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//===========================================================================
//
// Copyright (C) 2003-2008 Yves Renard
//
// This file is a part of GETFEM++
//
// Getfem++ is free software; you can redistribute it and/or modify it
// under the terms of the GNU Lesser General Public License as published
// by the Free Software Foundation; either version 2.1 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 Lesser General Public
// License for more details.
// You should have received a copy of the GNU Lesser General Public License
// along with this program; if not, write to the Free Software Foundation,
// Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA.
//
// As a special exception, you may use this file as it is a part of a free
// software library without restriction. Specifically, if other files
// instantiate templates or use macros or inline functions from this file,
// or you compile this file and link it with other files to produce an
// executable, this file does not by itself cause the resulting executable
// to be covered by the GNU Lesser General Public License. This exception
// does not however invalidate any other reasons why the executable file
// might be covered by the GNU Lesser General Public License.
//
//===========================================================================
/**@file gmm_lapack_interface.h
@author Yves Renard <Yves.Renard@insa-lyon.fr>
@date October 7, 2003.
@brief gmm interface for LAPACK
*/
#if defined(GMM_USES_LAPACK)
#ifndef GMM_LAPACK_INTERFACE_H
#define GMM_LAPACK_INTERFACE_H
#include "gmm_blas_interface.h"
#include "gmm_dense_lu.h"
#include "gmm_dense_qr.h"
namespace gmm {
/* ********************************************************************* */
/* Operations interfaced for T = float, double, std::complex<float> */
/* or std::complex<double> : */
/* */
/* lu_factor(dense_matrix<T>, std::vector<int>) */
/* lu_solve(dense_matrix<T>, std::vector<T>, std::vector<T>) */
/* lu_solve(dense_matrix<T>, std::vector<int>, std::vector<T>, */
/* std::vector<T>) */
/* lu_solve_transposed(dense_matrix<T>, std::vector<int>, std::vector<T>,*/
/* std::vector<T>) */
/* lu_inverse(dense_matrix<T>) */
/* lu_inverse(dense_matrix<T>, std::vector<int>, dense_matrix<T>) */
/* */
/* qr_factor(dense_matrix<T>, dense_matrix<T>, dense_matrix<T>) */
/* */
/* implicit_qr_algorithm(dense_matrix<T>, std::vector<T>) */
/* implicit_qr_algorithm(dense_matrix<T>, std::vector<T>, */
/* dense_matrix<T>) */
/* implicit_qr_algorithm(dense_matrix<T>, std::vector<std::complex<T> >) */
/* implicit_qr_algorithm(dense_matrix<T>, std::vector<std::complex<T> >, */
/* dense_matrix<T>) */
/* */
/* ********************************************************************* */
/* ********************************************************************* */
/* LAPACK functions used. */
/* ********************************************************************* */
extern "C" {
void sgetrf_(...); void dgetrf_(...); void cgetrf_(...); void zgetrf_(...);
void sgetrs_(...); void dgetrs_(...); void cgetrs_(...); void zgetrs_(...);
void sgetri_(...); void dgetri_(...); void cgetri_(...); void zgetri_(...);
void sgeqrf_(...); void dgeqrf_(...); void cgeqrf_(...); void zgeqrf_(...);
void sorgqr_(...); void dorgqr_(...); void cungqr_(...); void zungqr_(...);
void sormqr_(...); void dormqr_(...); void cunmqr_(...); void zunmqr_(...);
void sgees_ (...); void dgees_ (...); void cgees_ (...); void zgees_ (...);
void sgeev_ (...); void dgeev_ (...); void cgeev_ (...); void zgeev_ (...);
void sgesvd_(...); void dgesvd_(...); void cgesvd_(...); void zgesvd_(...);
