[2322] | 1 | #include <iostream>
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[2567] | 2 | #include <math.h>
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[2615] | 3 | #include "sopnamsp.h"
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[775] | 4 | #include "intflapack.h"
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[1342] | 5 | #include "tvector.h"
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| 6 | #include "tmatrix.h"
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[814] | 7 | #include <typeinfo>
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[775] | 8 |
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[2567] | 9 | #define GARDMEM 5
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| 10 |
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[2556] | 11 | /*************** Pour memoire (Christophe) ***************
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| 12 | Les dispositions memoires (FORTRAN) pour les vecteurs et matrices LAPACK:
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| 13 |
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| 14 | 1./ --- REAL X(N):
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| 15 | if an array X of dimension (N) holds a vector x,
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| 16 | then X(i) holds "x_i" for i=1,...,N
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| 17 |
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| 18 | 2./ --- REAL A(LDA,N):
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| 19 | if a two-dimensional array A of dimension (LDA,N) holds an m-by-n matrix A,
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| 20 | then A(i,j) holds "a_ij" for i=1,...,m et j=1,...,n (LDA must be at least m).
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| 21 | Note that array arguments are usually declared in the software as assumed-size
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| 22 | arrays (last dimension *), for example: REAL A(LDA,*)
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| 23 | --- Rangement en memoire:
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| 24 | | 11 12 13 14 |
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| 25 | Ex: Real A(4,4): A = | 21 22 23 24 |
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| 26 | | 31 32 33 34 |
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| 27 | | 41 42 43 44 |
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| 28 | memoire: {11 21 31 41} {12 22 32 42} {13 23 33 43} {14 24 34 44}
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| 29 | First indice (line) "i" varies then the second (column):
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| 30 | (put all the first column, then put all the second column,
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| 31 | ..., then put all the last column)
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| 32 | ***********************************************************/
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| 33 |
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[1424] | 34 | /*!
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| 35 | \defgroup LinAlg LinAlg module
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| 36 | This module contains classes and functions for complex linear
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| 37 | algebra on arrays. This module is intended mainly to have
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| 38 | classes implementing C++ interfaces between Sophya objects
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| 39 | and external linear algebra libraries, such as LAPACK.
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| 40 | */
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| 41 |
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| 42 | /*!
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| 43 | \class SOPHYA::LapackServer
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| 44 | \ingroup LinAlg
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| 45 | This class implements an interface to LAPACK library driver routines.
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| 46 | The LAPACK (Linear Algebra PACKage) is a collection high performance
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| 47 | routines to solve common problems in numerical linear algebra.
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| 48 | its is available from http://www.netlib.org.
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| 49 |
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[2646] | 50 | The present version of LapackServer (Feb 2005) provides
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| 51 | interfaces for the linear system solver, singular value
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| 52 | decomposition (SVD), Least square solver and
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| 53 | eigen value / eigen vector decomposition.
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| 54 | Only arrays with BaseArray::FortranMemoryMapping
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[1424] | 55 | can be handled by LapackServer. LapackServer can be instanciated
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| 56 | for simple and double precision real or complex array types.
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[2646] | 57 | \warning The input array is overwritten in most cases.
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[1424] | 58 | The example below shows solving a linear system A*X = B
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| 59 |
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| 60 | \code
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| 61 | #include "intflapack.h"
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| 62 | // ...
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| 63 | // Use FortranMemoryMapping as default
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| 64 | BaseArray::SetDefaultMemoryMapping(BaseArray::FortranMemoryMapping);
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| 65 | // Create an fill the arrays A and B
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| 66 | int n = 20;
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| 67 | Matrix A(n, n);
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| 68 | A = RandomSequence();
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| 69 | Vector X(n),B(n);
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| 70 | X = RandomSequence();
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| 71 | B = A*X;
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| 72 | // Solve the linear system A*X = B
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| 73 | LapackServer<r_8> lps;
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| 74 | lps.LinSolve(A,B);
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| 75 | // We get the result in B, which should be equal to X ...
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| 76 | // Compute the difference B-X ;
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| 77 | Vector diff = B-X;
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| 78 | \endcode
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| 79 |
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| 80 | */
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| 81 |
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[2556] | 82 | ////////////////////////////////////////////////////////////////////////////////////
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[775] | 83 | extern "C" {
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[2554] | 84 | // Le calculateur de workingspace
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| 85 | 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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| 86 | int_4 nc1,int_4 nc2);
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| 87 |
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[1342] | 88 | // Drivers pour resolution de systemes lineaires
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| 89 | void sgesv_(int_4* n, int_4* nrhs, r_4* a, int_4* lda,
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| 90 | int_4* ipiv, r_4* b, int_4* ldb, int_4* info);
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| 91 | void dgesv_(int_4* n, int_4* nrhs, r_8* a, int_4* lda,
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| 92 | int_4* ipiv, r_8* b, int_4* ldb, int_4* info);
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| 93 | void cgesv_(int_4* n, int_4* nrhs, complex<r_4>* a, int_4* lda,
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| 94 | int_4* ipiv, complex<r_4>* b, int_4* ldb, int_4* info);
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| 95 | void zgesv_(int_4* n, int_4* nrhs, complex<r_8>* a, int_4* lda,
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| 96 | int_4* ipiv, complex<r_8>* b, int_4* ldb, int_4* info);
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| 97 |
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[2554] | 98 | // Drivers pour resolution de systemes lineaires symetriques
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| 99 | void ssysv_(char* uplo, int_4* n, int_4* nrhs, r_4* a, int_4* lda,
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| 100 | int_4* ipiv, r_4* b, int_4* ldb,
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| 101 | r_4* work, int_4* lwork, int_4* info);
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| 102 | void dsysv_(char* uplo, int_4* n, int_4* nrhs, r_8* a, int_4* lda,
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| 103 | int_4* ipiv, r_8* b, int_4* ldb,
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| 104 | r_8* work, int_4* lwork, int_4* info);
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| 105 | void csysv_(char* uplo, int_4* n, int_4* nrhs, complex<r_4>* a, int_4* lda,
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| 106 | int_4* ipiv, complex<r_4>* b, int_4* ldb,
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| 107 | complex<r_4>* work, int_4* lwork, int_4* info);
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| 108 | void zsysv_(char* uplo, int_4* n, int_4* nrhs, complex<r_8>* a, int_4* lda,
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| 109 | int_4* ipiv, complex<r_8>* b, int_4* ldb,
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| 110 | complex<r_8>* work, int_4* lwork, int_4* info);
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| 111 |
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| 112 | // Driver pour resolution de systemes au sens de Xi2
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[1494] | 113 | void sgels_(char * trans, int_4* m, int_4* n, int_4* nrhs, r_4* a, int_4* lda,
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| 114 | r_4* b, int_4* ldb, r_4* work, int_4* lwork, int_4* info);
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| 115 | void dgels_(char * trans, int_4* m, int_4* n, int_4* nrhs, r_8* a, int_4* lda,
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| 116 | r_8* b, int_4* ldb, r_8* work, int_4* lwork, int_4* info);
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| 117 | void cgels_(char * trans, int_4* m, int_4* n, int_4* nrhs, complex<r_4>* a, int_4* lda,
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| 118 | complex<r_4>* b, int_4* ldb, complex<r_4>* work, int_4* lwork, int_4* info);
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| 119 | void zgels_(char * trans, int_4* m, int_4* n, int_4* nrhs, complex<r_8>* a, int_4* lda,
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| 120 | complex<r_8>* b, int_4* ldb, complex<r_8>* work, int_4* lwork, int_4* info);
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| 121 |
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[2567] | 122 | // Driver pour resolution de systemes au sens de Xi2 par SVD Divide & Conquer
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| 123 | void sgelsd_(int_4* m,int_4* n,int_4* nrhs,r_4* a,int_4* lda,
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| 124 | r_4* b,int_4* ldb,r_4* s,r_4* rcond,int_4* rank,
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| 125 | r_4* work,int_4* lwork,int_4* iwork,int_4* info);
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| 126 | void dgelsd_(int_4* m,int_4* n,int_4* nrhs,r_8* a,int_4* lda,
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| 127 | r_8* b,int_4* ldb,r_8* s,r_8* rcond,int_4* rank,
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| 128 | r_8* work,int_4* lwork,int_4* iwork,int_4* info);
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| 129 | void cgelsd_(int_4* m,int_4* n,int_4* nrhs,complex<r_4>* a,int_4* lda,
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| 130 | complex<r_4>* b,int_4* ldb,r_4* s,r_4* rcond,int_4* rank,
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| 131 | complex<r_4>* work,int_4* lwork,r_4* rwork,int_4* iwork,int_4* info);
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| 132 | void zgelsd_(int_4* m,int_4* n,int_4* nrhs,complex<r_8>* a,int_4* lda,
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| 133 | complex<r_8>* b,int_4* ldb,r_8* s,r_8* rcond,int_4* rank,
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| 134 | complex<r_8>* work,int_4* lwork,r_8* rwork,int_4* iwork,int_4* info);
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| 135 |
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[1342] | 136 | // Driver pour decomposition SVD
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| 137 | void sgesvd_(char* jobu, char* jobvt, int_4* m, int_4* n, r_4* a, int_4* lda,
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| 138 | r_4* s, r_4* u, int_4* ldu, r_4* vt, int_4* ldvt,
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| 139 | r_4* work, int_4* lwork, int_4* info);
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| 140 | void dgesvd_(char* jobu, char* jobvt, int_4* m, int_4* n, r_8* a, int_4* lda,
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| 141 | r_8* s, r_8* u, int_4* ldu, r_8* vt, int_4* ldvt,
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| 142 | r_8* work, int_4* lwork, int_4* info);
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| 143 | void cgesvd_(char* jobu, char* jobvt, int_4* m, int_4* n, complex<r_4>* a, int_4* lda,
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[2559] | 144 | r_4* s, complex<r_4>* u, int_4* ldu, complex<r_4>* vt, int_4* ldvt,
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| 145 | complex<r_4>* work, int_4* lwork, r_4* rwork, int_4* info);
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[1342] | 146 | void zgesvd_(char* jobu, char* jobvt, int_4* m, int_4* n, complex<r_8>* a, int_4* lda,
