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 +1,241 @@
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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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// == gemm.h
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//
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// Header file for interface with ATLAS's CBLAS gemm functions and
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// native templated version of LAPACK's gemm function.
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//
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#ifndef GEMM_H
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# define GEMM_H
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#include "cblas_enums.h"
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#include "math/long_dtype.h"
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namespace nm { namespace math {
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/*
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* GEneral Matrix Multiplication: based on dgemm.f from Netlib.
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*
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* This is an extremely inefficient algorithm. Recommend using ATLAS' version instead.
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*
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* Template parameters: LT -- long version of type T. Type T is the matrix dtype.
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*
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* This version throws no errors. Use gemm<DType> instead for error checking.
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*/
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template <typename DType>
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inline void gemm_nothrow(const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_TRANSPOSE TransB, const int M, const int N, const int K,
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const DType* alpha, const DType* A, const int lda, const DType* B, const int ldb, const DType* beta, DType* C, const int ldc)
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{
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typename LongDType<DType>::type temp;
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// Quick return if possible
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if (!M or !N or ((*alpha == 0 or !K) and *beta == 1)) return;
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// For alpha = 0
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if (*alpha == 0) {
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if (*beta == 0) {
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for (int j = 0; j < N; ++j)
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for (int i = 0; i < M; ++i) {
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C[i+j*ldc] = 0;
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}
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} else {
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for (int j = 0; j < N; ++j)
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for (int i = 0; i < M; ++i) {
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C[i+j*ldc] *= *beta;
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}
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}
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return;
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}
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// Start the operations
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if (TransB == CblasNoTrans) {
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if (TransA == CblasNoTrans) {
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// C = alpha*A*B+beta*C
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for (int j = 0; j < N; ++j) {
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if (*beta == 0) {
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for (int i = 0; i < M; ++i) {
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C[i+j*ldc] = 0;
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}
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} else if (*beta != 1) {
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for (int i = 0; i < M; ++i) {
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C[i+j*ldc] *= *beta;
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}
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}
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for (int l = 0; l < K; ++l) {
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if (B[l+j*ldb] != 0) {
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temp = *alpha * B[l+j*ldb];
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for (int i = 0; i < M; ++i) {
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C[i+j*ldc] += A[i+l*lda] * temp;
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}
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}
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}
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}
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} else {
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// C = alpha*A**DType*B + beta*C
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for (int j = 0; j < N; ++j) {
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for (int i = 0; i < M; ++i) {
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temp = 0;
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for (int l = 0; l < K; ++l) {
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temp += A[l+i*lda] * B[l+j*ldb];
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}
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if (*beta == 0) {
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C[i+j*ldc] = *alpha*temp;
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} else {
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C[i+j*ldc] = *alpha*temp + *beta*C[i+j*ldc];
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}
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}
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}
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}
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} else if (TransA == CblasNoTrans) {
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// C = alpha*A*B**T + beta*C
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for (int j = 0; j < N; ++j) {
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if (*beta == 0) {
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for (int i = 0; i < M; ++i) {
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C[i+j*ldc] = 0;
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}
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} else if (*beta != 1) {
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for (int i = 0; i < M; ++i) {
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C[i+j*ldc] *= *beta;
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}
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}
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for (int l = 0; l < K; ++l) {
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if (B[j+l*ldb] != 0) {
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temp = *alpha * B[j+l*ldb];
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for (int i = 0; i < M; ++i) {
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C[i+j*ldc] += A[i+l*lda] * temp;
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}
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}
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}
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}
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} else {
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// C = alpha*A**DType*B**T + beta*C
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for (int j = 0; j < N; ++j) {
