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lapack.h
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lapack.h
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// -*- c++ -*-
// Copyright (C) 2005,2009,2010 Tom Drummond (twd20@cam.ac.uk), E. Rosten
//All rights reserved.
//
//Redistribution and use in source and binary forms, with or without
//modification, are permitted provided that the following conditions
//are met:
//1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
//THIS SOFTWARE IS PROVIDED BY THE AUTHOR AND OTHER CONTRIBUTORS ``AS IS''
//AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
//IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
//ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR OR OTHER CONTRIBUTORS BE
//LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
//CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
//SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
//INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
//CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
//ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
//POSSIBILITY OF SUCH DAMAGE.
#ifndef TOON_INCLUDE_LAPCK_H
#define TOON_INCLUDE_LAPCK_H
#include <TooN/TooN.h>
// LAPACK and BLAS routines
namespace TooN {
extern "C" {
// LU decomoposition of a general matrix
void dgetrf_(FortranInteger* M, FortranInteger *N, double* A, FortranInteger* lda, FortranInteger* IPIV, FortranInteger* INFO);
void sgetrf_(FortranInteger* M, FortranInteger *N, float* A, FortranInteger* lda, FortranInteger* IPIV, FortranInteger* INFO);
// generate inverse of a matrix given its LU decomposition
void dgetri_(FortranInteger* N, double* A, FortranInteger* lda, FortranInteger* IPIV, double* WORK, FortranInteger* lwork, FortranInteger* INFO);
void sgetri_(FortranInteger* N, float* A, FortranInteger* lda, FortranInteger* IPIV, float* WORK, FortranInteger* lwork, FortranInteger* INFO);
// inverse of a triangular matrix * a vector (BLAS level 2)
void dtrsm_(char* SIDE, char* UPLO, char* TRANSA, char* DIAG, FortranInteger* M, FortranInteger* N, double* alpha, double* A, FortranInteger* lda, double* B, FortranInteger* ldb);
void strsm_(char* SIDE, char* UPLO, char* TRANSA, char* DIAG, FortranInteger* M, FortranInteger* N, float* alpha, float* A, FortranInteger* lda, float* B, FortranInteger* ldb);
// SVD of a general matrix
void dgesvd_(const char* JOBU, const char* JOBVT, FortranInteger* M, FortranInteger *N, double* A, FortranInteger* lda,
double* S, double *U, FortranInteger* ldu, double* VT, FortranInteger* ldvt,
double* WORK, FortranInteger* lwork, FortranInteger* INFO);
void sgesvd_(const char* JOBU, const char* JOBVT, FortranInteger* M, FortranInteger *N, float* A, FortranInteger* lda,
float* S, float *U, FortranInteger* ldu, float* VT, FortranInteger* ldvt,
float* WORK, FortranInteger* lwork, FortranInteger* INFO);
// Eigen decomposition of a symmetric matrix
void dsyev_(const char* JOBZ, const char* UPLO, FortranInteger* N, double* A, FortranInteger* lda, double* W, double* WORK, FortranInteger* LWORK, FortranInteger* INFO);
void ssyev_(const char* JOBZ, const char* UPLO, FortranInteger* N, float* A, FortranInteger* lda, float* W, float* WORK, FortranInteger* LWORK, FortranInteger* INFO);
// Eigen decomposition of a non-symmetric matrix
void dgeev_(const char* JOBVL, const char* JOBVR, FortranInteger* N, double* A, FortranInteger* lda, double* WR, double* WI, double* VL, FortranInteger* LDVL, double* VR, FortranInteger* LDVR , double* WORK, FortranInteger* LWORK, FortranInteger* INFO);
void sgeev_(const char* JOBVL, const char* JOBVR, FortranInteger* N, float* A, FortranInteger* lda, float* WR, float* WI, float* VL, FortranInteger* LDVL, float* VR, FortranInteger* LDVR , float* WORK, FortranInteger* LWORK, FortranInteger* INFO);
