nmatrix 0.0.6 → 0.0.7
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- checksums.yaml +4 -4
- data/.gitignore +2 -0
- data/Gemfile +5 -0
- data/History.txt +97 -0
- data/Manifest.txt +34 -7
- data/README.rdoc +13 -13
- data/Rakefile +36 -26
- data/ext/nmatrix/data/data.cpp +15 -2
- data/ext/nmatrix/data/data.h +4 -0
- data/ext/nmatrix/data/ruby_object.h +5 -14
- data/ext/nmatrix/extconf.rb +3 -2
- data/ext/nmatrix/{util/math.cpp → math.cpp} +296 -6
- data/ext/nmatrix/math/asum.h +143 -0
- data/ext/nmatrix/math/geev.h +82 -0
- data/ext/nmatrix/math/gemm.h +267 -0
- data/ext/nmatrix/math/gemv.h +208 -0
- data/ext/nmatrix/math/ger.h +96 -0
- data/ext/nmatrix/math/gesdd.h +80 -0
- data/ext/nmatrix/math/gesvd.h +78 -0
- data/ext/nmatrix/math/getf2.h +86 -0
- data/ext/nmatrix/math/getrf.h +240 -0
- data/ext/nmatrix/math/getri.h +107 -0
- data/ext/nmatrix/math/getrs.h +125 -0
- data/ext/nmatrix/math/idamax.h +86 -0
- data/ext/nmatrix/{util → math}/lapack.h +60 -356
- data/ext/nmatrix/math/laswp.h +165 -0
- data/ext/nmatrix/math/long_dtype.h +52 -0
- data/ext/nmatrix/math/math.h +1154 -0
- data/ext/nmatrix/math/nrm2.h +181 -0
- data/ext/nmatrix/math/potrs.h +125 -0
- data/ext/nmatrix/math/rot.h +141 -0
- data/ext/nmatrix/math/rotg.h +115 -0
- data/ext/nmatrix/math/scal.h +73 -0
- data/ext/nmatrix/math/swap.h +73 -0
- data/ext/nmatrix/math/trsm.h +383 -0
- data/ext/nmatrix/nmatrix.cpp +176 -152
- data/ext/nmatrix/nmatrix.h +1 -2
- data/ext/nmatrix/ruby_constants.cpp +9 -4
- data/ext/nmatrix/ruby_constants.h +1 -0
- data/ext/nmatrix/storage/dense.cpp +57 -41
- data/ext/nmatrix/storage/list.cpp +52 -50
- data/ext/nmatrix/storage/storage.cpp +59 -43
- data/ext/nmatrix/storage/yale.cpp +352 -333
- data/ext/nmatrix/storage/yale.h +4 -0
- data/lib/nmatrix.rb +2 -2
- data/lib/nmatrix/blas.rb +4 -4
- data/lib/nmatrix/enumerate.rb +241 -0
- data/lib/nmatrix/lapack.rb +54 -1
- data/lib/nmatrix/math.rb +462 -0
- data/lib/nmatrix/nmatrix.rb +210 -486
- data/lib/nmatrix/nvector.rb +0 -62
- data/lib/nmatrix/rspec.rb +75 -0
- data/lib/nmatrix/shortcuts.rb +136 -108
- data/lib/nmatrix/version.rb +1 -1
- data/spec/blas_spec.rb +20 -12
- data/spec/elementwise_spec.rb +22 -13
- data/spec/io_spec.rb +1 -0
- data/spec/lapack_spec.rb +197 -0
- data/spec/nmatrix_spec.rb +39 -38
- data/spec/nvector_spec.rb +3 -9
- data/spec/rspec_monkeys.rb +29 -0
- data/spec/rspec_spec.rb +34 -0
- data/spec/shortcuts_spec.rb +14 -16
- data/spec/slice_spec.rb +242 -186
- data/spec/spec_helper.rb +19 -0
- metadata +33 -5
- data/ext/nmatrix/util/math.h +0 -2612
data/spec/spec_helper.rb
CHANGED
@@ -24,6 +24,7 @@
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|
24
24
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#
|
25
25
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# Common data for testing.
|
26
26
|
require "./lib/nmatrix"
|
27
|
+
require "./lib/nmatrix/rspec"
|
27
28
|
|
28
29
|
MATRIX43A_ARRAY = [14.0, 9.0, 3.0, 2.0, 11.0, 15.0, 0.0, 12.0, 17.0, 5.0, 2.0, 3.0]
|
29
30
|
MATRIX32A_ARRAY = [12.0, 25.0, 9.0, 10.0, 8.0, 5.0]
|
@@ -66,3 +67,21 @@ def create_vector(stype) #:nodoc:
|
|
66
67
|
|
67
68
|
m
|
68
69
|
end
|
70
|
+
|
71
|
+
# Stupid but independent comparison for slice_spec
|
72
|
+
def nm_eql(n, m) #:nodoc:
|
73
|
+
if n.shape != m.shape
|
74
|
+
false
|
75
|
+
else # NMatrix
|
76
|
+
n.shape[0].times do |i|
|
77
|
+
n.shape[1].times do |j|
|
78
|
+
if n[i,j] != m[i,j]
|
79
|
+
puts "n[#{i},#{j}] != m[#{i},#{j}] (#{n[i,j]} != #{m[i,j]})"
|
80
|
+
return false
|
81
|
+
end
|
82
|
+
end
|
83
|
+
end
|
84
|
+
end
|
85
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+
true
|
86
|
+
end
|
87
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+
|
metadata
CHANGED
@@ -1,7 +1,7 @@
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1
1
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--- !ruby/object:Gem::Specification
|
2
2
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name: nmatrix
|
3
3
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version: !ruby/object:Gem::Version
|
4
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-
version: 0.0.
|
4
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+
version: 0.0.7
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5
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platform: ruby
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6
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authors:
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7
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- John Woods
|
@@ -10,7 +10,7 @@ authors:
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autorequire:
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bindir: bin
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cert_chain: []
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-
date: 2013-08-
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+
date: 2013-08-22 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: rdoc
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@@ -136,6 +136,30 @@ files:
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- ext/nmatrix/data/rational.h
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- ext/nmatrix/data/ruby_object.h
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- ext/nmatrix/extconf.rb
|
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+
- ext/nmatrix/math.cpp
|
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+
- ext/nmatrix/math/asum.h
|
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+
- ext/nmatrix/math/geev.h
|
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+
- ext/nmatrix/math/gemm.h
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+
- ext/nmatrix/math/gemv.h
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+
- ext/nmatrix/math/ger.h
|
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+
- ext/nmatrix/math/gesdd.h
|
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+
- ext/nmatrix/math/gesvd.h
|
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+
- ext/nmatrix/math/getf2.h
|
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+
- ext/nmatrix/math/getrf.h
|
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+
- ext/nmatrix/math/getri.h
|
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+
- ext/nmatrix/math/getrs.h
|
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+
- ext/nmatrix/math/idamax.h
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+
- ext/nmatrix/math/lapack.h
|
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+
- ext/nmatrix/math/laswp.h
|
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+
- ext/nmatrix/math/long_dtype.h
|
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+
- ext/nmatrix/math/math.h
|
156
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+
- ext/nmatrix/math/nrm2.h
|
157
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+
- ext/nmatrix/math/potrs.h
|
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+
- ext/nmatrix/math/rot.h
|
159
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+
- ext/nmatrix/math/rotg.h
|
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+
- ext/nmatrix/math/scal.h
|
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+
- ext/nmatrix/math/swap.h
|
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+
- ext/nmatrix/math/trsm.h
|
139
163
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- ext/nmatrix/nmatrix.cpp
|
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164
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- ext/nmatrix/nmatrix.h
|
141
165
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- ext/nmatrix/ruby_constants.cpp
|
@@ -154,21 +178,21 @@ files:
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154
178
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- ext/nmatrix/types.h
|
155
179
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- ext/nmatrix/util/io.cpp
|
156
180
|
- ext/nmatrix/util/io.h
|
157
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-
- ext/nmatrix/util/lapack.h
|
158
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-
- ext/nmatrix/util/math.cpp
|
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-
- ext/nmatrix/util/math.h
|
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181
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- ext/nmatrix/util/sl_list.cpp
|
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- ext/nmatrix/util/sl_list.h
|
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183
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- ext/nmatrix/util/util.h
|
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184
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- lib/nmatrix.rb
|
164
185
|
- lib/nmatrix/blas.rb
|
186
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+
- lib/nmatrix/enumerate.rb
|
165
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- lib/nmatrix/io/market.rb
|
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188
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- lib/nmatrix/io/mat5_reader.rb
|
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- lib/nmatrix/io/mat_reader.rb
|
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190
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- lib/nmatrix/lapack.rb
|
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+
- lib/nmatrix/math.rb
|
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- lib/nmatrix/monkeys.rb
|
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- lib/nmatrix/nmatrix.rb
|
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- lib/nmatrix/nvector.rb
|
195
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+
- lib/nmatrix/rspec.rb
|
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196
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- lib/nmatrix/shortcuts.rb
|
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197
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- lib/nmatrix/version.rb
|
174
198
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- lib/nmatrix/yale_functions.rb
|
@@ -188,6 +212,8 @@ files:
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188
212
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- spec/nmatrix_yale_resize_test_associations.yaml
|
189
213
|
- spec/nmatrix_yale_spec.rb
|
190
214
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- spec/nvector_spec.rb
|
215
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+
- spec/rspec_monkeys.rb
|
216
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+
- spec/rspec_spec.rb
|
191
217
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- spec/shortcuts_spec.rb
|
192
218
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- spec/slice_spec.rb
|
193
219
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- spec/spec_helper.rb
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@@ -258,6 +284,8 @@ test_files:
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258
284
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- spec/nmatrix_yale_resize_test_associations.yaml
|
259
285
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- spec/nmatrix_yale_spec.rb
|
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286
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- spec/nvector_spec.rb
|
287
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+
- spec/rspec_monkeys.rb
|
288
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+
- spec/rspec_spec.rb
|
261
289
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- spec/shortcuts_spec.rb
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- spec/slice_spec.rb
|
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- spec/spec_helper.rb
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data/ext/nmatrix/util/math.h
DELETED
@@ -1,2612 +0,0 @@
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1
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-
/////////////////////////////////////////////////////////////////////
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// = NMatrix
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//
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// A linear algebra library for scientific computation in Ruby.
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// NMatrix is part of SciRuby.
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//
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// NMatrix was originally inspired by and derived from NArray, by
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// Masahiro Tanaka: http://narray.rubyforge.org
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//
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// == Copyright Information
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//
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// SciRuby is Copyright (c) 2010 - 2013, Ruby Science Foundation
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// NMatrix is Copyright (c) 2013, 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.h
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//
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// Header file for math functions, interfacing with BLAS, etc.
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//
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// For instructions on adding CBLAS and CLAPACK functions, see the
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// beginning of math.cpp.
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//
|
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// Some of these functions are from ATLAS. Here is the license for
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// ATLAS:
|
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//
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/*
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* Automatically Tuned Linear Algebra Software v3.8.4
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* (C) Copyright 1999 R. Clint Whaley
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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* 1. Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions, and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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* 3. The name of the ATLAS group or the names of its contributers may
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* not be used to endorse or promote products derived from this
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* software without specific written permission.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
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* TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
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* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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* POSSIBILITY OF SUCH DAMAGE.
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*
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*/
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-
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#ifndef MATH_H
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#define MATH_H
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-
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/*
|
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* Standard Includes
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*/
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-
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extern "C" { // These need to be in an extern "C" block or you'll get all kinds of undefined symbol errors.
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#include <cblas.h>
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#ifdef HAVE_CLAPACK_H
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#include <clapack.h>
|
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#endif
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}
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#include <algorithm> // std::min, std::max
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#include <limits> // std::numeric_limits
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-
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/*
|
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* Project Includes
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*/
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#include "data/data.h"
|
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#include "lapack.h"
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-
|
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/*
|
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* Macros
|
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*/
|
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#define REAL_RECURSE_LIMIT 4
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/*
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* Data
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*/
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-
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extern "C" {
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/*
|
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* C accessors.
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*/
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void nm_math_det_exact(const int M, const void* elements, const int lda, nm::dtype_t dtype, void* result);
|
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-
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);
|
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void nm_math_init_blas(void);
|
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}
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-
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-
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namespace nm {
|
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namespace math {
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-
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/*
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* Types
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*/
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-
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-
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// These allow an increase in precision for intermediate values of gemm and gemv.
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// See also: http://stackoverflow.com/questions/11873694/how-does-one-increase-precision-in-c-templates-in-a-template-typename-dependen
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template <typename DType> struct LongDType;
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template <> struct LongDType<uint8_t> { typedef int16_t type; };
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template <> struct LongDType<int8_t> { typedef int16_t type; };
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template <> struct LongDType<int16_t> { typedef int32_t type; };
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template <> struct LongDType<int32_t> { typedef int64_t type; };
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template <> struct LongDType<int64_t> { typedef int64_t type; };
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template <> struct LongDType<float> { typedef double type; };
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template <> struct LongDType<double> { typedef double type; };
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template <> struct LongDType<Complex64> { typedef Complex128 type; };
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template <> struct LongDType<Complex128> { typedef Complex128 type; };
|
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template <> struct LongDType<Rational32> { typedef Rational128 type; };
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template <> struct LongDType<Rational64> { typedef Rational128 type; };
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template <> struct LongDType<Rational128> { typedef Rational128 type; };
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template <> struct LongDType<RubyObject> { typedef RubyObject type; };
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-
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/*
|
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* Functions
|
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*/
|
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-
|
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/* Numeric inverse -- usually just 1 / f, but a little more complicated for complex. */
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template <typename DType>
|
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inline DType numeric_inverse(const DType& n) {
|
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return n.inverse();
|
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}
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template <> inline float numeric_inverse<float>(const float& n) { return 1 / n; }
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template <> inline double numeric_inverse<double>(const double& n) { return 1 / n; }
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-
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/*
|
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* This version of trsm doesn't do any error checks and only works on column-major matrices.
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*
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* For row major, call trsm<DType> instead. That will handle necessary changes-of-variables
|
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* and parameter checks.
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*
|
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* Note that some of the boundary conditions here may be incorrect. Very little has been tested!
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* This was converted directly from dtrsm.f using f2c, and then rewritten more cleanly.
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*/
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template <typename DType>
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inline void trsm_nothrow(const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
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const enum CBLAS_TRANSPOSE trans_a, const enum CBLAS_DIAG diag,
|
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const int m, const int n, const DType alpha, const DType* a,
|
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-
const int lda, DType* b, const int ldb)
|
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{
|
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-
|
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// (row-major) trsm: left upper trans nonunit m=3 n=1 1/1 a 3 b 3
|
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-
|
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if (m == 0 || n == 0) return; /* Quick return if possible. */
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-
|
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if (alpha == 0) { // Handle alpha == 0
|
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for (int j = 0; j < n; ++j) {
|
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for (int i = 0; i < m; ++i) {
|
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b[i + j * ldb] = 0;
|
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}
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}
|
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return;
|
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}
|
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-
|
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if (side == CblasLeft) {
|
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-
if (trans_a == CblasNoTrans) {
|
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-
|
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/* Form B := alpha*inv( A )*B. */
|
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if (uplo == CblasUpper) {
|
179
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for (int j = 0; j < n; ++j) {
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180
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-
if (alpha != 1) {
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181
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for (int i = 0; i < m; ++i) {
|
182
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b[i + j * ldb] = alpha * b[i + j * ldb];
|
183
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}
|
184
|
-
}
|
185
|
-
for (int k = m-1; k >= 0; --k) {
|
186
|
-
if (b[k + j * ldb] != 0) {
|
187
|
-
if (diag == CblasNonUnit) {
|
188
|
-
b[k + j * ldb] /= a[k + k * lda];
|
189
|
-
}
|
190
|
-
|
191
|
-
for (int i = 0; i < k-1; ++i) {
|
192
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b[i + j * ldb] -= b[k + j * ldb] * a[i + k * lda];
|
193
|
-
}
|
194
|
-
}
|
195
|
-
}
|
196
|
-
}
|
197
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-
} else {
|
198
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-
for (int j = 0; j < n; ++j) {
|
199
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-
if (alpha != 1) {
|
200
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-
for (int i = 0; i < m; ++i) {
|
201
|
-
b[i + j * ldb] = alpha * b[i + j * ldb];
|
202
|
-
}
|
203
|
-
}
|
204
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-
for (int k = 0; k < m; ++k) {
|
205
|
-
if (b[k + j * ldb] != 0.) {
|
206
|
-
if (diag == CblasNonUnit) {
|
207
|
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b[k + j * ldb] /= a[k + k * lda];
|
208
|
-
}
|
209
|
-
for (int i = k+1; i < m; ++i) {
|
210
|
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b[i + j * ldb] -= b[k + j * ldb] * a[i + k * lda];
|
211
|
-
}
|
212
|
-
}
|
213
|
-
}
|
214
|
-
}
|
215
|
-
}
|
216
|
-
} else { // CblasTrans
|
217
|
-
|
218
|
-
/* Form B := alpha*inv( A**T )*B. */
|
219
|
-
if (uplo == CblasUpper) {
|
220
|
-
for (int j = 0; j < n; ++j) {
|
221
|
-
for (int i = 0; i < m; ++i) {
|
222
|
-
DType temp = alpha * b[i + j * ldb];
|
223
|
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for (int k = 0; k < i; ++k) { // limit was i-1. Lots of similar bugs in this code, probably.
