///////////////////////////////////////////////////////////////////// // = NMatrix // // A linear algebra library for scientific computation in Ruby. // NMatrix is part of SciRuby. // // NMatrix was originally inspired by and derived from NArray, by // Masahiro Tanaka: http://narray.rubyforge.org // // == Copyright Information // // SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation // NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation // // Please see LICENSE.txt for additional copyright notices. // // == Contributing // // By contributing source code to SciRuby, you agree to be bound by // our Contributor Agreement: // // * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement // // == getrs.h // // getrs function in native C++. // /* * Automatically Tuned Linear Algebra Software v3.8.4 * (C) Copyright 1999 R. Clint Whaley * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * 1. Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions, and the following disclaimer in the * documentation and/or other materials provided with the distribution. * 3. The name of the ATLAS group or the names of its contributers may * not be used to endorse or promote products derived from this * software without specific written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED * TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR * PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS * BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE * POSSIBILITY OF SUCH DAMAGE. * */ #ifndef POTRS_H #define POTRS_H extern "C" { #if defined HAVE_CBLAS_H #include #elif defined HAVE_ATLAS_CBLAS_H #include #endif } namespace nm { namespace math { /* * Solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization computed by POTRF. * * From ATLAS 3.8.0. */ template int potrs(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const int N, const int NRHS, const DType* A, const int lda, DType* B, const int ldb) { // enum CBLAS_DIAG Lunit, Uunit; // These aren't used. Not sure why they're declared in ATLAS' src. CBLAS_TRANSPOSE MyTrans = is_complex ? CblasConjTrans : CblasTrans; if (!N || !NRHS) return 0; const DType ONE = 1; if (Order == CblasColMajor) { if (Uplo == CblasUpper) { nm::math::trsm(Order, CblasLeft, CblasUpper, MyTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb); nm::math::trsm(Order, CblasLeft, CblasUpper, CblasNoTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb); } else { nm::math::trsm(Order, CblasLeft, CblasLower, CblasNoTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb); nm::math::trsm(Order, CblasLeft, CblasLower, MyTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb); } } else { // There's some kind of scaling operation that normally happens here in ATLAS. Not sure what it does, so we'll only // worry if something breaks. It probably has to do with their non-templated code and doesn't apply to us. if (Uplo == CblasUpper) { nm::math::trsm(Order, CblasRight, CblasUpper, CblasNoTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb); nm::math::trsm(Order, CblasRight, CblasUpper, MyTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb); } else { nm::math::trsm(Order, CblasRight, CblasLower, MyTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb); nm::math::trsm(Order, CblasRight, CblasLower, CblasNoTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb); } } return 0; } /* * Function signature conversion for calling LAPACK's potrs functions as directly as possible. * * For documentation: http://www.netlib.org/lapack/double/dpotrs.f * * This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp. */ template inline int clapack_potrs(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, const int nrhs, const void* a, const int lda, void* b, const int ldb) { return potrs(order, uplo, n, nrhs, reinterpret_cast(a), lda, reinterpret_cast(b), ldb); } } } // end nm::math #endif // POTRS_H