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native: lapack routines now return information about why they failed if they fail.

pull/36/head
Marcus Cuda 16 years ago
parent
60f4ee5cc5
commit
d25e59247e
2 changed files with 307 additions and 146 deletions
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  1. 405
      src/NativeWrappers/MKL/lapack.cpp
  2. 48
      src/Numerics/Algorithms/LinearAlgebra/safe.native.common.include

405
src/NativeWrappers/MKL/lapack.cpp
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@ -6,72 +6,6 @@
extern "C" {
DLLEXPORT int s_cholesky_factor(int n, float a[]){
char uplo = 'L';
int info = 0;
SPOTRF(&uplo, &n, a, &n, &info);
for (int i = 0; i < n; ++i)
{
int index = i * n;
for (int j = 0; j < n && i > j; ++j)
{
a[index + j] = 0;
}
}
return info;
}
DLLEXPORT int d_cholesky_factor(int n, double* a){
char uplo = 'L';
int info = 0;
DPOTRF(&uplo, &n, a, &n, &info);
for (int i = 0; i < n; ++i)
{
int index = i * n;
for (int j = 0; j < n && i > j; ++j)
{
a[index + j] = 0;
}
}
return info;
}
DLLEXPORT int c_cholesky_factor(int n, Complex8 a[]){
char uplo = 'L';
int info = 0;
Complex8 zero;
zero.real = 0.0;
zero.real = 0.0;
CPOTRF(&uplo, &n, a, &n, &info);
for (int i = 0; i < n; ++i)
{
int index = i * n;
for (int j = 0; j < n && i > j; ++j)
{
a[index + j] = zero;
}
}
return info;
}
DLLEXPORT int z_cholesky_factor(int n, Complex16 a[]){
char uplo = 'L';
int info = 0;
Complex16 zero;
zero.real = 0.0;
zero.real = 0.0;
ZPOTRF(&uplo, &n, a, &n, &info);
for (int i = 0; i < n; ++i)
{
int index = i * n;
for (int j = 0; j < n && i > j; ++j)
{
a[index + j] = zero;
}
}
return info;
}
DLLEXPORT float s_matrix_norm(char norm, int m, int n, float a[], float work[])
{
return SLANGE(&norm, &m, &n, a, &m, work);
@ -92,140 +26,176 @@ extern "C" {
return ZLANGE(&norm, &m, &n, a, &m, work);
}
DLLEXPORT void s_lu_factor(int m, float a[], int ipiv[])
DLLEXPORT int s_lu_factor(int m, float a[], int ipiv[])
{
int info;
int info = 0;
SGETRF(&m,&m,a,&m,ipiv,&info);
for(int i = 0; i < m; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void d_lu_factor(int m, double a[], int ipiv[])
DLLEXPORT int d_lu_factor(int m, double a[], int ipiv[])
{
int info;
int info = 0;
DGETRF(&m,&m,a,&m,ipiv,&info);
for(int i = 0; i < m; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void c_lu_factor(int m, MKL_Complex8 a[], int ipiv[])
DLLEXPORT int c_lu_factor(int m, MKL_Complex8 a[], int ipiv[])
{
int info;
int info = 0;
CGETRF(&m,&m,a,&m,ipiv,&info);
for(int i = 0; i < m; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void z_lu_factor(int m, MKL_Complex16 a[], int ipiv[])
DLLEXPORT int z_lu_factor(int m, MKL_Complex16 a[], int ipiv[])
{
int info;
int info = 0;
ZGETRF(&m,&m,a,&m,ipiv,&info);
for(int i = 0; i < m; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void s_lu_inverse(int n, float a[], float work[], int lwork)
DLLEXPORT int s_lu_inverse(int n, float a[], float work[], int lwork)
{
int* ipiv = new int[n];
int info;
int info = 0;
SGETRF(&n,&n,a,&n,ipiv,&info);
if (info != 0){
delete[] ipiv;
return info;
}
SGETRI(&n,a,&n,ipiv,work,&lwork,&info);
delete[] ipiv;
return info;
}
DLLEXPORT void d_lu_inverse(int n, double a[], double work[], int lwork)
DLLEXPORT int d_lu_inverse(int n, double a[], double work[], int lwork)
{
int* ipiv = new int[n];
int info;
int info = 0;
