M,N);
|
784
|
+
|
785
|
+
char JOBZ = lapack_svd_job_sym(jobz);
|
786
|
+
|
787
|
+
// only need rwork for complex matrices
|
788
|
+
void* rwork = NULL;
|
789
|
+
|
790
|
+
int work_size = FIX2INT(lwork); // Make sure we allocate enough work, regardless of the user request.
|
791
|
+
if (dtype == nm::COMPLEX64 || dtype == nm::COMPLEX128) {
|
792
|
+
int rwork_size = min_mn * (JOBZ == 'N' ? 5 : NM_MAX(5*min_mn + 7, 2*max_mn + 2*min_mn + 1));
|
793
|
+
rwork = NM_ALLOCA_N(char, DTYPE_SIZES[dtype] * rwork_size);
|
794
|
+
|
795
|
+
if (JOBZ == 'N') work_size = NM_MAX(work_size, 3*min_mn + NM_MAX(max_mn, 6*min_mn));
|
796
|
+
else if (JOBZ == 'O') work_size = NM_MAX(work_size, 3*min_mn*min_mn + NM_MAX(max_mn, 5*min_mn*min_mn + 4*min_mn));
|
797
|
+
else work_size = NM_MAX(work_size, 3*min_mn*min_mn + NM_MAX(max_mn, 4*min_mn*min_mn + 4*min_mn));
|
798
|
+
} else {
|
799
|
+
if (JOBZ == 'N') work_size = NM_MAX(work_size, 2*min_mn + max_mn);
|
800
|
+
else if (JOBZ == 'O') work_size = NM_MAX(work_size, 2*min_mn*min_mn + max_mn + 2*min_mn);
|
801
|
+
else work_size = NM_MAX(work_size, min_mn*min_mn + max_mn + 2*min_mn);
|
802
|
+
}
|
803
|
+
void* work = NM_ALLOCA_N(char, DTYPE_SIZES[dtype] * work_size);
|
804
|
+
int* iwork = NM_ALLOCA_N(int, 8*min_mn);
|
805
|
+
|
806
|
+
int info = gesdd_table[dtype](JOBZ, M, N, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda),
|
807
|
+
NM_STORAGE_DENSE(s)->elements, NM_STORAGE_DENSE(u)->elements, FIX2INT(ldu), NM_STORAGE_DENSE(vt)->elements, FIX2INT(ldvt),
|
808
|
+
work, work_size, iwork, rwork);
|
809
|
+
return INT2FIX(info);
|
810
|
+
}
|
811
|
+
}
|
812
|
+
|
813
|
+
/*
|
814
|
+
* Function signature conversion for calling CBLAS' geev functions as directly as possible.
|
815
|
+
*
|
816
|
+
* GEEV computes for an N-by-N real nonsymmetric matrix A, the
|
817
|
+
* eigenvalues and, optionally, the left and/or right eigenvectors.
|
818
|
+
*
|
819
|
+
* The right eigenvector v(j) of A satisfies
|
820
|
+
* A * v(j) = lambda(j) * v(j)
|
821
|
+
* where lambda(j) is its eigenvalue.
|
822
|
+
*
|
823
|
+
* The left eigenvector u(j) of A satisfies
|
824
|
+
* u(j)**H * A = lambda(j) * u(j)**H
|
825
|
+
* where u(j)**H denotes the conjugate transpose of u(j).
|
826
|
+
*
|
827
|
+
* The computed eigenvectors are normalized to have Euclidean norm
|
828
|
+
* equal to 1 and largest component real.
