From 7ef9d82b39b338c814f4c120ef3dea58a244a391 Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Wed, 26 Jan 2011 16:34:45 +0100 Subject: add a minimalistict lapack wrapper --- lapack/CMakeLists.txt | 372 ++++++++++++++++++++++++++++++++++++++++++++++ lapack/cholesky.cpp | 87 +++++++++++ lapack/complex_double.cpp | 32 ++++ lapack/complex_single.cpp | 32 ++++ lapack/double.cpp | 31 ++++ lapack/lapack_common.h | 38 +++++ lapack/lu.cpp | 104 +++++++++++++ lapack/single.cpp | 31 ++++ 8 files changed, 727 insertions(+) create mode 100644 lapack/CMakeLists.txt create mode 100644 lapack/cholesky.cpp create mode 100644 lapack/complex_double.cpp create mode 100644 lapack/complex_single.cpp create mode 100644 lapack/double.cpp create mode 100644 lapack/lapack_common.h create mode 100644 lapack/lu.cpp create mode 100644 lapack/single.cpp (limited to 'lapack') diff --git a/lapack/CMakeLists.txt b/lapack/CMakeLists.txt new file mode 100644 index 000000000..cee80970e --- /dev/null +++ b/lapack/CMakeLists.txt @@ -0,0 +1,372 @@ + +project(EigenLapack CXX) + +if( NOT DEFINED EIGEN_Fortran_COMPILER_WORKS OR EIGEN_Fortran_COMPILER_WORKS) + + enable_language(Fortran OPTIONAL) + + if(CMAKE_Fortran_COMPILER_WORKS) + set(EIGEN_Fortran_COMPILER_WORKS TRUE CACHE INTERNAL "workaround cmake's enable_language issue") + else() + set(EIGEN_Fortran_COMPILER_WORKS FALSE CACHE INTERNAL "workaround cmake's enable_language issue") + endif() + +endif() + +if(CMAKE_Fortran_COMPILER_WORKS) + +add_custom_target(lapack) +include_directories(../blas) + +set(EigenLapack_SRCS +single.cpp double.cpp complex_single.cpp complex_double.cpp + +# reference/dpotrf.f reference/zpotrf.f reference/cpotrf.f reference/spotrf.f +# 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/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 +reference/cgbbrd.f reference/ctbtrs.f reference/dormlq.f reference/sla_porpvgrw.f reference/zgghrd.f +reference/cgbcon.f reference/ctfsm.f reference/dormql.f reference/slapy2.f reference/zgglse.f +reference/cgbequb.f reference/ctftri.f reference/dormqr.f reference/slapy3.f reference/zggqrf.f +reference/cgbequ.f reference/ctfttp.f reference/dormr2.f reference/slaqgb.f reference/zggrqf.f +reference/cgbrfs.f reference/ctfttr.f reference/dormr3.f reference/slaqge.f reference/zggsvd.f +reference/cgbrfsx.f reference/ctgevc.f reference/dormrq.f reference/slaqp2.f reference/zggsvp.f +reference/cgbsv.f reference/ctgex2.f reference/dormrz.f reference/slaqps.f reference/zgtcon.f +reference/cgbsvx.f reference/ctgexc.f reference/dormtr.f reference/slaqr0.f reference/zgtrfs.f +reference/cgbsvxx.f reference/ctgsen.f reference/dpbcon.f reference/slaqr1.f reference/zgtsv.f +reference/cgbtf2.f reference/ctgsja.f reference/dpbequ.f reference/slaqr2.f reference/zgtsvx.f +reference/cgbtrf.f reference/ctgsna.f reference/dpbrfs.f reference/slaqr3.f reference/zgttrf.f +reference/cgbtrs.f reference/ctgsy2.f reference/dpbstf.f reference/slaqr4.f reference/zgttrs.f +reference/cgebak.f reference/ctgsyl.f reference/dpbsv.f reference/slaqr5.f reference/zgtts2.f +reference/cgebal.f reference/ctpcon.f reference/dpbsvx.f reference/slaqsb.f reference/zhbevd.f +reference/cgebd2.f reference/ctprfs.f reference/dpbtf2.f reference/slaqsp.f reference/zhbev.f +reference/cgebrd.f reference/ctptri.f reference/dpbtrf.f reference/slaqsy.f reference/zhbevx.f +reference/cgecon.f reference/ctptrs.f reference/dpbtrs.f