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457 lines
19 KiB
457 lines
19 KiB
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#include "common.h"
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int EIGEN_BLAS_FUNC(gemv)(char *opa, int *m, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *incb, RealScalar *pbeta, RealScalar *pc, int *incc)
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{
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typedef void (*functype)(int, int, const Scalar *, int, const Scalar *, int , Scalar *, int, Scalar);
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static functype func[4];
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static bool init = false;
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if(!init)
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{
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for(int k=0; k<4; ++k)
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func[k] = 0;
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func[NOTR] = (internal::general_matrix_vector_product<int,Scalar,ColMajor,false,Scalar,false>::run);
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func[TR ] = (internal::general_matrix_vector_product<int,Scalar,RowMajor,false,Scalar,false>::run);
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func[ADJ ] = (internal::general_matrix_vector_product<int,Scalar,RowMajor,Conj, Scalar,false>::run);
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init = true;
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}
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Scalar* a = reinterpret_cast<Scalar*>(pa);
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Scalar* b = reinterpret_cast<Scalar*>(pb);
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Scalar* c = reinterpret_cast<Scalar*>(pc);
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Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
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Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
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// check arguments
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int info = 0;
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if(OP(*opa)==INVALID) info = 1;
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else if(*m<0) info = 2;
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else if(*n<0) info = 3;
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else if(*lda<std::max(1,*m)) info = 6;
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else if(*incb==0) info = 8;
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else if(*incc==0) info = 11;
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if(info)
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return xerbla_(SCALAR_SUFFIX_UP"GEMV ",&info,6);
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if(*m==0 || *n==0 || (alpha==Scalar(0) && beta==Scalar(1)))
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return 0;
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int actual_m = *m;
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int actual_n = *n;
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if(OP(*opa)!=NOTR)
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std::swap(actual_m,actual_n);
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Scalar* actual_b = get_compact_vector(b,actual_n,*incb);
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Scalar* actual_c = get_compact_vector(c,actual_m,*incc);
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if(beta!=Scalar(1))
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{
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if(beta==Scalar(0)) vector(actual_c, actual_m).setZero();
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else vector(actual_c, actual_m) *= beta;
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}
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int code = OP(*opa);
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func[code](actual_m, actual_n, a, *lda, actual_b, 1, actual_c, 1, alpha);
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if(actual_b!=b) delete[] actual_b;
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if(actual_c!=c) delete[] copy_back(actual_c,c,actual_m,*incc);
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return 1;
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}
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int EIGEN_BLAS_FUNC(trsv)(char *uplo, char *opa, char *diag, int *n, RealScalar *pa, int *lda, RealScalar *pb, int *incb)
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{
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typedef void (*functype)(int, const Scalar *, int, Scalar *);
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static functype func[16];
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static bool init = false;
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if(!init)
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{
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for(int k=0; k<16; ++k)
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func[k] = 0;
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func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|0, false,ColMajor>::run);
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func[TR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|0, false,RowMajor>::run);
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func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|0, Conj, RowMajor>::run);
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func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|0, false,ColMajor>::run);
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func[TR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|0, false,RowMajor>::run);
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func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|0, Conj, RowMajor>::run);
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func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|UnitDiag,false,ColMajor>::run);
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func[TR | (UP << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|UnitDiag,false,RowMajor>::run);
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func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|UnitDiag,Conj, RowMajor>::run);
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func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|UnitDiag,false,ColMajor>::run);
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func[TR | (LO << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|UnitDiag,false,RowMajor>::run);
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func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|UnitDiag,Conj, RowMajor>::run);
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init = true;
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}
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Scalar* a = reinterpret_cast<Scalar*>(pa);
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Scalar* b = reinterpret_cast<Scalar*>(pb);
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int info = 0;
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if(UPLO(*uplo)==INVALID) info = 1;
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else if(OP(*opa)==INVALID) info = 2;
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else if(DIAG(*diag)==INVALID) info = 3;
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else if(*n<0) info = 4;
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else if(*lda<std::max(1,*n)) info = 6;
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else if(*incb==0) info = 8;
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if(info)
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return xerbla_(SCALAR_SUFFIX_UP"TRSV ",&info,6);
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Scalar* actual_b = get_compact_vector(b,*n,*incb);
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int code = OP(*opa) | (UPLO(*uplo) << 2) | (DIAG(*diag) << 3);
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func[code](*n, a, *lda, actual_b);
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if(actual_b!=b) delete[] copy_back(actual_b,b,*n,*incb);
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return 0;
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}
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int EIGEN_BLAS_FUNC(trmv)(char *uplo, char *opa, char *diag, int *n, RealScalar *pa, int *lda, RealScalar *pb, int *incb)
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{
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typedef void (*functype)(int, int, const Scalar *, int, const Scalar *, int, Scalar *, int, Scalar);
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static functype func[16];
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static bool init = false;
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if(!init)
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{
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for(int k=0; k<16; ++k)
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func[k] = 0;
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func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|0, Scalar,false,Scalar,false,ColMajor>::run);
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func[TR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|0, Scalar,false,Scalar,false,RowMajor>::run);
