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Merge pull request #296 from kjbartel/NativePlatformDetect 

Detect processor architecture and process bitness for loading native providers
cuda
Christoph Ruegg 12 years ago
parent
1f26138b59 b8de1e563a
commit
6525a4b923
5 changed files with 293 additions and 108 deletions
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  1. 1
      src/Numerics/Numerics.csproj
  2. 5
      src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs
  3. 205
      src/Numerics/Providers/LinearAlgebra/Mkl/SafeNativeMethods.cs
  4. 182
      src/Numerics/Providers/NativeProviderLoader.cs
  5. 8
      src/UnitTests/UnitTests-MKL.csproj

1
src/Numerics/Numerics.csproj
View File

@ -192,6 +192,7 @@
<Compile Include="LinearAlgebra\Vector.BCL.cs" />
<Compile Include="LinearAlgebra\Vector.Operators.cs" />
<Compile Include="Exceptions.cs" />
<Compile Include="Providers\NativeProviderLoader.cs" />
<Compile Include="Random\SystemRandomSource.cs" />
<Compile Include="Random\RandomSeed.cs" />
<Compile Include="RootFinding\Broyden.cs" />

5
src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs
View File

@ -134,11 +134,12 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
/// </summary>
public override void InitializeVerify()
{
// TODO: Choose x86 or x64 based on Environment.Is64BitProcess
int a, b, linearAlgebra;
try
{
// Load the native library
NativeProviderLoader.LoadNativeLibrary(SafeNativeMethods.DllName);
a = SafeNativeMethods.query_capability(0);
b = SafeNativeMethods.query_capability(1);