reference/slaqtr.f reference/zhbgst.f +reference/cgeequb.f reference/ctpttf.f reference/dpftrf.f reference/slar1v.f reference/zhbgvd.f +reference/cgeequ.f reference/ctpttr.f reference/dpftri.f reference/slar2v.f reference/zhbgv.f +reference/cgees.f reference/ctrcon.f reference/dpftrs.f reference/slarfb.f reference/zhbgvx.f +reference/cgeesx.f reference/ctrevc.f reference/dpocon.f reference/slarf.f reference/zhbtrd.f +reference/cgeev.f reference/ctrexc.f reference/dpoequb.f reference/slarfg.f reference/zhecon.f +reference/cgeevx.f reference/ctrrfs.f reference/dpoequ.f reference/slarfp.f reference/zheequb.f +reference/cgegs.f reference/ctrsen.f reference/dporfs.f reference/slarft.f reference/zheevd.f +reference/cgegv.f reference/ctrsna.f reference/dporfsx.f reference/slarfx.f reference/zheev.f +reference/cgehd2.f reference/ctrsyl.f reference/dposv.f reference/slargv.f reference/zheevr.f +reference/cgehrd.f reference/ctrti2.f reference/dposvx.f reference/slarnv.f reference/zheevx.f +reference/cgelq2.f reference/ctrtri.f reference/dposvxx.f reference/sla_rpvgrw.f reference/zhegs2.f +reference/cgelqf.f reference/ctrtrs.f reference/dpotf2.f reference/slarra.f reference/zhegst.f +reference/cgelsd.f reference/ctrttf.f +reference/slarrb.f reference/zhegvd.f +reference/cgels.f reference/ctrttp.f reference/dpotri.f reference/slarrc.f reference/zhegv.f +reference/cgelss.f reference/ctzrqf.f reference/slarrd.f reference/zhegvx.f +reference/cgelsx.f reference/ctzrzf.f reference/dppcon.f reference/slarre.f reference/zherfs.f +reference/cgelsy.f reference/cung2l.f reference/dppequ.f reference/slarrf.f reference/zherfsx.f +reference/cgeql2.f reference/cung2r.f reference/dpprfs.f reference/slarrj.f reference/zhesv.f +reference/cgeqlf.f reference/cungbr.f reference/dppsv.f reference/slarrk.f reference/zhesvx.f +reference/cgeqp3.f reference/cunghr.f reference/dppsvx.f reference/slarrr.f reference/zhesvxx.f +reference/cgeqpf.f reference/cungl2.f reference/dpptrf.f reference/slarrv.f reference/zhetd2.f +reference/cgeqr2.f reference/cunglq.f reference/dpptri.f reference/slarscl2.f reference/zhetf2.f +reference/cgeqrf.f reference/cungql.f reference/dpptrs.f reference/slartg.f reference/zhetrd.f +reference/cgerfs.f reference/cungqr.f reference/dpstf2.f reference/slartv.f reference/zhetrf.f +reference/cgerfsx.f reference/cungr2.f reference/dpstrf.f reference/slaruv.f reference/zhetri.f +reference/cgerq2.f reference/cungrq.f reference/dptcon.f reference/slarzb.f reference/zhetrs.f +reference/cgerqf.f reference/cungtr.f reference/dpteqr.f reference/slarz.f reference/zhfrk.f +reference/cgesc2.f reference/cunm2l.f reference/dptrfs.f reference/slarzt.f reference/zhgeqz.f +reference/cgesdd.f reference/cunm2r.f reference/dptsv.f reference/slas2.f reference/zhpcon.f +reference/cgesvd.f reference/cunmbr.f reference/dptsvx.f reference/slascl2.f reference/zhpevd.f +reference/cgesv.f reference/cunmhr.f reference/dpttrf.f reference/slascl.f reference/zhpev.f +reference/cgesvx.f reference/cunml2.f reference/dpttrs.f reference/slasd0.f reference/zhpevx.f +reference/cgesvxx.f reference/cunmlq.f reference/dptts2.f reference/slasd1.f reference/zhpgst.f +reference/cgetc2.f reference/cunmql.f reference/drscl.f reference/slasd2.f reference/zhpgvd.f +reference/cgetf2.f reference/cunmqr.f reference/dsbevd.f reference/slasd3.f reference/zhpgv.f +reference/cunmr2.f reference/dsbev.f reference/slasd4.f