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Commit 0597e537 authored by Davis King's avatar Davis King
Browse files

polished LAPACK bindings 

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extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%403820
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Showing with 136 additions and 10 deletions
dlib/matrix/lapack/gees.h
View file @ 0597e537
...@@ -205,13 +205,14 @@ namespace dlib ...@@ -205,13 +205,14 @@ namespace dlib
typename T, typename T,
long NR1, long NR2, long NR3, long NR4, long NR5, long NR1, long NR2, long NR3, long NR4, long NR5,
long NC1, long NC2, long NC3, long NC4, long NC5, long NC1, long NC2, long NC3, long NC4, long NC5,
typename MM typename MM,
typename layout
> >
int gees ( int gees (
const char jobz, const char jobz,
matrix<T,NR1,NC1,MM,column_major_layout>& a, matrix<T,NR1,NC1,MM,column_major_layout>& a,
matrix<T,NR2,NC2,MM,column_major_layout>& wr, matrix<T,NR2,NC2,MM,layout>& wr,
matrix<T,NR3,NC3,MM,column_major_layout>& wi, matrix<T,NR3,NC3,MM,layout>& wi,
matrix<T,NR4,NC4,MM,column_major_layout>& vs, matrix<T,NR4,NC4,MM,column_major_layout>& vs,
matrix<T,NR5,NC5,MM,column_major_layout>& work matrix<T,NR5,NC5,MM,column_major_layout>& work
) )
......
dlib/matrix/lapack/geev.h
View file @ 0597e537
...@@ -166,14 +166,15 @@ namespace dlib ...@@ -166,14 +166,15 @@ namespace dlib
typename T, typename T,
long NR1, long NR2, long NR3, long NR4, long NR5, long NR6, long NR1, long NR2, long NR3, long NR4, long NR5, long NR6,
long NC1, long NC2, long NC3, long NC4, long NC5, long NC6, long NC1, long NC2, long NC3, long NC4, long NC5, long NC6,
typename MM typename MM,
typename layout
> >
int geev ( int geev (
const char jobvl, const char jobvl,
const char jobvr, const char jobvr,
matrix<T,NR1,NC1,MM,column_major_layout>& a, matrix<T,NR1,NC1,MM,column_major_layout>& a,
matrix<T,NR2,NC2,MM,column_major_layout>& wr, matrix<T,NR2,NC2,MM,layout>& wr,
matrix<T,NR3,NC3,MM,column_major_layout>& wi, matrix<T,NR3,NC3,MM,layout>& wi,
matrix<T,NR4,NC4,MM,column_major_layout>& vl, matrix<T,NR4,NC4,MM,column_major_layout>& vl,
matrix<T,NR5,NC5,MM,column_major_layout>& vr, matrix<T,NR5,NC5,MM,column_major_layout>& vr,
matrix<T,NR6,NC6,MM,column_major_layout>& work matrix<T,NR6,NC6,MM,column_major_layout>& work
......
dlib/matrix/lapack/gesdd.h
View file @ 0597e537
...@@ -259,13 +259,16 @@ namespace dlib ...@@ -259,13 +259,16 @@ namespace dlib
const char jobz, const char jobz,
matrix<T,NR1,NC1,MM,row_major_layout>& a, matrix<T,NR1,NC1,MM,row_major_layout>& a,
matrix<T,NR2,NC2,MM,row_major_layout>& s, matrix<T,NR2,NC2,MM,row_major_layout>& s,
matrix<T,NR3,NC3,MM,row_major_layout>& vt, matrix<T,NR3,NC3,MM,row_major_layout>& u_,
matrix<T,NR4,NC4,MM,row_major_layout>& u, matrix<T,NR4,NC4,MM,row_major_layout>& vt_,
matrix<T,NR5,NC5,MM,row_major_layout>& work, matrix<T,NR5,NC5,MM,row_major_layout>& work,
matrix<integer,NR6,NC6,MM,row_major_layout>& iwork matrix<integer,NR6,NC6,MM,row_major_layout>& iwork
) )
{ {
// Row major order matrices are transposed from LAPACK's point of view. // 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 m = a.nc();
const long n = a.nr(); const long n = a.nr();
......
dlib/matrix/lapack/gesvd.h
View file @ 0597e537
...@@ -246,12 +246,14 @@ namespace dlib ...@@ -246,12 +246,14 @@ namespace dlib
const char jobvt, const char jobvt,
matrix<T,NR1,NC1,MM,row_major_layout>& a, matrix<T,NR1,NC1,MM,row_major_layout>& a,
matrix<T,NR2,NC2,MM,row_major_layout>& s, matrix<T,NR2,NC2,MM,row_major_layout>& s,
matrix<T,NR3,NC3,MM,row_major_layout>& vt, matrix<T,NR3,NC3,MM,row_major_layout>& u_,
matrix<T,NR4,NC4,MM,row_major_layout>& u, matrix<T,NR4,NC4,MM,row_major_layout>& vt_,
matrix<T,NR5,NC5,MM,row_major_layout>& work matrix<T,NR5,NC5,MM,row_major_layout>& work
) )
{ {
// Row major order matrices are transposed from LAPACK's point of view. // 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 m = a.nc();
const long n = a.nr(); const long n = a.nr();
......
dlib/matrix/lapack/syev.h
View file @ 0597e537
...@@ -152,6 +152,51 @@ namespace dlib ...@@ -152,6 +152,51 @@ namespace dlib
return info; 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
View file @ 0597e537
...@@ -350,6 +350,80 @@ namespace dlib ...@@ -350,6 +350,80 @@ namespace dlib
&w(0,0), &z(0,0), z.nr(), &isuppz(0,0), &work(0,0), work.size(), &w(0,0), &z(0,0), z.nr(), &isuppz(0,0), &work(0,0), work.size(),
&iwork(0,0), iwork.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; return info;
} }
......
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