mirror of
https://gitlab.com/libeigen/eigen.git
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add a minimalistict lapack wrapper
This commit is contained in:
Gael Guennebaud
parent
15ef62ca43
commit
7ef9d82b39
@ -293,11 +293,13 @@ add_subdirectory(unsupported)
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add_subdirectory(demos EXCLUDE_FROM_ALL)
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if(NOT MSVC)
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if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
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add_subdirectory(blas)
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else()
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add_subdirectory(blas EXCLUDE_FROM_ALL)
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endif()
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if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
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add_subdirectory(blas)
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add_subdirectory(lapack)
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else()
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add_subdirectory(blas EXCLUDE_FROM_ALL)
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add_subdirectory(lapack EXCLUDE_FROM_ALL)
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endif()
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endif(NOT MSVC)
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# must be after test and unsupported, for configuring buildtests.in
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372
lapack/CMakeLists.txt
Normal file
372
lapack/CMakeLists.txt
Normal file
@ -0,0 +1,372 @@
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project(EigenLapack CXX)
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if( NOT DEFINED EIGEN_Fortran_COMPILER_WORKS OR EIGEN_Fortran_COMPILER_WORKS)
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enable_language(Fortran OPTIONAL)
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if(CMAKE_Fortran_COMPILER_WORKS)
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set(EIGEN_Fortran_COMPILER_WORKS TRUE CACHE INTERNAL "workaround cmake's enable_language issue")
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else()
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set(EIGEN_Fortran_COMPILER_WORKS FALSE CACHE INTERNAL "workaround cmake's enable_language issue")
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endif()
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endif()
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if(CMAKE_Fortran_COMPILER_WORKS)
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add_custom_target(lapack)
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include_directories(../blas)
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set(EigenLapack_SRCS
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single.cpp double.cpp complex_single.cpp complex_double.cpp
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# reference/dpotrf.f reference/zpotrf.f reference/cpotrf.f reference/spotrf.f
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# reference/dpotrs.f reference/spotrs.f reference/zpotrs.f reference/cpotrs.f
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# reference/dgetrf.f reference/cgetrf.f reference/sgetrf.f reference/zgetrf.f
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# reference/cgetrs.f reference/dgetrs.f reference/sgetrs.f reference/zgetrs.f
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reference/dlamch.f reference/ilaver.f reference/lsame.f reference/slamch.f reference/second_NONE.f reference/dsecnd_NONE.f
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reference/cbdsqr.f reference/ctbrfs.f reference/dorml2.f reference/sla_porfsx_extended.f reference/zggglm.f
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reference/cgbbrd.f reference/ctbtrs.f reference/dormlq.f reference/sla_porpvgrw.f reference/zgghrd.f
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reference/cgbcon.f reference/ctfsm.f reference/dormql.f reference/slapy2.f reference/zgglse.f
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reference/cgbequb.f reference/ctftri.f reference/dormqr.f reference/slapy3.f reference/zggqrf.f
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reference/cgbequ.f reference/ctfttp.f reference/dormr2.f reference/slaqgb.f reference/zggrqf.f
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reference/cgbrfs.f reference/ctfttr.f reference/dormr3.f reference/slaqge.f reference/zggsvd.f
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reference/cgbrfsx.f reference/ctgevc.f reference/dormrq.f reference/slaqp2.f reference/zggsvp.f
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reference/cgbsv.f reference/ctgex2.f reference/dormrz.f reference/slaqps.f reference/zgtcon.f
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reference/cgbsvx.f reference/ctgexc.f reference/dormtr.f reference/slaqr0.f reference/zgtrfs.f
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reference/cgbsvxx.f reference/ctgsen.f reference/dpbcon.f reference/slaqr1.f reference/zgtsv.f
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reference/cgbtf2.f reference/ctgsja.f reference/dpbequ.f reference/slaqr2.f reference/zgtsvx.f
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reference/cgbtrf.f reference/ctgsna.f reference/dpbrfs.f reference/slaqr3.f reference/zgttrf.f
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reference/cgbtrs.f reference/ctgsy2.f reference/dpbstf.f reference/slaqr4.f reference/zgttrs.f
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reference/cgebak.f reference/ctgsyl.f reference/dpbsv.f reference/slaqr5.f reference/zgtts2.f
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reference/cgebal.f reference/ctpcon.f reference/dpbsvx.f reference/slaqsb.f reference/zhbevd.f
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reference/cgebd2.f reference/ctprfs.f reference/dpbtf2.f reference/slaqsp.f reference/zhbev.f
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reference/cgebrd.f reference/ctptri.f reference/dpbtrf.f reference/slaqsy.f reference/zhbevx.f
