Kuan Bartel
11 years ago
committed by
Christoph Ruegg
Christoph Ruegg
5 changed files with 1116 additions and 0 deletions
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#include "cblas.h" |
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#include "wrapper_common.h" |
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|
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#if GCC |
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extern "C" { |
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#endif |
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DLLEXPORT void s_axpy(const blasint n, const float alpha, const float x[], float y[]){ |
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cblas_saxpy(n, alpha, x, 1, y, 1); |
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} |
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DLLEXPORT void d_axpy(const blasint n, const double alpha, const double x[], double y[]){ |
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cblas_daxpy(n, alpha, x, 1, y, 1); |
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} |
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DLLEXPORT void c_axpy(const blasint n, const openblas_complex_float alpha, const openblas_complex_float x[], openblas_complex_float y[]){ |
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cblas_caxpy(n, &(alpha.real), &(x->real), 1, &(y->real), 1); |
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} |
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DLLEXPORT void z_axpy(const blasint n, const openblas_complex_double alpha, const openblas_complex_double x[], openblas_complex_double y[]){ |
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cblas_zaxpy(n, &(alpha.real), &(x->real), 1, &(y->real), 1); |
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} |
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DLLEXPORT void s_scale(const blasint n, const float alpha, float x[]){ |
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cblas_sscal(n, alpha, x, 1); |
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} |
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DLLEXPORT void d_scale(const blasint n, const double alpha, double x[]){ |
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cblas_dscal(n, alpha, x, 1); |
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} |
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DLLEXPORT void c_scale(const blasint n, const openblas_complex_float alpha, openblas_complex_float x[]){ |
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cblas_cscal(n, &(alpha.real), &(x->real), 1); |
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} |
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DLLEXPORT void z_scale(const blasint n, const openblas_complex_double alpha, openblas_complex_double x[]){ |
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cblas_zscal(n, &(alpha.real), &(x->real), 1); |
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} |
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DLLEXPORT float s_dot_product(const blasint n, const float x[], const float y[]){ |
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return cblas_sdot(n, x, 1, y, 1); |
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} |
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DLLEXPORT double d_dot_product(const blasint n, const double x[], const double y[]){ |
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return cblas_ddot(n, x, 1, y, 1); |
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} |
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DLLEXPORT openblas_complex_float c_dot_product(const blasint n, const openblas_complex_float x[], const openblas_complex_float y[]){ |
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openblas_complex_float ret; |
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cblas_cdotu_sub(n, &(x->real), 1, &(y->real), 1, &ret); |
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return ret; |
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} |
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DLLEXPORT openblas_complex_double z_dot_product(const blasint n, const openblas_complex_double x[], const openblas_complex_double y[]){ |
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openblas_complex_double ret; |
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cblas_zdotu_sub(n, &(x->real), 1, &(y->real), 1, &ret); |
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return ret; |
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} |
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DLLEXPORT void s_matrix_multiply(CBLAS_TRANSPOSE transA, CBLAS_TRANSPOSE transB, const blasint m, const blasint n, const blasint k, const float alpha, const float x[], const float y[], const float beta, float c[]){ |
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blasint lda = transA == CblasNoTrans ? m : k; |
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blasint ldb = transB == CblasNoTrans ? k : n; |
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cblas_sgemm(CblasColMajor, transA, transB, m, n, k, alpha, x, lda, y, ldb, beta, c, m); |
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} |
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DLLEXPORT void d_matrix_multiply(CBLAS_TRANSPOSE transA, CBLAS_TRANSPOSE transB, const blasint m, const blasint n, const blasint k, const double alpha, const double x[], const double y[], const double beta, double c[]){ |
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blasint lda = transA == CblasNoTrans ? m : k; |
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blasint ldb = transB == CblasNoTrans ? k : n; |
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cblas_dgemm(CblasColMajor, transA, transB, m, n, k, alpha, x, lda, y, ldb, beta, c, m); |
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} |
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DLLEXPORT void c_matrix_multiply(CBLAS_TRANSPOSE transA, CBLAS_TRANSPOSE transB, const blasint m, const blasint n, const blasint k, const openblas_complex_float alpha, const openblas_complex_float x[], const openblas_complex_float y[], const openblas_complex_float beta, openblas_complex_float c[]){ |
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blasint lda = transA == CblasNoTrans ? m : k; |
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blasint ldb = transB == CblasNoTrans ? k : n; |
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cblas_cgemm(CblasColMajor, transA, transB, m, n, k, &(alpha.real), &(x->real), lda, &(y->real), ldb, &(beta.real), &(c->real), m); |
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} |
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DLLEXPORT void z_matrix_multiply(CBLAS_TRANSPOSE transA, CBLAS_TRANSPOSE transB, const blasint m, const blasint n, const blasint k, const openblas_complex_double alpha, const openblas_complex_double x[], const openblas_complex_double y[], const openblas_complex_double beta, openblas_complex_double c[]){ |
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blasint lda = transA == CblasNoTrans ? m : k; |
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blasint ldb = transB == CblasNoTrans ? k : n; |
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cblas_zgemm(CblasColMajor, transA, transB, m, n, k, &(alpha.real), &(x->real), lda, &(y->real), ldb, &(beta.real), &(c->real), m); |
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} |
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#if GCC |
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} |
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#endif |
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@ -0,0 +1,752 @@ |
