diff armadillo-2.4.4/include/armadillo_bits/lapack_bones.hpp @ 0:8b6102e2a9b0

Armadillo Library

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/armadillo-2.4.4/include/armadillo_bits/lapack_bones.hpp	Wed Apr 11 09:27:06 2012 +0100
@@ -0,0 +1,324 @@
+// Copyright (C) 2008-2011 NICTA (www.nicta.com.au)
+// Copyright (C) 2008-2011 Conrad Sanderson
+// Copyright (C)      2009 Edmund Highcock
+// Copyright (C)      2011 James Sanders
+// 
+// This file is part of the Armadillo C++ library.
+// It is provided without any warranty of fitness
+// for any purpose. You can redistribute this file
+// and/or modify it under the terms of the GNU
+// Lesser General Public License (LGPL) as published
+// by the Free Software Foundation, either version 3
+// of the License or (at your option) any later version.
+// (see http://www.opensource.org/licenses for more info)
+
+
+
+#ifdef ARMA_USE_LAPACK
+
+
+#if !defined(ARMA_BLAS_CAPITALS)
+  
+  #define arma_sgetrf sgetrf
+  #define arma_dgetrf dgetrf
+  #define arma_cgetrf cgetrf
+  #define arma_zgetrf zgetrf
+  
+  #define arma_sgetri sgetri
+  #define arma_dgetri dgetri
+  #define arma_cgetri cgetri
+  #define arma_zgetri zgetri
+  
+  #define arma_strtri strtri
+  #define arma_dtrtri dtrtri
+  #define arma_ctrtri ctrtri
+  #define arma_ztrtri ztrtri
+  
+  #define arma_ssyev  ssyev
+  #define arma_dsyev  dsyev
+  
+  #define arma_cheev  cheev
+  #define arma_zheev  zheev
+  
+  #define arma_sgeev  sgeev
+  #define arma_dgeev  dgeev
+  
+  #define arma_cgeev  cgeev
+  #define arma_zgeev  zgeev
+  
+  #define arma_spotrf spotrf
+  #define arma_dpotrf dpotrf
+  #define arma_cpotrf cpotrf
+  #define arma_zpotrf zpotrf
+  
+  #define arma_spotri spotri
+  #define arma_dpotri dpotri
+  #define arma_cpotri cpotri
+  #define arma_zpotri zpotri
+  
+  #define arma_sgeqrf sgeqrf
+  #define arma_dgeqrf dgeqrf
+  #define arma_cgeqrf cgeqrf
+  #define arma_zgeqrf zgeqrf
+  
+  #define arma_sorgqr sorgqr
+  #define arma_dorgqr dorgqr
+  
+  #define arma_cungqr cungqr
+  #define arma_zungqr zungqr
+  
+  #define arma_sgesvd sgesvd
+  #define arma_dgesvd dgesvd
+  
+  #define arma_cgesvd cgesvd
+  #define arma_zgesvd zgesvd
+  
+  #define arma_sgesv  sgesv
+  #define arma_dgesv  dgesv
+  #define arma_cgesv  cgesv
+  #define arma_zgesv  zgesv
+  
+  #define arma_sgels  sgels
+  #define arma_dgels  dgels
+  #define arma_cgels  cgels
+  #define arma_zgels  zgels
+  
+  #define arma_strtrs strtrs
+  #define arma_dtrtrs dtrtrs
+  #define arma_ctrtrs ctrtrs
+  #define arma_ztrtrs ztrtrs
+
+  #define arma_sgees  sgees
+  #define arma_dgees  dgees
+  #define arma_cgees  cgees
+  #define arma_zgees  zgees
+  
+  #define arma_strsyl strsyl
+  #define arma_dtrsyl dtrsyl
+  #define arma_ctrsyl ctrsyl
+  #define arma_ztrsyl ztrsyl
+  
+  #define arma_ssytrf ssytrf
+  #define arma_dsytrf dsytrf
+  #define arma_csytrf csytrf
+  #define arma_zsytrf zsytrf
+  
+  #define arma_ssytri ssytri
+  #define arma_dsytri dsytri
+  #define arma_csytri csytri
+  #define arma_zsytri zsytri
+  
+#else
+  
+  #define arma_sgetrf SGETRF
+  #define arma_dgetrf DGETRF
+  #define arma_cgetrf CGETRF
+  #define arma_zgetrf ZGETRF
+  
+  #define arma_sgetri SGETRI
+  #define arma_dgetri DGETRI
+  #define arma_cgetri CGETRI
+  #define arma_zgetri ZGETRI
+  
+  #define arma_strtri STRTRI
+  #define arma_dtrtri DTRTRI
+  #define arma_ctrtri CTRTRI
+  #define arma_ztrtri ZTRTRI
+  
+  #define arma_ssyev  SSYEV
+  #define arma_dsyev  DSYEV
+  
+  #define arma_cheev  CHEEV
+  #define arma_zheev  ZHEEV