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reference/cgecon.f reference/ctptrs.f reference/dpbtrs.f reference/slaqtr.f reference/zhbgst.f
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reference/cgeequb.f reference/ctpttf.f reference/dpftrf.f reference/slar1v.f reference/zhbgvd.f
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reference/cgeequ.f reference/ctpttr.f reference/dpftri.f reference/slar2v.f reference/zhbgv.f
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reference/cgees.f reference/ctrcon.f reference/dpftrs.f reference/slarfb.f reference/zhbgvx.f
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reference/cgeesx.f reference/ctrevc.f reference/dpocon.f reference/slarf.f reference/zhbtrd.f
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reference/cgeev.f reference/ctrexc.f reference/dpoequb.f reference/slarfg.f reference/zhecon.f
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reference/cgeevx.f reference/ctrrfs.f reference/dpoequ.f reference/slarfp.f reference/zheequb.f
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reference/cgegs.f reference/ctrsen.f reference/dporfs.f reference/slarft.f reference/zheevd.f
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reference/cgegv.f reference/ctrsna.f reference/dporfsx.f reference/slarfx.f reference/zheev.f
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reference/cgehd2.f reference/ctrsyl.f reference/dposv.f reference/slargv.f reference/zheevr.f
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reference/cgehrd.f reference/ctrti2.f reference/dposvx.f reference/slarnv.f reference/zheevx.f
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reference/cgelq2.f reference/ctrtri.f reference/dposvxx.f reference/sla_rpvgrw.f reference/zhegs2.f
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reference/cgelqf.f reference/ctrtrs.f reference/dpotf2.f reference/slarra.f reference/zhegst.f
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reference/cgelsd.f reference/ctrttf.f
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reference/slarrb.f reference/zhegvd.f
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reference/cgels.f reference/ctrttp.f reference/dpotri.f reference/slarrc.f reference/zhegv.f
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reference/cgelss.f reference/ctzrqf.f reference/slarrd.f reference/zhegvx.f
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reference/cgelsx.f reference/ctzrzf.f reference/dppcon.f reference/slarre.f reference/zherfs.f
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reference/cgelsy.f reference/cung2l.f reference/dppequ.f reference/slarrf.f reference/zherfsx.f
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reference/cgeql2.f reference/cung2r.f reference/dpprfs.f reference/slarrj.f reference/zhesv.f
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reference/cgeqlf.f reference/cungbr.f reference/dppsv.f reference/slarrk.f reference/zhesvx.f
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reference/cgeqp3.f reference/cunghr.f reference/dppsvx.f reference/slarrr.f reference/zhesvxx.f
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reference/cgeqpf.f reference/cungl2.f reference/dpptrf.f reference/slarrv.f reference/zhetd2.f
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reference/cgeqr2.f reference/cunglq.f reference/dpptri.f reference/slarscl2.f reference/zhetf2.f
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reference/cgeqrf.f reference/cungql.f reference/dpptrs.f reference/slartg.f reference/zhetrd.f
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reference/cgerfs.f reference/cungqr.f reference/dpstf2.f reference/slartv.f reference/zhetrf.f
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reference/cgerfsx.f reference/cungr2.f reference/dpstrf.f reference/slaruv.f reference/zhetri.f
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reference/cgerq2.f reference/cungrq.f reference/dptcon.f reference/slarzb.f reference/zhetrs.f
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reference/cgerqf.f reference/cungtr.f reference/dpteqr.f reference/slarz.f reference/zhfrk.f
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reference/cgesc2.f reference/cunm2l.f reference/dptrfs.f reference/slarzt.f reference/zhgeqz.f
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reference/cgesdd.f reference/cunm2r.f reference/dptsv.f reference/slas2.f reference/zhpcon.f
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reference/cgesvd.f reference/cunmbr.f reference/dptsvx.f reference/slascl2.f reference/zhpevd.f
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reference/cgesv.f reference/cunmhr.f reference/dpttrf.f reference/slascl.f reference/zhpev.f
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reference/cgesvx.f reference/cunml2.f reference/dpttrs.f reference/slasd0.f reference/zhpevx.f
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reference/cgesvxx.f reference/cunmlq.f reference/dptts2.f reference/slasd1.f reference/zhpgst.f
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reference/cgetc2.f reference/cunmql.f reference/drscl.f reference/slasd2.f reference/zhpgvd.f
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reference/cgetf2.f reference/cunmqr.f reference/dsbevd.f reference/slasd3.f reference/zhpgv.f
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reference/cunmr2.f reference/dsbev.f reference/slasd4.f reference/zhpgvx.f
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reference/cgetri.f reference/cunmr3.f reference/dsbevx.f reference/slasd5.f reference/zhprfs.f
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reference/cunmrq.f reference/dsbgst.f reference/slasd6.f reference/zhpsv.f
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reference/cggbak.f reference/cunmrz.f reference/dsbgvd.f reference/slasd7.f reference/zhpsvx.f
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reference/cggbal.f reference/cunmtr.f reference/dsbgv.f reference/slasd8.f reference/zhptrd.f
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reference/cgges.f reference/cupgtr.f reference/dsbgvx.f reference/slasda.f reference/zhptrf.f
