polished LAPACK bindings

--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%403820

dlib/matrix/lapack/gees.h

@@ -205,13 +205,14 @@ namespace dlib
             typename T, 
             long NR1, long NR2, long NR3, long NR4, long NR5,
             long NC1, long NC2, long NC3, long NC4, long NC5,
-            typename MM
+            typename MM,
+            typename layout
             >
         int gees (
             const char jobz,
             matrix<T,NR1,NC1,MM,column_major_layout>& a,
-            matrix<T,NR2,NC2,MM,column_major_layout>& wr,
-            matrix<T,NR3,NC3,MM,column_major_layout>& wi,
+            matrix<T,NR2,NC2,MM,layout>& wr,
+            matrix<T,NR3,NC3,MM,layout>& wi,
             matrix<T,NR4,NC4,MM,column_major_layout>& vs,
             matrix<T,NR5,NC5,MM,column_major_layout>& work
         )

dlib/matrix/lapack/geev.h

@@ -166,14 +166,15 @@ namespace dlib
             typename T, 
             long NR1, long NR2, long NR3, long NR4, long NR5, long NR6,
             long NC1, long NC2, long NC3, long NC4, long NC5, long NC6,
-            typename MM
+            typename MM,
+            typename layout
             >
         int geev (
             const char jobvl,
             const char jobvr,
             matrix<T,NR1,NC1,MM,column_major_layout>& a,
-            matrix<T,NR2,NC2,MM,column_major_layout>& wr,
-            matrix<T,NR3,NC3,MM,column_major_layout>& wi,
+            matrix<T,NR2,NC2,MM,layout>& wr,
+            matrix<T,NR3,NC3,MM,layout>& wi,
             matrix<T,NR4,NC4,MM,column_major_layout>& vl,
             matrix<T,NR5,NC5,MM,column_major_layout>& vr,
             matrix<T,NR6,NC6,MM,column_major_layout>& work

dlib/matrix/lapack/gesdd.h

@@ -259,13 +259,16 @@ namespace dlib
             const char jobz,
             matrix<T,NR1,NC1,MM,row_major_layout>& a,
             matrix<T,NR2,NC2,MM,row_major_layout>& s,
-            matrix<T,NR3,NC3,MM,row_major_layout>& vt,
-            matrix<T,NR4,NC4,MM,row_major_layout>& u,
+            matrix<T,NR3,NC3,MM,row_major_layout>& u_,
+            matrix<T,NR4,NC4,MM,row_major_layout>& vt_,
             matrix<T,NR5,NC5,MM,row_major_layout>& work,
             matrix<integer,NR6,NC6,MM,row_major_layout>& iwork
         )
         {
             // Row major order matrices are transposed from LAPACK's point of view.
+            matrix<T,NR3,NC3,MM,row_major_layout>& u = vt_;
+            matrix<T,NR4,NC4,MM,row_major_layout>& vt = u_;
+
 
             const long m = a.nc();
             const long n = a.nr();

dlib/matrix/lapack/gesvd.h

@@ -246,12 +246,14 @@ namespace dlib
             const char jobvt,
             matrix<T,NR1,NC1,MM,row_major_layout>& a,
             matrix<T,NR2,NC2,MM,row_major_layout>& s,
-            matrix<T,NR3,NC3,MM,row_major_layout>& vt,
-            matrix<T,NR4,NC4,MM,row_major_layout>& u,
+            matrix<T,NR3,NC3,MM,row_major_layout>& u_,
+            matrix<T,NR4,NC4,MM,row_major_layout>& vt_,
             matrix<T,NR5,NC5,MM,row_major_layout>& work
         )
         {
             // Row major order matrices are transposed from LAPACK's point of view.
+            matrix<T,NR3,NC3,MM,row_major_layout>& u = vt_;
+            matrix<T,NR4,NC4,MM,row_major_layout>& vt = u_;
 
             const long m = a.nc();
             const long n = a.nr();