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for (int i = 0; i < M; ++i) {
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temp = 0;
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for (int l = 0; l < K; ++l) {
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temp += A[l+i*lda] * B[j+l*ldb];
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}
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if (*beta == 0) {
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C[i+j*ldc] = *alpha*temp;
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} else {
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C[i+j*ldc] = *alpha*temp + *beta*C[i+j*ldc];
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}
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}
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}
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}
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return;
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}
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template <typename DType>
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inline void gemm(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_TRANSPOSE TransB, const int M, const int N, const int K,
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const DType* alpha, const DType* A, const int lda, const DType* B, const int ldb, const DType* beta, DType* C, const int ldc)
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{
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if (Order == CblasRowMajor) {
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if (TransA == CblasNoTrans) {
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if (lda < std::max(K,1)) {
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rb_raise(rb_eArgError, "lda must be >= MAX(K,1): lda=%d K=%d", lda, K);
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}
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} else {
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if (lda < std::max(M,1)) { // && TransA == CblasTrans
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rb_raise(rb_eArgError, "lda must be >= MAX(M,1): lda=%d M=%d", lda, M);
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}
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}
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if (TransB == CblasNoTrans) {
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if (ldb < std::max(N,1)) {
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rb_raise(rb_eArgError, "ldb must be >= MAX(N,1): ldb=%d N=%d", ldb, N);
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}
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} else {
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if (ldb < std::max(K,1)) {
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rb_raise(rb_eArgError, "ldb must be >= MAX(K,1): ldb=%d K=%d", ldb, K);
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}
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}
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if (ldc < std::max(N,1)) {
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rb_raise(rb_eArgError, "ldc must be >= MAX(N,1): ldc=%d N=%d", ldc, N);
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}
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} else { // CblasColMajor
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if (TransA == CblasNoTrans) {
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if (lda < std::max(M,1)) {
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rb_raise(rb_eArgError, "lda must be >= MAX(M,1): lda=%d M=%d", lda, M);
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}
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} else {
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if (lda < std::max(K,1)) { // && TransA == CblasTrans
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rb_raise(rb_eArgError, "lda must be >= MAX(K,1): lda=%d K=%d", lda, K);
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}
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}
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if (TransB == CblasNoTrans) {
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if (ldb < std::max(K,1)) {
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rb_raise(rb_eArgError, "ldb must be >= MAX(K,1): ldb=%d N=%d", ldb, K);
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}
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} else {
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if (ldb < std::max(N,1)) { // NOTE: This error message is actually wrong in the ATLAS source currently. Or are we wrong?
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rb_raise(rb_eArgError, "ldb must be >= MAX(N,1): ldb=%d N=%d", ldb, N);
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}
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}
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if (ldc < std::max(M,1)) {
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rb_raise(rb_eArgError, "ldc must be >= MAX(M,1): ldc=%d N=%d", ldc, M);
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}
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}
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/*
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* Call SYRK when that's what the user is actually asking for; just handle beta=0, because beta=X requires
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* we copy C and then subtract to preserve asymmetry.
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*/
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if (A == B && M == N && TransA != TransB && lda == ldb && beta == 0) {
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rb_raise(rb_eNotImpError, "syrk and syreflect not implemented");
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/*syrk<DType>(CblasUpper, (Order == CblasColMajor) ? TransA : TransB, N, K, alpha, A, lda, beta, C, ldc);
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syreflect(CblasUpper, N, C, ldc);
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*/
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}
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if (Order == CblasRowMajor) gemm_nothrow<DType>(TransB, TransA, N, M, K, alpha, B, ldb, A, lda, beta, C, ldc);
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else gemm_nothrow<DType>(TransA, TransB, M, N, K, alpha, A, lda, B, ldb, beta, C, ldc);
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}
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}} // end of namespace nm::math
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#endif // GEMM_H
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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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// == gemv.h
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//
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// Header file for interface with ATLAS's CBLAS gemv functions and
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// native templated version of LAPACK's gemv function.
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//
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#ifndef GEMV_H
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# define GEMV_H
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#include "math/long_dtype.h"
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namespace nm { namespace math {
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/*
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* GEneral Matrix-Vector multiplication: based on dgemv.f from Netlib.
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*
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* This is an extremely inefficient algorithm. Recommend using ATLAS' version instead.
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*
|
42
|
+
* Template parameters: LT -- long version of type T. Type T is the matrix dtype.
