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329 lines
10 KiB
C++
329 lines
10 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 PUREBLAS
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#include "blas.h"
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// #endif
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// void sgemm_(const char *transa, const char *transb, const int *m, const int *n, const int *k,
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// const float *alpha, const float *a, const int *lda, const float *b, const int *ldb,
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// const float *beta, float *c, const int *ldc);
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//
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// void sgemv_(const char *trans, const int *m, const int *n, const float *alpha,
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// const float *a, const int *lda, const float *x, const int *incx,
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// const float *beta, float *y, const int *incy);
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//
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// void ssymv_(const char *trans, const char* uplo,
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// const int* N, const float* alpha, const float *A,
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// const int* lda, const float *X, const int* incX,
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// const float* beta, float *Y, const int* incY);
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//
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// void sscal_(const int *n, const float *alpha, const float *x, const int *incx);
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//
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// void saxpy_(const int *n, const float *alpha, const float *x, const int *incx,
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// float *y, const int *incy);
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//
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// void strsv_(const char *uplo, const char *trans, const char *diag, const int *n,
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// const float *a, const int *lda, float *x, const int *incx);
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//
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// void scopy_(const int *n, const float *x, const int *incx, float *y, const int *incy);
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// Cholesky Factorization
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// #include "mkl_lapack.h"
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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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void ssytrd_(char *uplo, const int *n, float *a, const int *lda, float *d, float *e, float *tau, float *work, int *lwork, int *info );
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void sgehrd_( const int *n, int *ilo, int *ihi, float *a, const int *lda, float *tau, float *work, int *lwork, int *info );
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// LU row pivoting
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// void dgetrf_( int *m, int *n, double *a, int *lda, int *ipiv, int *info );
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// void sgetrf_(const int* m, const int* n, float *a, const int* ld, int* ipivot, int* info);
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// LU full pivoting
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void sgetc2_(const int* n, float *a, const int *lda, int *ipiv, int *jpiv, int*info );
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#ifdef HAS_LAPACK
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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 symv(gene_matrix & A, gene_vector & B, gene_vector & X, int N)
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{
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cblas_dsymv(CblasColMajor,CblasLower,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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static float fone = 1;
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static float fzero = 0;
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static char notrans = 'N';
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static char trans = 'T';
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static char nonunit = 'N';
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static char lower = 'L';
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static int intone = 1;
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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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#ifdef PUREBLAS
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sgemv_(¬rans,&N,&N,&fone,A,&N,B,&intone,&fzero,X,&intone);
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#else
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cblas_sgemv(CblasColMajor,CblasNoTrans,N,N,1.0,A,N,B,1,0.0,X,1);
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#endif
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}
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static inline void symv(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
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#ifdef PUREBLAS
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ssymv_(&lower, &N,&fone,A,&N,B,&intone,&fzero,X,&intone);
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#else
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cblas_ssymv(CblasColMajor,CblasLower,N,1.0,A,N,B,1,0.0,X,1);
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#endif
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}
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static inline void syr2(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
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#ifdef PUREBLAS
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ssyr2_(&lower,&N,&fone,B,&intone,X,&intone,A,&N);
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#else
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cblas_ssyr2(CblasColMajor,CblasLower,N,1.0,B,1,X,1,A,N);
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#endif
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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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#ifdef PUREBLAS
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sgemv_(&trans,&N,&N,&fone,A,&N,B,&intone,&fzero,X,&intone);
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#else
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cblas_sgemv(CblasColMajor,CblasTrans,N,N,1.0,A,N,B,1,0.0,X,1);
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#endif
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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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#ifdef PUREBLAS
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sgemm_(¬rans,¬rans,&N,&N,&N,&fone,A,&N,B,&N,&fzero,X,&N);
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#else
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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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#endif
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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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#ifdef PUREBLAS
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sgemm_(¬rans,¬rans,&N,&N,&N,&fone,A,&N,B,&N,&fzero,X,&N);
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#else
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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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#endif
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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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#ifdef PUREBLAS
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sgemm_(&trans,¬rans,&N,&N,&N,&fone,A,&N,A,&N,&fzero,X,&N);
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#else
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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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#endif
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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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#ifdef PUREBLAS
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sgemm_(¬rans,&trans,&N,&N,&N,&fone,A,&N,A,&N,&fzero,X,&N);
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#else
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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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#endif
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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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#ifdef PUREBLAS
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saxpy_(&N,&coef,X,&intone,Y,&intone);
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#else
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cblas_saxpy(N,coef,X,1,Y,1);
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#endif
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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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#ifdef PUREBLAS
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sscal_(&N,&b,Y,&intone);
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saxpy_(&N,&a,X,&intone,Y,&intone);
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#else
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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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#endif
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}
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static inline void cholesky(const gene_vector & X, gene_vector & C, int N){
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int N2 = N*N;
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scopy_(&N2, X, &intone, C, &intone);
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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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}
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#ifdef HAS_LAPACK
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static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
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int N2 = N*N;
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scopy_(&N2, X, &intone, C, &intone);
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char uplo = 'L';
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int info = 0;
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int * ipiv = (int*)alloca(sizeof(int)*N);
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int * jpiv = (int*)alloca(sizeof(int)*N);
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sgetc2_(&N, C, &N, ipiv, jpiv, &info);
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}
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static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
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int N2 = N*N;
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scopy_(&N2, X, &intone, C, &intone);
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char uplo = 'L';
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int info = 0;
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int * ipiv = (int*)alloca(sizeof(int)*N);
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sgetrf_(&N, &N, C, &N, ipiv, &info);
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}
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static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){
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#ifdef PUREBLAS
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{
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int N2 = N*N;
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int inc = 1;
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scopy_(&N2, X, &inc, C, &inc);
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}
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#else
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cblas_scopy(N*N, X, 1, C, 1);
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#endif
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int info = 0;
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int ilo = 1;
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int ihi = N;
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int bsize = 64;
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int worksize = N*bsize;
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float* d = new float[N+worksize];
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sgehrd_(&N, &ilo, &ihi, C, &N, d, d+N, &worksize, &info);
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delete[] d;
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}
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static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){
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#ifdef PUREBLAS
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{
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int N2 = N*N;
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int inc = 1;
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scopy_(&N2, X, &inc, C, &inc);
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}
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#else
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cblas_scopy(N*N, X, 1, C, 1);
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#endif
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char uplo = 'U';
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int info = 0;
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int ilo = 1;
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int ihi = N;
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int bsize = 64;
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int worksize = N*bsize;
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float* d = new float[3*N+worksize];
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ssytrd_(&uplo, &N, C, &N, d, d+N, d+2*N, d+3*N, &worksize, &info);
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delete[] d;
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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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#ifdef PUREBLAS
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scopy_(&N, B, &intone, X, &intone);
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strsv_(&lower, ¬rans, &nonunit, &N, L, &N, X, &intone);
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#else
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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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#endif
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}
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static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix & X, int N){
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#ifdef PUREBLAS
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scopy_(&N, B, &intone, X, &intone);
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strsv_(&lower, ¬rans, &nonunit, &N, L, &N, X, &intone);
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#else
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cblas_scopy(N, B, 1, X, 1);
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cblas_strsm(CblasColMajor, CblasRight, CblasLower, CblasNoTrans, CblasNonUnit, N, N, 1, L, N, X, N);
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#endif
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}
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};
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#endif
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