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#include "cblas.h" |
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#define LAPACK_COMPLEX_CUSTOM |
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template <typename T> |
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struct complex |
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{ |
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T real, imag; |
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complex(T _real = 0, T _imag = 0) |
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{ |
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real = _real; |
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imag = _imag; |
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} |
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complex(const complex<T>& right) |
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{ |
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real = right.real; |
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imag = right.imag; |
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} |
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complex& operator=(const complex& right) |
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{ |
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real = right.real; |
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imag = right.imag; |
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return *this; |
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} |
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complex& operator=(const T& right) |
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{ |
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real = right; |
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imag = 0; |
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return *this; |
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} |
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template<typename _Other> inline |
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complex& operator=(const complex<_Other>& right) |
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{ |
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real = (T)right.real; |
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imag = (T)right.imag; |
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return *this; |
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} |
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}; |
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#define lapack_complex_float complex<float> |
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#define lapack_complex_double complex<double> |
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#include "lapacke.h" |
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#include "lapack_common.h" |
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#include "wrapper_common.h" |
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#include <algorithm> |
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template<typename T, typename GETRF> |
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inline lapack_int lu_factor(lapack_int m, T a[], lapack_int ipiv[], GETRF getrf) |
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{ |
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lapack_int info = 0; |
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getrf(&m, &m, a, &m, ipiv, &info); |
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shift_ipiv_down(m, ipiv); |
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return info; |
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}; |
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template<typename T, typename GETRF, typename GETRI> |
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inline lapack_int lu_inverse(lapack_int n, T a[], T work[], lapack_int lwork, GETRF getrf, GETRI getri) |
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{ |
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lapack_int* ipiv = new lapack_int[n]; |
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lapack_int info = 0; |
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getrf(&n, &n, a, &n, ipiv, &info); |
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if (info != 0) |
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{ |
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delete[] ipiv; |
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return info; |
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} |
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getri(&n, a, &n, ipiv, work, &lwork, &info); |
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delete[] ipiv; |
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return info; |
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}; |
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template<typename T, typename GETRI> |
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inline lapack_int lu_inverse_factored(lapack_int n, T a[], lapack_int ipiv[], T work[], lapack_int lwork, GETRI getri) |
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{ |
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shift_ipiv_up(n, ipiv); |
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lapack_int info = 0; |
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getri(&n, a, &n, ipiv, work, &lwork, &info); |
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shift_ipiv_down(n, ipiv); |
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return info; |
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} |
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template<typename T, typename GETRS> |
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inline lapack_int lu_solve_factored(lapack_int n, lapack_int nrhs, T a[], lapack_int ipiv[], T b[], GETRS getrs) |
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{ |
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shift_ipiv_up(n, ipiv); |
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lapack_int info = 0; |
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char trans ='N'; |
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getrs(&trans, &n, &nrhs, a, &n, ipiv, b, &n, &info); |
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shift_ipiv_down(n, ipiv); |
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return info; |
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} |
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template<typename T, typename GETRF, typename GETRS> |
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inline lapack_int lu_solve(lapack_int n, lapack_int nrhs, T a[], T b[], GETRF getrf, GETRS getrs) |
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{ |
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T* clone = Clone(n, n, a); |
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lapack_int* ipiv = new lapack_int[n]; |
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lapack_int info = 0; |
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getrf(&n, &n, clone, &n, ipiv, &info); |
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if (info != 0) |
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{ |
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delete[] ipiv; |
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delete[] clone; |
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return info; |
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} |
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char trans ='N'; |
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getrs(&trans, &n, &nrhs, clone, &n, ipiv, b, &n, &info); |