DGETRF(&n,&n,a,&n,ipiv,&info);
if (info != 0){
delete[] ipiv;
return info;
}
DGETRI(&n,a,&n,ipiv,work,&lwork,&info);
delete[] ipiv;
return info;
}
DLLEXPORT void c_lu_inverse(int n, MKL_Complex8 a[], MKL_Complex8 work[], int lwork)
DLLEXPORT int c_lu_inverse(int n, MKL_Complex8 a[], MKL_Complex8 work[], int lwork)
{
int* ipiv = new int[n];
int info;
int info = 0;
CGETRF(&n,&n,a,&n,ipiv,&info);
if (info != 0){
delete[] ipiv;
return info;
}
CGETRI(&n,a,&n,ipiv,work,&lwork,&info);
delete[] ipiv;
return info;
}
DLLEXPORT void z_lu_inverse(int n, MKL_Complex16 a[], MKL_Complex16 work[], int lwork)
DLLEXPORT int z_lu_inverse(int n, MKL_Complex16 a[], MKL_Complex16 work[], int lwork)
{
int* ipiv = new int[n];
int info;
int info = 0;
ZGETRF(&n,&n,a,&n,ipiv,&info);
if (info != 0){
delete[] ipiv;
return info;
}
ZGETRI(&n,a,&n,ipiv,work,&lwork,&info);
delete[] ipiv;
return info;
}
DLLEXPORT void s_lu_inverse_factored(int n, float a[], int ipiv[], float work[], int lwork)
DLLEXPORT int s_lu_inverse_factored(int n, float a[], int ipiv[], float work[], int lwork)
{
int i;
for(i = 0; i < n; ++i ){
ipiv[i] += 1;
}
int info;
int info = 0;
SGETRI(&n,a,&n,ipiv,work,&lwork,&info);
for(i = 0; i < n; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void d_lu_inverse_factored(int n, double a[], int ipiv[], double work[], int lwork)
DLLEXPORT int d_lu_inverse_factored(int n, double a[], int ipiv[], double work[], int lwork)
{
int i;
for(i = 0; i < n; ++i ){
ipiv[i] += 1;
}
int info;
int info = 0;
DGETRI(&n,a,&n,ipiv,work,&lwork,&info);
for(i = 0; i < n; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void c_lu_inverse_factored(int n, MKL_Complex8 a[], int ipiv[], MKL_Complex8 work[], int lwork)
DLLEXPORT int c_lu_inverse_factored(int n, MKL_Complex8 a[], int ipiv[], MKL_Complex8 work[], int lwork)
{
int i;
for(i = 0; i < n; ++i ){
ipiv[i] += 1;
}
int info;
int info = 0;
CGETRI(&n,a,&n,ipiv,work,&lwork,&info);
for(i = 0; i < n; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void z_lu_inverse_factored(int n, MKL_Complex16 a[], int ipiv[], MKL_Complex16 work[], int lwork)
DLLEXPORT int z_lu_inverse_factored(int n, MKL_Complex16 a[], int ipiv[], MKL_Complex16 work[], int lwork)
{
int i;
for(i = 0; i < n; ++i ){
ipiv[i] += 1;
}
int info;
int info = 0;
ZGETRI(&n,a,&n,ipiv,work,&lwork,&info);
for(i = 0; i < n; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void s_lu_solve_factored(int n, int nrhs, float a[], int ipiv[], float b[])
DLLEXPORT int s_lu_solve_factored(int n, int nrhs, float a[], int ipiv[], float b[])
{
int info;
int info = 0;
int i;
for(i = 0; i < n; ++i ){
ipiv[i] += 1;
@ -236,11 +206,12 @@ extern "C" {
for(i = 0; i < n; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void d_lu_solve_factored(int n, int nrhs, double a[], int ipiv[], double b[])
DLLEXPORT int d_lu_solve_factored(int n, int nrhs, double a[], int ipiv[], double b[])
{
int info;
int info = 0;
int i;
for(i = 0; i < n; ++i ){
ipiv[i] += 1;
@ -251,11 +222,12 @@ extern "C" {
for(i = 0; i < n; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void c_lu_solve_factored(int n, int nrhs, MKL_Complex8 a[], int ipiv[], MKL_Complex8 b[])
DLLEXPORT int c_lu_solve_factored(int n, int nrhs, MKL_Complex8 a[], int ipiv[], MKL_Complex8 b[])
{
int info;
int info = 0;
int i;
for(i = 0; i < n; ++i ){
ipiv[i] += 1;
@ -266,11 +238,12 @@ extern "C" {