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[2559] | 147 | r_8* s, complex<r_8>* u, int_4* ldu, complex<r_8>* vt, int_4* ldvt,
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| 148 | complex<r_8>* work, int_4* lwork, r_8* rwork, int_4* info);
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[2556] | 149 |
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[2561] | 150 | // Driver pour decomposition SVD Divide and Conquer
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| 151 | void sgesdd_(char* jobz, int_4* m, int_4* n, r_4* a, int_4* lda,
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| 152 | r_4* s, r_4* u, int_4* ldu, r_4* vt, int_4* ldvt,
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| 153 | r_4* work, int_4* lwork, int_4* iwork, int_4* info);
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| 154 | void dgesdd_(char* jobz, int_4* m, int_4* n, r_8* a, int_4* lda,
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| 155 | r_8* s, r_8* u, int_4* ldu, r_8* vt, int_4* ldvt,
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| 156 | r_8* work, int_4* lwork, int_4* iwork, int_4* info);
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| 157 | void cgesdd_(char* jobz, int_4* m, int_4* n, complex<r_4>* a, int_4* lda,
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| 158 | r_4* s, complex<r_4>* u, int_4* ldu, complex<r_4>* vt, int_4* ldvt,
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| 159 | complex<r_4>* work, int_4* lwork, r_4* rwork, int_4* iwork, int_4* info);
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| 160 | void zgesdd_(char* jobz, int_4* m, int_4* n, complex<r_8>* a, int_4* lda,
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| 161 | r_8* s, complex<r_8>* u, int_4* ldu, complex<r_8>* vt, int_4* ldvt,
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| 162 | complex<r_8>* work, int_4* lwork, r_8* rwork, int_4* iwork, int_4* info);
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| 163 |
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[2556] | 164 | // Driver pour eigen decomposition for symetric/hermitian matrices
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| 165 | void ssyev_(char* jobz, char* uplo, int_4* n, r_4* a, int_4* lda, r_4* w,
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| 166 | r_4* work, int_4 *lwork, int_4* info);
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| 167 | void dsyev_(char* jobz, char* uplo, int_4* n, r_8* a, int_4* lda, r_8* w,
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| 168 | r_8* work, int_4 *lwork, int_4* info);
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| 169 | void cheev_(char* jobz, char* uplo, int_4* n, complex<r_4>* a, int_4* lda, r_4* w,
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| 170 | complex<r_4>* work, int_4 *lwork, r_4* rwork, int_4* info);
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| 171 | void zheev_(char* jobz, char* uplo, int_4* n, complex<r_8>* a, int_4* lda, r_8* w,
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| 172 | complex<r_8>* work, int_4 *lwork, r_8* rwork, int_4* info);
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| 173 |
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| 174 | // Driver pour eigen decomposition for general squared matrices
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| 175 | void sgeev_(char* jobl, char* jobvr, int_4* n, r_4* a, int_4* lda, r_4* wr, r_4* wi,
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| 176 | r_4* vl, int_4* ldvl, r_4* vr, int_4* ldvr,
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| 177 | r_4* work, int_4 *lwork, int_4* info);
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| 178 | void dgeev_(char* jobl, char* jobvr, int_4* n, r_8* a, int_4* lda, r_8* wr, r_8* wi,
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| 179 | r_8* vl, int_4* ldvl, r_8* vr, int_4* ldvr,
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| 180 | r_8* work, int_4 *lwork, int_4* info);
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| 181 | void cgeev_(char* jobl, char* jobvr, int_4* n, complex<r_4>* a, int_4* lda, complex<r_4>* w,
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| 182 | complex<r_4>* vl, int_4* ldvl, complex<r_4>* vr, int_4* ldvr,
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| 183 | complex<r_4>* work, int_4 *lwork, r_4* rwork, int_4* info);
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| 184 | void zgeev_(char* jobl, char* jobvr, int_4* n, complex<r_8>* a, int_4* lda, complex<r_8>* w,
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| 185 | complex<r_8>* vl, int_4* ldvl, complex<r_8>* vr, int_4* ldvr,
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| 186 | complex<r_8>* work, int_4 *lwork, r_8* rwork, int_4* info);
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| 187 |
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[775] | 188 | }
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| 189 |
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[1342] | 190 | // -------------- Classe LapackServer<T> --------------
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| 191 |
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[2556] | 192 | ////////////////////////////////////////////////////////////////////////////////////
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[814] | 193 | template <class T>
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[1344] | 194 | LapackServer<T>::LapackServer()
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[1342] | 195 | {
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| 196 | SetWorkSpaceSizeFactor();
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| 197 | }
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| 198 |
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| 199 | template <class T>
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[1344] | 200 | LapackServer<T>::~LapackServer()
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[1342] | 201 | {
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| 202 | }
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| 203 |
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[2556] | 204 | ////////////////////////////////////////////////////////////////////////////////////
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[2554] | 205 | template <class T>
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| 206 | 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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| 207 | {
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[2572] | 208 | int_4 nc1 = strlen(name), nc2 = strlen(opts), rc=0;
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[2554] | 209 | rc = ilaenv_(&ispec,name,opts,&n1,&n2,&n3,&n4,nc1,nc2);
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| 210 | //cout<<"ilaenv_en_C("<<ispec<<","<<name<<"("<<nc1<<"),"<<opts<<"("<<nc2<<"),"
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| 211 | // <<n1<<","<<n2<<","<<n3<<","<<n4<<") = "<<rc<<endl;
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| 212 | return rc;
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| 213 | }
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| 214 |
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[2572] | 215 | template <class T>
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| 216 | int_4 LapackServer<T>::type2i4(void *val,int nbytes)
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| 217 | // Retourne un entier contenant la valeur contenue dans val
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| 218 | // - nbytes = nombre de bytes dans le contenu de val
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| 219 | // ex: r_4 x = 3.4; type2i4(&x,4) -> 3
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| 220 | // ex: r_8 x = 3.4; type2i4(&x,8) -> 3
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| 221 | // ex: complex<r_4> x(3.4,7.8); type2i4(&x,4) -> 3
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| 222 | // ex: complex<r_8> x(3.4,7.8); type2i4(&x,8) -> 3
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| 223 | {
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| 224 | r_4* x4; r_8* x8; int_4 lw=0;
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| 225 | if(nbytes==4) {x4 = (r_4*)val; lw = (int_4)(*x4);}
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| 226 | else {x8 = (r_8*)val; lw = (int_4)(*x8);}
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| 227 | return lw;
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| 228 | }
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| 229 |
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[2556] | 230 | ////////////////////////////////////////////////////////////////////////////////////
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[2563] | 231 | //! Interface to Lapack linear system solver driver s/d/c/zgesv().
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| 232 | /*! Solve the linear system a * x = b using LU factorization.
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| 233 | Input arrays should have FortranMemory mapping (column packed).
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[1424] | 234 | \param a : input matrix, overwritten on output
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| 235 | \param b : input-output, input vector b, contains x on exit
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| 236 | \return : return code from lapack driver _gesv()
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| 237 | */
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[1342] | 238 | template <class T>
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[1042] | 239 | int LapackServer<T>::LinSolve(TArray<T>& a, TArray<T> & b)
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[814] | 240 | {
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| 241 | if ( ( a.NbDimensions() != 2 ) || ( b.NbDimensions() != 2 ) )
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| 242 | throw(SzMismatchError("LapackServer::LinSolve(a,b) a Or b NbDimensions() != 2"));
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| 243 |
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[1342] | 244 | int_4 rowa = a.RowsKA();
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| 245 | int_4 cola = a.ColsKA();
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| 246 | int_4 rowb = b.RowsKA();
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| 247 | int_4 colb = b.ColsKA();
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[814] | 248 | if ( a.Size(rowa) != a.Size(cola))
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| 249 | throw(SzMismatchError("LapackServer::LinSolve(a,b) a Not a square Array"));
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[1042] | 250 | if ( a.Size(rowa) != b.Size(rowb))
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[814] | 251 | throw(SzMismatchError("LapackServer::LinSolve(a,b) RowSize(a <> b) "));
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| 252 |
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| 253 | if (!a.IsPacked(rowa) || !b.IsPacked(rowb))
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[1342] | 254 | throw(SzMismatchError("LapackServer::LinSolve(a,b) a Or b Not Column Packed"));
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[814] | 255 |
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| 256 | int_4 n = a.Size(rowa);
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| 257 | int_4 nrhs = b.Size(colb);
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| 258 | int_4 lda = a.Step(cola);
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| 259 | int_4 ldb = b.Step(colb);
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| 260 | int_4 info;
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| 261 | int_4* ipiv = new int_4[n];
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| 262 |
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| 263 | if (typeid(T) == typeid(r_4) )
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| 264 | sgesv_(&n, &nrhs, (r_4 *)a.Data(), &lda, ipiv, (r_4 *)b.Data(), &ldb, &info);
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| 265 | else if (typeid(T) == typeid(r_8) )
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| 266 | dgesv_(&n, &nrhs, (r_8 *)a.Data(), &lda, ipiv, (r_8 *)b.Data(), &ldb, &info);
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| 267 | else if (typeid(T) == typeid(complex<r_4>) )
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| 268 | cgesv_(&n, &nrhs, (complex<r_4> *)a.Data(), &lda, ipiv,
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| 269 | (complex<r_4> *)b.Data(), &ldb, &info);
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| 270 | else if (typeid(T) == typeid(complex<r_8>) )
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| 271 | zgesv_(&n, &nrhs, (complex<r_8> *)a.Data(), &lda, ipiv,
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| 272 | (complex<r_8> *)b.Data(), &ldb, &info);
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| 273 | else {
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| 274 | delete[] ipiv;
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| 275 | string tn = typeid(T).name();
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| 276 | cerr << " LapackServer::LinSolve(a,b) - Unsupported DataType T = " << tn << endl;
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| 277 | throw TypeMismatchExc("LapackServer::LinSolve(a,b) - Unsupported DataType (T)");
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| 278 | }
|
---|
| 279 | delete[] ipiv;
|
---|
[1042] | 280 | return(info);
|
---|
[814] | 281 | }
|
---|
| 282 |
|
---|
[2556] | 283 | ////////////////////////////////////////////////////////////////////////////////////
|
---|
[2563] | 284 | //! Interface to Lapack linear system solver driver s/d/c/zsysv().
|
---|
| 285 | /*! Solve the linear system a * x = b with a symetric matrix using LU factorization.
|
---|
| 286 | Input arrays should have FortranMemory mapping (column packed).
|
---|
[2554] | 287 | \param a : input matrix symetric , overwritten on output
|
---|
| 288 | \param b : input-output, input vector b, contains x on exit
|
---|
[2563] | 289 | \return : return code from lapack driver _sysv()
|
---|
[2554] | 290 | */
|
---|
| 291 | template <class T>
|
---|
| 292 | int LapackServer<T>::LinSolveSym(TArray<T>& a, TArray<T> & b)
|
---|
| 293 | // --- REMARQUES DE CMV ---
|
---|
| 294 | // 1./ contrairement a ce qui est dit dans la doc, il s'agit
|
---|
| 295 | // de matrices SYMETRIQUES complexes et non HERMITIENNES !!!
|
---|
| 296 | // 2./ pourquoi les routines de LinSolve pour des matrices symetriques
|
---|
[2556] | 297 | // sont plus de deux fois plus lentes que les LinSolve generales sur OSF
|
---|
| 298 | // et sensiblement plus lentes sous Linux ???
