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/*
* Copyright (c) 2002-2006 Samit Basu
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
*/
#ifndef __FMLAPACK_hpp__
#define __FMLAPACK_hpp__
#include <string.h>
#define ftnlen short
// Lapack routines used are declared here
extern "C" {
double dlamch_(char * CMACH, ftnlen cmach_len);
float slamch_(char * CMACH, ftnlen cmach_len);
void dgesvx_(char* FACT, char* TRANS, int * N, int * NRHS,
double *A, int * LDA, double * AF, int * LDAF,
int * IPIV, char * EQUED, double * R, double * C,
double * B, int * LDB, double * X, int * LDX,
double * RCOND, double * FERR, double * BERR,
double * WORK, int * IWORK, int * INFO,
ftnlen fact_len, ftnlen trans_len, ftnlen equed_len);
void zgesvx_(char* FACT, char* TRANS, int * N, int * NRHS,
double *A, int * LDA, double * AF, int * LDAF,
int * IPIV, char * EQUED, double * R, double * C,
double * B, int * LDB, double * X, int * LDX,
double * RCOND, double * FERR, double * BERR,
double * WORK, double * RWORK, int * INFO,
ftnlen fact_len, ftnlen trans_len, ftnlen equed_len);
void sgesvx_(char* FACT, char* TRANS, int * N, int * NRHS,
float *A, int * LDA, float * AF, int * LDAF,
int * IPIV, char * EQUED, float * R, float * C,
float * B, int * LDB, float * X, int * LDX,
float * RCOND, float * FERR, float * BERR,
float * WORK, int * IWORK, int * INFO,
ftnlen fact_len, ftnlen trans_len, ftnlen equed_len);
void cgesvx_(char* FACT, char* TRANS, int * N, int * NRHS,
float *A, int * LDA, float * AF, int * LDAF,
int * IPIV, char * EQUED, float * R, float * C,
float * B, int * LDB, float * X, int * LDX,
float * RCOND, float * FERR, float * BERR,
float * WORK, float * RWORK, int * INFO,
ftnlen fact_len, ftnlen trans_len, ftnlen equed_len);
void dgelsy_(int* M, int *N, int *NRHS, double* A, int *LDA,
double *B, int *LDB, int *JPVT, double* RCOND,
int *RANK, double *WORK, int* LWORK, int* INFO);
void zgelsy_(int* M, int *N, int *NRHS, double* A, int *LDA,
double *B, int *LDB, int *JPVT, double* RCOND,
int *RANK, double *WORK, int* LWORK, double* RWORK,
int* INFO);
void sgelsy_(int* M, int *N, int *NRHS, float* A, int *LDA,
float *B, int *LDB, int *JPVT, float* RCOND,
int *RANK, float *WORK, int* LWORK, int* INFO);
void cgelsy_(int* M, int *N, int *NRHS, float* A, int *LDA,
float *B, int *LDB, int *JPVT, float* RCOND,
int *RANK, float *WORK, int* LWORK, float* RWORK,
int* INFO);
void sgeevx_(char* BALANC, char* JOBVL, char* JOBVR, char* SENSE,
int* N, float* A, int* LDA, float* WR, float* WI,
float* VL, int *LDVL, float* VR, int *LDVR, int *ILO,
int *IHI, float* SCALE, float* ABNRM, float* RCONDE,
float* RCONDV, float *WORK, int *LWORK, int *IWORK,
int *INFO, ftnlen balanc_len,
ftnlen jobvl_len, ftnlen jobvr_len, ftnlen sense_len);
void dgeevx_(char* BALANC, char* JOBVL, char* JOBVR, char* SENSE,
int* N, double* A, int* LDA, double* WR, double* WI,
double* VL, int *LDVL, double* VR, int *LDVR, int *ILO,
int *IHI, double* SCALE, double* ABNRM, double* RCONDE,
double* RCONDV, double *WORK, int *LWORK, int *IWORK,
int *INFO, ftnlen balanc_len,
ftnlen jobvl_len, ftnlen jobvr_len, ftnlen sense_len);
void cgeevx_(char* BALANC, char* JOBVL, char* JOBVR, char* SENSE,
int* N, float* A, int* LDA, float* W, float* VL,
int *LDVL, float* VR, int *LDVR, int *ILO,
int *IHI, float* SCALE, float* ABNRM, float* RCONDE,
float* RCONDV, float *WORK, int *LWORK, float *RWORK,
int *INFO, ftnlen balanc_len,
ftnlen jobvl_len, ftnlen jobvr_len, ftnlen sense_len);
void zgeevx_(char* BALANC, char* JOBVL, char* JOBVR, char* SENSE,
int* N, double* A, int* LDA, double* W, double* VL,
int *LDVL, double* VR, int *LDVR, int *ILO,
