diff options
Diffstat (limited to 'packages')
-rw-r--r-- | packages/base/src/Internal/C/lapack-aux.c | 165 | ||||
-rw-r--r-- | packages/base/src/Internal/LAPACK.hs | 74 |
2 files changed, 98 insertions, 141 deletions
diff --git a/packages/base/src/Internal/C/lapack-aux.c b/packages/base/src/Internal/C/lapack-aux.c index 1018126..ca60846 100644 --- a/packages/base/src/Internal/C/lapack-aux.c +++ b/packages/base/src/Internal/C/lapack-aux.c | |||
@@ -314,22 +314,19 @@ int svd_l_Cdd(OCMAT(a),OCMAT(u), DVEC(s),OCMAT(v)) { | |||
314 | } | 314 | } |
315 | double *rwk = (double*)malloc(lrwk*sizeof(double));; | 315 | double *rwk = (double*)malloc(lrwk*sizeof(double));; |
316 | CHECK(!rwk,MEM); | 316 | CHECK(!rwk,MEM); |
317 | //printf("%s %ld %d\n",jobz,q,lrwk); | ||
318 | integer lwk = -1; | 317 | integer lwk = -1; |
319 | integer res; | 318 | integer res; |
320 | // ask for optimal lwk | 319 | // ask for optimal lwk |
321 | doublecomplex ans; | 320 | doublecomplex ans; |
322 | zgesdd_ (jobz,&m,&n,ap,&m,sp,up,&m,vp,&ldvt,&ans,&lwk,rwk,iwk,&res); | 321 | zgesdd_ (jobz,&m,&n,ap,&m,sp,up,&m,vp,&ldvt,&ans,&lwk,rwk,iwk,&res); |
323 | lwk = ans.r; | 322 | lwk = ans.r; |
324 | //printf("lwk = %ld\n",lwk); | ||
325 | doublecomplex * workv = (doublecomplex*)malloc(lwk*sizeof(doublecomplex)); | 323 | doublecomplex * workv = (doublecomplex*)malloc(lwk*sizeof(doublecomplex)); |
326 | CHECK(!workv,MEM); | 324 | CHECK(!workv,MEM); |
327 | zgesdd_ (jobz,&m,&n,ap,&m,sp,up,&m,vp,&ldvt,workv,&lwk,rwk,iwk,&res); | 325 | zgesdd_ (jobz,&m,&n,ap,&m,sp,up,&m,vp,&ldvt,workv,&lwk,rwk,iwk,&res); |
328 | //printf("res = %ld\n",res); | ||
329 | CHECK(res,res); | 326 | CHECK(res,res); |
330 | free(workv); // printf("freed workv\n"); | 327 | free(workv); |
331 | free(rwk); // printf("freed rwk\n"); | 328 | free(rwk); |
332 | free(iwk); // printf("freed iwk\n"); | 329 | free(iwk); |
333 | OK | 330 | OK |
334 | } | 331 | } |
335 | 332 | ||
@@ -498,80 +495,72 @@ int eig_l_H(int wantV,DVEC(s),OCMAT(v)) { | |||
498 | 495 | ||
499 | //////////////////// general real linear system //////////// | 496 | //////////////////// general real linear system //////////// |
500 | 497 | ||
501 | /* Subroutine */ int dgesv_(integer *n, integer *nrhs, doublereal *a, integer | 498 | int dgesv_(integer *n, integer *nrhs, doublereal *a, integer |
502 | *lda, integer *ipiv, doublereal *b, integer *ldb, integer *info); | 499 | *lda, integer *ipiv, doublereal *b, integer *ldb, integer *info); |
503 | 500 | ||
504 | int linearSolveR_l(KODMAT(a),KODMAT(b),ODMAT(x)) { | 501 | int linearSolveR_l(ODMAT(a),ODMAT(b)) { |
505 | integer n = ar; | 502 | integer n = ar; |
506 | integer nhrs = bc; | 503 | integer nhrs = bc; |
507 | REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE); | 504 | REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE); |