|
---|
[2554] | 299 | {
|
---|
| 300 | if ( ( a.NbDimensions() != 2 ) || ( b.NbDimensions() != 2 ) )
|
---|
| 301 | throw(SzMismatchError("LapackServer::LinSolveSym(a,b) a Or b NbDimensions() != 2"));
|
---|
| 302 | int_4 rowa = a.RowsKA();
|
---|
| 303 | int_4 cola = a.ColsKA();
|
---|
| 304 | int_4 rowb = b.RowsKA();
|
---|
| 305 | int_4 colb = b.ColsKA();
|
---|
| 306 | if ( a.Size(rowa) != a.Size(cola))
|
---|
| 307 | throw(SzMismatchError("LapackServer::LinSolveSym(a,b) a Not a square Array"));
|
---|
| 308 | if ( a.Size(rowa) != b.Size(rowb))
|
---|
| 309 | throw(SzMismatchError("LapackServer::LinSolveSym(a,b) RowSize(a <> b) "));
|
---|
| 310 |
|
---|
| 311 | if (!a.IsPacked(rowa) || !b.IsPacked(rowb))
|
---|
| 312 | throw(SzMismatchError("LapackServer::LinSolveSym(a,b) a Or b Not Column Packed"));
|
---|
| 313 |
|
---|
| 314 | int_4 n = a.Size(rowa);
|
---|
| 315 | int_4 nrhs = b.Size(colb);
|
---|
| 316 | int_4 lda = a.Step(cola);
|
---|
| 317 | int_4 ldb = b.Step(colb);
|
---|
| 318 | int_4 info = 0;
|
---|
| 319 | int_4* ipiv = new int_4[n];
|
---|
| 320 | int_4 lwork = -1;
|
---|
| 321 | T * work = NULL;
|
---|
[2572] | 322 | T wkget[2];
|
---|
[2554] | 323 |
|
---|
| 324 | char uplo = 'U'; // char uplo = 'L';
|
---|
| 325 | char struplo[5]; struplo[0] = uplo; struplo[1] = '\0';
|
---|
| 326 |
|
---|
| 327 | if (typeid(T) == typeid(r_4) ) {
|
---|
| 328 | ssysv_(&uplo, &n, &nrhs, (r_4 *)a.Data(), &lda, ipiv, (r_4 *)b.Data(), &ldb,
|
---|
[2572] | 329 | (r_4 *)wkget, &lwork, &info);
|
---|
| 330 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 331 | ssysv_(&uplo, &n, &nrhs, (r_4 *)a.Data(), &lda, ipiv, (r_4 *)b.Data(), &ldb,
|
---|
[2554] | 332 | (r_4 *)work, &lwork, &info);
|
---|
| 333 | } else if (typeid(T) == typeid(r_8) ) {
|
---|
| 334 | dsysv_(&uplo, &n, &nrhs, (r_8 *)a.Data(), &lda, ipiv, (r_8 *)b.Data(), &ldb,
|
---|
[2572] | 335 | (r_8 *)wkget, &lwork, &info);
|
---|
| 336 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 337 | dsysv_(&uplo, &n, &nrhs, (r_8 *)a.Data(), &lda, ipiv, (r_8 *)b.Data(), &ldb,
|
---|
[2554] | 338 | (r_8 *)work, &lwork, &info);
|
---|
| 339 | } else if (typeid(T) == typeid(complex<r_4>) ) {
|
---|
| 340 | csysv_(&uplo, &n, &nrhs, (complex<r_4> *)a.Data(), &lda, ipiv,
|
---|
| 341 | (complex<r_4> *)b.Data(), &ldb,
|
---|
[2572] | 342 | (complex<r_4> *)wkget, &lwork, &info);
|
---|
| 343 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 344 | csysv_(&uplo, &n, &nrhs, (complex<r_4> *)a.Data(), &lda, ipiv,
|
---|
| 345 | (complex<r_4> *)b.Data(), &ldb,
|
---|
[2554] | 346 | (complex<r_4> *)work, &lwork, &info);
|
---|
| 347 | } else if (typeid(T) == typeid(complex<r_8>) ) {
|
---|
| 348 | zsysv_(&uplo, &n, &nrhs, (complex<r_8> *)a.Data(), &lda, ipiv,
|
---|
| 349 | (complex<r_8> *)b.Data(), &ldb,
|
---|
[2572] | 350 | (complex<r_8> *)wkget, &lwork, &info);
|
---|
| 351 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 352 | zsysv_(&uplo, &n, &nrhs, (complex<r_8> *)a.Data(), &lda, ipiv,
|
---|
| 353 | (complex<r_8> *)b.Data(), &ldb,
|
---|
[2554] | 354 | (complex<r_8> *)work, &lwork, &info);
|
---|
| 355 | } else {
|
---|
[2556] | 356 | if(work) delete[] work;
|
---|
[2554] | 357 | delete[] ipiv;
|
---|
| 358 | string tn = typeid(T).name();
|
---|
| 359 | cerr << " LapackServer::LinSolveSym(a,b) - Unsupported DataType T = " << tn << endl;
|
---|
| 360 | throw TypeMismatchExc("LapackServer::LinSolveSym(a,b) - Unsupported DataType (T)");
|
---|
| 361 | }
|
---|
[2556] | 362 | if(work) delete[] work;
|
---|
[2554] | 363 | delete[] ipiv;
|
---|
| 364 | return(info);
|
---|
| 365 | }
|
---|
| 366 |
|
---|
[2556] | 367 | ////////////////////////////////////////////////////////////////////////////////////
|
---|
[1566] | 368 | //! Interface to Lapack least squares solver driver s/d/c/zgels().
|
---|
| 369 | /*! Solves the linear least squares problem defined by an m-by-n matrix
|
---|
[2563] | 370 | \b a and an m element vector \b b , using QR or LQ factorization .
|
---|
[1566] | 371 | A solution \b x to the overdetermined system of linear equations
|
---|
| 372 | b = a * x is computed, minimizing the norm of b-a*x.
|
---|
| 373 | Underdetermined systems (m<n) are not yet handled.
|
---|
| 374 | Inout arrays should have FortranMemory mapping (column packed).
|
---|
| 375 | \param a : input matrix, overwritten on output
|
---|
| 376 | \param b : input-output, input vector b, contains x on exit.
|
---|
| 377 | \return : return code from lapack driver _gels()
|
---|
| 378 | \warning : b is not resized.
|
---|
| 379 | */
|
---|
| 380 | /*
|
---|
| 381 | $CHECK$ - A faire - cas m<n
|
---|
| 382 | If the linear system is underdetermined, the minimum norm
|
---|
| 383 | solution is computed.
|
---|
| 384 | */
|
---|
| 385 |
|
---|
[1494] | 386 | template <class T>
|
---|
| 387 | int LapackServer<T>::LeastSquareSolve(TArray<T>& a, TArray<T> & b)
|
---|
| 388 | {
|
---|
| 389 | if ( ( a.NbDimensions() != 2 ) || ( b.NbDimensions() != 2 ) )
|
---|
[2561] | 390 | throw(SzMismatchError("LapackServer::LeastSquareSolve(a,b) a Or b NbDimensions() != 2"));
|
---|
[1494] | 391 |
|
---|
| 392 | int_4 rowa = a.RowsKA();
|
---|
| 393 | int_4 cola = a.ColsKA();
|
---|
| 394 | int_4 rowb = b.RowsKA();
|
---|
| 395 | int_4 colb = b.ColsKA();
|
---|
| 396 |
|
---|
| 397 |
|
---|
| 398 | if ( a.Size(rowa) != b.Size(rowb))
|
---|
| 399 | throw(SzMismatchError("LapackServer::LeastSquareSolve(a,b) RowSize(a <> b) "));
|
---|
| 400 |
|
---|
| 401 | if (!a.IsPacked(rowa) || !b.IsPacked(rowb))
|
---|
[1566] | 402 | throw(SzMismatchError("LapackServer::LeastSquareSolve(a,b) a Or b Not Column Packed"));
|
---|
[1494] | 403 |
|
---|
[1566] | 404 | if ( a.Size(rowa) < a.Size(cola)) { // $CHECK$ - m<n a changer
|
---|
| 405 | cout << " LapackServer<T>::LeastSquareSolve() - m<n - Not yet implemented for "
|
---|
| 406 | << " underdetermined systems ! " << endl;
|
---|
| 407 | throw(SzMismatchError("LapackServer::LeastSquareSolve(a,b) NRows<NCols - "));
|
---|
| 408 | }
|
---|
[1494] | 409 | int_4 m = a.Size(rowa);
|
---|
| 410 | int_4 n = a.Size(cola);
|
---|
| 411 | int_4 nrhs = b.Size(colb);
|
---|
| 412 |
|
---|
| 413 | int_4 lda = a.Step(cola);
|
---|
| 414 | int_4 ldb = b.Step(colb);
|
---|
| 415 | int_4 info;
|
---|
| 416 |
|
---|
| 417 | int_4 minmn = (m < n) ? m : n;
|
---|
| 418 | int_4 maxmn = (m > n) ? m : n;
|
---|
| 419 | int_4 maxmnrhs = (nrhs > maxmn) ? nrhs : maxmn;
|
---|
| 420 | if (maxmnrhs < 1) maxmnrhs = 1;
|
---|
| 421 |
|
---|
[2572] | 422 | int_4 lwork = -1; //minmn+maxmnrhs*5;
|
---|
| 423 | T * work = NULL;
|
---|
| 424 | T wkget[2];
|
---|
[1494] | 425 |
|
---|
| 426 | char trans = 'N';
|
---|
| 427 |
|
---|
[2572] | 428 | if (typeid(T) == typeid(r_4) ) {
|
---|
[1494] | 429 | sgels_(&trans, &m, &n, &nrhs, (r_4 *)a.Data(), &lda,
|
---|
[2572] | 430 | (r_4 *)b.Data(), &ldb, (r_4 *)wkget, &lwork, &info);
|
---|
| 431 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 432 | sgels_(&trans, &m, &n, &nrhs, (r_4 *)a.Data(), &lda,
|
---|
[1494] | 433 | (r_4 *)b.Data(), &ldb, (r_4 *)work, &lwork, &info);
|
---|
[2572] | 434 | } else if (typeid(T) == typeid(r_8) ) {
|
---|
[1494] | 435 | dgels_(&trans, &m, &n, &nrhs, (r_8 *)a.Data(), &lda,
|
---|
[2572] | 436 | (r_8 *)b.Data(), &ldb, (r_8 *)wkget, &lwork, &info);
|
---|
| 437 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 438 | dgels_(&trans, &m, &n, &nrhs, (r_8 *)a.Data(), &lda,
|
---|
[1494] | 439 | (r_8 *)b.Data(), &ldb, (r_8 *)work, &lwork, &info);
|
---|
[2572] | 440 | } else if (typeid(T) == typeid(complex<r_4>) ) {
|
---|
[1494] | 441 | cgels_(&trans, &m, &n, &nrhs, (complex<r_4> *)a.Data(), &lda,
|
---|
[2572] | 442 | (complex<r_4> *)b.Data(), &ldb, (complex<r_4> *)wkget, &lwork, &info);
|
---|
| 443 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 444 | cgels_(&trans, &m, &n, &nrhs, (complex<r_4> *)a.Data(), &lda,
|
---|
[1494] | 445 | (complex<r_4> *)b.Data(), &ldb, (complex<r_4> *)work, &lwork, &info);
|
---|
[2572] | 446 | } else if (typeid(T) == typeid(complex<r_8>) ) {
|
---|
[1494] | 447 | zgels_(&trans, &m, &n, &nrhs, (complex<r_8> *)a.Data(), &lda,
|
---|
[2572] | 448 | (complex<r_8> *)b.Data(), &ldb, (complex<r_8> *)wkget, &lwork, &info);
|
---|
| 449 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 450 | zgels_(&trans, &m, &n, &nrhs, (complex<r_8> *)a.Data(), &lda,
|
---|
[1494] | 451 | (complex<r_8> *)b.Data(), &ldb, (complex<r_8> *)work, &lwork, &info);
|
---|
[2572] | 452 | } else {
|
---|
| 453 | if(work) delete [] work; work=NULL;
|
---|
[1494] | 454 | string tn = typeid(T).name();
|
---|
| 455 | cerr << " LapackServer::LeastSquareSolve(a,b) - Unsupported DataType T = " << tn << endl;
|
---|
| 456 | throw TypeMismatchExc("LapackServer::LeastSquareSolve(a,b) - Unsupported DataType (T)");
|
---|
| 457 | }
|
---|
[2572] | 458 | if(work) delete [] work;
|
---|
[1494] | 459 | return(info);
|
---|
| 460 | }
|
---|
| 461 |
|
---|
[2567] | 462 | ////////////////////////////////////////////////////////////////////////////////////
|
---|
[2646] | 463 | //! Square matrix inversion using Lapack linear system solver
|
---|
| 464 | /*! Compute the inverse of a square matrix using linear system solver routine
|
---|
| 465 | Input arrays should have FortranMemory mapping (column packed).
