nmatrix-gemv 0.0.3
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- checksums.yaml +7 -0
- data/.gitignore +29 -0
- data/.rspec +2 -0
- data/.travis.yml +14 -0
- data/Gemfile +7 -0
- data/README.md +29 -0
- data/Rakefile +225 -0
- data/ext/nmatrix_gemv/binary_format.txt +53 -0
- data/ext/nmatrix_gemv/data/complex.h +399 -0
- data/ext/nmatrix_gemv/data/data.cpp +298 -0
- data/ext/nmatrix_gemv/data/data.h +771 -0
- data/ext/nmatrix_gemv/data/meta.h +70 -0
- data/ext/nmatrix_gemv/data/rational.h +436 -0
- data/ext/nmatrix_gemv/data/ruby_object.h +471 -0
- data/ext/nmatrix_gemv/extconf.rb +254 -0
- data/ext/nmatrix_gemv/math.cpp +1639 -0
- data/ext/nmatrix_gemv/math/asum.h +143 -0
- data/ext/nmatrix_gemv/math/geev.h +82 -0
- data/ext/nmatrix_gemv/math/gemm.h +271 -0
- data/ext/nmatrix_gemv/math/gemv.h +212 -0
- data/ext/nmatrix_gemv/math/ger.h +96 -0
- data/ext/nmatrix_gemv/math/gesdd.h +80 -0
- data/ext/nmatrix_gemv/math/gesvd.h +78 -0
- data/ext/nmatrix_gemv/math/getf2.h +86 -0
- data/ext/nmatrix_gemv/math/getrf.h +240 -0
- data/ext/nmatrix_gemv/math/getri.h +108 -0
- data/ext/nmatrix_gemv/math/getrs.h +129 -0
- data/ext/nmatrix_gemv/math/idamax.h +86 -0
- data/ext/nmatrix_gemv/math/inc.h +47 -0
- data/ext/nmatrix_gemv/math/laswp.h +165 -0
- data/ext/nmatrix_gemv/math/long_dtype.h +52 -0
- data/ext/nmatrix_gemv/math/math.h +1069 -0
- data/ext/nmatrix_gemv/math/nrm2.h +181 -0
- data/ext/nmatrix_gemv/math/potrs.h +129 -0
- data/ext/nmatrix_gemv/math/rot.h +141 -0
- data/ext/nmatrix_gemv/math/rotg.h +115 -0
- data/ext/nmatrix_gemv/math/scal.h +73 -0
- data/ext/nmatrix_gemv/math/swap.h +73 -0
- data/ext/nmatrix_gemv/math/trsm.h +387 -0
- data/ext/nmatrix_gemv/nm_memory.h +60 -0
- data/ext/nmatrix_gemv/nmatrix_gemv.cpp +90 -0
- data/ext/nmatrix_gemv/nmatrix_gemv.h +374 -0
- data/ext/nmatrix_gemv/ruby_constants.cpp +153 -0
- data/ext/nmatrix_gemv/ruby_constants.h +107 -0
- data/ext/nmatrix_gemv/ruby_nmatrix.c +84 -0
- data/ext/nmatrix_gemv/ttable_helper.rb +122 -0
- data/ext/nmatrix_gemv/types.h +54 -0
- data/ext/nmatrix_gemv/util/util.h +78 -0
- data/lib/nmatrix-gemv.rb +43 -0
- data/lib/nmatrix_gemv/blas.rb +85 -0
- data/lib/nmatrix_gemv/nmatrix_gemv.rb +35 -0
- data/lib/nmatrix_gemv/rspec.rb +75 -0
- data/nmatrix-gemv.gemspec +31 -0
- data/spec/blas_spec.rb +154 -0
- data/spec/spec_helper.rb +128 -0
- metadata +186 -0
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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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hfile.puts "#define OLD_RB_SCAN_ARGS" if RUBY_VERSION < '1.9.3'
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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_gemv.h', '$(archdir)'], ['nmatrix_gemv.hpp', '$(archdir)'], ['nmatrix_gemv_config.h', '$(archdir)']]
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if /cygwin|mingw/ =~ RUBY_PLATFORM
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$INSTALLFILES << ['libnmatrix_gemv.a', '$(archdir)']
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end
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end
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if /cygwin|mingw/ =~ RUBY_PLATFORM
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CONFIG["DLDFLAGS"] << " --output-lib libnmatrix_gemv.a"
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end
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$DEBUG = true
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$CFLAGS = ["-Wall -Werror=return-type",$CFLAGS].join(" ")
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$CXXFLAGS = ["-Wall -Werror=return-type",$CXXFLAGS].join(" ")
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$CPPFLAGS = ["-Wall -Werror=return-type",$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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basenames = %w{nmatrix_gemv ruby_constants data/data math }
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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 #:nodoc:
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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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have_func("clapack_dgetrf", ["cblas.h", "clapack.h"])
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have_func("clapack_dgetri", ["cblas.h", "clapack.h"])
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have_func("dgesvd_", "clapack.h") # This may not do anything. dgesvd_ seems to be in LAPACK, not CLAPACK.
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have_func("cblas_dgemm", "cblas.h")
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#have_func("rb_scan_args", "ruby.h")
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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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#$libs += " -lprofiler "
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# For release, these next two should both be changed to -O3.
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$CFLAGS += " -O3 -g" #" -O0 -g "
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#$CFLAGS += " -static -O0 -g "
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$CPPFLAGS += " -O3 -std=#{$CPP_STANDARD} -g" #" -O0 -g -std=#{$CPP_STANDARD} " #-fmax-errors=10 -save-temps
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#$CPPFLAGS += " -static -O0 -g -std=#{$CPP_STANDARD} "
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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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create_conf_h("nmatrix_gemv_config.h")
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create_makefile("nmatrix_gemv")
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Dir.mkdir("data") unless Dir.exists?("data")
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#Dir.mkdir("util") unless Dir.exists?("util")
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#Dir.mkdir("storage") unless Dir.exists?("storage")
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#Dir.chdir("storage") do
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# Dir.mkdir("yale") unless Dir.exists?("yale")
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# Dir.mkdir("list") unless Dir.exists?("list")
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# Dir.mkdir("dense") unless Dir.exists?("dense")
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#end
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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{data}.map { |d| "#{d}/*.#{CONFIG["OBJEXT"]}" }
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f.write("CLEANOBJS := $(CLEANOBJS) #{clean_objs_paths.join(' ')}")
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end
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@@ -0,0 +1,1639 @@
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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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5
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// NMatrix is part of SciRuby.
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6
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//
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7
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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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// == math.cpp
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//
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// Ruby-exposed BLAS functions.
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//
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// === Procedure for adding LAPACK or CBLAS functions to math.cpp/math.h:
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//
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// This procedure is written as if for a fictional function with double
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// version dbacon, which we'll say is from LAPACK.
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//
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// 1. Write a default templated version which probably returns a boolean.
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// Call it bacon, and put it in math.h.
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//
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// Order will always be row-major, so we don't need to pass that.
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// CBLAS_TRANSPOSE-type arguments, however, should be passed.
|
38
|
+
//
|
39
|
+
// Otherwise, arguments should look like those in cblas.h or clapack.h:
|
40
|
+
//
|
41
|
+
// template <typename DType>
|
42
|
+
// bool bacon(const CBLAS_TRANSPOSE trans, const int M, const int N, DType* A, ...) {
|
43
|
+
// rb_raise(rb_eNotImpError, "only implemented for ATLAS types (float32, float64, complex64, complex128)");
|
44
|
+
// }
|
45
|
+
//
|
46
|
+
// 2. In math.cpp, add a templated inline static version of the function which takes
|
47
|
+
// only void* pointers and uses reinterpret_cast to convert them to the
|
48
|
+
// proper dtype.
|
49
|
+
//
|
50
|
+
// This function may also need to switch m and n if these arguments are given.
|
51
|
+
//
|
52
|
+
// For an example, see cblas_gemm. This function should do nothing other than cast
|
53
|
+
// appropriately. If clapack_dbacon, clapack_sbacon, clapack_cbacon, and clapack_zbacon
|
54
|
+
// all take void* only, and no other pointers that vary between functions, you can skip
|
55
|
+
// this particular step -- as we can call them directly using a custom function pointer
|
56
|
+
// array (same function signature!).
|
57
|
+
//
|
58
|
+
// This version of the function will be the one exposed through NMatrix::LAPACK. We
|
59
|
+
// want it to be as close to the actual LAPACK version of the function as possible,
|
60
|
+
// and with as few checks as possible.
|
61
|
+
//
|
62
|
+
// You will probably need a forward declaration in the extern "C" block.
|
63
|
+
//
|
64
|
+
// Note: In that case, the function you wrote in Step 1 should also take exactly the
|
65
|
+
// same arguments as clapack_xbacon. Otherwise Bad Things will happen.
|
66
|
+
//
|
67
|
+
// 3. In math.cpp, add inline specialized versions of bacon for the different ATLAS types.
|
68
|
+
//
|
69
|
+
// You could do this with a macro, if the arguments are all similar (see #define LAPACK_GETRF).
|
70
|
+
// Or you may prefer to do it by hand:
|
71
|
+
//
|
72
|
+
// template <>
|
73
|
+
// inline bool bacon(const CBLAS_TRANSPOSE trans, const int M, const int N, float* A, ...) {
|
74
|
+
// clapack_sbacon(trans, M, N, A, ...);
|
75
|
+
// return true;
|
76
|
+
// }
|
77
|
+
//
|
78
|
+
// Make sure these functions are in the namespace nm::math.
|
79
|
+
//
|
80
|
+
// Note that you should do everything in your power here to parse any return values
|
81
|
+
// clapack_sbacon may give you. We're not trying very hard in this example, but you might
|
82
|
+
// look at getrf to see how it might be done.
|
83
|
+
//
|
84
|
+
// 4. Expose the function in nm_math_init_blas(), in math.cpp:
|
85
|
+
//
|
86
|
+
// rb_define_singleton_method(cNMatrix_LAPACK, "clapack_bacon", (METHOD)nm_lapack_bacon, 5);
|
87
|
+
//
|
88
|
+
// Here, we're telling Ruby that nm_lapack_bacon takes five arguments as a Ruby function.
|
89
|
+
//
|
90
|
+
// 5. In blas.rb, write a bacon function which accesses clapack_bacon, but does all the
|
91
|
+
// sanity checks we left out in step 2.
|
92
|
+
//
|
93
|
+
// 6. Write tests for NMatrix::LAPACK::getrf, confirming that it works for the ATLAS dtypes.
|
94
|
+
//
|
95
|
+
// 7. After you get it working properly with ATLAS, download dbacon.f from NETLIB, and use
|
96
|
+
// f2c to convert it to C. Clean it up so it's readable. Remove the extra indices -- f2c
|
97
|
+
// inserts a lot of unnecessary stuff.
|
98
|
+
//
|
99
|
+
// Copy and paste the output into the default templated function you wrote in Step 1.
|
100
|
+
// Fix it so it works as a template instead of just for doubles.
|
101
|
+
//
|
102
|
+
// 8. Write tests to confirm that it works for integers, rationals, and Ruby objects.
|
103
|
+
//
|
104
|
+
// 9. See about adding a Ruby-like interface, such as matrix_matrix_multiply for cblas_gemm,
|
105
|
+
// or matrix_vector_multiply for cblas_gemv. This step is not mandatory.
|
106
|
+
//
|
107
|
+
// 10. Pull request!