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delete[] ipiv; |
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delete[] clone; |
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return info; |
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} |
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template<typename T, typename POTRF> |
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inline lapack_int cholesky_factor(lapack_int n, T* a, POTRF potrf) |
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{ |
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char uplo = 'L'; |
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lapack_int info = 0; |
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potrf(&uplo, &n, a, &n, &info); |
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T zero = T(); |
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for (lapack_int i = 0; i < n; ++i) |
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{ |
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lapack_int index = i * n; |
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for (lapack_int j = 0; j < n && i > j; ++j) |
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{ |
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a[index + j] = zero; |
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} |
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} |
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return info; |
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} |
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template<typename T, typename POTRF, typename POTRS> |
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inline lapack_int cholesky_solve(lapack_int n, lapack_int nrhs, T a[], T b[], POTRF potrf, POTRS potrs) |
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{ |
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T* clone = Clone(n, n, a); |
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char uplo = 'L'; |
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lapack_int info = 0; |
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potrf(&uplo, &n, clone, &n, &info); |
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if (info != 0) |
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{ |
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delete[] clone; |
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return info; |
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} |
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potrs(&uplo, &n, &nrhs, clone, &n, b, &n, &info); |
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delete[] clone; |
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return info; |
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} |
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template<typename T, typename POTRS> |
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inline lapack_int cholesky_solve_factored(lapack_int n, lapack_int nrhs, T a[], T b[], POTRS potrs) |
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{ |
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char uplo = 'L'; |
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lapack_int info = 0; |
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potrs(&uplo, &n, &nrhs, a, &n, b, &n, &info); |
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return info; |
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} |
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template<typename T, typename GEQRF, typename ORGQR> |
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inline lapack_int qr_factor(lapack_int m, lapack_int n, T r[], T tau[], T q[], T work[], lapack_int len, GEQRF geqrf, ORGQR orgqr) |
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{ |
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lapack_int info = 0; |
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geqrf(&m, &n, r, &m, tau, work, &len, &info); |
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for (lapack_int i = 0; i < m; ++i) |
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{ |
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for (lapack_int j = 0; j < m && j < n; ++j) |
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{ |
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if (i > j) |
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{ |
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q[j * m + i] = r[j * m + i]; |
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} |
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} |
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} |
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//compute the q elements explicitly
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if (m <= n) |
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{ |
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orgqr(&m, &m, &m, q, &m, tau, work, &len, &info); |
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} |
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else |
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{ |
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orgqr(&m, &m, &n, q, &m, tau, work, &len, &info); |
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} |
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return info; |
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} |
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template<typename T, typename GEQRF, typename ORGQR> |
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inline lapack_int qr_thin_factor(lapack_int m, lapack_int n, T q[], T tau[], T r[], T work[], lapack_int len, GEQRF geqrf, ORGQR orgqr) |
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{ |
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lapack_int info = 0; |
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geqrf(&m, &n, q, &m, tau, work, &len, &info); |
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for (lapack_int i = 0; i < n; ++i) |
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{ |
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for (lapack_int j = 0; j < n; ++j) |
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{ |
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if (i <= j) |
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{ |
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r[j * n + i] = q[j * m + i]; |
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} |
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} |
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} |
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orgqr(&m, &n, &n, q, &m, tau, work, &len, &info); |
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return info; |
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} |
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template<typename T, typename GELS> |
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inline lapack_int qr_solve(lapack_int m, lapack_int n, lapack_int bn, T a[], T b[], T x[], T work[], lapack_int len, GELS gels) |
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{ |
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T* clone_a = Clone(m, n, a); |
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T* clone_b = Clone(m, bn, b); |
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char N = 'N'; |
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lapack_int info = 0; |
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gels(&N, &m, &n, &bn, clone_a, &m, clone_b, &m, work, &len, &info); |
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copyBtoX(m, n, bn, clone_b, x); |
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delete[] clone_a; |
