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Native Pull: Updated provider and bug fixes 

mathnet-numerics-native a6e5c948049bda46cb3b5625fa41accebaa4bdb3:
1. Updated the native provider to MKL V11 update 2, which fixes the lange bug.
2. Re-enabled native matrix norms.
3. Fixed complex Frobenius norm bug in managed code (we weren't taking the conjugative transpose).
4. Fixed the return type on the double matix norm in the managed side of the native provider.
v2
Christoph Ruegg 14 years ago
parent
19be78c57a
commit
d65354f4b8
19 changed files with 38 additions and 902 deletions
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  1. 10
      src/NativeWrappers/Common/resource.rc
  2. 118
      src/NativeWrappers/Windows/ATLASWrapperTests/ATLASWrapperTests.csproj
  3. 14
      src/NativeWrappers/Windows/ATLASWrapperTests/LinearAlgebra/Double/AtlasLinearAlgebraProviderTests.cs
  4. 36
      src/NativeWrappers/Windows/ATLASWrapperTests/Properties/AssemblyInfo.cs
  5. 31
      src/NativeWrappers/Windows/MKL/MKLWrapper.vcxproj
  6. 15
      src/NativeWrappers/Windows/MKLWrapperTests/App.config
  7. 565
      src/NativeWrappers/Windows/MKLWrapperTests/MKLWrapperTests.csproj
  8. 114
      src/NativeWrappers/Windows/NativeWrappers.sln
  9. 2
      src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Complex.cs
  10. 2
      src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Complex32.cs
  11. 5
      src/Numerics/Algorithms/LinearAlgebra/Mkl/MklLinearAlgebraProvider.Common.cs
  12. 4
      src/Numerics/Algorithms/LinearAlgebra/Mkl/SafeNativeMethods.cs
  13. 2
      src/Numerics/LinearAlgebra/Complex/Matrix.cs
  14. 2
      src/Numerics/LinearAlgebra/Complex/SparseMatrix.cs
  15. 2
      src/Numerics/LinearAlgebra/Complex32/Matrix.cs
  16. 2
      src/Numerics/LinearAlgebra/Complex32/SparseMatrix.cs
  17. 6
      src/UnitTests/LinearAlgebraTests/Complex/MatrixTests.cs
  18. 6
      src/UnitTests/LinearAlgebraTests/Complex32/MatrixTests.cs
  19. 4
      src/UnitTests/LinearAlgebraTests/Double/IO/MatlabReaderTests.cs

10
src/NativeWrappers/Common/resource.rc
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@ -51,8 +51,8 @@ END
//
VS_VERSION_INFO VERSIONINFO
FILEVERSION 1,2,0,0
PRODUCTVERSION 1,2,0,0
FILEVERSION 1,2,1,0
PRODUCTVERSION 1,2,1,0
FILEFLAGSMASK 0x17L
#ifdef _DEBUG
FILEFLAGS 0x1L
@ -70,12 +70,12 @@ BEGIN
VALUE "Comments", "http://numerics.mathdotnet.com/"
VALUE "CompanyName", "Math.NET"
VALUE "FileDescription", "MathNET Numerics Native Wrapper"
VALUE "FileVersion", "1.2.0.0"
VALUE "FileVersion", "1.2.1.0"
VALUE "InternalName", "Math.NET"
VALUE "LegalCopyright", "Copyright (C) Math.NET 2009-2013"
VALUE "OriginalFilename", "MathNET.Numerics"
VALUE "OriginalFilename", "MathNet.Numerics"
VALUE "ProductName", "Math.NET Numerics"
VALUE "ProductVersion", "1.2.0.0"
VALUE "ProductVersion", "1.2.1.0"
END
END
BLOCK "VarFileInfo"

118
src/NativeWrappers/Windows/ATLASWrapperTests/ATLASWrapperTests.csproj
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@ -1,118 +0,0 @@
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Other similar extension points exist, see Microsoft.Common.targets.
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14
src/NativeWrappers/Windows/ATLASWrapperTests/LinearAlgebra/Double/AtlasLinearAlgebraProviderTests.cs
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@ -1,14 +0,0 @@
namespace MathNet.Numerics.ATLASWrapperTests.LinearAlgebra.Double
{
using MbUnit.Framework;
using UnitTests.LinearAlgebraTests.Double;
public class AtlasLinearAlgebraProviderTests : LinearAlgebraProviderTests
{
[FixtureSetUp]
public void SetUpProvider()
{
Provider = new Algorithms.LinearAlgebra.Atlas.AtlasLinearAlgebraProvider();
}
}
}