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func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|0, Scalar,Conj, Scalar,false,RowMajor>::run);
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func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|0, Scalar,false,Scalar,false,ColMajor>::run);
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func[TR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|0, Scalar,false,Scalar,false,RowMajor>::run);
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func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|0, Scalar,Conj, Scalar,false,RowMajor>::run);
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func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|UnitDiag,Scalar,false,Scalar,false,ColMajor>::run);
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func[TR | (UP << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|UnitDiag,Scalar,false,Scalar,false,RowMajor>::run);
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func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|UnitDiag,Scalar,Conj, Scalar,false,RowMajor>::run);
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func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|UnitDiag,Scalar,false,Scalar,false,ColMajor>::run);
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func[TR | (LO << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|UnitDiag,Scalar,false,Scalar,false,RowMajor>::run);
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func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|UnitDiag,Scalar,Conj, Scalar,false,RowMajor>::run);
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init = true;
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}
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Scalar* a = reinterpret_cast<Scalar*>(pa);
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Scalar* b = reinterpret_cast<Scalar*>(pb);
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int info = 0;
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if(UPLO(*uplo)==INVALID) info = 1;
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else if(OP(*opa)==INVALID) info = 2;
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else if(DIAG(*diag)==INVALID) info = 3;
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else if(*n<0) info = 4;
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else if(*lda<std::max(1,*n)) info = 6;
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else if(*incb==0) info = 8;
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if(info)
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return xerbla_(SCALAR_SUFFIX_UP"TRMV ",&info,6);
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if(*n==0)
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return 1;
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Scalar* actual_b = get_compact_vector(b,*n,*incb);
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Matrix<Scalar,Dynamic,1> res(*n);
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res.setZero();
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int code = OP(*opa) | (UPLO(*uplo) << 2) | (DIAG(*diag) << 3);
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if(code>=16 || func[code]==0)
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return 0;
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func[code](*n, *n, a, *lda, actual_b, 1, res.data(), 1, Scalar(1));
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copy_back(res.data(),b,*n,*incb);
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if(actual_b!=b) delete[] actual_b;
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return 0;
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}
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/** GBMV performs one of the matrix-vector operations
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*
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* y := alpha*A*x + beta*y, or y := alpha*A'*x + beta*y,
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*
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* where alpha and beta are scalars, x and y are vectors and A is an
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* m by n band matrix, with kl sub-diagonals and ku super-diagonals.
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*/
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int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealScalar *palpha, RealScalar *pa, int *lda,
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RealScalar *px, int *incx, RealScalar *pbeta, RealScalar *py, int *incy)
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{
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Scalar* a = reinterpret_cast<Scalar*>(pa);
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Scalar* x = reinterpret_cast<Scalar*>(px);
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Scalar* y = reinterpret_cast<Scalar*>(py);
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Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
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Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
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int coeff_rows = *kl+*ku+1;
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int info = 0;
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if(OP(*trans)==INVALID) info = 1;
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else if(*m<0) info = 2;
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else if(*n<0) info = 3;
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else if(*kl<0) info = 4;
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else if(*ku<0) info = 5;
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else if(*lda<coeff_rows) info = 8;
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else if(*incx==0) info = 10;
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else if(*incy==0) info = 13;
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if(info)
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return xerbla_(SCALAR_SUFFIX_UP"GBMV ",&info,6);
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if(*m==0 || *n==0 || (alpha==Scalar(0) && beta==Scalar(1)))
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return 0;
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int actual_m = *m;
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int actual_n = *n;
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if(OP(*trans)!=NOTR)
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std::swap(actual_m,actual_n);
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Scalar* actual_x = get_compact_vector(x,actual_n,*incx);
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Scalar* actual_y = get_compact_vector(y,actual_m,*incy);
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if(beta!=Scalar(1))
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{
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if(beta==Scalar(0)) vector(actual_y, actual_m).setZero();
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else vector(actual_y, actual_m) *= beta;
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}
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MatrixType mat_coeffs(a,coeff_rows,*n,*lda);
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int nb = std::min(*n,(*m)+(*ku));
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for(int j=0; j<nb; ++j)
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{
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int start = std::max(0,j - *ku);
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int end = std::min((*m)-1,j + *kl);
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int len = end - start + 1;
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int offset = (*ku) - j + start;
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if(OP(*trans)==NOTR)
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vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
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else if(OP(*trans)==TR)
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actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * vector(actual_x+start,len) ).value();
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else
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actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint() * vector(actual_x+start,len) ).value();
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}
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if(actual_x!=x) delete[] actual_x;
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if(actual_y!=y) delete[] copy_back(actual_y,y,actual_m,*incy);
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return 0;
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}
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#if 0
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/** TBMV performs one of the matrix-vector operations
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*
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* x := A*x, or x := A'*x,
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*
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* where x is an n element vector and A is an n by n unit, or non-unit,
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* upper or lower triangular band matrix, with ( k + 1 ) diagonals.