}
/* ********************************************************************* */
/* LU decomposition. */
/* ********************************************************************* */
# define getrf_interface(lapack_name, base_type) inline \
size_type lu_factor(dense_matrix<base_type > &A, std::vector<int> &ipvt){\
GMMLAPACK_TRACE("getrf_interface"); \
int m = int(mat_nrows(A)), n = int(mat_ncols(A)), lda(m), info(0); \
if (m && n) lapack_name(&m, &n, &A(0,0), &lda, &ipvt[0], &info); \
return size_type(info); \
}
getrf_interface(sgetrf_, BLAS_S)
getrf_interface(dgetrf_, BLAS_D)
getrf_interface(cgetrf_, BLAS_C)
getrf_interface(zgetrf_, BLAS_Z)
/* ********************************************************************* */
/* LU solve. */
/* ********************************************************************* */
# define getrs_interface(f_name, trans1, lapack_name, base_type) inline \
void f_name(const dense_matrix<base_type > &A, \
const std::vector<int> &ipvt, std::vector<base_type > &x, \
const std::vector<base_type > &b) { \
GMMLAPACK_TRACE("getrs_interface"); \
int n = int(mat_nrows(A)), info, nrhs(1); \
gmm::copy(b, x); trans1; \
if (n) \
lapack_name(&t, &n, &nrhs, &(A(0,0)),&n,&ipvt[0], &x[0], &n, &info); \
}
# define getrs_trans_n const char t = 'N'
# define getrs_trans_t const char t = 'T'
getrs_interface(lu_solve, getrs_trans_n, sgetrs_, BLAS_S)
getrs_interface(lu_solve, getrs_trans_n, dgetrs_, BLAS_D)
getrs_interface(lu_solve, getrs_trans_n, cgetrs_, BLAS_C)
getrs_interface(lu_solve, getrs_trans_n, zgetrs_, BLAS_Z)
getrs_interface(lu_solve_transposed, getrs_trans_t, sgetrs_, BLAS_S)
getrs_interface(lu_solve_transposed, getrs_trans_t, dgetrs_, BLAS_D)
getrs_interface(lu_solve_transposed, getrs_trans_t, cgetrs_, BLAS_C)
getrs_interface(lu_solve_transposed, getrs_trans_t, zgetrs_, BLAS_Z)
/* ********************************************************************* */
/* LU inverse. */
/* ********************************************************************* */
# define getri_interface(lapack_name, base_type) inline \
void lu_inverse(const dense_matrix<base_type > &LU, \
std::vector<int> &ipvt, const dense_matrix<base_type > &A_) { \
GMMLAPACK_TRACE("getri_interface"); \
dense_matrix<base_type >& \
A = const_cast<dense_matrix<base_type > &>(A_); \
int n = int(mat_nrows(A)), info, lwork(-1); base_type work1; \
if (n) { \
gmm::copy(LU, A); \
lapack_name(&n, &A(0,0), &n, &ipvt[0], &work1, &lwork, &info); \
lwork = int(gmm::real(work1)); \
std::vector<base_type > work(lwork); \
lapack_name(&n, &A(0,0), &n, &ipvt[0], &work[0], &lwork, &info); \
} \
}
getri_interface(sgetri_, BLAS_S)
getri_interface(dgetri_, BLAS_D)
getri_interface(cgetri_, BLAS_C)
getri_interface(zgetri_, BLAS_Z)
/* ********************************************************************* */
/* QR factorization. */
/* ********************************************************************* */
# define geqrf_interface(lapack_name1, base_type) inline \
void qr_factor(dense_matrix<base_type > &A){ \
GMMLAPACK_TRACE("geqrf_interface"); \
int m = int(mat_nrows(A)), n = int(mat_ncols(A)), info, lwork(-1); \
base_type work1; \
if (m && n) { \
std::vector<base_type > tau(n); \
lapack_name1(&m, &n, &A(0,0), &m, &tau[0], &work1 , &lwork, &info); \
lwork = int(gmm::real(work1)); \
std::vector<base_type > work(lwork); \
lapack_name1(&m, &n, &A(0,0), &m, &tau[0], &work[0], &lwork, &info); \
GMM_ASSERT1(!info, "QR factorization failed"); \
} \
}
geqrf_interface(sgeqrf_, BLAS_S)
geqrf_interface(dgeqrf_, BLAS_D)
// For complex values, housholder vectors are not the same as in
// gmm::lu_factor. Impossible to interface for the moment.
