comparison armadillo-3.900.4/include/armadillo_bits/auxlib_bones.hpp @ 49:1ec0e2823891

Switch to using subrepo copies of qm-dsp, nnls-chroma, vamp-plugin-sdk; update Armadillo version; assume build without external BLAS/LAPACK
author Chris Cannam
date Thu, 13 Jun 2013 10:25:24 +0100
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48:69251e11a913 49:1ec0e2823891
1 // Copyright (C) 2008-2012 NICTA (www.nicta.com.au)
2 // Copyright (C) 2008-2012 Conrad Sanderson
3 // Copyright (C) 2009 Edmund Highcock
4 // Copyright (C) 2011 James Sanders
5 // Copyright (C) 2012 Eric Jon Sundstrom
6 //
7 // This Source Code Form is subject to the terms of the Mozilla Public
8 // License, v. 2.0. If a copy of the MPL was not distributed with this
9 // file, You can obtain one at http://mozilla.org/MPL/2.0/.
10
11
12 //! \addtogroup auxlib
13 //! @{
14
15
16 //! wrapper for accessing external functions defined in ATLAS, LAPACK or BLAS libraries
17 class auxlib
18 {
19 public:
20
21
22 template<const uword row, const uword col>
23 struct pos
24 {
25 static const uword n2 = row + col*2;
26 static const uword n3 = row + col*3;
27 static const uword n4 = row + col*4;
28 };
29
30
31 //
32 // inv
33
34 template<typename eT, typename T1>
35 inline static bool inv(Mat<eT>& out, const Base<eT,T1>& X, const bool slow = false);
36
37 template<typename eT>
38 inline static bool inv(Mat<eT>& out, const Mat<eT>& A, const bool slow = false);
39
40 template<typename eT>
41 inline static bool inv_noalias_tinymat(Mat<eT>& out, const Mat<eT>& X, const uword N);
42
43 template<typename eT>
44 inline static bool inv_inplace_tinymat(Mat<eT>& out, const uword N);
45
46 template<typename eT>
47 inline static bool inv_inplace_lapack(Mat<eT>& out);
48
49
50 //
51 // inv_tr
52
53 template<typename eT, typename T1>
54 inline static bool inv_tr(Mat<eT>& out, const Base<eT,T1>& X, const uword layout);
55
56
57 //
58 // inv_sym
59
60 template<typename eT, typename T1>
61 inline static bool inv_sym(Mat<eT>& out, const Base<eT,T1>& X, const uword layout);
62
63
64 //
65 // inv_sympd
66
67 template<typename eT, typename T1>
68 inline static bool inv_sympd(Mat<eT>& out, const Base<eT,T1>& X, const uword layout);
69
70
71 //
72 // det
73
74 template<typename eT, typename T1>
75 inline static eT det(const Base<eT,T1>& X, const bool slow = false);
76
77 template<typename eT>
78 inline static eT det_tinymat(const Mat<eT>& X, const uword N);
79
80 template<typename eT>
81 inline static eT det_lapack(const Mat<eT>& X, const bool make_copy);
82
83
84 //
85 // log_det
86
87 template<typename eT, typename T1>
88 inline static bool log_det(eT& out_val, typename get_pod_type<eT>::result& out_sign, const Base<eT,T1>& X);
89
90
91 //
92 // lu
93
94 template<typename eT, typename T1>
95 inline static bool lu(Mat<eT>& L, Mat<eT>& U, podarray<blas_int>& ipiv, const Base<eT,T1>& X);
96
97 template<typename eT, typename T1>
98 inline static bool lu(Mat<eT>& L, Mat<eT>& U, Mat<eT>& P, const Base<eT,T1>& X);
99
100 template<typename eT, typename T1>
101 inline static bool lu(Mat<eT>& L, Mat<eT>& U, const Base<eT,T1>& X);
102
103
104 //
105 // eig
106
107 template<typename eT, typename T1>
108 inline static bool eig_sym(Col<eT>& eigval, const Base<eT,T1>& X);
109
110 template<typename T, typename T1>
111 inline static bool eig_sym(Col<T>& eigval, const Base<std::complex<T>,T1>& X);
112
113 template<typename eT, typename T1>
114 inline static bool eig_sym(Col<eT>& eigval, Mat<eT>& eigvec, const Base<eT,T1>& X);
115
116 template<typename T, typename T1>
117 inline static bool eig_sym(Col<T>& eigval, Mat< std::complex<T> >& eigvec, const Base<std::complex<T>,T1>& X);