508 | DEBUGMSG("linearSolveR_l"); | 505 | DEBUGMSG("linearSolveR_l"); |
509 | double*AC = (double*)malloc(n*n*sizeof(double)); | ||
510 | memcpy(AC,ap,n*n*sizeof(double)); | ||
511 | memcpy(xp,bp,n*nhrs*sizeof(double)); | ||
512 | integer * ipiv = (integer*)malloc(n*sizeof(integer)); | 506 | integer * ipiv = (integer*)malloc(n*sizeof(integer)); |
513 | integer res; | 507 | integer res; |
514 | dgesv_ (&n,&nhrs, | 508 | dgesv_ (&n,&nhrs, |
515 | AC, &n, | 509 | ap, &n, |
516 | ipiv, | 510 | ipiv, |
517 | xp, &n, | 511 | bp, &n, |
518 | &res); | 512 | &res); |
519 | if(res>0) { | 513 | if(res>0) { |
520 | return SINGULAR; | 514 | return SINGULAR; |
521 | } | 515 | } |
522 | CHECK(res,res); | 516 | CHECK(res,res); |
523 | free(ipiv); | 517 | free(ipiv); |
524 | free(AC); | ||
525 | OK | 518 | OK |
526 | } | 519 | } |
527 | 520 | ||
528 | //////////////////// general complex linear system //////////// | 521 | //////////////////// general complex linear system //////////// |
529 | 522 | ||
530 | /* Subroutine */ int zgesv_(integer *n, integer *nrhs, doublecomplex *a, | 523 | int zgesv_(integer *n, integer *nrhs, doublecomplex *a, |
531 | integer *lda, integer *ipiv, doublecomplex *b, integer *ldb, integer * | 524 | integer *lda, integer *ipiv, doublecomplex *b, integer *ldb, integer * |
532 | info); | 525 | info); |
533 | 526 | ||
534 | int linearSolveC_l(KOCMAT(a),KOCMAT(b),OCMAT(x)) { | 527 | int linearSolveC_l(OCMAT(a),OCMAT(b)) { |
535 | integer n = ar; | 528 | integer n = ar; |
536 | integer nhrs = bc; | 529 | integer nhrs = bc; |
537 | REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE); | 530 | REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE); |
538 | DEBUGMSG("linearSolveC_l"); | 531 | DEBUGMSG("linearSolveC_l"); |
539 | doublecomplex*AC = (doublecomplex*)malloc(n*n*sizeof(doublecomplex)); | ||
540 | memcpy(AC,ap,n*n*sizeof(doublecomplex)); | ||
541 | memcpy(xp,bp,n*nhrs*sizeof(doublecomplex)); | ||
542 | integer * ipiv = (integer*)malloc(n*sizeof(integer)); | 532 | integer * ipiv = (integer*)malloc(n*sizeof(integer)); |
543 | integer res; | 533 | integer res; |
544 | zgesv_ (&n,&nhrs, | 534 | zgesv_ (&n,&nhrs, |
545 | AC, &n, | 535 | ap, &n, |
546 | ipiv, | 536 | ipiv, |
547 | xp, &n, | 537 | bp, &n, |
548 | &res); | 538 | &res); |
549 | if(res>0) { | 539 | if(res>0) { |
550 | return SINGULAR; | 540 | return SINGULAR; |
551 | } | 541 | } |
552 | CHECK(res,res); | 542 | CHECK(res,res); |
553 | free(ipiv); | 543 | free(ipiv); |
554 | free(AC); | ||
555 | OK | 544 | OK |
556 | } | 545 | } |
557 | 546 | ||
558 | //////// symmetric positive definite real linear system using Cholesky //////////// | 547 | //////// symmetric positive definite real linear system using Cholesky //////////// |
559 | 548 | ||