205
src/Numerics/Providers/LinearAlgebra/Mkl/SafeNativeMethods.cs
View File

@ -46,322 +46,323 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
/// <summary>
/// Name of the native DLL.
/// </summary>
const string DllName = "MathNet.Numerics.MKL.dll";
const string _DllName = "MathNet.Numerics.MKL.dll";
internal static string DllName { get { return _DllName; } }
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int query_capability(int capability);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void set_consistency_mode(int mode);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void set_vml_mode(uint mode);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void set_max_threads(int num_threads);
#region Memory
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void free_buffers();
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void thread_free_buffers();
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int disable_fast_mm();
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern long mem_stat([Out]out int allocatedBuffers);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern long peak_mem_usage(int mode);
#endregion Memory
#region BLAS
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_axpy(int n, float alpha, float[] x, [In, Out] float[] y);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_axpy(int n, double alpha, double[] x, [In, Out] double[] y);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_axpy(int n, Complex32 alpha, Complex32[] x, [In, Out] Complex32[] y);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_axpy(int n, Complex alpha, Complex[] x, [In, Out] Complex[] y);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_scale(int n, float alpha, [Out] float[] x);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_scale(int n, double alpha, [Out] double[] x);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_scale(int n, Complex32 alpha, [In, Out] Complex32[] x);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_scale(int n, Complex alpha, [In, Out] Complex[] x);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern float s_dot_product(int n, float[] x, float[] y);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern double d_dot_product(int n, double[] x, double[] y);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern Complex32 c_dot_product(int n, Complex32[] x, Complex32[] y);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern Complex z_dot_product(int n, Complex[] x, Complex[] y);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_matrix_multiply(Transpose transA, Transpose transB, int m, int n, int k, float alpha, float[] x, float[] y, float beta, [In, Out] float[] c);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_matrix_multiply(Transpose transA, Transpose transB, int m, int n, int k, double alpha, double[] x, double[] y, double beta, [In, Out] double[] c);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_matrix_multiply(Transpose transA, Transpose transB, int m, int n, int k, Complex32 alpha, Complex32[] x, Complex32[] y, Complex32 beta, [In, Out] Complex32[] c);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_matrix_multiply(Transpose transA, Transpose transB, int m, int n, int k, Complex alpha, Complex[] x, Complex[] y, Complex beta, [In, Out] Complex[] c);
#endregion BLAS
#region LAPACK
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern float s_matrix_norm(byte norm, int rows, int columns, [In] float[] a, [In, Out] float[] work);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern double d_matrix_norm(byte norm, int rows, int columns, [In] double[] a, [In, Out] double[] work);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern float c_matrix_norm(byte norm, int rows, int columns, [In] Complex32[] a, [In, Out] float[] work);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int s_cholesky_factor(int n, [In, Out] float[] a);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int d_cholesky_factor(int n, [In, Out] double[] a);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int c_cholesky_factor(int n, [In, Out] Complex32[] a);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_cholesky_factor(int n, [In, Out] Complex[] a);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
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)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_lu_solve(int n, int nrhs, Complex[] a, [In, Out] Complex[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int s_cholesky_solve(int n, int nrhs, float[] a, [In, Out] float[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int d_cholesky_solve(int n, int nrhs, double[] a, [In, Out] double[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int c_cholesky_solve(int n, int nrhs, Complex32[] a, [In, Out] Complex32[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_cholesky_solve(int n, int nrhs, Complex[] a, [In, Out] Complex[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int s_cholesky_solve_factored(int n, int nrhs, float[] a, [In, Out] float[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int d_cholesky_solve_factored(int n, int nrhs, double[] a, [In, Out] double[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int c_cholesky_solve_factored(int n, int nrhs, Complex32[] a, [In, Out] Complex32[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_cholesky_solve_factored(int n, int nrhs, Complex[] a, [In, Out] Complex[] b);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int s_qr_factor(int m, int n, [In, Out] float[] r, [In, Out] float[] tau, [In, Out] float[] q, [In, Out] float[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int d_qr_factor(int m, int n, [In, Out] double[] r, [In, Out] double[] tau, [In, Out] double[] q, [In, Out] double[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int c_qr_factor(int m, int n, [In, Out] Complex32[] r, [In, Out] Complex32[] tau, [In, Out] Complex32[] q, [In, Out] Complex32[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_qr_factor(int m, int