+  
+  #define arma_sgeev  SGEEV
+  #define arma_dgeev  DGEEV
+  
+  #define arma_cgeev  CGEEV
+  #define arma_zgeev  ZGEEV
+  
+  #define arma_spotrf SPOTRF
+  #define arma_dpotrf DPOTRF
+  #define arma_cpotrf CPOTRF
+  #define arma_zpotrf ZPOTRF
+  
+  #define arma_spotri SPOTRI
+  #define arma_dpotri DPOTRI
+  #define arma_cpotri CPOTRI
+  #define arma_zpotri ZPOTRI
+  
+  #define arma_sgeqrf SGEQRF
+  #define arma_dgeqrf DGEQRF
+  #define arma_cgeqrf CGEQRF
+  #define arma_zgeqrf ZGEQRF
+  
+  #define arma_sorgqr SORGQR
+  #define arma_dorgqr DORGQR
+  
+  #define arma_cungqr CUNGQR
+  #define arma_zungqr ZUNGQR
+  
+  #define arma_sgesvd SGESVD
+  #define arma_dgesvd DGESVD
+  
+  #define arma_cgesvd CGESVD
+  #define arma_zgesvd ZGESVD
+  
+  #define arma_sgesv  SGESV
+  #define arma_dgesv  DGESV
+  #define arma_cgesv  CGESV
+  #define arma_zgesv  ZGESV
+  
+  #define arma_sgels  SGELS
+  #define arma_dgels  DGELS
+  #define arma_cgels  CGELS
+  #define arma_zgels  ZGELS
+  
+  #define arma_strtrs STRTRS
+  #define arma_dtrtrs DTRTRS
+  #define arma_ctrtrs CTRTRS
+  #define arma_ztrtrs ZTRTRS
+
+  #define arma_sgees  SGEES
+  #define arma_dgees  DGEES
+  #define arma_cgees  CGEES
+  #define arma_zgees  ZGEES
+
+  #define arma_strsyl STRSYL
+  #define arma_dtrsyl DTRSYL
+  #define arma_ctrsyl CTRSYL
+  #define arma_ztrsyl ZTRSYL
+  
+  #define arma_ssytrf SSYTRF
+  #define arma_dsytrf DSYTRF
+  #define arma_csytrf CSYTRF
+  #define arma_zsytrf ZSYTRF
+  
+  #define arma_ssytri SSYTRI
+  #define arma_dsytri DSYTRI
+  #define arma_csytri CSYTRI
+  #define arma_zsytri ZSYTRI
+  
+#endif
+
+
+
+extern "C"
+  {
+  // LU factorisation
+  void arma_fortran(arma_sgetrf)(blas_int* m, blas_int* n,  float* a, blas_int* lda, blas_int* ipiv, blas_int* info);
+  void arma_fortran(arma_dgetrf)(blas_int* m, blas_int* n, double* a, blas_int* lda, blas_int* ipiv, blas_int* info);
+  void arma_fortran(arma_cgetrf)(blas_int* m, blas_int* n,   void* a, blas_int* lda, blas_int* ipiv, blas_int* info);
+  void arma_fortran(arma_zgetrf)(blas_int* m, blas_int* n,   void* a, blas_int* lda, blas_int* ipiv, blas_int* info);
+  
+  // matrix inversion (using LU factorisation result)
+  void arma_fortran(arma_sgetri)(blas_int* n,  float* a, blas_int* lda, blas_int* ipiv,  float* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_dgetri)(blas_int* n, double* a, blas_int* lda, blas_int* ipiv, double* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_cgetri)(blas_int* n,  void*  a, blas_int* lda, blas_int* ipiv,   void* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_zgetri)(blas_int* n,  void*  a, blas_int* lda, blas_int* ipiv,   void* work, blas_int* lwork, blas_int* info);
+  
+  // matrix inversion (triangular matrices)
+  void arma_fortran(arma_strtri)(char* uplo, char* diag, blas_int* n,  float* a, blas_int* lda, blas_int* info);
+  void arma_fortran(arma_dtrtri)(char* uplo, char* diag, blas_int* n, double* a, blas_int* lda, blas_int* info);
+  void arma_fortran(arma_ctrtri)(char* uplo, char* diag, blas_int* n,   void* a, blas_int* lda, blas_int* info);
+  void arma_fortran(arma_ztrtri)(char* uplo, char* diag, blas_int* n,   void* a, blas_int* lda, blas_int* info);
+  
+  // eigenvector decomposition of symmetric real matrices
+  void arma_fortran(arma_ssyev)(char* jobz, char* uplo, blas_int* n,  float* a, blas_int* lda,  float* w,  float* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_dsyev)(char* jobz, char* uplo, blas_int* n, double* a, blas_int* lda, double* w, double* work, blas_int* lwork, blas_int* info);