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*/
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int EIGEN_BLAS_FUNC(tbmv)(char *uplo, char *opa, char *diag, int *n, int *k, RealScalar *pa, int *lda, RealScalar *px, int *incx)
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{
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Scalar* a = reinterpret_cast<Scalar*>(pa);
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Scalar* x = reinterpret_cast<Scalar*>(px);
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int coeff_rows = *k + 1;
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int info = 0;
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if(UPLO(*uplo)==INVALID) info = 1;
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else if(OP(*opa)==INVALID) info = 2;
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else if(DIAG(*diag)==INVALID) info = 3;
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else if(*n<0) info = 4;
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else if(*k<0) info = 5;
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else if(*lda<coeff_rows) info = 7;
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else if(*incx==0) info = 9;
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if(info)
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return xerbla_(SCALAR_SUFFIX_UP"TBMV ",&info,6);
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if(*n==0)
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return 0;
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int actual_n = *n;
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Scalar* actual_x = get_compact_vector(x,actual_n,*incx);
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MatrixType mat_coeffs(a,coeff_rows,*n,*lda);
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int ku = UPLO(*uplo)==UPPER ? *k : 0;
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int kl = UPLO(*uplo)==LOWER ? *k : 0;
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for(int j=0; j<*n; ++j)
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{
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int start = std::max(0,j - ku);
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int end = std::min((*m)-1,j + kl);
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int len = end - start + 1;
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int offset = (ku) - j + start;
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if(OP(*trans)==NOTR)
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vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
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else if(OP(*trans)==TR)
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actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * vector(actual_x+start,len) ).value();
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else
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actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint() * vector(actual_x+start,len) ).value();
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}
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if(actual_x!=x) delete[] actual_x;
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if(actual_y!=y) delete[] copy_back(actual_y,y,actual_m,*incy);
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return 0;
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}
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#endif
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/** DTBSV solves one of the systems of equations
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*
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* A*x = b, or A'*x = b,
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*
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* where b and x are n element vectors and A is an n by n unit, or
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* non-unit, upper or lower triangular band matrix, with ( k + 1 )
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* diagonals.
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*
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* No test for singularity or near-singularity is included in this
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* routine. Such tests must be performed before calling this routine.