|
108
|
+
|
109
|
+
|
110
|
+
|
111
|
+
/*
|
112
|
+
* Project Includes
|
113
|
+
*/
|
114
|
+
|
115
|
+
|
116
|
+
#include <algorithm>
|
117
|
+
#include <limits>
|
118
|
+
|
119
|
+
|
120
|
+
//#include "math/inc.h"
|
121
|
+
#include "data/data.h"
|
122
|
+
/*
|
123
|
+
#include "math/gesdd.h"
|
124
|
+
#include "math/gesvd.h"
|
125
|
+
#include "math/geev.h"
|
126
|
+
#include "math/swap.h"
|
127
|
+
#include "math/idamax.h"
|
128
|
+
#include "math/scal.h"
|
129
|
+
#include "math/ger.h"
|
130
|
+
#include "math/getf2.h"
|
131
|
+
#include "math/laswp.h"
|
132
|
+
#include "math/trsm.h"
|
133
|
+
*/
|
134
|
+
#include "math/long_dtype.h" // for gemm.h
|
135
|
+
//#include "math/gemm.h"
|
136
|
+
#include "math/gemv.h"
|
137
|
+
/*
|
138
|
+
#include "math/asum.h"
|
139
|
+
#include "math/nrm2.h"
|
140
|
+
#include "math/getrf.h"
|
141
|
+
#include "math/getri.h"
|
142
|
+
#include "math/getrs.h"
|
143
|
+
#include "math/potrs.h"
|
144
|
+
#include "math/rot.h"
|
145
|
+
#include "math/rotg.h"
|
146
|
+
*/
|
147
|
+
//#include "math/math.h"
|
148
|
+
//#include "storage/dense/dense.h"
|
149
|
+
|
150
|
+
#include "nmatrix_gemv.h"
|
151
|
+
#include "ruby_constants.h"
|
152
|
+
|
153
|
+
/*
|
154
|
+
* Forward Declarations
|
155
|
+
*/
|
156
|
+
|
157
|
+
extern "C" {
|
158
|
+
#if defined HAVE_CLAPACK_H
|
159
|
+
#include <clapack.h>
|
160
|
+
#elif defined HAVE_ATLAS_CLAPACK_H
|
161
|
+
#include <atlas/clapack.h>
|
162
|
+
#endif
|
163
|
+
|
164
|
+
/*
|
165
|
+
static VALUE nm_cblas_nrm2(VALUE self, VALUE n, VALUE x, VALUE incx);
|
166
|
+
static VALUE nm_cblas_asum(VALUE self, VALUE n, VALUE x, VALUE incx);
|
167
|
+
static VALUE nm_cblas_rot(VALUE self, VALUE n, VALUE x, VALUE incx, VALUE y, VALUE incy, VALUE c, VALUE s);
|
168
|
+
static VALUE nm_cblas_rotg(VALUE self, VALUE ab);
|
169
|
+
|
170
|
+
static VALUE nm_cblas_gemm(VALUE self, VALUE order, VALUE trans_a, VALUE trans_b, VALUE m, VALUE n, VALUE k, VALUE vAlpha,
|
171
|
+
VALUE a, VALUE lda, VALUE b, VALUE ldb, VALUE vBeta, VALUE c, VALUE ldc);
|
172
|
+
*/
|
173
|
+
static VALUE nm_cblas_gemv(VALUE self, VALUE trans_a, VALUE m, VALUE n, VALUE vAlpha, VALUE a, VALUE lda,
|
174
|
+
VALUE x, VALUE incx, VALUE vBeta, VALUE y, VALUE incy);
|
175
|
+
/*
|
176
|
+
static VALUE nm_cblas_trsm(VALUE self, VALUE order, VALUE side, VALUE uplo, VALUE trans_a, VALUE diag, VALUE m, VALUE n,
|
177
|
+
VALUE vAlpha, VALUE a, VALUE lda, VALUE b, VALUE ldb);
|
178
|
+
static VALUE nm_cblas_trmm(VALUE self, VALUE order, VALUE side, VALUE uplo, VALUE trans_a, VALUE diag, VALUE m, VALUE n,
|
179
|
+
VALUE alpha, VALUE a, VALUE lda, VALUE b, VALUE ldb);
|
180
|
+
static VALUE nm_cblas_herk(VALUE self, VALUE order, VALUE uplo, VALUE trans, VALUE n, VALUE k, VALUE alpha, VALUE a,
|
181
|
+
VALUE lda, VALUE beta, VALUE c, VALUE ldc);
|
182
|
+
static VALUE nm_cblas_syrk(VALUE self, VALUE order, VALUE uplo, VALUE trans, VALUE n, VALUE k, VALUE alpha, VALUE a,
|
183
|
+
VALUE lda, VALUE beta, VALUE c, VALUE ldc);
|
184
|
+
|
185
|
+
static VALUE nm_clapack_getrf(VALUE self, VALUE order, VALUE m, VALUE n, VALUE a, VALUE lda);
|
186
|
+
static VALUE nm_clapack_potrf(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda);
|
187
|
+
static VALUE nm_clapack_getrs(VALUE self, VALUE order, VALUE trans, VALUE n, VALUE nrhs, VALUE a, VALUE lda, VALUE ipiv, VALUE b, VALUE ldb);
|
188
|
+
static VALUE nm_clapack_potrs(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE nrhs, VALUE a, VALUE lda, VALUE b, VALUE ldb);
|
189
|
+
static VALUE nm_clapack_getri(VALUE self, VALUE order, VALUE n, VALUE a, VALUE lda, VALUE ipiv);
|
190
|
+
static VALUE nm_clapack_potri(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda);
|
191
|
+
static VALUE nm_clapack_laswp(VALUE self, VALUE n, VALUE a, VALUE lda, VALUE k1, VALUE k2, VALUE ipiv, VALUE incx);
|
192
|
+
static VALUE nm_clapack_scal(VALUE self, VALUE n, VALUE scale, VALUE vector, VALUE incx);
|
193
|
+
static VALUE nm_clapack_lauum(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda);
|
194
|
+
|
195
|
+
static VALUE nm_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);
|
196
|
+
static VALUE nm_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);
|
197
|
+
static VALUE nm_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);
|
198
|
+
*/
|
199
|
+
} // end of extern "C" block
|
200
|
+
|
201
|
+
////////////////////
|
202
|
+
// Math Functions //
|
203
|
+
////////////////////
|
204
|
+
|
205
|
+
namespace nm { namespace math {
|
206
|
+
|
207
|
+
/*
|
208
|
+
* Calculate the determinant for a dense matrix (A [elements]) of size 2 or 3. Return the result.
|
209
|
+
*/
|
210
|
+
|
211
|
+
/*
|
212
|
+
template <typename DType>
|
213
|
+
void det_exact(const int M, const void* A_elements, const int lda, void* result_arg) {
|
214
|
+
DType* result = reinterpret_cast<DType*>(result_arg);
|
215
|
+
const DType* A = reinterpret_cast<const DType*>(A_elements);
|
216
|
+
|
217
|
+
typename LongDType<DType>::type x, y;
|
218
|
+
|
219
|
+
if (M == 2) {
|
220
|
+
*result = A[0] * A[lda+1] - A[1] * A[lda];
|
221
|
+
|
222
|
+
} else if (M == 3) {
|
223
|
+
x = A[lda+1] * A[2*lda+2] - A[lda+2] * A[2*lda+1]; // ei - fh
|
224
|
+
y = A[lda] * A[2*lda+2] - A[lda+2] * A[2*lda]; // fg - di
|
225
|
+
x = A[0]*x - A[1]*y ; // a*(ei-fh) - b*(fg-di)
|
226
|
+
|
227
|
+
y = A[lda] * A[2*lda+1] - A[lda+1] * A[2*lda]; // dh - eg
|
228
|
+
*result = A[2]*y + x; // c*(dh-eg) + _
|
229
|
+
} else if (M < 2) {
|
230
|
+
rb_raise(rb_eArgError, "can only calculate exact determinant of a square matrix of size 2 or larger");
|
231
|
+
} else {
|
232
|
+
rb_raise(rb_eNotImpError, "exact determinant calculation needed for matrices larger than 3x3");
|
233
|
+
}
|
234
|
+
}*/
|
235
|
+
|
236
|
+
|
237
|
+
/*
|
238
|
+
* Function signature conversion for calling CBLAS' gesvd functions as directly as possible.
|
239
|
+
*/
|
240
|
+
/*
|
241
|
+
template <typename DType, typename CType>
|
242
|
+
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) {
|
243
|
+
return gesvd<DType,CType>(jobu, jobvt, m, n, reinterpret_cast<DType*>(a), lda, reinterpret_cast<DType*>(s), reinterpret_cast<DType*>(u), ldu, reinterpret_cast<DType*>(vt), ldvt, reinterpret_cast<DType*>(work), lwork, reinterpret_cast<CType*>(rwork));
|
244
|
+
}
|
245
|
+
*/
|
246
|
+
|
247
|
+
/*
|
248
|
+
* Function signature conversion for calling CBLAS' gesvd functions as directly as possible.
|
249
|
+
*/
|
250
|
+
/*
|
251
|
+
template <typename DType, typename CType>
|
252
|
+
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) {
|
253
|
+
return gesdd<DType,CType>(jobz, m, n, reinterpret_cast<DType*>(a), lda, reinterpret_cast<DType*>(s), reinterpret_cast<DType*>(u), ldu, reinterpret_cast<DType*>(vt), ldvt, reinterpret_cast<DType*>(work), lwork, iwork, reinterpret_cast<CType*>(rwork));
|
254
|
+
}
|
255
|
+
*/
|
256
|
+
|
257
|
+
/*
|
258
|
+
* Function signature conversion for calling CBLAS' gemm functions as directly as possible.
|
259
|
+
*
|
260
|
+
* For documentation: http://www.netlib.org/blas/dgemm.f
|
261
|
+
*/
|
262
|
+
/*
|
263
|
+
template <typename DType>
|
264
|
+
inline static void cblas_gemm(const enum CBLAS_ORDER order,
|
265
|
+
const enum CBLAS_TRANSPOSE trans_a, const enum CBLAS_TRANSPOSE trans_b,
|
266
|
+
int m, int n, int k,
|
267
|
+
void* alpha,
|
268
|
+
void* a, int lda,
|
269
|
+
void* b, int ldb,
|
270
|
+
void* beta,
|
271
|
+
void* c, int ldc)
|
272
|
+
{
|
273
|
+
gemm<DType>(order, trans_a, trans_b, m, n, k, reinterpret_cast<DType*>(alpha),
|
274
|
+
reinterpret_cast<DType*>(a), lda,
|
275
|
+
reinterpret_cast<DType*>(b), ldb, reinterpret_cast<DType*>(beta),
|
276
|
+
reinterpret_cast<DType*>(c), ldc);
|
277
|
+
}*/
|
278
|
+
|
279
|
+
|
280
|
+
/*
|
281
|
+
* Function signature conversion for calling CBLAS's gemv functions as directly as possible.
|
282
|
+
*
|
283
|
+
* For documentation: http://www.netlib.org/lapack/double/dgetrf.f
|
284
|
+
*/
|
285
|
+
template <typename DType>
|
286
|
+
inline static bool cblas_gemv(const enum CBLAS_TRANSPOSE trans,
|
287
|
+
const int m, const int n,
|
288
|
+
const void* alpha,
|
289
|
+
const void* a, const int lda,
|
290
|
+
const void* x, const int incx,
|
291
|
+
const void* beta,
|
292
|
+
void* y, const int incy)
|
293
|
+
{
|
294
|
+
return gemv<DType>(trans,
|
295
|
+
m, n, reinterpret_cast<const DType*>(alpha),
|
296
|
+
reinterpret_cast<const DType*>(a), lda,
|
297
|
+
reinterpret_cast<const DType*>(x), incx, reinterpret_cast<const DType*>(beta),
|
298
|
+
reinterpret_cast<DType*>(y), incy);
|
299
|
+
}
|
300
|
+
|
301
|
+
|
302
|
+
/*
|
303
|
+
* Function signature conversion for calling CBLAS' trsm functions as directly as possible.
|
304
|
+
*
|
305
|
+
* For documentation: http://www.netlib.org/blas/dtrsm.f
|
306
|
+
*/
|
307
|
+
/*
|
308
|
+
template <typename DType>
|
309
|
+
inline static void cblas_trsm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
310
|
+
const enum CBLAS_TRANSPOSE trans_a, const enum CBLAS_DIAG diag,
|
311
|
+
const int m, const int n, const void* alpha, const void* a,
|
312
|
+
const int lda, void* b, const int ldb)
|
313
|
+
{
|
314
|
+
trsm<DType>(order, side, uplo, trans_a, diag, m, n, *reinterpret_cast<const DType*>(alpha),
|
315
|
+
reinterpret_cast<const DType*>(a), lda, reinterpret_cast<DType*>(b), ldb);
|
316
|
+
}*/
|
317
|
+
|
318
|
+
|
319
|
+
/*
|
320
|
+
* Function signature conversion for calling CBLAS' trmm functions as directly as possible.
|
321
|
+
*
|
322
|
+
* For documentation: http://www.netlib.org/blas/dtrmm.f
|
323
|
+
*/
|
324
|
+
/*
|
325
|
+
template <typename DType>
|
326
|
+
inline static void cblas_trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
327
|
+
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const void* alpha,
|
328
|
+
const void* A, const int lda, void* B, const int ldb)
|
329
|
+
{
|
330
|
+
trmm<DType>(order, side, uplo, ta, diag, m, n, reinterpret_cast<const DType*>(alpha),
|
331
|
+
reinterpret_cast<const DType*>(A), lda, reinterpret_cast<DType*>(B), ldb);
|
332
|
+
}*/
|
333
|
+
|
334
|
+
|
335
|
+
/*
|
336
|
+
* Function signature conversion for calling CBLAS' syrk functions as directly as possible.