for(i = 0; i < n; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void z_lu_solve_factored(int n, int nrhs, MKL_Complex16 a[], int ipiv[], MKL_Complex16 b[])
DLLEXPORT int z_lu_solve_factored(int n, int nrhs, MKL_Complex16 a[], int ipiv[], MKL_Complex16 b[])
{
int info;
int info = 0;
int i;
for(i = 0; i < n; ++i ){
ipiv[i] += 1;
@ -281,93 +254,264 @@ extern "C" {
for(i = 0; i < n; ++i ){
ipiv[i] -= 1;
}
return info;
}
DLLEXPORT void s_lu_solve(int n, int nrhs, float a[], float b[])
DLLEXPORT int s_lu_solve(int n, int nrhs, float a[], float b[])
{
float* clone = new float[n*n];
std::memcpy(clone, a, n*n*sizeof(float));
int* ipiv = new int[n];
int info;
int info = 0;
SGETRF(&n, &n, clone, &n, ipiv, &info);
if (info != 0){
delete[] ipiv;
delete[] clone;
return info;
}
char trans ='N';
SGETRS(&trans, &n, &nrhs, clone, &n, ipiv, b, &n, &info);
delete[] ipiv;
delete[] clone;
return info;
}
DLLEXPORT void d_lu_solve(int n, int nrhs, double a[], double b[])
DLLEXPORT int d_lu_solve(int n, int nrhs, double a[], double b[])
{
double* clone = new double[n*n];
std::memcpy(clone, a, n*n*sizeof(double));
int* ipiv = new int[n];
int info;
int info = 0;
DGETRF(&n, &n, clone, &n, ipiv, &info);
if (info != 0){
delete[] ipiv;
delete[] clone;
return info;
}
char trans ='N';
DGETRS(&trans, &n, &nrhs, clone, &n, ipiv, b, &n, &info);
delete[] ipiv;
delete[] clone;
return info;
}
DLLEXPORT void c_lu_solve(int n, int nrhs, MKL_Complex8 a[], MKL_Complex8 b[])
DLLEXPORT int c_lu_solve(int n, int nrhs, MKL_Complex8 a[], MKL_Complex8 b[])
{
MKL_Complex8* clone = new MKL_Complex8[n*n];
std::memcpy(clone, a, n*n*sizeof(MKL_Complex8));
int* ipiv = new int[n];
int info;
int info = 0;
CGETRF(&n, &n, clone, &n, ipiv, &info);
if (info != 0){
delete[] ipiv;
delete[] clone;
return info;
}
char trans ='N';
CGETRS(&trans, &n, &nrhs, clone, &n, ipiv, b, &n, &info);
delete[] ipiv;
delete[] clone;
return info;
}
DLLEXPORT void z_lu_solve(int n, int nrhs, MKL_Complex16 a[], MKL_Complex16 b[])
DLLEXPORT int z_lu_solve(int n, int nrhs, MKL_Complex16 a[], MKL_Complex16 b[])
{
MKL_Complex16* clone = new MKL_Complex16[n*n];
std::memcpy(clone, a, n*n*sizeof(MKL_Complex16));
int* ipiv = new int[n];
int info;
int info = 0;
ZGETRF(&n, &n, clone, &n, ipiv, &info);
if (info != 0){
delete[] ipiv;
delete[] clone;
return info;
}
char trans ='N';
ZGETRS(&trans, &n, &nrhs, clone, &n, ipiv, b, &n, &info);
delete[] ipiv;
delete[] clone;
return info;
}
DLLEXPORT void s_cholesky_solve(int n, int nrhs, float a[], float b[])
DLLEXPORT int s_cholesky_factor(int n, float a[]){
char uplo = 'L';
int info = 0;
SPOTRF(&uplo, &n, a, &n, &info);
for (int i = 0; i < n; ++i)
{
int index = i * n;
for (int j = 0; j < n && i > j; ++j)
{
a[index + j] = 0;
}
}
return info;
}
DLLEXPORT int d_cholesky_factor(int n, double* a){
char uplo = 'L';
int info = 0;
DPOTRF(&uplo, &n, a, &n, &info);
for (int i = 0; i < n; ++i)
{
int index = i * n;
for (int j = 0; j < n && i > j; ++j)
{
a[index + j] = 0;
}
}
return info;
}
DLLEXPORT int c_cholesky_factor(int n, Complex8 a[]){
char uplo = 'L';
int info = 0;
Complex8 zero;
zero.real = 0.0;
zero.real = 0.0;
CPOTRF(&uplo, &n, a, &n, &info);
for (int i = 0; i < n; ++i)
{
int index = i * n;
for (int j = 0; j < n && i > j; ++j)
{
a[index + j] = zero;
}
}
return info;
}
DLLEXPORT int z_cholesky_factor(int n, Complex16 a[]){
char uplo = 'L';
int info = 0;
