forked from JuliaLang/julia
-
Notifications
You must be signed in to change notification settings - Fork 0
/
linalg_blas.jl
254 lines (220 loc) · 8.82 KB
/
linalg_blas.jl
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
_jl_libblas = dlopen("liblapack")
# SUBROUTINE DCOPY(N,DX,INCX,DY,INCY)
for (fname, elty) in ((:dcopy_,:Float64), (:scopy_,:Float32),
(:zcopy_,:Complex128), (:ccopy_,:Complex64))
@eval begin
function _jl_blas_copy(n::Integer, DX::Union(Ptr{$elty},Array{$elty}), incx::Integer, DY::Union(Ptr{$elty},Array{$elty}), incy::Integer)
ccall(dlsym(_jl_libblas, $string(fname)),
Void,
(Ptr{Int32}, Ptr{$elty}, Ptr{Int32}, Ptr{$elty}, Ptr{Int32}),
&n, DX, &incx, DY, &incy)
return DY
end
end
end
function copy_to{T<:Union(Float64,Float32,Complex128,Complex64)}(dest::Ptr{T}, src::Ptr{T}, n::Integer)
if n < 200
_jl_blas_copy(n, src, 1, dest, 1)
else
ccall(:memcpy, Ptr{Void}, (Ptr{Void}, Ptr{Void}, Uint), dest, src, n*sizeof(T))
end
return dest
end
function copy_to{T<:Union(Float64,Float32,Complex128,Complex64)}(dest::Array{T}, src::Array{T})
n = numel(src)
if n < 200
_jl_blas_copy(n, src, 1, dest, 1)
else
ccall(:memcpy, Ptr{Void}, (Ptr{Void}, Ptr{Void}, Uint), dest, src, n*sizeof(T))
end
return dest
end
# DOUBLE PRECISION FUNCTION DDOT(N,DX,INCX,DY,INCY)
for (fname, elty) in ((:ddot_,:Float64), (:sdot_,:Float32))
@eval begin
function _jl_blas_dot(n::Integer, DX::Array{$elty}, incx::Integer,
DY::Array{$elty}, incy::Integer)
ccall(dlsym(_jl_libblas, $string(fname)),
$elty,
(Ptr{Int32}, Ptr{$elty}, Ptr{Int32}, Ptr{$elty}, Ptr{Int32}),
&n, DX, &incx, DY, &incy)
end
end
end
function dot{T<:Union(Vector{Float64}, Vector{Float32})}(x::T, y::T)
length(x) != length(y) ? error("Inputs should be of same length") : true
_jl_blas_dot(length(x), x, 1, y, 1)
end
# ccall is unable to return complex values (Issue #85)
#@blas_dot :zdotc_ Complex128
#@blas_dot :cdotc_ Complex64
# DOUBLE PRECISION FUNCTION DNRM2(N,X,INCX)
for (fname, elty, ret_type) in ((:dnrm2_,:Float64,:Float64),
(:snrm2_,:Float32,:Float32),
(:dznrm2_,:Complex128,:Float64),
(:scnrm2_,:Complex64,:Float32))
@eval begin
function _jl_blas_nrm2(n::Integer, X::Array{$elty}, incx::Integer)
ccall(dlsym(_jl_libblas, $string(fname)),
$ret_type,
(Ptr{Int32}, Ptr{$elty}, Ptr{Int32}),
&n, X, &incx)
end
end
end
norm{T<:Union(Float64,Float32,Complex128,Complex64)}(x::Vector{T}) =
_jl_blas_nrm2(length(x), x, 1)
# SUBROUTINE DAXPY(N,DA,DX,INCX,DY,INCY)
#* .. Scalar Arguments ..
# DOUBLE PRECISION DA
# INTEGER INCX,INCY,N
#* .. Array Arguments ..
# DOUBLE PRECISION DX(*),DY(*)
for (fname, elty) in ((:daxpy_,:Float64), (:saxpy_,:Float32),
(:zaxpy_,:Complex128), (:caxpy_,:Complex64))
@eval begin
function _jl_blas_axpy(n::Integer, x::($elty),
DA::Array{$elty}, incx::Integer, DY::Array{$elty}, incy::Integer)
ccall(dlsym(_jl_libblas, $string(fname)),
Void,
(Ptr{Int32}, Ptr{$elty}, Ptr{$elty}, Ptr{Int32}, Ptr{$elty}, Ptr{Int32}),
&n, x, DA, &incx, DY, &incy)