|
337
|
+
*
|
338
|
+
* For documentation: http://www.netlib.org/blas/dsyrk.f
|
339
|
+
*/
|
340
|
+
/*
|
341
|
+
template <typename DType>
|
342
|
+
inline static void cblas_syrk(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const enum CBLAS_TRANSPOSE trans,
|
343
|
+
const int n, const int k, const void* alpha,
|
344
|
+
const void* A, const int lda, const void* beta, void* C, const int ldc)
|
345
|
+
{
|
346
|
+
syrk<DType>(order, uplo, trans, n, k, reinterpret_cast<const DType*>(alpha),
|
347
|
+
reinterpret_cast<const DType*>(A), lda, reinterpret_cast<const DType*>(beta), reinterpret_cast<DType*>(C), ldc);
|
348
|
+
}*/
|
349
|
+
|
350
|
+
|
351
|
+
|
352
|
+
|
353
|
+
}} // end of namespace nm::math
|
354
|
+
|
355
|
+
|
356
|
+
extern "C" {
|
357
|
+
|
358
|
+
///////////////////
|
359
|
+
// Ruby Bindings //
|
360
|
+
///////////////////
|
361
|
+
|
362
|
+
void nm_math_init_blas() {
|
363
|
+
|
364
|
+
//cNMatrix_LAPACK = rb_define_module_under(cNMatrix, "LAPACK");
|
365
|
+
|
366
|
+
/* ATLAS-CLAPACK Functions */
|
367
|
+
/*
|
368
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "clapack_getrf", (METHOD)nm_clapack_getrf, 5);
|
369
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "clapack_potrf", (METHOD)nm_clapack_potrf, 5);
|
370
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "clapack_getrs", (METHOD)nm_clapack_getrs, 9);
|
371
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "clapack_potrs", (METHOD)nm_clapack_potrs, 8);
|
372
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "clapack_getri", (METHOD)nm_clapack_getri, 5);
|
373
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "clapack_potri", (METHOD)nm_clapack_potri, 5);
|
374
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "clapack_laswp", (METHOD)nm_clapack_laswp, 7);
|
375
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "clapack_scal", (METHOD)nm_clapack_scal, 4);
|
376
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "clapack_lauum", (METHOD)nm_clapack_lauum, 5);
|
377
|
+
*/
|
378
|
+
|
379
|
+
/* Non-ATLAS regular LAPACK Functions called via Fortran interface */
|
380
|
+
/*
|
381
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "lapack_gesvd", (METHOD)nm_lapack_gesvd, 12);
|
382
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "lapack_gesdd", (METHOD)nm_lapack_gesdd, 11);
|
383
|
+
rb_define_singleton_method(cNMatrix_LAPACK, "lapack_geev", (METHOD)nm_lapack_geev, 12);
|
384
|
+
*/
|
385
|
+
|
386
|
+
cNMatrix_BLAS = rb_define_module_under(cNMatrix, "BLAS");
|
387
|
+
|
388
|
+
/*
|
389
|
+
rb_define_singleton_method(cNMatrix_BLAS, "cblas_nrm2", (METHOD)nm_cblas_nrm2, 3);
|
390
|
+
rb_define_singleton_method(cNMatrix_BLAS, "cblas_asum", (METHOD)nm_cblas_asum, 3);
|
391
|
+
rb_define_singleton_method(cNMatrix_BLAS, "cblas_rot", (METHOD)nm_cblas_rot, 7);
|
392
|
+
rb_define_singleton_method(cNMatrix_BLAS, "cblas_rotg", (METHOD)nm_cblas_rotg, 1);
|
393
|
+
|
394
|
+
rb_define_singleton_method(cNMatrix_BLAS, "cblas_gemm", (METHOD)nm_cblas_gemm, 14);
|
395
|
+
*/
|
396
|
+
//rb_define_singleton_method(cNMatrix_BLAS, "cblas_gemv", (METHOD)nm_cblas_gemv, 11);
|
397
|
+
|
398
|
+
rb_define_method(cNMatrix_BLAS, "cblas_gemv", (METHOD)nm_cblas_gemv, 11);
|
399
|
+
/*
|
400
|
+
rb_define_singleton_method(cNMatrix_BLAS, "cblas_trsm", (METHOD)nm_cblas_trsm, 12);
|
401
|
+
rb_define_singleton_method(cNMatrix_BLAS, "cblas_trmm", (METHOD)nm_cblas_trmm, 12);
|
402
|
+
rb_define_singleton_method(cNMatrix_BLAS, "cblas_syrk", (METHOD)nm_cblas_syrk, 11);
|
403
|
+
rb_define_singleton_method(cNMatrix_BLAS, "cblas_herk", (METHOD)nm_cblas_herk, 11);
|
404
|
+
*/
|
405
|
+
}
|
406
|
+
|
407
|
+
/*
|
408
|
+
* Interprets lapack jobu and jobvt arguments, for which LAPACK needs character values A, S, O, or N.
|
409
|
+
*
|
410
|
+
* Called by lapack_gesvd -- basically inline. svd stands for singular value decomposition.
|
411
|
+
*/
|
412
|
+
/*
|
413
|
+
static inline char lapack_svd_job_sym(VALUE op) {
|
414
|
+
if (rb_to_id(op) == rb_intern("all") || rb_to_id(op) == rb_intern("a")) return 'A';
|
415
|
+
else if (rb_to_id(op) == rb_intern("return") || rb_to_id(op) == rb_intern("s")) return 'S';
|
416
|
+
else if (rb_to_id(op) == rb_intern("overwrite") || rb_to_id(op) == rb_intern("o")) return 'O';
|
417
|
+
else if (rb_to_id(op) == rb_intern("none") || rb_to_id(op) == rb_intern("n")) return 'N';
|
418
|
+
else rb_raise(rb_eArgError, "Expected :all, :return, :overwrite, :none (or :a, :s, :o, :n, respectively)");
|
419
|
+
return 'a';
|
420
|
+
}
|
421
|
+
*/
|
422
|
+
|
423
|
+
|
424
|
+
/*
|
425
|
+
* Interprets lapack jobvl and jobvr arguments, for which LAPACK needs character values N or V.
|
426
|
+
*
|
427
|
+
* Called by lapack_geev -- basically inline. evd stands for eigenvalue decomposition.
|
428
|
+
*/
|
429
|
+
/*
|
430
|
+
static inline char lapack_evd_job_sym(VALUE op) {
|
431
|
+
if (op == Qfalse || op == Qnil || rb_to_id(op) == rb_intern("n")) return 'N';
|
432
|
+
else return 'V';
|
433
|
+
}
|
434
|
+
*/
|
435
|
+
|
436
|
+
|
437
|
+
/* Interprets cblas argument which could be any of false/:no_transpose, :transpose, or :complex_conjugate,
|
438
|
+
* into an enum recognized by cblas.
|
439
|
+
*
|
440
|
+
* Called by nm_cblas_gemm -- basically inline.
|
441
|
+
*
|
442
|
+
*/
|
443
|
+
static inline enum CBLAS_TRANSPOSE blas_transpose_sym(VALUE op) {
|
444
|
+
if (op == Qfalse || rb_to_id(op) == nm_rb_no_transpose) return CblasNoTrans;
|
445
|
+
else if (rb_to_id(op) == nm_rb_transpose) return CblasTrans;
|
446
|
+
else if (rb_to_id(op) == nm_rb_complex_conjugate) return CblasConjTrans;
|
447
|
+
else rb_raise(rb_eArgError, "Expected false, :transpose, or :complex_conjugate");
|
448
|
+
return CblasNoTrans;
|
449
|
+
}
|
450
|
+
|
451
|
+
|
452
|
+
/*
|
453
|
+
* Interprets cblas argument which could be :left or :right
|
454
|
+
*
|
455
|
+
* Called by nm_cblas_trsm -- basically inline
|
456
|
+
*/
|
457
|
+
/*
|
458
|
+
static inline enum CBLAS_SIDE blas_side_sym(VALUE op) {
|
459
|
+
ID op_id = rb_to_id(op);
|
460
|
+
if (op_id == nm_rb_left) return CblasLeft;
|
461
|
+
if (op_id == nm_rb_right) return CblasRight;
|
462
|
+
rb_raise(rb_eArgError, "Expected :left or :right for side argument");
|
463
|
+
return CblasLeft;
|
464
|
+
}*/
|
465
|
+
|
466
|
+
/*
|
467
|
+
* Interprets cblas argument which could be :upper or :lower
|
468
|
+
*
|
469
|
+
* Called by nm_cblas_trsm -- basically inline
|
470
|
+
*/
|
471
|
+
/*
|
472
|
+
static inline enum CBLAS_UPLO blas_uplo_sym(VALUE op) {
|
473
|
+
ID op_id = rb_to_id(op);
|
474
|
+
if (op_id == nm_rb_upper) return CblasUpper;
|
475
|
+
if (op_id == nm_rb_lower) return CblasLower;
|
476
|
+
rb_raise(rb_eArgError, "Expected :upper or :lower for uplo argument");
|
477
|
+
return CblasUpper;
|
478
|
+
}*/
|
479
|
+
|
480
|
+
|
481
|
+
/*
|
482
|
+
* Interprets cblas argument which could be :unit (true) or :nonunit (false or anything other than true/:unit)
|
483
|
+
*
|
484
|
+
* Called by nm_cblas_trsm -- basically inline
|
485
|
+
*/
|
486
|
+
/*
|
487
|
+
static inline enum CBLAS_DIAG blas_diag_sym(VALUE op) {
|
488
|
+
if (rb_to_id(op) == nm_rb_unit || op == Qtrue) return CblasUnit;
|
489
|
+
return CblasNonUnit;
|
490
|
+
}*/
|
491
|
+
|
492
|
+
/*
|
493
|
+
* Interprets cblas argument which could be :row or :col
|
494
|
+
*/
|
495
|
+
/*
|
496
|
+
static inline enum CBLAS_ORDER blas_order_sym(VALUE op) {
|
497
|
+
if (rb_to_id(op) == rb_intern("row") || rb_to_id(op) == rb_intern("row_major")) return CblasRowMajor;
|
498
|
+
else if (rb_to_id(op) == rb_intern("col") || rb_to_id(op) == rb_intern("col_major") ||
|
499
|
+
rb_to_id(op) == rb_intern("column") || rb_to_id(op) == rb_intern("column_major")) return CblasColMajor;
|
500
|
+
rb_raise(rb_eArgError, "Expected :row or :col for order argument");
|
501
|
+
return CblasRowMajor;
|
502
|
+
}*/
|
503
|
+
|
504
|
+
|
505
|
+
/*
|
506
|
+
* Call any of the cblas_xrotg functions as directly as possible.
|
507
|
+
*
|
508
|
+
* xROTG computes the elements of a Givens plane rotation matrix such that:
|
509
|
+
*
|
510
|
+
* | c s | | a | | r |
|
511
|
+
* | -s c | * | b | = | 0 |
|
512
|
+
*
|
513
|
+
* where r = +- sqrt( a**2 + b**2 ) and c**2 + s**2 = 1.
|
514
|
+
*
|
515
|
+
* The Givens plane rotation can be used to introduce zero elements into a matrix selectively.
|
516
|
+
*
|
517
|
+
* This function differs from most of the other raw BLAS accessors. Instead of providing a, b, c, s as arguments, you
|
518
|
+
* should only provide a and b (the inputs), and you should provide them as a single NVector (or the first two elements
|
519
|
+
* of any dense NMatrix or NVector type, specifically).
|
520
|
+
*
|
521
|
+
* The outputs [c,s] will be returned in a Ruby Array at the end; the input NVector will also be modified in-place.
|
522
|
+
*
|
523
|
+
* If you provide rationals, be aware that there's a high probability of an error, since rotg includes a square root --
|
524
|
+
* and most rationals' square roots are irrational. You're better off converting to Float first.
|
525
|
+
*
|
526
|
+
* This function, like the other cblas_ functions, does minimal type-checking.
|
527
|
+
*/
|
528
|
+
/*
|
529
|
+
static VALUE nm_cblas_rotg(VALUE self, VALUE ab) {
|
530
|
+
static void (*ttable[nm::NUM_DTYPES])(void* a, void* b, void* c, void* s) = {
|
531
|
+
NULL, NULL, NULL, NULL, NULL, // can't represent c and s as integers, so no point in having integer operations.