560 | /* Subroutine */ int dpotrs_(char *uplo, integer *n, integer *nrhs, | 549 | int dpotrs_(char *uplo, integer *n, integer *nrhs, |
561 | doublereal *a, integer *lda, doublereal *b, integer *ldb, integer * | 550 | doublereal *a, integer *lda, doublereal *b, integer *ldb, integer * |
562 | info); | 551 | info); |
563 | 552 | ||
564 | int cholSolveR_l(KODMAT(a),KODMAT(b),ODMAT(x)) { | 553 | int cholSolveR_l(KODMAT(a),ODMAT(b)) { |
565 | integer n = ar; | 554 | integer n = ar; |
555 | integer lda = aXc; | ||
566 | integer nhrs = bc; | 556 | integer nhrs = bc; |
567 | REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE); | 557 | REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE); |
568 | DEBUGMSG("cholSolveR_l"); | 558 | DEBUGMSG("cholSolveR_l"); |
569 | memcpy(xp,bp,n*nhrs*sizeof(double)); | ||
570 | integer res; | 559 | integer res; |
571 | dpotrs_ ("U", | 560 | dpotrs_ ("U", |
572 | &n,&nhrs, | 561 | &n,&nhrs, |
573 | (double*)ap, &n, | 562 | (double*)ap, &lda, |
574 | xp, &n, | 563 | bp, &n, |
575 | &res); | 564 | &res); |
576 | CHECK(res,res); | 565 | CHECK(res,res); |
577 | OK | 566 | OK |
@@ -579,21 +568,21 @@ int cholSolveR_l(KODMAT(a),KODMAT(b),ODMAT(x)) { | |||
579 | 568 | ||
580 | //////// Hermitian positive definite real linear system using Cholesky //////////// | 569 | //////// Hermitian positive definite real linear system using Cholesky //////////// |
581 | 570 | ||
582 | /* Subroutine */ int zpotrs_(char *uplo, integer *n, integer *nrhs, | 571 | int zpotrs_(char *uplo, integer *n, integer *nrhs, |
583 | doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, | 572 | doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, |
584 | integer *info); | 573 | integer *info); |
585 | 574 | ||
586 | int cholSolveC_l(KOCMAT(a),KOCMAT(b),OCMAT(x)) { | 575 | int cholSolveC_l(KOCMAT(a),OCMAT(b)) { |
587 | integer n = ar; | 576 | integer n = ar; |
577 | integer lda = aXc; | ||
588 | integer nhrs = bc; | 578 | integer nhrs = bc; |
589 | REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE); | 579 | REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE); |
590 | DEBUGMSG("cholSolveC_l"); | 580 | DEBUGMSG("cholSolveC_l"); |
591 | memcpy(xp,bp,n*nhrs*sizeof(doublecomplex)); | ||
592 | integer res; | 581 | integer res; |
593 | zpotrs_ ("U", | 582 | zpotrs_ ("U", |
594 | &n,&nhrs, | 583 | &n,&nhrs, |
595 | (doublecomplex*)ap, &n, | 584 | (doublecomplex*)ap, &lda, |
596 | xp, &n, | 585 | bp, &n, |
597 | &res); | 586 | &res); |
598 | CHECK(res,res); | 587 | CHECK(res,res); |
599 | OK | 588 | OK |
@@ -601,41 +590,30 @@ int cholSolveC_l(KOCMAT(a),KOCMAT(b),OCMAT(x)) { | |||
601 | 590 | ||
602 | //////////////////// least squares real linear system //////////// | 591 | //////////////////// least squares real linear system //////////// |
603 | 592 | ||
