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161 lines
5.3 KiB
C++
161 lines
5.3 KiB
C++
//=====================================================
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// File : C_BLAS_interface.hh
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// Author : L. Plagne <laurent.plagne@edf.fr)>
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// Copyright (C) EDF R&D, lun sep 30 14:23:28 CEST 2002
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//=====================================================
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//
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// This program is free software; you can redistribute it and/or
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// modify it under the terms of the GNU General Public License
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// as published by the Free Software Foundation; either version 2
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// of the License, or (at your option) any later version.
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//
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// This program is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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// GNU General Public License for more details.
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// You should have received a copy of the GNU General Public License
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// along with this program; if not, write to the Free Software
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// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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//
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#ifndef C_BLAS_PRODUIT_MATRICE_VECTEUR_HH
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#define C_BLAS_PRODUIT_MATRICE_VECTEUR_HH
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#include "f77_interface.hh"
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extern "C"
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{
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#include "cblas.h"
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#ifdef HAS_LAPACK
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// Cholesky Factorization
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void spotrf_(const char* uplo, const int* n, float *a, const int* ld, int* info);
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void dpotrf_(const char* uplo, const int* n, double *a, const int* ld, int* info);
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#endif
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}
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#define MAKE_STRING2(S) #S
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#define MAKE_STRING(S) MAKE_STRING2(S)
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template<class real>
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class C_BLAS_interface : public f77_interface_base<real>
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{
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public :
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typedef typename f77_interface_base<real>::gene_matrix gene_matrix;
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typedef typename f77_interface_base<real>::gene_vector gene_vector;
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static inline std::string name( void )
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{
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return MAKE_STRING(CBLASNAME);
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}
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static inline void matrix_vector_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N)
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{
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cblas_dgemv(CblasColMajor,CblasNoTrans,N,N,1.0,A,N,B,1,0.0,X,1);
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}
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static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N)
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{
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cblas_dgemv(CblasColMajor,CblasTrans,N,N,1.0,A,N,B,1,0.0,X,1);
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}
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static inline void matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){
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cblas_dgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,N,N,N,1.0,A,N,B,N,0.0,X,N);
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}
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static inline void transposed_matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){
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cblas_dgemm(CblasColMajor,CblasTrans,CblasTrans,N,N,N,1.0,A,N,B,N,0.0,X,N);
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}
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static inline void ata_product(gene_matrix & A, gene_matrix & X, int N){
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cblas_dgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,N,N,1.0,A,N,A,N,0.0,X,N);
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}
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static inline void aat_product(gene_matrix & A, gene_matrix & X, int N){
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cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,N,N,N,1.0,A,N,A,N,0.0,X,N);
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}
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static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){
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cblas_daxpy(N,coef,X,1,Y,1);
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}
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static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
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cblas_dscal(N,b,Y,1);
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cblas_daxpy(N,a,X,1,Y,1);
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}
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};
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template<>
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class C_BLAS_interface<float> : public f77_interface_base<float>
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{
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public :
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static inline std::string name( void )
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{
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return MAKE_STRING(CBLASNAME);
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}
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static inline void matrix_vector_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
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cblas_sgemv(CblasColMajor,CblasNoTrans,N,N,1.0,A,N,B,1,0.0,X,1);
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}
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static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
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cblas_sgemv(CblasColMajor,CblasTrans,N,N,1.0,A,N,B,1,0.0,X,1);
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}
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static inline void matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){
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cblas_sgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,N,N,N,1.0,A,N,B,N,0.0,X,N);
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}
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static inline void transposed_matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){
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cblas_sgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,N,N,N,1.0,A,N,B,N,0.0,X,N);
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}
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static inline void ata_product(gene_matrix & A, gene_matrix & X, int N){
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cblas_sgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,N,N,1.0,A,N,A,N,0.0,X,N);
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}
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static inline void aat_product(gene_matrix & A, gene_matrix & X, int N){
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cblas_sgemm(CblasColMajor,CblasNoTrans,CblasTrans,N,N,N,1.0,A,N,A,N,0.0,X,N);
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}
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static inline void axpy(float coef, const gene_vector & X, gene_vector & Y, int N){
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cblas_saxpy(N,coef,X,1,Y,1);
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}
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static inline void axpby(float a, const gene_vector & X, float b, gene_vector & Y, int N){
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cblas_sscal(N,b,Y,1);
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cblas_saxpy(N,a,X,1,Y,1);
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}
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#ifdef HAS_LAPACK
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static inline void cholesky(const gene_vector & X, gene_vector & C, int N){
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cblas_scopy(N*N, X, 1, C, 1);
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char uplo = 'L';
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int info = 0;
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spotrf_(&uplo, &N, C, &N, &info);
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// float tmp[N];
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// for (int j = 1; j < N; ++j)
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// {
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// int endSize = N-j-1;
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// if (endSize>0) {
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//cblas_sgemv(CblasColMajor, CblasNoTrans, N-j-1, j, ATL_rnone, A+j+1, lda, A+j, lda, ATL_rone, Ac+j+1, 1);
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// cblas_sgemv(CblasColMajor, CblasNoTrans,endSize,j, 1.0, &(C[j+1]),N, &(C[j]),N, 0.0, &(C[j+1+N*j]),1);
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// }
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// }
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}
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#endif
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static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector & X, int N){
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cblas_scopy(N, B, 1, X, 1);
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cblas_strsv(CblasColMajor, CblasLower, CblasNoTrans, CblasNonUnit, N, L, N, X, 1);
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}
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};
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#endif
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