36
src/NativeWrappers/Windows/ATLASWrapperTests/Properties/AssemblyInfo.cs
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@ -1,36 +0,0 @@
using System.Reflection;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
// General Information about an assembly is controlled through the following
// set of attributes. Change these attribute values to modify the information
// associated with an assembly.
[assembly: AssemblyTitle("ATLASWrapperTests")]
[assembly: AssemblyDescription("")]
[assembly: AssemblyConfiguration("")]
[assembly: AssemblyCompany("Microsoft")]
[assembly: AssemblyProduct("ATLASWrapperTests")]
[assembly: AssemblyCopyright("Copyright © Microsoft 2009")]
[assembly: AssemblyTrademark("")]
[assembly: AssemblyCulture("")]
// Setting ComVisible to false makes the types in this assembly not visible
// to COM components. If you need to access a type in this assembly from
// COM, set the ComVisible attribute to true on that type.
[assembly: ComVisible(false)]
// The following GUID is for the ID of the typelib if this project is exposed to COM
[assembly: Guid("c3d8a88c-97b6-4b25-8d63-e30ffeaf503c")]
// Version information for an assembly consists of the following four values:
//
// Major Version
// Minor Version
// Build Number
// Revision
//
// You can specify all the values or you can default the Build and Revision Numbers
// by using the '*' as shown below:
// [assembly: AssemblyVersion("1.0.*")]
[assembly: AssemblyVersion("1.0.0.0")]
[assembly: AssemblyFileVersion("1.0.0.0")]

31
src/NativeWrappers/Windows/MKL/MKLWrapper.vcxproj
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@ -95,32 +95,32 @@
<_ProjectFileVersion>11.0.50727.1</_ProjectFileVersion>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
<OutDir>$(SolutionDir)..\..\..\lib\Windows\$(Platform)\</OutDir>
<OutDir>$(SolutionDir)..\..\..\..\MKL\Windows\x86\</OutDir>
<IntDir>$(Platform)\$(Configuration)\</IntDir>
<TargetName>MathNet.Numerics.MKL</TargetName>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Intel_SSA|Win32'">
<OutDir>$(SolutionDir)..\..\..\lib\Windows\$(Platform)\</OutDir>
<OutDir>$(SolutionDir)..\..\..\..\MKL\Windows\x86\</OutDir>
<IntDir>$(Platform)\$(Configuration)\</IntDir>
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<OutDir>$(SolutionDir)..\..\..\lib\Windows\$(Platform)\</OutDir>
<OutDir>$(SolutionDir)..\..\..\..\MKL\Windows\x64\</OutDir>
<IntDir>$(Platform)\$(Configuration)\</IntDir>
<TargetName>MathNet.Numerics.MKL</TargetName>
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@ -145,8 +145,7 @@
<ImportLibrary>$(OutDir)$(TargetName).lib</ImportLibrary>
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@ -172,8 +171,7 @@
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@ -200,8 +198,7 @@
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@ -230,8 +227,7 @@
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15
src/NativeWrappers/Windows/MKLWrapperTests/App.config
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@ -1,15 +0,0 @@
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<configSections>
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565
src/NativeWrappers/Windows/MKLWrapperTests/MKLWrapperTests.csproj
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EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE

2
src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Complex.cs
View File

@ -407,7 +407,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
break;
case Norm.FrobeniusNorm:
var aat = new Complex[rows * rows];
MatrixMultiplyWithUpdate(Transpose.DontTranspose, Transpose.Transpose, 1.0, matrix, rows, columns, matrix, rows, columns, 0.0, aat);
MatrixMultiplyWithUpdate(Transpose.DontTranspose, Transpose.ConjugateTranspose, 1.0, matrix, rows, columns, matrix, rows, columns, 0.0, aat);
for (var i = 0; i < rows; i++)
{

2
src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Complex32.cs
View File

@ -404,7 +404,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
break;
case Norm.FrobeniusNorm:
var aat = new Complex32[rows * rows];
MatrixMultiplyWithUpdate(Transpose.DontTranspose, Transpose.Transpose, 1.0f, matrix, rows, columns, matrix, rows, columns, 0.0f, aat);
MatrixMultiplyWithUpdate(Transpose.DontTranspose, Transpose.ConjugateTranspose, 1.0f, matrix, rows, columns, matrix, rows, columns, 0.0f, aat);
for (var i = 0; i < rows; i++)
{

5
src/Numerics/Algorithms/LinearAlgebra/Mkl/MklLinearAlgebraProvider.Common.cs
View File

@ -4,7 +4,7 @@
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
//
// Copyright (c) 2009-2011 Math.NET
// Copyright (c) 2009-2013 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
@ -200,7 +200,6 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
return SafeNativeMethods.d_matrix_norm((byte)norm, rows, columns, matrix, work);
}
/* BUG in MKL'S ZLANGE routine. Using managed code until it is fixed.
/// <summary>
/// Computes the requested <see cref="Norm"/> of the matrix.
/// </summary>
@ -359,6 +358,6 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
}
return SafeNativeMethods.z_matrix_norm((byte)norm, rows, columns, matrix, work);
}*/
}
}
}

4
src/Numerics/Algorithms/LinearAlgebra/Mkl/SafeNativeMethods.cs
View File

@ -42,7 +42,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
/// <summary>
/// Name of the native DLL.
/// </summary>
private const string DllName = "MathNET.Numerics.MKL.dll";
private const string DllName = "MathNet.Numerics.MKL.dll";
#region BLAS
@ -102,7 +102,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra.Mkl
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)]
internal static extern float d_matrix_norm(byte norm, int rows, int columns, [In] double[] a, [In, Out] double[] work);
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)]
internal static extern float c_matrix_norm(byte norm, int rows, int columns, [In] Complex32[] a, [In, Out] float[] work);