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delete[] clone_b; |
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return info; |
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} |
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template<typename T, typename ORMQR, typename TRSM> |
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inline lapack_int qr_solve_factored(lapack_int m, lapack_int n, lapack_int bn, T r[], T b[], T tau[], T x[], T work[], lapack_int len, ORMQR ormqr, TRSM trsm) |
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{ |
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T* clone_b = Clone(m, bn, b); |
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char side ='L'; |
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char tran = 'T'; |
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lapack_int info = 0; |
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ormqr(&side, &tran, &m, &bn, &n, r, &m, tau, clone_b, &m, work, &len, &info); |
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trsm(CblasColMajor, CblasLeft, CblasUpper, CblasNoTrans, CblasNonUnit, n, bn, 1.0, r, m, clone_b, m); |
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copyBtoX(m, n, bn, clone_b, x); |
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delete[] clone_b; |
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return info; |
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} |
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template<typename T, typename UNMQR, typename TRSM> |
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inline lapack_int complex_qr_solve_factored(lapack_int m, lapack_int n, lapack_int bn, T r[], T b[], T tau[], T x[], T work[], lapack_int len, UNMQR unmqr, TRSM trsm) |
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{ |
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T* clone_b = Clone(m, bn, b); |
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char side ='L'; |
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char tran = 'C'; |
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lapack_int info = 0; |
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unmqr(&side, &tran, &m, &bn, &n, r, &m, tau, clone_b, &m, work, &len, &info); |
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T one = { 1.0f, 0.0f }; |
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trsm(CblasColMajor, CblasLeft, CblasUpper, CblasNoTrans, CblasNonUnit, n, bn, &(one.real), &(r->real), m, &(clone_b->real), m); |
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copyBtoX(m, n, bn, clone_b, x); |
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delete[] clone_b; |
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return info; |
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} |
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template<typename T, typename GESVD> |
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inline lapack_int svd_factor(bool compute_vectors, lapack_int m, lapack_int n, T a[], T s[], T u[], T v[], T work[], lapack_int len, GESVD gesvd) |
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{ |
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lapack_int info = 0; |
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char job = compute_vectors ? 'A' : 'N'; |
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gesvd(&job, &job, &m, &n, a, &m, s, u, &m, v, &n, work, &len, &info); |
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return info; |
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} |
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template<typename T, typename R, typename GESVD> |
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inline lapack_int complex_svd_factor(bool compute_vectors, lapack_int m, lapack_int n, T a[], T s[], T u[], T v[], T work[], lapack_int len, GESVD gesvd) |
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{ |
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lapack_int info = 0; |
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lapack_int dim_s = std::min(m,n); |
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R* rwork = new R[5 * dim_s]; |
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R* s_local = new R[dim_s]; |
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char job = compute_vectors ? 'A' : 'N'; |
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gesvd(&job, &job, &m, &n, a, &m, s_local, u, &m, v, &n, work, &len, rwork, &info); |
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for (lapack_int index = 0; index < dim_s; ++index) |
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{ |
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s[index] = s_local[index]; |
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} |
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delete[] rwork; |
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delete[] s_local; |
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return info; |
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} |
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template<typename T, typename R, typename GEES, typename TREVC> |
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inline lapack_int eigen_factor(lapack_int n, T a[], T vectors[], R values[], T d[], GEES gees, TREVC trevc) |
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{ |
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T* clone_a = Clone(n, n, a); |
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T* wr = new T[n]; |
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T* wi = new T[n]; |
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lapack_int sdim; |
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lapack_int info = gees(LAPACK_COL_MAJOR, 'V', 'N', nullptr, n, clone_a, n, &sdim, wr, wi, vectors, n); |
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if (info != 0) |
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{ |
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delete[] clone_a; |
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delete[] wr; |
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delete[] wi; |
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return info; |
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} |
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lapack_int m; |
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info = trevc(LAPACK_COL_MAJOR, 'R', 'B', nullptr, n, clone_a, n, nullptr, n, vectors, n, n, &m); |
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if (info != 0) |
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{ |
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delete[] clone_a; |
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delete[] wr; |
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delete[] wi; |
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return info; |
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} |
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for (lapack_int index = 0; index < n; ++index) |
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{ |
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values[index] = R(wr[index], wi[index]); |
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} |
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for (lapack_int i = 0; i < n; ++i) |
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{ |
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lapack_int in = i * n; |
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d[in + i] = wr[i]; |
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if (wi[i] > 0) |
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{ |
