[2322] | 1 | #include <iostream>
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[775] | 2 | #include "intflapack.h"
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[1342] | 3 | #include "tvector.h"
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| 4 | #include "tmatrix.h"
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[814] | 5 | #include <typeinfo>
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[775] | 6 |
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[1424] | 7 | /*!
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| 8 | \defgroup LinAlg LinAlg module
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| 9 | This module contains classes and functions for complex linear
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| 10 | algebra on arrays. This module is intended mainly to have
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| 11 | classes implementing C++ interfaces between Sophya objects
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| 12 | and external linear algebra libraries, such as LAPACK.
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| 13 | */
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| 14 |
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| 15 | /*!
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| 16 | \class SOPHYA::LapackServer
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| 17 | \ingroup LinAlg
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| 18 | This class implements an interface to LAPACK library driver routines.
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| 19 | The LAPACK (Linear Algebra PACKage) is a collection high performance
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| 20 | routines to solve common problems in numerical linear algebra.
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| 21 | its is available from http://www.netlib.org.
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| 22 |
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| 23 | The present version of our LapackServer (Feb 2001) provides only
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| 24 | interfaces for the linear system solver and singular value
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| 25 | decomposition (SVD). Only arrays with BaseArray::FortranMemoryMapping
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| 26 | can be handled by LapackServer. LapackServer can be instanciated
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| 27 | for simple and double precision real or complex array types.
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| 28 |
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| 29 | The example below shows solving a linear system A*X = B
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| 30 |
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| 31 | \code
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| 32 | #include "intflapack.h"
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| 33 | // ...
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| 34 | // Use FortranMemoryMapping as default
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| 35 | BaseArray::SetDefaultMemoryMapping(BaseArray::FortranMemoryMapping);
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| 36 | // Create an fill the arrays A and B
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| 37 | int n = 20;
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| 38 | Matrix A(n, n);
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| 39 | A = RandomSequence();
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| 40 | Vector X(n),B(n);
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| 41 | X = RandomSequence();
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| 42 | B = A*X;
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| 43 | // Solve the linear system A*X = B
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| 44 | LapackServer<r_8> lps;
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| 45 | lps.LinSolve(A,B);
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| 46 | // We get the result in B, which should be equal to X ...
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| 47 | // Compute the difference B-X ;
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| 48 | Vector diff = B-X;
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| 49 | \endcode
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| 50 |
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| 51 | */
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| 52 |
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[775] | 53 | extern "C" {
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[2554] | 54 | // Le calculateur de workingspace
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| 55 | int_4 ilaenv_(int_4 *ispec,char *name,char *opts,int_4 *n1,int_4 *n2,int_4 *n3,int_4 *n4,
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| 56 | int_4 nc1,int_4 nc2);
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| 57 |
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[1342] | 58 | // Drivers pour resolution de systemes lineaires
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| 59 | void sgesv_(int_4* n, int_4* nrhs, r_4* a, int_4* lda,
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| 60 | int_4* ipiv, r_4* b, int_4* ldb, int_4* info);
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| 61 | void dgesv_(int_4* n, int_4* nrhs, r_8* a, int_4* lda,
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| 62 | int_4* ipiv, r_8* b, int_4* ldb, int_4* info);
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| 63 | void cgesv_(int_4* n, int_4* nrhs, complex<r_4>* a, int_4* lda,
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| 64 | int_4* ipiv, complex<r_4>* b, int_4* ldb, int_4* info);
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| 65 | void zgesv_(int_4* n, int_4* nrhs, complex<r_8>* a, int_4* lda,
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| 66 | int_4* ipiv, complex<r_8>* b, int_4* ldb, int_4* info);
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| 67 |
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[2554] | 68 | // Drivers pour resolution de systemes lineaires symetriques
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| 69 | void ssysv_(char* uplo, int_4* n, int_4* nrhs, r_4* a, int_4* lda,
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| 70 | int_4* ipiv, r_4* b, int_4* ldb,
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| 71 | r_4* work, int_4* lwork, int_4* info);