Complex16 zero;
zero.real = 0.0;
zero.real = 0.0;
ZPOTRF(&uplo, &n, a, &n, &info);
for (int i = 0; i < n; ++i)
{
int index = i * n;
for (int j = 0; j < n && i > j; ++j)
{
a[index + j] = zero;
}
}
return info;
}
DLLEXPORT int s_cholesky_solve(int n, int nrhs, float a[], float b[])
{
float* clone = new float[n*n];
std::memcpy(clone, a, n*n*sizeof(float));
char uplo = 'L';
int info = 0;
SPOTRF(&uplo, &n, a, &n, &info);
if (info != 0){
delete[] clone;
return info;
}
SPOTRS(&uplo, &n, &nrhs, a, &n, b, &n, &info);
return info;
}
DLLEXPORT int d_cholesky_solve(int n, int nrhs, double a[], double b[])
{
double* clone = new double[n*n];
std::memcpy(clone, a, n*n*sizeof(double));
char uplo = 'L';
int info = 0;
DPOTRF(&uplo, &n, a, &n, &info);
if (info != 0){
delete[] clone;
return info;
}
DPOTRS(&uplo, &n, &nrhs, a, &n, b, &n, &info);
return info;
}
DLLEXPORT int c_cholesky_solve(int n, int nrhs, MKL_Complex8 a[], MKL_Complex8 b[])
{
MKL_Complex8* clone = new MKL_Complex8[n*n];
std::memcpy(clone, a, n*n*sizeof(MKL_Complex8));
char uplo = 'L';
int info = 0;
CPOTRF(&uplo, &n, a, &n, &info);
if (info != 0){
delete[] clone;
return info;
}
CPOTRS(&uplo, &n, &nrhs, a, &n, b, &n, &info);
return info;
}
DLLEXPORT int z_cholesky_solve(int n, int nrhs, MKL_Complex16 a[], MKL_Complex16 b[])
{
MKL_Complex16* clone = new MKL_Complex16[n*n];
std::memcpy(clone, a, n*n*sizeof(MKL_Complex16));
char uplo = 'L';
int info = 0;
ZPOTRF(&uplo, &n, a, &n, &info);
if (info != 0){
delete[] clone;
return info;
}
ZPOTRS(&uplo, &n, &nrhs, a, &n, b, &n, &info);
return info;
}
DLLEXPORT void d_cholesky_solve(int n, int nrhs, double a[], double b[])
DLLEXPORT int s_cholesky_solve_factored(int n, int nrhs, float a[], float b[])
{
char uplo = 'L';
int info = 0;
SPOTRS(&uplo, &n, &nrhs, a, &n, b, &n, &info);
return info;
}
DLLEXPORT int d_cholesky_solve_factored(int n, int nrhs, double a[], double b[])
{
char uplo = 'L';
int info = 0;
DPOTRS(&uplo, &n, &nrhs, a, &n, b, &n, &info);
return info;
}
DLLEXPORT void c_cholesky_solve(int n, int nrhs, MKL_Complex8 a[], MKL_Complex8 b[])
DLLEXPORT int c_cholesky_solve_factored(int n, int nrhs, MKL_Complex8 a[], MKL_Complex8 b[])
{
char uplo = 'L';
int info = 0;
CPOTRS(&uplo, &n, &nrhs, a, &n, b, &n, &info);
return info;
}
DLLEXPORT void z_cholesky_solve(int n, int nrhs, MKL_Complex16 a[], MKL_Complex16 b[])
DLLEXPORT int z_cholesky_solve_factored(int n, int nrhs, MKL_Complex16 a[], MKL_Complex16 b[])
{
char uplo = 'L';
int info = 0;
ZPOTRS(&uplo, &n, &nrhs, a, &n, b, &n, &info);
return info;
}
DLLEXPORT void s_qr_factor(int m, int n, float r[], float tau[], float q[], float work[], int len)
DLLEXPORT int s_qr_factor(int m, int n, float r[], float tau[], float q[], float work[], int len)
{
int info = 0;
SGEQRF(&m, &n, r, &m, tau, work, &len, &info);
@ -392,9 +536,11 @@ extern "C" {
{
SORGQR(&m, &n, &n, q, &m, tau, work, &len, &info);
}
return info;
}
DLLEXPORT void d_qr_factor(int m, int n, double r[], double tau[], double q[], double work[], int len)
DLLEXPORT int d_qr_factor(int m, int n, double r[], double tau[], double q[], double work[], int len)
{
int info = 0;
DGEQRF(&m, &n, r, &m, tau, work, &len, &info);
@ -419,9 +565,11 @@ extern "C" {
{
DORGQR(&m, &n, &n, q, &m, tau, work, &len, &info);
}
return info;
}
DLLEXPORT void c_qr_factor(int m, int n, MKL_Complex8 r[], MKL_Complex8 tau[], MKL_Complex8 q[], MKL_Complex8 work[], int len)
