nmatrix-gemv 0.0.3

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  1. checksums.yaml +7 -0
  2. data/.gitignore +29 -0
  3. data/.rspec +2 -0
  4. data/.travis.yml +14 -0
  5. data/Gemfile +7 -0
  6. data/README.md +29 -0
  7. data/Rakefile +225 -0
  8. data/ext/nmatrix_gemv/binary_format.txt +53 -0
  9. data/ext/nmatrix_gemv/data/complex.h +399 -0
  10. data/ext/nmatrix_gemv/data/data.cpp +298 -0
  11. data/ext/nmatrix_gemv/data/data.h +771 -0
  12. data/ext/nmatrix_gemv/data/meta.h +70 -0
  13. data/ext/nmatrix_gemv/data/rational.h +436 -0
  14. data/ext/nmatrix_gemv/data/ruby_object.h +471 -0
  15. data/ext/nmatrix_gemv/extconf.rb +254 -0
  16. data/ext/nmatrix_gemv/math.cpp +1639 -0
  17. data/ext/nmatrix_gemv/math/asum.h +143 -0
  18. data/ext/nmatrix_gemv/math/geev.h +82 -0
  19. data/ext/nmatrix_gemv/math/gemm.h +271 -0
  20. data/ext/nmatrix_gemv/math/gemv.h +212 -0
  21. data/ext/nmatrix_gemv/math/ger.h +96 -0
  22. data/ext/nmatrix_gemv/math/gesdd.h +80 -0
  23. data/ext/nmatrix_gemv/math/gesvd.h +78 -0
  24. data/ext/nmatrix_gemv/math/getf2.h +86 -0
  25. data/ext/nmatrix_gemv/math/getrf.h +240 -0
  26. data/ext/nmatrix_gemv/math/getri.h +108 -0
  27. data/ext/nmatrix_gemv/math/getrs.h +129 -0
  28. data/ext/nmatrix_gemv/math/idamax.h +86 -0
  29. data/ext/nmatrix_gemv/math/inc.h +47 -0
  30. data/ext/nmatrix_gemv/math/laswp.h +165 -0
  31. data/ext/nmatrix_gemv/math/long_dtype.h +52 -0
  32. data/ext/nmatrix_gemv/math/math.h +1069 -0
  33. data/ext/nmatrix_gemv/math/nrm2.h +181 -0
  34. data/ext/nmatrix_gemv/math/potrs.h +129 -0
  35. data/ext/nmatrix_gemv/math/rot.h +141 -0
  36. data/ext/nmatrix_gemv/math/rotg.h +115 -0
  37. data/ext/nmatrix_gemv/math/scal.h +73 -0
  38. data/ext/nmatrix_gemv/math/swap.h +73 -0
  39. data/ext/nmatrix_gemv/math/trsm.h +387 -0
  40. data/ext/nmatrix_gemv/nm_memory.h +60 -0
  41. data/ext/nmatrix_gemv/nmatrix_gemv.cpp +90 -0
  42. data/ext/nmatrix_gemv/nmatrix_gemv.h +374 -0
  43. data/ext/nmatrix_gemv/ruby_constants.cpp +153 -0
  44. data/ext/nmatrix_gemv/ruby_constants.h +107 -0
  45. data/ext/nmatrix_gemv/ruby_nmatrix.c +84 -0
  46. data/ext/nmatrix_gemv/ttable_helper.rb +122 -0
  47. data/ext/nmatrix_gemv/types.h +54 -0
  48. data/ext/nmatrix_gemv/util/util.h +78 -0
  49. data/lib/nmatrix-gemv.rb +43 -0
  50. data/lib/nmatrix_gemv/blas.rb +85 -0
  51. data/lib/nmatrix_gemv/nmatrix_gemv.rb +35 -0
  52. data/lib/nmatrix_gemv/rspec.rb +75 -0
  53. data/nmatrix-gemv.gemspec +31 -0
  54. data/spec/blas_spec.rb +154 -0
  55. data/spec/spec_helper.rb +128 -0
  56. metadata +186 -0
@@ -0,0 +1,86 @@
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
+ // == getf2.h
25
+ //
26
+ // LAPACK getf2 function in native C++.