// Cholesky decomposition
void dpotrf_(const char* UPLO, const FortranInteger* N, double* A, const FortranInteger* LDA, FortranInteger* INFO);
void spotrf_(const char* UPLO, const FortranInteger* N, float* A, const FortranInteger* LDA, FortranInteger* INFO);
// Cholesky solve AX=B given decomposition
void dpotrs_(const char* UPLO, const FortranInteger* N, const FortranInteger* NRHS, const double* A, const FortranInteger* LDA, double* B, const FortranInteger* LDB, FortranInteger* INFO);
void spotrs_(const char* UPLO, const FortranInteger* N, const FortranInteger* NRHS, const float* A, const FortranInteger* LDA, float* B, const FortranInteger* LDB, FortranInteger* INFO);
// Cholesky inverse given decomposition
void dpotri_(const char* UPLO, const FortranInteger* N, double* A, const FortranInteger* LDA, FortranInteger* INFO);
void spotri_(const char* UPLO, const FortranInteger* N, float* A, const FortranInteger* LDA, FortranInteger* INFO);
// Computes a QR decomposition of a general rectangular matrix with column pivoting
void sgeqp3_(FortranInteger* M, FortranInteger* N, float* A, FortranInteger* LDA, FortranInteger* JPVT, float* TAU, float* WORK, FortranInteger* LWORK, FortranInteger* INFO );
void dgeqp3_(FortranInteger* M, FortranInteger* N, double* A, FortranInteger* LDA, FortranInteger* JPVT, double* TAU, double* WORK, FortranInteger* LWORK, FortranInteger* INFO );
//Reconstruct Q from a QR decomposition
void sorgqr_(FortranInteger* M,FortranInteger* N,FortranInteger* K, float* A, FortranInteger* LDA, float* TAU, float* WORK, FortranInteger* LWORK, FortranInteger* INFO );
void dorgqr_(FortranInteger* M,FortranInteger* N,FortranInteger* K, double* A, FortranInteger* LDA, double* TAU, double* WORK, FortranInteger* LWORK, FortranInteger* INFO );
}
//////////////////////////////////////////////////////////////////////////////////
// C++ overloaded functions to access single and double precision automatically //
//////////////////////////////////////////////////////////////////////////////////
inline void getrf_(FortranInteger* M, FortranInteger *N, float* A, FortranInteger* lda, FortranInteger* IPIV, FortranInteger* INFO){
sgetrf_(M, N, A, lda, IPIV, INFO);
}
inline void getrf_(FortranInteger* M, FortranInteger *N, double* A, FortranInteger* lda, FortranInteger* IPIV, FortranInteger* INFO){
dgetrf_(M, N, A, lda, IPIV, INFO);
}
inline void trsm_(const char* SIDE, const char* UPLO, const char* TRANSA, const char* DIAG, FortranInteger* M, FortranInteger* N, float* alpha, float* A, FortranInteger* lda, float* B, FortranInteger* ldb) {
strsm_(const_cast<char*>(SIDE), const_cast<char*>(UPLO), const_cast<char*>(TRANSA), const_cast<char*>(DIAG), M, N, alpha, A, lda, B, ldb);
}
inline void trsm_(const char* SIDE, const char* UPLO, const char* TRANSA, const char* DIAG, FortranInteger* M, FortranInteger* N, double* alpha, double* A, FortranInteger* lda, double* B, FortranInteger* ldb) {
dtrsm_(const_cast<char*>(SIDE), const_cast<char*>(UPLO), const_cast<char*>(TRANSA), const_cast<char*>(DIAG), M, N, alpha, A, lda, B, ldb);
}
inline void getri_(FortranInteger* N, double* A, FortranInteger* lda, FortranInteger* IPIV, double* WORK, FortranInteger* lwork, FortranInteger* INFO){
dgetri_(N, A, lda, IPIV, WORK, lwork, INFO);
}
inline void getri_(FortranInteger* N, float* A, FortranInteger* lda, FortranInteger* IPIV, float* WORK, FortranInteger* lwork, FortranInteger* INFO){
sgetri_(N, A, lda, IPIV, WORK, lwork, INFO);
}
inline void potrf_(const char * UPLO, const FortranInteger* N, double* A, const FortranInteger* LDA, FortranInteger* INFO){
dpotrf_(UPLO, N, A, LDA, INFO);
}
inline void potrf_(const char * UPLO, const FortranInteger* N, float* A, const FortranInteger* LDA, FortranInteger* INFO){