|
224
|
-
temp -= a[k + i * lda] * b[k + j * ldb];
|
225
|
-
}
|
226
|
-
if (diag == CblasNonUnit) {
|
227
|
-
temp /= a[i + i * lda];
|
228
|
-
}
|
229
|
-
b[i + j * ldb] = temp;
|
230
|
-
}
|
231
|
-
}
|
232
|
-
} else {
|
233
|
-
for (int j = 0; j < n; ++j) {
|
234
|
-
for (int i = m-1; i >= 0; --i) {
|
235
|
-
DType temp= alpha * b[i + j * ldb];
|
236
|
-
for (int k = i+1; k < m; ++k) {
|
237
|
-
temp -= a[k + i * lda] * b[k + j * ldb];
|
238
|
-
}
|
239
|
-
if (diag == CblasNonUnit) {
|
240
|
-
temp /= a[i + i * lda];
|
241
|
-
}
|
242
|
-
b[i + j * ldb] = temp;
|
243
|
-
}
|
244
|
-
}
|
245
|
-
}
|
246
|
-
}
|
247
|
-
} else { // right side
|
248
|
-
|
249
|
-
if (trans_a == CblasNoTrans) {
|
250
|
-
|
251
|
-
/* Form B := alpha*B*inv( A ). */
|
252
|
-
|
253
|
-
if (uplo == CblasUpper) {
|
254
|
-
for (int j = 0; j < n; ++j) {
|
255
|
-
if (alpha != 1) {
|
256
|
-
for (int i = 0; i < m; ++i) {
|
257
|
-
b[i + j * ldb] = alpha * b[i + j * ldb];
|
258
|
-
}
|
259
|
-
}
|
260
|
-
for (int k = 0; k < j-1; ++k) {
|
261
|
-
if (a[k + j * lda] != 0) {
|
262
|
-
for (int i = 0; i < m; ++i) {
|
263
|
-
b[i + j * ldb] -= a[k + j * lda] * b[i + k * ldb];
|
264
|
-
}
|
265
|
-
}
|
266
|
-
}
|
267
|
-
if (diag == CblasNonUnit) {
|
268
|
-
DType temp = 1 / a[j + j * lda];
|
269
|
-
for (int i = 0; i < m; ++i) {
|
270
|
-
b[i + j * ldb] = temp * b[i + j * ldb];
|
271
|
-
}
|
272
|
-
}
|
273
|
-
}
|
274
|
-
} else {
|
275
|
-
for (int j = n-1; j >= 0; --j) {
|
276
|
-
if (alpha != 1) {
|
277
|
-
for (int i = 0; i < m; ++i) {
|
278
|
-
b[i + j * ldb] = alpha * b[i + j * ldb];
|
279
|
-
}
|
280
|
-
}
|
281
|
-
|
282
|
-
for (int k = j+1; k < n; ++k) {
|
283
|
-
if (a[k + j * lda] != 0.) {
|
284
|
-
for (int i = 0; i < m; ++i) {
|
285
|
-
b[i + j * ldb] -= a[k + j * lda] * b[i + k * ldb];
|
286
|
-
}
|
287
|
-
}
|
288
|
-
}
|
289
|
-
if (diag == CblasNonUnit) {
|
290
|
-
DType temp = 1 / a[j + j * lda];
|
291
|
-
|
292
|
-
for (int i = 0; i < m; ++i) {
|
293
|
-
b[i + j * ldb] = temp * b[i + j * ldb];
|
294
|
-
}
|
295
|
-
}
|
296
|
-
}
|
297
|
-
}
|
298
|
-
} else { // CblasTrans
|
299
|
-
|
300
|
-
/* Form B := alpha*B*inv( A**T ). */
|
301
|
-
|
302
|
-
if (uplo == CblasUpper) {
|
303
|
-
for (int k = n-1; k >= 0; --k) {
|
304
|
-
if (diag == CblasNonUnit) {
|
305
|
-
DType temp= 1 / a[k + k * lda];
|
306
|
-
for (int i = 0; i < m; ++i) {
|
307
|
-
b[i + k * ldb] = temp * b[i + k * ldb];
|
308
|
-
}
|
309
|
-
}
|
310
|
-
for (int j = 0; j < k-1; ++j) {
|
311
|
-
if (a[j + k * lda] != 0.) {
|
312
|
-
DType temp= a[j + k * lda];
|
313
|
-
for (int i = 0; i < m; ++i) {
|
314
|
-
b[i + j * ldb] -= temp * b[i + k * ldb];
|
315
|
-
}
|
316
|
-
}
|
317
|
-
}
|
318
|
-
if (alpha != 1) {
|
319
|
-
for (int i = 0; i < m; ++i) {
|
320
|
-
b[i + k * ldb] = alpha * b[i + k * ldb];
|
321
|
-
}
|
322
|
-
}
|
323
|
-
}
|
324
|
-
} else {
|
325
|
-
for (int k = 0; k < n; ++k) {
|
326
|
-
if (diag == CblasNonUnit) {
|
327
|
-
DType temp = 1 / a[k + k * lda];
|
328
|
-
for (int i = 0; i < m; ++i) {
|
329
|
-
b[i + k * ldb] = temp * b[i + k * ldb];
|
330
|
-
}
|
331
|
-
}
|
332
|
-
for (int j = k+1; j < n; ++j) {
|
333
|
-
if (a[j + k * lda] != 0.) {
|
334
|
-
DType temp = a[j + k * lda];
|
335
|
-
for (int i = 0; i < m; ++i) {
|
336
|
-
b[i + j * ldb] -= temp * b[i + k * ldb];
|
337
|
-
}
|
338
|
-
}
|
339
|
-
}
|
340
|
-
if (alpha != 1) {
|
341
|
-
for (int i = 0; i < m; ++i) {
|
342
|
-
b[i + k * ldb] = alpha * b[i + k * ldb];
|
343
|
-
}
|
344
|
-
}
|
345
|
-
}
|
346
|
-
}
|
347
|
-
}
|
348
|
-
}
|
349
|
-
}
|
350
|
-
|
351
|
-
|
352
|
-
template <typename DType>
|
353
|
-
inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
354
|
-
const int K, const DType* alpha, const DType* A, const int lda, const DType* beta, DType* C, const int ldc) {
|
355
|
-
rb_raise(rb_eNotImpError, "syrk not yet implemented for non-BLAS dtypes");
|
356
|
-
}
|
357
|
-
|
358
|
-
template <typename DType>
|
359
|
-
inline void herk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
360
|
-
const int K, const DType* alpha, const DType* A, const int lda, const DType* beta, DType* C, const int ldc) {
|
361
|
-
rb_raise(rb_eNotImpError, "herk not yet implemented for non-BLAS dtypes");
|
362
|
-
}
|
363
|
-
|
364
|
-
template <>
|
365
|
-
inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
366
|
-
const int K, const float* alpha, const float* A, const int lda, const float* beta, float* C, const int ldc) {
|
367
|
-
cblas_ssyrk(Order, Uplo, Trans, N, K, *alpha, A, lda, *beta, C, ldc);
|
368
|
-
}
|
369
|
-
|
370
|
-
template <>
|
371
|
-
inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
372
|
-
const int K, const double* alpha, const double* A, const int lda, const double* beta, double* C, const int ldc) {
|
373
|
-
cblas_dsyrk(Order, Uplo, Trans, N, K, *alpha, A, lda, *beta, C, ldc);
|
374
|
-
}
|
375
|
-
|
376
|
-
template <>
|
377
|
-
inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
378
|
-
const int K, const Complex64* alpha, const Complex64* A, const int lda, const Complex64* beta, Complex64* C, const int ldc) {
|
379
|
-
cblas_csyrk(Order, Uplo, Trans, N, K, alpha, A, lda, beta, C, ldc);
|
380
|
-
}
|
381
|
-
|
382
|
-
template <>
|
383
|
-
inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
384
|
-
const int K, const Complex128* alpha, const Complex128* A, const int lda, const Complex128* beta, Complex128* C, const int ldc) {
|
385
|
-
cblas_zsyrk(Order, Uplo, Trans, N, K, alpha, A, lda, beta, C, ldc);
|
386
|
-
}
|
387
|
-
|
388
|
-
|
389
|
-
template <>
|
390
|
-
inline void herk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
391
|
-
const int K, const Complex64* alpha, const Complex64* A, const int lda, const Complex64* beta, Complex64* C, const int ldc) {
|
392
|
-
cblas_cherk(Order, Uplo, Trans, N, K, alpha->r, A, lda, beta->r, C, ldc);
|
393
|
-
}
|
394
|
-
|
395
|
-
template <>
|
396
|
-
inline void herk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
397
|
-
const int K, const Complex128* alpha, const Complex128* A, const int lda, const Complex128* beta, Complex128* C, const int ldc) {
|
398
|
-
cblas_zherk(Order, Uplo, Trans, N, K, alpha->r, A, lda, beta->r, C, ldc);
|
399
|
-
}
|
400
|
-
|
401
|
-
|
402
|
-
template <typename DType>
|
403
|
-
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
404
|
-
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const DType* alpha,
|
405
|
-
const DType* A, const int lda, DType* B, const int ldb) {
|
406
|
-
rb_raise(rb_eNotImpError, "trmm not yet implemented for non-BLAS dtypes");
|
407
|
-
}
|
408
|
-
|
409
|
-
template <>
|
410
|
-
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
411
|
-
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const float* alpha,
|
412
|
-
const float* A, const int lda, float* B, const int ldb) {
|
413
|
-
cblas_strmm(order, side, uplo, ta, diag, m, n, *alpha, A, lda, B, ldb);
|
414
|
-
}
|
415
|
-
|
416
|
-
template <>
|
417
|
-
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
418
|
-
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const double* alpha,
|
419
|
-
const double* A, const int lda, double* B, const int ldb) {
|
420
|
-
cblas_dtrmm(order, side, uplo, ta, diag, m, n, *alpha, A, lda, B, ldb);
|
421
|
-
}
|
422
|
-
|
423
|
-
template <>
|
424
|
-
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
425
|
-
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const Complex64* alpha,
|
426
|
-
const Complex64* A, const int lda, Complex64* B, const int ldb) {
|
427
|
-
cblas_ctrmm(order, side, uplo, ta, diag, m, n, alpha, A, lda, B, ldb);
|
428
|
-
}
|
429
|
-
|
430
|
-
template <>
|
431
|
-
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
432
|
-
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const Complex128* alpha,
|
433
|
-
const Complex128* A, const int lda, Complex128* B, const int ldb) {
|
434
|
-
cblas_ztrmm(order, side, uplo, ta, diag, m, n, alpha, A, lda, B, ldb);
|
435
|
-
}
|
436
|
-
|
437
|
-
|
438
|
-
/*
|
439
|
-
* BLAS' DTRSM function, generalized.
|
440
|
-
*/
|
441
|
-
template <typename DType, typename = typename std::enable_if<!std::is_integral<DType>::value>::type>
|
442
|
-
inline void trsm(const enum CBLAS_ORDER order,
|
443
|
-
const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
444
|
-
const enum CBLAS_TRANSPOSE trans_a, const enum CBLAS_DIAG diag,
|
445
|
-
const int m, const int n, const DType alpha, const DType* a,
|
446
|
-
const int lda, DType* b, const int ldb)
|
447
|
-
{
|
448
|
-
/*using std::cerr;
|
449
|
-
using std::endl;*/
|
450
|
-
|
451
|
-
int num_rows_a = n;
|
452
|
-
if (side == CblasLeft) num_rows_a = m;
|
453
|
-
|
454
|
-
if (lda < std::max(1,num_rows_a)) {
|
455
|
-
fprintf(stderr, "TRSM: num_rows_a = %d; got lda=%d\n", num_rows_a, lda);
|
456
|
-
rb_raise(rb_eArgError, "TRSM: Expected lda >= max(1, num_rows_a)");
|
457
|
-
}
|
458
|
-
|
459
|
-
// Test the input parameters.
|
460
|
-
if (order == CblasRowMajor) {
|
461
|
-
if (ldb < std::max(1,n)) {
|
462
|
-
fprintf(stderr, "TRSM: M=%d; got ldb=%d\n", m, ldb);
|
463
|
-
rb_raise(rb_eArgError, "TRSM: Expected ldb >= max(1,N)");
|
464
|
-
}
|
465
|
-
|
466
|
-
// For row major, need to switch side and uplo
|
467
|
-
enum CBLAS_SIDE side_ = side == CblasLeft ? CblasRight : CblasLeft;
|
468
|
-
enum CBLAS_UPLO uplo_ = uplo == CblasUpper ? CblasLower : CblasUpper;
|
469
|
-
|
470
|
-
/*
|
471
|
-
cerr << "(row-major) trsm: " << (side_ == CblasLeft ? "left " : "right ")
|
472
|
-
<< (uplo_ == CblasUpper ? "upper " : "lower ")
|
473
|
-
<< (trans_a == CblasTrans ? "trans " : "notrans ")
|
474
|
-
<< (diag == CblasNonUnit ? "nonunit " : "unit ")
|
475
|
-
<< n << " " << m << " " << alpha << " a " << lda << " b " << ldb << endl;
|
476
|
-
*/
|
477
|
-
trsm_nothrow<DType>(side_, uplo_, trans_a, diag, n, m, alpha, a, lda, b, ldb);
|
478
|
-
|
479
|
-
} else { // CblasColMajor
|
480
|
-
|
481
|
-
if (ldb < std::max(1,m)) {
|
482
|
-
fprintf(stderr, "TRSM: M=%d; got ldb=%d\n", m, ldb);
|
483
|
-
rb_raise(rb_eArgError, "TRSM: Expected ldb >= max(1,M)");
|
484
|
-
}
|
485
|
-
/*
|
486
|
-
cerr << "(col-major) trsm: " << (side == CblasLeft ? "left " : "right ")
|
487
|
-
<< (uplo == CblasUpper ? "upper " : "lower ")
|
488
|
-
<< (trans_a == CblasTrans ? "trans " : "notrans ")
|
489
|
-
<< (diag == CblasNonUnit ? "nonunit " : "unit ")
|
490
|
-
<< m << " " << n << " " << alpha << " a " << lda << " b " << ldb << endl;
|
491
|
-
*/
|
492
|
-
trsm_nothrow<DType>(side, uplo, trans_a, diag, m, n, alpha, a, lda, b, ldb);
|
493
|
-
|
494
|
-
}
|
495
|
-
|
496
|
-
}
|
497
|
-
|
498
|
-
|
499
|
-
template <>
|
500
|
-
inline void trsm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
501
|
-
const enum CBLAS_TRANSPOSE trans_a, const enum CBLAS_DIAG diag,
|
502
|
-
const int m, const int n, const float alpha, const float* a,
|
503
|
-
const int lda, float* b, const int ldb)
|
504
|
-
{
|
505
|
-
cblas_strsm(order, side, uplo, trans_a, diag, m, n, alpha, a, lda, b, ldb);
|
506
|
-
}
|
507
|
-
|
508
|
-
template <>
|
509
|
-
inline void trsm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
510
|
-
const enum CBLAS_TRANSPOSE trans_a, const enum CBLAS_DIAG diag,
|
511
|
-
const int m, const int n, const double alpha, const double* a,
|
512
|
-
const int lda, double* b, const int ldb)
|
513
|
-
{
|
514
|
-
/* using std::cerr;
|
515
|
-
using std::endl;
|
516
|
-
cerr << "(row-major) dtrsm: " << (side == CblasLeft ? "left " : "right ")
|
517
|
-
<< (uplo == CblasUpper ? "upper " : "lower ")
|
518
|
-
<< (trans_a == CblasTrans ? "trans " : "notrans ")
|
519
|
-
<< (diag == CblasNonUnit ? "nonunit " : "unit ")
|
520
|
-
<< m << " " << n << " " << alpha << " a " << lda << " b " << ldb << endl;
|
521
|
-
*/
|
522
|
-
cblas_dtrsm(order, side, uplo, trans_a, diag, m, n, alpha, a, lda, b, ldb);
|
523
|
-
}
|
524
|
-
|
525
|
-
|
526
|
-
template <>
|
527
|
-
inline void trsm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
528
|
-
const enum CBLAS_TRANSPOSE trans_a, const enum CBLAS_DIAG diag,
|
529
|
-
const int m, const int n, const Complex64 alpha, const Complex64* a,
|
530
|
-
const int lda, Complex64* b, const int ldb)
|
531
|
-
{
|
532
|
-
cblas_ctrsm(order, side, uplo, trans_a, diag, m, n, (const void*)(&alpha), (const void*)(a), lda, (void*)(b), ldb);
|
533
|
-
}
|
534
|
-
|
535
|
-
template <>
|
536
|
-
inline void trsm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
537
|
-
const enum CBLAS_TRANSPOSE trans_a, const enum CBLAS_DIAG diag,
|
538
|
-
const int m, const int n, const Complex128 alpha, const Complex128* a,
|
539
|
-
const int lda, Complex128* b, const int ldb)
|
540
|
-
{
|
541
|
-
cblas_ztrsm(order, side, uplo, trans_a, diag, m, n, (const void*)(&alpha), (const void*)(a), lda, (void*)(b), ldb);
|
542
|
-
}
|
543
|
-
|
544
|
-
|
545
|
-
/*
|
546
|
-
* ATLAS function which performs row interchanges on a general rectangular matrix. Modeled after the LAPACK LASWP function.
|
547
|
-
*
|
548
|
-
* This version is templated for use by template <> getrf().
|
549
|
-
*/
|
550
|
-
template <typename DType>
|
551
|
-
inline void laswp(const int N, DType* A, const int lda, const int K1, const int K2, const int *piv, const int inci) {
|
552
|
-
//const int n = K2 - K1; // not sure why this is declared. commented it out because it's unused.
