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1 // Copyright (C) 2008-2012 NICTA (www.nicta.com.au)
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2 // Copyright (C) 2008-2012 Conrad Sanderson
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3 // Copyright (C) 2009 Edmund Highcock
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4 // Copyright (C) 2011 James Sanders
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5 // Copyright (C) 2012 Eric Jon Sundstrom
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6 //
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7 // This Source Code Form is subject to the terms of the Mozilla Public
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8 // License, v. 2.0. If a copy of the MPL was not distributed with this
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9 // file, You can obtain one at http://mozilla.org/MPL/2.0/.
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10
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11
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12 //! \addtogroup auxlib
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13 //! @{
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14
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15
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16 //! wrapper for accessing external functions defined in ATLAS, LAPACK or BLAS libraries
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17 class auxlib
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18 {
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19 public:
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20
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21
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22 template<const uword row, const uword col>
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23 struct pos
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24 {
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25 static const uword n2 = row + col*2;
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26 static const uword n3 = row + col*3;
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27 static const uword n4 = row + col*4;
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28 };
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29
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30
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31 //
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32 // inv
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33
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34 template<typename eT, typename T1>
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35 inline static bool inv(Mat<eT>& out, const Base<eT,T1>& X, const bool slow = false);
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36
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37 template<typename eT>
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38 inline static bool inv(Mat<eT>& out, const Mat<eT>& A, const bool slow = false);
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39
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40 template<typename eT>
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41 inline static bool inv_noalias_tinymat(Mat<eT>& out, const Mat<eT>& X, const uword N);
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42
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43 template<typename eT>
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44 inline static bool inv_inplace_tinymat(Mat<eT>& out, const uword N);
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45
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46 template<typename eT>
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47 inline static bool inv_inplace_lapack(Mat<eT>& out);
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48
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49
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50 //
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51 // inv_tr
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52
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53 template<typename eT, typename T1>
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54 inline static bool inv_tr(Mat<eT>& out, const Base<eT,T1>& X, const uword layout);
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55
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56
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57 //
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58 // inv_sym
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59
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60 template<typename eT, typename T1>
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61 inline static bool inv_sym(Mat<eT>& out, const Base<eT,T1>& X, const uword layout);
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62
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63
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64 //
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65 // inv_sympd
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66
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67 template<typename eT, typename T1>
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68 inline static bool inv_sympd(Mat<eT>& out, const Base<eT,T1>& X, const uword layout);
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69
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70
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71 //
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72 // det
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73
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74 template<typename eT, typename T1>
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75 inline static eT det(const Base<eT,T1>& X, const bool slow = false);
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76
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77 template<typename eT>
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78 inline static eT det_tinymat(const Mat<eT>& X, const uword N);
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79
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80 template<typename eT>
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81 inline static eT det_lapack(const Mat<eT>& X, const bool make_copy);
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82
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83
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84 //
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85 // log_det
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86
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87 template<typename eT, typename T1>
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88 inline static bool log_det(eT& out_val, typename get_pod_type<eT>::result& out_sign, const Base<eT,T1>& X);
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89
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90
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91 //
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92 // lu
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93
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94 template<typename eT, typename T1>
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95 inline static bool lu(Mat<eT>& L, Mat<eT>& U, podarray<blas_int>& ipiv, const Base<eT,T1>& X);
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96
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97 template<typename eT, typename T1>
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98 inline static bool lu(Mat<eT>& L, Mat<eT>& U, Mat<eT>& P, const Base<eT,T1>& X);
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99
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100 template<typename eT, typename T1>
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101 inline static bool lu(Mat<eT>& L, Mat<eT>& U, const Base<eT,T1>& X);
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102
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103
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104 //
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105 // eig
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106
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107 template<typename eT, typename T1>
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108 inline static bool eig_sym(Col<eT>& eigval, const Base<eT,T1>& X);
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109
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110 template<typename T, typename T1>
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111 inline static bool eig_sym(Col<T>& eigval, const Base<std::complex<T>,T1>& X);
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112
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113 template<typename eT, typename T1>
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114 inline static bool eig_sym(Col<eT>& eigval, Mat<eT>& eigvec, const Base<eT,T1>& X);
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115
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116 template<typename T, typename T1>
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117 inline static bool eig_sym(Col<T>& eigval, Mat< std::complex<T> >& eigvec, const Base<std::complex<T>,T1>& X);
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118
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119 template<typename eT, typename T1>
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120 inline static bool eig_sym_dc(Col<eT>& eigval, Mat<eT>& eigvec, const Base<eT,T1>& X);
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121
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122 template<typename T, typename T1>