604 | /* Subroutine */ int dgels_(char *trans, integer *m, integer *n, integer * | 593 | int dgels_(char *trans, integer *m, integer *n, integer * |
605 | nrhs, doublereal *a, integer *lda, doublereal *b, integer *ldb, | 594 | nrhs, doublereal *a, integer *lda, doublereal *b, integer *ldb, |
606 | doublereal *work, integer *lwork, integer *info); | 595 | doublereal *work, integer *lwork, integer *info); |
607 | 596 | ||
608 | int linearSolveLSR_l(KODMAT(a),KODMAT(b),ODMAT(x)) { | 597 | int linearSolveLSR_l(ODMAT(a),ODMAT(b)) { |
609 | integer m = ar; | 598 | integer m = ar; |
610 | integer n = ac; | 599 | integer n = ac; |
611 | integer nrhs = bc; | 600 | integer nrhs = bc; |
612 | integer ldb = xr; | 601 | integer ldb = bXc; |
613 | REQUIRES(m>=1 && n>=1 && ar==br && xr==MAX(m,n) && xc == bc, BAD_SIZE); | 602 | REQUIRES(m>=1 && n>=1 && br==MAX(m,n), BAD_SIZE); |
614 | DEBUGMSG("linearSolveLSR_l"); | 603 | DEBUGMSG("linearSolveLSR_l"); |
615 | double*AC = (double*)malloc(m*n*sizeof(double)); | ||
616 | memcpy(AC,ap,m*n*sizeof(double)); | ||
617 | if (m>=n) { | ||
618 | memcpy(xp,bp,m*nrhs*sizeof(double)); | ||
619 | } else { | ||
620 | int k; | ||
621 | for(k = 0; k<nrhs; k++) { | ||
622 | memcpy(xp+ldb*k,bp+m*k,m*sizeof(double)); | ||
623 | } | ||
624 | } | ||
625 | integer res; | 604 | integer res; |
626 | integer lwork = -1; | 605 | integer lwork = -1; |
627 | double ans; | 606 | double ans; |
628 | dgels_ ("N",&m,&n,&nrhs, | 607 | dgels_ ("N",&m,&n,&nrhs, |
629 | AC,&m, | 608 | ap,&m, |
630 | xp,&ldb, | 609 | bp,&ldb, |
631 | &ans,&lwork, | 610 | &ans,&lwork, |
632 | &res); | 611 | &res); |
633 | lwork = ceil(ans); | 612 | lwork = ceil(ans); |
634 | //printf("ans = %d\n",lwork); | ||
635 | double * work = (double*)malloc(lwork*sizeof(double)); | 613 | double * work = (double*)malloc(lwork*sizeof(double)); |
636 | dgels_ ("N",&m,&n,&nrhs, | 614 | dgels_ ("N",&m,&n,&nrhs, |
637 | AC,&m, | 615 | ap,&m, |
638 | xp,&ldb, | 616 | bp,&ldb, |
639 | work,&lwork, | 617 | work,&lwork, |
640 | &res); | 618 | &res); |
641 | if(res>0) { | 619 | if(res>0) { |
@@ -643,47 +621,35 @@ int linearSolveLSR_l(KODMAT(a),KODMAT(b),ODMAT(x)) { | |||
643 | } | 621 | } |
644 | CHECK(res,res); | 622 | CHECK(res,res); |
645 | free(work); | 623 | free(work); |
646 | free(AC); | ||
647 | OK | 624 | OK |
648 | } | 625 | } |
649 | 626 | ||
650 | //////////////////// least squares complex linear system //////////// | 627 | //////////////////// least squares complex linear system //////////// |
651 | 628 | ||
652 | /* Subroutine */ int zgels_(char *trans, integer *m, integer *n, integer * | 629 | int zgels_(char *trans, integer *m, integer *n, integer * |
653 | nrhs, doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, | 630 | nrhs, doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, |