27
+ //
28
+
29
+ #ifndef GETF2_H
30
+ #define GETF2_H
31
+
32
+ namespace nm { namespace math {
33
+
34
+ template <typename DType>
35
+ inline int getf2(const int m, const int n, DType* a, const int lda, int *ipiv) {
36
+
37
+ /* Function Body */
38
+ if (m < 0) return -1; // error
39
+ else if (n < 0) return -2; // error
40
+ else if (lda < std::max(1,m)) return -4; // error
41
+
42
+
43
+ if (m == 0 || n == 0) return 0; /* Quick return if possible */
44
+
45
+ for (size_t j = 0; j < std::min(m,n); ++j) { // changed
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+
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+ /* Find pivot and test for singularity. */
48
+
49
+ int jp = j - 1 + idamax<DType>(m-j+1, &a[j + j * lda], 1);
50
+
51
+ ipiv[j] = jp;
52
+
53
+
54
+ if (a[jp + j*lda] != 0) {
55
+
56
+ /* Apply the interchange to columns 1:N. */
57
+ // (Don't swap two columns that are the same.)
58
+ if (jp != j) swap<DType>(n, &a[j], lda, &a[jp], lda);
59
+
60
+ /* Compute elements J+1:M of J-th column. */
61
+
62
+ if (j < m-1) {
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+ if (std::abs(a[j+j*lda]) >= std::numeric_limits<DType>::min()) {
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+ scal<DType>(m-j, 1.0 / a[j+j*lda], &a[j+1+j*lda], 1);
65
+ } else {
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+ for (size_t i = 0; i < m-j; ++i) { // changed
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+ a[j+i+j*lda] /= a[j+j*lda];
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+ }
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+ }
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+ }
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+
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+ } else { // singular matrix
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+ return j; // U(j,j) is exactly zero, div by zero if answer is used to solve a system of equations.
74
+ }
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+
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+ if (j < std::min(m,n)-1) /* Update trailing submatrix. */
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+ ger<DType>(m-j, n-j, -1.0, &a[j+1+j*lda], 1, &a[j+(j+1)*lda], lda, &a[j+1+(j+1)*lda], lda);
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+
79
+ }
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+ return 0;
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+ } /* dgetf2_ */
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+
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+
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+ }} // end of namespace nm::math
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+
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+ #endif // GETF2
@@ -0,0 +1,240 @@
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
+ namespace nm { namespace math {
63
+
64
+ /* Numeric inverse -- usually just 1 / f, but a little more complicated for complex. */
65
+ template <typename DType>
66
+ inline DType numeric_inverse(const DType& n) {
67
+ return n.inverse();
68
+ }
69
+ template <> inline float numeric_inverse(const float& n) { return 1 / n; }
70
+ template <> inline double numeric_inverse(const double& n) { return 1 / n; }
71
+
72
+
73
+
74
+ /*
75
+ * Templated version of row-order and column-order getrf, derived from ATL_getrfR.c (from ATLAS 3.8.0).
76
+ *
77
+ * 1. Row-major factorization of form
78
+ * A = L * U * P
79
+ * where P is a column-permutation matrix, L is lower triangular (lower
80
+ * trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
81
+ * trapazoidal if M < N). This is the recursive Level 3 BLAS version.
82
+ *
83
+ * 2. Column-major factorization of form
84
+ * A = P * L * U
85
+ * where P is a row-permutation matrix, L is lower triangular with unit diagonal
86
+ * elements (lower trapazoidal if M > N), and U is upper triangular (upper
87
+ * trapazoidal if M < N). This is the recursive Level 3 BLAS version.
88
+ *
89
+ * Template argument determines whether 1 or 2 is utilized.