+  
+  // eigenvector decomposition of hermitian matrices (complex)
+  void arma_fortran(arma_cheev)(char* jobz, char* uplo, blas_int* n,   void* a, blas_int* lda,  float* w,   void* work, blas_int* lwork,  float* rwork, blas_int* info);
+  void arma_fortran(arma_zheev)(char* jobz, char* uplo, blas_int* n,   void* a, blas_int* lda, double* w,   void* work, blas_int* lwork, double* rwork, blas_int* info);
+  
+  // eigenvector decomposition of general real matrices
+  void arma_fortran(arma_sgeev)(char* jobvl, char* jobvr, blas_int* n,  float* a, blas_int* lda,  float* wr,  float* wi,  float* vl, blas_int* ldvl,  float* vr, blas_int* ldvr,  float* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_dgeev)(char* jobvl, char* jobvr, blas_int* n, double* a, blas_int* lda, double* wr, double* wi, double* vl, blas_int* ldvl, double* vr, blas_int* ldvr, double* work, blas_int* lwork, blas_int* info);
+  
+  // eigenvector decomposition of general complex matrices
+  void arma_fortran(arma_cgeev)(char* jobvl, char* jobvr, blas_int* n, void* a, blas_int* lda, void* w, void* vl, blas_int* ldvl, void* vr, blas_int* ldvr, void* work, blas_int* lwork,  float* rwork, blas_int* info);
+  void arma_fortran(arma_zgeev)(char* jobvl, char* jobvr, blas_int* n, void* a, blas_int* lda, void* w, void* vl, blas_int* ldvl, void* vr, blas_int* ldvr, void* work, blas_int* lwork, double* rwork, blas_int* info);
+  
+  // Cholesky decomposition
+  void arma_fortran(arma_spotrf)(char* uplo, blas_int* n,  float* a, blas_int* lda, blas_int* info);
+  void arma_fortran(arma_dpotrf)(char* uplo, blas_int* n, double* a, blas_int* lda, blas_int* info);
+  void arma_fortran(arma_cpotrf)(char* uplo, blas_int* n,   void* a, blas_int* lda, blas_int* info);
+  void arma_fortran(arma_zpotrf)(char* uplo, blas_int* n,   void* a, blas_int* lda, blas_int* info);
+  
+  // matrix inversion (using Cholesky decomposition result)
+  void arma_fortran(arma_spotri)(char* uplo, blas_int* n,  float* a, blas_int* lda, blas_int* info);
+  void arma_fortran(arma_dpotri)(char* uplo, blas_int* n, double* a, blas_int* lda, blas_int* info);
+  void arma_fortran(arma_cpotri)(char* uplo, blas_int* n,   void* a, blas_int* lda, blas_int* info);
+  void arma_fortran(arma_zpotri)(char* uplo, blas_int* n,   void* a, blas_int* lda, blas_int* info);
+  
+  // QR decomposition
+  void arma_fortran(arma_sgeqrf)(blas_int* m, blas_int* n,  float* a, blas_int* lda,  float* tau,  float* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_dgeqrf)(blas_int* m, blas_int* n, double* a, blas_int* lda, double* tau, double* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_cgeqrf)(blas_int* m, blas_int* n,   void* a, blas_int* lda,   void* tau,   void* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_zgeqrf)(blas_int* m, blas_int* n,   void* a, blas_int* lda,   void* tau,   void* work, blas_int* lwork, blas_int* info);
+  
+  // Q matrix calculation from QR decomposition (real matrices)
+  void arma_fortran(arma_sorgqr)(blas_int* m, blas_int* n, blas_int* k,  float* a, blas_int* lda,  float* tau,  float* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_dorgqr)(blas_int* m, blas_int* n, blas_int* k, double* a, blas_int* lda, double* tau, double* work, blas_int* lwork, blas_int* info);
+  
+  // Q matrix calculation from QR decomposition (complex matrices)