|
553
|
-
|
554
|
-
int nb = N >> 5;
|
555
|
-
|
556
|
-
const int mr = N - (nb<<5);
|
557
|
-
const int incA = lda << 5;
|
558
|
-
|
559
|
-
if (K2 < K1) return;
|
560
|
-
|
561
|
-
int i1, i2;
|
562
|
-
if (inci < 0) {
|
563
|
-
piv -= (K2-1) * inci;
|
564
|
-
i1 = K2 - 1;
|
565
|
-
i2 = K1;
|
566
|
-
} else {
|
567
|
-
piv += K1 * inci;
|
568
|
-
i1 = K1;
|
569
|
-
i2 = K2-1;
|
570
|
-
}
|
571
|
-
|
572
|
-
if (nb) {
|
573
|
-
|
574
|
-
do {
|
575
|
-
const int* ipiv = piv;
|
576
|
-
int i = i1;
|
577
|
-
int KeepOn;
|
578
|
-
|
579
|
-
do {
|
580
|
-
int ip = *ipiv; ipiv += inci;
|
581
|
-
|
582
|
-
if (ip != i) {
|
583
|
-
DType *a0 = &(A[i]),
|
584
|
-
*a1 = &(A[ip]);
|
585
|
-
|
586
|
-
for (register int h = 32; h; h--) {
|
587
|
-
DType r = *a0;
|
588
|
-
*a0 = *a1;
|
589
|
-
*a1 = r;
|
590
|
-
|
591
|
-
a0 += lda;
|
592
|
-
a1 += lda;
|
593
|
-
}
|
594
|
-
|
595
|
-
}
|
596
|
-
if (inci > 0) KeepOn = (++i <= i2);
|
597
|
-
else KeepOn = (--i >= i2);
|
598
|
-
|
599
|
-
} while (KeepOn);
|
600
|
-
A += incA;
|
601
|
-
} while (--nb);
|
602
|
-
}
|
603
|
-
|
604
|
-
if (mr) {
|
605
|
-
const int* ipiv = piv;
|
606
|
-
int i = i1;
|
607
|
-
int KeepOn;
|
608
|
-
|
609
|
-
do {
|
610
|
-
int ip = *ipiv; ipiv += inci;
|
611
|
-
if (ip != i) {
|
612
|
-
DType *a0 = &(A[i]),
|
613
|
-
*a1 = &(A[ip]);
|
614
|
-
|
615
|
-
for (register int h = mr; h; h--) {
|
616
|
-
DType r = *a0;
|
617
|
-
*a0 = *a1;
|
618
|
-
*a1 = r;
|
619
|
-
|
620
|
-
a0 += lda;
|
621
|
-
a1 += lda;
|
622
|
-
}
|
623
|
-
}
|
624
|
-
|
625
|
-
if (inci > 0) KeepOn = (++i <= i2);
|
626
|
-
else KeepOn = (--i >= i2);
|
627
|
-
|
628
|
-
} while (KeepOn);
|
629
|
-
}
|
630
|
-
}
|
631
|
-
|
632
|
-
|
633
|
-
/*
|
634
|
-
* GEneral Matrix Multiplication: based on dgemm.f from Netlib.
|
635
|
-
*
|
636
|
-
* This is an extremely inefficient algorithm. Recommend using ATLAS' version instead.
|
637
|
-
*
|
638
|
-
* Template parameters: LT -- long version of type T. Type T is the matrix dtype.
|
639
|
-
*
|
640
|
-
* This version throws no errors. Use gemm<DType> instead for error checking.
|
641
|
-
*/
|
642
|
-
template <typename DType>
|
643
|
-
inline void gemm_nothrow(const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_TRANSPOSE TransB, const int M, const int N, const int K,
|
644
|
-
const DType* alpha, const DType* A, const int lda, const DType* B, const int ldb, const DType* beta, DType* C, const int ldc)
|
645
|
-
{
|
646
|
-
|
647
|
-
typename LongDType<DType>::type temp;
|
648
|
-
|
649
|
-
// Quick return if possible
|
650
|
-
if (!M or !N or ((*alpha == 0 or !K) and *beta == 1)) return;
|
651
|
-
|
652
|
-
// For alpha = 0
|
653
|
-
if (*alpha == 0) {
|
654
|
-
if (*beta == 0) {
|
655
|
-
for (int j = 0; j < N; ++j)
|
656
|
-
for (int i = 0; i < M; ++i) {
|
657
|
-
C[i+j*ldc] = 0;
|
658
|
-
}
|
659
|
-
} else {
|
660
|
-
for (int j = 0; j < N; ++j)
|
661
|
-
for (int i = 0; i < M; ++i) {
|
662
|
-
C[i+j*ldc] *= *beta;
|
663
|
-
}
|
664
|
-
}
|
665
|
-
return;
|
666
|
-
}
|
667
|
-
|
668
|
-
// Start the operations
|
669
|
-
if (TransB == CblasNoTrans) {
|
670
|
-
if (TransA == CblasNoTrans) {
|
671
|
-
// C = alpha*A*B+beta*C
|
672
|
-
for (int j = 0; j < N; ++j) {
|
673
|
-
if (*beta == 0) {
|
674
|
-
for (int i = 0; i < M; ++i) {
|
675
|
-
C[i+j*ldc] = 0;
|
676
|
-
}
|
677
|
-
} else if (*beta != 1) {
|
678
|
-
for (int i = 0; i < M; ++i) {
|
679
|
-
C[i+j*ldc] *= *beta;
|
680
|
-
}
|
681
|
-
}
|
682
|
-
|
683
|
-
for (int l = 0; l < K; ++l) {
|
684
|
-
if (B[l+j*ldb] != 0) {
|
685
|
-
temp = *alpha * B[l+j*ldb];
|
686
|
-
for (int i = 0; i < M; ++i) {
|
687
|
-
C[i+j*ldc] += A[i+l*lda] * temp;
|
688
|
-
}
|
689
|
-
}
|
690
|
-
}
|
691
|
-
}
|
692
|
-
|
693
|
-
} else {
|
694
|
-
|
695
|
-
// C = alpha*A**DType*B + beta*C
|
696
|
-
for (int j = 0; j < N; ++j) {
|
697
|
-
for (int i = 0; i < M; ++i) {
|
698
|
-
temp = 0;
|
699
|
-
for (int l = 0; l < K; ++l) {
|
700
|
-
temp += A[l+i*lda] * B[l+j*ldb];
|
701
|
-
}
|
702
|
-
|
703
|
-
if (*beta == 0) {
|
704
|
-
C[i+j*ldc] = *alpha*temp;
|
705
|
-
} else {
|
706
|
-
C[i+j*ldc] = *alpha*temp + *beta*C[i+j*ldc];
|
707
|
-
}
|
708
|
-
}
|
709
|
-
}
|
710
|
-
|
711
|
-
}
|
712
|
-
|
713
|
-
} else if (TransA == CblasNoTrans) {
|
714
|
-
|
715
|
-
// C = alpha*A*B**T + beta*C
|
716
|
-
for (int j = 0; j < N; ++j) {
|
717
|
-
if (*beta == 0) {
|
718
|
-
for (int i = 0; i < M; ++i) {
|
719
|
-
C[i+j*ldc] = 0;
|
720
|
-
}
|
721
|
-
} else if (*beta != 1) {
|
722
|
-
for (int i = 0; i < M; ++i) {
|
723
|
-
C[i+j*ldc] *= *beta;
|
724
|
-
}
|
725
|
-
}
|
726
|
-
|
727
|
-
for (int l = 0; l < K; ++l) {
|
728
|
-
if (B[j+l*ldb] != 0) {
|
729
|
-
temp = *alpha * B[j+l*ldb];
|
730
|
-
for (int i = 0; i < M; ++i) {
|
731
|
-
C[i+j*ldc] += A[i+l*lda] * temp;
|
732
|
-
}
|
733
|
-
}
|
734
|
-
}
|
735
|
-
|
736
|
-
}
|
737
|
-
|
738
|
-
} else {
|
739
|
-
|
740
|
-
// C = alpha*A**DType*B**T + beta*C
|
741
|
-
for (int j = 0; j < N; ++j) {
|
742
|
-
for (int i = 0; i < M; ++i) {
|
743
|
-
temp = 0;
|
744
|
-
for (int l = 0; l < K; ++l) {
|
745
|
-
temp += A[l+i*lda] * B[j+l*ldb];
|
746
|
-
}
|
747
|
-
|
748
|
-
if (*beta == 0) {
|
749
|
-
C[i+j*ldc] = *alpha*temp;
|
750
|
-
} else {
|
751
|
-
C[i+j*ldc] = *alpha*temp + *beta*C[i+j*ldc];
|
752
|
-
}
|
753
|
-
}
|
754
|
-
}
|
755
|
-
|
756
|
-
}
|
757
|
-
|
758
|
-
return;
|
759
|
-
}
|
760
|
-
|
761
|
-
|
762
|
-
|
763
|
-
template <typename DType>
|
764
|
-
inline void gemm(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_TRANSPOSE TransB, const int M, const int N, const int K,
|
765
|
-
const DType* alpha, const DType* A, const int lda, const DType* B, const int ldb, const DType* beta, DType* C, const int ldc)
|
766
|
-
{
|
767
|
-
if (Order == CblasRowMajor) {
|
768
|
-
if (TransA == CblasNoTrans) {
|
769
|
-
if (lda < std::max(K,1)) {
|
770
|
-
rb_raise(rb_eArgError, "lda must be >= MAX(K,1): lda=%d K=%d", lda, K);
|
771
|
-
}
|
772
|
-
} else {
|
773
|
-
if (lda < std::max(M,1)) { // && TransA == CblasTrans
|
774
|
-
rb_raise(rb_eArgError, "lda must be >= MAX(M,1): lda=%d M=%d", lda, M);
|
775
|
-
}
|
776
|
-
}
|
777
|
-
|
778
|
-
if (TransB == CblasNoTrans) {
|
779
|
-
if (ldb < std::max(N,1)) {
|
780
|
-
rb_raise(rb_eArgError, "ldb must be >= MAX(N,1): ldb=%d N=%d", ldb, N);
|
781
|
-
}
|
782
|
-
} else {
|
783
|
-
if (ldb < std::max(K,1)) {
|
784
|
-
rb_raise(rb_eArgError, "ldb must be >= MAX(K,1): ldb=%d K=%d", ldb, K);
|
785
|
-
}
|
786
|
-
}
|
787
|
-
|
788
|
-
if (ldc < std::max(N,1)) {
|
789
|
-
rb_raise(rb_eArgError, "ldc must be >= MAX(N,1): ldc=%d N=%d", ldc, N);
|
790
|
-
}
|
791
|
-
} else { // CblasColMajor
|
792
|
-
if (TransA == CblasNoTrans) {
|
793
|
-
if (lda < std::max(M,1)) {
|
794
|
-
rb_raise(rb_eArgError, "lda must be >= MAX(M,1): lda=%d M=%d", lda, M);
|
795
|
-
}
|
796
|
-
} else {
|
797
|
-
if (lda < std::max(K,1)) { // && TransA == CblasTrans
|
798
|
-
rb_raise(rb_eArgError, "lda must be >= MAX(K,1): lda=%d K=%d", lda, K);
|
799
|
-
}
|
800
|
-
}
|
801
|
-
|
802
|
-
if (TransB == CblasNoTrans) {
|
803
|
-
if (ldb < std::max(K,1)) {
|
804
|
-
rb_raise(rb_eArgError, "ldb must be >= MAX(K,1): ldb=%d N=%d", ldb, K);
|
805
|
-
}
|
806
|
-
} else {
|
807
|
-
if (ldb < std::max(N,1)) { // NOTE: This error message is actually wrong in the ATLAS source currently. Or are we wrong?
|
808
|
-
rb_raise(rb_eArgError, "ldb must be >= MAX(N,1): ldb=%d N=%d", ldb, N);
|
809
|
-
}
|
810
|
-
}
|
811
|
-
|
812
|
-
if (ldc < std::max(M,1)) {
|
813
|
-
rb_raise(rb_eArgError, "ldc must be >= MAX(M,1): ldc=%d N=%d", ldc, M);
|
814
|
-
}
|
815
|
-
}
|
816
|
-
|
817
|
-
/*
|
818
|
-
* Call SYRK when that's what the user is actually asking for; just handle beta=0, because beta=X requires
|
819
|
-
* we copy C and then subtract to preserve asymmetry.
|
820
|
-
*/
|
821
|
-
|
822
|
-
if (A == B && M == N && TransA != TransB && lda == ldb && beta == 0) {
|
823
|
-
rb_raise(rb_eNotImpError, "syrk and syreflect not implemented");
|
824
|
-
/*syrk<DType>(CblasUpper, (Order == CblasColMajor) ? TransA : TransB, N, K, alpha, A, lda, beta, C, ldc);
|
825
|
-
syreflect(CblasUpper, N, C, ldc);
|
826
|
-
*/
|
827
|
-
}
|
828
|
-
|
829
|
-
if (Order == CblasRowMajor) gemm_nothrow<DType>(TransB, TransA, N, M, K, alpha, B, ldb, A, lda, beta, C, ldc);
|
830
|
-
else gemm_nothrow<DType>(TransA, TransB, M, N, K, alpha, A, lda, B, ldb, beta, C, ldc);
|
831
|
-
|
832
|
-
}
|
833
|
-
|
834
|
-
|
835
|
-
template <>
|
836
|
-
inline void gemm(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_TRANSPOSE TransB, const int M, const int N, const int K,
|
837
|
-
const float* alpha, const float* A, const int lda, const float* B, const int ldb, const float* beta, float* C, const int ldc) {
|
838
|
-
cblas_sgemm(Order, TransA, TransB, M, N, K, *alpha, A, lda, B, ldb, *beta, C, ldc);
|
839
|
-
}
|
840
|
-
|
841
|
-
template <>
|
842
|
-
inline void gemm(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_TRANSPOSE TransB, const int M, const int N, const int K,
|
843
|
-
const double* alpha, const double* A, const int lda, const double* B, const int ldb, const double* beta, double* C, const int ldc) {
|
844
|
-
cblas_dgemm(Order, TransA, TransB, M, N, K, *alpha, A, lda, B, ldb, *beta, C, ldc);
|
845
|
-
}
|
846
|
-
|
847
|
-
template <>
|
848
|
-
inline void gemm(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_TRANSPOSE TransB, const int M, const int N, const int K,
|
849
|
-
const Complex64* alpha, const Complex64* A, const int lda, const Complex64* B, const int ldb, const Complex64* beta, Complex64* C, const int ldc) {
|
850
|
-
cblas_cgemm(Order, TransA, TransB, M, N, K, alpha, A, lda, B, ldb, beta, C, ldc);
|
851
|
-
}
|
852
|
-
|
853
|
-
template <>
|
854
|
-
inline void gemm(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_TRANSPOSE TransB, const int M, const int N, const int K,
|
855
|
-
const Complex128* alpha, const Complex128* A, const int lda, const Complex128* B, const int ldb, const Complex128* beta, Complex128* C, const int ldc) {
|
856
|
-
cblas_zgemm(Order, TransA, TransB, M, N, K, alpha, A, lda, B, ldb, beta, C, ldc);
|
857
|
-
}
|
858
|
-
|
859
|
-
|
860
|
-
/*
|
861
|
-
* GEneral Matrix-Vector multiplication: based on dgemv.f from Netlib.
|
862
|
-
*
|
863
|
-
* This is an extremely inefficient algorithm. Recommend using ATLAS' version instead.
|
864
|
-
*
|
865
|
-
* Template parameters: LT -- long version of type T. Type T is the matrix dtype.
|
866
|
-
*/
|
867
|
-
template <typename DType>
|
868
|
-
inline bool gemv(const enum CBLAS_TRANSPOSE Trans, const int M, const int N, const DType* alpha, const DType* A, const int lda,
|
869
|
-
const DType* X, const int incX, const DType* beta, DType* Y, const int incY) {
|
870
|
-
int lenX, lenY, i, j;
|
871
|
-
int kx, ky, iy, jx, jy, ix;
|
872
|
-
|
873
|
-
typename LongDType<DType>::type temp;
|
874
|
-
|
875
|
-
// Test the input parameters
|
876
|
-
if (Trans < 111 || Trans > 113) {
|
877
|
-
rb_raise(rb_eArgError, "GEMV: TransA must be CblasNoTrans, CblasTrans, or CblasConjTrans");
|
878
|
-
return false;
|
879
|
-
} else if (lda < std::max(1, N)) {
|
880
|
-
fprintf(stderr, "GEMV: N = %d; got lda=%d", N, lda);
|
881
|
-
rb_raise(rb_eArgError, "GEMV: Expected lda >= max(1, N)");
|
882
|
-
return false;
|
883
|
-
} else if (incX == 0) {
|
884
|
-
rb_raise(rb_eArgError, "GEMV: Expected incX != 0\n");
|
885
|
-
return false;
|
886
|
-
} else if (incY == 0) {
|
887
|
-
rb_raise(rb_eArgError, "GEMV: Expected incY != 0\n");
|
888
|
-
return false;
|
889
|
-
}
|
890
|
-
|
891
|
-
// Quick return if possible
|
892
|
-
if (!M or !N or (*alpha == 0 and *beta == 1)) return true;
|
893
|
-
|
894
|
-
if (Trans == CblasNoTrans) {
|
895
|
-
lenX = N;
|
896
|
-
lenY = M;
|
897
|
-
} else {
|
898
|
-
lenX = M;
|
899
|
-
lenY = N;
|
900
|
-
}
|
901
|
-
|
902
|
-
if (incX > 0) kx = 0;
|
903
|
-
else kx = (lenX - 1) * -incX;
|
904
|
-
|
905
|
-
if (incY > 0) ky = 0;
|
906
|
-
else ky = (lenY - 1) * -incY;
|
907
|
-
|
908
|
-
// Start the operations. In this version, the elements of A are accessed sequentially with one pass through A.
|
909
|
-
if (*beta != 1) {
|
910
|
-
if (incY == 1) {
|
911
|
-
if (*beta == 0) {
|
912
|
-
for (i = 0; i < lenY; ++i) {
|
913
|
-
Y[i] = 0;
|
914
|
-
}
|
915
|
-
} else {
|
916
|
-
for (i = 0; i < lenY; ++i) {
|
917
|
-
Y[i] *= *beta;
|
918
|
-
}
|
919
|
-
}
|
920
|
-
} else {
|
921
|
-
iy = ky;
|
922
|
-
if (*beta == 0) {
|
923
|
-
for (i = 0; i < lenY; ++i) {
|
924
|
-
Y[iy] = 0;
|
925
|
-
iy += incY;
|
926
|
-
}
|
927
|
-
} else {
|
928
|
-
for (i = 0; i < lenY; ++i) {
|
929
|
-
Y[iy] *= *beta;
|
930
|
-
iy += incY;
|
931
|
-
}
|
932
|
-
}
|
933
|
-
}
|
934
|
-
}
|
935
|
-
|
936
|
-
if (*alpha == 0) return false;
|
937
|
-
|
938
|
-
if (Trans == CblasNoTrans) {
|
939
|
-
|
940
|
-
// Form y := alpha*A*x + y.