90
+ */
91
+ template <bool RowMajor, typename DType>
92
+ inline int getrf_nothrow(const int M, const int N, DType* A, const int lda, int* ipiv) {
93
+ const int MN = std::min(M, N);
94
+ int ierr = 0;
95
+
96
+ // Symbols used by ATLAS in the several versions of this function:
97
+ // Row Col Us
98
+ // Nup Nleft N_ul
99
+ // Ndown Nright N_dr
100
+ // We're going to use N_ul, N_dr
101
+
102
+ DType neg_one = -1, one = 1;
103
+
104
+ if (MN > 1) {
105
+ int N_ul = MN >> 1;
106
+
107
+ // FIXME: Figure out how ATLAS #defines NB
108
+ #ifdef NB
109
+ if (N_ul > NB) N_ul = ATL_MulByNB(ATL_DivByNB(N_ul));
110
+ #endif
111
+
112
+ int N_dr = M - N_ul;
113
+
114
+ int i = RowMajor ? getrf_nothrow<true,DType>(N_ul, N, A, lda, ipiv) : getrf_nothrow<false,DType>(M, N_ul, A, lda, ipiv);
115
+
116
+ if (i) if (!ierr) ierr = i;
117
+
118
+ DType *Ar, *Ac, *An;
119
+ if (RowMajor) {
120
+ Ar = &(A[N_ul * lda]),
121
+ Ac = &(A[N_ul]);
122
+ An = &(Ar[N_ul]);
123
+
124
+ nm::math::laswp<DType>(N_dr, Ar, lda, 0, N_ul, ipiv, 1);
125
+
126
+ nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasUpper, CblasNoTrans, CblasUnit, N_dr, N_ul, one, A, lda, Ar, lda);
127
+ nm::math::gemm<DType>(CblasRowMajor, CblasNoTrans, CblasNoTrans, N_dr, N-N_ul, N_ul, &neg_one, Ar, lda, Ac, lda, &one, An, lda);
128
+
129
+ i = getrf_nothrow<true,DType>(N_dr, N-N_ul, An, lda, ipiv+N_ul);
130
+ } else {
131
+ Ar = NULL;
132
+ Ac = &(A[N_ul * lda]);
133
+ An = &(Ac[N_ul]);
134
+
135
+ nm::math::laswp<DType>(N_dr, Ac, lda, 0, N_ul, ipiv, 1);
136
+
137
+ nm::math::trsm<DType>(CblasColMajor, CblasLeft, CblasLower, CblasNoTrans, CblasUnit, N_ul, N_dr, one, A, lda, Ac, lda);
138
+ nm::math::gemm<DType>(CblasColMajor, CblasNoTrans, CblasNoTrans, M-N_ul, N_dr, N_ul, &neg_one, An, lda, Ac, lda, &one, An, lda);
139
+
140
+ i = getrf_nothrow<false,DType>(M-N_ul, N_dr, An, lda, ipiv+N_ul);
141
+ }
142
+
143
+ if (i) if (!ierr) ierr = N_ul + i;
144
+
145
+ for (i = N_ul; i != MN; i++) {
146
+ ipiv[i] += N_ul;
147
+ }
148
+
149
+ nm::math::laswp<DType>(N_ul, A, lda, N_ul, MN, ipiv, 1); /* apply pivots */
150
+
151
+ } else if (MN == 1) { // there's another case for the colmajor version, but i don't know that it's that critical. Calls ATLAS LU2, who knows what that does.
152
+
153
+ int i = *ipiv = nm::math::idamax<DType>(N, A, 1); // cblas_iamax(N, A, 1);
154
+
155
+ DType tmp = A[i];
156
+ if (tmp != 0) {
157
+
158
+ nm::math::scal<DType>((RowMajor ? N : M), nm::math::numeric_inverse(tmp), A, 1);
159
+ A[i] = *A;
160
+ *A = tmp;
161
+
162
+ } else ierr = 1;
163
+
164
+ }
165
+ return(ierr);
166
+ }
167
+
168
+
169
+ /*
170
+ * From ATLAS 3.8.0:
171
+ *
172
+ * Computes one of two LU factorizations based on the setting of the Order
173
+ * parameter, as follows:
174
+ * ----------------------------------------------------------------------------
175
+ * Order == CblasColMajor
176
+ * Column-major factorization of form
177
+ * A = P * L * U
178
+ * where P is a row-permutation matrix, L is lower triangular with unit
179
+ * diagonal elements (lower trapazoidal if M > N), and U is upper triangular
180
+ * (upper trapazoidal if M < N).
181
+ *
182
+ * ----------------------------------------------------------------------------
183
+ * Order == CblasRowMajor
184
+ * Row-major factorization of form
185
+ * A = P * L * U
186
+ * where P is a column-permutation matrix, L is lower triangular (lower
187
+ * trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
188
+ * trapazoidal if M < N).
189
+ *
190
+ * ============================================================================
191
+ * Let IERR be the return value of the function:
192
+ * If IERR == 0, successful exit.
193
+ * If (IERR < 0) the -IERR argument had an illegal value
194
+ * If (IERR > 0 && Order == CblasColMajor)
195
+ * U(i-1,i-1) is exactly zero. The factorization has been completed,
196
+ * but the factor U is exactly singular, and division by zero will
197
+ * occur if it is used to solve a system of equations.