|
43
|
+
*/
|
44
|
+
template <typename DType>
|
45
|
+
inline bool gemv(const enum CBLAS_TRANSPOSE Trans, const int M, const int N, const DType* alpha, const DType* A, const int lda,
|
46
|
+
const DType* X, const int incX, const DType* beta, DType* Y, const int incY) {
|
47
|
+
int lenX, lenY, i, j;
|
48
|
+
int kx, ky, iy, jx, jy, ix;
|
49
|
+
|
50
|
+
typename LongDType<DType>::type temp;
|
51
|
+
|
52
|
+
// Test the input parameters
|
53
|
+
if (Trans < 111 || Trans > 113) {
|
54
|
+
rb_raise(rb_eArgError, "GEMV: TransA must be CblasNoTrans, CblasTrans, or CblasConjTrans");
|
55
|
+
return false;
|
56
|
+
} else if (lda < std::max(1, N)) {
|
57
|
+
fprintf(stderr, "GEMV: N = %d; got lda=%d", N, lda);
|
58
|
+
rb_raise(rb_eArgError, "GEMV: Expected lda >= max(1, N)");
|
59
|
+
return false;
|
60
|
+
} else if (incX == 0) {
|
61
|
+
rb_raise(rb_eArgError, "GEMV: Expected incX != 0\n");
|
62
|
+
return false;
|
63
|
+
} else if (incY == 0) {
|
64
|
+
rb_raise(rb_eArgError, "GEMV: Expected incY != 0\n");
|
65
|
+
return false;
|
66
|
+
}
|
67
|
+
|
68
|
+
// Quick return if possible
|
69
|
+
if (!M or !N or (*alpha == 0 and *beta == 1)) return true;
|
70
|
+
|
71
|
+
if (Trans == CblasNoTrans) {
|
72
|
+
lenX = N;
|
73
|
+
lenY = M;
|
74
|
+
} else {
|
75
|
+
lenX = M;
|
76
|
+
lenY = N;
|
77
|
+
}
|
78
|
+
|
79
|
+
if (incX > 0) kx = 0;
|
80
|
+
else kx = (lenX - 1) * -incX;
|
81
|
+
|
82
|
+
if (incY > 0) ky = 0;
|
83
|
+
else ky = (lenY - 1) * -incY;
|
84
|
+
|
85
|
+
// Start the operations. In this version, the elements of A are accessed sequentially with one pass through A.
|
86
|
+
if (*beta != 1) {
|
87
|
+
if (incY == 1) {
|
88
|
+
if (*beta == 0) {
|
89
|
+
for (i = 0; i < lenY; ++i) {
|
90
|
+
Y[i] = 0;
|
91
|
+
}
|
92
|
+
} else {
|
93
|
+
for (i = 0; i < lenY; ++i) {
|
94
|
+
Y[i] *= *beta;
|
95
|
+
}
|
96
|
+
}
|
97
|
+
} else {
|
98
|
+
iy = ky;
|
99
|
+
if (*beta == 0) {
|
100
|
+
for (i = 0; i < lenY; ++i) {
|
101
|
+
Y[iy] = 0;
|
102
|
+
iy += incY;
|
103
|
+
}
|
104
|
+
} else {
|
105
|
+
for (i = 0; i < lenY; ++i) {
|
106
|
+
Y[iy] *= *beta;
|
107
|
+
iy += incY;
|
108
|
+
}
|
109
|
+
}
|
110
|
+
}
|
111
|
+
}
|
112
|
+
|
113
|
+
if (*alpha == 0) return false;
|
114
|
+
|
115
|
+
if (Trans == CblasNoTrans) {
|
116
|
+
|
117
|
+
// Form y := alpha*A*x + y.
|
118
|
+
jx = kx;
|
119
|
+
if (incY == 1) {
|
120
|
+
for (j = 0; j < N; ++j) {
|
121
|
+
if (X[jx] != 0) {
|
122
|
+
temp = *alpha * X[jx];
|
123
|
+
for (i = 0; i < M; ++i) {
|
124
|
+
Y[i] += A[j+i*lda] * temp;
|
125
|
+
}
|
126
|
+
}
|
127
|
+
jx += incX;
|
128
|
+
}
|
129
|
+
} else {
|
130
|
+
for (j = 0; j < N; ++j) {
|
131
|
+
if (X[jx] != 0) {
|
132
|
+
temp = *alpha * X[jx];
|
133
|
+
iy = ky;
|
134
|
+
for (i = 0; i < M; ++i) {
|
135
|
+
Y[iy] += A[j+i*lda] * temp;
|
136
|
+
iy += incY;
|
137
|
+
}
|
138
|
+
}
|
139
|
+
jx += incX;
|
140
|
+
}
|
141
|
+
}
|
142
|
+
|
143
|
+
} else { // TODO: Check that indices are correct! They're switched for C.
|
144
|
+
|
145
|
+
// Form y := alpha*A**DType*x + y.