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| 72 | void dsysv_(char* uplo, int_4* n, int_4* nrhs, r_8* a, int_4* lda,
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| 73 | int_4* ipiv, r_8* b, int_4* ldb,
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| 74 | r_8* work, int_4* lwork, int_4* info);
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| 75 | void csysv_(char* uplo, int_4* n, int_4* nrhs, complex<r_4>* a, int_4* lda,
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| 76 | int_4* ipiv, complex<r_4>* b, int_4* ldb,
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| 77 | complex<r_4>* work, int_4* lwork, int_4* info);
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| 78 | void zsysv_(char* uplo, int_4* n, int_4* nrhs, complex<r_8>* a, int_4* lda,
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| 79 | int_4* ipiv, complex<r_8>* b, int_4* ldb,
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| 80 | complex<r_8>* work, int_4* lwork, int_4* info);
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| 81 |
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| 82 | // Driver pour resolution de systemes au sens de Xi2
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[1494] | 83 | void sgels_(char * trans, int_4* m, int_4* n, int_4* nrhs, r_4* a, int_4* lda,
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| 84 | r_4* b, int_4* ldb, r_4* work, int_4* lwork, int_4* info);
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| 85 | void dgels_(char * trans, int_4* m, int_4* n, int_4* nrhs, r_8* a, int_4* lda,
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| 86 | r_8* b, int_4* ldb, r_8* work, int_4* lwork, int_4* info);
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| 87 | void cgels_(char * trans, int_4* m, int_4* n, int_4* nrhs, complex<r_4>* a, int_4* lda,
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| 88 | complex<r_4>* b, int_4* ldb, complex<r_4>* work, int_4* lwork, int_4* info);
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| 89 | void zgels_(char * trans, int_4* m, int_4* n, int_4* nrhs, complex<r_8>* a, int_4* lda,
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| 90 | complex<r_8>* b, int_4* ldb, complex<r_8>* work, int_4* lwork, int_4* info);
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| 91 |
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[1342] | 92 | // Driver pour decomposition SVD
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| 93 | void sgesvd_(char* jobu, char* jobvt, int_4* m, int_4* n, r_4* a, int_4* lda,
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| 94 | r_4* s, r_4* u, int_4* ldu, r_4* vt, int_4* ldvt,
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| 95 | r_4* work, int_4* lwork, int_4* info);
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| 96 | void dgesvd_(char* jobu, char* jobvt, int_4* m, int_4* n, r_8* a, int_4* lda,
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| 97 | r_8* s, r_8* u, int_4* ldu, r_8* vt, int_4* ldvt,
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| 98 | r_8* work, int_4* lwork, int_4* info);
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| 99 | void cgesvd_(char* jobu, char* jobvt, int_4* m, int_4* n, complex<r_4>* a, int_4* lda,
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| 100 | complex<r_4>* s, complex<r_4>* u, int_4* ldu, complex<r_4>* vt, int_4* ldvt,
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| 101 | complex<r_4>* work, int_4* lwork, int_4* info);
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| 102 | void zgesvd_(char* jobu, char* jobvt, int_4* m, int_4* n, complex<r_8>* a, int_4* lda,
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| 103 | complex<r_8>* s, complex<r_8>* u, int_4* ldu, complex<r_8>* vt, int_4* ldvt,
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| 104 | complex<r_8>* work, int_4* lwork, int_4* info);
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| 105 |
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[775] | 106 | }
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| 107 |
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[1342] | 108 |
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| 109 | // -------------- Classe LapackServer<T> --------------
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| 110 |
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[814] | 111 | template <class T>
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[1344] | 112 | LapackServer<T>::LapackServer()
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[1342] | 113 | {
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| 114 | SetWorkSpaceSizeFactor();
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| 115 | }
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| 116 |
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| 117 | template <class T>
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[1344] | 118 | LapackServer<T>::~LapackServer()
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[1342] | 119 | {
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| 120 | }
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| 121 |
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[2554] | 122 | // --- ATTENTION BUG PREVISIBLE (CMV) --- REZA A LIRE S.T.P.
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| 123 | // -> Cette connerie de Fortran/C interface
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| 124 | // Dans les routines fortran de lapack:
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| 125 | // Appel depuis le C avec:
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| 126 | // int_4 lwork = -1;
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| 127 | // SUBROUTINE SSYSV( UPLO,N,NRHS,A,LDA,IPIV,B,LDB,WORK,LWORK,INFO)
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| 128 | // INTEGER INFO, LDA, LDB, LWORK, N, NRHS
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| 129 | // LOGICAL LQUERY
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| 130 | // LQUERY = ( LWORK.EQ.-1 )
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| 131 | // ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
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| 132 | // ==> le test est bien interprete sous Linux mais pas sous OSF
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| 133 | // ==> Sous OSF "LWORK.EQ.-1" est FALSE quand on passe lwork=-1 par argument
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| 134 | // ==> POUR REZA: confusion entier 4 / 8 bits ??? (bizarre on l'aurait vu avant?)