// geqrf_interface(cgeqrf_, BLAS_C)
// geqrf_interface(zgeqrf_, BLAS_Z)
# define geqrf_interface2(lapack_name1, lapack_name2, base_type) inline \
void qr_factor(const dense_matrix<base_type > &A, \
dense_matrix<base_type > &Q, dense_matrix<base_type > &R) { \
GMMLAPACK_TRACE("geqrf_interface2"); \
int m = int(mat_nrows(A)), n = int(mat_ncols(A)), info, lwork(-1); \
base_type work1; \
if (m && n) { \
gmm::copy(A, Q); \
std::vector<base_type > tau(n); \
lapack_name1(&m, &n, &Q(0,0), &m, &tau[0], &work1 , &lwork, &info); \
lwork = int(gmm::real(work1)); \
std::vector<base_type > work(lwork); \
lapack_name1(&m, &n, &Q(0,0), &m, &tau[0], &work[0], &lwork, &info); \
GMM_ASSERT1(!info, "QR factorization failed"); \
base_type *p = &R(0,0), *q = &Q(0,0); \
for (int j = 0; j < n; ++j, q += m-n) \
for (int i = 0; i < n; ++i, ++p, ++q) \
*p = (j < i) ? base_type(0) : *q; \
lapack_name2(&m, &n, &n, &Q(0,0), &m,&tau[0],&work[0],&lwork,&info); \
} \
else gmm::clear(Q); \
}
geqrf_interface2(sgeqrf_, sorgqr_, BLAS_S)
geqrf_interface2(dgeqrf_, dorgqr_, BLAS_D)
geqrf_interface2(cgeqrf_, cungqr_, BLAS_C)
geqrf_interface2(zgeqrf_, zungqr_, BLAS_Z)
/* ********************************************************************* */
/* QR algorithm for eigenvalues search. */
/* ********************************************************************* */
# define gees_interface(lapack_name, base_type) \
template <typename VECT> inline void implicit_qr_algorithm( \
const dense_matrix<base_type > &A, const VECT &eigval_, \
dense_matrix<base_type > &Q, \
double tol=gmm::default_tol(base_type()), bool compvect = true) { \
GMMLAPACK_TRACE("gees_interface"); \
typedef bool (*L_fp)(...); L_fp p = 0; \
int n = int(mat_nrows(A)), info, lwork(-1), sdim; base_type work1; \
if (!n) return; \
dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
char jobvs = (compvect ? 'V' : 'N'), sort = 'N'; \
std::vector<double> rwork(n), eigv1(n), eigv2(n); \
lapack_name(&jobvs, &sort, p, &n, &H(0,0), &n, &sdim, &eigv1[0], \
&eigv2[0], &Q(0,0), &n, &work1, &lwork, &rwork[0], &info); \
lwork = int(gmm::real(work1)); \
std::vector<base_type > work(lwork); \
lapack_name(&jobvs, &sort, p, &n, &H(0,0), &n, &sdim, &eigv1[0], \
&eigv2[0], &Q(0,0), &n, &work[0], &lwork, &rwork[0],&info);\
GMM_ASSERT1(!info, "QR algorithm failed"); \
extract_eig(H, const_cast<VECT &>(eigval_), tol); \
}
# define gees_interface2(lapack_name, base_type) \
template <typename VECT> inline void implicit_qr_algorithm( \
const dense_matrix<base_type > &A, const VECT &eigval_, \
dense_matrix<base_type > &Q, \
double tol=gmm::default_tol(base_type()), bool compvect = true) { \
GMMLAPACK_TRACE("gees_interface2"); \
typedef bool (*L_fp)(...); L_fp p = 0; \
int n = int(mat_nrows(A)), info, lwork(-1), sdim; base_type work1; \
if (!n) return; \
dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
char jobvs = (compvect ? 'V' : 'N'), sort = 'N'; \
std::vector<double> rwork(n), eigvv(n*2); \
lapack_name(&jobvs, &sort, p, &n, &H(0,0), &n, &sdim, &eigvv[0], \
&Q(0,0), &n, &work1, &lwork, &rwork[0], &rwork[0], &info); \
lwork = int(gmm::real(work1)); \