|
---|
| 466 | \param a : input matrix, overwritten on output
|
---|
| 467 | \param ainv : output matrix, contains inverse(a) on exit.
|
---|
| 468 | ainv is allocated if it has size 0
|
---|
| 469 | If not allocated, ainv is automatically
|
---|
| 470 | \return : return code from LapackServer::LinSolve()
|
---|
| 471 | \sa LapackServer::LinSolve()
|
---|
| 472 | */
|
---|
| 473 | template <class T>
|
---|
| 474 | int LapackServer<T>::ComputeInverse(TMatrix<T>& a, TMatrix<T> & ainv)
|
---|
| 475 | {
|
---|
| 476 | if ( a.NbDimensions() != 2 )
|
---|
| 477 | throw(SzMismatchError("LapackServer::Inverse() NDim(a) != 2"));
|
---|
| 478 | if ( a.GetMemoryMapping() != BaseArray::FortranMemoryMapping )
|
---|
| 479 | throw(SzMismatchError("LapackServer::Inverse() a NOT in FortranMemoryMapping"));
|
---|
| 480 | if ( a.NRows() != a.NCols() )
|
---|
| 481 | throw(SzMismatchError("LapackServer::Inverse() a NOT square matrix (a.NRows!=a.NCols)"));
|
---|
| 482 | if (ainv.IsAllocated()) {
|
---|
| 483 | bool smo, ssz;
|
---|
| 484 | ssz = a.CompareSizes(ainv, smo);
|
---|
| 485 | if ( (ssz == false) || (smo == false) )
|
---|
| 486 | throw(SzMismatchError("LapackServer::Inverse() ainv<>a Size/MemOrg mismatch "));
|
---|
| 487 | }
|
---|
| 488 | else ainv.SetSize(a.NRows(), a.NCols(), BaseArray::FortranMemoryMapping, false);
|
---|
| 489 | ainv = IdentityMatrix();
|
---|
| 490 | return LinSolve(a, ainv);
|
---|
| 491 | }
|
---|
| 492 |
|
---|
| 493 | ////////////////////////////////////////////////////////////////////////////////////
|
---|
[2567] | 494 | //! Interface to Lapack least squares solver driver s/d/c/zgelsd().
|
---|
| 495 | /*! Solves the linear least squares problem defined by an m-by-n matrix
|
---|
| 496 | \b a and an m element vector \b b , using SVD factorization Divide and Conquer.
|
---|
| 497 | Inout arrays should have FortranMemory mapping (column packed).
|
---|
| 498 | \param rcond : definition of zero value (S(i) <= RCOND*S(0) are treated as zero).
|
---|
| 499 | If RCOND < 0, machine precision is used instead.
|
---|
| 500 | \param a : input matrix, overwritten on output
|
---|
| 501 | \param b : input vector b overwritten by solution on output (beware of size changing)
|
---|
| 502 | \param x : output matrix of solutions.
|
---|
[2572] | 503 | \param rank : output the rank of the matrix.
|
---|
[2567] | 504 | \return : return code from lapack driver _gelsd()
|
---|
| 505 | \warning : b is not resized.
|
---|
| 506 | */
|
---|
| 507 | template <class T>
|
---|
| 508 | int LapackServer<T>::LeastSquareSolveSVD_DC(TMatrix<T>& a,TMatrix<T>& b,TVector<r_8>& s,int_4& rank,r_8 rcond)
|
---|
| 509 | {
|
---|
| 510 | if ( ( a.NbDimensions() != 2 ) )
|
---|
| 511 | throw(SzMismatchError("LapackServer::LeastSquareSolveSVD_DC(a,b) a != 2"));
|
---|
| 512 |
|
---|
| 513 | if (!a.IsPacked() || !b.IsPacked())
|
---|
| 514 | throw(SzMismatchError("LapackServer::LeastSquareSolveSVD_DC(a,b) a Or b Not Packed"));
|
---|
[1494] | 515 |
|
---|
[2567] | 516 | int_4 m = a.NRows();
|
---|
| 517 | int_4 n = a.NCols();
|
---|
| 518 |
|
---|
[2572] | 519 | if(b.NRows() != m)
|
---|
[2567] | 520 | throw(SzMismatchError("LapackServer::LeastSquareSolveSVD_DC(a,b) bad matching dim between a and b"));
|
---|
| 521 |
|
---|
| 522 | int_4 nrhs = b.NCols();
|
---|
| 523 | int_4 minmn = (m < n) ? m : n;
|
---|
| 524 | int_4 maxmn = (m > n) ? m : n;
|
---|
| 525 |
|
---|
| 526 | int_4 lda = m;
|
---|
| 527 | int_4 ldb = maxmn;
|
---|
| 528 | int_4 info;
|
---|
| 529 |
|
---|
[2572] | 530 | { // Use {} for automatic des-allocation of "bsave"
|
---|
| 531 | TMatrix<T> bsave(m,nrhs); bsave.SetMemoryMapping(BaseArray::FortranMemoryMapping);
|
---|
[2567] | 532 | bsave = b;
|
---|
| 533 | b.ReSize(maxmn,nrhs); b = (T) 0;
|
---|
[2572] | 534 | for(int i=0;i<m;i++) for(int j=0;j<nrhs;j++) b(i,j) = bsave(i,j);
|
---|
| 535 | } // Use {} for automatic des-allocation of "bsave"
|
---|
[2567] | 536 | s.ReSize(minmn);
|
---|
| 537 |
|
---|
[2572] | 538 | int_4 smlsiz = 25; // Normallement ilaenv_en_C(9,...) renvoie toujours 25
|
---|
[2567] | 539 | if(typeid(T) == typeid(r_4) ) smlsiz = ilaenv_en_C(9,"SGELSD"," ",0,0,0,0);
|
---|
| 540 | else if(typeid(T) == typeid(r_8) ) smlsiz = ilaenv_en_C(9,"DGELSD"," ",0,0,0,0);
|
---|
| 541 | else if(typeid(T) == typeid(complex<r_4>) ) smlsiz = ilaenv_en_C(9,"CGELSD"," ",0,0,0,0);
|
---|
| 542 | else if(typeid(T) == typeid(complex<r_8>) ) smlsiz = ilaenv_en_C(9,"ZGELSD"," ",0,0,0,0);
|
---|
| 543 | if(smlsiz<0) smlsiz = 0;
|
---|
| 544 | r_8 dum = log((r_8)minmn/(r_8)(smlsiz+1.)) / log(2.);
|
---|
| 545 | int_4 nlvl = int_4(dum) + 1; if(nlvl<0) nlvl = 0;
|
---|
| 546 |
|
---|
[2572] | 547 | T * work = NULL;
|
---|
| 548 | int_4 * iwork = NULL;
|
---|
| 549 | int_4 lwork=-1, lrwork;
|
---|
| 550 | T wkget[2];
|
---|
| 551 |
|
---|
[2567] | 552 | if(typeid(T) == typeid(r_4) ) {
|
---|
| 553 | r_4* sloc = new r_4[minmn];
|
---|
| 554 | r_4 srcond = rcond;
|
---|
[2572] | 555 | iwork = new int_4[3*minmn*nlvl+11*minmn +GARDMEM];
|
---|
[2567] | 556 | sgelsd_(&m,&n,&nrhs,(r_4*)a.Data(),&lda,
|
---|
| 557 | (r_4*)b.Data(),&ldb,(r_4*)sloc,&srcond,&rank,
|
---|
[2572] | 558 | (r_4*)wkget,&lwork,(int_4*)iwork,&info);
|
---|
| 559 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 560 | sgelsd_(&m,&n,&nrhs,(r_4*)a.Data(),&lda,
|
---|
| 561 | (r_4*)b.Data(),&ldb,(r_4*)sloc,&srcond,&rank,
|
---|
[2567] | 562 | (r_4*)work,&lwork,(int_4*)iwork,&info);
|
---|
| 563 | for(int_4 i=0;i<minmn;i++) s(i) = sloc[i];
|
---|
[2572] | 564 | delete [] sloc;
|
---|