DLLEXPORT int c_qr_factor(int m, int n, MKL_Complex8 r[], MKL_Complex8 tau[], MKL_Complex8 q[], MKL_Complex8 work[], int len)
{
int info = 0;
CGEQRF(&m, &n, r, &m, tau, work, &len, &info);
@ -446,9 +594,11 @@ extern "C" {
{
CUNGQR(&m, &n, &n, q, &m, tau, work, &len, &info);
}
return info;
}
DLLEXPORT void z_qr_factor(int m, int n, MKL_Complex16 r[], MKL_Complex16 tau[], MKL_Complex16 q[], MKL_Complex16 work[], int len)
DLLEXPORT int z_qr_factor(int m, int n, MKL_Complex16 r[], MKL_Complex16 tau[], MKL_Complex16 q[], MKL_Complex16 work[], int len)
{
int info = 0;
ZGEQRF(&m, &n, r, &m, tau, work, &len, &info);
@ -473,9 +623,11 @@ extern "C" {
{
ZUNGQR(&m, &n, &n, q, &m, tau, work, &len, &info);
}
return info;
}
DLLEXPORT void s_qr_solve(int m, int n, int bn, float r[], float b[], float tau[], float x[], float work[], int len)
DLLEXPORT int s_qr_solve(int m, int n, int bn, float r[], float b[], float tau[], float x[], float work[], int len)
{
char side ='L';
char tran = 'T';
@ -489,9 +641,11 @@ extern "C" {
x[j * n + i] = b[j * m + i];
}
}
return info;
}
DLLEXPORT void d_qr_solve(int m, int n, int bn, double r[], double b[], double tau[], double x[], double work[], int len)
DLLEXPORT int d_qr_solve(int m, int n, int bn, double r[], double b[], double tau[], double x[], double work[], int len)
{
char side ='L';
char tran = 'T';
@ -505,9 +659,10 @@ extern "C" {
x[j * n + i] = b[j * m + i];
}
}
return info;
}
DLLEXPORT void c_qr_solve(int m, int n, int bn, MKL_Complex8 r[], MKL_Complex8 b[], MKL_Complex8 tau[], MKL_Complex8 x[], MKL_Complex8 work[], int len)
DLLEXPORT int c_qr_solve(int m, int n, int bn, MKL_Complex8 r[], MKL_Complex8 b[], MKL_Complex8 tau[], MKL_Complex8 x[], MKL_Complex8 work[], int len)
{
char side ='L';
char tran = 'T';
@ -523,9 +678,10 @@ extern "C" {
x[j * n + i] = b[j * m + i];
}
}
return info;
}
DLLEXPORT void z_qr_solve(int m, int n, int bn, MKL_Complex16 r[], MKL_Complex16 b[], MKL_Complex16 tau[], MKL_Complex16 x[], MKL_Complex16 work[], int len)
DLLEXPORT int z_qr_solve(int m, int n, int bn, MKL_Complex16 r[], MKL_Complex16 b[], MKL_Complex16 tau[], MKL_Complex16 x[], MKL_Complex16 work[], int len)
{
char side ='L';
char tran = 'T';
@ -541,33 +697,38 @@ extern "C" {
x[j * n + i] = b[j * m + i];
}
}
return info;
}
DLLEXPORT void s_svd_factor(bool compute_vectors, int m, int n, float a[], float s[], float u[], float v[], float work[], int len)
DLLEXPORT int s_svd_factor(bool compute_vectors, int m, int n, float a[], float s[], float u[], float v[], float work[], int len)
{
int info = 0;
char job = compute_vectors ? 'A' : 'N';
SGESVD(&job, &job, &m, &n, a, &m, s, u, &m, v, &n, work, &len, &info);
return info;
}
DLLEXPORT void d_svd_factor(bool compute_vectors, int m, int n, double a[], double s[], double u[], double v[], double work[], int len)
DLLEXPORT int d_svd_factor(bool compute_vectors, int m, int n, double a[], double s[], double u[], double v[], double work[], int len)
{
int info = 0;
char job = compute_vectors ? 'A' : 'N';
DGESVD(&job, &job, &m, &n, a, &m, s, u, &m, v, &n, work, &len, &info);
return info;
}
DLLEXPORT void c_svd_factor(bool compute_vectors, int m, int n, MKL_Complex8 a[], float s[], MKL_Complex8 u[], MKL_Complex8 v[], MKL_Complex8 work[], int len, float rwork[])