spotrf_(UPLO, N, A, LDA, INFO);
}
// SVD
inline void gesvd_(const char* JOBU, const char* JOBVT, FortranInteger* M, FortranInteger *N, double* A, FortranInteger* lda,
double* S, double *U, FortranInteger* ldu, double* VT, FortranInteger* ldvt,
double* WORK, FortranInteger* lwork, FortranInteger* INFO){
dgesvd_(JOBU, JOBVT, M, N, A, lda, S, U, ldu, VT, ldvt, WORK, lwork, INFO);
}
inline void gesvd_(const char* JOBU, const char* JOBVT, FortranInteger* M, FortranInteger *N, float* A, FortranInteger* lda,
float* S, float *U, FortranInteger* ldu, float* VT, FortranInteger* ldvt,
float* WORK, FortranInteger* lwork, FortranInteger* INFO){
sgesvd_(JOBU, JOBVT, M, N, A, lda, S, U, ldu, VT, ldvt, WORK, lwork, INFO);
}
// Cholesky solve AX=B given decomposition
inline void potrs_(const char* UPLO, const FortranInteger* N, const FortranInteger* NRHS, const double* A, const FortranInteger* LDA, double* B, const FortranInteger* LDB, FortranInteger* INFO){
dpotrs_(UPLO, N, NRHS, A, LDA, B, LDB, INFO);
}
inline void potrs_(const char* UPLO, const FortranInteger* N, const FortranInteger* NRHS, const float* A, const FortranInteger* LDA, float* B, const FortranInteger* LDB, FortranInteger* INFO){
spotrs_(UPLO, N, NRHS, A, LDA, B, LDB, INFO);
}
// Cholesky inverse given decomposition
inline void potri_(const char* UPLO, const FortranInteger* N, double* A, const FortranInteger* LDA, FortranInteger* INFO){
dpotri_(UPLO, N, A, LDA, INFO);
}
inline void potri_(const char* UPLO, const FortranInteger* N, float* A, const FortranInteger* LDA, FortranInteger* INFO){
spotri_(UPLO, N, A, LDA, INFO);
}
inline void syev_(const char* JOBZ, const char* UPLO, FortranInteger* N, double* A, FortranInteger* lda, double* W, double* WORK, FortranInteger* LWORK, FortranInteger* INFO){
dsyev_(JOBZ, UPLO, N, A, lda, W, WORK, LWORK, INFO);
}
inline void syev_(const char* JOBZ, const char* UPLO, FortranInteger* N, float* A, FortranInteger* lda, float* W, float* WORK, FortranInteger* LWORK, FortranInteger* INFO){
ssyev_(JOBZ, UPLO, N, A, lda, W, WORK, LWORK, INFO);
}
//QR decomposition
inline void geqp3_(FortranInteger* M, FortranInteger* N, float* A, FortranInteger* LDA, FortranInteger* JPVT, float* TAU, float* WORK, FortranInteger* LWORK, FortranInteger* INFO )
{
sgeqp3_(M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO);
}
inline void geqp3_(FortranInteger* M, FortranInteger* N, double* A, FortranInteger* LDA, FortranInteger* JPVT, double* TAU, double* WORK, FortranInteger* LWORK, FortranInteger* INFO )
{
dgeqp3_(M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO);
}
inline void orgqr_(FortranInteger* M,FortranInteger* N,FortranInteger* K, float* A, FortranInteger* LDA, float* TAU, float* WORK, FortranInteger* LWORK, FortranInteger* INFO )
{
sorgqr_(M, N, K, A, LDA, TAU, WORK, LWORK, INFO);
}
inline void orgqr_(FortranInteger* M,FortranInteger* N,FortranInteger* K, double* A, FortranInteger* LDA, double* TAU, double* WORK, FortranInteger* LWORK, FortranInteger* INFO )
{
dorgqr_(M, N, K, A, LDA, TAU, WORK, LWORK, INFO);
}
//Non symmetric (general) eigen decomposition
inline void geev_(const char* JOBVL, const char* JOBVR, FortranInteger* N, double* A, FortranInteger* lda, double* WR, double* WI, double* VL, FortranInteger* LDVL, double* VR, FortranInteger* LDVR , double* WORK, FortranInteger* LWORK, FortranInteger* INFO){
dgeev_(JOBVL, JOBVR, N, A, lda, WR, WI, VL, LDVL, VR, LDVR , WORK, LWORK, INFO);
}
inline void geev_(const char* JOBVL, const char* JOBVR, FortranInteger* N, float* A, FortranInteger* lda, float* WR, float* WI, float* VL, FortranInteger* LDVL, float* VR, FortranInteger* LDVR , float* WORK, FortranInteger* LWORK, FortranInteger* INFO){
sgeev_(JOBVL, JOBVR, N, A, lda, WR, WI, VL, LDVL, VR, LDVR , WORK, LWORK, INFO);
}
}
#endif