add lapack interface to real symmetric eigenvalue dec and enable building of the lapack shared library

4 files changed, 100 insertions, 4 deletions

diff --git a/lapack/CMakeLists.txt b/lapack/CMakeLists.txt
index 2d5db5d1d..96d6a416d 100644
--- a/lapack/CMakeLists.txt
+++ b/lapack/CMakeLists.txt
@@ -29,6 +29,7 @@ set(EigenLapack_SRCS ${EigenLapack_SRCS}
 # reference/dpotrs.f reference/spotrs.f reference/zpotrs.f reference/cpotrs.f
 # reference/dgetrf.f reference/cgetrf.f reference/sgetrf.f reference/zgetrf.f
 # reference/cgetrs.f reference/dgetrs.f reference/sgetrs.f reference/zgetrs.f
+# reference/dsyev.f  reference/ssyev.f
 
 reference/dlamch.f  reference/ilaver.f  reference/lsame.f  reference/slamch.f  reference/second_NONE.f  reference/dsecnd_NONE.f
 reference/cbdsqr.f               reference/ctbrfs.f               reference/dorml2.f               reference/sla_porfsx_extended.f  reference/zggglm.f
@@ -124,7 +125,7 @@ reference/cheevr.f               reference/dgehd2.f               reference/dste
 reference/cheevx.f               reference/dgehrd.f               reference/dsycon.f               reference/sopgtr.f               reference/zlagtm.f
 reference/chegs2.f               reference/dgejsv.f               reference/dsyequb.f              reference/sopmtr.f               reference/zla_heamv.f
 reference/chegst.f               reference/dgelq2.f               reference/dsyevd.f               reference/sorg2l.f               reference/zlahef.f
-reference/chegvd.f               reference/dgelqf.f               reference/dsyev.f                reference/sorg2r.f               reference/zla_hercond_c.f
+reference/chegvd.f               reference/dgelqf.f               reference/sorg2r.f               reference/zla_hercond_c.f
 reference/chegv.f                reference/dgelsd.f               reference/dsyevr.f               reference/sorgbr.f               reference/zla_hercond_x.f
 reference/chegvx.f               reference/dgels.f                reference/dsyevx.f               reference/sorghr.f               reference/zla_herfsx_extended.f
 reference/cherfs.f               reference/dgelss.f               reference/dsygs2.f               reference/sorgl2.f               reference/zla_herpvgrw.f
@@ -230,7 +231,7 @@ reference/claqhp.f               reference/dlamrg.f               reference/sgee
 reference/claqp2.f               reference/dlaneg.f               reference/sgegs.f                reference/ssycon.f               reference/zpftri.f
 reference/claqps.f               reference/dlangb.f               reference/sgegv.f                reference/ssyequb.f              reference/zpftrs.f
 reference/claqr0.f               reference/dlange.f               reference/sgehd2.f               reference/ssyevd.f               reference/zpocon.f
-reference/claqr1.f               reference/dlangt.f               reference/sgehrd.f               reference/ssyev.f                reference/zpoequb.f
+reference/claqr1.f               reference/dlangt.f               reference/sgehrd.f               reference/zpoequb.f
 reference/claqr2.f               reference/dlanhs.f               reference/sgejsv.f               reference/ssyevr.f               reference/zpoequ.f
 reference/claqr3.f               reference/dlansb.f               reference/sgelq2.f               reference/ssyevx.f               reference/zporfs.f
 reference/claqr4.f               reference/dlansf.f               reference/sgelqf.f               reference/ssygs2.f               reference/zporfsx.f
@@ -357,11 +358,11 @@ reference/ctbcon.f               reference/dormhr.f               reference/sla_
 endif()
 
 add_library(eigen_lapack_static ${EigenLapack_SRCS})
-# add_library(eigen_lapack SHARED ${EigenLapack_SRCS})
+add_library(eigen_lapack SHARED ${EigenLapack_SRCS})
 
 if(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO)
   target_link_libraries(eigen_lapack_static ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
-#   target_link_libraries(eigen_lapack        ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
+  target_link_libraries(eigen_lapack        ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
 endif()
 