|
532
|
+
nm::math::cblas_rotg<float>,
|
533
|
+
nm::math::cblas_rotg<double>,
|
534
|
+
nm::math::cblas_rotg<nm::Complex64>,
|
535
|
+
nm::math::cblas_rotg<nm::Complex128>,
|
536
|
+
NULL, NULL, NULL, // no rationals
|
537
|
+
NULL //nm::math::cblas_rotg<nm::RubyObject>
|
538
|
+
};
|
539
|
+
|
540
|
+
nm::dtype_t dtype = NM_DTYPE(ab);
|
541
|
+
|
542
|
+
if (!ttable[dtype]) {
|
543
|
+
rb_raise(nm_eDataTypeError, "this operation undefined for integer and rational vectors");
|
544
|
+
return Qnil;
|
545
|
+
|
546
|
+
} else {
|
547
|
+
NM_CONSERVATIVE(nm_register_value(self));
|
548
|
+
NM_CONSERVATIVE(nm_register_value(ab));
|
549
|
+
void *pC = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]),
|
550
|
+
*pS = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
551
|
+
|
552
|
+
// extract A and B from the NVector (first two elements)
|
553
|
+
void* pA = NM_STORAGE_DENSE(ab)->elements;
|
554
|
+
void* pB = (char*)(NM_STORAGE_DENSE(ab)->elements) + DTYPE_SIZES[dtype];
|
555
|
+
// c and s are output
|
556
|
+
|
557
|
+
ttable[dtype](pA, pB, pC, pS);
|
558
|
+
|
559
|
+
VALUE result = rb_ary_new2(2);
|
560
|
+
|
561
|
+
if (dtype == nm::RUBYOBJ) {
|
562
|
+
rb_ary_store(result, 0, *reinterpret_cast<VALUE*>(pC));
|
563
|
+
rb_ary_store(result, 1, *reinterpret_cast<VALUE*>(pS));
|
564
|
+
} else {
|
565
|
+
rb_ary_store(result, 0, rubyobj_from_cval(pC, dtype).rval);
|
566
|
+
rb_ary_store(result, 1, rubyobj_from_cval(pS, dtype).rval);
|
567
|
+
}
|
568
|
+
NM_CONSERVATIVE(nm_unregister_value(ab));
|
569
|
+
NM_CONSERVATIVE(nm_unregister_value(self));
|
570
|
+
return result;
|
571
|
+
}
|
572
|
+
}*/
|
573
|
+
|
574
|
+
|
575
|
+
/*
|
576
|
+
* Call any of the cblas_xrot functions as directly as possible.
|
577
|
+
*
|
578
|
+
* xROT is a BLAS level 1 routine (taking two vectors) which applies a plane rotation.
|
579
|
+
*
|
580
|
+
* It's tough to find documentation on xROT. Here are what we think the arguments are for:
|
581
|
+
* * n :: number of elements to consider in x and y
|
582
|
+
* * x :: a vector (expects an NVector)
|
583
|
+
* * incx :: stride of x
|
584
|
+
* * y :: a vector (expects an NVector)
|
585
|
+
* * incy :: stride of y
|
586
|
+
* * c :: cosine of the angle of rotation
|
587
|
+
* * s :: sine of the angle of rotation
|
588
|
+
*
|
589
|
+
* 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
|
590
|
+
* will be float for Complex64 or double for Complex128.
|
591
|
+
*
|
592
|
+
* You probably don't want to call this function. Instead, why don't you try rot, which is more flexible
|
593
|
+
* with its arguments?
|
594
|
+
*
|
595
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
596
|
+
* handling, so you can easily crash Ruby!
|
597
|
+
*/
|
598
|
+
/*
|
599
|
+
static VALUE nm_cblas_rot(VALUE self, VALUE n, VALUE x, VALUE incx, VALUE y, VALUE incy, VALUE c, VALUE s) {
|
600
|
+
static void (*ttable[nm::NUM_DTYPES])(const int N, void*, const int, void*, const int, const void*, const void*) = {
|
601
|
+
NULL, NULL, NULL, NULL, NULL, // can't represent c and s as integers, so no point in having integer operations.
|
602
|
+
nm::math::cblas_rot<float,float>,
|
603
|
+
nm::math::cblas_rot<double,double>,
|
604
|
+
nm::math::cblas_rot<nm::Complex64,float>,
|
605
|
+
nm::math::cblas_rot<nm::Complex128,double>,
|
606
|
+
nm::math::cblas_rot<nm::Rational32,nm::Rational32>,
|
607
|
+
nm::math::cblas_rot<nm::Rational64,nm::Rational64>,
|
608
|
+
nm::math::cblas_rot<nm::Rational128,nm::Rational128>,
|
609
|
+
nm::math::cblas_rot<nm::RubyObject,nm::RubyObject>
|
610
|
+
};
|
611
|
+
|
612
|
+
nm::dtype_t dtype = NM_DTYPE(x);
|
613
|
+
|
614
|
+
|
615
|
+
if (!ttable[dtype]) {
|
616
|
+
rb_raise(nm_eDataTypeError, "this operation undefined for integer vectors");
|
617
|
+
return Qfalse;
|
618
|
+
} else {
|
619
|
+
void *pC, *pS;
|
620
|
+
|
621
|
+
// We need to ensure the cosine and sine arguments are the correct dtype -- which may differ from the actual dtype.
|
622
|
+
if (dtype == nm::COMPLEX64) {
|
623
|
+
pC = NM_ALLOCA_N(float,1);
|
624
|
+
pS = NM_ALLOCA_N(float,1);
|
625
|
+
rubyval_to_cval(c, nm::FLOAT32, pC);
|
626
|
+
rubyval_to_cval(s, nm::FLOAT32, pS);
|
627
|
+
} else if (dtype == nm::COMPLEX128) {
|
628
|
+
pC = NM_ALLOCA_N(double,1);
|
629
|
+
pS = NM_ALLOCA_N(double,1);
|
630
|
+
rubyval_to_cval(c, nm::FLOAT64, pC);
|
631
|
+
rubyval_to_cval(s, nm::FLOAT64, pS);
|
632
|
+
} else {
|
633
|
+
pC = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
634
|
+
pS = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
635
|
+
rubyval_to_cval(c, dtype, pC);
|
636
|
+
rubyval_to_cval(s, dtype, pS);
|
637
|
+
}
|
638
|
+
|
639
|
+
|
640
|
+
ttable[dtype](FIX2INT(n), NM_STORAGE_DENSE(x)->elements, FIX2INT(incx), NM_STORAGE_DENSE(y)->elements, FIX2INT(incy), pC, pS);
|
641
|
+
|
642
|
+
return Qtrue;
|
643
|
+
}
|
644
|
+
}*/
|
645
|
+
|
646
|
+
|
647
|
+
/*
|
648
|
+
* Call any of the cblas_xnrm2 functions as directly as possible.
|
649
|
+
*
|
650
|
+
* xNRM2 is a BLAS level 1 routine which calculates the 2-norm of an n-vector x.
|
651
|
+
*
|
652
|
+
* Arguments:
|
653
|
+
* * n :: length of x, must be at least 0
|
654
|
+
* * x :: pointer to first entry of input vector
|
655
|
+
* * incx :: stride of x, must be POSITIVE (ATLAS says non-zero, but 3.8.4 code only allows positive)
|
656
|
+
*
|
657
|
+
* You probably don't want to call this function. Instead, why don't you try nrm2, which is more flexible
|
658
|
+
* with its arguments?
|
659
|
+
*
|
660
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
661
|
+
* handling, so you can easily crash Ruby!
|
662
|
+
*/
|
663
|
+
/*
|
664
|
+
static VALUE nm_cblas_nrm2(VALUE self, VALUE n, VALUE x, VALUE incx) {
|
665
|
+
|
666
|
+
static void (*ttable[nm::NUM_DTYPES])(const int N, const void* X, const int incX, void* sum) = {*/
|
667
|
+
/* nm::math::cblas_nrm2<uint8_t,uint8_t>,
|
668
|
+
nm::math::cblas_nrm2<int8_t,int8_t>,
|
669
|
+
nm::math::cblas_nrm2<int16_t,int16_t>,
|
670
|
+
nm::math::cblas_nrm2<int32_t,int32_t>, */
|
671
|
+
/*NULL, NULL, NULL, NULL, NULL, // no help for integers
|
672
|
+
nm::math::cblas_nrm2<float32_t,float32_t>,
|
673
|
+
nm::math::cblas_nrm2<float64_t,float64_t>,
|
674
|
+
nm::math::cblas_nrm2<float32_t,nm::Complex64>,
|
675
|
+
nm::math::cblas_nrm2<float64_t,nm::Complex128>,
|
676
|
+
//nm::math::cblas_nrm2<nm::Rational32,nm::Rational32>,
|
677
|
+
//nm::math::cblas_nrm2<nm::Rational64,nm::Rational64>,
|
678
|
+
//nm::math::cblas_nrm2<nm::Rational128,nm::Rational128>,
|
679
|
+
NULL, NULL, NULL,
|
680
|
+
nm::math::cblas_nrm2<nm::RubyObject,nm::RubyObject>
|
681
|
+
};
|
682
|
+
|
683
|
+
nm::dtype_t dtype = NM_DTYPE(x);
|
684
|
+
|
685
|
+
if (!ttable[dtype]) {
|
686
|
+
rb_raise(nm_eDataTypeError, "this operation undefined for integer and rational vectors");
|
687
|
+
return Qnil;
|
688
|
+
|
689
|
+
} else {
|
690
|
+
// Determine the return dtype and allocate it
|
691
|
+
nm::dtype_t rdtype = dtype;
|
692
|
+
if (dtype == nm::COMPLEX64) rdtype = nm::FLOAT32;
|
693
|
+
else if (dtype == nm::COMPLEX128) rdtype = nm::FLOAT64;
|
694
|
+
|
695
|
+
void *Result = NM_ALLOCA_N(char, DTYPE_SIZES[rdtype]);
|
696
|
+
|
697
|
+
ttable[dtype](FIX2INT(n), NM_STORAGE_DENSE(x)->elements, FIX2INT(incx), Result);
|
698
|
+
|
699
|
+
return rubyobj_from_cval(Result, rdtype).rval;
|
700
|
+
}
|
701
|
+
}*/
|
702
|
+
|
703
|
+
|
704
|
+
|
705
|
+
/*
|
706
|
+
* Call any of the cblas_xasum functions as directly as possible.
|
707
|
+
*
|
708
|
+
* xASUM is a BLAS level 1 routine which calculates the sum of absolute values of the entries
|
709
|
+
* of a vector x.
|
710
|
+
*
|
711
|
+
* Arguments:
|
712
|
+
* * n :: length of x, must be at least 0
|
713
|
+
* * x :: pointer to first entry of input vector
|
714
|
+
* * incx :: stride of x, must be POSITIVE (ATLAS says non-zero, but 3.8.4 code only allows positive)
|
715
|
+
*
|
716
|
+
* You probably don't want to call this function. Instead, why don't you try asum, which is more flexible
|
717
|
+
* with its arguments?
|
718
|
+
*
|
719
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
720
|
+
* handling, so you can easily crash Ruby!
|
721
|
+
*/
|
722
|
+
/*
|
723
|
+
static VALUE nm_cblas_asum(VALUE self, VALUE n, VALUE x, VALUE incx) {
|
724
|
+
|
725
|
+
static void (*ttable[nm::NUM_DTYPES])(const int N, const void* X, const int incX, void* sum) = {
|
726
|
+
nm::math::cblas_asum<uint8_t,uint8_t>,
|
727
|
+
nm::math::cblas_asum<int8_t,int8_t>,
|
728
|
+
nm::math::cblas_asum<int16_t,int16_t>,
|
729
|
+
nm::math::cblas_asum<int32_t,int32_t>,
|
730
|
+
nm::math::cblas_asum<int64_t,int64_t>,
|
731
|
+
nm::math::cblas_asum<float32_t,float32_t>,
|
732
|
+
nm::math::cblas_asum<float64_t,float64_t>,
|
733
|
+
nm::math::cblas_asum<float32_t,nm::Complex64>,
|
734
|
+
nm::math::cblas_asum<float64_t,nm::Complex128>,
|
735
|
+
nm::math::cblas_asum<nm::Rational32,nm::Rational32>,
|
736
|
+
nm::math::cblas_asum<nm::Rational64,nm::Rational64>,
|
737
|
+
nm::math::cblas_asum<nm::Rational128,nm::Rational128>,
|
738
|
+
nm::math::cblas_asum<nm::RubyObject,nm::RubyObject>
|
739
|
+
};
|
740
|
+
|
741
|
+
nm::dtype_t dtype = NM_DTYPE(x);
|
742
|
+
|
743
|
+
// Determine the return dtype and allocate it
|
744
|
+
nm::dtype_t rdtype = dtype;
|
745
|
+
if (dtype == nm::COMPLEX64) rdtype = nm::FLOAT32;
|
746
|
+
else if (dtype == nm::COMPLEX128) rdtype = nm::FLOAT64;
|
747
|
+
|
748
|
+
void *Result = NM_ALLOCA_N(char, DTYPE_SIZES[rdtype]);
|
749
|
+
|
750
|
+
ttable[dtype](FIX2INT(n), NM_STORAGE_DENSE(x)->elements, FIX2INT(incx), Result);
|
751
|
+
|
752
|
+
return rubyobj_from_cval(Result, rdtype).rval;
|
753
|
+
}*/
|
754
|
+
|
755
|
+
|
756
|
+
/* Call any of the cblas_xgemm functions as directly as possible.
