// Copyright (C) 2010 Davis E. King (davis@dlib.net) // License: Boost Software License See LICENSE.txt for the full license. #ifndef DLIB_MATRiX_TRSM_Hh_ #define DLIB_MATRiX_TRSM_Hh_ #include "lapack/fortran_id.h" #include "cblas_constants.h" namespace dlib { namespace blas_bindings { #ifndef CBLAS_H extern "C" { void cblas_strsm(const enum CBLAS_ORDER Order, const enum CBLAS_SIDE Side, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, const int M, const int N, const float alpha, const float *A, const int lda, float *B, const int ldb); void cblas_dtrsm(const enum CBLAS_ORDER Order, const enum CBLAS_SIDE Side, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, const int M, const int N, const double alpha, const double *A, const int lda, double *B, const int ldb); } #endif // if not CBLAS_H // ------------------------------------------------------------------------------------ /* Purpose */ /* ======= */ /* DTRSM solves one of the matrix equations */ /* op( A )*X = alpha*B, or X*op( A ) = alpha*B, */ /* where alpha is a scalar, X and B are m by n matrices, A is a unit, or */ /* non-unit, upper or lower triangular matrix and op( A ) is one of */ /* op( A ) = A or op( A ) = A'. */ /* The matrix X is overwritten on B. */ /* Arguments */ /* ========== */ /* SIDE - CHARACTER*1. */ /* On entry, SIDE specifies whether op( A ) appears on the left */ /* or right of X as follows: */ /* SIDE = 'L' or 'l' op( A )*X = alpha*B. */ /* SIDE = 'R' or 'r' X*op( A ) = alpha*B. */ /* Unchanged on exit. */ /* UPLO - CHARACTER*1. */ /* On entry, UPLO specifies whether the matrix A is an upper or */ /* lower triangular matrix as follows: */ /* UPLO = 'U' or 'u' A is an upper triangular matrix. */ /* UPLO = 'L' or 'l' A is a lower triangular matrix. */ /* Unchanged on exit. */ /* TRANSA - CHARACTER*1. */ /* On entry, TRANSA specifies the form of op( A ) to be used in */ /* the matrix multiplication as follows: */ /* TRANSA = 'N' or 'n' op( A ) = A. */ /* TRANSA = 'T' or 't' op( A ) = A'. */ /* TRANSA = 'C' or 'c' op( A ) = A'. */ /* Unchanged on exit. */ /* DIAG - CHARACTER*1. */ /* On entry, DIAG specifies whether or not A is unit triangular */ /* as follows: */ /* DIAG = 'U' or 'u' A is assumed to be unit triangular. */ /* DIAG = 'N' or 'n' A is not assumed to be unit */ /* triangular. */ /* Unchanged on exit. */ /* M - INTEGER. */ /* On entry, M specifies the number of rows of B. M must be at */ /* least zero. */ /* Unchanged on exit. */ /* N - INTEGER. */ /* On entry, N specifies the number of columns of B. N must be */ /* at least zero. */ /* Unchanged on exit. */ /* ALPHA - DOUBLE PRECISION. */ /* On entry, ALPHA specifies the scalar alpha. When alpha is */ /* zero then A is not referenced and B need not be set before */ /* entry. */ /* Unchanged on exit. */ /* A - DOUBLE PRECISION array of DIMENSION ( LDA, k ), where k is m */ /* when SIDE = 'L' or 'l' and is n when SIDE = 'R' or 'r'. */ /* Before entry with UPLO = 'U' or 'u', the leading k by k */ /* upper triangular part of the array A must contain the upper */ /* triangular matrix and the strictly lower triangular part of */ /* A is not referenced. */ /* Before entry with UPLO = 'L' or 'l', the leading k by k */ /* lower triangular part of the array A must contain the lower */ /* triangular matrix and the strictly upper triangular part of */ /* A is not referenced. */ /* Note that when DIAG = 'U' or 'u', the diagonal elements of */ /* A are not referenced either, but are assumed to be