n, [In, Out] Complex[] r, [In, Out] Complex[] tau, [In, Out] Complex[] q, [In, Out] Complex[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int s_qr_thin_factor(int m, int n, [In, Out] float[] q, [In, Out] float[] tau, [In, Out] float[] r, [In, Out] float[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int d_qr_thin_factor(int m, int n, [In, Out] double[] q, [In, Out] double[] tau, [In, Out] double[] r, [In, Out] double[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int c_qr_thin_factor(int m, int n, [In, Out] Complex32[] q, [In, Out] Complex32[] tau, [In, Out] Complex32[] r, [In, Out] Complex32[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_qr_thin_factor(int m, int n, [In, Out] Complex[] q, [In, Out] Complex[] tau, [In, Out] Complex[] r, [In, Out] Complex[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int s_qr_solve(int m, int n, int bn, float[] r, float[] b, [In, Out] float[] x, [In, Out] float[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int d_qr_solve(int m, int n, int bn, double[] r, double[] b, [In, Out] double[] x, [In, Out] double[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int c_qr_solve(int m, int n, int bn, Complex32[] r, Complex32[] b, [In, Out] Complex32[] x, [In, Out] Complex32[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_qr_solve(int m, int n, int bn, Complex[] r, Complex[] b, [In, Out] Complex[] x, [In, Out] Complex[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int s_qr_solve_factored(int m, int n, int bn, float[] r, float[] b, float[] tau, [In, Out] float[] x, [In, Out] float[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int d_qr_solve_factored(int m, int n, int bn, double[] r, double[] b, double[] tau, [In, Out] double[] x, [In, Out] double[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int c_qr_solve_factored(int m, int n, int bn, Complex32[] r, Complex32[] b, Complex32[] tau, [In, Out] Complex32[] x, [In, Out] Complex32[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_qr_solve_factored(int m, int n, int bn, Complex[] r, Complex[] b, Complex[] tau, [In, Out] Complex[] x, [In, Out] Complex[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int s_svd_factor([MarshalAs(UnmanagedType.U1)] bool computeVectors, int m, int n, [In, Out] float[] a, [In, Out] float[] s, [In, Out] float[] u, [In, Out] float[] v, [In, Out] float[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int d_svd_factor([MarshalAs(UnmanagedType.U1)] bool computeVectors, int m, int n, [In, Out] double[] a, [In, Out] double[] s, [In, Out] double[] u, [In, Out] double[] v, [In, Out] double[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int c_svd_factor([MarshalAs(UnmanagedType.U1)] bool computeVectors, int m, int n, [In, Out] Complex32[] a, [In, Out] Complex32[] s, [In, Out] Complex32[] u, [In, Out] Complex32[] v, [In, Out] Complex32[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_svd_factor([MarshalAs(UnmanagedType.U1)] bool computeVectors, int m, int n, [In, Out] Complex[] a, [In, Out] Complex[] s, [In, Out] Complex[] u, [In, Out] Complex[] v, [In, Out] Complex[] work, int len);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int s_eigen([MarshalAs(UnmanagedType.U1)] bool isSymmetric, int n, [In] float[] a, [In, Out] float[] vectors, [In, Out] Complex[] values, [In, Out] float[] d);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int d_eigen([MarshalAs(UnmanagedType.U1)] bool isSymmetric, int n, [In] double[] a, [In, Out] double[] vectors, [In, Out] Complex[] values, [In, Out] double[] d);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int c_eigen([MarshalAs(UnmanagedType.U1)] bool isSymmetric, int n, [In] Complex32[] a, [In, Out] Complex32[] vectors, [In, Out] Complex[] values, [In, Out] Complex32[] d);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern int z_eigen([MarshalAs(UnmanagedType.U1)] bool isSymmetric, int n, [In] Complex[] a, [In, Out] Complex[] vectors, [In, Out] Complex[] values, [In, Out] Complex[] d);
#endregion LAPACK
#region Vector Functions
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_vector_add(int n, float[] x, float[] y, [In, Out] float[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_vector_subtract(int n, float[] x, float[] y, [In, Out] float[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_vector_multiply(int n, float[] x, float[] y, [In, Out] float[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void s_vector_divide(int n, float[] x, float[] y, [In, Out] float[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_vector_add(int n, double[] x, double[] y, [In, Out] double[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_vector_subtract(int n, double[] x, double[] y, [In, Out] double[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_vector_multiply(int n, double[] x, double[] y, [In, Out] double[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void d_vector_divide(int n, double[] x, double[] y, [In, Out] double[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_vector_add(int n, Complex32[] x, Complex32[] y, [In, Out] Complex32[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_vector_subtract(int n, Complex32[] x, Complex32[] y, [In, Out] Complex32[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_vector_multiply(int n, Complex32[] x, Complex32[] y, [In, Out] Complex32[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void c_vector_divide(int n, Complex32[] x, Complex32[] y, [In, Out] Complex32[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_vector_add(int n, Complex[] x, Complex[] y, [In, Out] Complex[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_vector_subtract(int n, Complex[] x, Complex[] y, [In, Out] Complex[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_vector_multiply(int n, Complex[] x, Complex[] y, [In, Out] Complex[] result);
[DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
[DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
internal static extern void z_vector_divide(int n, Complex[] x, Complex[] y, [In, Out] Complex[] result);
#endregion Vector Functions