|
757
|
+
*
|
758
|
+
* The cblas_xgemm functions (dgemm, sgemm, cgemm, and zgemm) define the following operation:
|
759
|
+
*
|
760
|
+
* C = alpha*op(A)*op(B) + beta*C
|
761
|
+
*
|
762
|
+
* where op(X) is one of <tt>op(X) = X</tt>, <tt>op(X) = X**T</tt>, or the complex conjugate of X.
|
763
|
+
*
|
764
|
+
* Note that this will only work for dense matrices that are of types :float32, :float64, :complex64, and :complex128.
|
765
|
+
* Other types are not implemented in BLAS, and while they exist in NMatrix, this method is intended only to
|
766
|
+
* expose the ultra-optimized ATLAS versions.
|
767
|
+
*
|
768
|
+
* == Arguments
|
769
|
+
* See: http://www.netlib.org/blas/dgemm.f
|
770
|
+
*
|
771
|
+
* You probably don't want to call this function. Instead, why don't you try gemm, which is more flexible
|
772
|
+
* with its arguments?
|
773
|
+
*
|
774
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
775
|
+
* handling, so you can easily crash Ruby!
|
776
|
+
*/
|
777
|
+
/*
|
778
|
+
static VALUE nm_cblas_gemm(VALUE self,
|
779
|
+
VALUE order,
|
780
|
+
VALUE trans_a, VALUE trans_b,
|
781
|
+
VALUE m, VALUE n, VALUE k,
|
782
|
+
VALUE alpha,
|
783
|
+
VALUE a, VALUE lda,
|
784
|
+
VALUE b, VALUE ldb,
|
785
|
+
VALUE beta,
|
786
|
+
VALUE c, VALUE ldc)
|
787
|
+
{
|
788
|
+
NAMED_DTYPE_TEMPLATE_TABLE(ttable, nm::math::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);
|
789
|
+
|
790
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
791
|
+
|
792
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]),
|
793
|
+
*pBeta = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
794
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
795
|
+
rubyval_to_cval(beta, dtype, pBeta);
|
796
|
+
|
797
|
+
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));
|
798
|
+
|
799
|
+
return c;
|
800
|
+
}*/
|
801
|
+
|
802
|
+
|
803
|
+
/* Call any of the cblas_xgemv functions as directly as possible.
|
804
|
+
*
|
805
|
+
* The cblas_xgemv functions (dgemv, sgemv, cgemv, and zgemv) define the following operation:
|
806
|
+
*
|
807
|
+
* y = alpha*op(A)*x + beta*y
|
808
|
+
*
|
809
|
+
* where op(A) is one of <tt>op(A) = A</tt>, <tt>op(A) = A**T</tt>, or the complex conjugate of A.
|
810
|
+
*
|
811
|
+
* Note that this will only work for dense matrices that are of types :float32, :float64, :complex64, and :complex128.
|
812
|
+
* Other types are not implemented in BLAS, and while they exist in NMatrix, this method is intended only to
|
813
|
+
* expose the ultra-optimized ATLAS versions.
|
814
|
+
*
|
815
|
+
* == Arguments
|
816
|
+
* See: http://www.netlib.org/blas/dgemm.f
|
817
|
+
*
|
818
|
+
* You probably don't want to call this function. Instead, why don't you try cblas_gemv, which is more flexible
|
819
|
+
* with its arguments?
|
820
|
+
*
|
821
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
822
|
+
* handling, so you can easily crash Ruby!
|
823
|
+
*/
|
824
|
+
static VALUE nm_cblas_gemv(VALUE self,
|
825
|
+
VALUE trans_a,
|
826
|
+
VALUE m, VALUE n,
|
827
|
+
VALUE alpha,
|
828
|
+
VALUE a, VALUE lda,
|
829
|
+
VALUE x, VALUE incx,
|
830
|
+
VALUE beta,
|
831
|
+
VALUE y, VALUE incy)
|
832
|
+
{
|
833
|
+
NAMED_DTYPE_TEMPLATE_TABLE(ttable, nm::math::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)
|
834
|
+
|
835
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
836
|
+
|
837
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]),
|
838
|
+
*pBeta = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
839
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
840
|
+
rubyval_to_cval(beta, dtype, pBeta);
|
841
|
+
|
842
|
+
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;
|
843
|
+
}
|
844
|
+
|
845
|
+
|
846
|
+
/*
|
847
|
+
static VALUE nm_cblas_trsm(VALUE self,
|
848
|
+
VALUE order,
|
849
|
+
VALUE side, VALUE uplo,
|
850
|
+
VALUE trans_a, VALUE diag,
|
851
|
+
VALUE m, VALUE n,
|
852
|
+
VALUE alpha,
|
853
|
+
VALUE a, VALUE lda,
|
854
|
+
VALUE b, VALUE ldb)
|
855
|
+
{
|
856
|
+
static void (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const enum CBLAS_SIDE, const enum CBLAS_UPLO,
|
857
|
+
const enum CBLAS_TRANSPOSE, const enum CBLAS_DIAG,
|
858
|
+
const int m, const int n, const void* alpha, const void* a,
|
859
|
+
const int lda, void* b, const int ldb) = {
|
860
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
861
|
+
nm::math::cblas_trsm<float>,
|
862
|
+
nm::math::cblas_trsm<double>,
|
863
|
+
cblas_ctrsm, cblas_ztrsm, // call directly, same function signature!
|
864
|
+
nm::math::cblas_trsm<nm::Rational32>,
|
865
|
+
nm::math::cblas_trsm<nm::Rational64>,
|
866
|
+
nm::math::cblas_trsm<nm::Rational128>,
|
867
|
+
nm::math::cblas_trsm<nm::RubyObject>
|
868
|
+
};
|
869
|
+
|
870
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
871
|
+
|
872
|
+
if (!ttable[dtype]) {
|
873
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
874
|
+
} else {
|
875
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
876
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
877
|
+
|
878
|
+
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));
|
879
|
+
}
|
880
|
+
|
881
|
+
return Qtrue;
|
882
|
+
}
|
883
|
+
|
884
|
+
|
885
|
+
static VALUE nm_cblas_trmm(VALUE self,
|
886
|
+
VALUE order,
|
887
|
+
VALUE side, VALUE uplo,
|
888
|
+
VALUE trans_a, VALUE diag,
|
889
|
+
VALUE m, VALUE n,
|
890
|
+
VALUE alpha,
|
891
|
+
VALUE a, VALUE lda,
|
892
|
+
VALUE b, VALUE ldb)
|
893
|
+
{
|
894
|
+
static void (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER,
|
895
|
+
const enum CBLAS_SIDE, const enum CBLAS_UPLO,
|
896
|
+
const enum CBLAS_TRANSPOSE, const enum CBLAS_DIAG,
|
897
|
+
const int m, const int n, const void* alpha, const void* a,
|
898
|
+
const int lda, void* b, const int ldb) = {
|
899
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
900
|
+
nm::math::cblas_trmm<float>,
|
901
|
+
nm::math::cblas_trmm<double>,
|
902
|
+
cblas_ctrmm, cblas_ztrmm // call directly, same function signature!
|
903
|
+
*/
|
904
|
+
/*
|
905
|
+
nm::math::cblas_trmm<nm::Rational32>,
|
906
|
+
nm::math::cblas_trmm<nm::Rational64>,
|
907
|
+
nm::math::cblas_trmm<nm::Rational128>,
|
908
|
+
nm::math::cblas_trmm<nm::RubyObject>*/
|
909
|
+
/*};
|
910
|
+
|
911
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
912
|
+
|
913
|
+
if (!ttable[dtype]) {
|
914
|
+
rb_raise(nm_eDataTypeError, "this matrix operation not yet defined for non-BLAS dtypes");
|
915
|
+
} else {
|
916
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
917
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
918
|
+
|
919
|
+
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));
|
920
|
+
}
|
921
|
+
|
922
|
+
return b;
|
923
|
+
}
|
924
|
+
|
925
|
+
|
926
|
+
static VALUE nm_cblas_syrk(VALUE self,
|
927
|
+
VALUE order,
|
928
|
+
VALUE uplo,
|
929
|
+
VALUE trans,
|
930
|
+
VALUE n, VALUE k,
|
931
|
+
VALUE alpha,
|
932
|
+
VALUE a, VALUE lda,
|
933
|
+
VALUE beta,
|
934
|
+
VALUE c, VALUE ldc)
|
935
|
+
{
|
936
|
+
static void (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const enum CBLAS_UPLO, const enum CBLAS_TRANSPOSE,
|
937
|
+
const int n, const int k, const void* alpha, const void* a,
|
938
|
+
const int lda, const void* beta, void* c, const int ldc) = {
|
939
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
940
|
+
nm::math::cblas_syrk<float>,
|
941
|
+
nm::math::cblas_syrk<double>,
|
942
|
+
cblas_csyrk, cblas_zsyrk// call directly, same function signature!
|
943
|
+
*/
|
944
|
+
/*nm::math::cblas_trsm<nm::Rational32>,
|
945
|
+
nm::math::cblas_trsm<nm::Rational64>,
|
946
|
+
nm::math::cblas_trsm<nm::Rational128>,
|
947
|
+
nm::math::cblas_trsm<nm::RubyObject>*/
|
948
|
+
/* };
|
949
|
+
|
950
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
951
|
+
|
952
|
+
if (!ttable[dtype]) {
|
953
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
954
|
+
} else {
|
955
|
+
void *pAlpha = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]),
|
956
|
+
*pBeta = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
957
|
+
rubyval_to_cval(alpha, dtype, pAlpha);
|
958
|
+
rubyval_to_cval(beta, dtype, pBeta);
|
959
|
+
|
960
|
+
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));
|
961
|
+
}
|
962
|
+
|
963
|
+
return Qtrue;
|
964
|
+
}
|
965
|
+
|
966
|
+
|
967
|
+
static VALUE nm_cblas_herk(VALUE self,
|
968
|
+
VALUE order,
|
969
|
+
VALUE uplo,
|
970
|
+
VALUE trans,
|
971
|
+
VALUE n, VALUE k,
|
972
|
+
VALUE alpha,
|
973
|
+
VALUE a, VALUE lda,
|
974
|
+
VALUE beta,
|
975
|
+
VALUE c, VALUE ldc)
|
976
|
+
{
|
977
|
+
|
978
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
979
|
+
|
980
|
+
if (dtype == nm::COMPLEX64) {
|
981
|
+
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));
|
982
|
+
} else if (dtype == nm::COMPLEX128) {
|
983
|
+
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));
|
984
|
+
} else
|
985
|
+
rb_raise(rb_eNotImpError, "this matrix operation undefined for non-complex dtypes");
|
986
|
+
return Qtrue;
|
987
|
+
}*/
|
988
|
+
|
989
|
+
|
990
|
+
/*
|
991
|
+
* Function signature conversion for calling CBLAS' gesvd functions as directly as possible.
|
992
|
+
*
|
993
|
+
* xGESVD computes the singular value decomposition (SVD) of a real
|
994
|
+
* M-by-N matrix A, optionally computing the left and/or right singular
|
995
|
+
* vectors. The SVD is written
|
996
|
+
*
|
997
|
+
* A = U * SIGMA * transpose(V)
|
998
|
+
*
|
999
|
+
* where SIGMA is an M-by-N matrix which is zero except for its
|
1000
|
+
* min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and
|
1001
|
+
* V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA
|
1002
|
+
* are the singular values of A; they are real and non-negative, and
|
1003
|
+
* are returned in descending order. The first min(m,n) columns of
|
1004
|
+
* U and V are the left and right singular vectors of A.
|
1005
|
+
*
|
1006
|
+
* Note that the routine returns V**T, not V.