unity. */ /* Unchanged on exit. */ /* LDA - INTEGER. */ /* On entry, LDA specifies the first dimension of A as declared */ /* in the calling (sub) program. When SIDE = 'L' or 'l' then */ /* LDA must be at least max( 1, m ), when SIDE = 'R' or 'r' */ /* then LDA must be at least max( 1, n ). */ /* Unchanged on exit. */ /* B - DOUBLE PRECISION array of DIMENSION ( LDB, n ). */ /* Before entry, the leading m by n part of the array B must */ /* contain the right-hand side matrix B, and on exit is */ /* overwritten by the solution matrix X. */ /* LDB - INTEGER. */ /* On entry, LDB specifies the first dimension of B as declared */ /* in the calling (sub) program. LDB must be at least */ /* max( 1, m ). */ /* Unchanged on exit. */ /* Level 3 Blas routine. */ /* -- Written on 8-February-1989. */ /* Jack Dongarra, Argonne National Laboratory. */ /* Iain Duff, AERE Harwell. */ /* Jeremy Du Croz, Numerical Algorithms Group Ltd. */ /* Sven Hammarling, Numerical Algorithms Group Ltd. */ template <typename T> void local_trsm( const enum CBLAS_ORDER Order, enum CBLAS_SIDE Side, enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, long m, long n, T alpha, const T *a, long lda, T *b, long ldb ) /*! This is a copy of the dtrsm routine from the netlib.org BLAS which was run though f2c and converted into this form for use when a BLAS library is not available. !*/ { if (Order == CblasRowMajor) { // since row major ordering looks like transposition to FORTRAN we need to flip a // few things. if (Side == CblasLeft) Side = CblasRight; else Side = CblasLeft; if (Uplo == CblasUpper) Uplo = CblasLower; else Uplo = CblasUpper; std::swap(m,n); } /* System generated locals */ long a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3; /* Local variables */ long i__, j, k, info; T temp; bool lside; long nrowa; bool upper; bool nounit; /* Parameter adjustments */ a_dim1 = lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = ldb; b_offset = 1 + b_dim1; b -= b_offset; /* Function Body */ lside = (Side == CblasLeft); if (lside) { nrowa = m; } else { nrowa = n; } nounit = (Diag == CblasNonUnit); upper = (Uplo == CblasUpper); info = 0; if (! lside && ! (Side == CblasRight)) { info = 1; } else if (! upper && !(Uplo == CblasLower) ) { info = 2; } else if (!(TransA == CblasNoTrans) && !(TransA == CblasTrans) && !(TransA == CblasConjTrans)) { info = 3; } else if (!(Diag == CblasUnit) && !(Diag == CblasNonUnit) ) { info = 4; } else if (m < 0) { info = 5; } else if (n < 0) { info = 6; } else if (lda < std::max<long>(1,nrowa)) { info = 9; } else if (ldb < std::max<long>(1,m)) { info = 11; } DLIB_CASSERT( info == 0, "Invalid inputs given to local_trsm"); /* Quick return if possible. */ if (m == 0 || n == 0) { return; } /* And when alpha.eq.zero. */ if (alpha == 0.) { i__1 = n; for (j = 1; j <= i__1; ++j) { i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] = 0.; /* L10: */ } /* L20: */ } return; } /* Start the operations. */ if (lside) { if (TransA == CblasNoTrans) { /* Form B := alpha*inv( A )*B. */ if (upper) { i__1 = n; for (j = 1; j <= i__1; ++j) { if (alpha != 1.) { i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] = alpha * b[i__ + j * b_dim1] ; /* L30: */ } } for (k = m; k >= 1; --k) { if (b[k + j * b_dim1] != 0.) { if (nounit) { b[k + j * b_dim1] /= a[k + k * a_dim1]; } i__2 = k - 1; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] -= b[k + j * b_dim1] * a[ i__ + k * a_dim1]; /* L40: */ } } /* L50: */ } /* L60: */ } } else { i__1 = n; for (j = 