* bug fixes in: Dot, generalized eigen problem, singular matrix detetection in Cholesky

* fix all numerical instabilies in the unit tests, now all tests can be run 2000 times
  with almost zero failures.

1 files changed, 159 insertions, 0 deletions

diff --git a/cmake/FindGSL.cmake b/cmake/FindGSL.cmake
new file mode 100644
index 000000000..57509f774
--- /dev/null
+++ b/cmake/FindGSL.cmake
@@ -0,0 +1,159 @@
+# Try to find gnu scientific library GSL
+# See 
+# http://www.gnu.org/software/gsl/  and
+# http://gnuwin32.sourceforge.net/packages/gsl.htm
+#
+# Once run this will define: 
+# 
+# GSL_FOUND       = system has GSL lib
+#
+# GSL_LIBRARIES   = full path to the libraries
+#    on Unix/Linux with additional linker flags from "gsl-config --libs"
+# 
+# CMAKE_GSL_CXX_FLAGS  = Unix compiler flags for GSL, essentially "`gsl-config --cxxflags`"
+#
+# GSL_INCLUDE_DIR      = where to find headers 
+#
+# GSL_LINK_DIRECTORIES = link directories, useful for rpath on Unix
+# GSL_EXE_LINKER_FLAGS = rpath on Unix
+#
+# Felix Woelk 07/2004
+# Jan Woetzel
+#
+# www.mip.informatik.uni-kiel.de
+# --------------------------------
+
+IF(WIN32)
+  # JW tested with gsl-1.8, Windows XP, MSVS 7.1
+  SET(GSL_POSSIBLE_ROOT_DIRS
+    ${GSL_ROOT_DIR}
+    $ENV{GSL_ROOT_DIR}
+    ${GSL_DIR}
+    ${GSL_HOME}    
+    $ENV{GSL_DIR}
+    $ENV{GSL_HOME}
+    $ENV{EXTRA}
+    "C:/Program Files/GnuWin32"
+    )
+  FIND_PATH(GSL_INCLUDE_DIR
+    NAMES gsl/gsl_cdf.h gsl/gsl_randist.h
+    PATHS ${GSL_POSSIBLE_ROOT_DIRS}
+    PATH_SUFFIXES include
+    DOC "GSL header include dir"
+    )
+  
+  FIND_LIBRARY(GSL_GSL_LIBRARY
+    NAMES libgsl.dll.a gsl libgsl
+    PATHS  ${GSL_POSSIBLE_ROOT_DIRS}
+    PATH_SUFFIXES lib
+    DOC "GSL library" )
+  
+  if(NOT GSL_GSL_LIBRARY)
+	FIND_FILE(GSL_GSL_LIBRARY
+		NAMES libgsl.dll.a
+		PATHS  ${GSL_POSSIBLE_ROOT_DIRS}
+		PATH_SUFFIXES lib
+		DOC "GSL library")
+  endif(NOT GSL_GSL_LIBRARY)
+  
+  FIND_LIBRARY(GSL_GSLCBLAS_LIBRARY
+    NAMES libgslcblas.dll.a gslcblas libgslcblas
+    PATHS  ${GSL_POSSIBLE_ROOT_DIRS}
+    PATH_SUFFIXES lib
+    DOC "GSL cblas library dir" )
+  
+  if(NOT GSL_GSLCBLAS_LIBRARY)
+	FIND_FILE(GSL_GSLCBLAS_LIBRARY
+		NAMES libgslcblas.dll.a
+		PATHS  ${GSL_POSSIBLE_ROOT_DIRS}
+		PATH_SUFFIXES lib
+		DOC "GSL library")
+  endif(NOT GSL_GSLCBLAS_LIBRARY)
+  
+  SET(GSL_LIBRARIES ${GSL_GSL_LIBRARY})
+
+  #MESSAGE("DBG\n"
+  #  "GSL_GSL_LIBRARY=${GSL_GSL_LIBRARY}\n"
+  #  "GSL_GSLCBLAS_LIBRARY=${GSL_GSLCBLAS_LIBRARY}\n"
+  #  "GSL_LIBRARIES=${GSL_LIBRARIES}")
+
+
+ELSE(WIN32)
+  
+  IF(UNIX) 
+    SET(GSL_CONFIG_PREFER_PATH 