|
1007
|
+
*/
|
1008
|
+
/*
|
1009
|
+
static VALUE nm_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) {
|
1010
|
+
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) = {
|
1011
|
+
NULL, NULL, NULL, NULL, NULL, // no integer ops
|
1012
|
+
nm::math::lapack_gesvd<float,float>,
|
1013
|
+
nm::math::lapack_gesvd<double,double>,
|
1014
|
+
nm::math::lapack_gesvd<nm::Complex64,float>,
|
1015
|
+
nm::math::lapack_gesvd<nm::Complex128,double>,
|
1016
|
+
NULL, NULL, NULL, NULL // no rationals or Ruby objects
|
1017
|
+
};
|
1018
|
+
|
1019
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
1020
|
+
|
1021
|
+
|
1022
|
+
if (!gesvd_table[dtype]) {
|
1023
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
1024
|
+
return Qfalse;
|
1025
|
+
} else {
|
1026
|
+
int M = FIX2INT(m),
|
1027
|
+
N = FIX2INT(n);
|
1028
|
+
|
1029
|
+
int min_mn = NM_MIN(M,N);
|
1030
|
+
int max_mn = NM_MAX(M,N);
|
1031
|
+
|
1032
|
+
char JOBU = lapack_svd_job_sym(jobu),
|
1033
|
+
JOBVT = lapack_svd_job_sym(jobvt);
|
1034
|
+
|
1035
|
+
// only need rwork for complex matrices
|
1036
|
+
int rwork_size = (dtype == nm::COMPLEX64 || dtype == nm::COMPLEX128) ? 5 * min_mn : 0;
|
1037
|
+
void* rwork = rwork_size > 0 ? NM_ALLOCA_N(char, DTYPE_SIZES[dtype] * rwork_size) : NULL;
|
1038
|
+
int work_size = FIX2INT(lwork);
|
1039
|
+
|
1040
|
+
// ignore user argument for lwork if it's too small.
|
1041
|
+
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);
|
1042
|
+
void* work = NM_ALLOCA_N(char, DTYPE_SIZES[dtype] * work_size);
|
1043
|
+
|
1044
|
+
int info = gesvd_table[dtype](JOBU, JOBVT, M, N, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda),
|
1045
|
+
NM_STORAGE_DENSE(s)->elements, NM_STORAGE_DENSE(u)->elements, FIX2INT(ldu), NM_STORAGE_DENSE(vt)->elements, FIX2INT(ldvt),
|
1046
|
+
work, work_size, rwork);
|
1047
|
+
return INT2FIX(info);
|
1048
|
+
}
|
1049
|
+
}*/
|
1050
|
+
|
1051
|
+
/*
|
1052
|
+
* Function signature conversion for calling CBLAS' gesdd functions as directly as possible.
|
1053
|
+
*
|
1054
|
+
* xGESDD uses a divide-and-conquer strategy to compute the singular value decomposition (SVD) of a real
|
1055
|
+
* M-by-N matrix A, optionally computing the left and/or right singular
|
1056
|
+
* vectors. The SVD is written
|
1057
|
+
*
|
1058
|
+
* A = U * SIGMA * transpose(V)
|
1059
|
+
*
|
1060
|
+
* where SIGMA is an M-by-N matrix which is zero except for its
|
1061
|
+
* min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and
|
1062
|
+
* V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA
|
1063
|
+
* are the singular values of A; they are real and non-negative, and
|
1064
|
+
* are returned in descending order. The first min(m,n) columns of
|
1065
|
+
* U and V are the left and right singular vectors of A.
|
1066
|
+
*
|
1067
|
+
* Note that the routine returns V**T, not V.
|
1068
|
+
*/
|
1069
|
+
/*
|
1070
|
+
static VALUE nm_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) {
|
1071
|
+
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) = {
|
1072
|
+
NULL, NULL, NULL, NULL, NULL, // no integer ops
|
1073
|
+
nm::math::lapack_gesdd<float,float>,
|
1074
|
+
nm::math::lapack_gesdd<double,double>,
|
1075
|
+
nm::math::lapack_gesdd<nm::Complex64,float>,
|
1076
|
+
nm::math::lapack_gesdd<nm::Complex128,double>,
|
1077
|
+
NULL, NULL, NULL, NULL // no rationals or Ruby objects
|
1078
|
+
};
|
1079
|
+
|
1080
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
1081
|
+
|
1082
|
+
if (!gesdd_table[dtype]) {
|
1083
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
1084
|
+
return Qfalse;
|
1085
|
+
} else {
|
1086
|
+
int M = FIX2INT(m),
|
1087
|
+
N = FIX2INT(n);
|
1088
|
+
|
1089
|
+
int min_mn = NM_MIN(M,N);
|
1090
|
+
int max_mn = NM_MAX(M,N);
|
1091
|
+
|
1092
|
+
char JOBZ = lapack_svd_job_sym(jobz);
|
1093
|
+
|
1094
|
+
// only need rwork for complex matrices
|
1095
|
+
void* rwork = NULL;
|
1096
|
+
|
1097
|
+
int work_size = FIX2INT(lwork); // Make sure we allocate enough work, regardless of the user request.
|
1098
|
+
if (dtype == nm::COMPLEX64 || dtype == nm::COMPLEX128) {
|
1099
|
+
int rwork_size = min_mn * (JOBZ == 'N' ? 5 : NM_MAX(5*min_mn + 7, 2*max_mn + 2*min_mn + 1));
|
1100
|
+
rwork = NM_ALLOCA_N(char, DTYPE_SIZES[dtype] * rwork_size);
|
1101
|
+
|
1102
|
+
if (JOBZ == 'N') work_size = NM_MAX(work_size, 3*min_mn + NM_MAX(max_mn, 6*min_mn));
|
1103
|
+
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));
|
1104
|
+
else work_size = NM_MAX(work_size, 3*min_mn*min_mn + NM_MAX(max_mn, 4*min_mn*min_mn + 4*min_mn));
|
1105
|
+
} else {
|
1106
|
+
if (JOBZ == 'N') work_size = NM_MAX(work_size, 2*min_mn + max_mn);
|
1107
|
+
else if (JOBZ == 'O') work_size = NM_MAX(work_size, 2*min_mn*min_mn + max_mn + 2*min_mn);
|
1108
|
+
else work_size = NM_MAX(work_size, min_mn*min_mn + max_mn + 2*min_mn);
|
1109
|
+
}
|
1110
|
+
void* work = NM_ALLOCA_N(char, DTYPE_SIZES[dtype] * work_size);
|
1111
|
+
int* iwork = NM_ALLOCA_N(int, 8*min_mn);
|
1112
|
+
|
1113
|
+
int info = gesdd_table[dtype](JOBZ, M, N, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda),
|
1114
|
+
NM_STORAGE_DENSE(s)->elements, NM_STORAGE_DENSE(u)->elements, FIX2INT(ldu), NM_STORAGE_DENSE(vt)->elements, FIX2INT(ldvt),
|
1115
|
+
work, work_size, iwork, rwork);
|
1116
|
+
return INT2FIX(info);
|
1117
|
+
}
|
1118
|
+
}*/
|
1119
|
+
|
1120
|
+
|
1121
|
+
/*
|
1122
|
+
* Function signature conversion for calling CBLAS' geev functions as directly as possible.
|
1123
|
+
*
|
1124
|
+
* GEEV computes for an N-by-N real nonsymmetric matrix A, the
|
1125
|
+
* eigenvalues and, optionally, the left and/or right eigenvectors.
|
1126
|
+
*
|
1127
|
+
* The right eigenvector v(j) of A satisfies
|
1128
|
+
* A * v(j) = lambda(j) * v(j)
|
1129
|
+
* where lambda(j) is its eigenvalue.
|
1130
|
+
*
|
1131
|
+
* The left eigenvector u(j) of A satisfies
|
1132
|
+
* u(j)**H * A = lambda(j) * u(j)**H
|
1133
|
+
* where u(j)**H denotes the conjugate transpose of u(j).
|
1134
|
+
*
|
1135
|
+
* The computed eigenvectors are normalized to have Euclidean norm
|
1136
|
+
* equal to 1 and largest component real.
|
1137
|
+
*/
|
1138
|
+
/*
|
1139
|
+
static VALUE nm_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) {
|
1140
|
+
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) = {
|
1141
|
+
NULL, NULL, NULL, NULL, NULL, // no integer ops
|
1142
|
+
nm::math::lapack_geev<float,float>,
|
1143
|
+
nm::math::lapack_geev<double,double>,
|
1144
|
+
nm::math::lapack_geev<nm::Complex64,float>,
|
1145
|
+
nm::math::lapack_geev<nm::Complex128,double>,
|
1146
|
+
NULL, NULL, NULL, NULL // no rationals or Ruby objects
|
1147
|
+
};
|
1148
|
+
|
1149
|
+
nm::dtype_t dtype = NM_DTYPE(a);
|
1150
|
+
|
1151
|
+
|
1152
|
+
if (!geev_table[dtype]) {
|
1153
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
1154
|
+
return Qfalse;
|
1155
|
+
} else {
|
1156
|
+
int N = FIX2INT(n);
|
1157
|
+
|
1158
|
+
char JOBVL = lapack_evd_job_sym(compute_left),
|
1159
|
+
JOBVR = lapack_evd_job_sym(compute_right);
|
1160
|
+
|
1161
|
+
void* A = NM_STORAGE_DENSE(a)->elements;
|
1162
|
+
void* WR = NM_STORAGE_DENSE(w)->elements;
|
1163
|
+
void* WI = wi == Qnil ? NULL : NM_STORAGE_DENSE(wi)->elements;
|
1164
|
+
void* VL = NM_STORAGE_DENSE(vl)->elements;
|
1165
|
+
void* VR = NM_STORAGE_DENSE(vr)->elements;
|
1166
|
+
|
1167
|
+
// only need rwork for complex matrices (wi == Qnil for complex)
|
1168
|
+
int rwork_size = dtype == nm::COMPLEX64 || dtype == nm::COMPLEX128 ? N * DTYPE_SIZES[dtype] : 0; // 2*N*floattype for complex only, otherwise 0
|
1169
|
+
void* rwork = rwork_size > 0 ? NM_ALLOCA_N(char, rwork_size) : NULL;
|
1170
|
+
int work_size = FIX2INT(lwork);
|
1171
|
+
void* work;
|
1172
|
+
|
1173
|
+
int info;
|
1174
|
+
|
1175
|
+
// if work size is 0 or -1, query.
|
1176
|
+
if (work_size <= 0) {
|
1177
|
+
work_size = -1;
|
1178
|
+
work = NM_ALLOC_N(char, DTYPE_SIZES[dtype]); //2*N * DTYPE_SIZES[dtype]);
|
1179
|
+
info = geev_table[dtype](JOBVL, JOBVR, N, A, FIX2INT(lda), WR, WI, VL, FIX2INT(ldvl), VR, FIX2INT(ldvr), work, work_size, rwork);
|
1180
|
+
work_size = (int)(dtype == nm::COMPLEX64 || dtype == nm::FLOAT32 ? reinterpret_cast<float*>(work)[0] : reinterpret_cast<double*>(work)[0]);
|
1181
|
+
// line above is basically: work_size = (int)(work[0]); // now have new work_size
|
1182
|
+
NM_FREE(work);
|
1183
|
+
if (info == 0)
|
1184
|
+
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);
|
1185
|
+
else return INT2FIX(info); // error of some kind on query!
|
1186
|
+
}
|
1187
|
+
|
1188
|
+
// if work size is < 2*N, just set it to 2*N
|
1189
|
+
if (work_size < 2*N) work_size = 2*N;
|
1190
|
+
if (work_size < 3*N && (dtype == nm::FLOAT32 || dtype == nm::FLOAT64)) {
|
1191
|
+
work_size = JOBVL == 'V' || JOBVR == 'V' ? 4*N : 3*N;
|
1192
|
+
}
|
1193
|
+
|
1194
|
+
// Allocate work array for actual run
|
1195
|
+
work = NM_ALLOCA_N(char, work_size * DTYPE_SIZES[dtype]);
|
1196
|
+
|
1197
|
+
// Perform the actual calculation.
|
1198
|
+
info = geev_table[dtype](JOBVL, JOBVR, N, A, FIX2INT(lda), WR, WI, VL, FIX2INT(ldvl), VR, FIX2INT(ldvr), work, work_size, rwork);
|
1199
|
+
|
1200
|
+
return INT2FIX(info);
|
1201
|
+
}
|
1202
|
+
}*/
|
1203
|
+
|
1204
|
+
|
1205
|
+
/*
|
1206
|
+
* Based on LAPACK's dscal function, but for any dtype.