1; j <= i__1; ++j) { if (alpha != 1.) { i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] = alpha * b[i__ + j * b_dim1] ; /* L70: */ } } i__2 = m; for (k = 1; k <= i__2; ++k) { if (b[k + j * b_dim1] != 0.) { if (nounit) { b[k + j * b_dim1] /= a[k + k * a_dim1]; } i__3 = m; for (i__ = k + 1; i__ <= i__3; ++i__) { b[i__ + j * b_dim1] -= b[k + j * b_dim1] * a[ i__ + k * a_dim1]; /* L80: */ } } /* L90: */ } /* L100: */ } } } else { /* Form B := alpha*inv( A' )*B. */ if (upper) { i__1 = n; for (j = 1; j <= i__1; ++j) { i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { temp = alpha * b[i__ + j * b_dim1]; i__3 = i__ - 1; for (k = 1; k <= i__3; ++k) { temp -= a[k + i__ * a_dim1] * b[k + j * b_dim1]; /* L110: */ } if (nounit) { temp /= a[i__ + i__ * a_dim1]; } b[i__ + j * b_dim1] = temp; /* L120: */ } /* L130: */ } } else { i__1 = n; for (j = 1; j <= i__1; ++j) { for (i__ = m; i__ >= 1; --i__) { temp = alpha * b[i__ + j * b_dim1]; i__2 = m; for (k = i__ + 1; k <= i__2; ++k) { temp -= a[k + i__ * a_dim1] * b[k + j * b_dim1]; /* L140: */ } if (nounit) { temp /= a[i__ + i__ * a_dim1]; } b[i__ + j * b_dim1] = temp; /* L150: */ } /* L160: */ } } } } else { if (TransA == CblasNoTrans) { /* Form B := alpha*B*inv( A ). */ if (upper) { i__1 = n; for (j = 1; j <= i__1; ++j) { if (alpha != 1.) { i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] = alpha * b[i__ + j * b_dim1] ; /* L170: */ } } i__2 = j - 1; for (k = 1; k <= i__2; ++k) { if (a[k + j * a_dim1] != 0.) { i__3 = m; for (i__ = 1; i__ <= i__3; ++i__) { b[i__ + j * b_dim1] -= a[k + j * a_dim1] * b[ i__ + k * b_dim1]; /* L180: */ } } /* L190: */ } if (nounit) { temp = 1. / a[j + j * a_dim1]; i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] = temp * b[i__ + j * b_dim1]; /* L200: */ } } /* L210: */ } } else { for (j = n; j >= 1; --j) { if (alpha != 1.) { i__1 = m; for (i__ = 1; i__ <= i__1; ++i__) { b[i__ + j * b_dim1] = alpha * b[i__ + j * b_dim1] ; /* L220: */ } } i__1 = n; for (k = j + 1; k <= i__1; ++k) { if (a[k + j * a_dim1] != 0.) { i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] -= a[k + j * a_dim1] * b[ i__ + k * b_dim1]; /* L230: */ } } /* L240: */ } if (nounit) { temp = 1. / a[j + j * a_dim1]; i__1 = m; for (i__ = 1; i__ <= i__1; ++i__) { b[i__ + j * b_dim1] = temp * b[i__ + j * b_dim1]; /* L250: */ } } /* L260: */ } } } else { /* Form B := alpha*B*inv( A' ). */ if (upper) { for (k = n; k >= 1; --k) { if (nounit) { temp = 1. / a[k + k * a_dim1]; i__1 = m; for (i__ = 1; i__ <= i__1; ++i__) { b[i__ + k * b_dim1] = temp * b[i__ + k * b_dim1]; /* L270: */ } } i__1 = k - 1; for (j = 1; j <= i__1; ++j) { if (a[j + k * a_dim1] != 0.) { temp = a[j + k * a_dim1]; i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + j * b_dim1] -= temp * b[i__ + k * b_dim1]; /* L280: */ } } /* L290: */ } if (alpha != 1.) { i__1 = m; for (i__ = 1; i__ <= i__1; ++i__) { b[i__ + k * b_dim1] = alpha * b[i__ + k * b_dim1] ; /* L300: */ } } /* L310: */ } } else { i__1 = n; for (k = 1; k <= i__1; ++k) { if (nounit) { temp = 1. / a[k + k * a_dim1]; i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + k * b_dim1] = temp * b[i__ + k * b_dim1]; /* L320: */ } } i__2 = n; for (j = k + 1; j <= i__2; ++j) { if (a[j + k * a_dim1] != 0.) { temp = a[j + k * a_dim1]; i__3 = m; for (i__ = 1; i__ <= i__3; ++i__) { b[i__ + j * b_dim1] -= temp * b[i__ + k * b_dim1]; /* L330: */ } } /* L340: */ } if (alpha != 1.) { i__2 = m; for (i__ = 1; i__ <= i__2; ++i__) { b[i__ + k * b_dim1] = alpha * b[i__ + k * b_dim1] ; /* L350: */ } } /* L360: */ } } } } } // ------------------------------------------------------------------------------------ inline void cblas_trsm(const enum CBLAS_ORDER Order, const enum CBLAS_SIDE Side, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, const int M, const int N, const float alpha, const float *A, const int lda, float *B, const int ldb) { #ifdef DLIB_USE_BLAS if (M > 4) { cblas_strsm(Order, Side, Uplo, TransA, Diag, M, N, alpha, A, lda, B, ldb); return; } #endif local_trsm(Order, Side, Uplo, TransA, Diag, M, N, alpha, A, lda, B, ldb); } inline void cblas_trsm(const enum CBLAS_ORDER Order, const enum CBLAS_SIDE Side, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, const int M, const int N, const double alpha, const double *A, const int lda, double *B, const int ldb) { #ifdef DLIB_USE_BLAS if (M > 4) { cblas_dtrsm(Order, Side, Uplo, TransA, Diag, M, N, alpha, A, lda, B, ldb); return; } #endif local_trsm(Order, Side, Uplo, TransA, Diag, M, N, alpha, A, lda, B, ldb); } inline void cblas_trsm(const enum CBLAS_ORDER Order, const enum CBLAS_SIDE Side, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, const int M, const int N, const long double alpha, const long double *A, const int lda, long double *B, const int ldb) { local_trsm(Order, Side, Uplo, TransA, Diag, M, N, alpha, A, lda, B, ldb); } // ------------------------------------------------------------------------------------ template < typename T, long NR1, long NR2, long NC1, long NC2, typename MM > inline void triangular_solver ( const enum CBLAS_SIDE Side, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, const matrix<T,NR1,NC1,MM,row_major_layout>& A, const T alpha, matrix<T,NR2,NC2,MM,row_major_layout>& B ) { cblas_trsm(CblasRowMajor, Side, Uplo, TransA, Diag, B.nr(), B.nc(), alpha, &A(0,0), A.nc(), &B(0,0), B.nc()); } // ------------------------------------------------------------------------------------ template < typename T, long NR1, long NR2, long NC1, long NC2, typename MM > inline void triangular_solver ( const enum CBLAS_SIDE Side, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, const matrix<T,NR1,NC1,MM,column_major_layout>& A, const T alpha, matrix<T,NR2,NC2,MM,column_major_layout>& B ) { cblas_trsm(CblasColMajor, Side, Uplo, TransA, Diag, B.nr(), B.nc(), alpha, &A(0,0), A.nr(), &B(0,0), B.nr()); } // ------------------------------------------------------------------------------------ template < typename T, long NR1, long NR2, long NC1, long NC2, typename MM > inline void triangular_solver ( const enum CBLAS_SIDE Side, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, const matrix<T,NR1,NC1,MM,column_major_layout>& A, matrix<T,NR2,NC2,MM,column_major_layout>& B, long rows_of_B ) { const T alpha = 1; cblas_trsm(CblasColMajor, Side, Uplo, TransA, Diag, rows_of_B, B.nc(), alpha, &A(0,0), A.nr(), &B(0,0), B.nr()); } // ------------------------------------------------------------------------------------ template < typename T, long NR1, long NR2, long NC1, long NC2, typename MM, typename layout > inline void triangular_solver ( const enum CBLAS_SIDE Side, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE TransA, const enum CBLAS_DIAG Diag, const matrix<T,NR1,NC1,MM,layout>& A, matrix<T,NR2,NC2,MM,layout>& B ) { const T alpha = 1; triangular_solver(Side, Uplo, TransA, Diag, A, alpha, B); } // ------------------------------------------------------------------------------------ } } #endif // DLIB_MATRiX_TRSM_Hh_