//===================================================== // File : C_BLAS_interface.hh // Author : L. Plagne // Copyright (C) EDF R&D, lun sep 30 14:23:28 CEST 2002 //===================================================== // // This program is free software; 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. // // This program 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 General Public License for more details. // You should have received a copy of the GNU General Public License // along with this program; if not, write to the Free Software // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. // #ifndef C_BLAS_PRODUIT_MATRICE_VECTEUR_HH #define C_BLAS_PRODUIT_MATRICE_VECTEUR_HH #include "f77_interface.hh" #include extern "C" { #include "cblas.h" // #ifdef PUREBLAS #include "blas.h" // #endif // void sgemm_(const char *transa, const char *transb, const int *m, const int *n, const int *k, // const float *alpha, const float *a, const int *lda, const float *b, const int *ldb, // const float *beta, float *c, const int *ldc); // // void sgemv_(const char *trans, const int *m, const int *n, const float *alpha, // const float *a, const int *lda, const float *x, const int *incx, // const float *beta, float *y, const int *incy); // // void ssymv_(const char *trans, const char* uplo, // const int* N, const float* alpha, const float *A, // const int* lda, const float *X, const int* incX, // const float* beta, float *Y, const int* incY); // // void sscal_(const int *n, const float *alpha, const float *x, const int *incx); // // void saxpy_(const int *n, const float *alpha, const float *x, const int *incx, // float *y, const int *incy); // // void strsv_(const char *uplo, const char *trans, const char *diag, const int *n, // const float *a, const int *lda, float *x, const int *incx); // // void scopy_(const int *n, const float *x, const int *incx, float *y, const int *incy); // Cholesky Factorization // #include "mkl_lapack.h" // void spotrf_(const char* uplo, const int* n, float *a, const int* ld, int* info); // void dpotrf_(const char* uplo, const int* n, double *a, const int* ld, int* info); void ssytrd_(char *uplo, const int *n, float *a, const int *lda, float *d, float *e, float *tau, float *work, int *lwork, int *info ); void sgehrd_( const int *n, int *ilo, int *ihi, float *a, const int *lda, float *tau, float *work, int *lwork, int *info ); // LU row pivoting // void dgetrf_( int *m, int *n, double *a, int *lda, int *ipiv, int *info ); // void sgetrf_(const int* m, const int* n, float *a, const int* ld, int* ipivot, int* info); // LU full pivoting void sgetc2_(const int* n, float *a, const int *lda, int *ipiv, int *jpiv, int*info ); #ifdef HAS_LAPACK #endif } #define MAKE_STRING2(S) #S #define MAKE_STRING(S) MAKE_STRING2(S) template class C_BLAS_interface : public f77_interface_base { public : typedef typename f77_interface_base::gene_matrix gene_matrix; typedef typename f77_interface_base::gene_vector gene_vector; static inline std::string name( void ) { return MAKE_STRING(CBLASNAME); } static inline void matrix_vector_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N) { cblas_dgemv(CblasColMajor,CblasNoTrans,N,N,1.0,A,N,B,1,0.0,X,1); } static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N) { cblas_dgemv(CblasColMajor,CblasTrans,N,N,1.0,A,N,B,1,0.0,X,1); } static inline void symv(gene_matrix & A, gene_vector & B, gene_vector & X, int N) { cblas_dsymv(CblasColMajor,CblasLower,CblasTrans,N,N,1.0,A,N,B,1,0.0,X,1); } static inline void matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){ cblas_dgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,N,N,N,1.0,A,N,B,N,0.0,X,N); } static inline void transposed_matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){ cblas_dgemm(CblasColMajor,CblasTrans,CblasTrans,N,N,N,1.0,A,N,B,N,0.0,X,N); } // static inline void ata_product(gene_matrix & A, gene_matrix & X, int N){ // cblas_dgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,N,N,1.0,A,N,A,N,0.0,X,N); // } static inline void aat_product(gene_matrix & A, gene_matrix & X, int N){ //cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,N,N,N,1.0,A,N,A,N,0.0,X,N); cblas_dsyrk(CblasColMajor, CblasLower, CblasTrans, N, N, 1.0, A, N, 0.0, X, N); } static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){ cblas_daxpy(N,coef,X,1,Y,1); } static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){ cblas_dscal(N,b,Y,1); cblas_daxpy(N,a,X,1,Y,1); } }; static float fone = 1; static float fzero = 0; static char notrans = 'N'; static char trans = 'T'; static char nonunit = 'N'; static char lower = 'L'; static char right = 'R'; static char left = 'L'; static int intone = 1; template<> class C_BLAS_interface : public f77_interface_base { public : static inline std::string name( void ) { return MAKE_STRING(CBLASNAME); } static inline void matrix_vector_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){ #ifdef PUREBLAS sgemv_(¬rans,&N,&N,&fone,A,&N,B,&intone,&fzero,X,&intone); #else cblas_sgemv(CblasColMajor,CblasNoTrans,N,N,1.0,A,N,B,1,0.0,X,1); #endif } static inline void symv(gene_matrix & A, gene_vector & B, gene_vector & X, int N){ #ifdef PUREBLAS ssymv_(&lower, &N,&fone,A,&N,B,&intone,&fzero,X,&intone); #else cblas_ssymv(CblasColMajor,CblasLower,N,1.0,A,N,B,1,0.0,X,1); #endif } static inline void syr2(gene_matrix & A, gene_vector & B, gene_vector & X, int N){ #ifdef PUREBLAS ssyr2_(&lower,&N,&fone,B,&intone,X,&intone,A,&N); #else cblas_ssyr2(CblasColMajor,CblasLower,N,1.0,B,1,X,1,A,N); #endif } static inline void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){ #ifdef PUREBLAS sger_(&N,&N,&fone,X,&intone,Y,&intone,A,&N); #else cblas_sger(CblasColMajor,N,N,1.0,X,1,Y,1,A,N); #endif } static inline void rot(gene_vector & A, gene_vector & B, float c, float s, int N){ #ifdef PUREBLAS srot_(&N,A,&intone,B,&intone,&c,&s); #else cblas_srot(N,A,1,B,1,c,s); #endif } static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){ #ifdef PUREBLAS sgemv_(&trans,&N,&N,&fone,A,&N,B,&intone,&fzero,X,&intone); #else cblas_sgemv(CblasColMajor,CblasTrans,N,N,1.0,A,N,B,1,0.0,X,1); #endif } static inline void matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){ #ifdef PUREBLAS sgemm_(¬rans,¬rans,&N,&N,&N,&fone,A,&N,B,&N,&fzero,X,&N); #else cblas_sgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,N,N,N,1.0,A,N,B,N,0.0,X,N); #endif } static inline void transposed_matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){ #ifdef PUREBLAS sgemm_(¬rans,¬rans,&N,&N,&N,&fone,A,&N,B,&N,&fzero,X,&N); #else cblas_sgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,N,N,N,1.0,A,N,B,N,0.0,X,N); #endif } // static inline void ata_product(gene_matrix & A, gene_matrix & X, int N){ // #ifdef PUREBLAS // sgemm_(&trans,¬rans,&N,&N,&N,&fone,A,&N,A,&N,&fzero,X,&N); // #else // cblas_sgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,N,N,1.0,A,N,A,N,0.0,X,N); // #endif // } static inline void aat_product(gene_matrix & A, gene_matrix & X, int N){ #ifdef PUREBLAS // sgemm_(¬rans,&trans,&N,&N,&N,&fone,A,&N,A,&N,&fzero,X,&N); ssyrk_(&lower,¬rans,&N,&N,&fone,A,&N,&fzero,X,&N); #else // cblas_sgemm(CblasColMajor,CblasNoTrans,CblasTrans,N,N,N,1.0,A,N,A,N,0.0,X,N); cblas_ssyrk(CblasColMajor, CblasLower, CblasNoTrans, N, N, 1.0, A, N, 0.0, X, N); #endif } static inline void axpy(float coef, const gene_vector & X, gene_vector & Y, int N){ #ifdef PUREBLAS saxpy_(&N,&coef,X,&intone,Y,&intone); #else cblas_saxpy(N,coef,X,1,Y,1); #endif } static inline void axpby(float a, const gene_vector & X, float b, gene_vector & Y, int N){ #ifdef PUREBLAS sscal_(&N,&b,Y,&intone); saxpy_(&N,&a,X,&intone,Y,&intone); #else cblas_sscal(N,b,Y,1); cblas_saxpy(N,a,X,1,Y,1); #endif } static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){ int N2 = N*N; scopy_(&N2, X, &intone, C, &intone); char uplo = 'L'; int info = 0; spotrf_(&uplo, &N, C, &N, &info); if(info!=0) std::cerr << "spotrf_ error " << info << "\n"; } static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){ int N2 = N*N; scopy_(&N2, X, &intone, C, &intone); char uplo = 'L'; int info = 0; int * ipiv = (int*)alloca(sizeof(int)*N); sgetrf_(&N, &N, C, &N, ipiv, &info); if(info!=0) std::cerr << "sgetrf_ error " << info << "\n"; } #ifdef HAS_LAPACK static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){ int N2 = N*N; scopy_(&N2, X, &intone, C, &intone); char uplo = 'L'; int info = 0; int * ipiv = (int*)alloca(sizeof(int)*N); int * jpiv = (int*)alloca(sizeof(int)*N); sgetc2_(&N, C, &N, ipiv, jpiv, &info); } static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){ #ifdef PUREBLAS { int N2 = N*N; int inc = 1; scopy_(&N2, X, &inc, C, &inc); } #else cblas_scopy(N*N, X, 1, C, 1); #endif int info = 0; int ilo = 1; int ihi = N; int bsize = 64; int worksize = N*bsize; float* d = new float[N+worksize]; sgehrd_(&N, &ilo, &ihi, C, &N, d, d+N, &worksize, &info); delete[] d; } static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){ #ifdef PUREBLAS { int N2 = N*N; int inc = 1; scopy_(&N2, X, &inc, C, &inc); } #else cblas_scopy(N*N, X, 1, C, 1); #endif char uplo = 'U'; int info = 0; int ilo = 1; int ihi = N; int bsize = 64; int worksize = N*bsize; float* d = new float[3*N+worksize]; ssytrd_(&uplo, &N, C, &N, d, d+N, d+2*N, d+3*N, &worksize, &info); delete[] d; } #endif static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector & X, int N){ #ifdef PUREBLAS scopy_(&N, B, &intone, X, &intone); strsv_(&lower, ¬rans, &nonunit, &N, L, &N, X, &intone); #else cblas_scopy(N, B, 1, X, 1); cblas_strsv(CblasColMajor, CblasLower, CblasNoTrans, CblasNonUnit, N, L, N, X, 1); #endif } static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix & X, int N){ #ifdef PUREBLAS scopy_(&N, B, &intone, X, &intone); strsm_(&right, &lower, ¬rans, &nonunit, &N, &N, &fone, L, &N, X, &N); #else cblas_scopy(N, B, 1, X, 1); cblas_strsm(CblasColMajor, CblasRight, CblasLower, CblasNoTrans, CblasNonUnit, N, N, 1, L, N, X, N); #endif } static inline void trmm(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){ #ifdef PUREBLAS strmm_(&left, &lower, ¬rans,&nonunit, &N,&N,&fone,A,&N,B,&N); #else cblas_strmm(CblasColMajor, CblasLeft, CblasLower, CblasNoTrans,CblasNonUnit, N,N,1,A,N,B,N); #endif } }; #endif