|
1207
|
+
*
|
1208
|
+
* In-place modification; returns the modified vector as well.
|
1209
|
+
*/
|
1210
|
+
/*
|
1211
|
+
static VALUE nm_clapack_scal(VALUE self, VALUE n, VALUE scale, VALUE vector, VALUE incx) {
|
1212
|
+
nm::dtype_t dtype = NM_DTYPE(vector);
|
1213
|
+
|
1214
|
+
void* da = NM_ALLOCA_N(char, DTYPE_SIZES[dtype]);
|
1215
|
+
rubyval_to_cval(scale, dtype, da);
|
1216
|
+
|
1217
|
+
NAMED_DTYPE_TEMPLATE_TABLE(ttable, nm::math::clapack_scal, void, const int n, const void* da, void* dx, const int incx);
|
1218
|
+
|
1219
|
+
ttable[dtype](FIX2INT(n), da, NM_STORAGE_DENSE(vector)->elements, FIX2INT(incx));
|
1220
|
+
|
1221
|
+
return vector;
|
1222
|
+
}
|
1223
|
+
|
1224
|
+
|
1225
|
+
static VALUE nm_clapack_lauum(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda) {
|
1226
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const enum CBLAS_UPLO, const int n, void* a, const int lda) = {*/
|
1227
|
+
/*nm::math::clapack_lauum<uint8_t, false>,
|
1228
|
+
nm::math::clapack_lauum<int8_t, false>,
|
1229
|
+
nm::math::clapack_lauum<int16_t, false>,
|
1230
|
+
nm::math::clapack_lauum<uint32_t, false>,
|
1231
|
+
nm::math::clapack_lauum<uint64_t, false>,*/
|
1232
|
+
/*NULL, NULL, NULL, NULL, NULL,
|
1233
|
+
nm::math::clapack_lauum<false, float>,
|
1234
|
+
nm::math::clapack_lauum<false, double>,
|
1235
|
+
#ifdef HAVE_CLAPACK_H
|
1236
|
+
clapack_clauum, clapack_zlauum, // call directly, same function signature!
|
1237
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1238
|
+
nm::math::clapack_lauum<true, nm::Complex64>,
|
1239
|
+
nm::math::clapack_lauum<true, nm::Complex128>,
|
1240
|
+
#endif*/
|
1241
|
+
/*
|
1242
|
+
nm::math::clapack_lauum<nm::Rational32, false>,
|
1243
|
+
nm::math::clapack_lauum<nm::Rational64, false>,
|
1244
|
+
nm::math::clapack_lauum<nm::Rational128, false>,
|
1245
|
+
nm::math::clapack_lauum<nm::RubyObject, false>
|
1246
|
+
|
1247
|
+
*/
|
1248
|
+
/*};
|
1249
|
+
|
1250
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1251
|
+
rb_raise(rb_eNotImpError, "does not yet work for non-BLAS dtypes (needs herk, syrk, trmm)");
|
1252
|
+
} else {
|
1253
|
+
// Call either our version of lauum or the LAPACK version.
|
1254
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), blas_uplo_sym(uplo), FIX2INT(n), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda));
|
1255
|
+
}
|
1256
|
+
|
1257
|
+
return a;
|
1258
|
+
}*/
|
1259
|
+
|
1260
|
+
|
1261
|
+
/* Call any of the clapack_xgetrf functions as directly as possible.
|
1262
|
+
*
|
1263
|
+
* The clapack_getrf functions (dgetrf, sgetrf, cgetrf, and zgetrf) compute an LU factorization of a general M-by-N
|
1264
|
+
* matrix A using partial pivoting with row interchanges.
|
1265
|
+
*
|
1266
|
+
* The factorization has the form:
|
1267
|
+
* A = P * L * U
|
1268
|
+
* where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n),
|
1269
|
+
* and U is upper triangular (upper trapezoidal if m < n).
|
1270
|
+
*
|
1271
|
+
* This is the right-looking level 3 BLAS version of the algorithm.
|
1272
|
+
*
|
1273
|
+
* == Arguments
|
1274
|
+
* See: http://www.netlib.org/lapack/double/dgetrf.f
|
1275
|
+
* (You don't need argument 5; this is the value returned by this function.)
|
1276
|
+
*
|
1277
|
+
* You probably don't want to call this function. Instead, why don't you try clapack_getrf, which is more flexible
|
1278
|
+
* with its arguments?
|
1279
|
+
*
|
1280
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
1281
|
+
* handling, so you can easily crash Ruby!
|
1282
|
+
*
|
1283
|
+
* Returns an array giving the pivot indices (normally these are argument #5).
|
1284
|
+
*/
|
1285
|
+
/*
|
1286
|
+
static VALUE nm_clapack_getrf(VALUE self, VALUE order, VALUE m, VALUE n, VALUE a, VALUE lda) {
|
1287
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const int m, const int n, void* a, const int lda, int* ipiv) = {
|
1288
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1289
|
+
nm::math::clapack_getrf<float>,
|
1290
|
+
nm::math::clapack_getrf<double>,
|
1291
|
+
#ifdef HAVE_CLAPACK_H
|
1292
|
+
clapack_cgetrf, clapack_zgetrf, // call directly, same function signature!
|
1293
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1294
|
+
nm::math::clapack_getrf<nm::Complex64>,
|
1295
|
+
nm::math::clapack_getrf<nm::Complex128>,
|
1296
|
+
#endif
|
1297
|
+
nm::math::clapack_getrf<nm::Rational32>,
|
1298
|
+
nm::math::clapack_getrf<nm::Rational64>,
|
1299
|
+
nm::math::clapack_getrf<nm::Rational128>,
|
1300
|
+
nm::math::clapack_getrf<nm::RubyObject>
|
1301
|
+
};
|
1302
|
+
|
1303
|
+
int M = FIX2INT(m),
|
1304
|
+
N = FIX2INT(n);
|
1305
|
+
|
1306
|
+
// Allocate the pivot index array, which is of size MIN(M, N).
|
1307
|
+
size_t ipiv_size = std::min(M,N);
|
1308
|
+
int* ipiv = NM_ALLOCA_N(int, ipiv_size);
|
1309
|
+
|
1310
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1311
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1312
|
+
} else {
|
1313
|
+
// Call either our version of getrf or the LAPACK version.
|
1314
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), M, N, NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), ipiv);
|
1315
|
+
}
|
1316
|
+
|
1317
|
+
// Result will be stored in a. We return ipiv as an array.
|
1318
|
+
VALUE ipiv_array = rb_ary_new2(ipiv_size);
|
1319
|
+
for (size_t i = 0; i < ipiv_size; ++i) {
|
1320
|
+
rb_ary_store(ipiv_array, i, INT2FIX(ipiv[i]));
|
1321
|
+
}
|
1322
|
+
|
1323
|
+
return ipiv_array;
|
1324
|
+
}*/
|
1325
|
+
|
1326
|
+
|
1327
|
+
/* Call any of the clapack_xpotrf functions as directly as possible.
|
1328
|
+
*
|
1329
|
+
* You probably don't want to call this function. Instead, why don't you try clapack_potrf, which is more flexible
|
1330
|
+
* with its arguments?
|
1331
|
+
*
|
1332
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
1333
|
+
* handling, so you can easily crash Ruby!
|
1334
|
+
*
|
1335
|
+
* Returns an array giving the pivot indices (normally these are argument #5).
|
1336
|
+
*/
|
1337
|
+
/*
|
1338
|
+
static VALUE nm_clapack_potrf(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda) {
|
1339
|
+
#ifndef HAVE_CLAPACK_H
|
1340
|
+
rb_raise(rb_eNotImpError, "potrf currently requires CLAPACK");
|
1341
|
+
#endif
|
1342
|
+
|
1343
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const enum CBLAS_UPLO, const int n, void* a, const int lda) = {
|
1344
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1345
|
+
nm::math::clapack_potrf<float>,
|
1346
|
+
nm::math::clapack_potrf<double>,
|
1347
|
+
#ifdef HAVE_CLAPACK_H
|
1348
|
+
clapack_cpotrf, clapack_zpotrf, // call directly, same function signature!
|
1349
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1350
|
+
nm::math::clapack_potrf<nm::Complex64>,
|
1351
|
+
nm::math::clapack_potrf<nm::Complex128>,
|
1352
|
+
#endif
|
1353
|
+
NULL, NULL, NULL, NULL*/ /*
|
1354
|
+
nm::math::clapack_potrf<nm::Rational32>,
|
1355
|
+
nm::math::clapack_potrf<nm::Rational64>,
|
1356
|
+
nm::math::clapack_potrf<nm::Rational128>,
|
1357
|
+
nm::math::clapack_potrf<nm::RubyObject> */
|
1358
|
+
/*};
|
1359
|
+
|
1360
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1361
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
1362
|
+
// FIXME: Once BLAS dtypes are implemented, replace error above with the error below.
|
1363
|
+
//rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1364
|
+
} else {
|
1365
|
+
// Call either our version of potrf or the LAPACK version.
|
1366
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), blas_uplo_sym(uplo), FIX2INT(n), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda));
|
1367
|
+
}
|
1368
|
+
|
1369
|
+
return a;
|
1370
|
+
}*/
|
1371
|
+
|
1372
|
+
|
1373
|
+
/*
|
1374
|
+
* Call any of the clapack_xgetrs functions as directly as possible.
|
1375
|
+
*/
|
1376
|
+
/*
|
1377
|
+
static VALUE nm_clapack_getrs(VALUE self, VALUE order, VALUE trans, VALUE n, VALUE nrhs, VALUE a, VALUE lda, VALUE ipiv, VALUE b, VALUE ldb) {
|
1378
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE Trans, const int N,
|
1379
|
+
const int NRHS, const void* A, const int lda, const int* ipiv, void* B,
|
1380
|
+
const int ldb) = {
|
1381
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1382
|
+
nm::math::clapack_getrs<float>,
|
1383
|
+
nm::math::clapack_getrs<double>,
|
1384
|
+
#ifdef HAVE_CLAPACK_H
|
1385
|
+
clapack_cgetrs, clapack_zgetrs, // call directly, same function signature!
|
1386
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1387
|
+
nm::math::clapack_getrs<nm::Complex64>,
|
1388
|
+
nm::math::clapack_getrs<nm::Complex128>,
|
1389
|
+
#endif
|
1390
|
+
nm::math::clapack_getrs<nm::Rational32>,
|
1391
|
+
nm::math::clapack_getrs<nm::Rational64>,
|
1392
|
+
nm::math::clapack_getrs<nm::Rational128>,
|
1393
|
+
nm::math::clapack_getrs<nm::RubyObject>
|
1394
|
+
};
|
1395
|
+
|
1396
|
+
// Allocate the C version of the pivot index array
|
1397
|
+
// TODO: Allow for an NVector here also, maybe?
|
1398
|
+
int* ipiv_;
|
1399
|
+
if (TYPE(ipiv) != T_ARRAY) {
|
1400
|
+
rb_raise(rb_eArgError, "ipiv must be of type Array");
|
1401
|
+
} else {
|
1402
|
+
ipiv_ = NM_ALLOCA_N(int, RARRAY_LEN(ipiv));
|
1403
|
+
for (int index = 0; index < RARRAY_LEN(ipiv); ++index) {
|
1404
|
+
ipiv_[index] = FIX2INT( RARRAY_PTR(ipiv)[index] );
|
1405
|
+
}
|
1406
|
+
}
|
1407
|
+
|
1408
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1409
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1410
|
+
} else {
|
1411
|
+
|
1412
|
+
// Call either our version of getrs or the LAPACK version.
|
1413
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), blas_transpose_sym(trans), FIX2INT(n), FIX2INT(nrhs), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda),
|
1414
|
+
ipiv_, NM_STORAGE_DENSE(b)->elements, FIX2INT(ldb));
|
1415
|
+
}
|
1416
|
+
|
1417
|
+
// b is both returned and modified directly in the argument list.
|
1418
|
+
return b;
|
1419
|
+
}*/
|
1420
|
+
|
1421
|
+
|
1422
|
+
/*
|
1423
|
+
* Call any of the clapack_xpotrs functions as directly as possible.
|
1424
|
+
*/
|
1425
|
+
/*
|
1426
|
+
static VALUE nm_clapack_potrs(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE nrhs, VALUE a, VALUE lda, VALUE b, VALUE ldb) {
|
1427
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const int N,
|
1428
|
+
const int NRHS, const void* A, const int lda, void* B, const int ldb) = {
|
1429
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1430
|
+
nm::math::clapack_potrs<float,false>,
|
1431
|
+
nm::math::clapack_potrs<double,false>,
|
1432
|
+
#ifdef HAVE_CLAPACK_H
|
1433
|
+
clapack_cpotrs, clapack_zpotrs, // call directly, same function signature!