 # add_dependencies(lapack eigen_lapack eigen_lapack_static)
diff --git a/lapack/double.cpp b/lapack/double.cpp
index 5f7b9d15d..44723573c 100644
--- a/lapack/double.cpp
+++ b/lapack/double.cpp
@@ -29,3 +29,4 @@
 
 #include "cholesky.cpp"
 #include "lu.cpp"
+#include "eigenvalues.cpp"
diff --git a/lapack/eigenvalues.cpp b/lapack/eigenvalues.cpp
new file mode 100644
index 000000000..0bc8367db
--- /dev/null
+++ b/lapack/eigenvalues.cpp
@@ -0,0 +1,93 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include "common.h"
+#include <Eigen/Eigenvalues>
+
+// computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges
+EIGEN_LAPACK_FUNC(syev,(char *jobz, char *uplo, int* n, Scalar* a, int *lda, Scalar* w, Scalar* work, int* lwork, int *info))
+{
+  bool query_size = *lwork==-1;
+  
+  *info = 0;
+        if(*jobz!='N' && *jobz!='V')                    *info = -1;
+  else  if(UPLO(*uplo)==INVALID)                        *info = -2;
+  else  if(*n<0)                                        *info = -3;
+  else  if(*lda<std::max(1,*n))                         *info = -5;
+  else  if((!query_size) && *lwork<std::max(1,3**n-1))  *info = -8;
+  
+//   if(*info==0)
+//   {
+//     int nb = ILAENV( 1, 'SSYTRD', UPLO, N, -1, -1, -1 )
+//          LWKOPT = MAX( 1, ( NB+2 )*N )
+//          WORK( 1 ) = LWKOPT
+// *
+//          IF( LWORK.LT.MAX( 1, 3*N-1 ) .AND. .NOT.LQUERY )
+//      $      INFO = -8
+//       END IF
+// *
+//       IF( INFO.NE.0 ) THEN
+//          CALL XERBLA( 'SSYEV ', -INFO )
+//          RETURN
+//       ELSE IF( LQUERY ) THEN
+//          RETURN
+//       END IF
+  
+  if(*info!=0)
+  {
+    int e = -*info;
+    return xerbla_(SCALAR_SUFFIX_UP"SYEV ", &e, 6);
+  }
+  
+  if(query_size)
+  {
+    *lwork = 0;
+    return 0;
+  }
+  
+  if(*n==0)
+    return 0;
+  
+  PlainMatrixType mat(*n,*n);
+  if(UPLO(*uplo)==UP) mat = matrix(a,*n,*n,*lda).adjoint();
+  else                mat = matrix(a,*n,*n,*lda);
+  
+  bool computeVectors = *jobz=='V' || *jobz=='v';
+  SelfAdjointEigenSolver<PlainMatrixType> eig(mat,computeVectors?ComputeEigenvectors:EigenvaluesOnly);
+  
+  if(eig.info()==NoConvergence)
+  {
+    vector(w,*n).setZero();
+    if(computeVectors)
+      matrix(a,*n,*n,*lda).setIdentity();
+    //*info = 1;
+    return 0;
+  }
+  
+  vector(w,*n) = eig.eigenvalues();
+  if(computeVectors)
+    matrix(a,*n,*n,*lda) = eig.eigenvectors();
+  
+  return 0;
+}
diff --git a/lapack/single.cpp b/lapack/single.cpp
index 141b65538..49c72f5ec 100644
--- a/lapack/single.cpp
+++ b/lapack/single.cpp
@@ -29,3 +29,4 @@
 
 #include "cholesky.cpp"
 #include "lu.cpp"
+#include "eigenvalues.cpp"