[2567] | 565 | } else if(typeid(T) == typeid(r_8) ) {
|
---|
[2572] | 566 | iwork = new int_4[3*minmn*nlvl+11*minmn +GARDMEM];
|
---|
[2567] | 567 | dgelsd_(&m,&n,&nrhs,(r_8*)a.Data(),&lda,
|
---|
| 568 | (r_8*)b.Data(),&ldb,(r_8*)s.Data(),&rcond,&rank,
|
---|
[2572] | 569 | (r_8*)wkget,&lwork,(int_4*)iwork,&info);
|
---|
| 570 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 571 | dgelsd_(&m,&n,&nrhs,(r_8*)a.Data(),&lda,
|
---|
| 572 | (r_8*)b.Data(),&ldb,(r_8*)s.Data(),&rcond,&rank,
|
---|
[2567] | 573 | (r_8*)work,&lwork,(int_4*)iwork,&info);
|
---|
| 574 | } else if(typeid(T) == typeid(complex<r_4>) ) {
|
---|
[2572] | 575 | // Cf meme remarque que ci-dessous (complex<r_8)
|
---|
| 576 | lrwork = 10*minmn + 2*minmn*smlsiz + 8*minmn*nlvl + 3*smlsiz*nrhs + (smlsiz+1)*(smlsiz+1);
|
---|
| 577 | int_4 lrwork_d = 12*minmn + 2*minmn*smlsiz + 8*minmn*nlvl + minmn*nrhs + (smlsiz+1)*(smlsiz+1);
|
---|
| 578 | if(lrwork_d > lrwork) lrwork = lrwork_d;
|
---|
[2567] | 579 | r_4* rwork = new r_4[lrwork +GARDMEM];
|
---|
[2572] | 580 | iwork = new int_4[3*minmn*nlvl+11*minmn +GARDMEM];
|
---|
[2567] | 581 | r_4* sloc = new r_4[minmn];
|
---|
| 582 | r_4 srcond = rcond;
|
---|
| 583 | cgelsd_(&m,&n,&nrhs,(complex<r_4>*)a.Data(),&lda,
|
---|
| 584 | (complex<r_4>*)b.Data(),&ldb,(r_4*)sloc,&srcond,&rank,
|
---|
[2572] | 585 | (complex<r_4>*)wkget,&lwork,(r_4*)rwork,(int_4*)iwork,&info);
|
---|
| 586 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 587 | cgelsd_(&m,&n,&nrhs,(complex<r_4>*)a.Data(),&lda,
|
---|
| 588 | (complex<r_4>*)b.Data(),&ldb,(r_4*)sloc,&srcond,&rank,
|
---|
[2567] | 589 | (complex<r_4>*)work,&lwork,(r_4*)rwork,(int_4*)iwork,&info);
|
---|
| 590 | for(int_4 i=0;i<minmn;i++) s(i) = sloc[i];
|
---|
[2572] | 591 | delete [] sloc; delete [] rwork;
|
---|
[2567] | 592 | } else if(typeid(T) == typeid(complex<r_8>) ) {
|
---|
[2572] | 593 | // CMV: Bizarrement, la formule donnee dans zgelsd() plante pour des N grands (500)
|
---|
| 594 | // On prend (par analogie) la formule pour "lwork" de dgelsd()
|
---|
| 595 | lrwork = 10*minmn + 2*minmn*smlsiz + 8*minmn*nlvl + 3*smlsiz*nrhs + (smlsiz+1)*(smlsiz+1);
|
---|
| 596 | int_4 lrwork_d = 12*minmn + 2*minmn*smlsiz + 8*minmn*nlvl + minmn*nrhs + (smlsiz+1)*(smlsiz+1);
|
---|
| 597 | if(lrwork_d > lrwork) lrwork = lrwork_d;
|
---|
[2567] | 598 | r_8* rwork = new r_8[lrwork +GARDMEM];
|
---|
[2572] | 599 | iwork = new int_4[3*minmn*nlvl+11*minmn +GARDMEM];
|
---|
[2567] | 600 | zgelsd_(&m,&n,&nrhs,(complex<r_8>*)a.Data(),&lda,
|
---|
[2572] | 601 | (complex<r_8>*)b.Data(),&ldb,(r_8*)s.Data(),&rcond,&rank,
|
---|
| 602 | (complex<r_8>*)wkget,&lwork,(r_8*)rwork,(int_4*)iwork,&info);
|
---|
| 603 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 604 | zgelsd_(&m,&n,&nrhs,(complex<r_8>*)a.Data(),&lda,
|
---|
| 605 | (complex<r_8>*)b.Data(),&ldb,(r_8*)s.Data(),&rcond,&rank,
|
---|
[2567] | 606 | (complex<r_8>*)work,&lwork,(r_8*)rwork,(int_4*)iwork,&info);
|
---|
[2572] | 607 | delete [] rwork;
|
---|
[2567] | 608 | } else {
|
---|
[2572] | 609 | if(work) delete [] work; work=NULL;
|
---|
| 610 | if(iwork) delete [] iwork; iwork=NULL;
|
---|
[2567] | 611 | string tn = typeid(T).name();
|
---|
| 612 | cerr << " LapackServer::LeastSquareSolveSVD_DC(a,b) - Unsupported DataType T = " << tn << endl;
|
---|
| 613 | throw TypeMismatchExc("LapackServer::LeastSquareSolveSVD_DC(a,b) - Unsupported DataType (T)");
|
---|
| 614 | }
|
---|
| 615 |
|
---|
[2572] | 616 | if(work) delete [] work; if(iwork) delete [] iwork;
|
---|
[2567] | 617 | return(info);
|
---|
| 618 | }
|
---|
| 619 |
|
---|
| 620 |
|
---|
[2556] | 621 | ////////////////////////////////////////////////////////////////////////////////////
|
---|
[1424] | 622 | //! Interface to Lapack SVD driver s/d/c/zgesv().
|
---|
| 623 | /*! Computes the vector of singular values of \b a. Input arrays
|
---|
| 624 | should have FortranMemoryMapping (column packed).
|
---|
| 625 | \param a : input m-by-n matrix
|
---|
| 626 | \param s : Vector of min(m,n) singular values (descending order)
|
---|
| 627 | \return : return code from lapack driver _gesvd()
|
---|
| 628 | */
|
---|
| 629 |
|
---|
[1342] | 630 | template <class T>
|
---|
| 631 | int LapackServer<T>::SVD(TArray<T>& a, TArray<T> & s)
|
---|
| 632 | {
|
---|
| 633 | return (SVDDriver(a, s, NULL, NULL) );
|
---|
| 634 | }
|
---|
| 635 |
|
---|
[1424] | 636 | //! Interface to Lapack SVD driver s/d/c/zgesv().
|
---|
| 637 | /*! Computes the vector of singular values of \b a, as well as
|
---|
| 638 | right and left singular vectors of \b a.
|
---|
| 639 | \f[
|
---|
| 640 | A = U \Sigma V^T , ( A = U \Sigma V^H \ complex)
|
---|
| 641 | \f]
|
---|
| 642 | \f[
|
---|
| 643 | A v_i = \sigma_i u_i \ and A^T u_i = \sigma_i v_i \ (A^H \ complex)
|
---|
| 644 | \f]
|
---|
| 645 | U and V are orthogonal (unitary) matrices.
|
---|
[2572] | 646 | \param a : input m-by-n matrix (in FortranMemoryMapping)
|
---|
[1424] | 647 | \param s : Vector of min(m,n) singular values (descending order)
|
---|
[2572] | 648 | \param u : m-by-m Matrix of left singular vectors
|
---|
| 649 | \param vt : Transpose of right singular vectors (n-by-n matrix).
|
---|
[1424] | 650 | \return : return code from lapack driver _gesvd()
|
---|
| 651 | */
|
---|
[1342] | 652 | template <class T>
|
---|
| 653 | int LapackServer<T>::SVD(TArray<T>& a, TArray<T> & s, TArray<T> & u, TArray<T> & vt)
|
---|
| 654 | {
|
---|
| 655 | return (SVDDriver(a, s, &u, &vt) );
|
---|
| 656 | }
|
---|
| 657 |
|
---|
[1424] | 658 |
|
---|
| 659 | //! Interface to Lapack SVD driver s/d/c/zgesv().