+  void arma_fortran(arma_cungqr)(blas_int* m, blas_int* n, blas_int* k,   void* a, blas_int* lda,   void* tau,   void* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_zungqr)(blas_int* m, blas_int* n, blas_int* k,   void* a, blas_int* lda,   void* tau,   void* work, blas_int* lwork, blas_int* info);
+  
+  // SVD (real matrices)
+  void arma_fortran(arma_sgesvd)(char* jobu, char* jobvt, blas_int* m, blas_int* n, float*  a, blas_int* lda, float*  s, float*  u, blas_int* ldu, float*  vt, blas_int* ldvt, float*  work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_dgesvd)(char* jobu, char* jobvt, blas_int* m, blas_int* n, double* a, blas_int* lda, double* s, double* u, blas_int* ldu, double* vt, blas_int* ldvt, double* work, blas_int* lwork, blas_int* info);
+  
+  // SVD (complex matrices)
+  void arma_fortran(arma_cgesvd)(char* jobu, char* jobvt, blas_int* m, blas_int* n, void*   a, blas_int* lda, float*  s, void*   u, blas_int* ldu, void*   vt, blas_int* ldvt, void*   work, blas_int* lwork, float*  rwork, blas_int* info);
+  void arma_fortran(arma_zgesvd)(char* jobu, char* jobvt, blas_int* m, blas_int* n, void*   a, blas_int* lda, double* s, void*   u, blas_int* ldu, void*   vt, blas_int* ldvt, void*   work, blas_int* lwork, double* rwork, blas_int* info);
+  
+  // solve system of linear equations, using LU decomposition
+  void arma_fortran(arma_sgesv)(blas_int* n, blas_int* nrhs, float*  a, blas_int* lda, blas_int* ipiv, float*  b, blas_int* ldb, blas_int* info);
+  void arma_fortran(arma_dgesv)(blas_int* n, blas_int* nrhs, double* a, blas_int* lda, blas_int* ipiv, double* b, blas_int* ldb, blas_int* info);
+  void arma_fortran(arma_cgesv)(blas_int* n, blas_int* nrhs, void*   a, blas_int* lda, blas_int* ipiv, void*   b, blas_int* ldb, blas_int* info);
+  void arma_fortran(arma_zgesv)(blas_int* n, blas_int* nrhs, void*   a, blas_int* lda, blas_int* ipiv, void*   b, blas_int* ldb, blas_int* info);
+  
+  // solve over/underdetermined system of linear equations
+  void arma_fortran(arma_sgels)(char* trans, blas_int* m, blas_int* n, blas_int* nrhs, float*  a, blas_int* lda, float*  b, blas_int* ldb, float*  work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_dgels)(char* trans, blas_int* m, blas_int* n, blas_int* nrhs, double* a, blas_int* lda, double* b, blas_int* ldb, double* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_cgels)(char* trans, blas_int* m, blas_int* n, blas_int* nrhs, void*   a, blas_int* lda, void*   b, blas_int* ldb, void*   work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_zgels)(char* trans, blas_int* m, blas_int* n, blas_int* nrhs, void*   a, blas_int* lda, void*   b, blas_int* ldb, void*   work, blas_int* lwork, blas_int* info);
+  
+  // solve a triangular system of linear equations
+  void arma_fortran(arma_strtrs)(char* uplo, char* trans, char* diag, blas_int* n, blas_int* nrhs, const float*  a, blas_int* lda, float*  b, blas_int* ldb, blas_int* info);
+  void arma_fortran(arma_dtrtrs)(char* uplo, char* trans, char* diag, blas_int* n, blas_int* nrhs, const double* a, blas_int* lda, double* b, blas_int* ldb, blas_int* info);
+  void arma_fortran(arma_ctrtrs)(char* uplo, char* trans, char* diag, blas_int* n, blas_int* nrhs, const void*   a, blas_int* lda, void*   b, blas_int* ldb, blas_int* info);
+  void arma_fortran(arma_ztrtrs)(char* uplo, char* trans, char* diag, blas_int* n, blas_int* nrhs, const void*   a, blas_int* lda, void*   b, blas_int* ldb, blas_int* info);
+  
+  // Schur decomposition (real matrices)
+  void arma_fortran(arma_sgees)(char* jobvs, char* sort, blas_int* select, blas_int* n, float*  a, blas_int* lda, blas_int* sdim, float*  wr, float*  wi, float*  vs, blas_int* ldvs, float*  work, blas_int* lwork, blas_int* bwork, blas_int* info);