|
941
|
-
jx = kx;
|
942
|
-
if (incY == 1) {
|
943
|
-
for (j = 0; j < N; ++j) {
|
944
|
-
if (X[jx] != 0) {
|
945
|
-
temp = *alpha * X[jx];
|
946
|
-
for (i = 0; i < M; ++i) {
|
947
|
-
Y[i] += A[j+i*lda] * temp;
|
948
|
-
}
|
949
|
-
}
|
950
|
-
jx += incX;
|
951
|
-
}
|
952
|
-
} else {
|
953
|
-
for (j = 0; j < N; ++j) {
|
954
|
-
if (X[jx] != 0) {
|
955
|
-
temp = *alpha * X[jx];
|
956
|
-
iy = ky;
|
957
|
-
for (i = 0; i < M; ++i) {
|
958
|
-
Y[iy] += A[j+i*lda] * temp;
|
959
|
-
iy += incY;
|
960
|
-
}
|
961
|
-
}
|
962
|
-
jx += incX;
|
963
|
-
}
|
964
|
-
}
|
965
|
-
|
966
|
-
} else { // TODO: Check that indices are correct! They're switched for C.
|
967
|
-
|
968
|
-
// Form y := alpha*A**DType*x + y.
|
969
|
-
jy = ky;
|
970
|
-
|
971
|
-
if (incX == 1) {
|
972
|
-
for (j = 0; j < N; ++j) {
|
973
|
-
temp = 0;
|
974
|
-
for (i = 0; i < M; ++i) {
|
975
|
-
temp += A[j+i*lda]*X[j];
|
976
|
-
}
|
977
|
-
Y[jy] += *alpha * temp;
|
978
|
-
jy += incY;
|
979
|
-
}
|
980
|
-
} else {
|
981
|
-
for (j = 0; j < N; ++j) {
|
982
|
-
temp = 0;
|
983
|
-
ix = kx;
|
984
|
-
for (i = 0; i < M; ++i) {
|
985
|
-
temp += A[j+i*lda] * X[ix];
|
986
|
-
ix += incX;
|
987
|
-
}
|
988
|
-
|
989
|
-
Y[jy] += *alpha * temp;
|
990
|
-
jy += incY;
|
991
|
-
}
|
992
|
-
}
|
993
|
-
}
|
994
|
-
|
995
|
-
return true;
|
996
|
-
} // end of GEMV
|
997
|
-
|
998
|
-
template <>
|
999
|
-
inline bool gemv(const enum CBLAS_TRANSPOSE Trans, const int M, const int N, const float* alpha, const float* A, const int lda,
|
1000
|
-
const float* X, const int incX, const float* beta, float* Y, const int incY) {
|
1001
|
-
cblas_sgemv(CblasRowMajor, Trans, M, N, *alpha, A, lda, X, incX, *beta, Y, incY);
|
1002
|
-
return true;
|
1003
|
-
}
|
1004
|
-
|
1005
|
-
template <>
|
1006
|
-
inline bool gemv(const enum CBLAS_TRANSPOSE Trans, const int M, const int N, const double* alpha, const double* A, const int lda,
|
1007
|
-
const double* X, const int incX, const double* beta, double* Y, const int incY) {
|
1008
|
-
cblas_dgemv(CblasRowMajor, Trans, M, N, *alpha, A, lda, X, incX, *beta, Y, incY);
|
1009
|
-
return true;
|
1010
|
-
}
|
1011
|
-
|
1012
|
-
template <>
|
1013
|
-
inline bool gemv(const enum CBLAS_TRANSPOSE Trans, const int M, const int N, const Complex64* alpha, const Complex64* A, const int lda,
|
1014
|
-
const Complex64* X, const int incX, const Complex64* beta, Complex64* Y, const int incY) {
|
1015
|
-
cblas_cgemv(CblasRowMajor, Trans, M, N, alpha, A, lda, X, incX, beta, Y, incY);
|
1016
|
-
return true;
|
1017
|
-
}
|
1018
|
-
|
1019
|
-
template <>
|
1020
|
-
inline bool gemv(const enum CBLAS_TRANSPOSE Trans, const int M, const int N, const Complex128* alpha, const Complex128* A, const int lda,
|
1021
|
-
const Complex128* X, const int incX, const Complex128* beta, Complex128* Y, const int incY) {
|
1022
|
-
cblas_zgemv(CblasRowMajor, Trans, M, N, alpha, A, lda, X, incX, beta, Y, incY);
|
1023
|
-
return true;
|
1024
|
-
}
|
1025
|
-
|
1026
|
-
|
1027
|
-
// Yale: numeric matrix multiply c=a*b
|
1028
|
-
template <typename DType, typename IType>
|
1029
|
-
inline void numbmm(const unsigned int n, const unsigned int m, const unsigned int l, const IType* ia, const IType* ja, const DType* a, const bool diaga,
|
1030
|
-
const IType* ib, const IType* jb, const DType* b, const bool diagb, IType* ic, IType* jc, DType* c, const bool diagc) {
|
1031
|
-
const unsigned int max_lmn = std::max(std::max(m, n), l);
|
1032
|
-
IType next[max_lmn];
|
1033
|
-
DType sums[max_lmn];
|
1034
|
-
|
1035
|
-
DType v;
|
1036
|
-
|
1037
|
-
IType head, length, temp, ndnz = 0;
|
1038
|
-
IType minmn = std::min(m,n);
|
1039
|
-
IType minlm = std::min(l,m);
|
1040
|
-
|
1041
|
-
for (IType idx = 0; idx < max_lmn; ++idx) { // initialize scratch arrays
|
1042
|
-
next[idx] = std::numeric_limits<IType>::max();
|
1043
|
-
sums[idx] = 0;
|
1044
|
-
}
|
1045
|
-
|
1046
|
-
for (IType i = 0; i < n; ++i) { // walk down the rows
|
1047
|
-
head = std::numeric_limits<IType>::max()-1; // head gets assigned as whichever column of B's row j we last visited
|
1048
|
-
length = 0;
|
1049
|
-
|
1050
|
-
for (IType jj = ia[i]; jj <= ia[i+1]; ++jj) { // walk through entries in each row
|
1051
|
-
IType j;
|
1052
|
-
|
1053
|
-
if (jj == ia[i+1]) { // if we're in the last entry for this row:
|
1054
|
-
if (!diaga || i >= minmn) continue;
|
1055
|
-
j = i; // if it's a new Yale matrix, and last entry, get the diagonal position (j) and entry (ajj)
|
1056
|
-
v = a[i];
|
1057
|
-
} else {
|
1058
|
-
j = ja[jj]; // if it's not the last entry for this row, get the column (j) and entry (ajj)
|
1059
|
-
v = a[jj];
|
1060
|
-
}
|
1061
|
-
|
1062
|
-
for (IType kk = ib[j]; kk <= ib[j+1]; ++kk) {
|
1063
|
-
|
1064
|
-
IType k;
|
1065
|
-
|
1066
|
-
if (kk == ib[j+1]) { // Get the column id for that entry
|
1067
|
-
if (!diagb || j >= minlm) continue;
|
1068
|
-
k = j;
|
1069
|
-
sums[k] += v*b[k];
|
1070
|
-
} else {
|
1071
|
-
k = jb[kk];
|
1072
|
-
sums[k] += v*b[kk];
|
1073
|
-
}
|
1074
|
-
|
1075
|
-
if (next[k] == std::numeric_limits<IType>::max()) {
|
1076
|
-
next[k] = head;
|
1077
|
-
head = k;
|
1078
|
-
++length;
|
1079
|
-
}
|
1080
|
-
} // end of kk loop
|
1081
|
-
} // end of jj loop
|
1082
|
-
|
1083
|
-
for (IType jj = 0; jj < length; ++jj) {
|
1084
|
-
if (sums[head] != 0) {
|
1085
|
-
if (diagc && head == i) {
|
1086
|
-
c[head] = sums[head];
|
1087
|
-
} else {
|
1088
|
-
jc[n+1+ndnz] = head;
|
1089
|
-
c[n+1+ndnz] = sums[head];
|
1090
|
-
++ndnz;
|
1091
|
-
}
|
1092
|
-
}
|
1093
|
-
|
1094
|
-
temp = head;
|
1095
|
-
head = next[head];
|
1096
|
-
|
1097
|
-
next[temp] = std::numeric_limits<IType>::max();
|
1098
|
-
sums[temp] = 0;
|
1099
|
-
}
|
1100
|
-
|
1101
|
-
ic[i+1] = n+1+ndnz;
|
1102
|
-
}
|
1103
|
-
} /* numbmm_ */
|
1104
|
-
|
1105
|
-
|
1106
|
-
/*
|
1107
|
-
template <typename DType, typename IType>
|
1108
|
-
inline void new_yale_matrix_multiply(const unsigned int m, const IType* ija, const DType* a, const IType* ijb, const DType* b, YALE_STORAGE* c_storage) {
|
1109
|
-
unsigned int n = c_storage->shape[0],
|
1110
|
-
l = c_storage->shape[1];
|
1111
|
-
|
1112
|
-
// Create a working vector of dimension max(m,l,n) and initial value IType::max():
|
1113
|
-
std::vector<IType> mask(std::max(std::max(m,l),n), std::numeric_limits<IType>::max());
|
1114
|
-
|
1115
|
-
for (IType i = 0; i < n; ++i) { // A.rows.each_index do |i|
|
1116
|
-
|
1117
|
-
IType j, k;
|
1118
|
-
size_t ndnz;
|
1119
|
-
|
1120
|
-
for (IType jj = ija[i]; jj <= ija[i+1]; ++jj) { // walk through column pointers for row i of A
|
1121
|
-
j = (jj == ija[i+1]) ? i : ija[jj]; // Get the current column index (handle diagonals last)
|
1122
|
-
|
1123
|
-
if (j >= m) {
|
1124
|
-
if (j == ija[jj]) rb_raise(rb_eIndexError, "ija array for left-hand matrix contains an out-of-bounds column index %u at position %u", jj, j);
|
1125
|
-
else break;
|
1126
|
-
}
|
1127
|
-
|
1128
|
-
for (IType kk = ijb[j]; kk <= ijb[j+1]; ++kk) { // walk through column pointers for row j of B
|
1129
|
-
if (j >= m) continue; // first of all, does B *have* a row j?
|
1130
|
-
k = (kk == ijb[j+1]) ? j : ijb[kk]; // Get the current column index (handle diagonals last)
|
1131
|
-
|
1132
|
-
if (k >= l) {
|
1133
|
-
if (k == ijb[kk]) rb_raise(rb_eIndexError, "ija array for right-hand matrix contains an out-of-bounds column index %u at position %u", kk, k);
|
1134
|
-
else break;
|
1135
|
-
}
|
1136
|
-
|
1137
|
-
if (mask[k] == )
|
1138
|
-
}
|
1139
|
-
|
1140
|
-
}
|
1141
|
-
}
|
1142
|
-
}
|
1143
|
-
*/
|
1144
|
-
|
1145
|
-
// Yale: Symbolic matrix multiply c=a*b
|
1146
|
-
template <typename IType>
|
1147
|
-
inline size_t symbmm(const unsigned int n, const unsigned int m, const unsigned int l, const IType* ia, const IType* ja, const bool diaga,
|
1148
|
-
const IType* ib, const IType* jb, const bool diagb, IType* ic, const bool diagc) {
|
1149
|
-
unsigned int max_lmn = std::max(std::max(m,n), l);
|
1150
|
-
IType mask[max_lmn]; // INDEX in the SMMP paper.
|
1151
|
-
IType j, k; /* Local variables */
|
1152
|
-
size_t ndnz = n;
|
1153
|
-
|
1154
|
-
for (IType idx = 0; idx < max_lmn; ++idx)
|
1155
|
-
mask[idx] = std::numeric_limits<IType>::max();
|
1156
|
-
|
1157
|
-
if (ic) { // Only write to ic if it's supplied; otherwise, we're just counting.
|
1158
|
-
if (diagc) ic[0] = n+1;
|
1159
|
-
else ic[0] = 0;
|
1160
|
-
}
|
1161
|
-
|
1162
|
-
IType minmn = std::min(m,n);
|
1163
|
-
IType minlm = std::min(l,m);
|
1164
|
-
|
1165
|
-
for (IType i = 0; i < n; ++i) { // MAIN LOOP: through rows
|
1166
|
-
|
1167
|
-
for (IType jj = ia[i]; jj <= ia[i+1]; ++jj) { // merge row lists, walking through columns in each row
|
1168
|
-
|
1169
|
-
// j <- column index given by JA[jj], or handle diagonal.
|
1170
|
-
if (jj == ia[i+1]) { // Don't really do it the last time -- just handle diagonals in a new yale matrix.
|
1171
|
-
if (!diaga || i >= minmn) continue;
|
1172
|
-
j = i;
|
1173
|
-
} else j = ja[jj];
|
1174
|
-
|
1175
|
-
for (IType kk = ib[j]; kk <= ib[j+1]; ++kk) { // Now walk through columns K of row J in matrix B.
|
1176
|
-
if (kk == ib[j+1]) {
|
1177
|
-
if (!diagb || j >= minlm) continue;
|
1178
|
-
k = j;
|
1179
|
-
} else k = jb[kk];
|
1180
|
-
|
1181
|
-
if (mask[k] != i) {
|
1182
|
-
mask[k] = i;
|
1183
|
-
++ndnz;
|
1184
|
-
}
|
1185
|
-
}
|
1186
|
-
}
|
1187
|
-
|
1188
|
-
if (diagc && mask[i] == std::numeric_limits<IType>::max()) --ndnz;
|
1189
|
-
|
1190
|
-
if (ic) ic[i+1] = ndnz;
|
1191
|
-
}
|
1192
|
-
|
1193
|
-
return ndnz;
|
1194
|
-
} /* symbmm_ */
|
1195
|
-
|
1196
|
-
|
1197
|
-
// In-place quicksort (from Wikipedia) -- called by smmp_sort_columns, below. All functions are inclusive of left, right.
|
1198
|
-
namespace smmp_sort {
|
1199
|
-
const size_t THRESHOLD = 4; // switch to insertion sort for 4 elements or fewer
|
1200
|
-
|
1201
|
-
template <typename DType, typename IType>
|
1202
|
-
void print_array(DType* vals, IType* array, IType left, IType right) {
|
1203
|
-
for (IType i = left; i <= right; ++i) {
|
1204
|
-
std::cerr << array[i] << ":" << vals[i] << " ";
|
1205
|
-
}
|
1206
|
-
std::cerr << std::endl;
|
1207
|
-
}
|
1208
|
-
|
1209
|
-
template <typename DType, typename IType>
|
1210
|
-
IType partition(DType* vals, IType* array, IType left, IType right, IType pivot) {
|
1211
|
-
IType pivotJ = array[pivot];
|
1212
|
-
DType pivotV = vals[pivot];
|
1213
|
-
|
1214
|
-
// Swap pivot and right
|
1215
|
-
array[pivot] = array[right];
|
1216
|
-
vals[pivot] = vals[right];
|
1217
|
-
array[right] = pivotJ;
|
1218
|
-
vals[right] = pivotV;
|
1219
|
-
|
1220
|
-
IType store = left;
|
1221
|
-
for (IType idx = left; idx < right; ++idx) {
|
1222
|
-
if (array[idx] <= pivotJ) {
|
1223
|
-
// Swap i and store
|
1224
|
-
std::swap(array[idx], array[store]);
|
1225
|
-
std::swap(vals[idx], vals[store]);
|
1226
|
-
++store;
|
1227
|
-
}
|
1228
|
-
}
|
1229
|
-
|
1230
|
-
std::swap(array[store], array[right]);
|
1231
|
-
std::swap(vals[store], vals[right]);
|
1232
|
-
|
1233
|
-
return store;
|
1234
|
-
}
|
1235
|
-
|
1236
|
-
// Recommended to use the median of left, right, and mid for the pivot.
|
1237
|
-
template <typename IType>
|
1238
|
-
IType median(IType a, IType b, IType c) {
|
1239
|
-
if (a < b) {
|
1240
|
-
if (b < c) return b; // a b c
|
1241
|
-
if (a < c) return c; // a c b
|
1242
|
-
return a; // c a b
|
1243
|
-
|
1244
|
-
} else { // a > b
|
1245
|
-
if (a < c) return a; // b a c
|
1246
|
-
if (b < c) return c; // b c a
|
1247
|
-
return b; // c b a
|
1248
|
-
}
|
1249
|
-
}
|
1250
|
-
|
1251
|
-
|
1252
|
-
// Insertion sort is more efficient than quicksort for small N
|
1253
|
-
template <typename DType, typename IType>
|
1254
|
-
void insertion_sort(DType* vals, IType* array, IType left, IType right) {
|
1255
|
-
for (IType idx = left; idx <= right; ++idx) {
|
1256
|
-
IType col_to_insert = array[idx];
|
1257
|
-
DType val_to_insert = vals[idx];
|
1258
|
-
|
1259
|
-
IType hole_pos = idx;
|
1260
|
-
for (; hole_pos > left && col_to_insert < array[hole_pos-1]; --hole_pos) {
|
1261
|
-
array[hole_pos] = array[hole_pos - 1]; // shift the larger column index up
|
1262
|
-
vals[hole_pos] = vals[hole_pos - 1]; // value goes along with it
|
1263
|
-
}
|
1264
|
-
|
1265
|
-
array[hole_pos] = col_to_insert;
|
1266
|
-
vals[hole_pos] = val_to_insert;
|
1267
|
-
}
|
1268
|
-
}
|
1269
|
-
|
1270
|
-
|
1271
|
-
template <typename DType, typename IType>
|
1272
|
-
void quicksort(DType* vals, IType* array, IType left, IType right) {
|
1273
|
-
|
1274
|
-
if (left < right) {
|
1275
|
-
if (right - left < THRESHOLD) {
|
1276
|
-
insertion_sort(vals, array, left, right);
|
1277
|
-
} else {
|
1278
|
-
// choose any pivot such that left < pivot < right
|
1279
|
-
IType pivot = median(left, right, (IType)(((unsigned long)left + (unsigned long)right) / 2));
|
1280
|
-
pivot = partition(vals, array, left, right, pivot);
|
1281
|
-
|
1282
|
-
// recursively sort elements smaller than the pivot
|
1283
|
-
quicksort<DType,IType>(vals, array, left, pivot-1);
|
1284
|
-
|
1285
|
-
// recursively sort elements at least as big as the pivot
|
1286
|
-
quicksort<DType,IType>(vals, array, pivot+1, right);
|
1287
|
-
}
|
1288
|
-
}
|
1289
|
-
}
|
1290
|
-
|
1291
|
-
|
1292
|
-
}; // end of namespace smmp_sort
|
1293
|
-
|
1294
|
-
|
1295
|
-
/*
|
1296
|
-
* For use following symbmm and numbmm. Sorts the matrix entries in each row according to the column index.