|
146
|
+
jy = ky;
|
147
|
+
|
148
|
+
if (incX == 1) {
|
149
|
+
for (j = 0; j < N; ++j) {
|
150
|
+
temp = 0;
|
151
|
+
for (i = 0; i < M; ++i) {
|
152
|
+
temp += A[j+i*lda]*X[j];
|
153
|
+
}
|
154
|
+
Y[jy] += *alpha * temp;
|
155
|
+
jy += incY;
|
156
|
+
}
|
157
|
+
} else {
|
158
|
+
for (j = 0; j < N; ++j) {
|
159
|
+
temp = 0;
|
160
|
+
ix = kx;
|
161
|
+
for (i = 0; i < M; ++i) {
|
162
|
+
temp += A[j+i*lda] * X[ix];
|
163
|
+
ix += incX;
|
164
|
+
}
|
165
|
+
|
166
|
+
Y[jy] += *alpha * temp;
|
167
|
+
jy += incY;
|
168
|
+
}
|
169
|
+
}
|
170
|
+
}
|
171
|
+
|
172
|
+
return true;
|
173
|
+
} // end of GEMV
|
174
|
+
|
175
|
+
|
176
|
+
}} // end of namespace nm::math
|
177
|
+
|
178
|
+
#endif // GEMM_H
|
@@ -0,0 +1,255 @@
|
|
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
|
+
// == getrf.h
|
25
|
+
//
|
26
|
+
// getrf function in native C++.
|
27
|
+
//
|
28
|
+
|
29
|
+
/*
|
30
|
+
* Automatically Tuned Linear Algebra Software v3.8.4
|
31
|
+
* (C) Copyright 1999 R. Clint Whaley
|
32
|
+
*
|
33
|
+
* Redistribution and use in source and binary forms, with or without
|
34
|
+
* modification, are permitted provided that the following conditions
|
35
|
+
* are met:
|
36
|
+
* 1. Redistributions of source code must retain the above copyright
|
37
|
+
* notice, this list of conditions and the following disclaimer.
|
38
|
+
* 2. Redistributions in binary form must reproduce the above copyright
|
39
|
+
* notice, this list of conditions, and the following disclaimer in the
|
40
|
+
* documentation and/or other materials provided with the distribution.
|
41
|
+
* 3. The name of the ATLAS group or the names of its contributers may
|
42
|
+
* not be used to endorse or promote products derived from this
|
43
|
+
* software without specific written permission.
|
44
|
+
*
|
45
|
+
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
|
46
|
+
* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
|
47
|
+
* TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
48
|
+
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
|
49
|
+
* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
50
|
+
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
51
|
+
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
|
52
|
+
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
53
|
+
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
54
|
+
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
|
55
|
+
* POSSIBILITY OF SUCH DAMAGE.
|
56
|
+
*
|
57
|
+
*/
|
58
|
+
|
59
|
+
#ifndef GETRF_H
|
60
|
+
#define GETRF_H
|
61
|
+
|
62
|
+
#include "math/laswp.h"
|
63
|
+
#include "math/math.h"
|
64
|
+
#include "math/trsm.h"
|
65
|
+
#include "math/gemm.h"
|
66
|
+
#include "math/imax.h"
|
67
|
+
#include "math/scal.h"
|
68
|
+
|
69
|
+
namespace nm { namespace math {
|
70
|
+
|
71
|
+
/* Numeric inverse -- usually just 1 / f, but a little more complicated for complex. */
|
72
|
+
template <typename DType>
|
73
|
+
inline DType numeric_inverse(const DType& n) {
|
74
|
+
return n.inverse();
|
75
|
+
}
|
76
|
+
template <> inline float numeric_inverse(const float& n) { return 1 / n; }
|
77
|
+
template <> inline double numeric_inverse(const double& n) { return 1 / n; }
|
78
|
+
|
79
|
+
/*
|
80
|
+
* Templated version of row-order and column-order getrf, derived from ATL_getrfR.c (from ATLAS 3.8.0).
|
81
|
+
*
|
82
|
+
* 1. Row-major factorization of form
|
83
|
+
* A = L * U * P
|
84
|
+
* where P is a column-permutation matrix, L is lower triangular (lower
|
85
|
+
* trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
|
86
|
+
* trapazoidal if M < N). This is the recursive Level 3 BLAS version.
|
87
|
+
*
|
88
|
+
* 2. Column-major factorization of form
|
89
|
+
* A = P * L * U
|
90
|
+
* where P is a row-permutation matrix, L is lower triangular with unit diagonal
|
91
|
+
* elements (lower trapazoidal if M > N), and U is upper triangular (upper
|
92
|
+
* trapazoidal if M < N). This is the recursive Level 3 BLAS version.
|
93
|
+
*
|
94
|
+
* Template argument determines whether 1 or 2 is utilized.