654 | doublecomplex *work, integer *lwork, integer *info); | 631 | doublecomplex *work, integer *lwork, integer *info); |
655 | 632 | ||
656 | int linearSolveLSC_l(KOCMAT(a),KOCMAT(b),OCMAT(x)) { | 633 | int linearSolveLSC_l(OCMAT(a),OCMAT(b)) { |
657 | integer m = ar; | 634 | integer m = ar; |
658 | integer n = ac; | 635 | integer n = ac; |
659 | integer nrhs = bc; | 636 | integer nrhs = bc; |
660 | integer ldb = xr; | 637 | integer ldb = bXc; |
661 | REQUIRES(m>=1 && n>=1 && ar==br && xr==MAX(m,n) && xc == bc, BAD_SIZE); | 638 | REQUIRES(m>=1 && n>=1 && br==MAX(m,n), BAD_SIZE); |
662 | DEBUGMSG("linearSolveLSC_l"); | 639 | DEBUGMSG("linearSolveLSC_l"); |
663 | doublecomplex*AC = (doublecomplex*)malloc(m*n*sizeof(doublecomplex)); | ||
664 | memcpy(AC,ap,m*n*sizeof(doublecomplex)); | ||
665 | if (m>=n) { | ||
666 | memcpy(xp,bp,m*nrhs*sizeof(doublecomplex)); | ||
667 | } else { | ||
668 | int k; | ||
669 | for(k = 0; k<nrhs; k++) { | ||
670 | memcpy(xp+ldb*k,bp+m*k,m*sizeof(doublecomplex)); | ||
671 | } | ||
672 | } | ||
673 | integer res; | 640 | integer res; |
674 | integer lwork = -1; | 641 | integer lwork = -1; |
675 | doublecomplex ans; | 642 | doublecomplex ans; |
676 | zgels_ ("N",&m,&n,&nrhs, | 643 | zgels_ ("N",&m,&n,&nrhs, |
677 | AC,&m, | 644 | ap,&m, |
678 | xp,&ldb, | 645 | bp,&ldb, |
679 | &ans,&lwork, | 646 | &ans,&lwork, |
680 | &res); | 647 | &res); |
681 | lwork = ceil(ans.r); | 648 | lwork = ceil(ans.r); |
682 | //printf("ans = %d\n",lwork); | ||
683 | doublecomplex * work = (doublecomplex*)malloc(lwork*sizeof(doublecomplex)); | 649 | doublecomplex * work = (doublecomplex*)malloc(lwork*sizeof(doublecomplex)); |
684 | zgels_ ("N",&m,&n,&nrhs, | 650 | zgels_ ("N",&m,&n,&nrhs, |
685 | AC,&m, | 651 | ap,&m, |
686 | xp,&ldb, | 652 | bp,&ldb, |
687 | work,&lwork, | 653 | work,&lwork, |
688 | &res); | 654 | &res); |
689 | if(res>0) { | 655 | if(res>0) { |
@@ -691,52 +657,40 @@ int linearSolveLSC_l(KOCMAT(a),KOCMAT(b),OCMAT(x)) { | |||
691 | } | 657 | } |
692 | CHECK(res,res); | 658 | CHECK(res,res); |
693 | free(work); | 659 | free(work); |
694 | free(AC); | ||
695 | OK | 660 | OK |
696 | } | 661 | } |
697 | 662 | ||
698 | //////////////////// least squares real linear system using SVD //////////// | 663 | //////////////////// least squares real linear system using SVD //////////// |
699 | 664 | ||
700 | /* Subroutine */ int dgelss_(integer *m, integer *n, integer *nrhs, | 665 | int dgelss_(integer *m, integer *n, integer *nrhs, |
701 | doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal * | 666 | doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal * |
702 | s, doublereal *rcond, integer *rank, doublereal *work, integer *lwork, | 667 | s, doublereal *rcond, integer *rank, doublereal *work, integer *lwork, |
703 | integer *info); | 668 | integer *info); |
704 | 669 | ||