198
+ * If (IERR > 0 && Order == CblasRowMajor)
199
+ * L(i-1,i-1) is exactly zero. The factorization has been completed,
200
+ * but the factor L is exactly singular, and division by zero will
201
+ * occur if it is used to solve a system of equations.
202
+ */
203
+ template <typename DType>
204
+ inline int getrf(const enum CBLAS_ORDER Order, const int M, const int N, DType* A, int lda, int* ipiv) {
205
+ if (Order == CblasRowMajor) {
206
+ if (lda < std::max(1,N)) {
207
+ rb_raise(rb_eArgError, "GETRF: lda must be >= MAX(N,1): lda=%d N=%d", lda, N);
208
+ return -6;
209
+ }
210
+
211
+ return getrf_nothrow<true,DType>(M, N, A, lda, ipiv);
212
+ } else {
213
+ if (lda < std::max(1,M)) {
214
+ rb_raise(rb_eArgError, "GETRF: lda must be >= MAX(M,1): lda=%d M=%d", lda, M);
215
+ return -6;
216
+ }
217
+
218
+ return getrf_nothrow<false,DType>(M, N, A, lda, ipiv);
219
+ //rb_raise(rb_eNotImpError, "column major getrf not implemented");
220
+ }
221
+ }
222
+
223
+
224
+
225
+ /*
226
+ * Function signature conversion for calling LAPACK's getrf functions as directly as possible.
227
+ *
228
+ * For documentation: http://www.netlib.org/lapack/double/dgetrf.f
229
+ *
230
+ * This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
231
+ */
232
+ template <typename DType>
233
+ inline int clapack_getrf(const enum CBLAS_ORDER order, const int m, const int n, void* a, const int lda, int* ipiv) {
234
+ return getrf<DType>(order, m, n, reinterpret_cast<DType*>(a), lda, ipiv);
235
+ }
236
+
237
+
238
+ } } // end nm::math
239
+
240
+ #endif
@@ -0,0 +1,108 @@
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
+ // == getri.h
25
+ //
26
+ // getri 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 GETRI_H
60
+ #define GETRI_H
61
+
62
+
63
+ namespace nm { namespace math {
64
+
65
+ template <typename DType>
66
+ inline int getri(const enum CBLAS_ORDER order, const int n, DType* a, const int lda, const int* ipiv) {
67
+ rb_raise(rb_eNotImpError, "getri not yet implemented for non-BLAS dtypes");
68
+ return 0;
69
+ }
70
+
71
+ #ifdef HAVE_CLAPACK_H
72
+ template <>
73
+ inline int getri(const enum CBLAS_ORDER order, const int n, float* a, const int lda, const int* ipiv) {
74
+ return clapack_sgetri(order, n, a, lda, ipiv);
75
+ }
76
+
77
+ template <>
78
+ inline int getri(const enum CBLAS_ORDER order, const int n, double* a, const int lda, const int* ipiv) {
79
+ return clapack_dgetri(order, n, a, lda, ipiv);
80
+ }
81
+
82
+ template <>
83
+ inline int getri(const enum CBLAS_ORDER order, const int n, Complex64* a, const int lda, const int* ipiv) {
84
+ return clapack_cgetri(order, n, reinterpret_cast<void*>(a), lda, ipiv);
85
+ }
86
+
87
+ template <>
88
+ inline int getri(const enum CBLAS_ORDER order, const int n, Complex128* a, const int lda, const int* ipiv) {
89
+ return clapack_zgetri(order, n, reinterpret_cast<void*>(a), lda, ipiv);
90
+ }
91
+ #endif
92
+
93
+ /*
94
+ * Function signature conversion for calling LAPACK's getri functions as directly as possible.
95
+ *
96
+ * For documentation: http://www.netlib.org/lapack/double/dgetri.f
97
+ *
98
+ * This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
99
+ */
100
+ template <typename DType>
101
+ inline int clapack_getri(const enum CBLAS_ORDER order, const int n, void* a, const int lda, const int* ipiv) {
102
+ return getri<DType>(order, n, reinterpret_cast<DType*>(a), lda, ipiv);
103
+ }
104
+
105
+
106
+ } } // end nm::math
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+
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+ #endif // GETRI_H
@@ -0,0 +1,129 @@
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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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+ // == getrs.h
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+ //
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+ // getrs function in native C++.