|
829
|
+
*/
|
830
|
+
static VALUE nm_atlas_lapack_geev(VALUE self, VALUE compute_left, VALUE compute_right, VALUE n, VALUE a, VALUE lda, VALUE w, VALUE wi, VALUE vl, VALUE ldvl, VALUE vr, VALUE ldvr, VALUE lwork) {
|
831
|
+
static int (*geev_table[nm::NUM_DTYPES])(char, char, int, void* a, int, void* w, void* wi, void* vl, int, void* vr, int, void* work, int, void* rwork) = {
|
832
|
+
NULL, NULL, NULL, NULL, NULL, // no integer ops
|
833
|
+
nm::math::atlas::lapack_geev<float,float>,
|
834
|
+
nm::math::atlas::lapack_geev<double,double>,
|
835
|
+
nm::math::atlas::lapack_geev<nm::Complex64,float>,
|
836
|
+
nm::math::atlas::lapack_geev<nm::Complex128,double>,
|
837
|
+
NULL // no Ruby objects
|
838
|
+
};
|
839
|
+
|
840
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
841
|
+
|
842
|
+
|
843
|
+
if (!geev_table[dtype]) {
|
844
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
845
|
+
return Qfalse;
|
846
|
+
} else {
|
847
|
+
int N = FIX2INT(n);
|
848
|
+
|
849
|
+
char JOBVL = lapack_evd_job_sym(compute_left),
|
850
|
+
JOBVR = lapack_evd_job_sym(compute_right);
|
851
|
+
|
852
|
+
void* A = NM_STORAGE_DENSE(a)->elements;
|
853
|
+
void* WR = NM_STORAGE_DENSE(w)->elements;
|
854
|
+
void* WI = wi == Qnil ? NULL : NM_STORAGE_DENSE(wi)->elements;
|
855
|
+
void* VL = JOBVL == 'V' ? NM_STORAGE_DENSE(vl)->elements : NULL;
|
856
|
+
void* VR = JOBVR == 'V' ? NM_STORAGE_DENSE(vr)->elements : NULL;
|
857
|
+
|
858
|
+
// only need rwork for complex matrices (wi == Qnil for complex)
|
859
|
+
int rwork_size = dtype == nm::COMPLEX64 || dtype == nm::COMPLEX128 ? N * DTYPE_SIZES[dtype] : 0; // 2*N*floattype for complex only, otherwise 0
|
860
|
+
void* rwork = rwork_size > 0 ? NM_ALLOCA_N(char, rwork_size) : NULL;
|
861
|
+
int work_size = FIX2INT(lwork);
|
862
|
+
void* work;
|
863
|
+
|
864
|
+
int info;
|
865
|
+
|
866
|
+
// if work size is 0 or -1, query.
|
867
|
+
if (work_size <= 0) {
|
868
|
+
work_size = -1;
|
869
|
+
work = NM_ALLOC_N(char, DTYPE_SIZES[dtype]); //2*N * DTYPE_SIZES[dtype]);
|
870
|
+
info = geev_table[dtype](JOBVL, JOBVR, N, A, FIX2INT(lda), WR, WI, VL, FIX2INT(ldvl), VR, FIX2INT(ldvr), work, work_size, rwork);
|
871
|
+
work_size = (int)(dtype == nm::COMPLEX64 || dtype == nm::FLOAT32 ? reinterpret_cast<float*>(work)[0] : reinterpret_cast<double*>(work)[0]);
|
872
|
+
// line above is basically: work_size = (int)(work[0]); // now have new work_size
|
873
|
+
NM_FREE(work);
|
874
|
+
if (info == 0)
|
875
|
+
rb_warn("geev: calculated optimal lwork of %d; to eliminate this message, use a positive value for lwork (at least 2*shape[i])", work_size);
|
876
|
+
else return INT2FIX(info); // error of some kind on query!
|
877
|
+
}
|
878
|
+
|
879
|
+
// if work size is < 2*N, just set it to 2*N
|
880
|
+
if (work_size < 2*N) work_size = 2*N;
|
881
|
+
if (work_size < 3*N && (dtype == nm::FLOAT32 || dtype == nm::FLOAT64)) {
|
882
|
+
work_size = JOBVL == 'V' || JOBVR == 'V' ? 4*N : 3*N;
|
883
|
+
}
|
884
|
+
|
885
|
+
// Allocate work array for actual run
|
886
|
+
work = NM_ALLOCA_N(char, work_size * DTYPE_SIZES[dtype]);
|
887
|
+
|
888
|
+
// Perform the actual calculation.
|
889
|
+
info = geev_table[dtype](JOBVL, JOBVR, N, A, FIX2INT(lda), WR, WI, VL, FIX2INT(ldvl), VR, FIX2INT(ldvr), work, work_size, rwork);
|
890
|
+
|
891
|
+
return INT2FIX(info);
|
892
|
+
}
|
893
|
+
}
|
894
|
+
|
895
|
+
/* Call any of the clapack_xgetrf functions as directly as possible.
|
896
|
+
*
|
897
|
+
* The clapack_getrf functions (dgetrf, sgetrf, cgetrf, and zgetrf) compute an LU factorization of a general M-by-N
|
898
|
+
* matrix A using partial pivoting with row interchanges.