+      "$ENV{GSL_DIR}/bin"
+      "$ENV{GSL_DIR}"
+      "$ENV{GSL_HOME}/bin" 
+      "$ENV{GSL_HOME}" 
+      CACHE STRING "preferred path to GSL (gsl-config)")
+    FIND_PROGRAM(GSL_CONFIG gsl-config
+      ${GSL_CONFIG_PREFER_PATH}
+      /usr/bin/
+      )
+    # MESSAGE("DBG GSL_CONFIG ${GSL_CONFIG}")
+    
+    IF (GSL_CONFIG) 
+      # set CXXFLAGS to be fed into CXX_FLAGS by the user:
+      SET(GSL_CXX_FLAGS "`${GSL_CONFIG} --cflags`")
+      
+      # set INCLUDE_DIRS to prefix+include
+      EXEC_PROGRAM(${GSL_CONFIG}
+        ARGS --prefix
+        OUTPUT_VARIABLE GSL_PREFIX)
+      SET(GSL_INCLUDE_DIR ${GSL_PREFIX}/include CACHE STRING INTERNAL)
+
+      # set link libraries and link flags
+      #SET(GSL_LIBRARIES "`${GSL_CONFIG} --libs`")
+      EXEC_PROGRAM(${GSL_CONFIG}
+        ARGS --libs
+        OUTPUT_VARIABLE GSL_LIBRARIES )
+        
+      # extract link dirs for rpath  
+      EXEC_PROGRAM(${GSL_CONFIG}
+        ARGS --libs
+        OUTPUT_VARIABLE GSL_CONFIG_LIBS )
+
+      # split off the link dirs (for rpath)
+      # use regular expression to match wildcard equivalent "-L*<endchar>"
+      # with <endchar> is a space or a semicolon
+      STRING(REGEX MATCHALL "[-][L]([^ ;])+" 
+        GSL_LINK_DIRECTORIES_WITH_PREFIX 
+        "${GSL_CONFIG_LIBS}" )
+      #      MESSAGE("DBG  GSL_LINK_DIRECTORIES_WITH_PREFIX=${GSL_LINK_DIRECTORIES_WITH_PREFIX}")
+
+      # remove prefix -L because we need the pure directory for LINK_DIRECTORIES
+      
+      IF (GSL_LINK_DIRECTORIES_WITH_PREFIX)
+        STRING(REGEX REPLACE "[-][L]" "" GSL_LINK_DIRECTORIES ${GSL_LINK_DIRECTORIES_WITH_PREFIX} )
+      ENDIF (GSL_LINK_DIRECTORIES_WITH_PREFIX)
+      SET(GSL_EXE_LINKER_FLAGS "-Wl,-rpath,${GSL_LINK_DIRECTORIES}" CACHE STRING INTERNAL)
+      #      MESSAGE("DBG  GSL_LINK_DIRECTORIES=${GSL_LINK_DIRECTORIES}")
+      #      MESSAGE("DBG  GSL_EXE_LINKER_FLAGS=${GSL_EXE_LINKER_FLAGS}")
+
+      #      ADD_DEFINITIONS("-DHAVE_GSL")
+      #      SET(GSL_DEFINITIONS "-DHAVE_GSL")
+      MARK_AS_ADVANCED(
+        GSL_CXX_FLAGS
+        GSL_INCLUDE_DIR
+        GSL_LIBRARIES
+        GSL_LINK_DIRECTORIES
+        GSL_DEFINITIONS
+        )
+      MESSAGE(STATUS "Using GSL from ${GSL_PREFIX}")
+      
+    ELSE(GSL_CONFIG)
+      MESSAGE("FindGSL.cmake: gsl-config not found. Please set it manually. GSL_CONFIG=${GSL_CONFIG}")
+    ENDIF(GSL_CONFIG)
+
+  ENDIF(UNIX)
+ENDIF(WIN32)
+
+
+IF(GSL_LIBRARIES)
+  IF(GSL_INCLUDE_DIR OR GSL_CXX_FLAGS)
+
+    SET(GSL_FOUND 1)
+    
+  ENDIF(GSL_INCLUDE_DIR OR GSL_CXX_FLAGS)
+ENDIF(GSL_LIBRARIES)