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| 135 | template <class T>
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| 136 | int_4 LapackServer<T>::ilaenv_en_C(int_4 ispec,char *name,char *opts,int_4 n1,int_4 n2,int_4 n3,int_4 n4)
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| 137 | {
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| 138 | int_4 nc1 = strlen(name);
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| 139 | int_4 nc2 = strlen(opts);
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| 140 | int_4 rc=0;
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| 141 | rc = ilaenv_(&ispec,name,opts,&n1,&n2,&n3,&n4,nc1,nc2);
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| 142 | //cout<<"ilaenv_en_C("<<ispec<<","<<name<<"("<<nc1<<"),"<<opts<<"("<<nc2<<"),"
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| 143 | // <<n1<<","<<n2<<","<<n3<<","<<n4<<") = "<<rc<<endl;
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| 144 | return rc;
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| 145 | }
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| 146 |
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[1424] | 147 | //! Interface to Lapack linear system solver driver s/d/c/zgesvd().
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| 148 | /*! Solve the linear system a * x = b. Input arrays
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| 149 | should have FortranMemory mapping (column packed).
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| 150 | \param a : input matrix, overwritten on output
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| 151 | \param b : input-output, input vector b, contains x on exit
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| 152 | \return : return code from lapack driver _gesv()
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| 153 | */
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[1342] | 154 | template <class T>
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[1042] | 155 | int LapackServer<T>::LinSolve(TArray<T>& a, TArray<T> & b)
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[814] | 156 | {
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| 157 | if ( ( a.NbDimensions() != 2 ) || ( b.NbDimensions() != 2 ) )
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| 158 | throw(SzMismatchError("LapackServer::LinSolve(a,b) a Or b NbDimensions() != 2"));
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| 159 |
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[1342] | 160 | int_4 rowa = a.RowsKA();
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| 161 | int_4 cola = a.ColsKA();
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| 162 | int_4 rowb = b.RowsKA();
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| 163 | int_4 colb = b.ColsKA();
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[814] | 164 | if ( a.Size(rowa) != a.Size(cola))
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| 165 | throw(SzMismatchError("LapackServer::LinSolve(a,b) a Not a square Array"));
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[1042] | 166 | if ( a.Size(rowa) != b.Size(rowb))
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[814] | 167 | throw(SzMismatchError("LapackServer::LinSolve(a,b) RowSize(a <> b) "));
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| 168 |
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| 169 | if (!a.IsPacked(rowa) || !b.IsPacked(rowb))
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[1342] | 170 | throw(SzMismatchError("LapackServer::LinSolve(a,b) a Or b Not Column Packed"));
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[814] | 171 |
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| 172 | int_4 n = a.Size(rowa);
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| 173 | int_4 nrhs = b.Size(colb);
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| 174 | int_4 lda = a.Step(cola);
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| 175 | int_4 ldb = b.Step(colb);
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| 176 | int_4 info;
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| 177 | int_4* ipiv = new int_4[n];
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| 178 |
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| 179 | if (typeid(T) == typeid(r_4) )
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| 180 | sgesv_(&n, &nrhs, (r_4 *)a.Data(), &lda, ipiv, (r_4 *)b.Data(), &ldb, &info);
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| 181 | else if (typeid(T) == typeid(r_8) )
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| 182 | dgesv_(&n, &nrhs, (r_8 *)a.Data(), &lda, ipiv, (r_8 *)b.Data(), &ldb, &info);
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| 183 | else if (typeid(T) == typeid(complex<r_4>) )
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| 184 | cgesv_(&n, &nrhs, (complex<r_4> *)a.Data(), &lda, ipiv,
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| 185 | (complex<r_4> *)b.Data(), &ldb, &info);
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| 186 | else if (typeid(T) == typeid(complex<r_8>) )
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| 187 | zgesv_(&n, &nrhs, (complex<r_8> *)a.Data(), &lda, ipiv,
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| 188 | (complex<r_8> *)b.Data(), &ldb, &info);
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| 189 | else {
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| 190 | delete[] ipiv;
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| 191 | string tn = typeid(T).name();
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| 192 | cerr << " LapackServer::LinSolve(a,b) - Unsupported DataType T = " << tn << endl;
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| 193 | throw TypeMismatchExc("LapackServer::LinSolve(a,b) - Unsupported DataType (T)");
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| 194 | }
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| 195 | delete[] ipiv;
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[1042] | 196 | return(info);
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[814] | 197 | }
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| 198 |
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[2554] | 199 | //! Interface to Lapack linear system solver driver s/d/c/zsysvd().
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| 200 | /*! Solve the linear system a * x = b with a symetric. Input arrays
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| 201 | should have FortranMemory mapping (column packed).