std::vector<base_type > work(lwork); \
lapack_name(&jobvs, &sort, p, &n, &H(0,0), &n, &sdim, &eigvv[0], \
&Q(0,0), &n, &work[0], &lwork, &rwork[0], &rwork[0],&info);\
GMM_ASSERT1(!info, "QR algorithm failed"); \
extract_eig(H, const_cast<VECT &>(eigval_), tol); \
}
gees_interface(sgees_, BLAS_S)
gees_interface(dgees_, BLAS_D)
gees_interface2(cgees_, BLAS_C)
gees_interface2(zgees_, BLAS_Z)
# define geev_int_right(lapack_name, base_type) \
template <typename VECT> inline void geev_interface_right( \
const dense_matrix<base_type > &A, const VECT &eigval_, \
dense_matrix<base_type > &Q) { \
GMMLAPACK_TRACE("geev_interface"); \
int n = int(mat_nrows(A)), info, lwork(-1); base_type work1; \
if (!n) return; \
dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
char jobvl = 'N', jobvr = 'V'; \
std::vector<base_type > eigvr(n), eigvi(n); \
lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigvr[0], &eigvi[0], \
&Q(0,0), &n, &Q(0,0), &n, &work1, &lwork, &info); \
lwork = int(gmm::real(work1)); \
std::vector<base_type > work(lwork); \
lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigvr[0], &eigvi[0], \
&Q(0,0), &n, &Q(0,0), &n, &work[0], &lwork, &info); \
GMM_ASSERT1(!info, "QR algorithm failed"); \
gmm::copy(eigvr, gmm::real_part(const_cast<VECT &>(eigval_))); \
gmm::copy(eigvi, gmm::imag_part(const_cast<VECT &>(eigval_))); \
}
# define geev_int_rightc(lapack_name, base_type) \
template <typename VECT> inline void geev_interface_right( \
const dense_matrix<base_type > &A, const VECT &eigval_, \
dense_matrix<base_type > &Q) { \
GMMLAPACK_TRACE("geev_interface"); \
int n = int(mat_nrows(A)), info, lwork(-1); base_type work1; \
if (!n) return; \
dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
char jobvl = 'N', jobvr = 'V'; \
std::vector<double> rwork(2*n); \
std::vector<base_type> eigv(n); \
lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigv[0], &Q(0,0), &n, \
&Q(0,0), &n, &work1, &lwork, &rwork[0], &info); \
lwork = int(gmm::real(work1)); \
std::vector<base_type > work(lwork); \
lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigv[0], &Q(0,0), &n, \
&Q(0,0), &n, &work[0], &lwork, &rwork[0], &info); \
GMM_ASSERT1(!info, "QR algorithm failed"); \
gmm::copy(eigv, const_cast<VECT &>(eigval_)); \
}
geev_int_right(sgeev_, BLAS_S)
geev_int_right(dgeev_, BLAS_D)
geev_int_rightc(cgeev_, BLAS_C)
geev_int_rightc(zgeev_, BLAS_Z)
# define geev_int_left(lapack_name, base_type) \
template <typename VECT> inline void geev_interface_left( \
const dense_matrix<base_type > &A, const VECT &eigval_, \
dense_matrix<base_type > &Q) { \
GMMLAPACK_TRACE("geev_interface"); \
int n = int(mat_nrows(A)), info, lwork(-1); base_type work1; \
if (!n) return; \
dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
char jobvl = 'V', jobvr = 'N'; \
std::vector<base_type > eigvr(n), eigvi(n); \
lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigvr[0], &eigvi[0], \
&Q(0,0), &n, &Q(0,0), &n, &work1, &lwork, &info); \
lwork = int(gmm::real(work1)); \
std::vector<base_type > work(lwork); \
lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigvr[0], &eigvi[0], \