|
1434
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1435
|
+
nm::math::clapack_potrs<nm::Complex64,true>,
|
1436
|
+
nm::math::clapack_potrs<nm::Complex128,true>,
|
1437
|
+
#endif
|
1438
|
+
nm::math::clapack_potrs<nm::Rational32,false>,
|
1439
|
+
nm::math::clapack_potrs<nm::Rational64,false>,
|
1440
|
+
nm::math::clapack_potrs<nm::Rational128,false>,
|
1441
|
+
nm::math::clapack_potrs<nm::RubyObject,false>
|
1442
|
+
};
|
1443
|
+
|
1444
|
+
|
1445
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1446
|
+
rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1447
|
+
} else {
|
1448
|
+
|
1449
|
+
// Call either our version of potrs or the LAPACK version.
|
1450
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), blas_uplo_sym(uplo), FIX2INT(n), FIX2INT(nrhs), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda),
|
1451
|
+
NM_STORAGE_DENSE(b)->elements, FIX2INT(ldb));
|
1452
|
+
}
|
1453
|
+
|
1454
|
+
// b is both returned and modified directly in the argument list.
|
1455
|
+
return b;
|
1456
|
+
}*/
|
1457
|
+
|
1458
|
+
|
1459
|
+
/* Call any of the clapack_xgetri functions as directly as possible.
|
1460
|
+
*
|
1461
|
+
* You probably don't want to call this function. Instead, why don't you try clapack_getri, which is more flexible
|
1462
|
+
* with its arguments?
|
1463
|
+
*
|
1464
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
1465
|
+
* handling, so you can easily crash Ruby!
|
1466
|
+
*
|
1467
|
+
* Returns an array giving the pivot indices (normally these are argument #5).
|
1468
|
+
*/
|
1469
|
+
/*
|
1470
|
+
static VALUE nm_clapack_getri(VALUE self, VALUE order, VALUE n, VALUE a, VALUE lda, VALUE ipiv) {
|
1471
|
+
#ifndef HAVE_CLAPACK_H
|
1472
|
+
rb_raise(rb_eNotImpError, "getri currently requires CLAPACK");
|
1473
|
+
#endif
|
1474
|
+
|
1475
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const int n, void* a, const int lda, const int* ipiv) = {
|
1476
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1477
|
+
nm::math::clapack_getri<float>,
|
1478
|
+
nm::math::clapack_getri<double>,
|
1479
|
+
#ifdef HAVE_CLAPACK_H
|
1480
|
+
clapack_cgetri, clapack_zgetri, // call directly, same function signature!
|
1481
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1482
|
+
nm::math::clapack_getri<nm::Complex64>,
|
1483
|
+
nm::math::clapack_getri<nm::Complex128>,
|
1484
|
+
#endif
|
1485
|
+
NULL, NULL, NULL, NULL*/ /*
|
1486
|
+
nm::math::clapack_getri<nm::Rational32>,
|
1487
|
+
nm::math::clapack_getri<nm::Rational64>,
|
1488
|
+
nm::math::clapack_getri<nm::Rational128>,
|
1489
|
+
nm::math::clapack_getri<nm::RubyObject> */
|
1490
|
+
/* };
|
1491
|
+
|
1492
|
+
// Allocate the C version of the pivot index array
|
1493
|
+
// TODO: Allow for an NVector here also, maybe?
|
1494
|
+
int* ipiv_;
|
1495
|
+
if (TYPE(ipiv) != T_ARRAY) {
|
1496
|
+
rb_raise(rb_eArgError, "ipiv must be of type Array");
|
1497
|
+
} else {
|
1498
|
+
ipiv_ = NM_ALLOCA_N(int, RARRAY_LEN(ipiv));
|
1499
|
+
for (int index = 0; index < RARRAY_LEN(ipiv); ++index) {
|
1500
|
+
ipiv_[index] = FIX2INT( RARRAY_PTR(ipiv)[index] );
|
1501
|
+
}
|
1502
|
+
}
|
1503
|
+
|
1504
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1505
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
1506
|
+
// FIXME: Once non-BLAS dtypes are implemented, replace error above with the error below.
|
1507
|
+
//rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1508
|
+
} else {
|
1509
|
+
// Call either our version of getri or the LAPACK version.
|
1510
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), FIX2INT(n), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), ipiv_);
|
1511
|
+
}
|
1512
|
+
|
1513
|
+
return a;
|
1514
|
+
}*/
|
1515
|
+
|
1516
|
+
|
1517
|
+
/* Call any of the clapack_xpotri functions as directly as possible.
|
1518
|
+
*
|
1519
|
+
* You probably don't want to call this function. Instead, why don't you try clapack_potri, which is more flexible
|
1520
|
+
* with its arguments?
|
1521
|
+
*
|
1522
|
+
* This function does almost no type checking. Seriously, be really careful when you call it! There's no exception
|
1523
|
+
* handling, so you can easily crash Ruby!
|
1524
|
+
*
|
1525
|
+
* Returns an array giving the pivot indices (normally these are argument #5).
|
1526
|
+
*/
|
1527
|
+
/*
|
1528
|
+
static VALUE nm_clapack_potri(VALUE self, VALUE order, VALUE uplo, VALUE n, VALUE a, VALUE lda) {
|
1529
|
+
#ifndef HAVE_CLAPACK_H
|
1530
|
+
rb_raise(rb_eNotImpError, "getri currently requires CLAPACK");
|
1531
|
+
#endif
|
1532
|
+
|
1533
|
+
static int (*ttable[nm::NUM_DTYPES])(const enum CBLAS_ORDER, const enum CBLAS_UPLO, const int n, void* a, const int lda) = {
|
1534
|
+
NULL, NULL, NULL, NULL, NULL, // integers not allowed due to division
|
1535
|
+
nm::math::clapack_potri<float>,
|
1536
|
+
nm::math::clapack_potri<double>,
|
1537
|
+
#ifdef HAVE_CLAPACK_H
|
1538
|
+
clapack_cpotri, clapack_zpotri, // call directly, same function signature!
|
1539
|
+
#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1540
|
+
nm::math::clapack_potri<nm::Complex64>,
|
1541
|
+
nm::math::clapack_potri<nm::Complex128>,
|
1542
|
+
#endif
|
1543
|
+
NULL, NULL, NULL, NULL*/ /*
|
1544
|
+
nm::math::clapack_getri<nm::Rational32>,
|
1545
|
+
nm::math::clapack_getri<nm::Rational64>,
|
1546
|
+
nm::math::clapack_getri<nm::Rational128>,
|
1547
|
+
nm::math::clapack_getri<nm::RubyObject> */
|
1548
|
+
/*};
|
1549
|
+
|
1550
|
+
if (!ttable[NM_DTYPE(a)]) {
|
1551
|
+
rb_raise(rb_eNotImpError, "this operation not yet implemented for non-BLAS dtypes");
|
1552
|
+
// FIXME: Once BLAS dtypes are implemented, replace error above with the error below.
|
1553
|
+
//rb_raise(nm_eDataTypeError, "this matrix operation undefined for integer matrices");
|
1554
|
+
} else {
|
1555
|
+
// Call either our version of getri or the LAPACK version.
|
1556
|
+
ttable[NM_DTYPE(a)](blas_order_sym(order), blas_uplo_sym(uplo), FIX2INT(n), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda));
|
1557
|
+
}
|
1558
|
+
|
1559
|
+
return a;
|
1560
|
+
}*/
|
1561
|
+
|
1562
|
+
|
1563
|
+
/*
|
1564
|
+
* Call any of the clapack_xlaswp functions as directly as possible.
|
1565
|
+
*
|
1566
|
+
* Note that LAPACK's xlaswp functions accept a column-order matrix, but NMatrix uses row-order. Thus, n should be the
|
1567
|
+
* number of rows and lda should be the number of columns, no matter what it says in the documentation for dlaswp.f.
|
1568
|
+
*/
|
1569
|
+
/*
|
1570
|
+
static VALUE nm_clapack_laswp(VALUE self, VALUE n, VALUE a, VALUE lda, VALUE k1, VALUE k2, VALUE ipiv, VALUE incx) {
|
1571
|
+
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) = {
|
1572
|
+
nm::math::clapack_laswp<uint8_t>,
|
1573
|
+
nm::math::clapack_laswp<int8_t>,
|
1574
|
+
nm::math::clapack_laswp<int16_t>,
|
1575
|
+
nm::math::clapack_laswp<int32_t>,
|
1576
|
+
nm::math::clapack_laswp<int64_t>,
|
1577
|
+
nm::math::clapack_laswp<float>,
|
1578
|
+
nm::math::clapack_laswp<double>,
|
1579
|
+
//#ifdef HAVE_CLAPACK_H // laswp doesn't actually exist in clapack.h!
|
1580
|
+
// clapack_claswp, clapack_zlaswp, // call directly, same function signature!
|
1581
|
+
//#else // Especially important for Mac OS, which doesn't seem to include the ATLAS clapack interface.
|
1582
|
+
nm::math::clapack_laswp<nm::Complex64>,
|
1583
|
+
nm::math::clapack_laswp<nm::Complex128>,
|
1584
|
+
//#endif
|
1585
|
+
nm::math::clapack_laswp<nm::Rational32>,
|
1586
|
+
nm::math::clapack_laswp<nm::Rational64>,
|
1587
|
+
nm::math::clapack_laswp<nm::Rational128>,
|
1588
|
+
nm::math::clapack_laswp<nm::RubyObject>
|
1589
|
+
};
|
1590
|
+
|
1591
|
+
// Allocate the C version of the pivot index array
|
1592
|
+
// TODO: Allow for an NVector here also, maybe?
|
1593
|
+
int* ipiv_;
|
1594
|
+
if (TYPE(ipiv) != T_ARRAY) {
|
1595
|
+
rb_raise(rb_eArgError, "ipiv must be of type Array");
|
1596
|
+
} else {
|
1597
|
+
ipiv_ = NM_ALLOCA_N(int, RARRAY_LEN(ipiv));
|
1598
|
+
for (int index = 0; index < RARRAY_LEN(ipiv); ++index) {
|
1599
|
+
ipiv_[index] = FIX2INT( RARRAY_PTR(ipiv)[index] );
|
1600
|
+
}
|
1601
|
+
}
|
1602
|
+
|
1603
|
+
// Call either our version of laswp or the LAPACK version.
|
1604
|
+
ttable[NM_DTYPE(a)](FIX2INT(n), NM_STORAGE_DENSE(a)->elements, FIX2INT(lda), FIX2INT(k1), FIX2INT(k2), ipiv_, FIX2INT(incx));
|
1605
|
+
|
1606
|
+
// a is both returned and modified directly in the argument list.
|
1607
|
+
return a;
|
1608
|
+
}*/
|
1609
|
+
|
1610
|
+
|
1611
|
+
/*
|
1612
|
+
* C accessor for calculating an exact determinant.
|
1613
|
+
*/
|
1614
|
+
/*
|
1615
|
+
void nm_math_det_exact(const int M, const void* elements, const int lda, nm::dtype_t dtype, void* result) {
|
1616
|
+
NAMED_DTYPE_TEMPLATE_TABLE(ttable, nm::math::det_exact, void, const int M, const void* A_elements, const int lda, void* result_arg);
|
1617
|
+
|
1618
|
+
ttable[dtype](M, elements, lda, result);
|
1619
|
+
}*/
|
1620
|
+
|
1621
|
+
|
1622
|
+
/*
|
1623
|
+
* Transpose an array of elements that represent a row-major dense matrix. Does not allocate anything, only does an memcpy.
|
1624
|
+
*/
|
1625
|
+
/*
|
1626
|
+
void nm_math_transpose_generic(const size_t M, const size_t N, const void* A, const int lda, void* B, const int ldb, size_t element_size) {
|
1627
|
+
for (size_t i = 0; i < N; ++i) {
|
1628
|
+
for (size_t j = 0; j < M; ++j) {
|
1629
|
+
|
1630
|
+
memcpy(reinterpret_cast<char*>(B) + (i*ldb+j)*element_size,
|
1631
|
+
reinterpret_cast<const char*>(A) + (j*lda+i)*element_size,
|
1632
|
+
element_size);
|
1633
|
+
|
1634
|
+
}
|
1635
|
+
}
|
1636
|
+
}*/
|
1637
|
+
|
1638
|
+
|
1639
|
+
} // end of extern "C" block
|