|
---|
[1342] | 660 | template <class T>
|
---|
| 661 | int LapackServer<T>::SVDDriver(TArray<T>& a, TArray<T> & s, TArray<T>* up, TArray<T>* vtp)
|
---|
| 662 | {
|
---|
| 663 | if ( ( a.NbDimensions() != 2 ) )
|
---|
[2561] | 664 | throw(SzMismatchError("LapackServer::SVDDriver(a, ...) a.NbDimensions() != 2"));
|
---|
[1342] | 665 |
|
---|
| 666 | int_4 rowa = a.RowsKA();
|
---|
| 667 | int_4 cola = a.ColsKA();
|
---|
| 668 |
|
---|
| 669 | if ( !a.IsPacked(rowa) )
|
---|
[2561] | 670 | throw(SzMismatchError("LapackServer::SVDDriver(a, ...) a Not Column Packed "));
|
---|
[1342] | 671 |
|
---|
| 672 | int_4 m = a.Size(rowa);
|
---|
| 673 | int_4 n = a.Size(cola);
|
---|
| 674 | int_4 maxmn = (m > n) ? m : n;
|
---|
| 675 | int_4 minmn = (m < n) ? m : n;
|
---|
| 676 |
|
---|
| 677 | char jobu, jobvt;
|
---|
| 678 | jobu = 'N';
|
---|
| 679 | jobvt = 'N';
|
---|
| 680 |
|
---|
| 681 | sa_size_t sz[2];
|
---|
| 682 | if ( up != NULL) {
|
---|
| 683 | if ( dynamic_cast< TVector<T> * > (vtp) )
|
---|
[2561] | 684 | throw( TypeMismatchExc("LapackServer::SVDDriver() Wrong type (=TVector<T>) for u !") );
|
---|
[1342] | 685 | up->SetMemoryMapping(BaseArray::FortranMemoryMapping);
|
---|
| 686 | sz[0] = sz[1] = m;
|
---|
| 687 | up->ReSize(2, sz );
|
---|
| 688 | jobu = 'A';
|
---|
| 689 | }
|
---|
| 690 | else {
|
---|
| 691 | up = new TMatrix<T>(1,1);
|
---|
| 692 | jobu = 'N';
|
---|
| 693 | }
|
---|
| 694 | if ( vtp != NULL) {
|
---|
| 695 | if ( dynamic_cast< TVector<T> * > (vtp) )
|
---|
[2561] | 696 | throw( TypeMismatchExc("LapackServer::SVDDriver() Wrong type (=TVector<T>) for vt !") );
|
---|
[1342] | 697 | vtp->SetMemoryMapping(BaseArray::FortranMemoryMapping);
|
---|
| 698 | sz[0] = sz[1] = n;
|
---|
| 699 | vtp->ReSize(2, sz );
|
---|
| 700 | jobvt = 'A';
|
---|
| 701 | }
|
---|
| 702 | else {
|
---|
| 703 | vtp = new TMatrix<T>(1,1);
|
---|
| 704 | jobvt = 'N';
|
---|
| 705 | }
|
---|
| 706 |
|
---|
| 707 | TVector<T> *vs = dynamic_cast< TVector<T> * > (&s);
|
---|
| 708 | if (vs) vs->ReSize(minmn);
|
---|
| 709 | else {
|
---|
| 710 | TMatrix<T> *ms = dynamic_cast< TMatrix<T> * > (&s);
|
---|
| 711 | if (ms) ms->ReSize(minmn,1);
|
---|
| 712 | else {
|
---|
| 713 | sz[0] = minmn; sz[1] = 1;
|
---|
| 714 | s.ReSize(1, sz);
|
---|
| 715 | }
|
---|
| 716 | }
|
---|
| 717 |
|
---|
| 718 | int_4 lda = a.Step(a.ColsKA());
|
---|
| 719 | int_4 ldu = up->Step(up->ColsKA());
|
---|
| 720 | int_4 ldvt = vtp->Step(vtp->ColsKA());
|
---|
[2567] | 721 | int_4 info;
|
---|
[1342] | 722 |
|
---|
[2572] | 723 | int_4 lwork = -1; // maxmn*5 *wspace_size_factor;
|
---|
| 724 | T * work = NULL; // = new T[lwork];
|
---|
| 725 | T wkget[2];
|
---|
[1342] | 726 |
|
---|
[2559] | 727 | if (typeid(T) == typeid(r_4) ) {
|
---|
[1342] | 728 | sgesvd_(&jobu, &jobvt, &m, &n, (r_4 *)a.Data(), &lda,
|
---|
| 729 | (r_4 *)s.Data(), (r_4 *) up->Data(), &ldu, (r_4 *)vtp->Data(), &ldvt,
|
---|
[2572] | 730 | (r_4 *)wkget, &lwork, &info);
|
---|
| 731 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 732 | sgesvd_(&jobu, &jobvt, &m, &n, (r_4 *)a.Data(), &lda,
|
---|
| 733 | (r_4 *)s.Data(), (r_4 *) up->Data(), &ldu, (r_4 *)vtp->Data(), &ldvt,
|
---|
[1342] | 734 | (r_4 *)work, &lwork, &info);
|
---|
[2559] | 735 | } else if (typeid(T) == typeid(r_8) ) {
|
---|
[1342] | 736 | dgesvd_(&jobu, &jobvt, &m, &n, (r_8 *)a.Data(), &lda,
|
---|
| 737 | (r_8 *)s.Data(), (r_8 *) up->Data(), &ldu, (r_8 *)vtp->Data(), &ldvt,
|
---|
[2572] | 738 | (r_8 *)wkget, &lwork, &info);
|
---|
| 739 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 740 | dgesvd_(&jobu, &jobvt, &m, &n, (r_8 *)a.Data(), &lda,
|
---|
| 741 | (r_8 *)s.Data(), (r_8 *) up->Data(), &ldu, (r_8 *)vtp->Data(), &ldvt,
|
---|
[1342] | 742 | (r_8 *)work, &lwork, &info);
|
---|
[2559] | 743 | } else if (typeid(T) == typeid(complex<r_4>) ) {
|
---|
[2567] | 744 | r_4 * rwork = new r_4[5*minmn +GARDMEM];
|
---|
[2559] | 745 | r_4 * sloc = new r_4[minmn];
|
---|
[1342] | 746 | cgesvd_(&jobu, &jobvt, &m, &n, (complex<r_4> *)a.Data(), &lda,
|
---|
[2559] | 747 | (r_4 *)sloc, (complex<r_4> *) up->Data(), &ldu,
|
---|
[1342] | 748 | (complex<r_4> *)vtp->Data(), &ldvt,
|
---|
[2572] | 749 | (complex<r_4> *)wkget, &lwork, (r_4 *)rwork, &info);
|
---|
| 750 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 751 | cgesvd_(&jobu, &jobvt, &m, &n, (complex<r_4> *)a.Data(), &lda,
|
---|
| 752 | (r_4 *)sloc, (complex<r_4> *) up->Data(), &ldu,
|
---|
| 753 | (complex<r_4> *)vtp->Data(), &ldvt,
|
---|
[2559] | 754 | (complex<r_4> *)work, &lwork, (r_4 *)rwork, &info);
|
---|
| 755 | for(int_4 i=0;i<minmn;i++) s[i] = sloc[i];
|
---|
| 756 | delete [] rwork; delete [] sloc;
|
---|
| 757 | } else if (typeid(T) == typeid(complex<r_8>) ) {
|
---|
[2567] | 758 | r_8 * rwork = new r_8[5*minmn +GARDMEM];
|
---|
[2559] | 759 | r_8 * sloc = new r_8[minmn];
|
---|
[1342] | 760 | zgesvd_(&jobu, &jobvt, &m, &n, (complex<r_8> *)a.Data(), &lda,
|
---|
[2559] | 761 | (r_8 *)sloc, (complex<r_8> *) up->Data(), &ldu,
|
---|
[1342] | 762 | (complex<r_8> *)vtp->Data(), &ldvt,
|
---|
[2572] | 763 | (complex<r_8> *)wkget, &lwork, (r_8 *)rwork, &info);
|
---|
| 764 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 765 | zgesvd_(&jobu, &jobvt, &m, &n, (complex<r_8> *)a.Data(), &lda,
|
---|
| 766 | (r_8 *)sloc, (complex<r_8> *) up->Data(), &ldu,
|
---|
| 767 | (complex<r_8> *)vtp->Data(), &ldvt,
|
---|
[2559] | 768 | (complex<r_8> *)work, &lwork, (r_8 *)rwork, &info);
|
---|
| 769 | for(int_4 i=0;i<minmn;i++) s[i] = sloc[i];
|
---|
| 770 | delete [] rwork; delete [] sloc;
|
---|
| 771 | } else {
|
---|
[2572] | 772 | if(work) delete [] work; work=NULL;
|
---|
[1342] | 773 | if (jobu == 'N') delete up;
|
---|
| 774 | if (jobvt == 'N') delete vtp;
|
---|
| 775 | string tn = typeid(T).name();
|
---|
| 776 | cerr << " LapackServer::SVDDriver(...) - Unsupported DataType T = " << tn << endl;
|
---|
[2561] | 777 | throw TypeMismatchExc("LapackServer::SVDDriver(a,b) - Unsupported DataType (T)");
|
---|
[1342] | 778 | }
|
---|
| 779 |
|
---|
[2572] | 780 | if(work) delete [] work;
|
---|
[1342] | 781 | if (jobu == 'N') delete up;
|
---|
| 782 | if (jobvt == 'N') delete vtp;
|
---|
| 783 | return(info);
|
---|
| 784 | }
|
---|
| 785 |
|
---|
[2556] | 786 |
|
---|
[2561] | 787 | //! Interface to Lapack SVD driver s/d/c/zgesdd().
|
---|
| 788 | /*! Same as SVD but with Divide and Conquer method */
|
---|
| 789 | template <class T>
|
---|
[2563] | 790 | int LapackServer<T>::SVD_DC(TMatrix<T>& a, TVector<r_8>& s, TMatrix<T>& u, TMatrix<T>& vt)
|
---|
[2561] | 791 | {
|
---|
| 792 |
|
---|
| 793 | if ( !a.IsPacked() )
|
---|
| 794 | throw(SzMismatchError("LapackServer::SVD_DC(a, ...) a Not Packed "));
|
---|
| 795 |
|
---|
| 796 | int_4 m = a.NRows();
|
---|
| 797 | int_4 n = a.NCols();
|
---|
| 798 | int_4 maxmn = (m > n) ? m : n;
|
---|
| 799 | int_4 minmn = (m < n) ? m : n;
|
---|
| 800 | int_4 supermax = 4*minmn*minmn+4*minmn; if(maxmn>supermax) supermax=maxmn;
|
---|
| 801 |
|
---|
| 802 | char jobz = 'A';
|
---|
| 803 |
|
---|
| 804 | s.ReSize(minmn);
|
---|
| 805 | u.ReSize(m,m);
|
---|
| 806 | vt.ReSize(n,n);
|
---|
| 807 |
|
---|
[2572] | 808 | int_4 lda = m;
|
---|
| 809 | int_4 ldu = m;
|
---|
| 810 | int_4 ldvt = n;
|
---|
| 811 | int_4 info;
|
---|
| 812 | int_4 lwork=-1;
|
---|
| 813 | T * work = NULL;
|
---|
| 814 | int_4 * iwork = NULL;
|
---|
| 815 | T wkget[2];
|
---|
| 816 |
|
---|
[2561] | 817 | if(typeid(T) == typeid(r_4) ) {
|
---|
[2563] | 818 | r_4* sloc = new r_4[minmn];
|
---|
[2572] | 819 | iwork = new int_4[8*minmn +GARDMEM];
|
---|
[2561] | 820 | sgesdd_(&jobz,&m,&n,(r_4*)a.Data(),&lda,
|
---|
[2563] | 821 | (r_4*)sloc,(r_4*)u.Data(),&ldu,(r_4*)vt.Data(),&ldvt,
|
---|
[2572] | 822 | (r_4*)wkget,&lwork,(int_4*)iwork,&info);
|
---|
| 823 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 824 | sgesdd_(&jobz,&m,&n,(r_4*)a.Data(),&lda,
|
---|
| 825 | (r_4*)sloc,(r_4*)u.Data(),&ldu,(r_4*)vt.Data(),&ldvt,
|
---|
[2561] | 826 | (r_4*)work,&lwork,(int_4*)iwork,&info);
|
---|
[2563] | 827 | for(int_4 i=0;i<minmn;i++) s(i) = (r_8) sloc[i];
|
---|
[2572] | 828 | delete [] sloc;
|
---|
[2561] | 829 | } else if(typeid(T) == typeid(r_8) ) {