|
1297
|
-
* This utilizes quicksort, which is an in-place unstable sort (since there are no duplicate entries, we don't care
|
1298
|
-
* about stability).
|
1299
|
-
*
|
1300
|
-
* TODO: It might be worthwhile to do a test for free memory, and if available, use an unstable sort that isn't in-place.
|
1301
|
-
*
|
1302
|
-
* TODO: It's actually probably possible to write an even faster sort, since symbmm/numbmm are not producing a random
|
1303
|
-
* ordering. If someone is doing a lot of Yale matrix multiplication, it might benefit them to consider even insertion
|
1304
|
-
* sort.
|
1305
|
-
*/
|
1306
|
-
template <typename DType, typename IType>
|
1307
|
-
inline void smmp_sort_columns(const size_t n, const IType* ia, IType* ja, DType* a) {
|
1308
|
-
for (size_t i = 0; i < n; ++i) {
|
1309
|
-
if (ia[i+1] - ia[i] < 2) continue; // no need to sort rows containing only one or two elements.
|
1310
|
-
else if (ia[i+1] - ia[i] <= smmp_sort::THRESHOLD) {
|
1311
|
-
smmp_sort::insertion_sort<DType, IType>(a, ja, ia[i], ia[i+1]-1); // faster for small rows
|
1312
|
-
} else {
|
1313
|
-
smmp_sort::quicksort<DType, IType>(a, ja, ia[i], ia[i+1]-1); // faster for large rows (and may call insertion_sort as well)
|
1314
|
-
}
|
1315
|
-
}
|
1316
|
-
}
|
1317
|
-
|
1318
|
-
|
1319
|
-
|
1320
|
-
/*
|
1321
|
-
* Transposes a generic Yale matrix (old or new). Specify new by setting diaga = true.
|
1322
|
-
*
|
1323
|
-
* Based on transp from SMMP (same as symbmm and numbmm).
|
1324
|
-
*
|
1325
|
-
* This is not named in the same way as most yale_storage functions because it does not act on a YALE_STORAGE
|
1326
|
-
* object.
|
1327
|
-
*/
|
1328
|
-
template <typename DType, typename IType>
|
1329
|
-
void transpose_yale(const size_t n, const size_t m, const void* ia_, const void* ja_, const void* a_,
|
1330
|
-
const bool diaga, void* ib_, void* jb_, void* b_, const bool move)
|
1331
|
-
{
|
1332
|
-
const IType *ia = reinterpret_cast<const IType*>(ia_),
|
1333
|
-
*ja = reinterpret_cast<const IType*>(ja_);
|
1334
|
-
const DType *a = reinterpret_cast<const DType*>(a_);
|
1335
|
-
|
1336
|
-
IType *ib = reinterpret_cast<IType*>(ib_),
|
1337
|
-
*jb = reinterpret_cast<IType*>(jb_);
|
1338
|
-
DType *b = reinterpret_cast<DType*>(b_);
|
1339
|
-
|
1340
|
-
|
1341
|
-
|
1342
|
-
size_t index;
|
1343
|
-
|
1344
|
-
// Clear B
|
1345
|
-
for (size_t i = 0; i < m+1; ++i) ib[i] = 0;
|
1346
|
-
|
1347
|
-
if (move)
|
1348
|
-
for (size_t i = 0; i < m+1; ++i) b[i] = 0;
|
1349
|
-
|
1350
|
-
if (diaga) ib[0] = m + 1;
|
1351
|
-
else ib[0] = 0;
|
1352
|
-
|
1353
|
-
/* count indices for each column */
|
1354
|
-
|
1355
|
-
for (size_t i = 0; i < n; ++i) {
|
1356
|
-
for (size_t j = ia[i]; j < ia[i+1]; ++j) {
|
1357
|
-
++(ib[ja[j]+1]);
|
1358
|
-
}
|
1359
|
-
}
|
1360
|
-
|
1361
|
-
for (size_t i = 0; i < m; ++i) {
|
1362
|
-
ib[i+1] = ib[i] + ib[i+1];
|
1363
|
-
}
|
1364
|
-
|
1365
|
-
/* now make jb */
|
1366
|
-
|
1367
|
-
for (size_t i = 0; i < n; ++i) {
|
1368
|
-
|
1369
|
-
for (size_t j = ia[i]; j < ia[i+1]; ++j) {
|
1370
|
-
index = ja[j];
|
1371
|
-
jb[ib[index]] = i;
|
1372
|
-
|
1373
|
-
if (move)
|
1374
|
-
b[ib[index]] = a[j];
|
1375
|
-
|
1376
|
-
++(ib[index]);
|
1377
|
-
}
|
1378
|
-
}
|
1379
|
-
|
1380
|
-
/* now fixup ib */
|
1381
|
-
|
1382
|
-
for (size_t i = m; i >= 1; --i) {
|
1383
|
-
ib[i] = ib[i-1];
|
1384
|
-
}
|
1385
|
-
|
1386
|
-
|
1387
|
-
if (diaga) {
|
1388
|
-
if (move) {
|
1389
|
-
size_t j = std::min(n,m);
|
1390
|
-
|
1391
|
-
for (size_t i = 0; i < j; ++i) {
|
1392
|
-
b[i] = a[i];
|
1393
|
-
}
|
1394
|
-
}
|
1395
|
-
ib[0] = m + 1;
|
1396
|
-
|
1397
|
-
} else {
|
1398
|
-
ib[0] = 0;
|
1399
|
-
}
|
1400
|
-
}
|
1401
|
-
|
1402
|
-
|
1403
|
-
/*
|
1404
|
-
* Templated version of row-order and column-order getrf, derived from ATL_getrfR.c (from ATLAS 3.8.0).
|
1405
|
-
*
|
1406
|
-
* 1. Row-major factorization of form
|
1407
|
-
* A = L * U * P
|
1408
|
-
* where P is a column-permutation matrix, L is lower triangular (lower
|
1409
|
-
* trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
|
1410
|
-
* trapazoidal if M < N). This is the recursive Level 3 BLAS version.
|
1411
|
-
*
|
1412
|
-
* 2. Column-major factorization of form
|
1413
|
-
* A = P * L * U
|
1414
|
-
* where P is a row-permutation matrix, L is lower triangular with unit diagonal
|
1415
|
-
* elements (lower trapazoidal if M > N), and U is upper triangular (upper
|
1416
|
-
* trapazoidal if M < N). This is the recursive Level 3 BLAS version.
|
1417
|
-
*
|
1418
|
-
* Template argument determines whether 1 or 2 is utilized.
|
1419
|
-
*/
|
1420
|
-
template <bool RowMajor, typename DType>
|
1421
|
-
inline int getrf_nothrow(const int M, const int N, DType* A, const int lda, int* ipiv) {
|
1422
|
-
const int MN = std::min(M, N);
|
1423
|
-
int ierr = 0;
|
1424
|
-
|
1425
|
-
// Symbols used by ATLAS:
|
1426
|
-
// Row Col Us
|
1427
|
-
// Nup Nleft N_ul
|
1428
|
-
// Ndown Nright N_dr
|
1429
|
-
// We're going to use N_ul, N_dr
|
1430
|
-
|
1431
|
-
DType neg_one = -1, one = 1;
|
1432
|
-
|
1433
|
-
if (MN > 1) {
|
1434
|
-
int N_ul = MN >> 1;
|
1435
|
-
|
1436
|
-
// FIXME: Figure out how ATLAS #defines NB
|
1437
|
-
#ifdef NB
|
1438
|
-
if (N_ul > NB) N_ul = ATL_MulByNB(ATL_DivByNB(N_ul));
|
1439
|
-
#endif
|
1440
|
-
|
1441
|
-
int N_dr = M - N_ul;
|
1442
|
-
|
1443
|
-
int i = RowMajor ? getrf_nothrow<true,DType>(N_ul, N, A, lda, ipiv) : getrf_nothrow<false,DType>(M, N_ul, A, lda, ipiv);
|
1444
|
-
|
1445
|
-
if (i) if (!ierr) ierr = i;
|
1446
|
-
|
1447
|
-
DType *Ar, *Ac, *An;
|
1448
|
-
if (RowMajor) {
|
1449
|
-
Ar = &(A[N_ul * lda]),
|
1450
|
-
Ac = &(A[N_ul]);
|
1451
|
-
An = &(Ar[N_ul]);
|
1452
|
-
|
1453
|
-
nm::math::laswp<DType>(N_dr, Ar, lda, 0, N_ul, ipiv, 1);
|
1454
|
-
|
1455
|
-
nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasUpper, CblasNoTrans, CblasUnit, N_dr, N_ul, one, A, lda, Ar, lda);
|
1456
|
-
nm::math::gemm<DType>(CblasRowMajor, CblasNoTrans, CblasNoTrans, N_dr, N-N_ul, N_ul, &neg_one, Ar, lda, Ac, lda, &one, An, lda);
|
1457
|
-
|
1458
|
-
i = getrf_nothrow<true,DType>(N_dr, N-N_ul, An, lda, ipiv+N_ul);
|
1459
|
-
} else {
|
1460
|
-
Ar = NULL;
|
1461
|
-
Ac = &(A[N_ul * lda]);
|
1462
|
-
An = &(Ac[N_ul]);
|
1463
|
-
|
1464
|
-
nm::math::laswp<DType>(N_dr, Ac, lda, 0, N_ul, ipiv, 1);
|
1465
|
-
|
1466
|
-
nm::math::trsm<DType>(CblasColMajor, CblasLeft, CblasLower, CblasNoTrans, CblasUnit, N_ul, N_dr, one, A, lda, Ac, lda);
|
1467
|
-
nm::math::gemm<DType>(CblasColMajor, CblasNoTrans, CblasNoTrans, M-N_ul, N_dr, N_ul, &neg_one, An, lda, Ac, lda, &one, An, lda);
|
1468
|
-
|
1469
|
-
i = getrf_nothrow<false,DType>(M-N_ul, N_dr, An, lda, ipiv+N_ul);
|
1470
|
-
}
|
1471
|
-
|
1472
|
-
if (i) if (!ierr) ierr = N_ul + i;
|
1473
|
-
|
1474
|
-
for (i = N_ul; i != MN; i++) {
|
1475
|
-
ipiv[i] += N_ul;
|
1476
|
-
}
|
1477
|
-
|
1478
|
-
nm::math::laswp<DType>(N_ul, A, lda, N_ul, MN, ipiv, 1); /* apply pivots */
|
1479
|
-
|
1480
|
-
} else if (MN == 1) { // there's another case for the colmajor version, but i don't know that it's that critical. Calls ATLAS LU2, who knows what that does.
|
1481
|
-
|
1482
|
-
int i = *ipiv = nm::math::lapack::idamax<DType>(N, A, 1); // cblas_iamax(N, A, 1);
|
1483
|
-
|
1484
|
-
DType tmp = A[i];
|
1485
|
-
if (tmp != 0) {
|
1486
|
-
|
1487
|
-
nm::math::lapack::scal<DType>((RowMajor ? N : M), nm::math::numeric_inverse(tmp), A, 1);
|
1488
|
-
A[i] = *A;
|
1489
|
-
*A = tmp;
|
1490
|
-
|
1491
|
-
} else ierr = 1;
|
1492
|
-
|
1493
|
-
}
|
1494
|
-
return(ierr);
|
1495
|
-
}
|
1496
|
-
|
1497
|
-
/*
|
1498
|
-
* Solves a system of linear equations A*X = B with a general NxN matrix A using the LU factorization computed by GETRF.
|
1499
|
-
*
|
1500
|
-
* From ATLAS 3.8.0.
|
1501
|
-
*/
|
1502
|
-
template <typename DType>
|
1503
|
-
int getrs(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE Trans, const int N, const int NRHS, const DType* A,
|
1504
|
-
const int lda, const int* ipiv, DType* B, const int ldb)
|
1505
|
-
{
|
1506
|
-
// enum CBLAS_DIAG Lunit, Uunit; // These aren't used. Not sure why they're declared in ATLAS' src.
|
1507
|
-
|
1508
|
-
if (!N || !NRHS) return 0;
|
1509
|
-
|
1510
|
-
const DType ONE = 1;
|
1511
|
-
|
1512
|
-
if (Order == CblasColMajor) {
|
1513
|
-
if (Trans == CblasNoTrans) {
|
1514
|
-
nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, 1);
|
1515
|
-
nm::math::trsm<DType>(Order, CblasLeft, CblasLower, CblasNoTrans, CblasUnit, N, NRHS, ONE, A, lda, B, ldb);
|
1516
|
-
nm::math::trsm<DType>(Order, CblasLeft, CblasUpper, CblasNoTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
|
1517
|
-
} else {
|
1518
|
-
nm::math::trsm<DType>(Order, CblasLeft, CblasUpper, Trans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
|
1519
|
-
nm::math::trsm<DType>(Order, CblasLeft, CblasLower, Trans, CblasUnit, N, NRHS, ONE, A, lda, B, ldb);
|
1520
|
-
nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, -1);
|
1521
|
-
}
|
1522
|
-
} else {
|
1523
|
-
if (Trans == CblasNoTrans) {
|
1524
|
-
nm::math::trsm<DType>(Order, CblasRight, CblasLower, CblasTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
|
1525
|
-
nm::math::trsm<DType>(Order, CblasRight, CblasUpper, CblasTrans, CblasUnit, NRHS, N, ONE, A, lda, B, ldb);
|
1526
|
-
nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, -1);
|
1527
|
-
} else {
|
1528
|
-
nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, 1);
|
1529
|
-
nm::math::trsm<DType>(Order, CblasRight, CblasUpper, CblasNoTrans, CblasUnit, NRHS, N, ONE, A, lda, B, ldb);
|
1530
|
-
nm::math::trsm<DType>(Order, CblasRight, CblasLower, CblasNoTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
|
1531
|
-
}
|
1532
|
-
}
|
1533
|
-
return 0;
|
1534
|
-
}
|
1535
|
-
|
1536
|
-
|
1537
|
-
/*
|
1538
|
-
* Solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization computed by POTRF.
|
1539
|
-
*
|
1540
|
-
* From ATLAS 3.8.0.
|
1541
|
-
*/
|
1542
|
-
template <typename DType, bool is_complex>
|
1543
|
-
int potrs(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const int N, const int NRHS, const DType* A,
|
1544
|
-
const int lda, DType* B, const int ldb)
|
1545
|
-
{
|
1546
|
-
// enum CBLAS_DIAG Lunit, Uunit; // These aren't used. Not sure why they're declared in ATLAS' src.
|
1547
|
-
|
1548
|
-
CBLAS_TRANSPOSE MyTrans = is_complex ? CblasConjTrans : CblasTrans;
|
1549
|
-
|
1550
|
-
if (!N || !NRHS) return 0;
|
1551
|
-
|
1552
|
-
const DType ONE = 1;
|
1553
|
-
|
1554
|
-
if (Order == CblasColMajor) {
|
1555
|
-
if (Uplo == CblasUpper) {
|
1556
|
-
nm::math::trsm<DType>(Order, CblasLeft, CblasUpper, MyTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
|
1557
|
-
nm::math::trsm<DType>(Order, CblasLeft, CblasUpper, CblasNoTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
|
1558
|
-
} else {
|
1559
|
-
nm::math::trsm<DType>(Order, CblasLeft, CblasLower, CblasNoTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
|
1560
|
-
nm::math::trsm<DType>(Order, CblasLeft, CblasLower, MyTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
|
1561
|
-
}
|
1562
|
-
} else {
|
1563
|
-
// There's some kind of scaling operation that normally happens here in ATLAS. Not sure what it does, so we'll only
|
1564
|
-
// worry if something breaks. It probably has to do with their non-templated code and doesn't apply to us.
|
1565
|
-
|
1566
|
-
if (Uplo == CblasUpper) {
|
1567
|
-
nm::math::trsm<DType>(Order, CblasRight, CblasUpper, CblasNoTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
|
1568
|
-
nm::math::trsm<DType>(Order, CblasRight, CblasUpper, MyTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
|
1569
|
-
} else {
|
1570
|
-
nm::math::trsm<DType>(Order, CblasRight, CblasLower, MyTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
|
1571
|
-
nm::math::trsm<DType>(Order, CblasRight, CblasLower, CblasNoTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
|
1572
|
-
}
|
1573
|
-
}
|
1574
|
-
return 0;
|
1575
|
-
}
|
1576
|
-
|
1577
|
-
|
1578
|
-
|
1579
|
-
/*
|
1580
|
-
* From ATLAS 3.8.0:
|
1581
|
-
*
|
1582
|
-
* Computes one of two LU factorizations based on the setting of the Order
|
1583
|
-
* parameter, as follows:
|
1584
|
-
* ----------------------------------------------------------------------------
|
1585
|
-
* Order == CblasColMajor
|
1586
|
-
* Column-major factorization of form
|
1587
|
-
* A = P * L * U
|
1588
|
-
* where P is a row-permutation matrix, L is lower triangular with unit
|
1589
|
-
* diagonal elements (lower trapazoidal if M > N), and U is upper triangular
|
1590
|
-
* (upper trapazoidal if M < N).
