219 lines
7.0 KiB
C++
219 lines
7.0 KiB
C++
// Copyright (C) 2010 Davis E. King (davis@dlib.net)
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// License: Boost Software License See LICENSE.txt for the full license.
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#ifndef DLIB_LAPACk_EV_Hh_
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#define DLIB_LAPACk_EV_Hh_
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#include "fortran_id.h"
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#include "../matrix.h"
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namespace dlib
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{
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namespace lapack
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{
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namespace binding
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{
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extern "C"
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{
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void DLIB_FORTRAN_ID(dsyev) (char *jobz, char *uplo, integer *n, double *a,
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integer *lda, double *w, double *work, integer *lwork,
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integer *info);
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void DLIB_FORTRAN_ID(ssyev) (char *jobz, char *uplo, integer *n, float *a,
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integer *lda, float *w, float *work, integer *lwork,
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integer *info);
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}
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inline int syev (char jobz, char uplo, integer n, double *a,
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integer lda, double *w, double *work, integer lwork)
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{
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integer info = 0;
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DLIB_FORTRAN_ID(dsyev)(&jobz, &uplo, &n, a,
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&lda, w, work, &lwork, &info);
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return info;
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}
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inline int syev (char jobz, char uplo, integer n, float *a,
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integer lda, float *w, float *work, integer lwork)
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{
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integer info = 0;
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DLIB_FORTRAN_ID(ssyev)(&jobz, &uplo, &n, a,
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&lda, w, work, &lwork, &info);
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return info;
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}
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}
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// ------------------------------------------------------------------------------------
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/* -- LAPACK driver routine (version 3.1) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* DSYEV computes all eigenvalues and, optionally, eigenvectors of a */
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/* real symmetric matrix A. */
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/* Arguments */
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/* ========= */
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/* JOBZ (input) CHARACTER*1 */
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/* = 'N': Compute eigenvalues only; */
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/* = 'V': Compute eigenvalues and eigenvectors. */
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/* UPLO (input) CHARACTER*1 */
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/* = 'U': Upper triangle of A is stored; */
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/* = 'L': Lower triangle of A is stored. */
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/* N (input) INTEGER */
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/* The order of the matrix A. N >= 0. */
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/* A (input/output) DOUBLE PRECISION array, dimension (LDA, N) */
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/* On entry, the symmetric matrix A. If UPLO = 'U', the */
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/* leading N-by-N upper triangular part of A contains the */
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/* upper triangular part of the matrix A. If UPLO = 'L', */
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/* the leading N-by-N lower triangular part of A contains */
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/* the lower triangular part of the matrix A. */
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/* On exit, if JOBZ = 'V', then if INFO = 0, A contains the */
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/* orthonormal eigenvectors of the matrix A. */
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/* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') */
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/* or the upper triangle (if UPLO='U') of A, including the */
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/* diagonal, is destroyed. */
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/* LDA (input) INTEGER */
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/* The leading dimension of the array A. LDA >= max(1,N). */
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/* W (output) DOUBLE PRECISION array, dimension (N) */
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/* If INFO = 0, the eigenvalues in ascending order. */
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/* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
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/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
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/* LWORK (input) INTEGER */
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/* The length of the array WORK. LWORK >= max(1,3*N-1). */
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/* For optimal efficiency, LWORK >= (NB+2)*N, */
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/* where NB is the blocksize for DSYTRD returned by ILAENV. */
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/* If LWORK = -1, then a workspace query is assumed; the routine */
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/* only calculates the optimal size of the WORK array, returns */
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/* this value as the first entry of the WORK array, and no error */
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/* message related to LWORK is issued by XERBLA. */
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/* INFO (output) INTEGER */
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/* = 0: successful exit */
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/* < 0: if INFO = -i, the i-th argument had an illegal value */
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/* > 0: if INFO = i, the algorithm failed to converge; i */
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/* off-diagonal elements of an intermediate tridiagonal */
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/* form did not converge to zero. */
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// ------------------------------------------------------------------------------------
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template <
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typename T,
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long NR1, long NR2,
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long NC1, long NC2,
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typename MM
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>
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int syev (
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const char jobz,
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const char uplo,
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matrix<T,NR1,NC1,MM,column_major_layout>& a,
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matrix<T,NR2,NC2,MM,column_major_layout>& w
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)
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{
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matrix<T,0,1,MM,column_major_layout> work;
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const long n = a.nr();
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w.set_size(n,1);
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// figure out how big the workspace needs to be.
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T work_size = 1;
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int info = binding::syev(jobz, uplo, n, &a(0,0),
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a.nr(), &w(0,0), &work_size, -1);
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if (info != 0)
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return info;
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if (work.size() < work_size)
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work.set_size(static_cast<long>(work_size), 1);
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// compute the actual decomposition
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info = binding::syev(jobz, uplo, n, &a(0,0),
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a.nr(), &w(0,0), &work(0,0), work.size());
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return info;
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}
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// ------------------------------------------------------------------------------------
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template <
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typename T,
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long NR1, long NR2,
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long NC1, long NC2,
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typename MM
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>
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int syev (
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char jobz,
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char uplo,
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matrix<T,NR1,NC1,MM,row_major_layout>& a,
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matrix<T,NR2,NC2,MM,row_major_layout>& w
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)
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{
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matrix<T,0,1,MM,row_major_layout> work;
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if (uplo == 'L')
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uplo = 'U';
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else
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uplo = 'L';
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const long n = a.nr();
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w.set_size(n,1);
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// figure out how big the workspace needs to be.
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T work_size = 1;
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int info = binding::syev(jobz, uplo, n, &a(0,0),
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a.nc(), &w(0,0), &work_size, -1);
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if (info != 0)
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return info;
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if (work.size() < work_size)
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work.set_size(static_cast<long>(work_size), 1);
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// compute the actual decomposition
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info = binding::syev(jobz, uplo, n, &a(0,0),
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a.nc(), &w(0,0), &work(0,0), work.size());
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a = trans(a);
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return info;
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}
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// ------------------------------------------------------------------------------------
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}
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}
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// ----------------------------------------------------------------------------------------
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#endif // DLIB_LAPACk_EV_Hh_
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