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/**
* $Id$
* ***** BEGIN GPL/BL DUAL LICENSE BLOCK *****
*
* This program is free software; 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. The Blender
* Foundation also sells licenses for use in proprietary software under
* the Blender License. See http://www.blender.org/BL/ for information
* about this.
*
* This program 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software Foundation,
* Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*
* The Original Code is Copyright (C) 2001-2002 by NaN Holding BV.
* All rights reserved.
*
* The Original Code is: all of this file.
*
* Contributor(s): none yet.
*
* ***** END GPL/BL DUAL LICENSE BLOCK *****
*/
/*
*
* Template Numerical Toolkit (TNT): Linear Algebra Module
*
* Mathematical and Computational Sciences Division
* National Institute of Technology,
* Gaithersburg, MD USA
*
*
* This software was developed at the National Institute of Standards and
* Technology (NIST) by employees of the Federal Government in the course
* of their official duties. Pursuant to title 17 Section 105 of the
* United States Code, this software is not subject to copyright protection
* and is in the public domain. The Template Numerical Toolkit (TNT) is
* an experimental system. NIST assumes no responsibility whatsoever for
* its use by other parties, and makes no guarantees, expressed or implied,
* about its quality, reliability, or any other characteristic.
*
* BETA VERSION INCOMPLETE AND SUBJECT TO CHANGE
* see http://math.nist.gov/tnt for latest updates.
*
*/
// Header file for Fortran Lapack
#ifndef LAPACK_H
#define LAPACK_H
// This file incomplete and included here to only demonstrate the
// basic framework for linking with the Fortran Lapack routines.
#include "fortran.h"
#include "vec.h"
#include "fmat.h"
#define F77_DGESV dgesv_
#define F77_DGELS dgels_
#define F77_DSYEV dsyev_
#define F77_DGEEV dgeev_
extern "C"
{
// linear equations (general) using LU factorizaiton
//
void F77_DGESV(cfi_ N, cfi_ nrhs, fda_ A, cfi_ lda,
fia_ ipiv, fda_ b, cfi_ ldb, fi_ info);
// solve linear least squares using QR or LU factorization
//
void F77_DGELS(cfch_ trans, cfi_ M,
cfi_ N, cfi_ nrhs, fda_ A, cfi_ lda, fda_ B, cfi_ ldb, fda_ work,
cfi_ lwork, fi_ info);
// solve symmetric eigenvalues
//
void F77_DSYEV( cfch_ jobz, cfch_ uplo, cfi_ N, fda_ A, cfi_ lda,
fda_ W, fda_ work, cfi_ lwork, fi_ info);
// solve unsymmetric eigenvalues
//
void F77_DGEEV(cfch_ jobvl, cfch_ jobvr, cfi_ N, fda_ A, cfi_ lda,
fda_ wr, fda_ wi, fda_ vl, cfi_ ldvl, fda_ vr,
cfi_ ldvr, fda_ work, cfi_ lwork, fi_ info);
}
// solve linear equations using LU factorization
using namespace TNT;
Vector<double> Lapack_LU_linear_solve(const Fortran_Matrix<double> &A,
const Vector<double> &b)
{
const Fortran_integer one=1;
Subscript M=A.num_rows();
Subscript N=A.num_cols();
Fortran_Matrix<double> Tmp(A);
Vector<double> x(b);
Vector<Fortran_integer> index(M);
Fortran_integer info = 0;
F77_DGESV(&N, &one, &Tmp(1,1), &M, &index(1), &x(1), &M, &info);
if (info != 0) return Vector<double>(0);
else
return x;
}
// solve linear least squares problem using QR factorization
//
Vector<double> Lapack_LLS_QR_linear_solve(const Fortran_Matrix<double> &A,
const Vector<double> &b)
{
const Fortran_integer one=1;
Subscript M=A.num_rows();
Subscript N=A.num_cols();
Fortran_Matrix<double> Tmp(A);
Vector<double> x(b);
Fortran_integer info = 0;
char transp = 'N';
Fortran_integer lwork = 5 * (M+N); // temporary work space
Vector<double> work(lwork);
F77_DGELS(&transp, &M, &N, &one, &Tmp(1,1), &M, &x(1), &M, &work(1),
&lwork, &info);
if (info != 0) return Vector<double>(0);
else
return x;
}
// *********************** Eigenvalue problems *******************
// solve symmetric eigenvalue problem (eigenvalues only)
//
Vector<double> Upper_symmetric_eigenvalue_solve(const Fortran_Matrix<double> &A)
{
char jobz = 'N';
char uplo = 'U';
Subscript N = A.num_rows();
assert(N == A.num_cols());
Vector<double> eigvals(N);
Fortran_integer worksize = 3*N;
Fortran_integer info = 0;
Vector<double> work(worksize);
Fortran_Matrix<double> Tmp = A;
F77_DSYEV(&jobz, &uplo, &N, &Tmp(1,1), &N, eigvals.begin(), work.begin(),
&worksize, &info);
if (info != 0) return Vector<double>();
else
return eigvals;
}
// solve unsymmetric eigenvalue problems
//
int eigenvalue_solve(const Fortran_Matrix<double> &A,
Vector<double> &wr, Vector<double> &wi)
{
char jobvl = 'N';
char jobvr = 'N';
Fortran_integer N = A.num_rows();
assert(N == A.num_cols());
if (N<1) return 1;
Fortran_Matrix<double> vl(1,N); /* should be NxN ? **** */
Fortran_Matrix<double> vr(1,N);
Fortran_integer one = 1;
Fortran_integer worksize = 5*N;
Fortran_integer info = 0;
Vector<double> work(worksize, 0.0);
Fortran_Matrix<double> Tmp = A;
wr.newsize(N);
wi.newsize(N);
// void F77_DGEEV(cfch_ jobvl, cfch_ jobvr, cfi_ N, fda_ A, cfi_ lda,
// fda_ wr, fda_ wi, fda_ vl, cfi_ ldvl, fda_ vr,
// cfi_ ldvr, fda_ work, cfi_ lwork, fi_ info);
F77_DGEEV(&jobvl, &jobvr, &N, &Tmp(1,1), &N, &(wr(1)),
&(wi(1)), &(vl(1,1)), &one, &(vr(1,1)), &one,
&(work(1)), &worksize, &info);
return (info==0 ? 0: 1);
}
#endif
// LAPACK_H
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