182
src/Numerics/Providers/NativeProviderLoader.cs
View File

@ -0,0 +1,182 @@
// <copyright file="NativeProviderLoader.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
//
// Copyright (c) 2009-2015 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
using System;
using System.Collections.Generic;
using System.IO;
using System.Reflection;
using System.Runtime.InteropServices;
using System.Security;
namespace MathNet.Numerics.Providers
{
/// <summary>
/// Helper class to load native libraries depending on the architecture of the OS and process.
/// </summary>
static internal class NativeProviderLoader
{
private static Lazy<Dictionary<string, string>> _ArchitectureDirectories
= new Lazy<Dictionary<string, string>>(
() => new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase)
{
{"x86", "x86"},
{"AMD64", "amd64"},
{"IA64", "ia64"},
{"ARM", "arm"}
},
true);
/// <summary>
/// Default directories for each architecture.
/// </summary>
private static Dictionary<string, string> ArchitectureDirectories { get { return _ArchitectureDirectories.Value; } }
private static Lazy<Dictionary<string, IntPtr>> _nativeHandles = new Lazy<Dictionary<string,IntPtr>>(true);
/// <summary>
/// Dictionary of handles to previously loaded libraries,
/// </summary>
private static Dictionary<string, IntPtr> NativeHandles { get { return _nativeHandles.Value; } }
private static string _ArchDirectory = null;
/// <summary>
/// Gets a string indicating the architecture and bitness of the current process.
/// </summary>
private static string ArchDirectory
{
get
{
if (string.IsNullOrEmpty(_ArchDirectory))
{
string architecture;
if (IsUnix)
{
// Only support x86 and amd64 on Unix as there isn't a reliable way to detect the architecture
architecture = Environment.Is64BitProcess ? "AMD64" : "x86";
}
else
{
architecture = Environment.GetEnvironmentVariable("PROCESSOR_ARCHITECTURE");
if (!Environment.Is64BitProcess && string.Equals(architecture, "AMD64", StringComparison.OrdinalIgnoreCase))
{
architecture = "x86";
}
}
// Fallback to using the architecture name if unknown
if (!ArchitectureDirectories.TryGetValue(architecture, out _ArchDirectory))
_ArchDirectory = architecture;
}
return _ArchDirectory;
}
}
private static bool IsUnix
{
get
{
var p = Environment.OSVersion.Platform;
return p == PlatformID.Unix || p == PlatformID.MacOSX;
}
}
/// <summary>
/// If the last native library failed to load then gets the corresponding exception
/// which occurred or null if the library was successfully loaded.
/// </summary>
public static Exception LastException { get; private set; }
private static object staticLock = new Object();
/// <summary>
/// Load the native library with the given filename.
/// </summary>
/// <param name="fileName">The file name of the library to load.</param>
/// <returns>True if the library was successfully loaded or if it has already been loaded.</returns>
public static bool LoadNativeLibrary(string fileName)
{
if (string.IsNullOrEmpty(fileName))
throw new ArgumentNullException("fileName");
lock(staticLock)
{
IntPtr libraryHandle = IntPtr.Zero;
if (NativeHandles.TryGetValue(fileName, out libraryHandle))
return true;
string path = Path.Combine(Path.GetDirectoryName(Assembly.GetExecutingAssembly().Location), ArchDirectory, fileName);
if (string.IsNullOrEmpty(ArchDirectory) || !File.Exists(path))
{
// If the library isn't found within an architecture specific folder then return false
// to allow normal P/Invoke searching behaviour when the library is called
return false;
}
// If successful this will return a handle to the library
libraryHandle = IsUnix ? UnixLoader.LoadLibrary(path) : WindowsLoader.LoadLibrary(path);
if (libraryHandle == IntPtr.Zero)
{
int lastError = Marshal.GetLastWin32Error();
var exception = new System.ComponentModel.Win32Exception(lastError);
LastException = exception;
}
else
{
LastException = null;
NativeHandles[fileName] = libraryHandle;
}
return libraryHandle != IntPtr.Zero;
}
}
[SuppressUnmanagedCodeSecurity]
[SecurityCritical]
private static class WindowsLoader
{
[DllImport("kernel32", CallingConvention = CallingConvention.Winapi, CharSet = CharSet.Auto, SetLastError = true)]
public static extern IntPtr LoadLibrary(string fileName);
}
[SuppressUnmanagedCodeSecurity]
[SecurityCritical]
private static class UnixLoader
{
public static IntPtr LoadLibrary(string fileName)
{
return dlopen(fileName, RTLD_NOW);
}
const int RTLD_NOW = 2;
[DllImport("libdl.so", CharSet = CharSet.Auto, SetLastError = true)]
private static extern IntPtr dlopen(String fileName, int flags);
}
}
}

8
src/UnitTests/UnitTests-MKL.csproj
View File

@ -17,7 +17,7 @@
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
<DefineConstants>TRACE;NATIVEMKL</DefineConstants>
<OutputPath>..\..\out\MKL\Windows\x86\</OutputPath>
<OutputPath>..\..\out\MKL\Windows\AnyCPU\</OutputPath>
<IntermediateOutputPath>..\..\obj\MKL\Windows\x86\</IntermediateOutputPath>
<BaseIntermediateOutputPath>..\..\obj\MKL\Windows\x86\</BaseIntermediateOutputPath>
<Optimize>true</Optimize>
@ -25,11 +25,11 @@
<ErrorReport>prompt</ErrorReport>
<CodeAnalysisRuleSet>MinimumRecommendedRules.ruleset</CodeAnalysisRuleSet>
<NoWarn>1591</NoWarn>
<PlatformTarget>x86</PlatformTarget>
<PlatformTarget>AnyCPU</PlatformTarget>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<DefineConstants>TRACE;DEBUG;NATIVEMKL</DefineConstants>
<OutputPath>..\..\out\MKL\Windows\x86\</OutputPath>
<OutputPath>..\..\out\MKL\Windows\AnyCPU\</OutputPath>
<IntermediateOutputPath>..\..\obj\MKL\Windows\x86\</IntermediateOutputPath>
<BaseIntermediateOutputPath>..\..\obj\MKL\Windows\x86\</BaseIntermediateOutputPath>
<Optimize>false</Optimize>
@ -38,7 +38,7 @@
<ErrorReport>prompt</ErrorReport>
<WarningLevel>4</WarningLevel>
<NoWarn>1591</NoWarn>
<PlatformTarget>x86</PlatformTarget>
<PlatformTarget>AnyCPU</PlatformTarget>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Release|x86'">
<OutputPath>..\..\out\MKL\Windows\x86\</OutputPath>

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