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Diffstat (limited to 'btl/libs/LAPACK/lapack_interface_impl.hh')
| -rw-r--r-- | btl/libs/LAPACK/lapack_interface_impl.hh | 141 |
1 files changed, 0 insertions, 141 deletions
diff --git a/btl/libs/LAPACK/lapack_interface_impl.hh b/btl/libs/LAPACK/lapack_interface_impl.hh deleted file mode 100644 index 523e53a..0000000 --- a/btl/libs/LAPACK/lapack_interface_impl.hh +++ /dev/null @@ -1,141 +0,0 @@ -//===================================================== -// Copyright (C) 2011 Andrea Arteaga <andyspiros@gmail.com> -//===================================================== -// -// This program is free software; you can redistribute it and/or -// modify it under the terms of the GNU General Public License -// as published by the Free Software Foundation; either version 2 -// of the License, or (at your option) any later version. -// -// This program is distributed in the hope that it will be useful, -// but WITHOUT ANY WARRANTY; without even the implied warranty of -// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the -// GNU General Public License for more details. -// You should have received a copy of the GNU General Public License -// along with this program; if not, write to the Free Software -// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. -// -#define LAPACKFUNC(NAME) CAT(CAT(SCALAR_PREFIX,NAME),_) - -#include "lapack_.hh" -#include "blas.h" - -template<> class lapack_interface<SCALAR> : public c_interface_base<SCALAR> -{ -public: - - static inline std::string name() - { - return MAKE_STRING(LAPACKNAME); - } - - static inline void general_solve(gene_matrix& A, gene_vector& b, gene_vector& x, int N) - { - int *ipiv = new int[N]; - int info; - LAPACKFUNC(copy)(&N, b, &intone, x, &intone); - LAPACKFUNC(gesv)(&N, &intone, A, &N, ipiv, x, &N, &info); - delete[] ipiv; - } - - static inline void least_squares(gene_matrix& A, gene_vector& b, gene_vector& x, int N) - { - int *ipiv = new int[N]; - int info; - LAPACKFUNC(copy)(&N, b, &intone, x, &intone); - SCALAR work1; - int MONE = -1; - LAPACKFUNC(gels)(¬rans, &N, &N, &intone, A, &N, x, &N, &work1, &MONE, &info); - int lwork = (int)work1; - SCALAR *work2 = new SCALAR[lwork]; - LAPACKFUNC(gels)(¬rans, &N, &N, &intone, A, &N, x, &N, work2, &lwork, &info); - delete[] work2; - delete[] ipiv; - } - - static inline void lu_decomp(const gene_matrix& X, gene_matrix& C, int N) - { - int N2 = N*N; - int *ipiv = new int[N]; - int info; - LAPACKFUNC(copy)(&N2, X, &intone, C, &intone); - LAPACKFUNC(getrf)(&N, &N, C, &N, ipiv, &info); - delete[] ipiv; - } - - static inline void cholesky(const gene_matrix& X, gene_matrix& C, int N) - { - int N2 = N*N; - int info; - LAPACKFUNC(copy)(&N2, X, &intone, C, &intone); - LAPACKFUNC(potrf)(&lower, &N, C, &N, &info); - } - - static inline void qr_decomp(const gene_matrix& X, gene_matrix& QR, gene_vector& tau, const int& N) - { - int N2 = N*N; - LAPACKFUNC(copy)(&N2, X, &intone, QR, &intone); - - SCALAR *work = new SCALAR; - int lwork = -1, info; - LAPACKFUNC(geqrf)(&N, &N, QR, &N, tau, work, &lwork, &info); - lwork = *work; - delete work; - work = new SCALAR[lwork]; - LAPACKFUNC(geqrf)(&N, &N, QR, &N, tau, work, &lwork, &info); - delete[] work; - } - - static inline void svd_decomp(const gene_matrix& X, gene_matrix& U, gene_vector& S, gene_matrix& VT, const int& N) - { - int N2 = N*N; - stl_vector Xcopy(N2); - LAPACKFUNC(copy)(&N2, X, &intone, &Xcopy[0], &intone); - - stl_vector work(1); - int lwork = -1, info; - LAPACKFUNC(gesvd)("A", "A", &N, &N, &Xcopy[0], &N, S, U, &N, VT, &N, &work[0], &lwork, &info); - lwork = work[0]; - work.resize(lwork); - LAPACKFUNC(gesvd)("A", "A", &N, &N, &Xcopy[0], &N, S, U, &N, VT, &N, &work[0], &lwork, &info); - } - - static inline void syev(const gene_matrix& X, gene_matrix& V, gene_vector& W, const int& N) - { - int N2 = N*N; - LAPACKFUNC(copy)(&N2, X, &intone, V, &intone); - - stl_vector work(1); - int lwork = -1, info; - LAPACKFUNC(syev)("V", "U", &N, V, &N, W, &work[0], &lwork, &info); - lwork = work[0]; - work.resize(lwork); - LAPACKFUNC(syev)("V", "U", &N, V, &N, W, &work[0], &lwork, &info); - } - - /* Size of D, W: N; size of E: N-1, size of V: NxN */ - static inline void stev(const gene_vector& D, const gene_vector& E, gene_vector& W, gene_matrix& V, const int& N) - { - int N0 = N; - LAPACKFUNC(copy)(&N0, D, &intone, W, &intone); - stl_vector E_(E, E+N-1), work(max(1, 2*N-2)); - - int info; - LAPACKFUNC(stev)("V", &N, W, &E_[0], V, &N, &work[0], &info); - } - - static inline void symm_ev(const gene_matrix& X, gene_vector& W, int N) - { - char jobz = 'N'; - SCALAR *work = new SCALAR; - int lwork = -1, info; - LAPACKFUNC(syev)(&jobz, &lower, &N, X, &N, W, work, &lwork, &info); - lwork = *work; - delete work; - work = new SCALAR[lwork]; - LAPACKFUNC(syev)(&jobz, &lower, &N, X, &N, W, work, &lwork, &info); - delete[] work; - } - - -}; |