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d[in + n + i] = wi[i]; |
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} |
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else if (wi[i] < 0) |
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{ |
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d[in - n + i] = wi[i]; |
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} |
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} |
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delete[] clone_a; |
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delete[] wr; |
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delete[] wi; |
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return info; |
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} |
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template<typename T, typename GEES, typename TREVC> |
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inline lapack_int eigen_complex_factor(lapack_int n, T a[], T vectors[], lapack_complex_double values[], T d[], GEES gees, TREVC trevc) |
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{ |
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T* clone_a = Clone(n, n, a); |
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T* w = new T[n]; |
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lapack_int sdim; |
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lapack_int info = gees(LAPACK_COL_MAJOR, 'V', 'N', nullptr, n, clone_a, n, &sdim, w, vectors, n); |
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if (info != 0) |
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{ |
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delete[] clone_a; |
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delete[] w; |
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return info; |
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} |
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lapack_int m; |
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info = trevc(LAPACK_COL_MAJOR, 'R', 'B', nullptr, n, clone_a, n, nullptr, n, vectors, n, n, &m); |
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if (info != 0) |
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{ |
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delete[] clone_a; |
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delete[] w; |
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return info; |
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} |
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|
|||
for (lapack_int i = 0; i < n; ++i) |
|||
{ |
|||
values[i] = w[i]; |
|||
d[i * n + i] = w[i]; |
|||
} |
|||
|
|||
delete[] clone_a; |
|||
delete[] w; |
|||
return info; |
|||
} |
|||
|
|||
template<typename R, typename T, typename SYEV> |
|||
inline lapack_int sym_eigen_factor(lapack_int n, T a[], T vectors[], lapack_complex_double values[], T d[], SYEV syev) |
|||
{ |
|||
T* clone_a = Clone(n, n, a); |
|||
R* w = new R[n]; |
|||
|
|||
lapack_int info = syev(LAPACK_COL_MAJOR, 'V', 'U', n, clone_a, n, w); |
|||
if (info != 0) |
|||
{ |
|||
delete[] clone_a; |
|||
delete[] w; |
|||
return info; |
|||
} |
|||
|
|||
memcpy(vectors, clone_a, n*n*sizeof(T)); |
|||
|
|||
for (lapack_int index = 0; index < n; ++index) |
|||
{ |
|||
values[index] = lapack_complex_double(w[index]); |
|||
} |
|||
|
|||
for (lapack_int j = 0; j < n; ++j) |
|||
{ |
|||
lapack_int jn = j*n; |
|||
|
|||
for (lapack_int i = 0; i < n; ++i) |
|||
{ |
|||
if (i == j) |
|||
{ |
|||
d[jn + i] = w[i]; |
|||
} |
|||
} |
|||
} |
|||
|
|||
delete[] clone_a; |
|||
delete[] w; |
|||
return info; |
|||
} |
|||
|
|||
extern "C" { |
|||
|
|||
DLLEXPORT float s_matrix_norm(char norm, lapack_int m, lapack_int n, float a[], float work[]) |
|||
{ |
|||
return LAPACKE_slange_work(CblasColMajor, norm, m, n, a, m, work); |
|||
} |
|||
|
|||
DLLEXPORT double d_matrix_norm(char norm, lapack_int m, lapack_int n, double a[], double work[]) |
|||
{ |
|||
return LAPACKE_dlange_work(CblasColMajor, norm, m, n, a, m, work); |
|||
} |
|||
|
|||
DLLEXPORT float c_matrix_norm(char norm, lapack_int m, lapack_int n, lapack_complex_float a[], float work[]) |
|||
{ |
|||
return LAPACKE_clange_work(CblasColMajor, norm, m, n, a, m, work); |
|||
} |
|||
|
|||
DLLEXPORT double z_matrix_norm(char norm, lapack_int m, lapack_int n, lapack_complex_double a[], double work[]) |
|||
{ |
|||
return LAPACKE_zlange_work(CblasColMajor, norm, m, n, a, m, work); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_lu_factor(lapack_int m, float a[], lapack_int ipiv[]) |
|||
{ |
|||
return lu_factor(m, a, ipiv, LAPACK_sgetrf); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_lu_factor(lapack_int m, double a[], lapack_int ipiv[]) |
|||
{ |
|||
return lu_factor(m, a, ipiv, LAPACK_dgetrf); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_lu_factor(lapack_int m, lapack_complex_float a[], lapack_int ipiv[]) |
|||
{ |
|||
return lu_factor(m, a, ipiv, LAPACK_cgetrf); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_lu_factor(lapack_int m, lapack_complex_double a[], lapack_int ipiv[]) |
|||
{ |
|||
return lu_factor(m, a, ipiv, LAPACK_zgetrf); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_lu_inverse(lapack_int n, float a[], float work[], lapack_int lwork) |
|||
{ |
|||
return lu_inverse(n, a, work, lwork, LAPACK_sgetrf, LAPACK_sgetri); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_lu_inverse(lapack_int n, double a[], double work[], lapack_int lwork) |
|||
{ |
|||
return lu_inverse(n, a, work, lwork, LAPACK_dgetrf, LAPACK_dgetri); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_lu_inverse(lapack_int n, lapack_complex_float a[], lapack_complex_float work[], lapack_int lwork) |
|||
{ |
|||
return lu_inverse(n, a, work, lwork, LAPACK_cgetrf, LAPACK_cgetri); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_lu_inverse(lapack_int n, lapack_complex_double a[], lapack_complex_double work[], lapack_int lwork) |
|||
{ |
|||
return lu_inverse(n, a, work, lwork, LAPACK_zgetrf, LAPACK_zgetri); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_lu_inverse_factored(lapack_int n, float a[], lapack_int ipiv[], float work[], lapack_int lwork) |
|||
{ |
|||
return lu_inverse_factored(n, a, ipiv, work, lwork, LAPACK_sgetri); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_lu_inverse_factored(lapack_int n, double a[], lapack_int ipiv[], double work[], lapack_int lwork) |
|||
{ |
|||
return lu_inverse_factored(n, a, ipiv, work, lwork, LAPACK_dgetri); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_lu_inverse_factored(lapack_int n, lapack_complex_float a[], lapack_int ipiv[], lapack_complex_float work[], lapack_int lwork) |
|||
{ |
|||
return lu_inverse_factored(n, a, ipiv, work, lwork, LAPACK_cgetri); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_lu_inverse_factored(lapack_int n, lapack_complex_double a[], lapack_int ipiv[], lapack_complex_double work[], lapack_int lwork) |
|||
{ |
|||
return lu_inverse_factored(n, a, ipiv, work, lwork, LAPACK_zgetri); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_lu_solve_factored(lapack_int n, lapack_int nrhs, float a[], lapack_int ipiv[], float b[]) |
|||
{ |
|||
return lu_solve_factored(n, nrhs, a, ipiv, b, LAPACK_sgetrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_lu_solve_factored(lapack_int n, lapack_int nrhs, double a[], lapack_int ipiv[], double b[]) |
|||
{ |
|||
return lu_solve_factored(n, nrhs, a, ipiv, b, LAPACK_dgetrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_lu_solve_factored(lapack_int n, lapack_int nrhs, lapack_complex_float a[], lapack_int ipiv[], lapack_complex_float b[]) |
|||
{ |
|||
return lu_solve_factored(n, nrhs, a, ipiv, b, LAPACK_cgetrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_lu_solve_factored(lapack_int n, lapack_int nrhs, lapack_complex_double a[], lapack_int ipiv[], lapack_complex_double b[]) |