27
+ //
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+
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+ /*
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+ * Automatically Tuned Linear Algebra Software v3.8.4
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+ * (C) Copyright 1999 R. Clint Whaley
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+ *
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+ * Redistribution and use in source and binary forms, with or without
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+ * modification, are permitted provided that the following conditions
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+ * are met:
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+ * 1. Redistributions of source code must retain the above copyright
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+ * notice, this list of conditions and the following disclaimer.
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+ * 2. Redistributions in binary form must reproduce the above copyright
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+ * notice, this list of conditions, and the following disclaimer in the
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+ * documentation and/or other materials provided with the distribution.
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+ * 3. The name of the ATLAS group or the names of its contributers may
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+ * not be used to endorse or promote products derived from this
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+ * software without specific written permission.
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+ *
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+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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+ * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
47
+ * TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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+ * PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
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+ * 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
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+ * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
53
+ * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
55
+ * POSSIBILITY OF SUCH DAMAGE.
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+ *
57
+ */
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+
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+ #ifndef GETRS_H
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+ #define GETRS_H
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+
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+ extern "C" {
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+ #if defined HAVE_CBLAS_H
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+ #include <cblas.h>
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+ #elif defined HAVE_ATLAS_CBLAS_H
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+ #include <atlas/cblas.h>
67
+ #endif
68
+ }
69
+
70
+ namespace nm { namespace math {
71
+
72
+
73
+ /*
74
+ * Solves a system of linear equations A*X = B with a general NxN matrix A using the LU factorization computed by GETRF.
75
+ *
76
+ * From ATLAS 3.8.0.
77
+ */
78
+ template <typename DType>
79
+ int getrs(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE Trans, const int N, const int NRHS, const DType* A,
80
+ const int lda, const int* ipiv, DType* B, const int ldb)
81
+ {
82
+ // enum CBLAS_DIAG Lunit, Uunit; // These aren't used. Not sure why they're declared in ATLAS' src.
83
+
84
+ if (!N || !NRHS) return 0;
85
+
86
+ const DType ONE = 1;
87
+
88
+ if (Order == CblasColMajor) {
89
+ if (Trans == CblasNoTrans) {
90
+ nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, 1);
91
+ nm::math::trsm<DType>(Order, CblasLeft, CblasLower, CblasNoTrans, CblasUnit, N, NRHS, ONE, A, lda, B, ldb);
92
+ nm::math::trsm<DType>(Order, CblasLeft, CblasUpper, CblasNoTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
93
+ } else {
94
+ nm::math::trsm<DType>(Order, CblasLeft, CblasUpper, Trans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
95
+ nm::math::trsm<DType>(Order, CblasLeft, CblasLower, Trans, CblasUnit, N, NRHS, ONE, A, lda, B, ldb);
96
+ nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, -1);
97
+ }
98
+ } else {
99
+ if (Trans == CblasNoTrans) {
100
+ nm::math::trsm<DType>(Order, CblasRight, CblasLower, CblasTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
101
+ nm::math::trsm<DType>(Order, CblasRight, CblasUpper, CblasTrans, CblasUnit, NRHS, N, ONE, A, lda, B, ldb);
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+ nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, -1);
103
+ } else {
104
+ nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, 1);
105
+ nm::math::trsm<DType>(Order, CblasRight, CblasUpper, CblasNoTrans, CblasUnit, NRHS, N, ONE, A, lda, B, ldb);
106
+ nm::math::trsm<DType>(Order, CblasRight, CblasLower, CblasNoTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
107
+ }
108
+ }
109
+ return 0;
110
+ }
111
+
112
+
113
+ /*
114
+ * Function signature conversion for calling LAPACK's getrs functions as directly as possible.
115
+ *
116
+ * For documentation: http://www.netlib.org/lapack/double/dgetrs.f
117
+ *
118
+ * This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
119
+ */
120
+ template <typename DType>
121
+ inline int clapack_getrs(const enum CBLAS_ORDER order, const enum CBLAS_TRANSPOSE trans, const int n, const int nrhs,
122
+ const void* a, const int lda, const int* ipiv, void* b, const int ldb) {
123
+ return getrs<DType>(order, trans, n, nrhs, reinterpret_cast<const DType*>(a), lda, ipiv, reinterpret_cast<DType*>(b), ldb);
124
+ }
125
+
126
+
127
+ } } // end nm::math
128
+
129
+ #endif // GETRS_H