118
119 template<typename eT, typename T1>
120 inline static bool eig_sym_dc(Col<eT>& eigval, Mat<eT>& eigvec, const Base<eT,T1>& X);
121
122 template<typename T, typename T1>
123 inline static bool eig_sym_dc(Col<T>& eigval, Mat< std::complex<T> >& eigvec, const Base<std::complex<T>,T1>& X);
124
125 template<typename T, typename T1>
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);
127
128 template<typename T, typename T1>
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);
130
131
132 //
133 // chol
134
135 template<typename eT, typename T1>
136 inline static bool chol(Mat<eT>& out, const Base<eT,T1>& X);
137
138
139 //
140 // qr
141
142 template<typename eT, typename T1>
143 inline static bool qr(Mat<eT>& Q, Mat<eT>& R, const Base<eT,T1>& X);
144
145 template<typename eT, typename T1>
146 inline static bool qr_econ(Mat<eT>& Q, Mat<eT>& R, const Base<eT,T1>& X);
147
148
149 //
150 // svd
151
152 template<typename eT, typename T1>
153 inline static bool svd(Col<eT>& S, const Base<eT,T1>& X, uword& n_rows, uword& n_cols);
154
155 template<typename T, typename T1>
156 inline static bool svd(Col<T>& S, const Base<std::complex<T>, T1>& X, uword& n_rows, uword& n_cols);
157
158 template<typename eT, typename T1>
159 inline static bool svd(Col<eT>& S, const Base<eT,T1>& X);
160
161 template<typename T, typename T1>
162 inline static bool svd(Col<T>& S, const Base<std::complex<T>, T1>& X);
163
164 template<typename eT, typename T1>
165 inline static bool svd(Mat<eT>& U, Col<eT>& S, Mat<eT>& V, const Base<eT,T1>& X);
166
167 template<typename T, typename T1>
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);
169
170 template<typename eT, typename T1>
171 inline static bool svd_econ(Mat<eT>& U, Col<eT>& S, Mat<eT>& V, const Base<eT,T1>& X, const char mode);
172
173 template<typename T, typename T1>
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);
175
176 template<typename eT, typename T1>
177 inline static bool svd_dc(Mat<eT>& U, Col<eT>& S, Mat<eT>& V, const Base<eT,T1>& X);
178
179 template<typename T, typename T1>
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);
181
182
183 //
184 // solve
185
186 template<typename eT, typename T1>
187 inline static bool solve (Mat<eT>& out, Mat<eT>& A, const Base<eT,T1>& X, const bool slow = false);
188
189 template<typename eT, typename T1>
190 inline static bool solve_od(Mat<eT>& out, Mat<eT>& A, const Base<eT,T1>& X);
191
192 template<typename eT, typename T1>
193 inline static bool solve_ud(Mat<eT>& out, Mat<eT>& A, const Base<eT,T1>& X);
194
195
196 //
197 // solve_tr
198
199 template<typename eT>
200 inline static bool solve_tr(Mat<eT>& out, const Mat<eT>& A, const Mat<eT>& B, const uword layout);
201
202
203 //
204 // Schur decomposition
205
206 template<typename eT>
207 inline static bool schur_dec(Mat<eT>& Z, Mat<eT>& T, const Mat<eT>& A);
208
209 template<typename cT>
210 inline static bool schur_dec(Mat<std::complex<cT> >& Z, Mat<std::complex<cT> >& T, const Mat<std::complex<cT> >& A);
211
212
213 //
214 // syl (solution of the Sylvester equation AX + XB = C)
215
216 template<typename eT>
217 inline static bool syl(Mat<eT>& X, const Mat<eT>& A, const Mat<eT>& B, const Mat<eT>& C);
218
219
220 //
221 // lyap (solution of the continuous Lyapunov equation AX + XA^H + Q = 0)
222
223 template<typename eT>
224 inline static bool lyap(Mat<eT>& X, const Mat<eT>& A, const Mat<eT>& Q);
225
226
227 //
228 // dlyap (solution of the discrete Lyapunov equation AXA^H - X + Q = 0)
229
230 template<typename eT>
231 inline static bool dlyap(Mat<eT>& X, const Mat<eT>& A, const Mat<eT>& Q);
232 };
233
234
235 //! @}