dlib/matrix/lapack/syev.h

@@ -152,6 +152,51 @@ namespace dlib
             return info;
         }
 
+    // ------------------------------------------------------------------------------------
+
+        template <
+            typename T, 
+            long NR1, long NR2, long NR3, 
+            long NC1, long NC2, long NC3,
+            typename MM
+            >
+        int syev (
+            char jobz,
+            char uplo,
+            matrix<T,NR1,NC1,MM,row_major_layout>& a,
+            matrix<T,NR2,NC2,MM,row_major_layout>& w,
+            matrix<T,NR3,NC3,MM,row_major_layout>& work
+        )
+        {
+            if (uplo == 'L')
+                uplo = 'U';
+            else
+                uplo = 'L';
+
+            const long n = a.nr();
+
+            w.set_size(n,1);
+
+
+            // figure out how big the workspace needs to be.
+            T work_size = 1;
+            int info = binding::syev(jobz, uplo, n, &a(0,0),
+                                     a.nc(), &w(0,0), &work_size, -1);
+
+            if (info != 0)
+                return info;
+
+            if (work.size() < work_size)
+                work.set_size(work_size, 1);
+
+            // compute the actual decomposition 
+            info = binding::syev(jobz, uplo, n, &a(0,0),
+                                 a.nc(), &w(0,0), &work(0,0), work.size());
+
+
+            a = trans(a);
+        }
+
     // ------------------------------------------------------------------------------------
 
     }

dlib/matrix/lapack/syevr.h

@@ -350,6 +350,80 @@ namespace dlib
                                   &w(0,0), &z(0,0), z.nr(), &isuppz(0,0), &work(0,0), work.size(),
                                   &iwork(0,0), iwork.size());
 
+
+            return info;
+        }
+
+    // ------------------------------------------------------------------------------------
+
+        template <
+            typename T, 
+            long NR1, long NR2, long NR3, long NR4, long NR5, long NR6,
+            long NC1, long NC2, long NC3, long NC4, long NC5, long NC6,
+            typename MM
+            >
+        int syevr (
+            const char jobz,
+            const char range,
+            char uplo,
+            matrix<T,NR1,NC1,MM,row_major_layout>& a,
+            const double vl,
+            const double vu,
+            const integer il,
+            const integer iu,
+            const double abstol,
+            integer& num_eigenvalues_found,
+            matrix<T,NR2,NC2,MM,row_major_layout>& w,
+            matrix<T,NR3,NC3,MM,row_major_layout>& z,
+            matrix<integer,NR4,NC4,MM,row_major_layout>& isuppz,
+            matrix<T,NR5,NC5,MM,row_major_layout>& work,
+            matrix<integer,NR6,NC6,MM,row_major_layout>& iwork
+        )
+        {
+            if (uplo == 'L')
+                uplo = 'U';
+            else
+                uplo = 'L';
+
+            const long n = a.nr();
+
+            w.set_size(n,1);
+
+            isuppz.set_size(2*n, 1);
+
+            if (jobz == 'V')
+            {
+                z.set_size(n,n);
+            }
+            else
+            {
+                z.set_size(1,1);
+            }
+
+            // figure out how big the workspace needs to be.
+            T work_size = 1;
+            integer iwork_size = 1;
+            int info = binding::syevr(jobz, range, uplo, n, &a(0,0),
+                                      a.nc(), vl, vu, il, iu, abstol, &num_eigenvalues_found,
+                                      &w(0,0), &z(0,0), z.nc(), &isuppz(0,0), &work_size, -1,
+                                      &iwork_size, -1);
+
+            if (info != 0)
+                return info;
+
+            if (work.size() < work_size)
+                work.set_size(work_size, 1);
+            if (iwork.size() < iwork_size)
+                iwork.set_size(iwork_size, 1);
+
+            // compute the actual decomposition 
+            info = binding::syevr(jobz, range, uplo, n, &a(0,0),
+                                  a.nc(), vl, vu, il, iu, abstol, &num_eigenvalues_found,
+                                  &w(0,0), &z(0,0), z.nc(), &isuppz(0,0), &work(0,0), work.size(),
+                                  &iwork(0,0), iwork.size());
+
+            z = trans(z);
+
             return info;
         }