705 | int linearSolveSVDR_l(double rcond,KODMAT(a),KODMAT(b),ODMAT(x)) { | 670 | int linearSolveSVDR_l(double rcond,ODMAT(a),ODMAT(b)) { |
706 | integer m = ar; | 671 | integer m = ar; |
707 | integer n = ac; | 672 | integer n = ac; |
708 | integer nrhs = bc; | 673 | integer nrhs = bc; |
709 | integer ldb = xr; | 674 | integer ldb = bXc; |
710 | REQUIRES(m>=1 && n>=1 && ar==br && xr==MAX(m,n) && xc == bc, BAD_SIZE); | 675 | REQUIRES(m>=1 && n>=1 && br==MAX(m,n), BAD_SIZE); |
711 | DEBUGMSG("linearSolveSVDR_l"); | 676 | DEBUGMSG("linearSolveSVDR_l"); |
712 | double*AC = (double*)malloc(m*n*sizeof(double)); | ||
713 | double*S = (double*)malloc(MIN(m,n)*sizeof(double)); | 677 | double*S = (double*)malloc(MIN(m,n)*sizeof(double)); |
714 | memcpy(AC,ap,m*n*sizeof(double)); | ||
715 | if (m>=n) { | ||
716 | memcpy(xp,bp,m*nrhs*sizeof(double)); | ||
717 | } else { | ||
718 | int k; | ||
719 | for(k = 0; k<nrhs; k++) { | ||
720 | memcpy(xp+ldb*k,bp+m*k,m*sizeof(double)); | ||
721 | } | ||
722 | } | ||
723 | integer res; | 678 | integer res; |
724 | integer lwork = -1; | 679 | integer lwork = -1; |
725 | integer rank; | 680 | integer rank; |
726 | double ans; | 681 | double ans; |
727 | dgelss_ (&m,&n,&nrhs, | 682 | dgelss_ (&m,&n,&nrhs, |
728 | AC,&m, | 683 | ap,&m, |
729 | xp,&ldb, | 684 | bp,&ldb, |
730 | S, | 685 | S, |
731 | &rcond,&rank, | 686 | &rcond,&rank, |
732 | &ans,&lwork, | 687 | &ans,&lwork, |
733 | &res); | 688 | &res); |
734 | lwork = ceil(ans); | 689 | lwork = ceil(ans); |
735 | //printf("ans = %d\n",lwork); | ||
736 | double * work = (double*)malloc(lwork*sizeof(double)); | 690 | double * work = (double*)malloc(lwork*sizeof(double)); |
737 | dgelss_ (&m,&n,&nrhs, | 691 | dgelss_ (&m,&n,&nrhs, |
738 | AC,&m, | 692 | ap,&m, |
739 | xp,&ldb, | 693 | bp,&ldb, |
740 | S, | 694 | S, |
741 | &rcond,&rank, | 695 | &rcond,&rank, |
742 | work,&lwork, | 696 | work,&lwork, |
@@ -747,57 +701,43 @@ int linearSolveSVDR_l(double rcond,KODMAT(a),KODMAT(b),ODMAT(x)) { | |||
747 | CHECK(res,res); | 701 | CHECK(res,res); |
748 | free(work); | 702 | free(work); |
749 | free(S); | 703 | free(S); |
750 | free(AC); | ||
751 | OK | 704 | OK |
752 | } | 705 | } |
753 | 706 | ||
754 | //////////////////// least squares complex linear system using SVD //////////// | 707 | //////////////////// least squares complex linear system using SVD //////////// |
755 | 708 | ||
756 | // not in clapack.h | ||
757 | |||
758 | int zgelss_(integer *m, integer *n, integer *nhrs, | 709 | int zgelss_(integer *m, integer *n, integer *nhrs, |
759 | doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, doublereal *s, | 710 | doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, doublereal *s, |
760 | doublereal *rcond, integer* rank, | 711 | doublereal *rcond, integer* rank, |