DLLEXPORT int c_svd_factor(bool compute_vectors, int m, int n, MKL_Complex8 a[], float s[], MKL_Complex8 u[], MKL_Complex8 v[], MKL_Complex8 work[], int len, float rwork[])
{
int info = 0;
char job = compute_vectors ? 'A' : 'N';
CGESVD(&job, &job, &m, &n, a, &m, s, u, &m, v, &n, work, &len, rwork, &info);
return info;
}
DLLEXPORT void z_svd_factor(bool compute_vectors, int m, int n, MKL_Complex16 a[], double s[], MKL_Complex16 u[], MKL_Complex16 v[], MKL_Complex16 work[], int len, double rwork[])
DLLEXPORT int z_svd_factor(bool compute_vectors, int m, int n, MKL_Complex16 a[], double s[], MKL_Complex16 u[], MKL_Complex16 v[], MKL_Complex16 work[], int len, double rwork[])
{
int info = 0;
char job = compute_vectors ? 'A' : 'N';
ZGESVD(&job, &job, &m, &n, a, &m, s, u, &m, v, &n, work, &len, rwork, &info);
return info;
}
}

48
src/Numerics/Algorithms/LinearAlgebra/safe.native.common.include
View File

@ -115,74 +115,74 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.<#= namespaceSuffix #>
internal static extern double z_matrix_norm(byte norm, int rows, int columns, [In] Complex[] a, [In, Out] double[] work);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_cholesky_factor(int n, [In, Out] float[] a);
internal static extern int s_cholesky_factor(int n, [In, Out] float[] a);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_cholesky_factor(int n, [In, Out] double[] a);
internal static extern int d_cholesky_factor(int n, [In, Out] double[] a);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_cholesky_factor(int n, [In, Out] Complex32[] a);
internal static extern int c_cholesky_factor(int n, [In, Out] Complex32[] a);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_cholesky_factor(int n, [In, Out] Complex[] a);
internal static extern int z_cholesky_factor(int n, [In, Out] Complex[] a);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_lu_factor(int n, [In, Out] float[] a, [In, Out] int[] ipiv);
internal static extern int s_lu_factor(int n, [In, Out] float[] a, [In, Out] int[] ipiv);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_lu_factor(int n, [In, Out] double[] a, [In, Out] int[] ipiv);
internal static extern int d_lu_factor(int n, [In, Out] double[] a, [In, Out] int[] ipiv);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_lu_factor(int n, [In, Out] Complex32[] a, [In, Out] int[] ipiv);
internal static extern int c_lu_factor(int n, [In, Out] Complex32[] a, [In, Out] int[] ipiv);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_lu_factor(int n, [In, Out] Complex[] a, [In, Out] int[] ipiv);
internal static extern int z_lu_factor(int n, [In, Out] Complex[] a, [In, Out] int[] ipiv);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_lu_inverse(int n, [In, Out] float[] a, [In, Out] float[] work, int lwork);
internal static extern int s_lu_inverse(int n, [In, Out] float[] a, [In, Out] float[] work, int lwork);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_lu_inverse(int n, [In, Out] double[] a, [In, Out] double[] work, int lwork);
internal static extern int d_lu_inverse(int n, [In, Out] double[] a, [In, Out] double[] work, int lwork);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_lu_inverse(int n, [In, Out] Complex32[] a, [In, Out] Complex32[] work, int lwork);
internal static extern int c_lu_inverse(int n, [In, Out] Complex32[] a, [In, Out] Complex32[] work, int lwork);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_lu_inverse(int n, [In, Out] Complex[] a, [In, Out] Complex[] work, int lwork);