|
899
|
+
*
|
900
|
+
* The factorization has the form:
|
901
|
+
* A = P * L * U
|
902
|
+
* where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n),
|
903
|
+
* and U is upper triangular (upper trapezoidal if m < n).
|
904
|
+
*
|
905
|
+
* This is the right-looking level 3 BLAS version of the algorithm.
|
906
|
+
*
|
907
|
+
* == Arguments
|
908
|
+
* See: http://www.netlib.org/lapack/double/dgetrf.f
|
909
|
+
* (You don't need argument 5; this is the value returned by this function.)
|
910
|
+
*
|
911
|
+
* You probably don't want to call this function. Instead, why don't you try clapack_getrf, which is more flexible
|
912
|
+
* with its arguments?
|
913
|
+
*
|
914
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
915
|
+
* handling, so you can easily crash Ruby!
|
916
|
+
*
|
917
|
+
* Returns an array giving the pivot indices (normally these are argument #5).
|
918
|
+
*/
|
919
|
+
static VALUE nm_atlas_clapack_getrf(VALUE self, VALUE order, VALUE m, VALUE n, VALUE a, VALUE lda) {
|
920
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const int m, const int n, void* a, const int lda, int* ipiv) = {
|
921
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
922
|
+
nm::math::atlas::clapack_getrf<float>,
|
923
|
+
nm::math::atlas::clapack_getrf<double>,
|
924
|
+
#if defined (HAVE_CLAPACK_H) || defined (HAVE_ATLAS_CLAPACK_H)
|
925
|
+
clapack_cgetrf, clapack_zgetrf, // call directly, same function signature!
|
926
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
927
|
+
nm::math::atlas::clapack_getrf<nm::Complex64>,
|
928
|
+
nm::math::atlas::clapack_getrf<nm::Complex128>,
|
929
|
+
#endif
|
930
|
+
nm::math::atlas::clapack_getrf<nm::RubyObject>
|
931
|
+
};
|
932
|
+
|
933
|
+
int M = FIX2INT(m),
|
934
|
+
N = FIX2INT(n);
|
935
|
+
|
936
|
+
// Allocate the pivot index array, which is of size MIN(M, N).
|
937
|
+
size_t ipiv_size = std::min(M,N);
|
938
|
+
int* ipiv = NM_ALLOCA_N(int, ipiv_size);
|
939
|
+
|
940
|
+
if (!ttable[NM_DTYPE(a)]) {
|
941
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
942
|
+
} else {
|
943
|
+
// Call either our version of getrf or the LAPACK version.
|
944
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), M, N, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), ipiv);
|
945
|
+
}
|
946
|
+
|
947
|
+
// Result will be stored in a. We return ipiv as an array.
|
948
|
+
VALUE ipiv_array = rb_ary_new2(ipiv_size);
|
949
|
+
for (size_t i = 0; i < ipiv_size; ++i) {
|
950
|
+
rb_ary_store(ipiv_array, i, INT2FIX(ipiv[i]));
|
951
|
+
}
|
952
|
+
|
953
|
+
return ipiv_array;
|
954
|
+
}
|
955
|
+
|
956
|
+
|
957
|
+
/* Call any of the clapack_xpotrf functions as directly as possible.
|
958
|
+
*
|
959
|
+
* You probably don't want to call this function. Instead, why don't you try clapack_potrf, which is more flexible
|
960
|
+
* with its arguments?
|
961
|
+
*
|
962
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
963
|
+
* handling, so you can easily crash Ruby!
|
964
|
+
*/
|
965
|
+
static VALUE nm_atlas_clapack_potrf(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda) {
|
966
|
+
#if !defined(HAVE_CLAPACK_H) && !defined(HAVE_ATLAS_CLAPACK_H)
|
967
|
+
rb_raise(rb_eNotImpError, "potrf currently requires CLAPACK");
|
968
|
+
#endif
|
969
|
+
|
970
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const enum CBLAS_UPLO, const int n, void* a, const int lda) = {
|
971
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
972
|
+
nm::math::atlas::clapack_potrf<float>,
|
973
|
+
nm::math::atlas::clapack_potrf<double>,
|
974
|
+
#if defined (HAVE_CLAPACK_H) || defined (HAVE_ATLAS_CLAPACK_H)
|
975
|
+
clapack_cpotrf, clapack_zpotrf, // call directly, same function signature!