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| 202 | \param a : input matrix symetric , overwritten on output
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| 203 | \param b : input-output, input vector b, contains x on exit
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| 204 | \return : return code from lapack driver _gesv()
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| 205 | */
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| 206 | template <class T>
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| 207 | int LapackServer<T>::LinSolveSym(TArray<T>& a, TArray<T> & b)
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| 208 | // --- REMARQUES DE CMV ---
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| 209 | // 1./ contrairement a ce qui est dit dans la doc, il s'agit
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| 210 | // de matrices SYMETRIQUES complexes et non HERMITIENNES !!!
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| 211 | // 2./ pourquoi les routines de LinSolve pour des matrices symetriques
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| 212 | // sont plus de deux fois plus lentes que les LinSolve generales ???
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| 213 | {
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| 214 | if ( ( a.NbDimensions() != 2 ) || ( b.NbDimensions() != 2 ) )
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| 215 | throw(SzMismatchError("LapackServer::LinSolveSym(a,b) a Or b NbDimensions() != 2"));
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| 216 | int_4 rowa = a.RowsKA();
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| 217 | int_4 cola = a.ColsKA();
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| 218 | int_4 rowb = b.RowsKA();
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| 219 | int_4 colb = b.ColsKA();
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| 220 | if ( a.Size(rowa) != a.Size(cola))
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| 221 | throw(SzMismatchError("LapackServer::LinSolveSym(a,b) a Not a square Array"));
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| 222 | if ( a.Size(rowa) != b.Size(rowb))
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| 223 | throw(SzMismatchError("LapackServer::LinSolveSym(a,b) RowSize(a <> b) "));
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| 224 |
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| 225 | if (!a.IsPacked(rowa) || !b.IsPacked(rowb))
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| 226 | throw(SzMismatchError("LapackServer::LinSolveSym(a,b) a Or b Not Column Packed"));
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| 227 |
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| 228 | int_4 n = a.Size(rowa);
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| 229 | int_4 nrhs = b.Size(colb);
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| 230 | int_4 lda = a.Step(cola);
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| 231 | int_4 ldb = b.Step(colb);
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| 232 | int_4 info = 0;
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| 233 | int_4* ipiv = new int_4[n];
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| 234 | int_4 lwork = -1;
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| 235 | T * work = NULL;
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| 236 |
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| 237 | char uplo = 'U'; // char uplo = 'L';
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| 238 | char struplo[5]; struplo[0] = uplo; struplo[1] = '\0';
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| 239 |
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| 240 | if (typeid(T) == typeid(r_4) ) {
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| 241 | lwork = ilaenv_en_C(1,"SSYTRF",struplo,n,-1,-1,-1) * n;
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| 242 | work = new T[lwork+5];
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| 243 | ssysv_(&uplo, &n, &nrhs, (r_4 *)a.Data(), &lda, ipiv, (r_4 *)b.Data(), &ldb,
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| 244 | (r_4 *)work, &lwork, &info);
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| 245 | } else if (typeid(T) == typeid(r_8) ) {
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| 246 | lwork = ilaenv_en_C(1,"DSYTRF",struplo,n,-1,-1,-1) * n;
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| 247 | work = new T[lwork+5];
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| 248 | dsysv_(&uplo, &n, &nrhs, (r_8 *)a.Data(), &lda, ipiv, (r_8 *)b.Data(), &ldb,
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| 249 | (r_8 *)work, &lwork, &info);
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| 250 | } else if (typeid(T) == typeid(complex<r_4>) ) {
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| 251 | lwork = ilaenv_en_C(1,"CSYTRF",struplo,n,-1,-1,-1) * n;
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| 252 | work = new T[lwork+5];
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| 253 | csysv_(&uplo, &n, &nrhs, (complex<r_4> *)a.Data(), &lda, ipiv,
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| 254 | (complex<r_4> *)b.Data(), &ldb,
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| 255 | (complex<r_4> *)work, &lwork, &info);
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| 256 | } else if (typeid(T) == typeid(complex<r_8>) ) {
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| 257 | lwork = ilaenv_en_C(1,"ZSYTRF",struplo,n,-1,-1,-1) * n;
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| 258 | work = new T[lwork+5];
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| 259 | zsysv_(&uplo, &n, &nrhs, (complex<r_8> *)a.Data(), &lda, ipiv,
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| 260 | (complex<r_8> *)b.Data(), &ldb,
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| 261 | (complex<r_8> *)work, &lwork, &info);
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| 262 | } else {
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| 263 | delete[] work;
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| 264 | delete[] ipiv;
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| 265 | string tn = typeid(T).name();
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| 266 | cerr << " LapackServer::LinSolveSym(a,b) - Unsupported DataType T = " << tn << endl;
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| 267 | throw TypeMismatchExc("LapackServer::LinSolveSym(a,b) - Unsupported DataType (T)");
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| 268 | }
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| 269 | delete[] work;
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| 270 | delete[] ipiv;
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| 271 | return(info);
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| 272 | }
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| 273 |
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[1566] | 274 | //! Interface to Lapack least squares solver driver s/d/c/zgels().