reference/zhpgvx.f +reference/cgetri.f reference/cunmr3.f reference/dsbevx.f reference/slasd5.f reference/zhprfs.f + reference/cunmrq.f reference/dsbgst.f reference/slasd6.f reference/zhpsv.f +reference/cggbak.f reference/cunmrz.f reference/dsbgvd.f reference/slasd7.f reference/zhpsvx.f +reference/cggbal.f reference/cunmtr.f reference/dsbgv.f reference/slasd8.f reference/zhptrd.f +reference/cgges.f reference/cupgtr.f reference/dsbgvx.f reference/slasda.f reference/zhptrf.f +reference/cggesx.f reference/cupmtr.f reference/dsbtrd.f reference/slasdq.f reference/zhptri.f +reference/cggev.f reference/dbdsdc.f reference/dsfrk.f reference/slasdt.f reference/zhptrs.f +reference/cggevx.f reference/dbdsqr.f reference/dsgesv.f reference/slaset.f reference/zhsein.f +reference/cggglm.f reference/ddisna.f reference/dspcon.f reference/slasq1.f reference/zhseqr.f +reference/cgghrd.f reference/dgbbrd.f reference/dspevd.f reference/slasq2.f reference/zlabrd.f +reference/cgglse.f reference/dgbcon.f reference/dspev.f reference/slasq3.f reference/zlacgv.f +reference/cggqrf.f reference/dgbequb.f reference/dspevx.f reference/slasq4.f reference/zlacn2.f +reference/cggrqf.f reference/dgbequ.f reference/dspgst.f reference/slasq5.f reference/zlacon.f +reference/cggsvd.f reference/dgbrfs.f reference/dspgvd.f reference/slasq6.f reference/zlacp2.f +reference/cggsvp.f reference/dgbrfsx.f reference/dspgv.f reference/slasr.f reference/zlacpy.f +reference/cgtcon.f reference/dgbsv.f reference/dspgvx.f reference/slasrt.f reference/zlacrm.f +reference/cgtrfs.f reference/dgbsvx.f reference/dsposv.f reference/slassq.f reference/zlacrt.f +reference/cgtsv.f reference/dgbsvxx.f reference/dsprfs.f reference/slasv2.f reference/zladiv.f +reference/cgtsvx.f reference/dgbtf2.f reference/dspsv.f reference/slaswp.f reference/zlaed0.f +reference/cgttrf.f reference/dgbtrf.f reference/dspsvx.f reference/slasy2.f reference/zlaed7.f +reference/cgttrs.f reference/dgbtrs.f reference/dsptrd.f reference/sla_syamv.f reference/zlaed8.f +reference/cgtts2.f reference/dgebak.f reference/dsptrf.f reference/slasyf.f reference/zlaein.f +reference/chbevd.f reference/dgebal.f reference/dsptri.f reference/sla_syrcond.f reference/zlaesy.f +reference/chbev.f reference/dgebd2.f reference/dsptrs.f reference/sla_syrfsx_extended.f reference/zlaev2.f +reference/chbevx.f reference/dgebrd.f reference/dstebz.f reference/sla_syrpvgrw.f reference/zlag2c.f +reference/chbgst.f reference/dgecon.f reference/dstedc.f reference/slatbs.f reference/zla_gbamv.f +reference/chbgvd.f reference/dgeequb.f reference/dstegr.f reference/slatdf.f reference/zla_gbrcond_c.f +reference/chbgv.f reference/dgeequ.f reference/dstein.f reference/slatps.f reference/zla_gbrcond_x.f +reference/chbgvx.f reference/dgees.f reference/dstemr.f reference/slatrd.f reference/zla_gbrfsx_extended.f +reference/chbtrd.f reference/dgeesx.f reference/dsteqr.f reference/slatrs.f reference/zla_gbrpvgrw.f +reference/checon.f reference/dgeev.f reference/dsterf.f reference/slatrz.f reference/zla_geamv.f +reference/cheequb.f reference/dgeevx.f reference/dstevd.f reference/slatzm.f reference/zla_gercond_c.f +reference/cheevd.f reference/dgegs.f reference/dstev.f reference/slauu2.f reference/zla_gercond_x.f +reference/cheev.f reference/dgegv.f reference/dstevr.f reference/slauum.f reference/zla_gerfsx_extended.f +reference/cheevr.f reference/dgehd2.f reference/dstevx.f reference/sla_wwaddw.f