761 | doublecomplex *work, integer* lwork, doublereal* rwork, | 712 | doublecomplex *work, integer* lwork, doublereal* rwork, |
762 | integer *info); | 713 | integer *info); |
763 | 714 | ||
764 | int linearSolveSVDC_l(double rcond, KOCMAT(a),KOCMAT(b),OCMAT(x)) { | 715 | int linearSolveSVDC_l(double rcond, OCMAT(a),OCMAT(b)) { |
765 | integer m = ar; | 716 | integer m = ar; |
766 | integer n = ac; | 717 | integer n = ac; |
767 | integer nrhs = bc; | 718 | integer nrhs = bc; |
768 | integer ldb = xr; | 719 | integer ldb = bXc; |
769 | REQUIRES(m>=1 && n>=1 && ar==br && xr==MAX(m,n) && xc == bc, BAD_SIZE); | 720 | REQUIRES(m>=1 && n>=1 && br==MAX(m,n), BAD_SIZE); |
770 | DEBUGMSG("linearSolveSVDC_l"); | 721 | DEBUGMSG("linearSolveSVDC_l"); |
771 | doublecomplex*AC = (doublecomplex*)malloc(m*n*sizeof(doublecomplex)); | ||
772 | double*S = (double*)malloc(MIN(m,n)*sizeof(double)); | 722 | double*S = (double*)malloc(MIN(m,n)*sizeof(double)); |
773 | double*RWORK = (double*)malloc(5*MIN(m,n)*sizeof(double)); | 723 | double*RWORK = (double*)malloc(5*MIN(m,n)*sizeof(double)); |
774 | memcpy(AC,ap,m*n*sizeof(doublecomplex)); | ||
775 | if (m>=n) { | ||
776 | memcpy(xp,bp,m*nrhs*sizeof(doublecomplex)); | ||
777 | } else { | ||
778 | int k; | ||
779 | for(k = 0; k<nrhs; k++) { | ||
780 | memcpy(xp+ldb*k,bp+m*k,m*sizeof(doublecomplex)); | ||
781 | } | ||
782 | } | ||
783 | integer res; | 724 | integer res; |
784 | integer lwork = -1; | 725 | integer lwork = -1; |
785 | integer rank; | 726 | integer rank; |
786 | doublecomplex ans; | 727 | doublecomplex ans; |
787 | zgelss_ (&m,&n,&nrhs, | 728 | zgelss_ (&m,&n,&nrhs, |
788 | AC,&m, | 729 | ap,&m, |
789 | xp,&ldb, | 730 | bp,&ldb, |
790 | S, | 731 | S, |
791 | &rcond,&rank, | 732 | &rcond,&rank, |
792 | &ans,&lwork, | 733 | &ans,&lwork, |
793 | RWORK, | 734 | RWORK, |
794 | &res); | 735 | &res); |
795 | lwork = ceil(ans.r); | 736 | lwork = ceil(ans.r); |
796 | //printf("ans = %d\n",lwork); | ||
797 | doublecomplex * work = (doublecomplex*)malloc(lwork*sizeof(doublecomplex)); | 737 | doublecomplex * work = (doublecomplex*)malloc(lwork*sizeof(doublecomplex)); |
798 | zgelss_ (&m,&n,&nrhs, | 738 | zgelss_ (&m,&n,&nrhs, |
799 | AC,&m, | 739 | ap,&m, |
800 | xp,&ldb, | 740 | bp,&ldb, |
801 | S, | 741 | S, |
802 | &rcond,&rank, | 742 | &rcond,&rank, |
803 | work,&lwork, | 743 | work,&lwork, |
@@ -810,7 +750,6 @@ int linearSolveSVDC_l(double rcond, KOCMAT(a),KOCMAT(b),OCMAT(x)) { | |||
810 | free(work); | 750 | free(work); |
811 | free(RWORK); | 751 | free(RWORK); |
812 | free(S); | 752 | free(S); |
813 | free(AC); | ||
814 | OK | 753 | OK |
815 | } | 754 | } |
816 | 755 | ||
diff --git a/packages/base/src/Internal/LAPACK.hs b/packages/base/src/Internal/LAPACK.hs index c91cddd..13340f2 100644 --- a/packages/base/src/Internal/LAPACK.hs +++ b/packages/base/src/Internal/LAPACK.hs | |||