|
---|
[2572] | 830 | iwork = new int_4[8*minmn +GARDMEM];
|
---|
[2561] | 831 | dgesdd_(&jobz,&m,&n,(r_8*)a.Data(),&lda,
|
---|
| 832 | (r_8*)s.Data(),(r_8*)u.Data(),&ldu,(r_8*)vt.Data(),&ldvt,
|
---|
[2572] | 833 | (r_8*)wkget,&lwork,(int_4*)iwork,&info);
|
---|
| 834 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 835 | dgesdd_(&jobz,&m,&n,(r_8*)a.Data(),&lda,
|
---|
| 836 | (r_8*)s.Data(),(r_8*)u.Data(),&ldu,(r_8*)vt.Data(),&ldvt,
|
---|
[2561] | 837 | (r_8*)work,&lwork,(int_4*)iwork,&info);
|
---|
| 838 | } else if(typeid(T) == typeid(complex<r_4>) ) {
|
---|
| 839 | r_4* sloc = new r_4[minmn];
|
---|
[2567] | 840 | r_4* rwork = new r_4[5*minmn*minmn+5*minmn +GARDMEM];
|
---|
[2572] | 841 | iwork = new int_4[8*minmn +GARDMEM];
|
---|
[2561] | 842 | cgesdd_(&jobz,&m,&n,(complex<r_4>*)a.Data(),&lda,
|
---|
| 843 | (r_4*)sloc,(complex<r_4>*)u.Data(),&ldu,(complex<r_4>*)vt.Data(),&ldvt,
|
---|
[2572] | 844 | (complex<r_4>*)wkget,&lwork,(r_4*)rwork,(int_4*)iwork,&info);
|
---|
| 845 | lwork = type2i4(&wkget[0],4); work = new T[lwork +GARDMEM];
|
---|
| 846 | cgesdd_(&jobz,&m,&n,(complex<r_4>*)a.Data(),&lda,
|
---|
| 847 | (r_4*)sloc,(complex<r_4>*)u.Data(),&ldu,(complex<r_4>*)vt.Data(),&ldvt,
|
---|
[2561] | 848 | (complex<r_4>*)work,&lwork,(r_4*)rwork,(int_4*)iwork,&info);
|
---|
[2563] | 849 | for(int_4 i=0;i<minmn;i++) s(i) = (r_8) sloc[i];
|
---|
[2572] | 850 | delete [] sloc; delete [] rwork;
|
---|
[2561] | 851 | } else if(typeid(T) == typeid(complex<r_8>) ) {
|
---|
[2567] | 852 | r_8* rwork = new r_8[5*minmn*minmn+5*minmn +GARDMEM];
|
---|
[2572] | 853 | iwork = new int_4[8*minmn +GARDMEM];
|
---|
[2561] | 854 | zgesdd_(&jobz,&m,&n,(complex<r_8>*)a.Data(),&lda,
|
---|
[2563] | 855 | (r_8*)s.Data(),(complex<r_8>*)u.Data(),&ldu,(complex<r_8>*)vt.Data(),&ldvt,
|
---|
[2572] | 856 | (complex<r_8>*)wkget,&lwork,(r_8*)rwork,(int_4*)iwork,&info);
|
---|
| 857 | lwork = type2i4(&wkget[0],8); work = new T[lwork +GARDMEM];
|
---|
| 858 | zgesdd_(&jobz,&m,&n,(complex<r_8>*)a.Data(),&lda,
|
---|
| 859 | (r_8*)s.Data(),(complex<r_8>*)u.Data(),&ldu,(complex<r_8>*)vt.Data(),&ldvt,
|
---|
[2561] | 860 | (complex<r_8>*)work,&lwork,(r_8*)rwork,(int_4*)iwork,&info);
|
---|
[2572] | 861 | delete [] rwork;
|
---|
[2561] | 862 | } else {
|
---|
[2572] | 863 | if(work) delete [] work; work=NULL;
|
---|
| 864 | if(iwork) delete [] iwork; iwork=NULL;
|
---|
[2561] | 865 | string tn = typeid(T).name();
|
---|
| 866 | cerr << " LapackServer::SVD_DC(...) - Unsupported DataType T = " << tn << endl;
|
---|
| 867 | throw TypeMismatchExc("LapackServer::SVD_DC - Unsupported DataType (T)");
|
---|
| 868 | }
|
---|
| 869 |
|
---|
[2572] | 870 | if(work) delete [] work; if(iwork) delete [] iwork;
|
---|
[2561] | 871 | return(info);
|
---|
| 872 | }
|
---|
| 873 |
|
---|
| 874 |
|
---|
[2556] | 875 | ////////////////////////////////////////////////////////////////////////////////////
|
---|
| 876 | /*! Computes the eigen values and eigen vectors of a symetric (or hermitian) matrix \b a.
|
---|
| 877 | Input arrays should have FortranMemoryMapping (column packed).
|
---|
| 878 | \param a : input symetric (or hermitian) n-by-n matrix
|
---|
| 879 | \param b : Vector of eigenvalues (descending order)
|
---|
| 880 | \param eigenvector : if true compute eigenvectors, if not only eigenvalues
|
---|
| 881 | \param a : on return array of eigenvectors (same order than eval, one vector = one column)
|
---|
[2561] | 882 | \return : return code from lapack driver
|
---|
[2556] | 883 | */
|
---|
| 884 |
|
---|
| 885 | template <class T>
|
---|
| 886 | int LapackServer<T>::LapackEigenSym(TArray<T>& a, TVector<r_8>& b, bool eigenvector)
|
---|
| 887 | {
|
---|
| 888 | if ( a.NbDimensions() != 2 )
|
---|
| 889 | throw(SzMismatchError("LapackServer::LapackEigenSym(a,b) a NbDimensions() != 2"));
|
---|
| 890 | int_4 rowa = a.RowsKA();
|
---|
| 891 | int_4 cola = a.ColsKA();
|
---|
| 892 | if ( a.Size(rowa) != a.Size(cola))
|
---|
| 893 | throw(SzMismatchError("LapackServer::LapackEigenSym(a,b) a Not a square Array"));
|
---|
| 894 | if (!a.IsPacked(rowa))
|
---|
| 895 | throw(SzMismatchError("LapackServer::LapackEigenSym(a,b) a Not Column Packed"));
|
---|
| 896 |
|
---|
[2561] | 897 | char uplo='U';
|
---|
[2556] | 898 | char jobz='N'; if(eigenvector) jobz='V';
|
---|
| 899 |
|
---|
| 900 | int_4 n = a.Size(rowa);
|
---|
| 901 | int_4 lda = a.Step(cola);
|
---|
| 902 | int_4 info = 0;
|
---|
[2572] | 903 | int_4 lwork = -1;
|
---|
| 904 | T * work = NULL;
|
---|
| 905 | T wkget[2];
|
---|
[2556] | 906 |
|
---|
| 907 | b.ReSize(n); b = 0.;
|
---|
| 908 |
|
---|
| 909 | if (typeid(T) == typeid(r_4) ) {
|
---|
| 910 | r_4* w = new r_4[n];
|
---|
[2572] | 911 | ssyev_(&jobz,&uplo,&n,(r_4 *)a.Data(),&lda,(r_4 *)w,(r_4 *)wkget,&lwork,&info);
|
---|
| 912 | lwork = type2i4(&wkget[0],4); /* 3*n-1;*/ work = new T[lwork +GARDMEM];
|
---|
[2561] | 913 | ssyev_(&jobz,&uplo,&n,(r_4 *)a.Data(),&lda,(r_4 *)w,(r_4 *)work,&lwork,&info);
|
---|
[2556] | 914 | if(info==0) for(int i=0;i<n;i++) b(i) = w[i];
|
---|
[2572] | 915 | delete [] w;
|
---|
[2556] | 916 | } else if (typeid(T) == typeid(r_8) ) {
|
---|
| 917 | r_8* w = new r_8[n];
|
---|
[2572] | 918 | dsyev_(&jobz,&uplo,&n,(r_8 *)a.Data(),&lda,(r_8 *)w,(r_8 *)wkget,&lwork,&info);
|
---|
| 919 | lwork = type2i4(&wkget[0],8); /* 3*n-1;*/ work = new T[lwork +GARDMEM];
|
---|
[2561] | 920 | dsyev_(&jobz,&uplo,&n,(r_8 *)a.Data(),&lda,(r_8 *)w,(r_8 *)work,&lwork,&info);
|
---|
[2556] | 921 | if(info==0) for(int i=0;i<n;i++) b(i) = w[i];
|
---|
[2572] | 922 | delete [] w;
|
---|
[2556] | 923 | } else if (typeid(T) == typeid(complex<r_4>) ) {
|
---|
[2567] | 924 | r_4* rwork = new r_4[3*n-2 +GARDMEM]; r_4* w = new r_4[n];
|
---|
[2561] | 925 | cheev_(&jobz,&uplo,&n,(complex<r_4> *)a.Data(),&lda,(r_4 *)w
|
---|
[2572] | 926 | ,(complex<r_4> *)wkget,&lwork,(r_4 *)rwork,&info);
|
---|
| 927 | lwork = type2i4(&wkget[0],4); /* 2*n-1;*/ work = new T[lwork +GARDMEM];
|
---|
| 928 | cheev_(&jobz,&uplo,&n,(complex<r_4> *)a.Data(),&lda,(r_4 *)w
|
---|
[2556] | 929 | ,(complex<r_4> *)work,&lwork,(r_4 *)rwork,&info);
|
---|
| 930 | if(info==0) for(int i=0;i<n;i++) b(i) = w[i];
|
---|
[2572] | 931 | delete [] rwork; delete [] w;
|
---|
[2556] | 932 | } else if (typeid(T) == typeid(complex<r_8>) ) {
|
---|
[2567] | 933 | r_8* rwork = new r_8[3*n-2 +GARDMEM]; r_8* w = new r_8[n];
|
---|
[2561] | 934 | zheev_(&jobz,&uplo,&n,(complex<r_8> *)a.Data(),&lda,(r_8 *)w
|
---|
[2572] | 935 | ,(complex<r_8> *)wkget,&lwork,(r_8 *)rwork,&info);
|
---|
| 936 | lwork = type2i4(&wkget[0],8); /* 2*n-1;*/ work = new T[lwork +GARDMEM];
|
---|
| 937 | zheev_(&jobz,&uplo,&n,(complex<r_8> *)a.Data(),&lda,(r_8 *)w
|
---|
[2556] | 938 | ,(complex<r_8> *)work,&lwork,(r_8 *)rwork,&info);
|
---|
| 939 | if(info==0) for(int i=0;i<n;i++) b(i) = w[i];
|
---|
[2572] | 940 | delete [] rwork; delete [] w;
|
---|
[2556] | 941 | } else {
|
---|
[2572] | 942 | if(work) delete [] work; work=NULL;
|
---|
[2556] | 943 | string tn = typeid(T).name();
|
---|
| 944 | cerr << " LapackServer::LapackEigenSym(a,b) - Unsupported DataType T = " << tn << endl;
|
---|
| 945 | throw TypeMismatchExc("LapackServer::LapackEigenSym(a,b) - Unsupported DataType (T)");
|
---|
| 946 | }
|
---|
| 947 |
|
---|
[2572] | 948 | if(work) delete [] work;
|
---|
[2556] | 949 | return(info);
|
---|
| 950 | }
|
---|
| 951 |
|
---|
| 952 | ////////////////////////////////////////////////////////////////////////////////////
|
---|
| 953 | /*! Computes the eigen values and eigen vectors of a general squared matrix \b a.
|
---|
| 954 | Input arrays should have FortranMemoryMapping (column packed).
|
---|
| 955 | \param a : input general n-by-n matrix
|
---|
| 956 | \param eval : Vector of eigenvalues (complex double precision)
|
---|
| 957 | \param evec : Matrix of eigenvector (same order than eval, one vector = one column)
|
---|
| 958 | \param eigenvector : if true compute (right) eigenvectors, if not only eigenvalues
|
---|
| 959 | \param a : on return array of eigenvectors
|
---|
[2561] | 960 | \return : return code from lapack driver
|
---|
[2556] | 961 | \verbatim
|
---|
| 962 | eval : contains the computed eigenvalues.