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123 inline static bool eig_sym_dc(Col<T>& eigval, Mat< std::complex<T> >& eigvec, const Base<std::complex<T>,T1>& X);
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124
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125 template<typename T, typename T1>
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126 inline static bool eig_gen(Col< std::complex<T> >& eigval, Mat<T>& l_eigvec, Mat<T>& r_eigvec, const Base<T,T1>& X, const char side);
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127
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128 template<typename T, typename T1>
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129 inline static bool eig_gen(Col< std::complex<T> >& eigval, Mat< std::complex<T> >& l_eigvec, Mat< std::complex<T> >& r_eigvec, const Base< std::complex<T>, T1 >& X, const char side);
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130
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131
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132 //
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133 // chol
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134
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135 template<typename eT, typename T1>
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136 inline static bool chol(Mat<eT>& out, const Base<eT,T1>& X);
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137
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138
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139 //
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140 // qr
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141
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142 template<typename eT, typename T1>
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143 inline static bool qr(Mat<eT>& Q, Mat<eT>& R, const Base<eT,T1>& X);
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144
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145 template<typename eT, typename T1>
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146 inline static bool qr_econ(Mat<eT>& Q, Mat<eT>& R, const Base<eT,T1>& X);
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147
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148
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149 //
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150 // svd
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151
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152 template<typename eT, typename T1>
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153 inline static bool svd(Col<eT>& S, const Base<eT,T1>& X, uword& n_rows, uword& n_cols);
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154
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155 template<typename T, typename T1>
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156 inline static bool svd(Col<T>& S, const Base<std::complex<T>, T1>& X, uword& n_rows, uword& n_cols);
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157
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158 template<typename eT, typename T1>
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159 inline static bool svd(Col<eT>& S, const Base<eT,T1>& X);
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160
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161 template<typename T, typename T1>
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162 inline static bool svd(Col<T>& S, const Base<std::complex<T>, T1>& X);
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163
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164 template<typename eT, typename T1>
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165 inline static bool svd(Mat<eT>& U, Col<eT>& S, Mat<eT>& V, const Base<eT,T1>& X);
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166
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167 template<typename T, typename T1>
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168 inline static bool svd(Mat< std::complex<T> >& U, Col<T>& S, Mat< std::complex<T> >& V, const Base< std::complex<T>, T1>& X);
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169
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170 template<typename eT, typename T1>
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171 inline static bool svd_econ(Mat<eT>& U, Col<eT>& S, Mat<eT>& V, const Base<eT,T1>& X, const char mode);
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172
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173 template<typename T, typename T1>
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174 inline static bool svd_econ(Mat< std::complex<T> >& U, Col<T>& S, Mat< std::complex<T> >& V, const Base< std::complex<T>, T1>& X, const char mode);
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175
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176 template<typename eT, typename T1>
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177 inline static bool svd_dc(Mat<eT>& U, Col<eT>& S, Mat<eT>& V, const Base<eT,T1>& X);
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178
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179 template<typename T, typename T1>
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180 inline static bool svd_dc(Mat< std::complex<T> >& U, Col<T>& S, Mat< std::complex<T> >& V, const Base< std::complex<T>, T1>& X);
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181
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182
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183 //
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184 // solve
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185
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186 template<typename eT, typename T1>
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187 inline static bool solve (Mat<eT>& out, Mat<eT>& A, const Base<eT,T1>& X, const bool slow = false);
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188
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189 template<typename eT, typename T1>
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190 inline static bool solve_od(Mat<eT>& out, Mat<eT>& A, const Base<eT,T1>& X);
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191
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192 template<typename eT, typename T1>
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193 inline static bool solve_ud(Mat<eT>& out, Mat<eT>& A, const Base<eT,T1>& X);
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194
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195
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196 //
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197 // solve_tr
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198
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199 template<typename eT>
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200 inline static bool solve_tr(Mat<eT>& out, const Mat<eT>& A, const Mat<eT>& B, const uword layout);
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201
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202
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203 //
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204 // Schur decomposition
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205
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206 template<typename eT>
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207 inline static bool schur_dec(Mat<eT>& Z, Mat<eT>& T, const Mat<eT>& A);
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208
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209 template<typename cT>
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210 inline static bool schur_dec(Mat<std::complex<cT> >& Z, Mat<std::complex<cT> >& T, const Mat<std::complex<cT> >& A);
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211
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212
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213 //
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214 // syl (solution of the Sylvester equation AX + XB = C)
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215
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216 template<typename eT>
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217 inline static bool syl(Mat<eT>& X, const Mat<eT>& A, const Mat<eT>& B, const Mat<eT>& C);
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218
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219
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220 //
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221 // lyap (solution of the continuous Lyapunov equation AX + XA^H + Q = 0)
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222
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223 template<typename eT>
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224 inline static bool lyap(Mat<eT>& X, const Mat<eT>& A, const Mat<eT>& Q);
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225
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226
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227 //
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228 // dlyap (solution of the discrete Lyapunov equation AXA^H - X + Q = 0)
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229
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230 template<typename eT>
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231 inline static bool dlyap(Mat<eT>& X, const Mat<eT>& A, const Mat<eT>& Q);
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232 };
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233
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234
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235 //! @}
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