|
1591
|
-
*
|
1592
|
-
* ----------------------------------------------------------------------------
|
1593
|
-
* Order == CblasRowMajor
|
1594
|
-
* Row-major factorization of form
|
1595
|
-
* A = P * L * U
|
1596
|
-
* where P is a column-permutation matrix, L is lower triangular (lower
|
1597
|
-
* trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
|
1598
|
-
* trapazoidal if M < N).
|
1599
|
-
*
|
1600
|
-
* ============================================================================
|
1601
|
-
* Let IERR be the return value of the function:
|
1602
|
-
* If IERR == 0, successful exit.
|
1603
|
-
* If (IERR < 0) the -IERR argument had an illegal value
|
1604
|
-
* If (IERR > 0 && Order == CblasColMajor)
|
1605
|
-
* U(i-1,i-1) is exactly zero. The factorization has been completed,
|
1606
|
-
* but the factor U is exactly singular, and division by zero will
|
1607
|
-
* occur if it is used to solve a system of equations.
|
1608
|
-
* If (IERR > 0 && Order == CblasRowMajor)
|
1609
|
-
* L(i-1,i-1) is exactly zero. The factorization has been completed,
|
1610
|
-
* but the factor L is exactly singular, and division by zero will
|
1611
|
-
* occur if it is used to solve a system of equations.
|
1612
|
-
*/
|
1613
|
-
template <typename DType>
|
1614
|
-
inline int getrf(const enum CBLAS_ORDER Order, const int M, const int N, DType* A, int lda, int* ipiv) {
|
1615
|
-
if (Order == CblasRowMajor) {
|
1616
|
-
if (lda < std::max(1,N)) {
|
1617
|
-
rb_raise(rb_eArgError, "GETRF: lda must be >= MAX(N,1): lda=%d N=%d", lda, N);
|
1618
|
-
return -6;
|
1619
|
-
}
|
1620
|
-
|
1621
|
-
return getrf_nothrow<true,DType>(M, N, A, lda, ipiv);
|
1622
|
-
} else {
|
1623
|
-
if (lda < std::max(1,M)) {
|
1624
|
-
rb_raise(rb_eArgError, "GETRF: lda must be >= MAX(M,1): lda=%d M=%d", lda, M);
|
1625
|
-
return -6;
|
1626
|
-
}
|
1627
|
-
|
1628
|
-
return getrf_nothrow<false,DType>(M, N, A, lda, ipiv);
|
1629
|
-
//rb_raise(rb_eNotImpError, "column major getrf not implemented");
|
1630
|
-
}
|
1631
|
-
}
|
1632
|
-
|
1633
|
-
|
1634
|
-
/*
|
1635
|
-
* From ATLAS 3.8.0:
|
1636
|
-
*
|
1637
|
-
* Computes one of two LU factorizations based on the setting of the Order
|
1638
|
-
* parameter, as follows:
|
1639
|
-
* ----------------------------------------------------------------------------
|
1640
|
-
* Order == CblasColMajor
|
1641
|
-
* Column-major factorization of form
|
1642
|
-
* A = P * L * U
|
1643
|
-
* where P is a row-permutation matrix, L is lower triangular with unit
|
1644
|
-
* diagonal elements (lower trapazoidal if M > N), and U is upper triangular
|
1645
|
-
* (upper trapazoidal if M < N).
|
1646
|
-
*
|
1647
|
-
* ----------------------------------------------------------------------------
|
1648
|
-
* Order == CblasRowMajor
|
1649
|
-
* Row-major factorization of form
|
1650
|
-
* A = P * L * U
|
1651
|
-
* where P is a column-permutation matrix, L is lower triangular (lower
|
1652
|
-
* trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
|
1653
|
-
* trapazoidal if M < N).
|
1654
|
-
*
|
1655
|
-
* ============================================================================
|
1656
|
-
* Let IERR be the return value of the function:
|
1657
|
-
* If IERR == 0, successful exit.
|
1658
|
-
* If (IERR < 0) the -IERR argument had an illegal value
|
1659
|
-
* If (IERR > 0 && Order == CblasColMajor)
|
1660
|
-
* U(i-1,i-1) is exactly zero. The factorization has been completed,
|
1661
|
-
* but the factor U is exactly singular, and division by zero will
|
1662
|
-
* occur if it is used to solve a system of equations.
|
1663
|
-
* If (IERR > 0 && Order == CblasRowMajor)
|
1664
|
-
* L(i-1,i-1) is exactly zero. The factorization has been completed,
|
1665
|
-
* but the factor L is exactly singular, and division by zero will
|
1666
|
-
* occur if it is used to solve a system of equations.
|
1667
|
-
*/
|
1668
|
-
template <typename DType>
|
1669
|
-
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, DType* A, const int lda) {
|
1670
|
-
#ifdef HAVE_CLAPACK_H
|
1671
|
-
rb_raise(rb_eNotImpError, "not yet implemented for non-BLAS dtypes");
|
1672
|
-
#else
|
1673
|
-
rb_raise(rb_eNotImpError, "only LAPACK version implemented thus far");
|
1674
|
-
#endif
|
1675
|
-
return 0;
|
1676
|
-
}
|
1677
|
-
|
1678
|
-
#ifdef HAVE_CLAPACK_H
|
1679
|
-
template <>
|
1680
|
-
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, float* A, const int lda) {
|
1681
|
-
return clapack_spotrf(order, uplo, N, A, lda);
|
1682
|
-
}
|
1683
|
-
|
1684
|
-
template <>
|
1685
|
-
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, double* A, const int lda) {
|
1686
|
-
return clapack_dpotrf(order, uplo, N, A, lda);
|
1687
|
-
}
|
1688
|
-
|
1689
|
-
template <>
|
1690
|
-
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, Complex64* A, const int lda) {
|
1691
|
-
return clapack_cpotrf(order, uplo, N, reinterpret_cast<void*>(A), lda);
|
1692
|
-
}
|
1693
|
-
|
1694
|
-
template <>
|
1695
|
-
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, Complex128* A, const int lda) {
|
1696
|
-
return clapack_zpotrf(order, uplo, N, reinterpret_cast<void*>(A), lda);
|
1697
|
-
}
|
1698
|
-
#endif
|
1699
|
-
|
1700
|
-
|
1701
|
-
// This is the old BLAS version of this function. ATLAS has an optimized version, but
|
1702
|
-
// it's going to be tough to translate.
|
1703
|
-
template <typename DType>
|
1704
|
-
static void swap(const int N, DType* X, const int incX, DType* Y, const int incY) {
|
1705
|
-
if (N > 0) {
|
1706
|
-
int ix = 0, iy = 0;
|
1707
|
-
for (int i = 0; i < N; ++i) {
|
1708
|
-
DType temp = X[i];
|
1709
|
-
X[i] = Y[i];
|
1710
|
-
Y[i] = temp;
|
1711
|
-
|
1712
|
-
ix += incX;
|
1713
|
-
iy += incY;
|
1714
|
-
}
|
1715
|
-
}
|
1716
|
-
}
|
1717
|
-
|
1718
|
-
|
1719
|
-
// Copies an upper row-major array from U, zeroing U; U is unit, so diagonal is not copied.
|
1720
|
-
//
|
1721
|
-
// From ATLAS 3.8.0.
|
1722
|
-
template <typename DType>
|
1723
|
-
static inline void trcpzeroU(const int M, const int N, DType* U, const int ldu, DType* C, const int ldc) {
|
1724
|
-
|
1725
|
-
for (int i = 0; i != M; ++i) {
|
1726
|
-
for (int j = i+1; j < N; ++j) {
|
1727
|
-
C[j] = U[j];
|
1728
|
-
U[j] = 0;
|
1729
|
-
}
|
1730
|
-
|
1731
|
-
C += ldc;
|
1732
|
-
U += ldu;
|
1733
|
-
}
|
1734
|
-
}
|
1735
|
-
|
1736
|
-
|
1737
|
-
/*
|
1738
|
-
* Un-comment the following lines when we figure out how to calculate NB for each of the ATLAS-derived
|
1739
|
-
* functions. This is probably really complicated.
|
1740
|
-
*
|
1741
|
-
* Also needed: ATL_MulByNB, ATL_DivByNB (both defined in the build process for ATLAS), and ATL_mmMU.
|
1742
|
-
*
|
1743
|
-
*/
|
1744
|
-
|
1745
|
-
/*
|
1746
|
-
|
1747
|
-
template <bool RowMajor, bool Upper, typename DType>
|
1748
|
-
static int trtri_4(const enum CBLAS_DIAG Diag, DType* A, const int lda) {
|
1749
|
-
|
1750
|
-
if (RowMajor) {
|
1751
|
-
DType *pA0 = A, *pA1 = A+lda, *pA2 = A+2*lda, *pA3 = A+3*lda;
|
1752
|
-
DType tmp;
|
1753
|
-
if (Upper) {
|
1754
|
-
DType A01 = pA0[1], A02 = pA0[2], A03 = pA0[3],
|
1755
|
-
A12 = pA1[2], A13 = pA1[3],
|
1756
|
-
A23 = pA2[3];
|
1757
|
-
|
1758
|
-
if (Diag == CblasNonUnit) {
|
1759
|
-
pA0->inverse();
|
1760
|
-
(pA1+1)->inverse();
|
1761
|
-
(pA2+2)->inverse();
|
1762
|
-
(pA3+3)->inverse();
|
1763
|
-
|
1764
|
-
pA0[1] = -A01 * pA1[1] * pA0[0];
|
1765
|
-
pA1[2] = -A12 * pA2[2] * pA1[1];
|
1766
|
-
pA2[3] = -A23 * pA3[3] * pA2[2];
|
1767
|
-
|
1768
|
-
pA0[2] = -(A01 * pA1[2] + A02 * pA2[2]) * pA0[0];
|
1769
|
-
pA1[3] = -(A12 * pA2[3] + A13 * pA3[3]) * pA1[1];
|
1770
|
-
|
1771
|
-
pA0[3] = -(A01 * pA1[3] + A02 * pA2[3] + A03 * pA3[3]) * pA0[0];
|
1772
|
-
|
1773
|
-
} else {
|
1774
|
-
|
1775
|
-
pA0[1] = -A01;
|
1776
|
-
pA1[2] = -A12;
|
1777
|
-
pA2[3] = -A23;
|
1778
|
-
|
1779
|
-
pA0[2] = -(A01 * pA1[2] + A02);
|
1780
|
-
pA1[3] = -(A12 * pA2[3] + A13);
|
1781
|
-
|
1782
|
-
pA0[3] = -(A01 * pA1[3] + A02 * pA2[3] + A03);
|
1783
|
-
}
|
1784
|
-
|
1785
|
-
} else { // Lower
|
1786
|
-
DType A10 = pA1[0],
|
1787
|
-
A20 = pA2[0], A21 = pA2[1],
|
1788
|
-
A30 = PA3[0], A31 = pA3[1], A32 = pA3[2];
|
1789
|
-
DType *B10 = pA1,
|
1790
|
-
*B20 = pA2,
|
1791
|
-
*B30 = pA3,
|
1792
|
-
*B21 = pA2+1,
|
1793
|
-
*B31 = pA3+1,
|
1794
|
-
*B32 = pA3+2;
|
1795
|
-
|
1796
|
-
|
1797
|
-
if (Diag == CblasNonUnit) {
|
1798
|
-
pA0->inverse();
|
1799
|
-
(pA1+1)->inverse();
|
1800
|
-
(pA2+2)->inverse();
|
1801
|
-
(pA3+3)->inverse();
|
1802
|
-
|
1803
|
-
*B10 = -A10 * pA0[0] * pA1[1];
|
1804
|
-
*B21 = -A21 * pA1[1] * pA2[2];
|
1805
|
-
*B32 = -A32 * pA2[2] * pA3[3];
|
1806
|
-
*B20 = -(A20 * pA0[0] + A21 * (*B10)) * pA2[2];
|
1807
|
-
*B31 = -(A31 * pA1[1] + A32 * (*B21)) * pA3[3];
|
1808
|
-
*B30 = -(A30 * pA0[0] + A31 * (*B10) + A32 * (*B20)) * pA3;
|
1809
|
-
} else {
|
1810
|
-
*B10 = -A10;
|
1811
|
-
*B21 = -A21;
|
1812
|
-
*B32 = -A32;
|
1813
|
-
*B20 = -(A20 + A21 * (*B10));
|
1814
|
-
*B31 = -(A31 + A32 * (*B21));
|
1815
|
-
*B30 = -(A30 + A31 * (*B10) + A32 * (*B20));
|
1816
|
-
}
|
1817
|
-
}
|
1818
|
-
|
1819
|
-
} else {
|
1820
|
-
rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
1821
|
-
}
|
1822
|
-
|
1823
|
-
return 0;
|
1824
|
-
|
1825
|
-
}
|
1826
|
-
|
1827
|
-
|
1828
|
-
template <bool RowMajor, bool Upper, typename DType>
|
1829
|
-
static int trtri_3(const enum CBLAS_DIAG Diag, DType* A, const int lda) {
|
1830
|
-
|
1831
|
-
if (RowMajor) {
|
1832
|
-
|
1833
|
-
DType tmp;
|
1834
|
-
|
1835
|
-
if (Upper) {
|
1836
|
-
DType A01 = pA0[1], A02 = pA0[2], A03 = pA0[3],
|
1837
|
-
A12 = pA1[2], A13 = pA1[3];
|
1838
|
-
|
1839
|
-
DType *B01 = pA0 + 1,
|
1840
|
-
*B02 = pA0 + 2,
|
1841
|
-
*B12 = pA1 + 2;
|
1842
|
-
|
1843
|
-
if (Diag == CblasNonUnit) {
|
1844
|
-
pA0->inverse();
|
1845
|
-
(pA1+1)->inverse();
|
1846
|
-
(pA2+2)->inverse();
|
1847
|
-
|
1848
|
-
*B01 = -A01 * pA1[1] * pA0[0];
|
1849
|
-
*B12 = -A12 * pA2[2] * pA1[1];
|
1850
|
-
*B02 = -(A01 * (*B12) + A02 * pA2[2]) * pA0[0];
|
1851
|
-
} else {
|
1852
|
-
*B01 = -A01;
|
1853
|
-
*B12 = -A12;
|
1854
|
-
*B02 = -(A01 * (*B12) + A02);
|
1855
|
-
}
|
1856
|
-
|
1857
|
-
} else { // Lower
|
1858
|
-
DType *pA0=A, *pA1=A+lda, *pA2=A+2*lda;
|
1859
|
-
DType A10=pA1[0],
|
1860
|
-
A20=pA2[0], A21=pA2[1];
|
1861
|
-
|
1862
|
-
DType *B10 = pA1,
|
1863
|
-
*B20 = pA2;
|
1864
|
-
*B21 = pA2+1;
|
1865
|
-
|
1866
|
-
if (Diag == CblasNonUnit) {
|
1867
|
-
pA0->inverse();
|
1868
|
-
(pA1+1)->inverse();
|
1869
|
-
(pA2+2)->inverse();
|
1870
|
-
*B10 = -A10 * pA0[0] * pA1[1];
|
1871
|
-
*B21 = -A21 * pA1[1] * pA2[2];
|
1872
|
-
*B20 = -(A20 * pA0[0] + A21 * (*B10)) * pA2[2];
|
1873
|
-
} else {
|
1874
|
-
*B10 = -A10;
|
1875
|
-
*B21 = -A21;
|
1876
|
-
*B20 = -(A20 + A21 * (*B10));
|
1877
|
-
}
|
1878
|
-
}
|
1879
|
-
|
1880
|
-
|
1881
|
-
} else {
|
1882
|
-
rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
1883
|
-
}
|
1884
|
-
|
1885
|
-
return 0;
|
1886
|
-
|
1887
|
-
}
|
1888
|
-
|
1889
|
-
template <bool RowMajor, bool Upper, bool Real, typename DType>
|
1890
|
-
static void trtri(const enum CBLAS_DIAG Diag, const int N, DType* A, const int lda) {
|
1891
|
-
DType *Age, *Atr;
|
1892
|
-
DType tmp;
|
1893
|
-
int Nleft, Nright;
|
1894
|
-
|
1895
|
-
int ierr = 0;
|
1896
|
-
|
1897
|
-
static const DType ONE = 1;
|
1898
|
-
static const DType MONE -1;
|
1899
|
-
static const DType NONE = -1;
|
1900
|
-
|
1901
|
-
if (RowMajor) {
|
1902
|
-
|
1903
|
-
// FIXME: Use REAL_RECURSE_LIMIT here for float32 and float64 (instead of 1)
|
1904
|
-
if ((Real && N > REAL_RECURSE_LIMIT) || (N > 1)) {
|
1905
|
-
Nleft = N >> 1;
|
1906
|
-
#ifdef NB
|
1907
|
-
if (Nleft > NB) NLeft = ATL_MulByNB(ATL_DivByNB(Nleft));
|
1908
|
-
#endif
|
1909
|
-
|
1910
|
-
Nright = N - Nleft;
|
1911
|
-
|
1912
|
-
if (Upper) {
|
1913
|
-
Age = A + Nleft;
|
1914
|
-
Atr = A + (Nleft * (lda+1));
|
1915
|
-
|
1916
|
-
nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasUpper, CblasNoTrans, Diag,
|
1917
|
-
Nleft, Nright, ONE, Atr, lda, Age, lda);
|
1918
|
-
|
1919
|
-
nm::math::trsm<DType>(CblasRowMajor, CblasLeft, CblasUpper, CblasNoTrans, Diag,
|
1920
|
-
Nleft, Nright, MONE, A, lda, Age, lda);
|
1921
|
-
|
1922
|
-
} else { // Lower
|
1923
|
-
Age = A + ((Nleft*lda));
|
1924
|
-
Atr = A + (Nleft * (lda+1));
|
1925
|
-
|
1926
|
-
nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasLower, CblasNoTrans, Diag,
|
1927
|
-
Nright, Nleft, ONE, A, lda, Age, lda);
|
1928
|
-
nm::math::trsm<DType>(CblasRowMajor, CblasLeft, CblasLower, CblasNoTrans, Diag,
|
1929
|
-
Nright, Nleft, MONE, Atr, lda, Age, lda);
|
1930
|
-
}
|
1931
|
-
|
1932
|
-
ierr = trtri<RowMajor,Upper,Real,DType>(Diag, Nleft, A, lda);
|
1933
|
-
if (ierr) return ierr;
|
1934
|
-
|
1935
|
-
ierr = trtri<RowMajor,Upper,Real,DType>(Diag, Nright, Atr, lda);
|
1936
|
-
if (ierr) return ierr + Nleft;
|
1937
|
-
|
1938
|
-
} else {
|
1939
|
-
if (Real) {
|
1940
|
-
if (N == 4) {
|
1941
|
-
return trtri_4<RowMajor,Upper,Real,DType>(Diag, A, lda);
|
1942
|
-
} else if (N == 3) {
|
1943
|
-
return trtri_3<RowMajor,Upper,Real,DType>(Diag, A, lda);
|
1944
|
-
} else if (N == 2) {
|
1945
|
-
if (Diag == CblasNonUnit) {
|
1946
|
-
A->inverse();
|
1947
|
-
(A+(lda+1))->inverse();
|
1948
|
-
|
1949
|
-
if (Upper) {
|
1950
|
-
*(A+1) *= *A; // TRI_MUL
|
1951
|
-
*(A+1) *= *(A+lda+1); // TRI_MUL
|
1952
|
-
} else {
|
1953
|
-
*(A+lda) *= *A; // TRI_MUL
|
1954
|
-
*(A+lda) *= *(A+lda+1); // TRI_MUL
|
1955
|
-
}
|
1956
|
-
}
|
1957
|
-
|
1958
|
-
if (Upper) *(A+1) = -*(A+1); // TRI_NEG
|
1959
|
-
else *(A+lda) = -*(A+lda); // TRI_NEG
|
1960
|
-
} else if (Diag == CblasNonUnit) A->inverse();
|
1961
|
-
} else { // not real
|
1962
|
-
if (Diag == CblasNonUnit) A->inverse();
|
1963
|
-
}
|
1964
|
-
}
|
1965
|
-
|
1966
|
-
} else {
|
1967
|
-
rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
1968
|
-
}
|
1969
|
-
|
1970
|
-
return ierr;
|
1971
|
-
}
|
1972
|
-
|
1973
|
-
|
1974
|
-
template <bool RowMajor, bool Real, typename DType>
|
1975
|
-
int getri(const int N, DType* A, const int lda, const int* ipiv, DType* wrk, const int lwrk) {
|
1976
|
-
|
1977
|
-
if (!RowMajor) rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
1978
|
-
|
1979
|
-
int jb, nb, I, ndown, iret;
|
1980
|
-
|
1981
|
-
const DType ONE = 1, NONE = -1;
|
1982
|
-
|
1983
|
-
int iret = trtri<RowMajor,false,Real,DType>(CblasNonUnit, N, A, lda);
|
1984
|
-
if (!iret && N > 1) {
|
1985
|
-
jb = lwrk / N;
|
1986
|
-
if (jb >= NB) nb = ATL_MulByNB(ATL_DivByNB(jb));
|
1987
|
-
else if (jb >= ATL_mmMU) nb = (jb/ATL_mmMU)*ATL_mmMU;
|
1988
|
-
else nb = jb;
|
1989
|
-
if (!nb) return -6; // need at least 1 row of workspace
|
1990
|
-
|
1991
|
-
// only first iteration will have partial block, unroll it
|
1992
|
-
|
1993
|
-
jb = N - (N/nb) * nb;
|
1994
|
-
if (!jb) jb = nb;
|
1995
|
-
I = N - jb;
|
1996
|
-
A += lda * I;
|
1997
|
-
trcpzeroU<DType>(jb, jb, A+I, lda, wrk, jb);
|
1998
|
-
nm::math::trsm<DType>(CblasRowMajor, CblasLeft, CblasUpper, CblasNoTrans, CblasUnit,
|
1999
|
-
jb, N, ONE, wrk, jb, A, lda);
|
2000
|
-
|
2001
|
-
if (I) {
|
2002
|
-
do {
|
2003
|
-
I -= nb;
|
2004
|
-
A -= nb * lda;
|
2005
|
-
ndown = N-I;
|
2006
|
-
trcpzeroU<DType>(nb, ndown, A+I, lda, wrk, ndown);
|
2007
|
-
nm::math::gemm<DType>(CblasRowMajor, CblasLeft, CblasUpper, CblasNoTrans, CblasUnit,
|
2008
|
-
nb, N, ONE, wrk, ndown, A, lda);
|
2009
|
-
} while (I);
|
2010
|
-
}
|
2011
|
-
|
2012
|
-
// Apply row interchanges
|
2013
|
-
|
2014
|
-
for (I = N - 2; I >= 0; --I) {
|
2015
|
-
jb = ipiv[I];
|
2016
|
-
if (jb != I) nm::math::swap<DType>(N, A+I*lda, 1, A+jb*lda, 1);
|
2017
|
-
}
|
2018
|
-
}
|
2019
|
-
|
2020
|
-
return iret;
|
2021
|
-
}
|
2022
|
-
*/
|
2023
|
-
|
2024
|
-
|
2025
|
-
// TODO: Test this to see if it works properly on complex. ATLAS has a separate algorithm for complex, which looks like
|
2026
|
-
// TODO: it may actually be the same one.