2
src/Numerics/LinearAlgebra/Complex/Matrix.cs
View File

@ -93,7 +93,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
/// <returns>The Frobenius norm of this matrix.</returns>
public override Complex FrobeniusNorm()
{
var transpose = Transpose();
var transpose = ConjugateTranspose();
var aat = this * transpose;
var norm = 0.0;

2
src/Numerics/LinearAlgebra/Complex/SparseMatrix.cs
View File

@ -527,7 +527,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex
/// <returns>The Frobenius norm of this matrix.</returns>
public override Complex FrobeniusNorm()
{
var aat = (SparseCompressedRowMatrixStorage<Complex>) (this*Transpose()).Storage;
var aat = (SparseCompressedRowMatrixStorage<Complex>) (this*ConjugateTranspose()).Storage;
var norm = 0d;
for (var i = 0; i < aat.RowPointers.Length; i++)

2
src/Numerics/LinearAlgebra/Complex32/Matrix.cs
View File

@ -87,7 +87,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
/// <returns>The Frobenius norm of this matrix.</returns>
public override Complex32 FrobeniusNorm()
{
var transpose = Transpose();
var transpose = ConjugateTranspose();
var aat = this * transpose;
var norm = 0.0f;

2
src/Numerics/LinearAlgebra/Complex32/SparseMatrix.cs
View File

@ -527,7 +527,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32
/// <returns>The Frobenius norm of this matrix.</returns>
public override Complex32 FrobeniusNorm()
{
var aat = (SparseCompressedRowMatrixStorage<Complex32>) (this*Transpose()).Storage;
var aat = (SparseCompressedRowMatrixStorage<Complex32>) (this*ConjugateTranspose()).Storage;
var norm = 0f;
for (var i = 0; i < aat.RowPointers.Length; i++)

6
src/UnitTests/LinearAlgebraTests/Complex/MatrixTests.cs
View File

@ -93,13 +93,13 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex
public virtual void CanComputeFrobeniusNorm()
{
var matrix = TestMatrices["Square3x3"];
AssertHelpers.AlmostEqual(10.8819655930903, matrix.FrobeniusNorm(), 14);
AssertHelpers.AlmostEqual(11.1427106217473, matrix.FrobeniusNorm(), 14);
matrix = TestMatrices["Wide2x3"];
AssertHelpers.AlmostEqual(5.19052560084774, matrix.FrobeniusNorm(), 14);
AssertHelpers.AlmostEqual(5.29055762656452, matrix.FrobeniusNorm(), 14);
matrix = TestMatrices["Tall3x2"];
AssertHelpers.AlmostEqual(7.59041159967795, matrix.FrobeniusNorm(), 14);
AssertHelpers.AlmostEqual(7.86574853399217, matrix.FrobeniusNorm(), 14);
}
/// <summary>

6
src/UnitTests/LinearAlgebraTests/Complex32/MatrixTests.cs
View File

@ -92,13 +92,13 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32
public virtual void CanComputeFrobeniusNorm()
{
var matrix = TestMatrices["Square3x3"];
AssertHelpers.AlmostEqual(10.8819655f, matrix.FrobeniusNorm().Real, 7);
AssertHelpers.AlmostEqual(11.1427106217473f, matrix.FrobeniusNorm().Real, 7);
matrix = TestMatrices["Wide2x3"];
AssertHelpers.AlmostEqual(5.1905256f, matrix.FrobeniusNorm().Real, 7);
AssertHelpers.AlmostEqual(5.29055762656452f, matrix.FrobeniusNorm().Real, 6);
matrix = TestMatrices["Tall3x2"];
AssertHelpers.AlmostEqual(7.5904115f, matrix.FrobeniusNorm().Real, 7);
AssertHelpers.AlmostEqual(7.86574853399217, matrix.FrobeniusNorm().Real, 7);
}
/// <summary>

4
src/UnitTests/LinearAlgebraTests/Double/IO/MatlabReaderTests.cs
View File

@ -62,7 +62,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.IO
Assert.AreEqual(100, matrix.RowCount);
Assert.AreEqual(100, matrix.ColumnCount);
Assert.AreEqual(typeof(DenseMatrix), matrix.GetType());
AssertHelpers.AlmostEqual(100.108979553704, matrix.FrobeniusNorm(), 13);
AssertHelpers.AlmostEqual(100.108979553704, matrix.FrobeniusNorm(), 5);
}
/// <summary>
@ -92,7 +92,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.IO
var ad = matrices["Ad"];
Assert.AreEqual(100, ad.RowCount);
Assert.AreEqual(100, ad.ColumnCount);
AssertHelpers.AlmostEqual(100.431635988639, ad.FrobeniusNorm(), 13);
AssertHelpers.AlmostEqual(100.431635988639, ad.FrobeniusNorm(), 5);
Assert.AreEqual(typeof(DenseMatrix), ad.GetType());
}

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