int *IHI, double* SCALE, double* ABNRM, double* RCONDE,
double* RCONDV, double *WORK, int *LWORK, double *RWORK,
int *INFO, ftnlen balanc_len,
ftnlen jobvl_len, ftnlen jobvr_len, ftnlen sense_len);
void sgesvd_(char* JOBS, char* JOBVT, int* M, int *N, float* A,
int *LDA, float *S, float *U, int *LDU, float *VT,
int *LDVT, float *WORK, int *LWORK, int *INFO, ftnlen
jobu_len, ftnlen jobvt_len);
void dgesvd_(char* JOBS, char* JOBVT, int* M, int *N, double* A,
int *LDA, double *S, double *U, int *LDU, double *VT,
int *LDVT, double *WORK, int *LWORK, int *INFO, ftnlen
jobu_len, ftnlen jobvt_len);
void cgesvd_(char* JOBS, char* JOBVT, int* M, int *N, float* A,
int *LDA, float *S, float *U, int *LDU, float *VT,
int *LDVT, float *WORK, int *LWORK, float *RWORK, int *INFO, ftnlen
jobu_len, ftnlen jobvt_len);
void zgesvd_(char* JOBS, char* JOBVT, int* M, int *N, double* A,
int *LDA, double *S, double *U, int *LDU, double *VT,
int *LDVT, double *WORK, int *LWORK, double *RWORK, int *INFO, ftnlen
jobu_len, ftnlen jobvt_len);
void sgeqrf_(int *M, int *N, float *A, int *LDA, float *TAU, float *WORK,
int *LWORK, int *INFO);
void sgeqp3_(int *M, int *N, float *A, int *LDA, int *JPVT,
float *TAU, float *WORK, int *LWORK, int *INFO);
void sorgqr_(int *M, int *N, int *K, float *A, int *LDA,
float *TAU, float *WORK, int *LWORK, int *INFO);
void dgeqrf_(int *M, int *N, double *A, int *LDA, double *TAU, double *WORK,
int *LWORK, int *INFO);
void dgeqp3_(int *M, int *N, double *A, int *LDA, int *JPVT,
double *TAU, double *WORK, int *LWORK, int *INFO);
void dorgqr_(int *M, int *N, int *K, double *A, int *LDA,
double *TAU, double *WORK, int *LWORK, int *INFO);
void cgeqrf_(int *M, int *N, float *A, int *LDA, float *TAU, float *WORK,
int *LWORK, int *INFO);
void cgeqp3_(int *M, int *N, float *A, int *LDA, int *JPVT,
float *TAU, float *WORK, int *LWORK, float *RWORK, int *INFO);
void cungqr_(int *M, int *N, int *K, float *A, int *LDA,
float *TAU, float *WORK, int *LWORK, int *INFO);
void zgeqrf_(int *M, int *N, double *A, int *LDA, double *TAU, double *WORK,
int *LWORK, int *INFO);
void zgeqp3_(int *M, int *N, double *A, int *LDA, int *JPVT,
double *TAU, double *WORK, int *LWORK, double *RWORK, int *INFO);
void zungqr_(int *M, int *N, int *K, double *A, int *LDA,
double *TAU, double *WORK, int *LWORK, int *INFO);
void ssyev_(char *JOBZ, char *UPLO, int *N, float *A, int *LDA,
float *W, float *WORK, int *LWORK, int *INFO,
ftnlen jobz_len, ftnlen uplo_len);
void dsyev_(char *JOBZ, char *UPLO, int *N, double *A, int *LDA,
double *W, double *WORK, int *LWORK, int *INFO,
ftnlen jobz_len, ftnlen uplo_len);
void cheev_(char *JOBZ, char *UPLO, int *N, float *A, int *LDA,
float *W, float *WORK, int *LWORK, float *RWORK, int *INFO,
ftnlen jobz_len, ftnlen uplo_len);
void zheev_(char *JOBZ, char *UPLO, int *N, double *A, int *LDA,
double *W, double *WORK, int *LWORK, double *RWORK, int *INFO,
ftnlen jobz_len, ftnlen uplo_len);
void sggev_(char *JOBVL, char *JOBVR, int *N, float *A, int *LDA,
float *B, int *LDB, float *ALPHAR, float *ALPHAI,
float *BETA, float *VL, int *LDVL, float *VR,
int *LDVR, float *WORK, int *LWORK, int *INFO,
ftnlen jobvl_len, ftnlen jobvr_len );
void ssygv_(int *ITYPE, char *JOBZ, char *UPLO, int *N, float *A,
int *LDA, float *B, int *LDB, float *W, float *WORK,
int *LWORK, int *INFO, ftnlen jobz_len, ftnlen uplo_len );
void dggev_(char *JOBVL, char *JOBVR, int *N, double *A, int *LDA,
double *B, int *LDB, double *ALPHAR, double *ALPHAI,
double *BETA, double *VL, int *LDVL, double *VR,
int *LDVR, double *WORK, int *LWORK, int *INFO,
ftnlen jobvl_len, ftnlen jobvr_len );