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reference/cggesx.f reference/cupmtr.f reference/dsbtrd.f reference/slasdq.f reference/zhptri.f
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reference/cggev.f reference/dbdsdc.f reference/dsfrk.f reference/slasdt.f reference/zhptrs.f
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reference/cggevx.f reference/dbdsqr.f reference/dsgesv.f reference/slaset.f reference/zhsein.f
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reference/cggglm.f reference/ddisna.f reference/dspcon.f reference/slasq1.f reference/zhseqr.f
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reference/cgghrd.f reference/dgbbrd.f reference/dspevd.f reference/slasq2.f reference/zlabrd.f
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reference/cgglse.f reference/dgbcon.f reference/dspev.f reference/slasq3.f reference/zlacgv.f
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reference/cggqrf.f reference/dgbequb.f reference/dspevx.f reference/slasq4.f reference/zlacn2.f
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reference/cggrqf.f reference/dgbequ.f reference/dspgst.f reference/slasq5.f reference/zlacon.f
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reference/cggsvd.f reference/dgbrfs.f reference/dspgvd.f reference/slasq6.f reference/zlacp2.f
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reference/cggsvp.f reference/dgbrfsx.f reference/dspgv.f reference/slasr.f reference/zlacpy.f
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reference/cgtcon.f reference/dgbsv.f reference/dspgvx.f reference/slasrt.f reference/zlacrm.f
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reference/cgtrfs.f reference/dgbsvx.f reference/dsposv.f reference/slassq.f reference/zlacrt.f
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reference/cgtsv.f reference/dgbsvxx.f reference/dsprfs.f reference/slasv2.f reference/zladiv.f
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reference/cgtsvx.f reference/dgbtf2.f reference/dspsv.f reference/slaswp.f reference/zlaed0.f
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reference/cgttrf.f reference/dgbtrf.f reference/dspsvx.f reference/slasy2.f reference/zlaed7.f
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reference/cgttrs.f reference/dgbtrs.f reference/dsptrd.f reference/sla_syamv.f reference/zlaed8.f
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reference/cgtts2.f reference/dgebak.f reference/dsptrf.f reference/slasyf.f reference/zlaein.f
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reference/chbevd.f reference/dgebal.f reference/dsptri.f reference/sla_syrcond.f reference/zlaesy.f
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reference/chbev.f reference/dgebd2.f reference/dsptrs.f reference/sla_syrfsx_extended.f reference/zlaev2.f
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reference/chbevx.f reference/dgebrd.f reference/dstebz.f reference/sla_syrpvgrw.f reference/zlag2c.f
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reference/chbgst.f reference/dgecon.f reference/dstedc.f reference/slatbs.f reference/zla_gbamv.f
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reference/chbgvd.f reference/dgeequb.f reference/dstegr.f reference/slatdf.f reference/zla_gbrcond_c.f
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reference/chbgv.f reference/dgeequ.f reference/dstein.f reference/slatps.f reference/zla_gbrcond_x.f
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reference/chbgvx.f reference/dgees.f reference/dstemr.f reference/slatrd.f reference/zla_gbrfsx_extended.f
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reference/chbtrd.f reference/dgeesx.f reference/dsteqr.f reference/slatrs.f reference/zla_gbrpvgrw.f
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reference/checon.f reference/dgeev.f reference/dsterf.f reference/slatrz.f reference/zla_geamv.f
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reference/cheequb.f reference/dgeevx.f reference/dstevd.f reference/slatzm.f reference/zla_gercond_c.f
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reference/cheevd.f reference/dgegs.f reference/dstev.f reference/slauu2.f reference/zla_gercond_x.f
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reference/cheev.f reference/dgegv.f reference/dstevr.f reference/slauum.f reference/zla_gerfsx_extended.f
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reference/cheevr.f reference/dgehd2.f reference/dstevx.f reference/sla_wwaddw.f reference/zlags2.f
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reference/cheevx.f reference/dgehrd.f reference/dsycon.f reference/sopgtr.f reference/zlagtm.f
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reference/chegs2.f reference/dgejsv.f reference/dsyequb.f reference/sopmtr.f reference/zla_heamv.f
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reference/chegst.f reference/dgelq2.f reference/dsyevd.f reference/sorg2l.f reference/zlahef.f
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reference/chegvd.f reference/dgelqf.f reference/dsyev.f reference/sorg2r.f reference/zla_hercond_c.f
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reference/chegv.f reference/dgelsd.f reference/dsyevr.f reference/sorgbr.f reference/zla_hercond_x.f
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reference/chegvx.f reference/dgels.f reference/dsyevx.f reference/sorghr.f reference/zla_herfsx_extended.f
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reference/cherfs.f reference/dgelss.f reference/dsygs2.f reference/sorgl2.f reference/zla_herpvgrw.f
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reference/cherfsx.f reference/dgelsx.f reference/dsygst.f reference/sorglq.f reference/zlahqr.f
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reference/chesv.f reference/dgelsy.f reference/dsygvd.f reference/sorgql.f reference/zlahr2.f
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reference/chesvx.f reference/dgeql2.f reference/dsygv.f reference/sorgqr.f reference/zlahrd.f
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||||
reference/chesvxx.f reference/dgeqlf.f reference/dsygvx.f reference/sorgr2.f reference/zlaic1.f