|
976
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
977
|
+
nm::math::atlas::clapack_potrf<nm::Complex64>,
|
978
|
+
nm::math::atlas::clapack_potrf<nm::Complex128>,
|
979
|
+
#endif
|
980
|
+
NULL
|
981
|
+
};
|
982
|
+
|
983
|
+
if (!ttable[NM_DTYPE(a)]) {
|
984
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
985
|
+
// FIXME: Once BLAS dtypes are implemented, replace error above with the error below.
|
986
|
+
//rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
987
|
+
} else {
|
988
|
+
// Call either our version of potrf or the LAPACK version.
|
989
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), blas_uplo_sym(uplo), FIX2INT(n), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda));
|
990
|
+
}
|
991
|
+
|
992
|
+
return a;
|
993
|
+
}
|
994
|
+
|
995
|
+
|
996
|
+
/*
|
997
|
+
* Call any of the clapack_xgetrs functions as directly as possible.
|
998
|
+
*/
|
999
|
+
static VALUE nm_atlas_clapack_getrs(VALUE self, VALUE order, VALUE trans, VALUE n, VALUE nrhs, VALUE a, VALUE lda, VALUE ipiv, VALUE b, VALUE ldb) {
|
1000
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE Trans, const int N,
|
1001
|
+
const int NRHS, const void* A, const int lda, const int* ipiv, void* B,
|
1002
|
+
const int ldb) = {
|
1003
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1004
|
+
nm::math::atlas::clapack_getrs<float>,
|
1005
|
+
nm::math::atlas::clapack_getrs<double>,
|
1006
|
+
#if defined (HAVE_CLAPACK_H) || defined (HAVE_ATLAS_CLAPACK_H)
|
1007
|
+
clapack_cgetrs, clapack_zgetrs, // call directly, same function signature!
|
1008
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1009
|
+
nm::math::atlas::clapack_getrs<nm::Complex64>,
|
1010
|
+
nm::math::atlas::clapack_getrs<nm::Complex128>,
|
1011
|
+
#endif
|
1012
|
+
nm::math::atlas::clapack_getrs<nm::RubyObject>
|
1013
|
+
};
|
1014
|
+
|
1015
|
+
// Allocate the C version of the pivot index array
|
1016
|
+
int* ipiv_;
|
1017
|
+
if (TYPE(ipiv) != T_ARRAY) {
|
1018
|
+
rb_raise(rb_eArgError, "ipiv must be of type Array");
|
1019
|
+
} else {
|
1020
|
+
ipiv_ = NM_ALLOCA_N(int, RARRAY_LEN(ipiv));
|
1021
|
+
for (int index = 0; index < RARRAY_LEN(ipiv); ++index) {
|
1022
|
+
ipiv_[index] = FIX2INT( RARRAY_PTR(ipiv)[index] );
|
1023
|
+
}
|
1024
|
+
}
|
1025
|
+
|
1026
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1027
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1028
|
+
} else {
|
1029
|
+
|
1030
|
+
// Call either our version of getrs or the LAPACK version.
|
1031
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), blas_transpose_sym(trans), FIX2INT(n), FIX2INT(nrhs), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda),
|
1032
|
+
ipiv_, NM_STORAGE_DENSE(b)->elements, FIX2INT(ldb));
|
1033
|
+
}
|
1034
|
+
|
1035
|
+
// b is both returned and modified directly in the argument list.
|
1036
|
+
return b;
|
1037
|
+
}
|
1038
|
+
|
1039
|
+
|
1040
|
+
/*
|
1041
|
+
* Call any of the clapack_xpotrs functions as directly as possible.
|
1042
|
+
*/
|
1043
|
+
static VALUE nm_atlas_clapack_potrs(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE nrhs, VALUE a, VALUE lda, VALUE b, VALUE ldb) {
|
1044
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const int N,
|
1045
|
+
const int NRHS, const void* A, const int lda, void* B, const int ldb) = {
|
1046
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1047
|
+
nm::math::atlas::clapack_potrs<float>,
|
1048
|
+
nm::math::atlas::clapack_potrs<double>,
|
1049
|
+
#if defined (HAVE_CLAPACK_H) || defined (HAVE_ATLAS_CLAPACK_H)
|
1050
|
+
clapack_cpotrs, clapack_zpotrs, // call directly, same function signature!
