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//=====================================================
// Copyright (C) 2011 Andrea Arteaga <andyspiros@gmail.com>
//=====================================================
//
// This program is free software; you can redistribute it and/or
// modify it under the terms of the GNU General Public License
// as published by the Free Software Foundation; either version 2
// of the License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
//
#define LAPACKFUNC(NAME) CAT(CAT(SCALAR_PREFIX,NAME),_)
template<> class lapack_interface<SCALAR> : public c_interface_base<SCALAR>
{
public:
static inline std::string name()
{
return MAKE_STRING(LAPACKNAME);
}
static inline void general_solve(gene_matrix& A, gene_vector& b, gene_vector& x, int N)
{
int *ipiv = new int[N];
int info;
LAPACKFUNC(copy)(&N, b, &intone, x, &intone);
LAPACKFUNC(gesv)(&N, &intone, A, &N, ipiv, x, &N, &info);
delete[] ipiv;
}
static inline void least_squares(gene_matrix& A, gene_vector& b, gene_vector& x, int N)
{
int *ipiv = new int[N];
int info;
LAPACKFUNC(copy)(&N, b, &intone, x, &intone);
SCALAR work1;
int MONE = -1;
LAPACKFUNC(gels)(¬rans, &N, &N, &intone, A, &N, x, &N, &work1, &MONE, &info);
int lwork = (int)work1;
SCALAR *work2 = new SCALAR[lwork];
LAPACKFUNC(gels)(¬rans, &N, &N, &intone, A, &N, x, &N, work2, &lwork, &info);
delete[] work2;
delete[] ipiv;
}
static inline void lu_decomp(const gene_matrix& X, gene_matrix& C, int N)
{
int N2 = N*N;
int *ipiv = new int[N];
int info;
LAPACKFUNC(copy)(&N2, X, &intone, C, &intone);
LAPACKFUNC(getrf)(&N, &N, C, &N, ipiv, &info);
delete[] ipiv;
}
static inline void cholesky(const gene_matrix& X, gene_matrix& C, int N)
{
int N2 = N*N;
int info;
LAPACKFUNC(copy)(&N2, X, &intone, C, &intone);
LAPACKFUNC(potrf)(&lower, &N, C, &N, &info);
}
static inline void qr_decomp(const gene_matrix& X, gene_matrix& QR, gene_vector& tau, const int& N)
{
int N2 = N*N;
LAPACKFUNC(copy)(&N2, X, &intone, QR, &intone);
SCALAR *work = new SCALAR;
int lwork = -1, info;
LAPACKFUNC(geqrf)(&N, &N, QR, &N, tau, work, &lwork, &info);
lwork = *work;
delete work;
work = new SCALAR[lwork];
LAPACKFUNC(geqrf)(&N, &N, QR, &N, tau, work, &lwork, &info);
delete[] work;
}
static inline void svd_decomp(const gene_matrix& X, gene_matrix& U, gene_vector& S, gene_matrix& VT, const int& N)
{
int N2 = N*N;
stl_vector Xcopy(N2);
LAPACKFUNC(copy)(&N2, X, &intone, &Xcopy[0], &intone);
stl_vector work(1);
int lwork = -1, info;
LAPACKFUNC(gesvd)("A", "A", &N, &N, &Xcopy[0], &N, S, U, &N, VT, &N, &work[0], &lwork, &info);
lwork = work[0];
work.resize(lwork);
LAPACKFUNC(gesvd)("A", "A", &N, &N, &Xcopy[0], &N, S, U, &N, VT, &N, &work[0], &lwork, &info);
}
static inline void syev(const gene_matrix& X, gene_matrix& V, gene_vector& W, const int& N)
{
int N2 = N*N;
LAPACKFUNC(copy)(&N2, X, &intone, V, &intone);
stl_vector work(1);
int lwork = -1, info;
LAPACKFUNC(syev)("V", "U", &N, V, &N, W, &work[0], &lwork, &info);
lwork = work[0];
work.resize(lwork);
LAPACKFUNC(syev)("V", "U", &N, V, &N, W, &work[0], &lwork, &info);
}
/* Size of D, W: N; size of E: N-1, size of V: NxN */
static inline void stev(const gene_vector& D, const gene_vector& E, gene_vector& W, gene_matrix& V, const int& N)
{
int N0 = N;
int N1 = N-1;
LAPACKFUNC(copy)(&N0, D, &intone, W, &intone);
stl_vector E_(E, E+N-1), work(max(1, 2*N-2));
int info;
LAPACKFUNC(stev)("V", &N, W, &E_[0], V, &N, &work[0], &info);
}
static inline void symm_ev(const gene_matrix& X, gene_vector& W, int N)
{
char jobz = 'N';
SCALAR *work = new SCALAR;
int lwork = -1, info;
LAPACKFUNC(syev)(&jobz, &lower, &N, X, &N, W, work, &lwork, &info);
lwork = *work;
delete work;
work = new SCALAR[lwork];
LAPACKFUNC(syev)(&jobz, &lower, &N, X, &N, W, work, &lwork, &info);
delete[] work;
}
};
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