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Scythe-1.0.3
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00001 /* 00002 * Scythe Statistical Library Copyright (C) 2000-2002 Andrew D. Martin 00003 * and Kevin M. Quinn; 2002-present Andrew D. Martin, Kevin M. Quinn, 00004 * and Daniel Pemstein. All Rights Reserved. 00005 * 00006 * This program is free software; you can redistribute it and/or 00007 * modify under the terms of the GNU General Public License as 00008 * published by Free Software Foundation; either version 2 of the 00009 * License, or (at your option) any later version. See the text files 00010 * COPYING and LICENSE, distributed with this source code, for further 00011 * information. 00012 * -------------------------------------------------------------------- 00013 * scythe/lapack.h 00014 * 00015 */ 00016 00030 #ifndef SCYTHE_LAPACK_H 00031 #define SCYTHE_LAPACK_H 00032 00033 #ifdef SCYTHE_COMPILE_DIRECT 00034 #endif 00035 00036 namespace scythe { 00037 00038 namespace lapack { 00039 inline void 00040 make_symmetric(double* matrix, int rows) 00041 { 00042 for (int i = 1; i < rows; ++i) 00043 for (int j = 0; j < i; ++j) 00044 matrix[i * rows + j] = matrix[j * rows + i]; 00045 } 00046 00047 extern "C" { 00048 00049 /* Matrix multiplication and gaxpy */ 00050 void dgemm_ (char* transa, char* transb, const int* m, 00051 const int* n, const int* k, const double* alpha, 00052 const double* a, const int* lda, const double* b, 00053 const int* ldb, const double* beta, double* c, 00054 const int* ldc); 00055 00056 /* Matrix cross product A'A */ 00057 void dsyrk_(const char* uplo, const char* trans, const int* n, 00058 const int* k, const double* alpha, const double* a, 00059 const int* lda, const double* beta, double* c, 00060 const int* ldc); 00061 00062 /* LU decomposition */ 00063 void dgetrf_ (const int* rows, const int* cols, double* a, 00064 const int* lda, int* ipiv, int *info); 00065 00066 /* General inversion (given LU decomposion)*/ 00067 void dgetri_ (const int* n, double* a, const int* lda, 00068 const int* ipiv, double* work, const int* lwork, 00069 int* info); 00070 00071 /* Cholesky decomposition */ 00072 void dpotrf_(const char* uplo, const int* n, double* a, 00073 const int* lda, int* info); 00074 00075 /* chol_solve give cholesky */ 00076 void dpotrs_ (const char* uplo, const int* n, const int* nrhs, 00077 const double* a, const int* lda, double *b, 00078 const int* ldb, int* info); 00079 00080 /* chol_solve from A and b */ 00081 void dposv_ (const char* uplo, const int* n, const int* nrhs, 00082 double* a, const int* lda, double* b, const int* ldb, 00083 int* info); 00084 00085 /* Positive Definite Inversion (given LU decomposition) */ 00086 void dpotri_(const char* uplo, const int* n, double* a, 00087 const int* lda, int* info); 00088 00089 /* Eigenvalues/vectors for general (nonsymmetric) square matrices */ 00090 void dgeev_(const char* jobvl, const char* jobvr, const int* n, 00091 double* a, const int* lda, double* wr, double* wi, 00092 double* vl, const int* ldvl, double* vr, const int* ldvr, 00093 double* work, const int* lwork, int* info); 00094 00095 00096 /* Eigenvalues/vectors for symmetric matrices */ 00097 void dsyevr_ (const char* jobz, const char* range, const char* uplo, 00098 const int* n, double* a, const int* lda, double* vl, 00099 double* vu, const int* il, const int* iu, 00100 const double* abstol, const int* m, double* w, 00101 double* z, const int* ldz, int* isuppz, double* 00102 work, int* lwork, int* iwork, const int* liwork, 00103 int* info); 00104 00105 /* QR decomposition */ 00106 void dgeqp3_ (const int* m, const int* n, double* a, const int* lda, 00107 int* jpvt, double* tau, double* work, const int* lwork, 00108 int* info); 00109 00110 /* QR solve routines */ 00111 void dormqr_ (const char* side, const char* trans, const int* m, 00112 const int* n, const int* k, const double* a, 00113 const int* lda, const double* tau, double* c, 00114 const int* ldc, double* work, const int* lwork, 00115 int* info); 00116 00117 void dtrtrs_ (const char* uplo, const char* trans, const char* diag, 00118 const int* n, const int* nrhs, const double* a, 00119 const int* lda, double* b, const int* ldb, int* info); 00120 00121 /* SVD */ 00122 void dgesdd_ (const char* jobz, const int* m, const int* n, double* a, 00123 const int* lda, double* s, double* u, const int* ldu, 00124 double* vt, const int* ldvt, double* work, 00125 const int* lwork, int* iwork, int* info); 00126 00127 } // end extern 00128 } // end namespace lapack 00129 } // end namespace scythe 00130 00131 #endif /* SCYTHE_LAPACK_H */
1.7.6.1