+  void arma_fortran(arma_dgees)(char* jobvs, char* sort, blas_int* select, blas_int* n, double* a, blas_int* lda, blas_int* sdim, double* wr, double* wi, double* vs, blas_int* ldvs, double* work, blas_int* lwork, blas_int* bwork, blas_int* info);
+  
+  // Schur decomposition (complex matrices)
+  void arma_fortran(arma_cgees)(char* jobvs, char* sort, blas_int* select, blas_int* n, void* a, blas_int* lda, blas_int* sdim, void* w, void* vs, blas_int* ldvs, void* work, blas_int* lwork, float*  rwork, blas_int* bwork, blas_int* info);
+  void arma_fortran(arma_zgees)(char* jobvs, char* sort, blas_int* select, blas_int* n, void* a, blas_int* lda, blas_int* sdim, void* w, void* vs, blas_int* ldvs, void* work, blas_int* lwork, double* rwork, blas_int* bwork, blas_int* info);
+  
+  // solve a Sylvester equation ax + xb = c, with a and b assumed to be in Schur form
+  void arma_fortran(arma_strsyl)(char* transa, char* transb, blas_int* isgn, blas_int* m, blas_int* n, const float*  a, blas_int* lda, const float*  b, blas_int* ldb, float*  c, blas_int* ldc, float*  scale, blas_int* info);
+  void arma_fortran(arma_dtrsyl)(char* transa, char* transb, blas_int* isgn, blas_int* m, blas_int* n, const double* a, blas_int* lda, const double* b, blas_int* ldb, double* c, blas_int* ldc, double* scale, blas_int* info);
+  void arma_fortran(arma_ctrsyl)(char* transa, char* transb, blas_int* isgn, blas_int* m, blas_int* n, const void*   a, blas_int* lda, const void*   b, blas_int* ldb, void*   c, blas_int* ldc, float*  scale, blas_int* info);
+  void arma_fortran(arma_ztrsyl)(char* transa, char* transb, blas_int* isgn, blas_int* m, blas_int* n, const void*   a, blas_int* lda, const void*   b, blas_int* ldb, void*   c, blas_int* ldc, double* scale, blas_int* info);
+  
+  void arma_fortran(arma_ssytrf)(char* uplo, blas_int* n, float*  a, blas_int* lda, blas_int* ipiv, float*  work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_dsytrf)(char* uplo, blas_int* n, double* a, blas_int* lda, blas_int* ipiv, double* work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_csytrf)(char* uplo, blas_int* n, void*   a, blas_int* lda, blas_int* ipiv, void*   work, blas_int* lwork, blas_int* info);
+  void arma_fortran(arma_zsytrf)(char* uplo, blas_int* n, void*   a, blas_int* lda, blas_int* ipiv, void*   work, blas_int* lwork, blas_int* info);
+  
+  void arma_fortran(arma_ssytri)(char* uplo, blas_int* n, float*  a, blas_int* lda, blas_int* ipiv, float*  work, blas_int* info);
+  void arma_fortran(arma_dsytri)(char* uplo, blas_int* n, double* a, blas_int* lda, blas_int* ipiv, double* work, blas_int* info);
+  void arma_fortran(arma_csytri)(char* uplo, blas_int* n, void*   a, blas_int* lda, blas_int* ipiv, void*   work, blas_int* info);
+  void arma_fortran(arma_zsytri)(char* uplo, blas_int* n, void*   a, blas_int* lda, blas_int* ipiv, void*   work, blas_int* info);
+  
+  // void arma_fortran(arma_dgeqp3)(blas_int* m, blas_int* n, double* a, blas_int* lda, blas_int* jpvt, double* tau, double* work, blas_int* lwork, blas_int* info);
+  // void arma_fortran(arma_dormqr)(char* side, char* trans, blas_int* m, blas_int* n, blas_int* k, double* a, blas_int* lda, double* tau, double* c, blas_int* ldc, double* work, blas_int* lwork, blas_int* info);
+  // void  arma_fortran(arma_dposv)(char* uplo, blas_int* n, blas_int* nrhs, double* a, blas_int* lda, double* b, blas_int* ldb, blas_int* info);
+  }
+
+
+#endif