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reference/chetd2.f reference/dgeqp3.f reference/dsyrfs.f reference/sorgrq.f reference/zla_lin_berr.f
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reference/chetf2.f reference/dgeqpf.f reference/dsyrfsx.f reference/sorgtr.f reference/zlals0.f
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reference/chetrd.f reference/dgeqr2.f reference/dsysv.f reference/sorm2l.f reference/zlalsa.f
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||||
reference/chetrf.f reference/dgeqrf.f reference/dsysvx.f reference/sorm2r.f reference/zlalsd.f
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||||
reference/chetri.f reference/dgerfs.f reference/dsysvxx.f reference/sormbr.f reference/zlangb.f
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reference/chetrs.f reference/dgerfsx.f reference/dsytd2.f reference/sormhr.f reference/zlange.f
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reference/chfrk.f reference/dgerq2.f reference/dsytf2.f reference/sorml2.f reference/zlangt.f
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reference/chgeqz.f reference/dgerqf.f reference/dsytrd.f reference/sormlq.f reference/zlanhb.f
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reference/chla_transtype.f reference/dgesc2.f reference/dsytrf.f reference/sormql.f reference/zlanhe.f
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||||
reference/chpcon.f reference/dgesdd.f reference/dsytri.f reference/sormqr.f reference/zlanhf.f
|
||||
reference/chpevd.f reference/dgesvd.f reference/dsytrs.f reference/sormr2.f reference/zlanhp.f
|
||||
reference/chpev.f reference/dgesv.f reference/dtbcon.f reference/sormr3.f reference/zlanhs.f
|
||||
reference/chpevx.f reference/dgesvj.f reference/dtbrfs.f reference/sormrq.f reference/zlanht.f
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||||
reference/chpgst.f reference/dgesvx.f reference/dtbtrs.f reference/sormrz.f reference/zlansb.f
|
||||
reference/chpgvd.f reference/dgesvxx.f reference/dtfsm.f reference/sormtr.f reference/zlansp.f
|
||||
reference/chpgv.f reference/dgetc2.f reference/dtftri.f reference/spbcon.f reference/zlansy.f
|
||||
reference/chpgvx.f reference/dgetf2.f reference/dtfttp.f reference/spbequ.f reference/zlantb.f
|
||||
reference/chprfs.f
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||||
reference/dtfttr.f reference/spbrfs.f reference/zlantp.f
|
||||
reference/chpsv.f reference/dgetri.f reference/dtgevc.f reference/spbstf.f reference/zlantr.f
|
||||
reference/chpsvx.f reference/dtgex2.f reference/spbsv.f reference/zlapll.f
|
||||
reference/chptrd.f reference/dggbak.f reference/dtgexc.f reference/spbsvx.f reference/zlapmt.f
|
||||
reference/chptrf.f reference/dggbal.f reference/dtgsen.f reference/spbtf2.f reference/zla_porcond_c.f
|
||||
reference/chptri.f reference/dgges.f reference/dtgsja.f reference/spbtrf.f reference/zla_porcond_x.f
|
||||
reference/chptrs.f reference/dggesx.f reference/dtgsna.f reference/spbtrs.f reference/zla_porfsx_extended.f
|
||||
reference/chsein.f reference/dggev.f reference/dtgsy2.f reference/spftrf.f reference/zla_porpvgrw.f
|
||||
reference/chseqr.f reference/dggevx.f reference/dtgsyl.f reference/spftri.f reference/zlaqgb.f
|
||||
reference/clabrd.f reference/dggglm.f reference/dtpcon.f reference/spftrs.f reference/zlaqge.f
|
||||
reference/clacgv.f reference/dgghrd.f reference/dtprfs.f reference/spocon.f reference/zlaqhb.f
|
||||
reference/clacn2.f reference/dgglse.f reference/dtptri.f reference/spoequb.f reference/zlaqhe.f
|
||||
reference/clacon.f reference/dggqrf.f reference/dtptrs.f reference/spoequ.f reference/zlaqhp.f
|
||||
reference/clacp2.f reference/dggrqf.f reference/dtpttf.f reference/sporfs.f reference/zlaqp2.f
|
||||
reference/clacpy.f reference/dggsvd.f reference/dtpttr.f reference/sporfsx.f reference/zlaqps.f
|
||||
reference/clacrm.f reference/dggsvp.f reference/dtrcon.f reference/sposv.f reference/zlaqr0.f
|
||||
reference/clacrt.f reference/dgsvj0.f reference/dtrevc.f reference/sposvx.f reference/zlaqr1.f
|
||||
reference/cladiv.f reference/dgsvj1.f reference/dtrexc.f reference/sposvxx.f reference/zlaqr2.f
|
||||
reference/claed0.f reference/dgtcon.f reference/dtrrfs.f reference/spotf2.f reference/zlaqr3.f
|
||||
reference/claed7.f reference/dgtrfs.f reference/dtrsen.f
|
||||
reference/zlaqr4.f
|
||||
reference/claed8.f reference/dgtsv.f reference/dtrsna.f reference/spotri.f reference/zlaqr5.f
|
||||
reference/claein.f reference/dgtsvx.f reference/dtrsyl.f reference/zlaqsb.f
|
||||
reference/claesy.f reference/dgttrf.f reference/dtrti2.f reference/sppcon.f reference/zlaqsp.f
|
||||
reference/claev2.f reference/dgttrs.f reference/dtrtri.f reference/sppequ.f reference/zlaqsy.f
|
||||
reference/clag2z.f reference/dgtts2.f reference/dtrtrs.f reference/spprfs.f reference/zlar1v.f
|
||||
reference/cla_gbamv.f reference/dhgeqz.f reference/dtrttf.f reference/sppsv.f reference/zlar2v.f
|
||||
reference/cla_gbrcond_c.f reference/dhsein.f reference/dtrttp.f reference/sppsvx.f reference/zlarcm.f
|
||||
reference/cla_gbrcond_x.f reference/dhseqr.f reference/dtzrqf.f reference/spptrf.f reference/zlarfb.f
|
||||
reference/cla_gbrfsx_extended.f reference/disnan.f reference/dtzrzf.f reference/spptri.f reference/zlarf.f
|
||||
reference/cla_gbrpvgrw.f reference/dlabad.f reference/dzsum1.f reference/spptrs.f reference/zlarfg.f
|
||||
reference/cla_geamv.f reference/dlabrd.f reference/icmax1.f reference/spstf2.f reference/zlarfp.f
|
||||
reference/cla_gercond_c.f reference/dlacn2.f reference/ieeeck.f reference/spstrf.f reference/zlarft.f
|
||||
reference/cla_gercond_x.f reference/dlacon.f reference/ilaclc.f reference/sptcon.f reference/zlarfx.f
|
||||
reference/cla_gerfsx_extended.f reference/dlacpy.f reference/ilaclr.f reference/spteqr.f reference/zlargv.f
|
||||
reference/clags2.f reference/dladiv.f reference/iladiag.f reference/sptrfs.f reference/zlarnv.f
|
||||
reference/clagtm.f reference/dlae2.f reference/iladlc.f reference/sptsv.f reference/zla_rpvgrw.f
|
||||
reference/cla_heamv.f reference/dlaebz.f reference/iladlr.f reference/sptsvx.f reference/zlarrv.f
|
||||
reference/clahef.f reference/dlaed0.f reference/ilaenv.f reference/spttrf.f reference/zlarscl2.f