internal static extern int z_lu_inverse(int n, [In, Out] Complex[] a, [In, Out] Complex[] work, int lwork);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_lu_inverse_factored(int n, [In, Out] float[] a, [In, Out] int[] ipiv, [In, Out] float[] work, int lwork);
internal static extern int s_lu_inverse_factored(int n, [In, Out] float[] a, [In, Out] int[] ipiv, [In, Out] float[] work, int lwork);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_lu_inverse_factored(int n, [In, Out] double[] a, [In, Out] int[] ipiv, [In, Out] double[] work, int lwork);
internal static extern int d_lu_inverse_factored(int n, [In, Out] double[] a, [In, Out] int[] ipiv, [In, Out] double[] work, int lwork);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_lu_inverse_factored(int n, [In, Out] Complex32[] a, [In, Out] int[] ipiv, [In, Out] Complex32[] work, int lwork);
internal static extern int c_lu_inverse_factored(int n, [In, Out] Complex32[] a, [In, Out] int[] ipiv, [In, Out] Complex32[] work, int lwork);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_lu_inverse_factored(int n, [In, Out] Complex[] a, [In, Out] int[] ipiv, [In, Out] Complex[] work, int lwork);
internal static extern int z_lu_inverse_factored(int n, [In, Out] Complex[] a, [In, Out] int[] ipiv, [In, Out] Complex[] work, int lwork);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_lu_solve_factored(int n, int nrhs, float[] a, [In, Out]int[] ipiv, [In, Out] float[] b);
internal static extern int s_lu_solve_factored(int n, int nrhs, float[] a, [In, Out]int[] ipiv, [In, Out] float[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_lu_solve_factored(int n, int nrhs, double[] a, [In, Out] int[] ipiv, [In, Out] double[] b);
internal static extern int d_lu_solve_factored(int n, int nrhs, double[] a, [In, Out] int[] ipiv, [In, Out] double[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_lu_solve_factored(int n, int nrhs, Complex32[] a, [In, Out] int[] ipiv, [In, Out] Complex32[] b);
internal static extern int c_lu_solve_factored(int n, int nrhs, Complex32[] a, [In, Out] int[] ipiv, [In, Out] Complex32[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_lu_solve_factored(int n, int nrhs, Complex[] a, [In, Out]int[] ipiv, [In, Out] Complex[] b);
internal static extern int z_lu_solve_factored(int n, int nrhs, Complex[] a, [In, Out]int[] ipiv, [In, Out] Complex[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_lu_solve(int n, int nrhs, float[] a, [In, Out] float[] b);
internal static extern int s_lu_solve(int n, int nrhs, float[] a, [In, Out] float[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_lu_solve(int n, int nrhs, double[] a, [In, Out] double[] b);
internal static extern int d_lu_solve(int n, int nrhs, double[] a, [In, Out] double[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_lu_solve(int n, int nrhs, Complex32[] a, [In, Out] Complex32[] b);
internal static extern int c_lu_solve(int n, int nrhs, Complex32[] a, [In, Out] Complex32[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_lu_solve(int n, int nrhs, Complex[] a, [In, Out] Complex[] b);
internal static extern int z_lu_solve(int n, int nrhs, Complex[] a, [In, Out] Complex[] b);
#endregion LAPACK

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