|||
{ |
|||
return lu_solve_factored(n, nrhs, a, ipiv, b, LAPACK_zgetrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_lu_solve(lapack_int n, lapack_int nrhs, float a[], float b[]) |
|||
{ |
|||
return lu_solve(n, nrhs, a, b, LAPACK_sgetrf, LAPACK_sgetrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_lu_solve(lapack_int n, lapack_int nrhs, double a[], double b[]) |
|||
{ |
|||
return lu_solve(n, nrhs, a, b, LAPACK_dgetrf, LAPACK_dgetrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_lu_solve(lapack_int n, lapack_int nrhs, lapack_complex_float a[], lapack_complex_float b[]) |
|||
{ |
|||
return lu_solve(n, nrhs, a, b, LAPACK_cgetrf, LAPACK_cgetrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_lu_solve(lapack_int n, lapack_int nrhs, lapack_complex_double a[], lapack_complex_double b[]) |
|||
{ |
|||
return lu_solve(n, nrhs, a, b, LAPACK_zgetrf, LAPACK_zgetrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_cholesky_factor(lapack_int n, float a[]) |
|||
{ |
|||
return cholesky_factor(n, a, LAPACK_spotrf); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_cholesky_factor(lapack_int n, double* a) |
|||
{ |
|||
return cholesky_factor(n, a, LAPACK_dpotrf); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_cholesky_factor(lapack_int n, lapack_complex_float a[]) |
|||
{ |
|||
return cholesky_factor(n, a, LAPACK_cpotrf); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_cholesky_factor(lapack_int n, lapack_complex_double a[]) |
|||
{ |
|||
return cholesky_factor(n, a, LAPACK_zpotrf); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_cholesky_solve(lapack_int n, lapack_int nrhs, float a[], float b[]) |
|||
{ |
|||
return cholesky_solve(n, nrhs, a, b, LAPACK_spotrf, LAPACK_spotrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_cholesky_solve(lapack_int n, lapack_int nrhs, double a[], double b[]) |
|||
{ |
|||
return cholesky_solve(n, nrhs, a, b, LAPACK_dpotrf, LAPACK_dpotrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_cholesky_solve(lapack_int n, lapack_int nrhs, lapack_complex_float a[], lapack_complex_float b[]) |
|||
{ |
|||
return cholesky_solve(n, nrhs, a, b, LAPACK_cpotrf, LAPACK_cpotrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_cholesky_solve(lapack_int n, lapack_int nrhs, lapack_complex_double a[], lapack_complex_double b[]) |
|||
{ |
|||
return cholesky_solve(n, nrhs, a, b, LAPACK_zpotrf, LAPACK_zpotrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_cholesky_solve_factored(lapack_int n, lapack_int nrhs, float a[], float b[]) |
|||
{ |
|||
return cholesky_solve_factored(n, nrhs, a, b, LAPACK_spotrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_cholesky_solve_factored(lapack_int n, lapack_int nrhs, double a[], double b[]) |
|||
{ |
|||
return cholesky_solve_factored(n, nrhs, a, b, LAPACK_dpotrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_cholesky_solve_factored(lapack_int n, lapack_int nrhs, lapack_complex_float a[], lapack_complex_float b[]) |
|||
{ |
|||
return cholesky_solve_factored(n, nrhs, a, b, LAPACK_cpotrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_cholesky_solve_factored(lapack_int n, lapack_int nrhs, lapack_complex_double a[], lapack_complex_double b[]) |
|||
{ |
|||
return cholesky_solve_factored(n, nrhs, a, b, LAPACK_zpotrs); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_qr_factor(lapack_int m, lapack_int n, float r[], float tau[], float q[], float work[], lapack_int len) |
|||
{ |
|||
return qr_factor(m, n, r, tau, q, work, len, LAPACK_sgeqrf, LAPACK_sorgqr); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_qr_thin_factor(lapack_int m, lapack_int n, float q[], float tau[], float r[], float work[], lapack_int len) |
|||
{ |
|||
return qr_thin_factor(m, n, q, tau, r, work, len, LAPACK_sgeqrf, LAPACK_sorgqr); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_qr_factor(lapack_int m, lapack_int n, double r[], double tau[], double q[], double work[], lapack_int len) |
|||
{ |
|||
return qr_factor(m, n, r, tau, q, work, len, LAPACK_dgeqrf, LAPACK_dorgqr); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_qr_thin_factor(lapack_int m, lapack_int n, double q[], double tau[], double r[], double work[], lapack_int len) |
|||
{ |
|||
return qr_thin_factor(m, n, q, tau, r, work, len, LAPACK_dgeqrf, LAPACK_dorgqr); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_qr_factor(lapack_int m, lapack_int n, lapack_complex_float r[], lapack_complex_float tau[], lapack_complex_float q[], lapack_complex_float work[], lapack_int len) |
|||
{ |
|||
return qr_factor(m, n, r, tau, q, work, len, LAPACK_cgeqrf, LAPACK_cungqr); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_qr_thin_factor(lapack_int m, lapack_int n, lapack_complex_float q[], lapack_complex_float tau[], lapack_complex_float r[], lapack_complex_float work[], lapack_int len) |
|||
{ |
|||
return qr_thin_factor(m, n, q, tau, r, work, len, LAPACK_cgeqrf, LAPACK_cungqr); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_qr_factor(lapack_int m, lapack_int n, lapack_complex_double r[], lapack_complex_double tau[], lapack_complex_double q[], lapack_complex_double work[], lapack_int len) |
|||
{ |
|||
return qr_factor(m, n, r, tau, q, work, len, LAPACK_zgeqrf, LAPACK_zungqr); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_qr_thin_factor(lapack_int m, lapack_int n, lapack_complex_double q[], lapack_complex_double tau[], lapack_complex_double r[], lapack_complex_double work[], lapack_int len) |
|||
{ |
|||
return qr_thin_factor(m, n, q, tau, r, work, len, LAPACK_zgeqrf, LAPACK_zungqr); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_qr_solve(lapack_int m, lapack_int n, lapack_int bn, float a[], float b[], float x[], float work[], lapack_int len) |
|||
{ |
|||
return qr_solve(m, n, bn, a, b, x, work, len, LAPACK_sgels); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_qr_solve(lapack_int m, lapack_int n, lapack_int bn, double a[], double b[], double x[], double work[], lapack_int len) |
|||
{ |
|||
return qr_solve(m, n, bn, a, b, x, work, len, LAPACK_dgels); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_qr_solve(lapack_int m, lapack_int n, lapack_int bn, lapack_complex_float a[], lapack_complex_float b[], lapack_complex_float x[], lapack_complex_float work[], lapack_int len) |
|||
{ |
|||
return qr_solve(m, n, bn, a, b, x, work, len, LAPACK_cgels); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_qr_solve(lapack_int m, lapack_int n, lapack_int bn, lapack_complex_double a[], lapack_complex_double b[], lapack_complex_double x[], lapack_complex_double work[], lapack_int len) |
|||
{ |
|||
return qr_solve(m, n, bn, a, b, x, work, len, LAPACK_zgels); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_qr_solve_factored(lapack_int m, lapack_int n, lapack_int bn, float r[], float b[], float tau[], float x[], float work[], lapack_int len) |
|||
{ |
|||
return qr_solve_factored(m, n, bn, r, b, tau, x, work, len, LAPACK_sormqr, cblas_strsm); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_qr_solve_factored(lapack_int m, lapack_int n, lapack_int bn, double r[], double b[], double tau[], double x[], double work[], lapack_int len) |
|||
{ |
|||
return qr_solve_factored(m, n, bn, r, b, tau, x, work, len, LAPACK_dormqr, cblas_dtrsm); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_qr_solve_factored(lapack_int m, lapack_int n, lapack_int bn, lapack_complex_float r[], lapack_complex_float b[], lapack_complex_float tau[], lapack_complex_float x[], lapack_complex_float work[], lapack_int len) |
|||
{ |
|||
return complex_qr_solve_factored(m, n, bn, r, b, tau, x, work, len, LAPACK_cunmqr, cblas_ctrsm); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_qr_solve_factored(lapack_int m, lapack_int n, lapack_int bn, lapack_complex_double r[], lapack_complex_double b[], lapack_complex_double tau[], lapack_complex_double x[], lapack_complex_double work[], lapack_int len) |
