native wrappers: wrapped cholesky, dot product, and added add/subtract/multiple vector functions for MKL

src/NativeWrappers/ATLAS/ATLASWrapper.vcproj

@@ -40,7 +40,7 @@
 			<Tool
 				Name="VCCLCompilerTool"
 				Optimization="0"
-				AdditionalIncludeDirectories="&quot;C:\source\mathnet-marcus\src\NativeWrappers\ATLAS&quot;;C:\cygwin\tmp\ATLAS\include"
+				AdditionalIncludeDirectories="&quot;C:\source\mathnet-marcus\src\NativeWrappers\Common&quot;;&quot;C:\source\mathnet-marcus\src\NativeWrappers\ATLAS&quot;;C:\cygwin\tmp\ATLAS\include"
 				PreprocessorDefinitions="_WINDOWS"
 				MinimalRebuild="true"
 				BasicRuntimeChecks="3"
@@ -115,7 +115,7 @@
 				Name="VCCLCompilerTool"
 				Optimization="2"
 				EnableIntrinsicFunctions="true"
-				AdditionalIncludeDirectories="&quot;C:\source\mathnet-marcus\src\NativeWrappers\ATLAS&quot;;C:\cygwin\tmp\ATLAS\include"
+				AdditionalIncludeDirectories="&quot;C:\source\mathnet-marcus\src\NativeWrappers\Common&quot;;&quot;C:\source\mathnet-marcus\src\NativeWrappers\ATLAS&quot;;C:\cygwin\tmp\ATLAS\include"
 				PreprocessorDefinitions="_WINDOWS"
 				RuntimeLibrary="0"
 				EnableFunctionLevelLinking="true"
@@ -177,6 +177,10 @@
 				RelativePath="..\Common\blas.c"
 				>
 			</File>
+			<File
+				RelativePath=".\lapack.cpp"
+				>
+			</File>
 			<File
 				RelativePath="..\Common\WindowsDLL.cpp"
 				>
@@ -191,6 +195,10 @@
 				RelativePath=".\blas.h"
 				>
 			</File>
+			<File
+				RelativePath="..\Common\common.h"
+				>
+			</File>
 		</Filter>
 		<Filter
 			Name="Resource Files"

src/NativeWrappers/ATLAS/blas.h

@@ -1,4 +1,9 @@
+#ifndef BLAS_H
+#define BLAS_H
+
 #include "cblas.h"
 
 typedef struct { float real; float imag; } Complex8;
 typedef struct { double real; double imag; } Complex16;
+
+#endif

src/NativeWrappers/ATLAS/lapack.cpp

@@ -0,0 +1,64 @@
+#include "common.h"
+#include "blas.h"
+#include "clapack.h"
+
+extern "C" {
+
+	DLLEXPORT int s_cholesky_factor(int n, float a[]){
+		int info = clapack_spotrf(CblasColMajor, CblasLower, n, a, n);
+		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){
+		int info = clapack_dpotrf(CblasColMajor, CblasLower, n, a, n);
+		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[]){
+		int info = clapack_cpotrf(CblasColMajor, CblasLower, n, a, n);
+		Complex8 zero;
+		zero.real = 0.0;
+		zero.real = 0.0;
+		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[]){
+		int info = clapack_zpotrf(CblasColMajor, CblasLower, n, a, n);
+		Complex16 zero;
+		zero.real = 0.0;
+		zero.real = 0.0;
+		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;
+	}
+}

src/NativeWrappers/Common/blas.c

@@ -1,10 +1,5 @@
 #include "blas.h"
-
+#include "common.h"
-#ifdef _WINDOWS
-	#define DLLEXPORT __declspec( dllexport )
-#else
-	#define DLLEXPORT
-#endif
 
 DLLEXPORT void s_axpy( const int n, const float alpha, const float x[], float y[]){
 	cblas_saxpy(n, alpha, x, 1, y, 1);
@@ -38,3 +33,26 @@ DLLEXPORT void z_scale(const int n, const Complex16 alpha, Complex16 x[]){
 	cblas_zscal(n, &alpha, x, 1);
 }
 