reference/zlags2.f +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/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 +reference/cherfsx.f reference/dgelsx.f reference/dsygst.f reference/sorglq.f reference/zlahqr.f +reference/chesv.f reference/dgelsy.f reference/dsygvd.f reference/sorgql.f reference/zlahr2.f +reference/chesvx.f reference/dgeql2.f reference/dsygv.f reference/sorgqr.f reference/zlahrd.f +reference/chesvxx.f reference/dgeqlf.f reference/dsygvx.f reference/sorgr2.f reference/zlaic1.f +reference/chetd2.f reference/dgeqp3.f reference/dsyrfs.f reference/sorgrq.f reference/zla_lin_berr.f +reference/chetf2.f reference/dgeqpf.f reference/dsyrfsx.f reference/sorgtr.f reference/zlals0.f +reference/chetrd.f reference/dgeqr2.f reference/dsysv.f reference/sorm2l.f reference/zlalsa.f +reference/chetrf.f reference/dgeqrf.f reference/dsysvx.f reference/sorm2r.f reference/zlalsd.f +reference/chetri.f reference/dgerfs.f reference/dsysvxx.f reference/sormbr.f reference/zlangb.f +reference/chetrs.f reference/dgerfsx.f reference/dsytd2.f reference/sormhr.f reference/zlange.f +reference/chfrk.f reference/dgerq2.f reference/dsytf2.f reference/sorml2.f reference/zlangt.f +reference/chgeqz.f reference/dgerqf.f reference/dsytrd.f reference/sormlq.f reference/zlanhb.f +reference/chla_transtype.f reference/dgesc2.f reference/dsytrf.f reference/sormql.f reference/zlanhe.f +reference/chpcon.f reference/dgesdd.f reference/dsytri.f reference/sormqr.f reference/zlanhf.f +reference/chpevd.f reference/dgesvd.f reference/dsytrs.f reference/sormr2.f reference/zlanhp.f +reference/chpev.f reference/dgesv.f reference/dtbcon.f reference/sormr3.f reference/zlanhs.f +reference/chpevx.f reference/dgesvj.f reference/dtbrfs.f reference/sormrq.f reference/zlanht.f +reference/chpgst.f reference/dgesvx.f reference/dtbtrs.f reference/sormrz.f reference/zlansb.f +reference/chpgvd.f reference/dgesvxx.f reference/dtfsm.f reference/sormtr.f reference/zlansp.f +reference/chpgv.f reference/dgetc2.f reference/dtftri.f reference/spbcon.f reference/zlansy.f +reference/chpgvx.f reference/dgetf2.f reference/dtfttp.f reference/spbequ.f reference/zlantb.f +reference/chprfs.f +reference/dtfttr.f reference/spbrfs.f reference/zlantp.f +reference/chpsv.f reference/dgetri.f reference/dtgevc.f reference/spbstf.f reference/zlantr.f +reference/chpsvx.f reference/dtgex2.f reference/spbsv.f reference/zlapll.f +reference/chptrd.f reference/dggbak.f reference/dtgexc.f reference/spbsvx.f reference/zlapmt.f +reference/chptrf.f reference/dggbal.f reference/dtgsen.f reference/spbtf2.f reference/zla_porcond_c.f +reference/chptri.f reference/dgges.f reference/dtgsja.f reference/spbtrf.f reference/zla_porcond_x.f 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reference/dgsvj0.f reference/dtrevc.f reference/sposvx.f reference/zlaqr1.f +reference/cladiv.f reference/dgsvj1.f reference/dtrexc.f reference/sposvxx.f reference/zlaqr2.f +reference/claed0.f reference/dgtcon.f reference/dtrrfs.f reference/spotf2.f reference/zlaqr3.f +reference/claed7.f reference/dgtrfs.f reference/dtrsen.f +reference/zlaqr4.f +reference/claed8.f reference/dgtsv.f reference/dtrsna.f reference/spotri.f reference/zlaqr5.f +reference/claein.f reference/dgtsvx.f reference/dtrsyl.f reference/zlaqsb.f +reference/claesy.f reference/dgttrf.f reference/dtrti2.f reference/sppcon.f reference/zlaqsp.f +reference/claev2.f reference/dgttrs.f