|
||||
reference/cla_hercond_c.f reference/dlaed1.f reference/ilaprec.f reference/spttrs.f reference/zlartg.f
|
||||
reference/cla_hercond_x.f reference/dlaed2.f reference/ilaslc.f reference/sptts2.f reference/zlartv.f
|
||||
reference/cla_herfsx_extended.f reference/dlaed3.f reference/ilaslr.f reference/srscl.f reference/zlarzb.f
|
||||
reference/cla_herpvgrw.f reference/dlaed4.f reference/ilatrans.f reference/ssbevd.f reference/zlarz.f
|
||||
reference/clahqr.f reference/dlaed5.f reference/ilauplo.f reference/ssbev.f reference/zlarzt.f
|
||||
reference/clahr2.f reference/dlaed6.f reference/ilaver.f reference/ssbevx.f reference/zlascl2.f
|
||||
reference/clahrd.f reference/dlaed7.f reference/ilazlc.f reference/ssbgst.f reference/zlascl.f
|
||||
reference/claic1.f reference/dlaed8.f reference/ilazlr.f reference/ssbgvd.f reference/zlaset.f
|
||||
reference/cla_lin_berr.f reference/dlaed9.f reference/iparmq.f reference/ssbgv.f reference/zlasr.f
|
||||
reference/clals0.f reference/dlaeda.f reference/izmax1.f reference/ssbgvx.f reference/zlassq.f
|
||||
reference/clalsa.f reference/dlaein.f reference/lsamen.f reference/ssbtrd.f reference/zlaswp.f
|
||||
reference/clalsd.f reference/dlaev2.f reference/sbdsdc.f reference/ssfrk.f reference/zla_syamv.f
|
||||
reference/clangb.f reference/dlaexc.f reference/sbdsqr.f reference/sspcon.f reference/zlasyf.f
|
||||
reference/clange.f reference/dlag2.f reference/scsum1.f reference/sspevd.f reference/zla_syrcond_c.f
|
||||
reference/clangt.f reference/dlag2s.f reference/sdisna.f reference/sspev.f reference/zla_syrcond_x.f
|
||||
reference/clanhb.f reference/dla_gbamv.f reference/sgbbrd.f reference/sspevx.f reference/zla_syrfsx_extended.f
|
||||
reference/clanhe.f reference/dla_gbrcond.f reference/sgbcon.f reference/sspgst.f reference/zla_syrpvgrw.f
|
||||
reference/clanhf.f reference/dla_gbrfsx_extended.f reference/sgbequb.f reference/sspgvd.f reference/zlat2c.f
|
||||
reference/clanhp.f reference/dla_gbrpvgrw.f reference/sgbequ.f reference/sspgv.f reference/zlatbs.f
|
||||
reference/clanhs.f reference/dla_geamv.f reference/sgbrfs.f reference/sspgvx.f reference/zlatdf.f
|
||||
reference/clanht.f reference/dla_gercond.f reference/sgbrfsx.f reference/ssprfs.f reference/zlatps.f
|
||||
reference/clansb.f reference/dla_gerfsx_extended.f reference/sgbsv.f reference/sspsv.f reference/zlatrd.f
|
||||
reference/clansp.f reference/dlags2.f reference/sgbsvx.f reference/sspsvx.f reference/zlatrs.f
|
||||
reference/clansy.f reference/dlagtf.f reference/sgbsvxx.f reference/ssptrd.f reference/zlatrz.f
|
||||
reference/clantb.f reference/dlagtm.f reference/sgbtf2.f reference/ssptrf.f reference/zlatzm.f
|
||||
reference/clantp.f reference/dlagts.f reference/sgbtrf.f reference/ssptri.f reference/zlauu2.f
|
||||
reference/clantr.f reference/dlagv2.f reference/sgbtrs.f reference/ssptrs.f reference/zlauum.f
|
||||
reference/clapll.f reference/dlahqr.f reference/sgebak.f reference/sstebz.f reference/zla_wwaddw.f
|
||||
reference/clapmt.f reference/dlahr2.f reference/sgebal.f reference/sstedc.f reference/zpbcon.f
|
||||
reference/cla_porcond_c.f reference/dlahrd.f reference/sgebd2.f reference/sstegr.f reference/zpbequ.f
|
||||
reference/cla_porcond_x.f reference/dlaic1.f reference/sgebrd.f reference/sstein.f reference/zpbrfs.f
|
||||
reference/cla_porfsx_extended.f reference/dlaisnan.f reference/sgecon.f reference/sstemr.f reference/zpbstf.f
|
||||
reference/cla_porpvgrw.f reference/dla_lin_berr.f reference/sgeequb.f reference/ssteqr.f reference/zpbsv.f
|
||||
reference/claqgb.f reference/dlaln2.f reference/sgeequ.f reference/ssterf.f reference/zpbsvx.f
|
||||
reference/claqge.f reference/dlals0.f reference/sgees.f reference/sstevd.f reference/zpbtf2.f
|
||||
reference/claqhb.f reference/dlalsa.f reference/sgeesx.f reference/sstev.f reference/zpbtrf.f
|
||||
reference/claqhe.f reference/dlalsd.f reference/sgeev.f reference/sstevr.f reference/zpbtrs.f
|
||||
reference/claqhp.f reference/dlamrg.f reference/sgeevx.f reference/sstevx.f reference/zpftrf.f
|
||||
reference/claqp2.f reference/dlaneg.f reference/sgegs.f reference/ssycon.f reference/zpftri.f
|
||||
reference/claqps.f reference/dlangb.f reference/sgegv.f reference/ssyequb.f reference/zpftrs.f
|
||||
reference/claqr0.f reference/dlange.f reference/sgehd2.f reference/ssyevd.f reference/zpocon.f
|
||||
reference/claqr1.f reference/dlangt.f reference/sgehrd.f reference/ssyev.f reference/zpoequb.f
|
||||
reference/claqr2.f reference/dlanhs.f reference/sgejsv.f reference/ssyevr.f reference/zpoequ.f
|
||||
reference/claqr3.f reference/dlansb.f reference/sgelq2.f reference/ssyevx.f reference/zporfs.f
|
||||
reference/claqr4.f reference/dlansf.f reference/sgelqf.f reference/ssygs2.f reference/zporfsx.f
|
||||
reference/claqr5.f reference/dlansp.f reference/sgelsd.f reference/ssygst.f reference/zposv.f
|
||||
reference/claqsb.f reference/dlanst.f reference/sgels.f reference/ssygvd.f reference/zposvx.f
|
||||
reference/claqsp.f reference/dlansy.f reference/sgelss.f reference/ssygv.f reference/zposvxx.f
|
||||
reference/claqsy.f reference/dlantb.f reference/sgelsx.f reference/ssygvx.f reference/zpotf2.f
|
||||
reference/clar1v.f reference/dlantp.f reference/sgelsy.f reference/ssyrfs.f
|
||||
reference/clar2v.f reference/dlantr.f reference/sgeql2.f reference/ssyrfsx.f reference/zpotri.f
|
||||
reference/clarcm.f reference/dlanv2.f reference/sgeqlf.f reference/ssysv.f
|
||||
reference/clarfb.f reference/dlapll.f reference/sgeqp3.f reference/ssysvx.f reference/zppcon.f
|
||||
reference/clarf.f reference/dlapmt.f reference/sgeqpf.f reference/ssysvxx.f reference/zppequ.f
|
||||
reference/clarfg.f reference/dla_porcond.f reference/sgeqr2.f reference/ssytd2.f reference/zpprfs.f
|
||||
reference/clarfp.f reference/dla_porfsx_extended.f reference/sgeqrf.f reference/ssytf2.f reference/zppsv.f
|
||||
reference/clarft.f reference/dla_porpvgrw.f reference/sgerfs.f reference/ssytrd.f reference/zppsvx.f
|
||||
reference/clarfx.f reference/dlapy2.f reference/sgerfsx.f reference/ssytrf.f reference/zpptrf.f
|
||||
reference/clargv.f reference/dlapy3.f reference/sgerq2.f reference/ssytri.f reference/zpptri.f
|
||||