end
end
end
# SUBROUTINE DGEMM(TRANSA,TRANSB,M,N,K,ALPHA,A,LDA,B,LDB,BETA,C,LDC)
# * .. Scalar Arguments ..
# DOUBLE PRECISION ALPHA,BETA
# INTEGER K,LDA,LDB,LDC,M,N
# CHARACTER TRANSA,TRANSB
# * .. Array Arguments ..
# DOUBLE PRECISION A(LDA,*),B(LDB,*),C(LDC,*)
for (fname, elty) in ((:dgemm_,:Float64), (:sgemm_,:Float32),
(:zgemm_,:Complex128), (:cgemm_,:Complex64))
@eval begin
function _jl_blas_gemm(transA, transB, m::Integer, n::Integer, k::Integer,
alpha::($elty), A::StridedMatrix{$elty}, lda::Integer,
B::StridedMatrix{$elty}, ldb::Integer,
beta::($elty), C::StridedMatrix{$elty}, ldc::Integer)
ccall(dlsym(_jl_libblas, $string(fname)),
Void,
(Ptr{Uint8}, Ptr{Uint8}, Ptr{Int32}, Ptr{Int32}, Ptr{Int32},
Ptr{$elty}, Ptr{$elty}, Ptr{Int32},
Ptr{$elty}, Ptr{Int32},
Ptr{$elty}, Ptr{$elty}, Ptr{Int32}),
&transA, &transB, &m, &n, &k,
&alpha, A, &lda,
B, &ldb,
&beta, C, &ldc)
end
end
end
function (*){T<:Union(Float64,Float32,Complex128,Complex64)}(A::StridedMatrix{T},
B::StridedMatrix{T})
_jl_gemm('N', 'N', A, B)
end
function aTb{T<:Union(Float64,Float32,Complex128,Complex64)}(A::StridedMatrix{T},
B::StridedMatrix{T})
_jl_gemm('T', 'N', A, B)
end
function abT{T<:Union(Float64,Float32,Complex128,Complex64)}(A::StridedMatrix{T},
B::StridedMatrix{T})
_jl_gemm('N', 'T', A, B)
end
function aTbT{T<:Union(Float64,Float32,Complex128,Complex64)}(A::StridedMatrix{T},
B::StridedMatrix{T})
_jl_gemm('T', 'T', A, B)
end
function aCb{T<:Union(Float64,Float32,Complex128,Complex64)}(A::StridedMatrix{T},
B::StridedMatrix{T})
_jl_gemm('C', 'N', A, B)
end
function abC{T<:Union(Float64,Float32,Complex128,Complex64)}(A::StridedMatrix{T},
B::StridedMatrix{T})
_jl_gemm('N', 'C', A, B)
end
function aCbC{T<:Union(Float64,Float32,Complex128,Complex64)}(A::StridedMatrix{T},
B::StridedMatrix{T})
_jl_gemm('C', 'C', A, B)
end
function _jl_gemm{T<:Union(Float64,Float32,Complex128,Complex64)}(tA, tB,
A::StridedMatrix{T},
B::StridedMatrix{T})
if tA != 'N'
(nA, mA) = size(A)
else
(mA, nA) = size(A)
end
if tB != 'N'
(nB, mB) = size(B)
else
(mB, nB) = size(B)
end
if nA != mB; error("*: argument shapes do not match"); end
if mA == 2 && nA == 2 && nB == 2; return matmul2x2(tA,tB,A,B); end
if mA == 3 && nA == 3 && nB == 3; return matmul3x3(tA,tB,A,B); end
if stride(A, 1) != 1 || stride(B, 1) != 1
if tA == 'T'
A = A.'
elseif tA == 'C'
A = A'
end
if tB == 'T'
B = B.'
elseif tB == 'C'
B = B'
end
return invoke(*, (AbstractMatrix, AbstractMatrix), A, B)
end
# Result array does not need to be initialized as long as beta==0
C = Array(T, mA, nB)
_jl_blas_gemm(tA, tB, mA, nB, nA,
one(T), A, stride(A, 2),
B, stride(B, 2),
zero(T), C, mA)
return C
end
#SUBROUTINE DGEMV(TRANS,M,N,ALPHA,A,LDA,X,INCX,BETA,Y,INCY)
#* .. Scalar Arguments ..
# DOUBLE PRECISION ALPHA,BETA
# INTEGER INCX,INCY,LDA,M,N
# CHARACTER TRANS
#* .. Array Arguments ..
# DOUBLE PRECISION A(LDA,*),X(*),Y(*)
for (fname, elty) in ((:dgemv_,:Float64), (:sgemv_,:Float32),
(:zgemv_,:Complex128), (:cgemv_,:Complex64))
@eval begin
function _jl_blas_gemv(trans, m::Integer, n::Integer,
alpha::($elty), A::StridedMatrix{$elty}, lda::Integer,
X::StridedVector{$elty}, incx::Integer,
beta::($elty), Y::StridedVector{$elty}, incy::Integer)
ccall(dlsym(_jl_libblas, $string(fname)),
Void,
(Ptr{Uint8}, Ptr{Int32}, Ptr{Int32},
Ptr{$elty}, Ptr{$elty}, Ptr{Int32},
Ptr{$elty}, Ptr{Int32},
Ptr{$elty}, Ptr{$elty}, Ptr{Int32}),
trans, &m, &n,
&alpha, A, &lda,
X, &incx,
&beta, Y, &incy)
end
end
end
# TODO: support transposed arguments
function (*){T<:Union(Float64,Float32,Complex128,Complex64)}(A::StridedMatrix{T},
X::StridedVector{T})
(mA, nA) = size(A)
mX = size(X, 1)
if nA != mX; error("*: argument shapes do not match"); end
if stride(A, 1) != 1
return invoke(*, (AbstractMatrix, AbstractVector), A, X)
end
# Result array does not need to be initialized as long as beta==0
Y = Array(T, mA)
_jl_blas_gemv("N", mA, nA,
one(T), A, stride(A, 2),
X, stride(X, 1),
zero(T), Y, 1)
return Y
end