reference/dtrtri.f reference/sppequ.f reference/zlaqsy.f +reference/clag2z.f reference/dgtts2.f reference/dtrtrs.f reference/spprfs.f reference/zlar1v.f +reference/cla_gbamv.f reference/dhgeqz.f reference/dtrttf.f reference/sppsv.f reference/zlar2v.f +reference/cla_gbrcond_c.f reference/dhsein.f reference/dtrttp.f reference/sppsvx.f reference/zlarcm.f +reference/cla_gbrcond_x.f reference/dhseqr.f reference/dtzrqf.f reference/spptrf.f reference/zlarfb.f +reference/cla_gbrfsx_extended.f reference/disnan.f reference/dtzrzf.f reference/spptri.f reference/zlarf.f +reference/cla_gbrpvgrw.f reference/dlabad.f reference/dzsum1.f reference/spptrs.f reference/zlarfg.f +reference/cla_geamv.f reference/dlabrd.f reference/icmax1.f reference/spstf2.f reference/zlarfp.f +reference/cla_gercond_c.f reference/dlacn2.f reference/ieeeck.f reference/spstrf.f reference/zlarft.f +reference/cla_gercond_x.f reference/dlacon.f reference/ilaclc.f reference/sptcon.f reference/zlarfx.f +reference/cla_gerfsx_extended.f reference/dlacpy.f reference/ilaclr.f reference/spteqr.f reference/zlargv.f +reference/clags2.f reference/dladiv.f reference/iladiag.f reference/sptrfs.f reference/zlarnv.f +reference/clagtm.f reference/dlae2.f reference/iladlc.f reference/sptsv.f reference/zla_rpvgrw.f +reference/cla_heamv.f reference/dlaebz.f reference/iladlr.f reference/sptsvx.f reference/zlarrv.f +reference/clahef.f reference/dlaed0.f reference/ilaenv.f reference/spttrf.f reference/zlarscl2.f +reference/cla_hercond_c.f reference/dlaed1.f reference/ilaprec.f reference/spttrs.f reference/zlartg.f +reference/cla_hercond_x.f reference/dlaed2.f reference/ilaslc.f reference/sptts2.f reference/zlartv.f +reference/cla_herfsx_extended.f reference/dlaed3.f reference/ilaslr.f reference/srscl.f reference/zlarzb.f +reference/cla_herpvgrw.f reference/dlaed4.f reference/ilatrans.f reference/ssbevd.f reference/zlarz.f +reference/clahqr.f reference/dlaed5.f reference/ilauplo.f reference/ssbev.f reference/zlarzt.f +reference/clahr2.f reference/dlaed6.f reference/ilaver.f reference/ssbevx.f reference/zlascl2.f +reference/clahrd.f reference/dlaed7.f reference/ilazlc.f reference/ssbgst.f reference/zlascl.f +reference/claic1.f reference/dlaed8.f reference/ilazlr.f reference/ssbgvd.f reference/zlaset.f +reference/cla_lin_berr.f reference/dlaed9.f reference/iparmq.f reference/ssbgv.f reference/zlasr.f +reference/clals0.f reference/dlaeda.f reference/izmax1.f reference/ssbgvx.f reference/zlassq.f +reference/clalsa.f reference/dlaein.f reference/lsamen.f reference/ssbtrd.f reference/zlaswp.f +reference/clalsd.f reference/dlaev2.f reference/sbdsdc.f reference/ssfrk.f reference/zla_syamv.f +reference/clangb.f reference/dlaexc.f reference/sbdsqr.f reference/sspcon.f reference/zlasyf.f +reference/clange.f reference/dlag2.f reference/scsum1.f reference/sspevd.f reference/zla_syrcond_c.f +reference/clangt.f reference/dlag2s.f reference/sdisna.f reference/sspev.f reference/zla_syrcond_x.f +reference/clanhb.f reference/dla_gbamv.f reference/sgbbrd.f reference/sspevx.f reference/zla_syrfsx_extended.f +reference/clanhe.f reference/dla_gbrcond.f reference/sgbcon.f reference/sspgst.f reference/zla_syrpvgrw.f +reference/clanhf.f reference/dla_gbrfsx_extended.f reference/sgbequb.f reference/sspgvd.f reference/zlat2c.f 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reference/sgghrd.f reference/stpttf.f reference/zsptrs.f +reference/clatbs.f reference/dlarfx.f reference/sgglse.f reference/stpttr.f reference/zstedc.f +reference/clatdf.f reference/dlargv.f reference/sggqrf.f reference/strcon.f reference/zstegr.f +reference/clatps.f reference/dlarnv.f reference/sggrqf.f reference/strevc.f reference/zstein.f +reference/clatrd.f reference/dla_rpvgrw.f reference/sggsvd.f reference/strexc.f reference/zstemr.f +reference/clatrs.f reference/dlarra.f reference/sggsvp.f reference/strrfs.f reference/zsteqr.f +reference/clatrz.f reference/dlarrb.f reference/sgsvj0.f reference/strsen.f reference/zsycon.f +reference/clatzm.f reference/dlarrc.f reference/sgsvj1.f reference/strsna.f reference/zsyequb.f +reference/clauu2.f reference/dlarrd.f reference/sgtcon.f reference/strsyl.f reference/zsymv.f +reference/clauum.f reference/dlarre.f reference/sgtrfs.f reference/strti2.f reference/zsyr.f +reference/cla_wwaddw.f reference/dlarrf.f reference/sgtsv.f reference/strtri.f reference/zsyrfs.f +reference/cpbcon.f reference/dlarrj.f reference/sgtsvx.f reference/strtrs.f reference/zsyrfsx.f +reference/cpbequ.f reference/dlarrk.f reference/sgttrf.f reference/strttf.f reference/zsysv.f +reference/cpbrfs.f reference/dlarrr.f reference/sgttrs.f reference/strttp.f reference/zsysvx.f +reference/cpbstf.f reference/dlarrv.f reference/sgtts2.f reference/stzrqf.f reference/zsysvxx.f +reference/cpbsv.f reference/dlarscl2.f reference/shgeqz.f reference/stzrzf.f reference/zsytf2.f +reference/cpbsvx.f reference/dlartg.f reference/shsein.f reference/xerbla_array.f reference/zsytrf.f +reference/cpbtf2.f reference/dlartv.f reference/shseqr.f reference/xerbla.f reference/zsytri.f +reference/cpbtrf.f reference/dlaruv.f reference/sisnan.f reference/zbdsqr.f reference/zsytrs.f +reference/cpbtrs.f reference/dlarzb.f reference/slabad.f reference/zcgesv.f reference/ztbcon.f +reference/cpftrf.f reference/dlarz.f reference/slabrd.f reference/zcposv.f 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reference/zungqr.f +reference/csptrs.f reference/dlatzm.f reference/slals0.f reference/zgerfs.f reference/zungr2.f +reference/csrscl.f reference/dlauu2.f reference/slalsa.f reference/zgerfsx.f reference/zungrq.f +reference/cstedc.f reference/dlauum.f reference/slalsd.f reference/zgerq2.f reference/zungtr.f +reference/cstegr.f reference/dla_wwaddw.f reference/slamrg.f reference/zgerqf.f reference/zunm2l.f +reference/cstein.f reference/dopgtr.f reference/slaneg.f reference/zgesc2.f reference/zunm2r.f +reference/cstemr.f reference/dopmtr.f reference/slangb.f reference/zgesdd.f reference/zunmbr.f +reference/csteqr.f reference/dorg2l.f reference/slange.f reference/zgesvd.f reference/zunmhr.f +reference/csycon.f reference/dorg2r.f reference/slangt.f reference/zgesv.f reference/zunml2.f +reference/csyequb.f reference/dorgbr.f reference/slanhs.f reference/zgesvx.f reference/zunmlq.f +reference/csymv.f reference/dorghr.f reference/slansb.f reference/zgesvxx.f reference/zunmql.f +reference/csyr.f reference/dorgl2.f reference/slansf.f reference/zgetc2.f reference/zunmqr.f +reference/csyrfs.f reference/dorglq.f reference/slansp.f reference/zgetf2.f reference/zunmr2.f +reference/csyrfsx.f reference/dorgql.f reference/slanst.f +reference/zunmr3.f +reference/csysv.f reference/dorgqr.f reference/slansy.f reference/zgetri.f reference/zunmrq.f +reference/csysvx.f reference/dorgr2.f reference/slantb.f reference/zunmrz.f +reference/csysvxx.f