reference/clarnv.f reference/dlaqgb.f reference/sgerqf.f reference/ssytrs.f reference/zpptrs.f
|
||||
reference/cla_rpvgrw.f reference/dlaqge.f reference/sgesc2.f reference/stbcon.f reference/zpstf2.f
|
||||
reference/clarrv.f reference/dlaqp2.f reference/sgesdd.f reference/stbrfs.f reference/zpstrf.f
|
||||
reference/clarscl2.f reference/dlaqps.f reference/sgesvd.f reference/stbtrs.f reference/zptcon.f
|
||||
reference/clartg.f reference/dlaqr0.f reference/sgesv.f reference/stfsm.f reference/zpteqr.f
|
||||
reference/clartv.f reference/dlaqr1.f reference/sgesvj.f reference/stftri.f reference/zptrfs.f
|
||||
reference/clarzb.f reference/dlaqr2.f reference/sgesvx.f reference/stfttp.f reference/zptsv.f
|
||||
reference/clarz.f reference/dlaqr3.f reference/sgesvxx.f reference/stfttr.f reference/zptsvx.f
|
||||
reference/clarzt.f reference/dlaqr4.f reference/sgetc2.f reference/stgevc.f reference/zpttrf.f
|
||||
reference/clascl2.f reference/dlaqr5.f reference/sgetf2.f reference/stgex2.f reference/zpttrs.f
|
||||
reference/clascl.f reference/dlaqsb.f
|
||||
reference/stgexc.f reference/zptts2.f
|
||||
reference/claset.f reference/dlaqsp.f reference/sgetri.f reference/stgsen.f reference/zrot.f
|
||||
reference/clasr.f reference/dlaqsy.f reference/stgsja.f reference/zspcon.f
|
||||
reference/classq.f reference/dlaqtr.f reference/sggbak.f reference/stgsna.f reference/zspmv.f
|
||||
reference/claswp.f reference/dlar1v.f reference/sggbal.f reference/stgsy2.f reference/zspr.f
|
||||
reference/cla_syamv.f reference/dlar2v.f reference/sgges.f reference/stgsyl.f reference/zsprfs.f
|
||||
reference/clasyf.f reference/dlarfb.f reference/sggesx.f reference/stpcon.f reference/zspsv.f
|
||||
reference/cla_syrcond_c.f reference/dlarf.f reference/sggev.f reference/stprfs.f reference/zspsvx.f
|
||||
reference/cla_syrcond_x.f reference/dlarfg.f reference/sggevx.f reference/stptri.f reference/zsptrf.f
|
||||
reference/cla_syrfsx_extended.f reference/dlarfp.f reference/sggglm.f reference/stptrs.f reference/zsptri.f
|
||||
reference/cla_syrpvgrw.f reference/dlarft.f reference/sgghrd.f reference/stpttf.f reference/zsptrs.f
|
||||
reference/clatbs.f reference/dlarfx.f reference/sgglse.f reference/stpttr.f reference/zstedc.f
|
||||
reference/clatdf.f reference/dlargv.f reference/sggqrf.f reference/strcon.f reference/zstegr.f
|
||||
reference/clatps.f reference/dlarnv.f reference/sggrqf.f reference/strevc.f reference/zstein.f
|
||||
reference/clatrd.f reference/dla_rpvgrw.f reference/sggsvd.f reference/strexc.f reference/zstemr.f
|
||||
reference/clatrs.f reference/dlarra.f reference/sggsvp.f reference/strrfs.f reference/zsteqr.f
|
||||
reference/clatrz.f reference/dlarrb.f reference/sgsvj0.f reference/strsen.f reference/zsycon.f
|
||||
reference/clatzm.f reference/dlarrc.f reference/sgsvj1.f reference/strsna.f reference/zsyequb.f
|
||||
reference/clauu2.f reference/dlarrd.f reference/sgtcon.f reference/strsyl.f reference/zsymv.f
|
||||
reference/clauum.f reference/dlarre.f reference/sgtrfs.f reference/strti2.f reference/zsyr.f
|
||||
reference/cla_wwaddw.f reference/dlarrf.f reference/sgtsv.f reference/strtri.f reference/zsyrfs.f
|
||||
reference/cpbcon.f reference/dlarrj.f reference/sgtsvx.f reference/strtrs.f reference/zsyrfsx.f
|
||||
reference/cpbequ.f reference/dlarrk.f reference/sgttrf.f reference/strttf.f reference/zsysv.f
|
||||
reference/cpbrfs.f reference/dlarrr.f reference/sgttrs.f reference/strttp.f reference/zsysvx.f
|
||||
reference/cpbstf.f reference/dlarrv.f reference/sgtts2.f reference/stzrqf.f reference/zsysvxx.f
|
||||
reference/cpbsv.f reference/dlarscl2.f reference/shgeqz.f reference/stzrzf.f reference/zsytf2.f
|
||||
reference/cpbsvx.f reference/dlartg.f reference/shsein.f reference/xerbla_array.f reference/zsytrf.f
|
||||
reference/cpbtf2.f reference/dlartv.f reference/shseqr.f reference/xerbla.f reference/zsytri.f
|
||||
reference/cpbtrf.f reference/dlaruv.f reference/sisnan.f reference/zbdsqr.f reference/zsytrs.f
|
||||
reference/cpbtrs.f reference/dlarzb.f reference/slabad.f reference/zcgesv.f reference/ztbcon.f
|
||||
reference/cpftrf.f reference/dlarz.f reference/slabrd.f reference/zcposv.f reference/ztbrfs.f
|
||||
reference/cpftri.f reference/dlarzt.f reference/slacn2.f reference/zdrscl.f reference/ztbtrs.f
|
||||
reference/cpftrs.f reference/dlas2.f reference/slacon.f reference/zgbbrd.f reference/ztfsm.f
|
||||
reference/cpocon.f reference/dlascl2.f reference/slacpy.f reference/zgbcon.f reference/ztftri.f
|
||||
reference/cpoequb.f reference/dlascl.f reference/sladiv.f reference/zgbequb.f reference/ztfttp.f
|
||||
reference/cpoequ.f reference/dlasd0.f reference/slae2.f reference/zgbequ.f reference/ztfttr.f
|
||||
reference/cporfs.f reference/dlasd1.f reference/slaebz.f reference/zgbrfs.f reference/ztgevc.f
|
||||
reference/cporfsx.f reference/dlasd2.f reference/slaed0.f reference/zgbrfsx.f reference/ztgex2.f
|
||||
reference/cposv.f reference/dlasd3.f reference/slaed1.f reference/zgbsv.f reference/ztgexc.f
|
||||
reference/cposvx.f reference/dlasd4.f reference/slaed2.f reference/zgbsvx.f reference/ztgsen.f
|
||||
reference/cposvxx.f reference/dlasd5.f reference/slaed3.f reference/zgbsvxx.f reference/ztgsja.f
|
||||
reference/cpotf2.f reference/dlasd6.f reference/slaed4.f reference/zgbtf2.f reference/ztgsna.f
|
||||
reference/dlasd7.f reference/slaed5.f reference/zgbtrf.f reference/ztgsy2.f
|
||||
reference/cpotri.f reference/dlasd8.f reference/slaed6.f reference/zgbtrs.f reference/ztgsyl.f
|
||||
reference/dlasda.f reference/slaed7.f reference/zgebak.f reference/ztpcon.f
|
||||
reference/cppcon.f reference/dlasdq.f reference/slaed8.f reference/zgebal.f reference/ztprfs.f
|
||||
reference/cppequ.f reference/dlasdt.f reference/slaed9.f reference/zgebd2.f reference/ztptri.f
|
||||
reference/cpprfs.f reference/dlaset.f reference/slaeda.f reference/zgebrd.f reference/ztptrs.f
|
||||
reference/cppsv.f reference/dlasq1.f reference/slaein.f reference/zgecon.f reference/ztpttf.f
|
||||
reference/cppsvx.f reference/dlasq2.f reference/slaev2.f reference/zgeequb.f reference/ztpttr.f
|
||||
reference/cpptrf.f reference/dlasq3.f reference/slaexc.f reference/zgeequ.f reference/ztrcon.f
|
||||