|
95
|
+
*/
|
96
|
+
template <bool RowMajor, typename DType>
|
97
|
+
inline int getrf_nothrow(const int M, const int N, DType* A, const int lda, int* ipiv) {
|
98
|
+
const int MN = std::min(M, N);
|
99
|
+
int ierr = 0;
|
100
|
+
|
101
|
+
// Symbols used by ATLAS in the several versions of this function:
|
102
|
+
// Row Col Us
|
103
|
+
// Nup Nleft N_ul
|
104
|
+
// Ndown Nright N_dr
|
105
|
+
// We're going to use N_ul, N_dr
|
106
|
+
|
107
|
+
DType neg_one = -1, one = 1;
|
108
|
+
|
109
|
+
if (MN > 1) {
|
110
|
+
int N_ul = MN >> 1;
|
111
|
+
|
112
|
+
// FIXME: Figure out how ATLAS #defines NB
|
113
|
+
#ifdef NB
|
114
|
+
if (N_ul > NB) N_ul = ATL_MulByNB(ATL_DivByNB(N_ul));
|
115
|
+
#endif
|
116
|
+
|
117
|
+
int N_dr;
|
118
|
+
if (RowMajor) {
|
119
|
+
N_dr = M - N_ul;
|
120
|
+
} else {
|
121
|
+
N_dr = N - N_ul;
|
122
|
+
}
|
123
|
+
|
124
|
+
int i = RowMajor ? getrf_nothrow<true,DType>(N_ul, N, A, lda, ipiv) : getrf_nothrow<false,DType>(M, N_ul, A, lda, ipiv);
|
125
|
+
|
126
|
+
if (i) if (!ierr) ierr = i;
|
127
|
+
|
128
|
+
DType *Ar, *Ac, *An;
|
129
|
+
if (RowMajor) {
|
130
|
+
Ar = &(A[N_ul * lda]),
|
131
|
+
Ac = &(A[N_ul]);
|
132
|
+
An = &(Ar[N_ul]);
|
133
|
+
|
134
|
+
nm::math::laswp<DType>(N_dr, Ar, lda, 0, N_ul, ipiv, 1);
|
135
|
+
|
136
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasUpper, CblasNoTrans, CblasUnit, N_dr, N_ul, one, A, lda, Ar, lda);
|
137
|
+
nm::math::gemm<DType>(CblasRowMajor, CblasNoTrans, CblasNoTrans, N_dr, N-N_ul, N_ul, &neg_one, Ar, lda, Ac, lda, &one, An, lda);
|
138
|
+
|
139
|
+
i = getrf_nothrow<true,DType>(N_dr, N-N_ul, An, lda, ipiv+N_ul);
|
140
|
+
} else {
|
141
|
+
Ar = NULL;
|
142
|
+
Ac = &(A[N_ul * lda]);
|
143
|
+
An = &(Ac[N_ul]);
|
144
|
+
|
145
|
+
nm::math::laswp<DType>(N_dr, Ac, lda, 0, N_ul, ipiv, 1);
|
146
|
+
|
147
|
+
nm::math::trsm<DType>(CblasColMajor, CblasLeft, CblasLower, CblasNoTrans, CblasUnit, N_ul, N_dr, one, A, lda, Ac, lda);
|
148
|
+
nm::math::gemm<DType>(CblasColMajor, CblasNoTrans, CblasNoTrans, M-N_ul, N_dr, N_ul, &neg_one, &(A[N_ul]), lda, Ac, lda, &one, An, lda);
|
149
|
+
|
150
|
+
i = getrf_nothrow<false,DType>(M-N_ul, N_dr, An, lda, ipiv+N_ul);
|
151
|
+
}
|
152
|
+
|
153
|
+
if (i) if (!ierr) ierr = N_ul + i;
|
154
|
+
|
155
|
+
for (i = N_ul; i != MN; i++) {
|
156
|
+
ipiv[i] += N_ul;
|
157
|
+
}
|
158
|
+
|
159
|
+
nm::math::laswp<DType>(N_ul, A, lda, N_ul, MN, ipiv, 1); /* apply pivots */
|
160
|
+
|
161
|
+
} else if (MN == 1) { // there's another case for the colmajor version, but it doesn't seem to be necessary.