+DLLEXPORT float s_dot_product(const int n, const float x[], const float y[]){
+	return cblas_sdot(n, x, 1, y, 1);
+}
+
+DLLEXPORT double d_dot_product(const int n, const double x[], const double y[]){
+	return cblas_ddot(n, x, 1, y, 1);
+}
+
+DLLEXPORT Complex8 c_dot_product(const int n, const Complex8 x[], const Complex8 y[]){
+	Complex8 ret;
+	cblas_cdotu_sub(n, x, 1, y, 1, &ret);
+	return ret;
+}
+
+DLLEXPORT Complex16 z_dot_product(const int n, const Complex16 x[], const Complex16 y[]){
+	Complex16 ret;
+	cblas_zdotu_sub(n, x, 1, y, 1, &ret);
+	return ret;
+}
+
+
+
+

src/NativeWrappers/Common/common.h

@@ -0,0 +1,10 @@
+#ifndef COMMON_H
+#define COMMON_H
+
+#ifdef _WINDOWS
+	#define DLLEXPORT __declspec( dllexport )
+#else
+	#define DLLEXPORT
+#endif
+
+#endif 

src/NativeWrappers/MKL/MKLWrapper.vcproj

@@ -118,7 +118,7 @@
 			<Tool
 				Name="VCCLCompilerTool"
 				Optimization="0"
-				AdditionalIncludeDirectories="&quot;C:\source\mathnet-marcus\src\NativeWrappers\MKL&quot;;&quot;C:\Program Files (x86)\Intel\Compiler\11.1\046\mkl\include&quot;"
+				AdditionalIncludeDirectories="&quot;C:\source\mathnet-marcus\src\NativeWrappers\Common&quot;;&quot;C:\source\mathnet-marcus\src\NativeWrappers\MKL&quot;;&quot;C:\Program Files (x86)\Intel\Compiler\11.1\046\mkl\include&quot;"
 				PreprocessorDefinitions="_WINDOWS"
 				MinimalRebuild="true"
 				BasicRuntimeChecks="3"
@@ -272,7 +272,7 @@
 				Name="VCCLCompilerTool"
 				Optimization="2"
 				EnableIntrinsicFunctions="true"
-				AdditionalIncludeDirectories="&quot;C:\source\mathnet-marcus\src\NativeWrappers\MKL&quot;;&quot;C:\Program Files (x86)\Intel\Compiler\11.1\046\mkl\include&quot;"
+				AdditionalIncludeDirectories="&quot;C:\source\mathnet-marcus\src\NativeWrappers\Common&quot;;&quot;C:\source\mathnet-marcus\src\NativeWrappers\MKL&quot;;&quot;C:\Program Files (x86)\Intel\Compiler\11.1\046\mkl\include&quot;"
 				PreprocessorDefinitions="_WINDOWS"
 				RuntimeLibrary="0"
 				EnableFunctionLevelLinking="true"
@@ -335,6 +335,14 @@
 				RelativePath="..\Common\blas.c"
 				>
 			</File>
+			<File
+				RelativePath=".\lapack.cpp"
+				>
+			</File>
+			<File
+				RelativePath=".\vector_functions.c"
+				>
+			</File>
 			<File
 				RelativePath="..\Common\WindowsDLL.cpp"
 				>
@@ -349,6 +357,10 @@
 				RelativePath=".\blas.h"
 				>
 			</File>
+			<File
+				RelativePath="..\Common\common.h"
+				>
+			</File>
 		</Filter>
 		<Filter
 			Name="Resource Files"

src/NativeWrappers/MKL/blas.h

@@ -1,4 +1,9 @@
+#ifndef BLAS_H
+#define BLAS_H
+
 #include "mkl_cblas.h"
 
 typedef MKL_Complex8 Complex8;
-typedef MKL_Complex16 Complex16;
+typedef MKL_Complex16 Complex16;
+
+#endif

src/NativeWrappers/MKL/lapack.cpp

@@ -0,0 +1,72 @@
+#include "common.h"
+#include "blas.h"
+#include "mkl_lapack.h"
+
+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;
+	}
+}

src/NativeWrappers/MKL/vector_functions.c

@@ -0,0 +1,14 @@
+#include "mkl_vml.h"
+#include "common.h"
+
+DLLEXPORT void d_vector_add( const int n, const double x[], const double y[], double ret[]){
+	vdAdd( n, x, y, ret );
+}
+
+DLLEXPORT void d_vector_subtract( const int n, const double x[], const double y[], double ret[]){
+	vdSub( n, x, y, ret );
+}
+
+DLLEXPORT void d_vector_multiply( const int n, const double x[], const double y[], double ret[]){
+	vdMul( n, x, y, ret );
+}

src/NativeWrappers/NativeWrappers.sln

@@ -4,6 +4,7 @@ Microsoft Visual Studio Solution File, Format Version 10.00
 Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Common", "Common", "{5A0892FF-82CE-40FC-BCE1-73810C615F52}"
 	ProjectSection(SolutionItems) = preProject
 		Common\blas.c = Common\blas.c
+		Common\common.h = Common\common.h
 		Common\resource.h = Common\resource.h
 		Common\resource.rc = Common\resource.rc
 		Common\WindowsDLL.cpp = Common\WindowsDLL.cpp