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| 275 | /*! Solves the linear least squares problem defined by an m-by-n matrix
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| 276 | \b a and an m element vector \b b .
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| 277 | A solution \b x to the overdetermined system of linear equations
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| 278 | b = a * x is computed, minimizing the norm of b-a*x.
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| 279 | Underdetermined systems (m<n) are not yet handled.
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| 280 | Inout arrays should have FortranMemory mapping (column packed).
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| 281 | \param a : input matrix, overwritten on output
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| 282 | \param b : input-output, input vector b, contains x on exit.
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| 283 | \return : return code from lapack driver _gels()
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| 284 | \warning : b is not resized.
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| 285 | */
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| 286 | /*
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| 287 | $CHECK$ - A faire - cas m<n
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| 288 | If the linear system is underdetermined, the minimum norm
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| 289 | solution is computed.
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| 290 | */
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| 291 |
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[1494] | 292 | template <class T>
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| 293 | int LapackServer<T>::LeastSquareSolve(TArray<T>& a, TArray<T> & b)
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| 294 | {
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| 295 | if ( ( a.NbDimensions() != 2 ) || ( b.NbDimensions() != 2 ) )
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| 296 | throw(SzMismatchError("LapackServer::LinSolve(a,b) a Or b NbDimensions() != 2"));
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| 297 |
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| 298 | int_4 rowa = a.RowsKA();
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| 299 | int_4 cola = a.ColsKA();
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| 300 | int_4 rowb = b.RowsKA();
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| 301 | int_4 colb = b.ColsKA();
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| 302 |
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| 303 |
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| 304 | if ( a.Size(rowa) != b.Size(rowb))
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| 305 | throw(SzMismatchError("LapackServer::LeastSquareSolve(a,b) RowSize(a <> b) "));
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| 306 |
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| 307 | if (!a.IsPacked(rowa) || !b.IsPacked(rowb))
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[1566] | 308 | throw(SzMismatchError("LapackServer::LeastSquareSolve(a,b) a Or b Not Column Packed"));
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[1494] | 309 |
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[1566] | 310 | if ( a.Size(rowa) < a.Size(cola)) { // $CHECK$ - m<n a changer
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| 311 | cout << " LapackServer<T>::LeastSquareSolve() - m<n - Not yet implemented for "
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| 312 | << " underdetermined systems ! " << endl;
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| 313 | throw(SzMismatchError("LapackServer::LeastSquareSolve(a,b) NRows<NCols - "));
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| 314 | }
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[1494] | 315 | int_4 m = a.Size(rowa);
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| 316 | int_4 n = a.Size(cola);
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| 317 | int_4 nrhs = b.Size(colb);
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| 318 |
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| 319 | int_4 lda = a.Step(cola);
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| 320 | int_4 ldb = b.Step(colb);
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| 321 | int_4 info;
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| 322 |
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| 323 | int_4 minmn = (m < n) ? m : n;
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| 324 | int_4 maxmn = (m > n) ? m : n;
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| 325 | int_4 maxmnrhs = (nrhs > maxmn) ? nrhs : maxmn;
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| 326 | if (maxmnrhs < 1) maxmnrhs = 1;
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| 327 |
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| 328 | int_4 lwork = minmn+maxmnrhs*5;
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| 329 | T * work = new T[lwork];
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| 330 |
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| 331 | char trans = 'N';
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| 332 |
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| 333 | if (typeid(T) == typeid(r_4) )
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| 334 | sgels_(&trans, &m, &n, &nrhs, (r_4 *)a.Data(), &lda,
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| 335 | (r_4 *)b.Data(), &ldb, (r_4 *)work, &lwork, &info);
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| 336 | else if (typeid(T) == typeid(r_8) )
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| 337 | dgels_(&trans, &m, &n, &nrhs, (r_8 *)a.Data(), &lda,
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| 338 | (r_8 *)b.Data(), &ldb, (r_8 *)work, &lwork, &info);
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| 339 | else if (typeid(T) == typeid(complex<r_4>) )
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| 340 | cgels_(&trans, &m, &n, &nrhs, (complex<r_4> *)a.Data(), &lda,
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| 341 | (complex<r_4> *)b.Data(), &ldb, (complex<r_4> *)work, &lwork, &info);
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| 342 | else if (typeid(T) == typeid(complex<r_8>) )
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| 343 | zgels_(&trans, &m, &n, &nrhs, (complex<r_8> *)a.Data(), &lda,
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| 344 | (complex<r_8> *)b.Data(), &ldb, (complex<r_8> *)work, &lwork, &info);
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| 345 | else {
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| 346 | delete[] work;
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| 347 | string tn = typeid(T).name();
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| 348 | cerr << " LapackServer::LeastSquareSolve(a,b) - Unsupported DataType T = " << tn << endl;
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| 349 | throw TypeMismatchExc("LapackServer::LeastSquareSolve(a,b) - Unsupported DataType (T)");
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| 350 | }
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| 351 | delete[] work;
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| 352 | return(info);
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| 353 | }
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| 354 |
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| 355 |
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[1424] | 356 | //! Interface to Lapack SVD driver s/d/c/zgesv().