reference/cpptri.f reference/dlasq4.f reference/slag2d.f reference/zgees.f reference/ztrevc.f
|
||||
reference/cpptrs.f reference/dlasq5.f reference/slag2.f reference/zgeesx.f reference/ztrexc.f
|
||||
reference/cpstf2.f reference/dlasq6.f reference/sla_gbamv.f reference/zgeev.f reference/ztrrfs.f
|
||||
reference/cpstrf.f reference/dlasr.f reference/sla_gbrcond.f reference/zgeevx.f reference/ztrsen.f
|
||||
reference/cptcon.f reference/dlasrt.f reference/sla_gbrfsx_extended.f reference/zgegs.f reference/ztrsna.f
|
||||
reference/cpteqr.f reference/dlassq.f reference/sla_gbrpvgrw.f reference/zgegv.f reference/ztrsyl.f
|
||||
reference/cptrfs.f reference/dlasv2.f reference/sla_geamv.f reference/zgehd2.f reference/ztrti2.f
|
||||
reference/cptsv.f reference/dlaswp.f reference/sla_gercond.f reference/zgehrd.f reference/ztrtri.f
|
||||
reference/cptsvx.f reference/dlasy2.f reference/sla_gerfsx_extended.f reference/zgelq2.f reference/ztrtrs.f
|
||||
reference/cpttrf.f reference/dla_syamv.f reference/slags2.f reference/zgelqf.f reference/ztrttf.f
|
||||
reference/cpttrs.f reference/dlasyf.f reference/slagtf.f reference/zgelsd.f reference/ztrttp.f
|
||||
reference/cptts2.f reference/dla_syrcond.f reference/slagtm.f reference/zgels.f reference/ztzrqf.f
|
||||
reference/crot.f reference/dla_syrfsx_extended.f reference/slagts.f reference/zgelss.f reference/ztzrzf.f
|
||||
reference/cspcon.f reference/dla_syrpvgrw.f reference/slagv2.f reference/zgelsx.f reference/zung2l.f
|
||||
reference/cspmv.f reference/dlat2s.f reference/slahqr.f reference/zgelsy.f reference/zung2r.f
|
||||
reference/cspr.f reference/dlatbs.f reference/slahr2.f reference/zgeql2.f reference/zungbr.f
|
||||
reference/csprfs.f reference/dlatdf.f reference/slahrd.f reference/zgeqlf.f reference/zunghr.f
|
||||
reference/cspsv.f reference/dlatps.f reference/slaic1.f reference/zgeqp3.f reference/zungl2.f
|
||||
reference/cspsvx.f reference/dlatrd.f reference/slaisnan.f reference/zgeqpf.f reference/zunglq.f
|
||||
reference/csptrf.f reference/dlatrs.f reference/sla_lin_berr.f reference/zgeqr2.f reference/zungql.f
|
||||
reference/csptri.f reference/dlatrz.f reference/slaln2.f reference/zgeqrf.f reference/zungqr.f
|
||||
reference/csptrs.f reference/dlatzm.f reference/slals0.f reference/zgerfs.f reference/zungr2.f
|
||||
reference/csrscl.f reference/dlauu2.f reference/slalsa.f reference/zgerfsx.f reference/zungrq.f
|
||||
reference/cstedc.f reference/dlauum.f reference/slalsd.f reference/zgerq2.f reference/zungtr.f
|
||||
reference/cstegr.f reference/dla_wwaddw.f reference/slamrg.f reference/zgerqf.f reference/zunm2l.f
|
||||
reference/cstein.f reference/dopgtr.f reference/slaneg.f reference/zgesc2.f reference/zunm2r.f
|
||||
reference/cstemr.f reference/dopmtr.f reference/slangb.f reference/zgesdd.f reference/zunmbr.f
|
||||
reference/csteqr.f reference/dorg2l.f reference/slange.f reference/zgesvd.f reference/zunmhr.f
|
||||
reference/csycon.f reference/dorg2r.f reference/slangt.f reference/zgesv.f reference/zunml2.f
|
||||
reference/csyequb.f reference/dorgbr.f reference/slanhs.f reference/zgesvx.f reference/zunmlq.f
|
||||
reference/csymv.f reference/dorghr.f reference/slansb.f reference/zgesvxx.f reference/zunmql.f
|
||||
reference/csyr.f reference/dorgl2.f reference/slansf.f reference/zgetc2.f reference/zunmqr.f
|
||||
reference/csyrfs.f reference/dorglq.f reference/slansp.f reference/zgetf2.f reference/zunmr2.f
|
||||
reference/csyrfsx.f reference/dorgql.f reference/slanst.f
|
||||
reference/zunmr3.f
|
||||
reference/csysv.f reference/dorgqr.f reference/slansy.f reference/zgetri.f reference/zunmrq.f
|
||||
reference/csysvx.f reference/dorgr2.f reference/slantb.f reference/zunmrz.f
|
||||
reference/csysvxx.f reference/dorgrq.f reference/slantp.f reference/zggbak.f reference/zunmtr.f
|
||||
reference/csytf2.f reference/dorgtr.f reference/slantr.f reference/zggbal.f reference/zupgtr.f
|
||||
reference/csytrf.f reference/dorm2l.f reference/slanv2.f reference/zgges.f reference/zupmtr.f
|
||||
reference/csytri.f reference/dorm2r.f reference/slapll.f reference/zggesx.f
|
||||
reference/csytrs.f reference/dormbr.f reference/slapmt.f reference/zggev.f
|
||||
reference/ctbcon.f reference/dormhr.f reference/sla_porcond.f reference/zggevx.f
|
||||
)
|
||||
|
||||
add_library(eigen_lapack_static ${EigenLapack_SRCS})
|
||||
# add_library(eigen_lapack SHARED ${EigenLapack_SRCS})
|
||||
|
||||
if(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO)
|
||||
target_link_libraries(eigen_lapack_static ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
|
||||
# target_link_libraries(eigen_lapack ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
|
||||
endif()
|
||||
|
||||
# add_dependencies(lapack eigen_lapack eigen_lapack_static)
|
||||
add_dependencies(lapack eigen_lapack_static)
|
||||
|
||||
# install(TARGETS eigen_lapack
|
||||
# RUNTIME DESTINATION bin
|
||||
# LIBRARY DESTINATION lib
|
||||
# ARCHIVE DESTINATION lib)
|
||||
|
||||
|
||||
# add_subdirectory(testing)
|
||||
endif(CMAKE_Fortran_COMPILER_WORKS)
|
||||
87
lapack/cholesky.cpp
Normal file
87
lapack/cholesky.cpp
Normal file
@ -0,0 +1,87 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#include "lapack_common.h"
|
||||
#include <Eigen/Cholesky>
|
||||
|
||||
// POTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
|
||||
EIGEN_LAPACK_FUNC(potrf,(char* uplo, int *n, RealScalar *pa, int *lda, int *info))
|
||||
{
|
||||
*info = 0;
|
||||
if(UPLO(*uplo)==INVALID) *info = -1;
|
||||
else if(*n<0) *info = -2;
|
||||
else if(*lda<std::max(1,*n)) *info = -4;
|
||||
if(*info!=0)
|
||||
{
|
||||
int e = -*info;
|
||||
return xerbla_(SCALAR_SUFFIX_UP"POTRF", &e, 6);
|
||||
}
|
||||
|
||||
Scalar* a = reinterpret_cast<Scalar*>(pa);
|
||||
MatrixType A(a,*n,*n,*lda);
|
||||
int ret;
|
||||
if(UPLO(*uplo)==UP) ret = internal::llt_inplace<Upper>::blocked(A);
|
||||
else ret = internal::llt_inplace<Lower>::blocked(A);
|
||||
|
||||
if(ret>=0)
|
||||
*info = ret+1;
|
||||
|
||||
return 0;
|
||||
}
|
||||
|
||||
// POTRS solves a system of linear equations A*X = B with a symmetric
|
||||
// positive definite matrix A using the Cholesky factorization
|
||||
// A = U**T*U or A = L*L**T computed by DPOTRF.