|
1051
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1052
|
+
nm::math::atlas::clapack_potrs<nm::Complex64>,
|
1053
|
+
nm::math::atlas::clapack_potrs<nm::Complex128>,
|
1054
|
+
#endif
|
1055
|
+
nm::math::atlas::clapack_potrs<nm::RubyObject>
|
1056
|
+
};
|
1057
|
+
|
1058
|
+
|
1059
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1060
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1061
|
+
} else {
|
1062
|
+
|
1063
|
+
// Call either our version of potrs or the LAPACK version.
|
1064
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), blas_uplo_sym(uplo), FIX2INT(n), FIX2INT(nrhs), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda),
|
1065
|
+
NM_STORAGE_DENSE(b)->elements, FIX2INT(ldb));
|
1066
|
+
}
|
1067
|
+
|
1068
|
+
// b is both returned and modified directly in the argument list.
|
1069
|
+
return b;
|
1070
|
+
}
|
1071
|
+
|
1072
|
+
/* Call any of the clapack_xgetri functions as directly as possible.
|
1073
|
+
*
|
1074
|
+
* You probably don't want to call this function. Instead, why don't you try clapack_getri, which is more flexible
|
1075
|
+
* with its arguments?
|
1076
|
+
*
|
1077
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
1078
|
+
* handling, so you can easily crash Ruby!
|
1079
|
+
*
|
1080
|
+
* Returns an array giving the pivot indices (normally these are argument #5).
|
1081
|
+
*/
|
1082
|
+
static VALUE nm_atlas_clapack_getri(VALUE self, VALUE order, VALUE n, VALUE a, VALUE lda, VALUE ipiv) {
|
1083
|
+
#if !defined (HAVE_CLAPACK_H) && !defined (HAVE_ATLAS_CLAPACK_H)
|
1084
|
+
rb_raise(rb_eNotImpError, "getri currently requires CLAPACK");
|
1085
|
+
#endif
|
1086
|
+
|
1087
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const int n, void* a, const int lda, const int* ipiv) = {
|
1088
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1089
|
+
nm::math::atlas::clapack_getri<float>,
|
1090
|
+
nm::math::atlas::clapack_getri<double>,
|
1091
|
+
#if defined (HAVE_CLAPACK_H) || defined (HAVE_ATLAS_CLAPACK_H)
|
1092
|
+
clapack_cgetri, clapack_zgetri, // call directly, same function signature!
|
1093
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1094
|
+
nm::math::atlas::clapack_getri<nm::Complex64>,
|
1095
|
+
nm::math::atlas::clapack_getri<nm::Complex128>,
|
1096
|
+
#endif
|
1097
|
+
NULL
|
1098
|
+
};
|
1099
|
+
|
1100
|
+
// Allocate the C version of the pivot index array
|
1101
|
+
int* ipiv_;
|
1102
|
+
if (TYPE(ipiv) != T_ARRAY) {
|
1103
|
+
rb_raise(rb_eArgError, "ipiv must be of type Array");
|
1104
|
+
} else {
|
1105
|
+
ipiv_ = NM_ALLOCA_N(int, RARRAY_LEN(ipiv));
|
1106
|
+
for (int index = 0; index < RARRAY_LEN(ipiv); ++index) {
|
1107
|
+
ipiv_[index] = FIX2INT( RARRAY_PTR(ipiv)[index] );
|
1108
|
+
}
|
1109
|
+
}
|
1110
|
+
|
1111
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1112
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
1113
|
+
// FIXME: Once non-BLAS dtypes are implemented, replace error above with the error below.
|
1114
|
+
//rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1115
|
+
} else {
|
1116
|
+
// Call either our version of getri or the LAPACK version.
|
1117
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), FIX2INT(n), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), ipiv_);
|
1118
|
+
}
|
1119
|
+
|
1120
|
+
return a;
|
1121
|
+
}
|
1122
|
+
|
1123
|
+
|
1124
|
+
/* Call any of the clapack_xpotri functions as directly as possible.
|
1125
|
+
*
|
1126
|
+
* You probably don't want to call this function. Instead, why don't you try clapack_potri, which is more flexible
|
1127
|
+
* with its arguments?
|
1128
|
+
*
|
1129
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
1130
|
+
* handling, so you can easily crash Ruby!
