mirror of
https://gitlab.com/libeigen/eigen.git
synced 2025-05-01 00:04:14 +08:00
140 lines
4.8 KiB
C++
140 lines
4.8 KiB
C++
|
|
#define BLAS_FUNC(NAME) CAT(CAT(SCALAR_PREFIX, NAME), _)
|
|
|
|
template <>
|
|
class blas_interface<SCALAR> : public c_interface_base<SCALAR> {
|
|
public:
|
|
static SCALAR fone;
|
|
static SCALAR fzero;
|
|
|
|
static inline std::string name() { return MAKE_STRING(CBLASNAME); }
|
|
|
|
static inline void matrix_vector_product(gene_matrix& A, gene_vector& B, gene_vector& X, int N) {
|
|
BLAS_FUNC(gemv)(¬rans, &N, &N, &fone, A, &N, B, &intone, &fzero, X, &intone);
|
|
}
|
|
|
|
static inline void symv(gene_matrix& A, gene_vector& B, gene_vector& X, int N) {
|
|
BLAS_FUNC(symv)(&lower, &N, &fone, A, &N, B, &intone, &fzero, X, &intone);
|
|
}
|
|
|
|
static inline void syr2(gene_matrix& A, gene_vector& B, gene_vector& X, int N) {
|
|
BLAS_FUNC(syr2)(&lower, &N, &fone, B, &intone, X, &intone, A, &N);
|
|
}
|
|
|
|
static inline void ger(gene_matrix& A, gene_vector& X, gene_vector& Y, int N) {
|
|
BLAS_FUNC(ger)(&N, &N, &fone, X, &intone, Y, &intone, A, &N);
|
|
}
|
|
|
|
static inline void rot(gene_vector& A, gene_vector& B, SCALAR c, SCALAR s, int N) {
|
|
BLAS_FUNC(rot)(&N, A, &intone, B, &intone, &c, &s);
|
|
}
|
|
|
|
static inline void atv_product(gene_matrix& A, gene_vector& B, gene_vector& X, int N) {
|
|
BLAS_FUNC(gemv)(&trans, &N, &N, &fone, A, &N, B, &intone, &fzero, X, &intone);
|
|
}
|
|
|
|
static inline void matrix_matrix_product(gene_matrix& A, gene_matrix& B, gene_matrix& X, int N) {
|
|
BLAS_FUNC(gemm)(¬rans, ¬rans, &N, &N, &N, &fone, A, &N, B, &N, &fzero, X, &N);
|
|
}
|
|
|
|
static inline void transposed_matrix_matrix_product(gene_matrix& A, gene_matrix& B, gene_matrix& X, int N) {
|
|
BLAS_FUNC(gemm)(¬rans, ¬rans, &N, &N, &N, &fone, A, &N, B, &N, &fzero, X, &N);
|
|
}
|
|
|
|
static inline void ata_product(gene_matrix& A, gene_matrix& X, int N) {
|
|
BLAS_FUNC(syrk)(&lower, &trans, &N, &N, &fone, A, &N, &fzero, X, &N);
|
|
}
|
|
|
|
static inline void aat_product(gene_matrix& A, gene_matrix& X, int N) {
|
|
BLAS_FUNC(syrk)(&lower, ¬rans, &N, &N, &fone, A, &N, &fzero, X, &N);
|
|
}
|
|
|
|
static inline void axpy(SCALAR coef, const gene_vector& X, gene_vector& Y, int N) {
|
|
BLAS_FUNC(axpy)(&N, &coef, X, &intone, Y, &intone);
|
|
}
|
|
|
|
static inline void axpby(SCALAR a, const gene_vector& X, SCALAR b, gene_vector& Y, int N) {
|
|
BLAS_FUNC(scal)(&N, &b, Y, &intone);
|
|
BLAS_FUNC(axpy)(&N, &a, X, &intone, Y, &intone);
|
|
}
|
|
|
|
static inline void cholesky(const gene_matrix& X, gene_matrix& C, int N) {