reference/dorgrq.f reference/slantp.f reference/zggbak.f reference/zunmtr.f +reference/csytf2.f reference/dorgtr.f reference/slantr.f reference/zggbal.f reference/zupgtr.f +reference/csytrf.f reference/dorm2l.f reference/slanv2.f reference/zgges.f reference/zupmtr.f +reference/csytri.f reference/dorm2r.f reference/slapll.f reference/zggesx.f +reference/csytrs.f reference/dormbr.f reference/slapmt.f reference/zggev.f +reference/ctbcon.f reference/dormhr.f reference/sla_porcond.f reference/zggevx.f +) + +add_library(eigen_lapack_static ${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}) +endif() + +# add_dependencies(lapack eigen_lapack eigen_lapack_static) +add_dependencies(lapack eigen_lapack_static) + +# install(TARGETS eigen_lapack +# RUNTIME DESTINATION bin +# LIBRARY DESTINATION lib +# ARCHIVE DESTINATION lib) + + +# add_subdirectory(testing) +endif(CMAKE_Fortran_COMPILER_WORKS) diff --git a/lapack/cholesky.cpp b/lapack/cholesky.cpp new file mode 100644 index 000000000..c3a72c3c5 --- /dev/null +++ b/lapack/cholesky.cpp @@ -0,0 +1,87 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2010-2011 Gael Guennebaud +// +// 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 . + +#include "lapack_common.h" +#include + +// POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. +EIGEN_LAPACK_FUNC(potrf,(char* uplo, int *n, RealScalar *pa, int *lda, int *info)) +{ + *info = 0; + if(UPLO(*uplo)==INVALID) *info = -1; + else if(*n<0) *info = -2; + else if(*lda(pa); + MatrixType A(a,*n,*n,*lda); + int ret; + if(UPLO(*uplo)==UP) ret = internal::llt_inplace::blocked(A); + else ret = internal::llt_inplace::blocked(A); + + if(ret>=0) + *info = ret+1; + + return 0; +} + +// POTRS solves a system of linear equations A*X = B with a symmetric +// positive definite matrix A using the Cholesky factorization +// A = U**T*U or A = L*L**T computed by DPOTRF. +EIGEN_LAPACK_FUNC(potrs,(char* uplo, int *n, int *nrhs, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, int *info)) +{ + *info = 0; + if(UPLO(*uplo)==INVALID) *info = -1; + else if(*n<0) *info = -2; + else if(*nrhs<0) *info = -3; + else if(*lda(pa); + Scalar* b = reinterpret_cast(pb); + MatrixType A(a,*n,*n,*lda); + MatrixType B(b,*n,*nrhs,*ldb); + + if(UPLO(*uplo)==UP) + { + A.triangularView().adjoint().solveInPlace(B); + A.triangularView().solveInPlace(B); + } + else + { + A.triangularView().solveInPlace(B); + A.triangularView().adjoint().solveInPlace(B); + } + + return 0; +} diff --git a/lapack/complex_double.cpp b/lapack/complex_double.cpp new file mode 100644 index 000000000..a0b4893b5 --- /dev/null +++ b/lapack/complex_double.cpp @@ -0,0 +1,32 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009-2011 Gael Guennebaud +// +// 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 . + +#define SCALAR std::complex +#define SCALAR_SUFFIX z +#define SCALAR_SUFFIX_UP "Z" +#define REAL_SCALAR_SUFFIX d +#define ISCOMPLEX 1 + +#include "cholesky.cpp" +#include "lu.cpp" diff --git a/lapack/complex_single.cpp b/lapack/complex_single.cpp new file mode 100644 index 000000000..7bc4566a0 --- /dev/null +++ b/lapack/complex_single.cpp @@ -0,0 +1,32 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009-2011 Gael Guennebaud +// +// 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 . + +#define SCALAR std::complex +#define SCALAR_SUFFIX c +#define SCALAR_SUFFIX_UP "C" +#define REAL_SCALAR_SUFFIX s +#define ISCOMPLEX 