|
1131
|
+
*/
|
1132
|
+
static VALUE nm_atlas_clapack_potri(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda) {
|
1133
|
+
#if !defined (HAVE_CLAPACK_H) && !defined (HAVE_ATLAS_CLAPACK_H)
|
1134
|
+
rb_raise(rb_eNotImpError, "getri currently requires CLAPACK");
|
1135
|
+
#endif
|
1136
|
+
|
1137
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const enum CBLAS_UPLO, const int n, void* a, const int lda) = {
|
1138
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1139
|
+
nm::math::atlas::clapack_potri<float>,
|
1140
|
+
nm::math::atlas::clapack_potri<double>,
|
1141
|
+
#if defined (HAVE_CLAPACK_H) || defined (HAVE_ATLAS_CLAPACK_H)
|
1142
|
+
clapack_cpotri, clapack_zpotri, // call directly, same function signature!
|
1143
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1144
|
+
nm::math::atlas::clapack_potri<nm::Complex64>,
|
1145
|
+
nm::math::atlas::clapack_potri<nm::Complex128>,
|
1146
|
+
#endif
|
1147
|
+
NULL
|
1148
|
+
};
|
1149
|
+
|
1150
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1151
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
1152
|
+
// FIXME: Once BLAS dtypes are implemented, replace error above with the error below.
|
1153
|
+
//rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1154
|
+
} else {
|
1155
|
+
// Call either our version of getri or the LAPACK version.
|
1156
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), blas_uplo_sym(uplo), FIX2INT(n), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda));
|
1157
|
+
}
|
1158
|
+
|
1159
|
+
return a;
|
1160
|
+
}
|
1161
|
+
|
1162
|
+
|
1163
|
+
/*
|
1164
|
+
* Call any of the clapack_xlaswp functions as directly as possible.
|
1165
|
+
*
|
1166
|
+
* Note that LAPACK's xlaswp functions accept a column-order matrix, but NMatrix uses row-order. Thus, n should be the
|
1167
|
+
* number of rows and lda should be the number of columns, no matter what it says in the documentation for dlaswp.f.
|
1168
|
+
*/
|
1169
|
+
static VALUE nm_atlas_clapack_laswp(VALUE self, VALUE n, VALUE a, VALUE lda, VALUE k1, VALUE k2, VALUE ipiv, VALUE incx) {
|
1170
|
+
//We have actually never used the ATLAS version of laswp. For the time being
|
1171
|
+
//I will leave it like that and just always call the internal implementation.
|
1172
|
+
//I don't know if there is a good reason for this or not.
|
1173
|
+
//Maybe because our internal version swaps columns instead of rows.
|
1174
|
+
static void (*ttable[nm::NUM_DTYPES])(const int n, void* a, const int lda, const int k1, const int k2, const int* ipiv, const int incx) = {
|
1175
|
+
nm::math::clapack_laswp<uint8_t>,
|
1176
|
+
nm::math::clapack_laswp<int8_t>,
|
1177
|
+
nm::math::clapack_laswp<int16_t>,
|
1178
|
+
nm::math::clapack_laswp<int32_t>,
|
1179
|
+
nm::math::clapack_laswp<int64_t>,
|
1180
|
+
nm::math::clapack_laswp<float>,
|
1181
|
+
nm::math::clapack_laswp<double>,
|
1182
|
+
nm::math::clapack_laswp<nm::Complex64>,
|
1183
|
+
nm::math::clapack_laswp<nm::Complex128>,
|
1184
|
+
nm::math::clapack_laswp<nm::RubyObject>
|
1185
|
+
};
|
1186
|
+
|
1187
|
+
// Allocate the C version of the pivot index array
|
1188
|
+
int* ipiv_;
|
1189
|
+
if (TYPE(ipiv) != T_ARRAY) {
|
1190
|
+
rb_raise(rb_eArgError, "ipiv must be of type Array");
|
1191
|
+
} else {
|
1192
|
+
ipiv_ = NM_ALLOCA_N(int, RARRAY_LEN(ipiv));
|
1193
|
+
for (int index = 0; index < RARRAY_LEN(ipiv); ++index) {
|
1194
|
+
ipiv_[index] = FIX2INT( RARRAY_PTR(ipiv)[index] );
|
1195
|
+
}
|
1196
|
+
}
|
1197
|
+
|
1198
|
+
// Call either our version of laswp or the LAPACK version.
|
1199
|
+
ttable[NM_DTYPE(a)](FIX2INT(n), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), FIX2INT(k1), FIX2INT(k2), ipiv_, FIX2INT(incx));
|
1200
|
+
|
1201
|
+
// a is both returned and modified directly in the argument list.
|
1202
|
+
return a;
|
1203
|
+
}
|
1204
|
+
|
1205
|
+
|
1206
|
+
}
|