|
---|
| 963 | --- For real matrices "a" :
|
---|
| 964 | Complex conjugate pairs of eigenvalues appear consecutively
|
---|
| 965 | with the eigenvalue having the positive imaginary part first.
|
---|
| 966 | evec : the right eigenvectors v(j) are stored one after another
|
---|
| 967 | in the columns of evec, in the same order as their eigenvalues.
|
---|
| 968 | --- For real matrices "a" :
|
---|
| 969 | If the j-th eigenvalue is real, then v(j) = evec(:,j),
|
---|
| 970 | the j-th column of evec.
|
---|
| 971 | If the j-th and (j+1)-st eigenvalues form a complex
|
---|
| 972 | conjugate pair, then v(j) = evec(:,j) + i*evec(:,j+1) and
|
---|
| 973 | v(j+1) = evec(:,j) - i*evec(:,j+1).
|
---|
| 974 | \endverbatim
|
---|
| 975 | */
|
---|
| 976 |
|
---|
| 977 | template <class T>
|
---|
| 978 | int LapackServer<T>::LapackEigen(TArray<T>& a, TVector< complex<r_8> >& eval, TMatrix<T>& evec, bool eigenvector)
|
---|
| 979 | {
|
---|
| 980 | if ( a.NbDimensions() != 2 )
|
---|
| 981 | throw(SzMismatchError("LapackServer::LapackEigen(a,b) a NbDimensions() != 2"));
|
---|
| 982 | int_4 rowa = a.RowsKA();
|
---|
| 983 | int_4 cola = a.ColsKA();
|
---|
| 984 | if ( a.Size(rowa) != a.Size(cola))
|
---|
| 985 | throw(SzMismatchError("LapackServer::LapackEigen(a,b) a Not a square Array"));
|
---|
| 986 | if (!a.IsPacked(rowa))
|
---|
| 987 | throw(SzMismatchError("LapackServer::LapackEigen(a,b) a Not Column Packed"));
|
---|
| 988 |
|
---|
[2561] | 989 | char jobvl = 'N';
|
---|
[2556] | 990 | char jobvr = 'N'; if(eigenvector) jobvr='V';
|
---|
| 991 |
|
---|
| 992 | int_4 n = a.Size(rowa);
|
---|
| 993 | int_4 lda = a.Step(cola);
|
---|
| 994 | int_4 info = 0;
|
---|
| 995 |
|
---|
| 996 | eval.ReSize(n); eval = complex<r_8>(0.,0.);
|
---|
| 997 | if(eigenvector) {evec.ReSize(n,n); evec = (T) 0.;}
|
---|
| 998 | int_4 ldvr = n, ldvl = 1;
|
---|
| 999 |
|
---|
[2572] | 1000 | int_4 lwork = -1;
|
---|
| 1001 | T * work = NULL;
|
---|
| 1002 | T wkget[2];
|
---|
| 1003 |
|
---|
[2556] | 1004 | if (typeid(T) == typeid(r_4) ) {
|
---|
| 1005 | r_4* wr = new r_4[n]; r_4* wi = new r_4[n]; r_4* vl = NULL;
|
---|
[2561] | 1006 | sgeev_(&jobvl,&jobvr,&n,(r_4 *)a.Data(),&lda,(r_4 *)wr,(r_4 *)wi,
|
---|
[2556] | 1007 | (r_4 *)vl,&ldvl,(r_4 *)evec.Data(),&ldvr,
|
---|
[2572] | 1008 | (r_4 *)wkget,&lwork,&info);
|
---|
| 1009 | lwork = type2i4(&wkget[0],4); /* 4*n;*/ work = new T[lwork +GARDMEM];
|
---|
| 1010 | sgeev_(&jobvl,&jobvr,&n,(r_4 *)a.Data(),&lda,(r_4 *)wr,(r_4 *)wi,
|
---|
| 1011 | (r_4 *)vl,&ldvl,(r_4 *)evec.Data(),&ldvr,
|
---|
[2556] | 1012 | (r_4 *)work,&lwork,&info);
|
---|
| 1013 | if(info==0) for(int i=0;i<n;i++) eval(i) = complex<r_8>(wr[i],wi[i]);
|
---|
[2572] | 1014 | delete [] wr; delete [] wi;
|
---|
[2556] | 1015 | } else if (typeid(T) == typeid(r_8) ) {
|
---|
| 1016 | r_8* wr = new r_8[n]; r_8* wi = new r_8[n]; r_8* vl = NULL;
|
---|
[2561] | 1017 | dgeev_(&jobvl,&jobvr,&n,(r_8 *)a.Data(),&lda,(r_8 *)wr,(r_8 *)wi,
|
---|
[2556] | 1018 | (r_8 *)vl,&ldvl,(r_8 *)evec.Data(),&ldvr,
|
---|
[2572] | 1019 | (r_8 *)wkget,&lwork,&info);
|
---|
| 1020 | lwork = type2i4(&wkget[0],8); /* 4*n;*/ work = new T[lwork +GARDMEM];
|
---|
| 1021 | dgeev_(&jobvl,&jobvr,&n,(r_8 *)a.Data(),&lda,(r_8 *)wr,(r_8 *)wi,
|
---|
| 1022 | (r_8 *)vl,&ldvl,(r_8 *)evec.Data(),&ldvr,
|
---|
[2556] | 1023 | (r_8 *)work,&lwork,&info);
|
---|
| 1024 | if(info==0) for(int i=0;i<n;i++) eval(i) = complex<r_8>(wr[i],wi[i]);
|
---|
[2572] | 1025 | delete [] wr; delete [] wi;
|
---|
[2556] | 1026 | } else if (typeid(T) == typeid(complex<r_4>) ) {
|
---|
[2567] | 1027 | r_4* rwork = new r_4[2*n +GARDMEM]; r_4* vl = NULL; TVector< complex<r_4> > w(n);
|
---|
[2561] | 1028 | cgeev_(&jobvl,&jobvr,&n,(complex<r_4> *)a.Data(),&lda,(complex<r_4> *)w.Data(),
|
---|
[2556] | 1029 | (complex<r_4> *)vl,&ldvl,(complex<r_4> *)evec.Data(),&ldvr,
|
---|
[2572] | 1030 | (complex<r_4> *)wkget,&lwork,(r_4 *)rwork,&info);
|
---|
| 1031 | lwork = type2i4(&wkget[0],4); /* 2*n;*/ work = new T[lwork +GARDMEM];
|
---|
| 1032 | cgeev_(&jobvl,&jobvr,&n,(complex<r_4> *)a.Data(),&lda,(complex<r_4> *)w.Data(),
|
---|
| 1033 | (complex<r_4> *)vl,&ldvl,(complex<r_4> *)evec.Data(),&ldvr,
|
---|
[2556] | 1034 | (complex<r_4> *)work,&lwork,(r_4 *)rwork,&info);
|
---|
| 1035 | if(info==0) for(int i=0;i<n;i++) eval(i) = w(i);
|
---|
[2572] | 1036 | delete [] rwork;
|
---|
[2556] | 1037 | } else if (typeid(T) == typeid(complex<r_8>) ) {
|
---|
[2567] | 1038 | r_8* rwork = new r_8[2*n +GARDMEM]; r_8* vl = NULL;
|
---|
[2561] | 1039 | zgeev_(&jobvl,&jobvr,&n,(complex<r_8> *)a.Data(),&lda,(complex<r_8> *)eval.Data(),
|
---|
[2556] | 1040 | (complex<r_8> *)vl,&ldvl,(complex<r_8> *)evec.Data(),&ldvr,
|
---|
[2572] | 1041 | (complex<r_8> *)wkget,&lwork,(r_8 *)rwork,&info);
|
---|
| 1042 | lwork = type2i4(&wkget[0],8); /* 2*n;*/ work = new T[lwork +GARDMEM];
|
---|
| 1043 | zgeev_(&jobvl,&jobvr,&n,(complex<r_8> *)a.Data(),&lda,(complex<r_8> *)eval.Data(),
|
---|
| 1044 | (complex<r_8> *)vl,&ldvl,(complex<r_8> *)evec.Data(),&ldvr,
|
---|
[2556] | 1045 | (complex<r_8> *)work,&lwork,(r_8 *)rwork,&info);
|
---|
[2572] | 1046 | delete [] rwork;
|
---|
[2556] | 1047 | } else {
|
---|
[2572] | 1048 | if(work) delete [] work; work=NULL;
|
---|
[2556] | 1049 | string tn = typeid(T).name();
|
---|
| 1050 | cerr << " LapackServer::LapackEigen(a,b) - Unsupported DataType T = " << tn << endl;
|
---|
| 1051 | throw TypeMismatchExc("LapackServer::LapackEigen(a,b) - Unsupported DataType (T)");
|
---|
| 1052 | }
|
---|
| 1053 |
|
---|
[2572] | 1054 | if(work) delete [] work;
|
---|
[2556] | 1055 | return(info);
|
---|
| 1056 | }
|
---|
| 1057 |
|
---|
| 1058 |
|
---|
| 1059 |
|
---|
| 1060 |
|
---|
[814] | 1061 | ///////////////////////////////////////////////////////////////
|
---|
| 1062 | #ifdef __CXX_PRAGMA_TEMPLATES__
|
---|
| 1063 | #pragma define_template LapackServer<r_4>
|
---|
| 1064 | #pragma define_template LapackServer<r_8>
|
---|
| 1065 | #pragma define_template LapackServer< complex<r_4> >
|
---|
| 1066 | #pragma define_template LapackServer< complex<r_8> >
|
---|
| 1067 | #endif
|
---|
| 1068 |
|
---|
| 1069 | #if defined(ANSI_TEMPLATES) || defined(GNU_TEMPLATES)
|
---|
| 1070 | template class LapackServer<r_4>;
|
---|
| 1071 | template class LapackServer<r_8>;
|
---|
| 1072 | template class LapackServer< complex<r_4> >;
|
---|
| 1073 | template class LapackServer< complex<r_8> >;
|
---|
| 1074 | #endif
|
---|
| 1075 |
|
---|
| 1076 | #if defined(OS_LINUX)
|
---|
| 1077 | // Pour le link avec f2c sous Linux
|
---|
| 1078 | extern "C" {
|
---|
| 1079 | void MAIN__();
|
---|
| 1080 | }
|
---|
| 1081 |
|
---|
| 1082 | void MAIN__()
|
---|
| 1083 | {
|
---|
| 1084 | cerr << "MAIN__() function for linking with libf2c.a " << endl;
|
---|
| 1085 | cerr << " This function should never be called !!! " << endl;
|
---|
| 1086 | throw PError("MAIN__() should not be called - see intflapack.cc");
|
---|
| 1087 | }
|
---|
| 1088 | #endif
|
---|