|
162
|
+
|
163
|
+
int i;
|
164
|
+
if (RowMajor) {
|
165
|
+
i = *ipiv = nm::math::imax<DType>(N, A, 1); // cblas_iamax(N, A, 1);
|
166
|
+
} else {
|
167
|
+
i = *ipiv = nm::math::imax<DType>(M, A, 1);
|
168
|
+
}
|
169
|
+
|
170
|
+
DType tmp = A[i];
|
171
|
+
if (tmp != 0) {
|
172
|
+
|
173
|
+
nm::math::scal<DType>((RowMajor ? N : M), nm::math::numeric_inverse(tmp), A, 1);
|
174
|
+
A[i] = *A;
|
175
|
+
*A = tmp;
|
176
|
+
|
177
|
+
} else ierr = 1;
|
178
|
+
|
179
|
+
}
|
180
|
+
return(ierr);
|
181
|
+
}
|
182
|
+
|
183
|
+
|
184
|
+
/*
|
185
|
+
* From ATLAS 3.8.0:
|
186
|
+
*
|
187
|
+
* Computes one of two LU factorizations based on the setting of the Order
|
188
|
+
* parameter, as follows:
|
189
|
+
* ----------------------------------------------------------------------------
|
190
|
+
* Order == CblasColMajor
|
191
|
+
* Column-major factorization of form
|
192
|
+
* A = P * L * U
|
193
|
+
* where P is a row-permutation matrix, L is lower triangular with unit
|
194
|
+
* diagonal elements (lower trapazoidal if M > N), and U is upper triangular
|
195
|
+
* (upper trapazoidal if M < N).
|
196
|
+
*
|
197
|
+
* ----------------------------------------------------------------------------
|
198
|
+
* Order == CblasRowMajor
|
199
|
+
* Row-major factorization of form
|
200
|
+
* A = P * L * U
|
201
|
+
* where P is a column-permutation matrix, L is lower triangular (lower
|
202
|
+
* trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
|
203
|
+
* trapazoidal if M < N).
|
204
|
+
*
|
205
|
+
* ============================================================================
|
206
|
+
* Let IERR be the return value of the function:
|
207
|
+
* If IERR == 0, successful exit.
|
208
|
+
* If (IERR < 0) the -IERR argument had an illegal value
|
209
|
+
* If (IERR > 0 && Order == CblasColMajor)
|
210
|
+
* U(i-1,i-1) is exactly zero. The factorization has been completed,
|
211
|
+
* but the factor U is exactly singular, and division by zero will
|
212
|
+
* occur if it is used to solve a system of equations.
|
213
|
+
* If (IERR > 0 && Order == CblasRowMajor)
|
214
|
+
* L(i-1,i-1) is exactly zero. The factorization has been completed,
|
215
|
+
* but the factor L is exactly singular, and division by zero will
|
216
|
+
* occur if it is used to solve a system of equations.
|
217
|
+
*/
|
218
|
+
template <typename DType>
|
219
|
+
inline int getrf(const enum CBLAS_ORDER Order, const int M, const int N, DType* A, int lda, int* ipiv) {
|
220
|
+
if (Order == CblasRowMajor) {
|
221
|
+
if (lda < std::max(1,N)) {
|
222
|
+
rb_raise(rb_eArgError, "GETRF: lda must be >= MAX(N,1): lda=%d N=%d", lda, N);
|
223
|
+
return -6;
|
224
|
+
}
|
225
|
+
|
226
|
+
return getrf_nothrow<true,DType>(M, N, A, lda, ipiv);
|
227
|
+
} else {
|
228
|
+
if (lda < std::max(1,M)) {
|
229
|
+
rb_raise(rb_eArgError, "GETRF: lda must be >= MAX(M,1): lda=%d M=%d", lda, M);
|
230
|
+
return -6;
|
231
|
+
}
|
232
|
+
|
233
|
+
return getrf_nothrow<false,DType>(M, N, A, lda, ipiv);
|
234
|
+
//rb_raise(rb_eNotImpError, "column major getrf not implemented");
|
235
|
+
}
|
236
|
+
}
|
237
|
+
|
238
|
+
|
239
|
+
|
240
|
+
/*
|
241
|
+
* Function signature conversion for calling LAPACK's getrf functions as directly as possible.
|
242
|
+
*
|
243
|
+
* For documentation: http://www.netlib.org/lapack/double/dgetrf.f
|
244
|
+
*
|
245
|
+
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
246
|
+
*/
|
247
|
+
template <typename DType>
|
248
|
+
inline int clapack_getrf(const enum CBLAS_ORDER order, const int m, const int n, void* a, const int lda, int* ipiv) {
|
249
|
+
return getrf<DType>(order, m, n, reinterpret_cast<DType*>(a), lda, ipiv);
|
250
|
+
}
|
251
|
+
|
252
|
+
|
253
|
+
} } // end nm::math
|
254
|
+
|
255
|
+
#endif
|