void dsygv_(int *ITYPE, char *JOBZ, char *UPLO, int *N, double *A,
int *LDA, double *B, int *LDB, double *W, double *WORK,
int *LWORK, int *INFO, ftnlen jobz_len, ftnlen uplo_len );
void cggev_(char *JOBVL, char *JOBVR, int *N, float *A, int *LDA,
float *B, int *LDB, float *ALPHA, float *BETA,
float *VL, int *LDVL, float *VR, int *LDVR,
float *WORK, int *LWORK, float *RWORK, int *INFO,
ftnlen jobvl_len, ftnlen jobvr_len );
void chegv_(int *ITYPE, char *JOBZ, char *UPLO, int *N, float *A,
int *LDA, float *B, int *LDB, float *W, float *WORK,
int *LWORK, float *RWORK, int *INFO, ftnlen
jobz_len, ftnlen uplo_len );
void zggev_(char *JOBVL, char *JOBVR, int *N, double *A, int *LDA,
double *B, int *LDB, double *ALPHA, double *BETA,
double *VL, int *LDVL, double *VR, int *LDVR,
double *WORK, int *LWORK, double *RWORK, int *INFO, ftnlen
jobz_len, ftnlen uplo_len );
void zhegv_(int *ITYPE, char *JOBZ, char *UPLO, int *N, double *A,
int *LDA, double *B, int *LDB, double *W, double *WORK,
int *LWORK, double *RWORK, int *INFO, ftnlen jobz_len, ftnlen uplo_len );
void sgetrf_(int *M, int *N, float *A, int *LDA, int *IPIV, int *INFO);
void cgetrf_(int *M, int *N, float *A, int *LDA, int *IPIV, int *INFO);
void dgetrf_(int *M, int *N, double *A, int *LDA, int *IPIV, int *INFO);
void zgetrf_(int *M, int *N, double *A, int *LDA, int *IPIV, int *INFO);
void sgetri_(int *N, float *A, int *LDA, int *IPIV, float *WORK, int *LWORK, int *INFO);
void cgetri_(int *N, float *A, int *LDA, int *IPIV, float *WORK, int *LWORK, int *INFO);
void dgetri_(int *N, double *A, int *LDA, int *IPIV, double *WORK, int *LWORK, int *INFO);
void zgetri_(int *N, double *A, int *LDA, int *IPIV, double *WORK, int *LWORK, int *INFO);
int xerbla_(char *srname, int *info);
double snrm2_(int *N, float *X, int *INCX);
double dnrm2_(int *N, double *X, int *INCX);
double scnrm2_(int *N, float *X, int *INCX);
double dznrm2_(int *N, double *X, int *INCX);
void dgecon_(char *norm, int *N, double *A, int *LDA, double *Anorm,
double *rcond, double *work, int *iwork, int *info, ftnlen norm_len);
void sgecon_(char *norm, int *N, float *A, int *LDA, float *Anorm,
float *rcond, float *work, int *iwork, int *info, ftnlen norm_len);
void cgecon_(char *norm, int *N, float *A, int *LDA, float *Anorm,
float *rcond, float *work, float *rwork, int *info, ftnlen norm_len);
void zgecon_(char *norm, int *N, double *A, int *LDA, double *Anorm,
double *rcond, double *work, double *rwork, int *info, ftnlen norm_len);
double dlange_(char *norm, int *M, int *N, double *A, int *LDA,
double *work, ftnlen norm_len);
float slange_(char *norm, int *M, int *N, float *A, int *LDA,
float *work, ftnlen norm_len);
float clange_(char *norm, int *M, int *N, float *A, int *LDA,
float *work, ftnlen norm_len);
double zlange_(char *norm, int *M, int *N, double *A, int *LDA,
double *work, ftnlen norm_len);
}
/**
* Call the LAPACK slamch function to get the $$\epsilon$$ value for
* a floating point number.
*/
double getEPS();
/**
* Call the LAPACK dlamch function to get the $$\epsilon$$ value for
* a double-precision floating point number.
*/
float getFloatEPS();
template <typename T>
T lamch();
/**
* This function effectively pads each column in the source matrix by a
* number of zeros. It actually allows us to change the stride of the
* matrix (amount that must be added to an index to move from one column
* to the next).
*/
template <typename T>
void changeStride(T*dst, int dstStride, T*src, int srcStride,
int rowCount, int colCount) {
for (int i=0;i<colCount;i++)
memcpy(dst + i*dstStride, src + i*srcStride, rowCount*sizeof(T));
}
#endif
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