&Q(0,0), &n, &Q(0,0), &n, &work[0], &lwork, &info); \
GMM_ASSERT1(!info, "QR algorithm failed"); \
gmm::copy(eigvr, gmm::real_part(const_cast<VECT &>(eigval_))); \
gmm::copy(eigvi, gmm::imag_part(const_cast<VECT &>(eigval_))); \
}
# define geev_int_leftc(lapack_name, base_type) \
template <typename VECT> inline void geev_interface_left( \
const dense_matrix<base_type > &A, const VECT &eigval_, \
dense_matrix<base_type > &Q) { \
GMMLAPACK_TRACE("geev_interface"); \
int n = int(mat_nrows(A)), info, lwork(-1); base_type work1; \
if (!n) return; \
dense_matrix<base_type > H(n,n); gmm::copy(A, H); \
char jobvl = 'V', jobvr = 'N'; \
std::vector<double> rwork(2*n); \
std::vector<base_type> eigv(n); \
lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigv[0], &Q(0,0), &n, \
&Q(0,0), &n, &work1, &lwork, &rwork[0], &info); \
lwork = int(gmm::real(work1)); \
std::vector<base_type > work(lwork); \
lapack_name(&jobvl, &jobvr, &n, &H(0,0), &n, &eigv[0], &Q(0,0), &n, \
&Q(0,0), &n, &work[0], &lwork, &rwork[0], &info); \
GMM_ASSERT1(!info, "QR algorithm failed"); \
gmm::copy(eigv, const_cast<VECT &>(eigval_)); \
}
geev_int_left(sgeev_, BLAS_S)
geev_int_left(dgeev_, BLAS_D)
geev_int_leftc(cgeev_, BLAS_C)
geev_int_leftc(zgeev_, BLAS_Z)
/* ********************************************************************* */
/* Interface to SVD. Does not correspond to a Gmm++ functionnality. */
/* Author : Sebastian Nowozin <sebastian.nowozin@tuebingen.mpg.de> */
/* ********************************************************************* */
# define gesvd_interface(lapack_name, base_type) inline \
void svd(dense_matrix<base_type> &X, \
dense_matrix<base_type> &U, \
dense_matrix<base_type> &Vtransposed, \
std::vector<base_type> &sigma) { \
GMMLAPACK_TRACE("gesvd_interface"); \
int m = int(mat_nrows(X)), n = int(mat_ncols(X)); \
int mn_min = m < n ? m : n; \
sigma.resize(mn_min); \
std::vector<base_type> work(15 * mn_min); \
int lwork = int(work.size()); \
resize(U, m, n); \
resize(Vtransposed, n, n); \
char job = 'A'; \
int info = -1; \
lapack_name(&job, &job, &m, &n, &X(0,0), &m, &sigma[0], &U(0,0), \
&m, &Vtransposed(0,0), &n, &work[0], &lwork, &info); \
}
# define cgesvd_interface(lapack_name, base_type, base_type2) inline \
void svd(dense_matrix<base_type> &X, \
dense_matrix<base_type> &U, \
dense_matrix<base_type> &Vtransposed, \
std::vector<base_type2> &sigma) { \
GMMLAPACK_TRACE("gesvd_interface"); \
int m = int(mat_nrows(X)), n = int(mat_ncols(X)); \
int mn_min = m < n ? m : n; \
sigma.resize(mn_min); \
std::vector<base_type> work(15 * mn_min); \
std::vector<base_type2> rwork(5 * mn_min); \
int lwork = int(work.size()); \
resize(U, m, n); \
resize(Vtransposed, n, n); \
char job = 'A'; \
int info = -1; \
lapack_name(&job, &job, &m, &n, &X(0,0), &m, &sigma[0], &U(0,0), \
&m, &Vtransposed(0,0), &n, &work[0], &lwork, \
&rwork[0], &info); \
}
gesvd_interface(sgesvd_, BLAS_S)
gesvd_interface(dgesvd_, BLAS_D)
cgesvd_interface(cgesvd_, BLAS_C, BLAS_S)
cgesvd_interface(zgesvd_, BLAS_Z, BLAS_D)
}
#endif // GMM_LAPACK_INTERFACE_H
#endif // GMM_USES_LAPACK
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