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| 357 | /*! Computes the vector of singular values of \b a. Input arrays
|
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| 358 | should have FortranMemoryMapping (column packed).
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| 359 | \param a : input m-by-n matrix
|
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| 360 | \param s : Vector of min(m,n) singular values (descending order)
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| 361 | \return : return code from lapack driver _gesvd()
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| 362 | */
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| 363 |
|
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[1342] | 364 | template <class T>
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| 365 | int LapackServer<T>::SVD(TArray<T>& a, TArray<T> & s)
|
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| 366 | {
|
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| 367 | return (SVDDriver(a, s, NULL, NULL) );
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| 368 | }
|
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| 369 |
|
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[1424] | 370 | //! Interface to Lapack SVD driver s/d/c/zgesv().
|
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| 371 | /*! Computes the vector of singular values of \b a, as well as
|
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| 372 | right and left singular vectors of \b a.
|
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| 373 | \f[
|
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| 374 | A = U \Sigma V^T , ( A = U \Sigma V^H \ complex)
|
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| 375 | \f]
|
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| 376 | \f[
|
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| 377 | A v_i = \sigma_i u_i \ and A^T u_i = \sigma_i v_i \ (A^H \ complex)
|
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| 378 | \f]
|
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| 379 | U and V are orthogonal (unitary) matrices.
|
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| 380 | \param a : input m-by-n matrix (in FotranMemoryMapping)
|
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| 381 | \param s : Vector of min(m,n) singular values (descending order)
|
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| 382 | \param u : Matrix of left singular vectors
|
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| 383 | \param vt : Transpose of right singular vectors.
|
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| 384 | \return : return code from lapack driver _gesvd()
|
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| 385 | */
|
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[1342] | 386 | template <class T>
|
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| 387 | int LapackServer<T>::SVD(TArray<T>& a, TArray<T> & s, TArray<T> & u, TArray<T> & vt)
|
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| 388 | {
|
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| 389 | return (SVDDriver(a, s, &u, &vt) );
|
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| 390 | }
|
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| 391 |
|
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[1424] | 392 |
|
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| 393 | //! Interface to Lapack SVD driver s/d/c/zgesv().