1 + +#include "cholesky.cpp" +#include "lu.cpp" diff --git a/lapack/double.cpp b/lapack/double.cpp new file mode 100644 index 000000000..5f7b9d15d --- /dev/null +++ b/lapack/double.cpp @@ -0,0 +1,31 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009-2011 Gael Guennebaud +// +// 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 . + +#define SCALAR double +#define SCALAR_SUFFIX d +#define SCALAR_SUFFIX_UP "D" +#define ISCOMPLEX 0 + +#include "cholesky.cpp" +#include "lu.cpp" diff --git a/lapack/lapack_common.h b/lapack/lapack_common.h new file mode 100644 index 000000000..ca2e9f316 --- /dev/null +++ b/lapack/lapack_common.h @@ -0,0 +1,38 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2010-2011 Gael Guennebaud +// +// 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 . + +#ifndef EIGEN_LAPACK_COMMON_H +#define EIGEN_LAPACK_COMMON_H + +#include "../blas/common.h" + +#define EIGEN_LAPACK_FUNC(FUNC,ARGLIST) \ + extern "C" { int EIGEN_BLAS_FUNC(FUNC) ARGLIST; } \ + int EIGEN_BLAS_FUNC(FUNC) ARGLIST + +typedef Eigen::Map > PivotsType; + + + +#endif // EIGEN_LAPACK_COMMON_H diff --git a/lapack/lu.cpp b/lapack/lu.cpp new file mode 100644 index 000000000..4bd3d775c --- /dev/null +++ b/lapack/lu.cpp @@ -0,0 +1,104 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2010-2011 Gael Guennebaud +// +// 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 . + +#include "common.h" +#include + +// computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges +EIGEN_LAPACK_FUNC(getrf,(int *m, int *n, RealScalar *pa, int *lda, int *ipiv, int *info)) +{ + *info = 0; + if(*m<0) *info = -1; + else if(*n<0) *info = -2; + else if(*lda(pa); + int nb_transpositions; + int ret = Eigen::internal::partial_lu_impl + ::blocked_lu(*m, *n, a, *lda, ipiv, nb_transpositions); + + for(int i=0; i=0) + *info = ret+1; + + return 0; +} + +//GETRS solves a system of linear equations +// A * X = B or A' * X = B +// with a general N-by-N matrix A using the LU factorization computed by GETRF +EIGEN_LAPACK_FUNC(getrs,(char *trans, int *n, int *nrhs, RealScalar *pa, int *lda, int *ipiv, RealScalar *pb, int *ldb, int *info)) +{ + *info = 0; + if(OP(*trans)==INVALID) *info = -1; + else if(*n<0) *info = -2; + else if(*nrhs<0) *info = -3; + else if(*lda(pa); + Scalar* b = reinterpret_cast(pb); + MatrixType lu(a,*n,*n,*lda); + MatrixType B(b,*n,*nrhs,*ldb); + + for(int i=0; i<*n; ++i) + ipiv[i]--; + if(OP(*trans)==NOTR) + { + B = PivotsType(ipiv,*n) * B; + lu.triangularView().solveInPlace(B); + lu.triangularView().solveInPlace(B); + } + else if(OP(*trans)==TR) + { + lu.triangularView().transpose().solveInPlace(B); + lu.triangularView().transpose().solveInPlace(B); + B = PivotsType(ipiv,*n).transpose() * B; + } + else if(OP(*trans)==ADJ) + { + lu.triangularView().adjoint().solveInPlace(B); + lu.triangularView().adjoint().solveInPlace(B); + B = PivotsType(ipiv,*n).transpose() * B; + } + for(int i=0; i<*n; ++i) + ipiv[i]++; + + return 0; +} diff --git a/lapack/single.cpp b/lapack/single.cpp new file mode 100644 index 000000000..141b65538 --- /dev/null +++ b/lapack/single.cpp @@ -0,0 +1,31 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009-2011 Gael Guennebaud +// +// 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 . + +#define SCALAR float +#define SCALAR_SUFFIX s +#define SCALAR_SUFFIX_UP "S" +#define ISCOMPLEX 0 + +#include "cholesky.cpp" +#include "lu.cpp" -- cgit v1.2.3