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*/
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int EIGEN_BLAS_FUNC(tbsv)(char *uplo, char *op, char *diag, int *n, int *k, RealScalar *pa, int *lda, RealScalar *px, int *incx)
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{
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typedef void (*functype)(int, int, const Scalar *, int, Scalar *);
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static functype func[16];
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static bool init = false;
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if(!init)
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{
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for(int k=0; k<16; ++k)
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func[k] = 0;
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func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|0, Scalar,false,Scalar,ColMajor>::run);
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func[TR | (UP << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|0, Scalar,false,Scalar,RowMajor>::run);
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func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|0, Scalar,Conj, Scalar,RowMajor>::run);
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func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|0, Scalar,false,Scalar,ColMajor>::run);
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func[TR | (LO << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|0, Scalar,false,Scalar,RowMajor>::run);
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func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|0, Scalar,Conj, Scalar,RowMajor>::run);
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func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|UnitDiag,Scalar,false,Scalar,ColMajor>::run);
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func[TR | (UP << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|UnitDiag,Scalar,false,Scalar,RowMajor>::run);
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func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|UnitDiag,Scalar,Conj, Scalar,RowMajor>::run);
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func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|UnitDiag,Scalar,false,Scalar,ColMajor>::run);
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func[TR | (LO << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|UnitDiag,Scalar,false,Scalar,RowMajor>::run);
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func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|UnitDiag,Scalar,Conj, Scalar,RowMajor>::run);
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init = true;
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}
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Scalar* a = reinterpret_cast<Scalar*>(pa);
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Scalar* x = reinterpret_cast<Scalar*>(px);
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int coeff_rows = *k+1;
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int info = 0;
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if(UPLO(*uplo)==INVALID) info = 1;
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else if(OP(*op)==INVALID) info = 2;
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else if(DIAG(*diag)==INVALID) info = 3;
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else if(*n<0) info = 4;
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else if(*k<0) info = 5;
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else if(*lda<coeff_rows) info = 7;
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else if(*incx==0) info = 9;
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if(info)
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return xerbla_(SCALAR_SUFFIX_UP"TBSV ",&info,6);
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if(*n==0 || (*k==0 && DIAG(*diag)==UNIT))
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return 0;
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int actual_n = *n;
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Scalar* actual_x = get_compact_vector(x,actual_n,*incx);
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int code = OP(*op) | (UPLO(*uplo) << 2) | (DIAG(*diag) << 3);
|
|
if(code>=16 || func[code]==0)
|
|
return 0;
|
|
|
|
func[code](*n, *k, a, *lda, actual_x);
|
|
|
|
if(actual_x!=x) delete[] copy_back(actual_x,x,actual_n,*incx);
|
|
|
|
return 0;
|
|
}
|
|
|
|
/** DTPMV performs one of the matrix-vector operations
|
|
*
|
|
* x := A*x, or x := A'*x,
|
|
*
|
|
* where x is an n element vector and A is an n by n unit, or non-unit,
|
|
* upper or lower triangular matrix, supplied in packed form.
|
|
*/
|
|
// int EIGEN_BLAS_FUNC(tpmv)(char *uplo, char *trans, char *diag, int *n, RealScalar *ap, RealScalar *x, int *incx)
|
|
// {
|
|
// return 1;
|
|
// }
|
|
|
|
/** DTPSV solves one of the systems of equations
|
|
*
|
|
* A*x = b, or A'*x = b,
|
|
*
|
|
* where b and x are n element vectors and A is an n by n unit, or
|
|
* non-unit, upper or lower triangular matrix, supplied in packed form.
|
|
*
|
|
* No test for singularity or near-singularity is included in this
|
|
* routine. Such tests must be performed before calling this routine.
|
|
*/
|
|
// int EIGEN_BLAS_FUNC(tpsv)(char *uplo, char *trans, char *diag, int *n, RealScalar *ap, RealScalar *x, int *incx)
|
|
// {
|
|
// return 1;
|
|
// }
|
|
|
|
/** DGER performs the rank 1 operation
|
|
*
|
|
* A := alpha*x*y' + A,
|
|
*
|
|
* where alpha is a scalar, x is an m element vector, y is an n element
|
|
* vector and A is an m by n matrix.
|
|
*/
|
|
int EIGEN_BLAS_FUNC(ger)(int *m, int *n, Scalar *palpha, Scalar *px, int *incx, Scalar *py, int *incy, Scalar *pa, int *lda)
|
|
{
|
|
Scalar* x = reinterpret_cast<Scalar*>(px);
|
|
Scalar* y = reinterpret_cast<Scalar*>(py);
|
|
Scalar* a = reinterpret_cast<Scalar*>(pa);
|
|
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
|
|
|
|
int info = 0;
|
|
if(*m<0) info = 1;
|
|
else if(*n<0) info = 2;
|
|
else if(*incx==0) info = 5;
|
|
else if(*incy==0) info = 7;
|
|
else if(*lda<std::max(1,*m)) info = 9;
|
|
if(info)
|
|
return xerbla_(SCALAR_SUFFIX_UP"GER ",&info,6);
|
|
|
|
if(alpha==Scalar(0))
|
|
return 1;
|
|
|
|
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
|
|
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
|
|
|
|
// TODO perform direct calls to underlying implementation
|
|
matrix(a,*m,*n,*lda) += alpha * vector(x_cpy,*m) * vector(y_cpy,*n).adjoint();
|
|
|
|
if(x_cpy!=x) delete[] x_cpy;
|
|
if(y_cpy!=y) delete[] y_cpy;
|
|
|
|
return 1;
|
|
}
|
|
|
|
|