|
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[1342] | 394 | template <class T>
|
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| 395 | int LapackServer<T>::SVDDriver(TArray<T>& a, TArray<T> & s, TArray<T>* up, TArray<T>* vtp)
|
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| 396 | {
|
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| 397 | if ( ( a.NbDimensions() != 2 ) )
|
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| 398 | throw(SzMismatchError("LapackServer::SVD(a, ...) a.NbDimensions() != 2"));
|
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| 399 |
|
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| 400 | int_4 rowa = a.RowsKA();
|
---|
| 401 | int_4 cola = a.ColsKA();
|
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| 402 |
|
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| 403 | if ( !a.IsPacked(rowa) )
|
---|
| 404 | throw(SzMismatchError("LapackServer::SVD(a, ...) a Not Column Packed "));
|
---|
| 405 |
|
---|
| 406 | int_4 m = a.Size(rowa);
|
---|
| 407 | int_4 n = a.Size(cola);
|
---|
| 408 | int_4 maxmn = (m > n) ? m : n;
|
---|
| 409 | int_4 minmn = (m < n) ? m : n;
|
---|
| 410 |
|
---|
| 411 | char jobu, jobvt;
|
---|
| 412 | jobu = 'N';
|
---|
| 413 | jobvt = 'N';
|
---|
| 414 |
|
---|
| 415 | sa_size_t sz[2];
|
---|
| 416 | if ( up != NULL) {
|
---|
| 417 | if ( dynamic_cast< TVector<T> * > (vtp) )
|
---|
| 418 | throw( TypeMismatchExc("LapackServer::SVD() Wrong type (=TVector<T>) for u !") );
|
---|
| 419 | up->SetMemoryMapping(BaseArray::FortranMemoryMapping);
|
---|
| 420 | sz[0] = sz[1] = m;
|
---|
| 421 | up->ReSize(2, sz );
|
---|
| 422 | jobu = 'A';
|
---|
| 423 | }
|
---|
| 424 | else {
|
---|
| 425 | up = new TMatrix<T>(1,1);
|
---|
| 426 | jobu = 'N';
|
---|
| 427 | }
|
---|
| 428 | if ( vtp != NULL) {
|
---|
| 429 | if ( dynamic_cast< TVector<T> * > (vtp) )
|
---|
| 430 | throw( TypeMismatchExc("LapackServer::SVD() Wrong type (=TVector<T>) for vt !") );
|
---|
| 431 | vtp->SetMemoryMapping(BaseArray::FortranMemoryMapping);
|
---|
| 432 | sz[0] = sz[1] = n;
|
---|
| 433 | vtp->ReSize(2, sz );
|
---|
| 434 | jobvt = 'A';
|
---|
| 435 | }
|
---|
| 436 | else {
|
---|
| 437 | vtp = new TMatrix<T>(1,1);
|
---|
| 438 | jobvt = 'N';
|
---|
| 439 | }
|
---|
| 440 |
|
---|
| 441 | TVector<T> *vs = dynamic_cast< TVector<T> * > (&s);
|
---|
| 442 | if (vs) vs->ReSize(minmn);
|
---|
| 443 | else {
|
---|
| 444 | TMatrix<T> *ms = dynamic_cast< TMatrix<T> * > (&s);
|
---|
| 445 | if (ms) ms->ReSize(minmn,1);
|
---|
| 446 | else {
|
---|
| 447 | sz[0] = minmn; sz[1] = 1;
|
---|
| 448 | s.ReSize(1, sz);
|
---|
| 449 | }
|
---|
| 450 | }
|
---|
| 451 |
|
---|
| 452 | int_4 lda = a.Step(a.ColsKA());
|
---|
| 453 | int_4 ldu = up->Step(up->ColsKA());
|
---|
| 454 | int_4 ldvt = vtp->Step(vtp->ColsKA());
|
---|
| 455 |
|
---|
| 456 | int_4 lwork = maxmn*5*wspace_size_factor;
|
---|
| 457 | T * work = new T[lwork];
|
---|
| 458 | int_4 info;
|
---|
| 459 |
|
---|
| 460 | if (typeid(T) == typeid(r_4) )
|
---|
| 461 | sgesvd_(&jobu, &jobvt, &m, &n, (r_4 *)a.Data(), &lda,
|
---|
| 462 | (r_4 *)s.Data(), (r_4 *) up->Data(), &ldu, (r_4 *)vtp->Data(), &ldvt,
|
---|
| 463 | (r_4 *)work, &lwork, &info);
|
---|
| 464 | else if (typeid(T) == typeid(r_8) )
|
---|
| 465 | dgesvd_(&jobu, &jobvt, &m, &n, (r_8 *)a.Data(), &lda,
|
---|
| 466 | (r_8 *)s.Data(), (r_8 *) up->Data(), &ldu, (r_8 *)vtp->Data(), &ldvt,
|
---|
| 467 | (r_8 *)work, &lwork, &info);
|
---|
| 468 | else if (typeid(T) == typeid(complex<r_4>) )
|
---|
