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lapack.cpp
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193 lines (127 loc) · 3.61 KB
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/*
* lapack.cpp
* RVM-Rob
*
* Created by Robert Lowe on 23/08/2010.
* Copyright 2010 __MyCompanyName__. All rights reserved.
*
*/
#include "lapack.h"
#include <iostream>
using namespace std;
int matrixprod(const matrix &A,const matrix &B,matrix &C, int trans,double alpha){
int nrows=A.rows;
int ncols=A.cols;
int bcols=B.cols;
int brows=B.rows;
int lda=A.cols;
int ldb=B.cols;
if (trans==0) {
C.reset(nrows,bcols);
cblas_dgemm(CblasRowMajor, CblasNoTrans, CblasNoTrans, nrows, bcols, ncols, alpha, A.data, lda, B.data, ldb, 0.0, C.data, bcols);
}
else if(trans==1){
C.reset(ncols,bcols);
cblas_dgemm(CblasRowMajor, CblasTrans, CblasNoTrans, ncols, bcols, brows, alpha, A.data, lda, B.data, ldb, 0.0, C.data, bcols);
}
else if(trans==2){
C.reset(nrows,brows);
cblas_dgemm(CblasRowMajor, CblasNoTrans, CblasTrans, nrows, brows, ncols, alpha, A.data, lda, B.data, ldb, 0.0, C.data, brows);
}
else if(trans==3){
C.reset(ncols,brows);
cblas_dgemm(CblasRowMajor, CblasTrans, CblasTrans, ncols, brows, nrows, alpha, A.data, lda, B.data, ldb, 0.0, C.data, brows);
}
return 0;
}
int matrixvprod(const matrix &A,const matrix &B,matrix &C, int trans, double alpha){
int nrows=A.rows;
int ncols=A.cols;
int lda=A.cols;
if (trans==0){
C.reset(nrows,1);
cblas_dgemv(CblasRowMajor, CblasNoTrans, nrows, ncols, alpha, A.data, lda, B.data, 1, 0.0, C.data, 1);
}
else if (trans==1){
C.reset(ncols,1);
cblas_dgemv(CblasRowMajor, CblasTrans, nrows, ncols, alpha, A.data, lda, B.data, 1, 0.0, C.data, 1);
}
return(0);
}
int linalg(const matrix &A,const matrix &B,matrix &C, int trans){
matrix Atemp(A.rows,A.cols);
matrix Btemp(B.rows,B.cols);
for (int i=0; i<A.rows; i++) {
for (int k=0; k<A.cols; k++) {
Atemp.data[(i*A.cols)+k]=A.data[(i*A.cols)+k];
}
}
for (int i=0; i<B.rows; i++) {
for (int k=0; k<B.cols; k++) {
Btemp.data[(i*B.cols)+k]=B.data[(i*B.cols)+k];
}
}
__CLPK_integer nrowsA=Atemp.rows;
__CLPK_integer ncolsA=Atemp.cols;
__CLPK_integer nrhs=Btemp.cols;
__CLPK_integer lda = Atemp.rows;
__CLPK_integer ldb = Btemp.rows;
__CLPK_integer info;
//Not sure on what work is so set size to A
double work[A.rows*A.cols];
__CLPK_integer lwork=A.rows*A.cols;
if (trans==0){
char T='N';
dgels_(&T, &nrowsA, &ncolsA, &nrhs, Atemp.data, &lda, Btemp.data, &ldb, work, &lwork, &info);
C.reset(A.cols,1);
for(int i=0; i<A.cols; i++){
C.data[i]=Btemp.data[i];
}
}
else {
char T='T';
dgels_(&T, &ncolsA, &nrowsA, &nrhs, Atemp.data, &lda, Btemp.data, &ldb, work, &lwork, &info);
C.reset(A.rows,1);
for(int i=0; i<A.rows; i++){
C.data[i]=Btemp.data[i];
}
}
return(0);
}
int chol(const matrix &A,matrix &B){
__CLPK_integer N=A.rows;
char T='L';
__CLPK_integer info;
B.reset(A.rows,A.cols);
for (int i=0; i<A.rows; i++) {
for (int k=0; k<A.cols; k++) {
B.data[(i*A.cols)+k]=A.data[(i*A.cols)+k];
}
}
dpotrf_(&T, &N, B.data, &N, &info);
for (int i=1; i<N; i++) {
for (int k=0; k<i; k++) {
B.data[i*B.cols+k]=0.0;
}
}
return(info);
}
int inverse(const matrix &A, matrix&B){
__CLPK_integer M=A.rows;
__CLPK_integer N=A.cols;
__CLPK_integer *IPIV=new __CLPK_integer[A.rows];
B.reset(A.rows,A.cols);
for (int i=0; i<A.rows; i++) {
for (int k=0; k<A.cols; k++) {
B.data[(i*A.cols)+k]=A.data[(i*A.cols)+k];
}
}
__CLPK_integer info;
double *work = new double[A.rows*A.cols];
__CLPK_integer lwork=A.rows*A.cols;
dgetrf_(&M, &N, B.data, &M, IPIV, &info);
dgetri_(&N, B.data, &M, IPIV, work, &lwork, &info);
delete[] IPIV;
delete[] work;
return(info);
}