|||
{ |
|||
return complex_qr_solve_factored(m, n, bn, r, b, tau, x, work, len, LAPACK_zunmqr, cblas_ztrsm); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_svd_factor(bool compute_vectors, lapack_int m, lapack_int n, float a[], float s[], float u[], float v[], float work[], lapack_int len) |
|||
{ |
|||
return svd_factor(compute_vectors, m, n, a, s, u, v, work, len, LAPACK_sgesvd); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_svd_factor(bool compute_vectors, lapack_int m, lapack_int n, double a[], double s[], double u[], double v[], double work[], lapack_int len) |
|||
{ |
|||
return svd_factor(compute_vectors, m, n, a, s, u, v, work, len, LAPACK_dgesvd); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_svd_factor(bool compute_vectors, lapack_int m, lapack_int n, lapack_complex_float a[], lapack_complex_float s[], lapack_complex_float u[], lapack_complex_float v[], lapack_complex_float work[], lapack_int len) |
|||
{ |
|||
return complex_svd_factor<lapack_complex_float, float>(compute_vectors, m, n, a, s, u, v, work, len, LAPACK_cgesvd); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_svd_factor(bool compute_vectors, lapack_int m, lapack_int n, lapack_complex_double a[], lapack_complex_double s[], lapack_complex_double u[], lapack_complex_double v[], lapack_complex_double work[], lapack_int len) |
|||
{ |
|||
return complex_svd_factor<lapack_complex_double, double>(compute_vectors, m, n, a, s, u, v, work, len, LAPACK_zgesvd); |
|||
} |
|||
|
|||
DLLEXPORT lapack_int s_eigen(bool isSymmetric, lapack_int n, float a[], float vectors[], lapack_complex_double values[], float d[]) |
|||
{ |
|||
if (isSymmetric) |
|||
{ |
|||
return sym_eigen_factor<float>(n, a, vectors, values, d, LAPACKE_ssyev); |
|||
} |
|||
else |
|||
{ |
|||
return eigen_factor(n, a, vectors, values, d, LAPACKE_sgees, LAPACKE_strevc); |
|||
} |
|||
} |
|||
|
|||
DLLEXPORT lapack_int d_eigen(bool isSymmetric, lapack_int n, double a[], double vectors[], lapack_complex_double values[], double d[]) |
|||
{ |
|||
if (isSymmetric) |
|||
{ |
|||
return sym_eigen_factor<double>(n, a, vectors, values, d, LAPACKE_dsyev); |
|||
} |
|||
else |
|||
{ |
|||
return eigen_factor(n, a, vectors, values, d, LAPACKE_dgees, LAPACKE_dtrevc); |
|||
} |
|||
} |
|||
|
|||
DLLEXPORT lapack_int c_eigen(bool isSymmetric, lapack_int n, lapack_complex_float a[], lapack_complex_float vectors[], lapack_complex_double values[], lapack_complex_float d[]) |
|||
{ |
|||
if (isSymmetric) |
|||
{ |
|||
return sym_eigen_factor<float>(n, a, vectors, values, d, LAPACKE_cheev); |
|||
} |
|||
else |
|||
{ |
|||
return eigen_complex_factor(n, a, vectors, values, d, LAPACKE_cgees, LAPACKE_ctrevc); |
|||
} |
|||
} |
|||
|
|||
DLLEXPORT lapack_int z_eigen(bool isSymmetric, lapack_int n, lapack_complex_double a[], lapack_complex_double vectors[], lapack_complex_double values[], lapack_complex_double d[]) |
|||
{ |
|||
if (isSymmetric) |
|||
{ |
|||
return sym_eigen_factor<double>(n, a, vectors, values, d, LAPACKE_zheev); |
|||
} |
|||
else |
|||
{ |
|||
return eigen_complex_factor(n, a, vectors, values, d, LAPACKE_zgees, LAPACKE_ztrevc); |
|||
} |
|||
} |
|||
} |
|||
@ -0,0 +1,219 @@ |
|||
<?xml version="1.0" encoding="utf-8"?> |
|||
<Project DefaultTargets="Build" ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003"> |
|||
<ItemGroup Label="ProjectConfigurations"> |
|||
<ProjectConfiguration Include="Debug|Win32"> |
|||
<Configuration>Debug</Configuration> |
|||
<Platform>Win32</Platform> |
|||
</ProjectConfiguration> |
|||
<ProjectConfiguration Include="Debug|x64"> |
|||
<Configuration>Debug</Configuration> |
|||
<Platform>x64</Platform> |
|||
</ProjectConfiguration> |
|||
<ProjectConfiguration Include="Release|Win32"> |
|||
<Configuration>Release</Configuration> |
|||
<Platform>Win32</Platform> |
|||
</ProjectConfiguration> |
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<ProjectConfiguration Include="Release|x64"> |
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<Configuration>Release</Configuration> |
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<PropertyGroup Label="Globals"> |
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<ProjectGuid>{CB4011B6-E9A7-480B-A7B1-8492039DAAD1}</ProjectGuid> |
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<RootNamespace>OpenBLASWrapper</RootNamespace> |
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<ProjectName>OpenBLAS</ProjectName> |
|||
</PropertyGroup> |
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" /> |
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration"> |
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<ConfigurationType>DynamicLibrary</ConfigurationType> |
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<PlatformToolset>v120</PlatformToolset> |
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<WholeProgramOptimization>true</WholeProgramOptimization> |
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</PropertyGroup> |
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration"> |
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<ConfigurationType>DynamicLibrary</ConfigurationType> |
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<ConfigurationType>DynamicLibrary</ConfigurationType> |
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<CharacterSet>MultiByte</CharacterSet> |
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</PropertyGroup> |
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" /> |
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<ImportGroup Label="ExtensionSettings"> |
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<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" /> |
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</ImportGroup> |
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</ImportGroup> |
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<ImportGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'" Label="PropertySheets"> |
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</ImportGroup> |
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<ImportGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'" Label="PropertySheets"> |
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<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" /> |
|||
</ImportGroup> |
|||
<PropertyGroup Label="UserMacros"> |
|||
<OpenBLASIncludeDir>$(ProjectDir)..\..\..\..\..\libs\OpenBLAS\include</OpenBLASIncludeDir> |
|||
<OpenBLASLibDir>$(ProjectDir)..\..\..\..\..\libs\OpenBLAS\x86</OpenBLASLibDir> |
|||
<OpenBLASLibDir_x64>$(ProjectDir)..\..\..\..\..\libs\OpenBLAS\x64</OpenBLASLibDir_x64> |
|||
</PropertyGroup> |
|||
<PropertyGroup> |
|||
<_ProjectFileVersion>11.0.50727.1</_ProjectFileVersion> |
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</PropertyGroup> |
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'"> |
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<TargetName>MathNet.Numerics.OpenBLAS</TargetName> |
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<IncludePath>$(OpenBLASIncludeDir);$(IncludePath)</IncludePath> |
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</PropertyGroup> |
|||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'"> |
|||
<OutDir>$(ProjectDir)..\..\..\..\out\OpenBLAS\Windows\x64\</OutDir> |
|||
<IntDir>$(Platform)\$(Configuration)\</IntDir> |
|||
<TargetName>MathNet.Numerics.OpenBLAS</TargetName> |
|||
<IncludePath>$(OpenBLASIncludeDir);$(IncludePath)</IncludePath> |
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</PropertyGroup> |
|||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'"> |
|||