|
2027
|
-
//
|
2028
|
-
// This function is called ATL_rot in ATLAS 3.8.4.
|
2029
|
-
template <typename DType>
|
2030
|
-
inline void rot_helper(const int N, DType* X, const int incX, DType* Y, const int incY, const DType c, const DType s) {
|
2031
|
-
if (c != 1 || s != 0) {
|
2032
|
-
if (incX == 1 && incY == 1) {
|
2033
|
-
for (int i = 0; i != N; ++i) {
|
2034
|
-
DType tmp = X[i] * c + Y[i] * s;
|
2035
|
-
Y[i] = Y[i] * c - X[i] * s;
|
2036
|
-
X[i] = tmp;
|
2037
|
-
}
|
2038
|
-
} else {
|
2039
|
-
for (int i = N; i > 0; --i, Y += incY, X += incX) {
|
2040
|
-
DType tmp = *X * c + *Y * s;
|
2041
|
-
*Y = *Y * c - *X * s;
|
2042
|
-
*X = tmp;
|
2043
|
-
}
|
2044
|
-
}
|
2045
|
-
}
|
2046
|
-
}
|
2047
|
-
|
2048
|
-
|
2049
|
-
/* Givens plane rotation. From ATLAS 3.8.4. */
|
2050
|
-
// FIXME: Need a specialized algorithm for Rationals. BLAS' algorithm simply will not work for most values due to the
|
2051
|
-
// FIXME: sqrt.
|
2052
|
-
template <typename DType>
|
2053
|
-
inline void rotg(DType* a, DType* b, DType* c, DType* s) {
|
2054
|
-
DType aa = std::abs(*a), ab = std::abs(*b);
|
2055
|
-
DType roe = aa > ab ? *a : *b;
|
2056
|
-
DType scal = aa + ab;
|
2057
|
-
|
2058
|
-
if (scal == 0) {
|
2059
|
-
*c = 1;
|
2060
|
-
*s = *a = *b = 0;
|
2061
|
-
} else {
|
2062
|
-
DType t0 = aa / scal, t1 = ab / scal;
|
2063
|
-
DType r = scal * std::sqrt(t0 * t0 + t1 * t1);
|
2064
|
-
if (roe < 0) r = -r;
|
2065
|
-
*c = *a / r;
|
2066
|
-
*s = *b / r;
|
2067
|
-
DType z = (*c != 0) ? (1 / *c) : DType(1);
|
2068
|
-
*a = r;
|
2069
|
-
*b = z;
|
2070
|
-
}
|
2071
|
-
}
|
2072
|
-
|
2073
|
-
template <>
|
2074
|
-
inline void rotg(float* a, float* b, float* c, float* s) {
|
2075
|
-
cblas_srotg(a, b, c, s);
|
2076
|
-
}
|
2077
|
-
|
2078
|
-
template <>
|
2079
|
-
inline void rotg(double* a, double* b, double* c, double* s) {
|
2080
|
-
cblas_drotg(a, b, c, s);
|
2081
|
-
}
|
2082
|
-
|
2083
|
-
template <>
|
2084
|
-
inline void rotg(Complex64* a, Complex64* b, Complex64* c, Complex64* s) {
|
2085
|
-
cblas_crotg(reinterpret_cast<void*>(a), reinterpret_cast<void*>(b), reinterpret_cast<void*>(c), reinterpret_cast<void*>(s));
|
2086
|
-
}
|
2087
|
-
|
2088
|
-
template <>
|
2089
|
-
inline void rotg(Complex128* a, Complex128* b, Complex128* c, Complex128* s) {
|
2090
|
-
cblas_zrotg(reinterpret_cast<void*>(a), reinterpret_cast<void*>(b), reinterpret_cast<void*>(c), reinterpret_cast<void*>(s));
|
2091
|
-
}
|
2092
|
-
|
2093
|
-
template <typename DType>
|
2094
|
-
inline void cblas_rotg(void* a, void* b, void* c, void* s) {
|
2095
|
-
rotg<DType>(reinterpret_cast<DType*>(a), reinterpret_cast<DType*>(b), reinterpret_cast<DType*>(c), reinterpret_cast<DType*>(s));
|
2096
|
-
}
|
2097
|
-
|
2098
|
-
|
2099
|
-
/* Applies a plane rotation. From ATLAS 3.8.4. */
|
2100
|
-
template <typename DType, typename CSDType>
|
2101
|
-
inline void rot(const int N, DType* X, const int incX, DType* Y, const int incY, const CSDType c, const CSDType s) {
|
2102
|
-
DType *x = X, *y = Y;
|
2103
|
-
int incx = incX, incy = incY;
|
2104
|
-
|
2105
|
-
if (N > 0) {
|
2106
|
-
if (incX < 0) {
|
2107
|
-
if (incY < 0) { incx = -incx; incy = -incy; }
|
2108
|
-
else x += -incX * (N-1);
|
2109
|
-
} else if (incY < 0) {
|
2110
|
-
incy = -incy;
|
2111
|
-
incx = -incx;
|
2112
|
-
x += (N-1) * incX;
|
2113
|
-
}
|
2114
|
-
rot_helper<DType>(N, x, incx, y, incy, c, s);
|
2115
|
-
}
|
2116
|
-
}
|
2117
|
-
|
2118
|
-
template <>
|
2119
|
-
inline void rot(const int N, float* X, const int incX, float* Y, const int incY, const float c, const float s) {
|
2120
|
-
cblas_srot(N, X, incX, Y, incY, (float)c, (float)s);
|
2121
|
-
}
|
2122
|
-
|
2123
|
-
template <>
|
2124
|
-
inline void rot(const int N, double* X, const int incX, double* Y, const int incY, const double c, const double s) {
|
2125
|
-
cblas_drot(N, X, incX, Y, incY, c, s);
|
2126
|
-
}
|
2127
|
-
|
2128
|
-
template <>
|
2129
|
-
inline void rot(const int N, Complex64* X, const int incX, Complex64* Y, const int incY, const float c, const float s) {
|
2130
|
-
cblas_csrot(N, X, incX, Y, incY, c, s);
|
2131
|
-
}
|
2132
|
-
|
2133
|
-
template <>
|
2134
|
-
inline void rot(const int N, Complex128* X, const int incX, Complex128* Y, const int incY, const double c, const double s) {
|
2135
|
-
cblas_zdrot(N, X, incX, Y, incY, c, s);
|
2136
|
-
}
|
2137
|
-
|
2138
|
-
|
2139
|
-
template <typename DType, typename CSDType>
|
2140
|
-
inline void cblas_rot(const int N, void* X, const int incX, void* Y, const int incY, const void* c, const void* s) {
|
2141
|
-
rot<DType,CSDType>(N, reinterpret_cast<DType*>(X), incX, reinterpret_cast<DType*>(Y), incY,
|
2142
|
-
*reinterpret_cast<const CSDType*>(c), *reinterpret_cast<const CSDType*>(s));
|
2143
|
-
}
|
2144
|
-
|
2145
|
-
/*
|
2146
|
-
* Level 1 BLAS routine which returns the 2-norm of an n-vector x.
|
2147
|
-
#
|
2148
|
-
* Based on input types, these are the valid return types:
|
2149
|
-
* int -> int
|
2150
|
-
* float -> float or double
|
2151
|
-
* double -> double
|
2152
|
-
* complex64 -> float or double
|
2153
|
-
* complex128 -> double
|
2154
|
-
* rational -> rational
|
2155
|
-
*/
|
2156
|
-
template <typename ReturnDType, typename DType>
|
2157
|
-
ReturnDType nrm2(const int N, const DType* X, const int incX) {
|
2158
|
-
const DType ONE = 1, ZERO = 0;
|
2159
|
-
typename LongDType<DType>::type scale = 0, ssq = 1, absxi, temp;
|
2160
|
-
|
2161
|
-
|
2162
|
-
if ((N < 1) || (incX < 1)) return ZERO;
|
2163
|
-
else if (N == 1) return std::abs(X[0]);
|
2164
|
-
|
2165
|
-
for (int i = 0; i < N; ++i) {
|
2166
|
-
absxi = std::abs(X[i*incX]);
|
2167
|
-
if (scale < absxi) {
|
2168
|
-
temp = scale / absxi;
|
2169
|
-
scale = absxi;
|
2170
|
-
ssq = ONE + ssq * (temp * temp);
|
2171
|
-
} else {
|
2172
|
-
temp = absxi / scale;
|
2173
|
-
ssq += temp * temp;
|
2174
|
-
}
|
2175
|
-
}
|
2176
|
-
|
2177
|
-
return scale * std::sqrt( ssq );
|
2178
|
-
}
|
2179
|
-
|
2180
|
-
|
2181
|
-
#ifdef HAVE_CBLAS_H
|
2182
|
-
template <>
|
2183
|
-
inline float nrm2(const int N, const float* X, const int incX) {
|
2184
|
-
return cblas_snrm2(N, X, incX);
|
2185
|
-
}
|
2186
|
-
|
2187
|
-
template <>
|
2188
|
-
inline double nrm2(const int N, const double* X, const int incX) {
|
2189
|
-
return cblas_dnrm2(N, X, incX);
|
2190
|
-
}
|
2191
|
-
|
2192
|
-
template <>
|
2193
|
-
inline float nrm2(const int N, const Complex64* X, const int incX) {
|
2194
|
-
return cblas_scnrm2(N, X, incX);
|
2195
|
-
}
|
2196
|
-
|
2197
|
-
template <>
|
2198
|
-
inline double nrm2(const int N, const Complex128* X, const int incX) {
|
2199
|
-
return cblas_dznrm2(N, X, incX);
|
2200
|
-
}
|
2201
|
-
#else
|
2202
|
-
template <typename FloatDType>
|
2203
|
-
static inline void nrm2_complex_helper(const FloatDType& xr, const FloatDType& xi, double& scale, double& ssq) {
|
2204
|
-
double absx = std::abs(xr);
|
2205
|
-
if (scale < absx) {
|
2206
|
-
double temp = scale / absx;
|
2207
|
-
scale = absx;
|
2208
|
-
ssq = 1.0 + ssq * (temp * temp);
|
2209
|
-
} else {
|
2210
|
-
double temp = absx / scale;
|
2211
|
-
ssq += temp * temp;
|
2212
|
-
}
|
2213
|
-
|
2214
|
-
absx = std::abs(xi);
|
2215
|
-
if (scale < absx) {
|
2216
|
-
double temp = scale / absx;
|
2217
|
-
scale = absx;
|
2218
|
-
ssq = 1.0 + ssq * (temp * temp);
|
2219
|
-
} else {
|
2220
|
-
double temp = absx / scale;
|
2221
|
-
ssq += temp * temp;
|
2222
|
-
}
|
2223
|
-
}
|
2224
|
-
|
2225
|
-
template <>
|
2226
|
-
float nrm2(const int N, const Complex64* X, const int incX) {
|
2227
|
-
double scale = 0, ssq = 1, temp;
|
2228
|
-
|
2229
|
-
if ((N < 1) || (incX < 1)) return 0.0;
|
2230
|
-
|
2231
|
-
for (int i = 0; i < N; ++i) {
|
2232
|
-
nrm2_complex_helper<float>(X[i*incX].r, X[i*incX].i, scale, temp);
|
2233
|
-
}
|
2234
|
-
|
2235
|
-
return scale * std::sqrt( ssq );
|
2236
|
-
}
|
2237
|
-
|
2238
|
-
template <>
|
2239
|
-
double nrm2(const int N, const Complex128* X, const int incX) {
|
2240
|
-
double scale = 0, ssq = 1, temp;
|
2241
|
-
|
2242
|
-
if ((N < 1) || (incX < 1)) return 0.0;
|
2243
|
-
|
2244
|
-
for (int i = 0; i < N; ++i) {
|
2245
|
-
nrm2_complex_helper<double>(X[i*incX].r, X[i*incX].i, scale, temp);
|
2246
|
-
}
|
2247
|
-
|
2248
|
-
return scale * std::sqrt( ssq );
|
2249
|
-
}
|
2250
|
-
#endif
|
2251
|
-
|
2252
|
-
template <typename ReturnDType, typename DType>
|
2253
|
-
inline void cblas_nrm2(const int N, const void* X, const int incX, void* result) {
|
2254
|
-
*reinterpret_cast<ReturnDType*>( result ) = nrm2<ReturnDType, DType>( N, reinterpret_cast<const DType*>(X), incX );
|
2255
|
-
}
|
2256
|
-
|
2257
|
-
/*
|
2258
|
-
* Level 1 BLAS routine which sums the absolute values of a vector's contents. If the vector consists of complex values,
|
2259
|
-
* the routine sums the absolute values of the real and imaginary components as well.