| 469 | cgesvd_(&jobu, &jobvt, &m, &n, (complex<r_4> *)a.Data(), &lda,
|
---|
| 470 | (complex<r_4> *)s.Data(), (complex<r_4> *) up->Data(), &ldu,
|
---|
| 471 | (complex<r_4> *)vtp->Data(), &ldvt,
|
---|
| 472 | (complex<r_4> *)work, &lwork, &info);
|
---|
| 473 | else if (typeid(T) == typeid(complex<r_8>) )
|
---|
| 474 | zgesvd_(&jobu, &jobvt, &m, &n, (complex<r_8> *)a.Data(), &lda,
|
---|
| 475 | (complex<r_8> *)s.Data(), (complex<r_8> *) up->Data(), &ldu,
|
---|
| 476 | (complex<r_8> *)vtp->Data(), &ldvt,
|
---|
| 477 | (complex<r_8> *)work, &lwork, &info);
|
---|
| 478 | else {
|
---|
| 479 | if (jobu == 'N') delete up;
|
---|
| 480 | if (jobvt == 'N') delete vtp;
|
---|
| 481 | string tn = typeid(T).name();
|
---|
| 482 | cerr << " LapackServer::SVDDriver(...) - Unsupported DataType T = " << tn << endl;
|
---|
| 483 | throw TypeMismatchExc("LapackServer::LinSolve(a,b) - Unsupported DataType (T)");
|
---|
| 484 | }
|
---|
| 485 |
|
---|
| 486 | if (jobu == 'N') delete up;
|
---|
| 487 | if (jobvt == 'N') delete vtp;
|
---|
| 488 | return(info);
|
---|
| 489 | }
|
---|
| 490 |
|
---|
[775] | 491 | void rztest_lapack(TArray<r_4>& aa, TArray<r_4>& bb)
|
---|
| 492 | {
|
---|
| 493 | if ( aa.NbDimensions() != 2 ) throw(SzMismatchError("rztest_lapack(TMatrix<r_4> A Not a Matrix"));
|
---|
| 494 | if ( aa.SizeX() != aa.SizeY()) throw(SzMismatchError("rztest_lapack(TMatrix<r_4> A Not a square Matrix"));
|
---|
| 495 | if ( bb.NbDimensions() != 2 ) throw(SzMismatchError("rztest_lapack(TMatrix<r_4> A Not a Matrix"));
|
---|
[788] | 496 | if ( bb.SizeX() != aa.SizeX() ) throw(SzMismatchError("rztest_lapack(TMatrix<r_4> A <> B "));
|
---|
[775] | 497 | if ( !bb.IsPacked() || !bb.IsPacked() )
|
---|
| 498 | throw(SzMismatchError("rztest_lapack(TMatrix<r_4> Not packed A or B "));
|
---|
| 499 |
|
---|
[788] | 500 | int_4 n = aa.SizeX();
|
---|
| 501 | int_4 nrhs = bb.SizeY();
|
---|
[775] | 502 | int_4 lda = n;
|
---|
[788] | 503 | int_4 ldb = bb.SizeX();
|
---|
[775] | 504 | int_4 info;
|
---|
| 505 | int_4* ipiv = new int_4[n];
|
---|
| 506 | sgesv_(&n, &nrhs, aa.Data(), &lda, ipiv, bb.Data(), &ldb, &info);
|
---|
[814] | 507 | delete[] ipiv;
|
---|
[775] | 508 | cout << "rztest_lapack/Info= " << info << endl;
|
---|
| 509 | cout << aa << "\n" << bb << endl;
|
---|
| 510 | return;
|
---|
| 511 | }
|
---|
[814] | 512 |
|
---|
| 513 | ///////////////////////////////////////////////////////////////
|
---|
| 514 | #ifdef __CXX_PRAGMA_TEMPLATES__
|
---|
| 515 | #pragma define_template LapackServer<r_4>
|
---|
| 516 | #pragma define_template LapackServer<r_8>
|
---|
| 517 | #pragma define_template LapackServer< complex<r_4> >
|
---|
| 518 | #pragma define_template LapackServer< complex<r_8> >
|
---|
| 519 | #endif
|
---|
| 520 |
|
---|
| 521 | #if defined(ANSI_TEMPLATES) || defined(GNU_TEMPLATES)
|
---|
| 522 | template class LapackServer<r_4>;
|
---|
| 523 | template class LapackServer<r_8>;
|
---|
| 524 | template class LapackServer< complex<r_4> >;
|
---|
| 525 | template class LapackServer< complex<r_8> >;
|
---|
| 526 | #endif
|
---|
| 527 |
|
---|
| 528 | #if defined(OS_LINUX)
|
---|
| 529 | // Pour le link avec f2c sous Linux
|
---|
| 530 | extern "C" {
|
---|
| 531 | void MAIN__();
|
---|
| 532 | }
|
---|
| 533 |
|
---|
| 534 | void MAIN__()
|
---|
| 535 | {
|
---|
| 536 | cerr << "MAIN__() function for linking with libf2c.a " << endl;
|
---|
| 537 | cerr << " This function should never be called !!! " << endl;
|
---|
| 538 | throw PError("MAIN__() should not be called - see intflapack.cc");
|
---|
| 539 | }
|
---|
| 540 | #endif
|
---|