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Fix BLAS/LAPACK DLL usage on Windows.

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(cherry picked from commit dbe9e6961e)
This commit is contained in:
Antonio Sánchez
2025-10-10 00:09:45 +00:00
committed by Antonio Sanchez
parent 6c1a886042
commit e2e711aabe
7 changed files with 572 additions and 519 deletions
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20
lapack/svd.inc
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@@ -56,27 +56,29 @@ EIGEN_LAPACK_FUNC(gesdd)
PlainMatrixType mat(*m, *n);
mat = matrix(a, *m, *n, *lda);
int option = *jobz == 'A' ? Eigen::ComputeFullU | Eigen::ComputeFullV
: *jobz == 'S' ? Eigen::ComputeThinU | Eigen::ComputeThinV
: *jobz == 'O' ? Eigen::ComputeThinU | Eigen::ComputeThinV
: 0;
Eigen::BDCSVD<PlainMatrixType> svd(mat, option);
make_vector(s, diag_size) = svd.singularValues().head(diag_size);
if (*jobz == 'A') {
Eigen::BDCSVD<PlainMatrixType, Eigen::ComputeFullU | Eigen::ComputeFullV> svd(mat);
make_vector(s, diag_size) = svd.singularValues().head(diag_size);
matrix(u, *m, *m, *ldu) = svd.matrixU();
matrix(vt, *n, *n, *ldvt) = svd.matrixV().adjoint();
} else if (*jobz == 'S') {
Eigen::BDCSVD<PlainMatrixType, Eigen::ComputeThinU | Eigen::ComputeThinV> svd(mat);
make_vector(s, diag_size) = svd.singularValues().head(diag_size);
matrix(u, *m, diag_size, *ldu) = svd.matrixU();
matrix(vt, diag_size, *n, *ldvt) = svd.matrixV().adjoint();
} else if (*jobz == 'O' && *m >= *n) {
Eigen::BDCSVD<PlainMatrixType, Eigen::ComputeThinU | Eigen::ComputeThinV> svd(mat);
make_vector(s, diag_size) = svd.singularValues().head(diag_size);
matrix(a, *m, *n, *lda) = svd.matrixU();
matrix(vt, *n, *n, *ldvt) = svd.matrixV().adjoint();
} else if (*jobz == 'O') {
Eigen::BDCSVD<PlainMatrixType, Eigen::ComputeThinU | Eigen::ComputeThinV> svd(mat);
make_vector(s, diag_size) = svd.singularValues().head(diag_size);
matrix(u, *m, *m, *ldu) = svd.matrixU();
matrix(a, diag_size, *n, *lda) = svd.matrixV().adjoint();
} else {
Eigen::BDCSVD<PlainMatrixType> svd(mat);
make_vector(s, diag_size) = svd.singularValues().head(diag_size);
}
}