|
|
int N2 = N * N;
|
|
BLAS_FUNC(copy)(&N2, X, &intone, C, &intone);
|
|
char uplo = 'L';
|
|
int info = 0;
|
|
BLAS_FUNC(potrf)(&uplo, &N, C, &N, &info);
|
|
if (info != 0) std::cerr << "potrf_ error " << info << "\n";
|
|
}
|
|
|
|
static inline void partial_lu_decomp(const gene_matrix& X, gene_matrix& C, int N) {
|
|
int N2 = N * N;
|
|
BLAS_FUNC(copy)(&N2, X, &intone, C, &intone);
|
|
int info = 0;
|
|
int* ipiv = (int*)alloca(sizeof(int) * N);
|
|
BLAS_FUNC(getrf)(&N, &N, C, &N, ipiv, &info);
|
|
if (info != 0) std::cerr << "getrf_ error " << info << "\n";
|
|
}
|
|
|
|
static inline void trisolve_lower(const gene_matrix& L, const gene_vector& B, gene_vector& X, int N) {
|
|
BLAS_FUNC(copy)(&N, B, &intone, X, &intone);
|
|
BLAS_FUNC(trsv)(&lower, ¬rans, &nonunit, &N, L, &N, X, &intone);
|
|
}
|
|
|
|
static inline void trisolve_lower_matrix(const gene_matrix& L, const gene_matrix& B, gene_matrix& X, int N) {
|
|
BLAS_FUNC(copy)(&N, B, &intone, X, &intone);
|
|
BLAS_FUNC(trsm)(&right, &lower, ¬rans, &nonunit, &N, &N, &fone, L, &N, X, &N);
|
|
}
|
|
|
|
static inline void trmm(gene_matrix& A, gene_matrix& B, gene_matrix& /*X*/, int N) {
|
|
BLAS_FUNC(trmm)(&left, &lower, ¬rans, &nonunit, &N, &N, &fone, A, &N, B, &N);
|
|
}
|
|
|
|
#ifdef HAS_LAPACK
|
|
|
|
static inline void lu_decomp(const gene_matrix& X, gene_matrix& C, int N) {
|
|
int N2 = N * N;
|
|
BLAS_FUNC(copy)(&N2, X, &intone, C, &intone);
|
|
int info = 0;
|
|
int* ipiv = (int*)alloca(sizeof(int) * N);
|
|
int* jpiv = (int*)alloca(sizeof(int) * N);
|
|
BLAS_FUNC(getc2)(&N, C, &N, ipiv, jpiv, &info);
|
|
}
|
|
|
|
static inline void hessenberg(const gene_matrix& X, gene_matrix& C, int N) {
|
|
{
|
|
int N2 = N * N;
|
|
int inc = 1;
|
|
BLAS_FUNC(copy)(&N2, X, &inc, C, &inc);
|
|
}
|
|
int info = 0;
|
|
int ilo = 1;
|
|
int ihi = N;
|
|
int bsize = 64;
|
|
int worksize = N * bsize;
|
|
SCALAR* d = new SCALAR[N + worksize];
|
|
BLAS_FUNC(gehrd)(&N, &ilo, &ihi, C, &N, d, d + N, &worksize, &info);
|
|
delete[] d;
|
|
}
|
|
|
|
static inline void tridiagonalization(const gene_matrix& X, gene_matrix& C, int N) {
|
|
{
|
|
int N2 = N * N;
|
|
int inc = 1;
|
|
BLAS_FUNC(copy)(&N2, X, &inc, C, &inc);
|
|
}
|
|
char uplo = 'U';
|
|
int info = 0;
|
|
int bsize = 64;
|
|
int worksize = N * bsize;
|
|
SCALAR* d = new SCALAR[3 * N + worksize];
|
|
BLAS_FUNC(sytrd)(&uplo, &N, C, &N, d, d + N, d + 2 * N, d + 3 * N, &worksize, &info);
|
|
delete[] d;
|
|
}
|
|
|
|
#endif // HAS_LAPACK
|
|
};
|
|
|
|
SCALAR blas_interface<SCALAR>::fone = SCALAR(1);
|
|
SCALAR blas_interface<SCALAR>::fzero = SCALAR(0);
|