|
||||
EIGEN_LAPACK_FUNC(potrs,(char* uplo, int *n, int *nrhs, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, int *info))
|
||||
{
|
||||
*info = 0;
|
||||
if(UPLO(*uplo)==INVALID) *info = -1;
|
||||
else if(*n<0) *info = -2;
|
||||
else if(*nrhs<0) *info = -3;
|
||||
else if(*lda<std::max(1,*n)) *info = -5;
|
||||
else if(*ldb<std::max(1,*n)) *info = -7;
|
||||
if(*info!=0)
|
||||
{
|
||||
int e = -*info;
|
||||
return xerbla_(SCALAR_SUFFIX_UP"POTRS", &e, 6);
|
||||
}
|
||||
|
||||
Scalar* a = reinterpret_cast<Scalar*>(pa);
|
||||
Scalar* b = reinterpret_cast<Scalar*>(pb);
|
||||
MatrixType A(a,*n,*n,*lda);
|
||||
MatrixType B(b,*n,*nrhs,*ldb);
|
||||
|
||||
if(UPLO(*uplo)==UP)
|
||||
{
|
||||
A.triangularView<Upper>().adjoint().solveInPlace(B);
|
||||
A.triangularView<Upper>().solveInPlace(B);
|
||||
}
|
||||
else
|
||||
{
|
||||
A.triangularView<Lower>().solveInPlace(B);
|
||||
A.triangularView<Lower>().adjoint().solveInPlace(B);
|
||||
}
|
||||
|
||||
return 0;
|
||||
}
|
||||
32
lapack/complex_double.cpp
Normal file
32
lapack/complex_double.cpp
Normal file
@ -0,0 +1,32 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2009-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#define SCALAR std::complex<double>
|
||||
#define SCALAR_SUFFIX z
|
||||
#define SCALAR_SUFFIX_UP "Z"
|
||||
#define REAL_SCALAR_SUFFIX d
|
||||
#define ISCOMPLEX 1
|
||||
|
||||
#include "cholesky.cpp"
|
||||
#include "lu.cpp"
|
||||
32
lapack/complex_single.cpp
Normal file
32
lapack/complex_single.cpp
Normal file
@ -0,0 +1,32 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2009-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#define SCALAR std::complex<float>
|
||||
#define SCALAR_SUFFIX c
|
||||
#define SCALAR_SUFFIX_UP "C"
|
||||
#define REAL_SCALAR_SUFFIX s
|
||||
#define ISCOMPLEX 1
|
||||
|
||||
#include "cholesky.cpp"
|
||||
#include "lu.cpp"
|
||||
31
lapack/double.cpp
Normal file
31
lapack/double.cpp
Normal file
@ -0,0 +1,31 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2009-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#define SCALAR double
|
||||
#define SCALAR_SUFFIX d
|
||||
#define SCALAR_SUFFIX_UP "D"
|
||||
#define ISCOMPLEX 0
|
||||
|
||||
#include "cholesky.cpp"
|
||||
#include "lu.cpp"
|
||||
38
lapack/lapack_common.h
Normal file
38
lapack/lapack_common.h
Normal file
@ -0,0 +1,38 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#ifndef EIGEN_LAPACK_COMMON_H
|
||||
#define EIGEN_LAPACK_COMMON_H
|
||||
|
||||
#include "../blas/common.h"
|
||||
|
||||
#define EIGEN_LAPACK_FUNC(FUNC,ARGLIST) \
|
||||
extern "C" { int EIGEN_BLAS_FUNC(FUNC) ARGLIST; } \
|
||||
int EIGEN_BLAS_FUNC(FUNC) ARGLIST
|
||||
|
||||
typedef Eigen::Map<Eigen::Transpositions<Eigen::Dynamic,Eigen::Dynamic,int> > PivotsType;
|
||||
|
||||
|
||||
|
||||
#endif // EIGEN_LAPACK_COMMON_H
|
||||
104
lapack/lu.cpp
Normal file
104
lapack/lu.cpp
Normal file
@ -0,0 +1,104 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#include "common.h"
|
||||
#include <Eigen/LU>
|
||||
|
||||
// computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges
|
||||
EIGEN_LAPACK_FUNC(getrf,(int *m, int *n, RealScalar *pa, int *lda, int *ipiv, int *info))
|
||||
{
|
||||
*info = 0;
|
||||
if(*m<0) *info = -1;
|
||||
else if(*n<0) *info = -2;
|
||||
else if(*lda<std::max(1,*m)) *info = -4;
|
||||
if(*info!=0)
|
||||
{
|
||||
int e = -*info;
|
||||
return xerbla_(SCALAR_SUFFIX_UP"GETRF", &e, 6);
|
||||
}
|
||||
|
||||
if(*m==0 || *n==0)
|
||||
return 0;
|
||||
|
||||
Scalar* a = reinterpret_cast<Scalar*>(pa);
|
||||
int nb_transpositions;
|
||||
int ret = Eigen::internal::partial_lu_impl<Scalar,ColMajor,int>
|
||||
::blocked_lu(*m, *n, a, *lda, ipiv, nb_transpositions);
|
||||
|
||||
for(int i=0; i<std::min(*m,*n); ++i)
|
||||
ipiv[i]++;
|
||||
|
||||
if(ret>=0)
|
||||
*info = ret+1;
|
||||
|
||||
return 0;
|
||||
}
|
||||
|
||||
//GETRS solves a system of linear equations
|
||||
// A * X = B or A' * X = B
|
||||
// with a general N-by-N matrix A using the LU factorization computed by GETRF
|
||||
EIGEN_LAPACK_FUNC(getrs,(char *trans, int *n, int *nrhs, RealScalar *pa, int *lda, int *ipiv, RealScalar *pb, int *ldb, int *info))
|
||||
{
|
||||
*info = 0;
|
||||
if(OP(*trans)==INVALID) *info = -1;
|
||||
else if(*n<0) *info = -2;
|
||||
else if(*nrhs<0) *info = -3;
|
||||
else if(*lda<std::max(1,*n)) *info = -5;
|
||||
else if(*ldb<std::max(1,*n)) *info = -8;
|
||||
if(*info!=0)
|
||||
{
|
||||
int e = -*info;
|
||||
return xerbla_(SCALAR_SUFFIX_UP"GETRS", &e, 6);
|
||||
}
|
||||
|
||||
Scalar* a = reinterpret_cast<Scalar*>(pa);
|
||||
Scalar* b = reinterpret_cast<Scalar*>(pb);
|
||||
MatrixType lu(a,*n,*n,*lda);
|
||||
MatrixType B(b,*n,*nrhs,*ldb);
|
||||
|
||||
for(int i=0; i<*n; ++i)
|
||||
ipiv[i]--;
|
||||
if(OP(*trans)==NOTR)
|
||||
{
|
||||
B = PivotsType(ipiv,*n) * B;
|
||||
lu.triangularView<UnitLower>().solveInPlace(B);
|
||||
lu.triangularView<Upper>().solveInPlace(B);
|
||||
}
|
||||
else if(OP(*trans)==TR)
|
||||
{
|
||||
lu.triangularView<Upper>().transpose().solveInPlace(B);
|
||||
lu.triangularView<UnitLower>().transpose().solveInPlace(B);
|
||||
B = PivotsType(ipiv,*n).transpose() * B;
|
||||
}
|
||||
else if(OP(*trans)==ADJ)
|
||||
{
|
||||
lu.triangularView<Upper>().adjoint().solveInPlace(B);
|
||||
lu.triangularView<UnitLower>().adjoint().solveInPlace(B);
|
||||
B = PivotsType(ipiv,*n).transpose() * B;
|
||||
}
|
||||
for(int i=0; i<*n; ++i)
|
||||
ipiv[i]++;
|
||||
|
||||
return 0;
|
||||
}
|
||||
31
lapack/single.cpp
Normal file
31
lapack/single.cpp
Normal file
@ -0,0 +1,31 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2009-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
#define SCALAR float
|
||||
#define SCALAR_SUFFIX s
|
||||
#define SCALAR_SUFFIX_UP "S"
|
||||
#define ISCOMPLEX 0
|
||||
|
||||
#include "cholesky.cpp"
|
||||
#include "lu.cpp"
|
||||
Loading…
Reference in New Issue
Block a user