|
2260
|
-
*
|
2261
|
-
* So, based on input types, these are the valid return types:
|
2262
|
-
* int -> int
|
2263
|
-
* float -> float or double
|
2264
|
-
* double -> double
|
2265
|
-
* complex64 -> float or double
|
2266
|
-
* complex128 -> double
|
2267
|
-
* rational -> rational
|
2268
|
-
*/
|
2269
|
-
template <typename ReturnDType, typename DType>
|
2270
|
-
inline ReturnDType asum(const int N, const DType* X, const int incX) {
|
2271
|
-
ReturnDType sum = 0;
|
2272
|
-
if ((N > 0) && (incX > 0)) {
|
2273
|
-
for (int i = 0; i < N; ++i) {
|
2274
|
-
sum += std::abs(X[i*incX]);
|
2275
|
-
}
|
2276
|
-
}
|
2277
|
-
return sum;
|
2278
|
-
}
|
2279
|
-
|
2280
|
-
|
2281
|
-
#ifdef HAVE_CBLAS_H
|
2282
|
-
template <>
|
2283
|
-
inline float asum(const int N, const float* X, const int incX) {
|
2284
|
-
return cblas_sasum(N, X, incX);
|
2285
|
-
}
|
2286
|
-
|
2287
|
-
template <>
|
2288
|
-
inline double asum(const int N, const double* X, const int incX) {
|
2289
|
-
return cblas_dasum(N, X, incX);
|
2290
|
-
}
|
2291
|
-
|
2292
|
-
template <>
|
2293
|
-
inline float asum(const int N, const Complex64* X, const int incX) {
|
2294
|
-
return cblas_scasum(N, X, incX);
|
2295
|
-
}
|
2296
|
-
|
2297
|
-
template <>
|
2298
|
-
inline double asum(const int N, const Complex128* X, const int incX) {
|
2299
|
-
return cblas_dzasum(N, X, incX);
|
2300
|
-
}
|
2301
|
-
#else
|
2302
|
-
template <>
|
2303
|
-
inline float asum(const int N, const Complex64* X, const int incX) {
|
2304
|
-
float sum = 0;
|
2305
|
-
if ((N > 0) && (incX > 0)) {
|
2306
|
-
for (int i = 0; i < N; ++i) {
|
2307
|
-
sum += std::abs(X[i*incX].r) + std::abs(X[i*incX].i);
|
2308
|
-
}
|
2309
|
-
}
|
2310
|
-
return sum;
|
2311
|
-
}
|
2312
|
-
|
2313
|
-
template <>
|
2314
|
-
inline double asum(const int N, const Complex128* X, const int incX) {
|
2315
|
-
double sum = 0;
|
2316
|
-
if ((N > 0) && (incX > 0)) {
|
2317
|
-
for (int i = 0; i < N; ++i) {
|
2318
|
-
sum += std::abs(X[i*incX].r) + std::abs(X[i*incX].i);
|
2319
|
-
}
|
2320
|
-
}
|
2321
|
-
return sum;
|
2322
|
-
}
|
2323
|
-
#endif
|
2324
|
-
|
2325
|
-
|
2326
|
-
template <typename ReturnDType, typename DType>
|
2327
|
-
inline void cblas_asum(const int N, const void* X, const int incX, void* sum) {
|
2328
|
-
*reinterpret_cast<ReturnDType*>( sum ) = asum<ReturnDType, DType>( N, reinterpret_cast<const DType*>(X), incX );
|
2329
|
-
}
|
2330
|
-
|
2331
|
-
|
2332
|
-
template <bool is_complex, typename DType>
|
2333
|
-
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, DType* A, const int lda) {
|
2334
|
-
|
2335
|
-
int Nleft, Nright;
|
2336
|
-
const DType ONE = 1;
|
2337
|
-
DType *G, *U0 = A, *U1;
|
2338
|
-
|
2339
|
-
if (N > 1) {
|
2340
|
-
Nleft = N >> 1;
|
2341
|
-
#ifdef NB
|
2342
|
-
if (Nleft > NB) Nleft = ATL_MulByNB(ATL_DivByNB(Nleft));
|
2343
|
-
#endif
|
2344
|
-
|
2345
|
-
Nright = N - Nleft;
|
2346
|
-
|
2347
|
-
// FIXME: There's a simpler way to write this next block, but I'm way too tired to work it out right now.
|
2348
|
-
if (uplo == CblasUpper) {
|
2349
|
-
if (order == CblasRowMajor) {
|
2350
|
-
G = A + Nleft;
|
2351
|
-
U1 = G + Nleft * lda;
|
2352
|
-
} else {
|
2353
|
-
G = A + Nleft * lda;
|
2354
|
-
U1 = G + Nleft;
|
2355
|
-
}
|
2356
|
-
} else {
|
2357
|
-
if (order == CblasRowMajor) {
|
2358
|
-
G = A + Nleft * lda;
|
2359
|
-
U1 = G + Nleft;
|
2360
|
-
} else {
|
2361
|
-
G = A + Nleft;
|
2362
|
-
U1 = G + Nleft * lda;
|
2363
|
-
}
|
2364
|
-
}
|
2365
|
-
|
2366
|
-
lauum<is_complex, DType>(order, uplo, Nleft, U0, lda);
|
2367
|
-
|
2368
|
-
if (is_complex) {
|
2369
|
-
|
2370
|
-
nm::math::herk<DType>(order, uplo,
|
2371
|
-
uplo == CblasLower ? CblasConjTrans : CblasNoTrans,
|
2372
|
-
Nleft, Nright, &ONE, G, lda, &ONE, U0, lda);
|
2373
|
-
|
2374
|
-
nm::math::trmm<DType>(order, CblasLeft, uplo, CblasConjTrans, CblasNonUnit, Nright, Nleft, &ONE, U1, lda, G, lda);
|
2375
|
-
} else {
|
2376
|
-
nm::math::syrk<DType>(order, uplo,
|
2377
|
-
uplo == CblasLower ? CblasTrans : CblasNoTrans,
|
2378
|
-
Nleft, Nright, &ONE, G, lda, &ONE, U0, lda);
|
2379
|
-
|
2380
|
-
nm::math::trmm<DType>(order, CblasLeft, uplo, CblasTrans, CblasNonUnit, Nright, Nleft, &ONE, U1, lda, G, lda);
|
2381
|
-
}
|
2382
|
-
lauum<is_complex, DType>(order, uplo, Nright, U1, lda);
|
2383
|
-
|
2384
|
-
} else {
|
2385
|
-
*A = *A * *A;
|
2386
|
-
}
|
2387
|
-
}
|
2388
|
-
|
2389
|
-
|
2390
|
-
#ifdef HAVE_CLAPACK_H
|
2391
|
-
template <bool is_complex>
|
2392
|
-
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, float* A, const int lda) {
|
2393
|
-
clapack_slauum(order, uplo, N, A, lda);
|
2394
|
-
}
|
2395
|
-
|
2396
|
-
template <bool is_complex>
|
2397
|
-
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, double* A, const int lda) {
|
2398
|
-
clapack_dlauum(order, uplo, N, A, lda);
|
2399
|
-
}
|
2400
|
-
|
2401
|
-
template <bool is_complex>
|
2402
|
-
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, Complex64* A, const int lda) {
|
2403
|
-
clapack_clauum(order, uplo, N, A, lda);
|
2404
|
-
}
|
2405
|
-
|
2406
|
-
template <bool is_complex>
|
2407
|
-
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, Complex128* A, const int lda) {
|
2408
|
-
clapack_zlauum(order, uplo, N, A, lda);
|
2409
|
-
}
|
2410
|
-
#endif
|
2411
|
-
|
2412
|
-
|
2413
|
-
/*
|
2414
|
-
* Function signature conversion for calling LAPACK's lauum functions as directly as possible.
|
2415
|
-
*
|
2416
|
-
* For documentation: http://www.netlib.org/lapack/double/dlauum.f
|
2417
|
-
*
|
2418
|
-
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
2419
|
-
*/
|
2420
|
-
template <bool is_complex, typename DType>
|
2421
|
-
inline int clapack_lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, void* a, const int lda) {
|
2422
|
-
if (n < 0) rb_raise(rb_eArgError, "n cannot be less than zero, is set to %d", n);
|
2423
|
-
if (lda < n || lda < 1) rb_raise(rb_eArgError, "lda must be >= max(n,1); lda=%d, n=%d\n", lda, n);
|
2424
|
-
|
2425
|
-
if (uplo == CblasUpper) lauum<is_complex, DType>(order, uplo, n, reinterpret_cast<DType*>(a), lda);
|
2426
|
-
else lauum<is_complex, DType>(order, uplo, n, reinterpret_cast<DType*>(a), lda);
|
2427
|
-
|
2428
|
-
return 0;
|
2429
|
-
}
|
2430
|
-
|
2431
|
-
|
2432
|
-
|
2433
|
-
|
2434
|
-
/*
|
2435
|
-
* Macro for declaring LAPACK specializations of the getrf function.
|
2436
|
-
*
|
2437
|
-
* type is the DType; call is the specific function to call; cast_as is what the DType* should be
|
2438
|
-
* cast to in order to pass it to LAPACK.
|
2439
|
-
*/
|
2440
|
-
#define LAPACK_GETRF(type, call, cast_as) \
|
2441
|
-
template <> \
|
2442
|
-
inline int getrf(const enum CBLAS_ORDER Order, const int M, const int N, type * A, const int lda, int* ipiv) { \
|
2443
|
-
int info = call(Order, M, N, reinterpret_cast<cast_as *>(A), lda, ipiv); \
|
2444
|
-
if (!info) return info; \
|
2445
|
-
else { \
|
2446
|
-
rb_raise(rb_eArgError, "getrf: problem with argument %d\n", info); \
|
2447
|
-
return info; \
|
2448
|
-
} \
|
2449
|
-
}
|
2450
|
-
|
2451
|
-
/* Specialize for ATLAS types */
|
2452
|
-
/*LAPACK_GETRF(float, clapack_sgetrf, float)
|
2453
|
-
LAPACK_GETRF(double, clapack_dgetrf, double)
|
2454
|
-
LAPACK_GETRF(Complex64, clapack_cgetrf, void)
|
2455
|
-
LAPACK_GETRF(Complex128, clapack_zgetrf, void)
|
2456
|
-
*/
|
2457
|
-
|
2458
|
-
|
2459
|
-
/*
|
2460
|
-
* Function signature conversion for calling LAPACK's getrf functions as directly as possible.
|
2461
|
-
*
|
2462
|
-
* For documentation: http://www.netlib.org/lapack/double/dgetrf.f
|
2463
|
-
*
|
2464
|
-
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
2465
|
-
*/
|
2466
|
-
template <typename DType>
|
2467
|
-
inline int clapack_getrf(const enum CBLAS_ORDER order, const int m, const int n, void* a, const int lda, int* ipiv) {
|
2468
|
-
return getrf<DType>(order, m, n, reinterpret_cast<DType*>(a), lda, ipiv);
|
2469
|
-
}
|
2470
|
-
|
2471
|
-
|
2472
|
-
/*
|
2473
|
-
* Function signature conversion for calling LAPACK's potrf functions as directly as possible.
|
2474
|
-
*
|
2475
|
-
* For documentation: http://www.netlib.org/lapack/double/dpotrf.f
|
2476
|
-
*
|
2477
|
-
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
2478
|
-
*/
|
2479
|
-
template <typename DType>
|
2480
|
-
inline int clapack_potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, void* a, const int lda) {
|
2481
|
-
return potrf<DType>(order, uplo, n, reinterpret_cast<DType*>(a), lda);
|
2482
|
-
}
|
2483
|
-
|
2484
|
-
|
2485
|
-
/*
|
2486
|
-
* Function signature conversion for calling LAPACK's getrs functions as directly as possible.
|
2487
|
-
*
|
2488
|
-
* For documentation: http://www.netlib.org/lapack/double/dgetrs.f
|
2489
|
-
*
|
2490
|
-
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
2491
|
-
*/
|
2492
|
-
template <typename DType>
|
2493
|
-
inline int clapack_getrs(const enum CBLAS_ORDER order, const enum CBLAS_TRANSPOSE trans, const int n, const int nrhs,
|
2494
|
-
const void* a, const int lda, const int* ipiv, void* b, const int ldb) {
|
2495
|
-
return getrs<DType>(order, trans, n, nrhs, reinterpret_cast<const DType*>(a), lda, ipiv, reinterpret_cast<DType*>(b), ldb);
|
2496
|
-
}
|
2497
|
-
|
2498
|
-
/*
|
2499
|
-
* Function signature conversion for calling LAPACK's potrs functions as directly as possible.
|
2500
|
-
*
|
2501
|
-
* For documentation: http://www.netlib.org/lapack/double/dpotrs.f
|
2502
|
-
*
|
2503
|
-
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
2504
|
-
*/
|
2505
|
-
template <typename DType, bool is_complex>
|
2506
|
-
inline int clapack_potrs(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, const int nrhs,
|
2507
|
-
const void* a, const int lda, void* b, const int ldb) {
|
2508
|
-
return potrs<DType,is_complex>(order, uplo, n, nrhs, reinterpret_cast<const DType*>(a), lda, reinterpret_cast<DType*>(b), ldb);
|
2509
|
-
}
|
2510
|
-
|
2511
|
-
template <typename DType>
|
2512
|
-
inline int getri(const enum CBLAS_ORDER order, const int n, DType* a, const int lda, const int* ipiv) {
|
2513
|
-
rb_raise(rb_eNotImpError, "getri not yet implemented for non-BLAS dtypes");
|
2514
|
-
return 0;
|
2515
|
-
}
|
2516
|
-
|
2517
|
-
#ifdef HAVE_CLAPACK_H
|
2518
|
-
template <>
|
2519
|
-
inline int getri(const enum CBLAS_ORDER order, const int n, float* a, const int lda, const int* ipiv) {
|
2520
|
-
return clapack_sgetri(order, n, a, lda, ipiv);
|
2521
|
-
}
|
2522
|
-
|
2523
|
-
template <>
|
2524
|
-
inline int getri(const enum CBLAS_ORDER order, const int n, double* a, const int lda, const int* ipiv) {
|
2525
|
-
return clapack_dgetri(order, n, a, lda, ipiv);
|
2526
|
-
}
|
2527
|
-
|
2528
|
-
template <>
|
2529
|
-
inline int getri(const enum CBLAS_ORDER order, const int n, Complex64* a, const int lda, const int* ipiv) {
|
2530
|
-
return clapack_cgetri(order, n, reinterpret_cast<void*>(a), lda, ipiv);
|
2531
|
-
}
|
2532
|
-
|
2533
|
-
template <>
|
2534
|
-
inline int getri(const enum CBLAS_ORDER order, const int n, Complex128* a, const int lda, const int* ipiv) {
|
2535
|
-
return clapack_zgetri(order, n, reinterpret_cast<void*>(a), lda, ipiv);
|
2536
|
-
}
|
2537
|
-
#endif
|
2538
|
-
|
2539
|
-
|
2540
|
-
template <typename DType>
|
2541
|
-
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, DType* a, const int lda) {
|
2542
|
-
rb_raise(rb_eNotImpError, "potri not yet implemented for non-BLAS dtypes");
|
2543
|
-
return 0;
|
2544
|
-
}
|
2545
|
-
|
2546
|
-
|
2547
|
-
#ifdef HAVE_CLAPACK_H
|
2548
|
-
template <>
|
2549
|
-
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, float* a, const int lda) {
|
2550
|
-
return clapack_spotri(order, uplo, n, a, lda);
|
2551
|
-
}
|
2552
|
-
|
2553
|
-
template <>
|
2554
|
-
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, double* a, const int lda) {
|
2555
|
-
return clapack_dpotri(order, uplo, n, a, lda);
|
2556
|
-
}
|
2557
|
-
|
2558
|
-
template <>
|
2559
|
-
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, Complex64* a, const int lda) {
|
2560
|
-
return clapack_cpotri(order, uplo, n, reinterpret_cast<void*>(a), lda);
|
2561
|
-
}
|
2562
|
-
|
2563
|
-
template <>
|
2564
|
-
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, Complex128* a, const int lda) {
|
2565
|
-
return clapack_zpotri(order, uplo, n, reinterpret_cast<void*>(a), lda);
|
2566
|
-
}
|
2567
|
-
#endif
|
2568
|
-
|
2569
|
-
/*
|
2570
|
-
* Function signature conversion for calling LAPACK's getri functions as directly as possible.
|
2571
|
-
*
|
2572
|
-
* For documentation: http://www.netlib.org/lapack/double/dgetri.f
|
2573
|
-
*
|
2574
|
-
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
2575
|
-
*/
|
2576
|
-
template <typename DType>
|
2577
|
-
inline int clapack_getri(const enum CBLAS_ORDER order, const int n, void* a, const int lda, const int* ipiv) {
|
2578
|
-
return getri<DType>(order, n, reinterpret_cast<DType*>(a), lda, ipiv);
|
2579
|
-
}
|
2580
|
-
|
2581
|
-
|
2582
|
-
/*
|
2583
|
-
* Function signature conversion for calling LAPACK's potri functions as directly as possible.
|
2584
|
-
*
|
2585
|
-
* For documentation: http://www.netlib.org/lapack/double/dpotri.f
|
2586
|
-
*
|
2587
|
-
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
2588
|
-
*/
|
2589
|
-
template <typename DType>
|
2590
|
-
inline int clapack_potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, void* a, const int lda) {
|
2591
|
-
return potri<DType>(order, uplo, n, reinterpret_cast<DType*>(a), lda);
|
2592
|
-
}
|
2593
|
-
|
2594
|
-
|
2595
|
-
/*
|
2596
|
-
* Function signature conversion for calling LAPACK's laswp functions as directly as possible.
|
2597
|
-
*
|
2598
|
-
* For documentation: http://www.netlib.org/lapack/double/dlaswp.f
|
2599
|
-
*
|
2600
|
-
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
2601
|
-
*/
|
2602
|
-
template <typename DType>
|
2603
|
-
inline void clapack_laswp(const int n, void* a, const int lda, const int k1, const int k2, const int* ipiv, const int incx) {
|
2604
|
-
laswp<DType>(n, reinterpret_cast<DType*>(a), lda, k1, k2, ipiv, incx);
|
2605
|
-
}
|
2606
|
-
|
2607
|
-
|
2608
|
-
|
2609
|
-
}} // end namespace nm::math
|
2610
|
-
|
2611
|
-
|
2612
|
-
#endif // MATH_H
|