<OutDir>$(ProjectDir)..\..\..\..\out\OpenBLAS\Windows\x86\</OutDir> |
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<IntDir>$(Platform)\$(Configuration)\</IntDir> |
|||
<TargetName>MathNet.Numerics.OpenBLAS</TargetName> |
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<IncludePath>$(OpenBLASIncludeDir);$(IncludePath)</IncludePath> |
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</PropertyGroup> |
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'"> |
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<OutDir>$(ProjectDir)..\..\..\..\out\OpenBLAS\Windows\x64\</OutDir> |
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<IntDir>$(Platform)\$(Configuration)\</IntDir> |
|||
<TargetName>MathNet.Numerics.OpenBLAS</TargetName> |
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<IncludePath>$(OpenBLASIncludeDir);$(IncludePath)</IncludePath> |
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'"> |
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<ClCompile> |
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<Optimization>Disabled</Optimization> |
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<AdditionalIncludeDirectories>$(ProjectDir)..\..\Common;$(ProjectDir)..\..\OpenBLAS;$(OpenBLASIncludeDir);%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories> |
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<PreprocessorDefinitions>_WINDOWS;%(PreprocessorDefinitions)</PreprocessorDefinitions> |
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<MinimalRebuild>true</MinimalRebuild> |
|||
<BasicRuntimeChecks>EnableFastChecks</BasicRuntimeChecks> |
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<RuntimeLibrary>MultiThreadedDebug</RuntimeLibrary> |
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<WarningLevel>Level3</WarningLevel> |
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<DebugInformationFormat>EditAndContinue</DebugInformationFormat> |
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</ClCompile> |
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<Link> |
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<OutputFile>$(OutDir)$(TargetName)$(TargetExt)</OutputFile> |
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<GenerateDebugInformation>true</GenerateDebugInformation> |
|||
<TargetMachine>MachineX86</TargetMachine> |
|||
<ImportLibrary>$(OutDir)$(TargetName).lib</ImportLibrary> |
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<AdditionalLibraryDirectories>$(OpenBLASLibDir);%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories> |
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</Link> |
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<PostBuildEvent> |
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<Command> |
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<RuntimeLibrary>MultiThreadedDebug</RuntimeLibrary> |
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<Link> |
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<OutputFile>$(OutDir)$(TargetName)$(TargetExt)</OutputFile> |
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<GenerateDebugInformation>true</GenerateDebugInformation> |
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<TargetMachine>MachineX64</TargetMachine> |
|||
<ImportLibrary>$(OutDir)$(TargetName).lib</ImportLibrary> |
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<AdditionalLibraryDirectories>$(OpenBLASLibDir_x64);%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories> |
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</Link> |
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<IntrinsicFunctions>true</IntrinsicFunctions> |
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<FunctionLevelLinking>true</FunctionLevelLinking> |
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<WarningLevel>Level3</WarningLevel> |
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<DebugInformationFormat>ProgramDatabase</DebugInformationFormat> |
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<CompileAs>Default</CompileAs> |
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<AdditionalOptions>/Qvec-report:1 %(AdditionalOptions)</AdditionalOptions> |
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</ClCompile> |
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<Link> |
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<OutputFile>$(OutDir)$(TargetName)$(TargetExt)</OutputFile> |
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<GenerateDebugInformation>true</GenerateDebugInformation> |
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<OptimizeReferences>true</OptimizeReferences> |
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<EnableCOMDATFolding>true</EnableCOMDATFolding> |
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<TargetMachine>MachineX86</TargetMachine> |
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<ImportLibrary>$(OutDir)$(TargetName).lib</ImportLibrary> |
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<AdditionalLibraryDirectories>$(OpenBLASLibDir);%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories> |
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<Midl> |
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<ClCompile> |
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<Optimization>MaxSpeed</Optimization> |
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<IntrinsicFunctions>true</IntrinsicFunctions> |
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<RuntimeLibrary>MultiThreaded</RuntimeLibrary> |
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<Link> |
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<GenerateDebugInformation>true</GenerateDebugInformation> |
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<OptimizeReferences>true</OptimizeReferences> |
|||
<EnableCOMDATFolding>true</EnableCOMDATFolding> |
|||
<TargetMachine>MachineX64</TargetMachine> |
|||
<ImportLibrary>$(OutDir)$(TargetName).lib</ImportLibrary> |
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<AdditionalLibraryDirectories>$(OpenBLASLibDir_x64);%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories> |
|||
</Link> |
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<PostBuildEvent> |
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<Command> |
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<ItemGroup> |
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<ClCompile Include="..\..\OpenBLAS\blas.c" /> |
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<ItemGroup> |
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|||
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</Project> |
|||
@ -0,0 +1,33 @@ |
|||
<?xml version="1.0" encoding="utf-8"?> |
|||
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|||
<UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier> |
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|||
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<Filter Include="Resource Files"> |
|||
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</ItemGroup> |
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<ItemGroup> |
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<ClCompile Include="..\..\OpenBLAS\blas.c"> |
|||
<Filter>Source Files</Filter> |
|||
</ClCompile> |
|||
<ClCompile Include="..\..\OpenBLAS\lapack.cpp"> |
|||
<Filter>Source Files</Filter> |
|||
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|||
<ClCompile Include="..\..\Common\WindowsDLL.cpp"> |
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<Filter>Source Files</Filter> |
|||
</ClCompile> |
|||
</ItemGroup> |
|||
<ItemGroup> |
|||
<ResourceCompile Include="..\..\Common\resource.rc"> |
|||
<Filter>Resource Files</Filter> |
|||
</ResourceCompile> |
|||
</ItemGroup> |
|||
</Project> |
|||
Loading…
Reference in new issue