@@ -349,57 +349,75 @@ eigOnlyH = vrev . fst. eigSHAux (zheev 0) "eigH'" | |||
349 | vrev = flatten . flipud . reshape 1 | 349 | vrev = flatten . flipud . reshape 1 |
350 | 350 | ||
351 | ----------------------------------------------------------------------------- | 351 | ----------------------------------------------------------------------------- |
352 | foreign import ccall unsafe "linearSolveR_l" dgesv :: TMMM R | 352 | foreign import ccall unsafe "linearSolveR_l" dgesv :: R ::> R ::> Ok |
353 | foreign import ccall unsafe "linearSolveC_l" zgesv :: TMMM C | 353 | foreign import ccall unsafe "linearSolveC_l" zgesv :: C ::> C ::> Ok |
354 | foreign import ccall unsafe "cholSolveR_l" dpotrs :: TMMM R | ||
355 | foreign import ccall unsafe "cholSolveC_l" zpotrs :: TMMM C | ||
356 | 354 | ||
357 | linearSolveSQAux g f st a b | 355 | linearSolveSQAux g f st a b |
358 | | n1==n2 && n1==r = unsafePerformIO . g $ do | 356 | | n1==n2 && n1==r = unsafePerformIO . g $ do |
359 | s <- createMatrix ColumnMajor r c | 357 | a' <- copy ColumnMajor a |
360 | f # a # b # s #| st | 358 | s <- copy ColumnMajor b |
359 | f # a' # s #| st | ||
361 | return s | 360 | return s |
362 | | otherwise = error $ st ++ " of nonsquare matrix" | 361 | | otherwise = error $ st ++ " of nonsquare matrix" |
363 | where | 362 | where |
364 | n1 = rows a | 363 | n1 = rows a |
365 | n2 = cols a | 364 | n2 = cols a |
366 | r = rows b | 365 | r = rows b |
367 | c = cols b | ||
368 | 366 | ||
369 | -- | Solve a real linear system (for square coefficient matrix and several right-hand sides) using the LU decomposition, based on LAPACK's /dgesv/. For underconstrained or overconstrained systems use 'linearSolveLSR' or 'linearSolveSVDR'. See also 'lusR'. | 367 | -- | Solve a real linear system (for square coefficient matrix and several right-hand sides) using the LU decomposition, based on LAPACK's /dgesv/. For underconstrained or overconstrained systems use 'linearSolveLSR' or 'linearSolveSVDR'. See also 'lusR'. |
370 | linearSolveR :: Matrix Double -> Matrix Double -> Matrix Double | 368 | linearSolveR :: Matrix Double -> Matrix Double -> Matrix Double |
371 | linearSolveR a b = linearSolveSQAux id dgesv "linearSolveR" (fmat a) (fmat b) | 369 | linearSolveR a b = linearSolveSQAux id dgesv "linearSolveR" a b |
372 | 370 | ||
373 | mbLinearSolveR :: Matrix Double -> Matrix Double -> Maybe (Matrix Double) | 371 | mbLinearSolveR :: Matrix Double -> Matrix Double -> Maybe (Matrix Double) |
374 | mbLinearSolveR a b = linearSolveSQAux mbCatch dgesv "linearSolveR" (fmat a) (fmat b) | 372 | mbLinearSolveR a b = linearSolveSQAux mbCatch dgesv "linearSolveR" a b |
375 | 373 | ||
376 | 374 | ||
377 | -- | Solve a complex linear system (for square coefficient matrix and several right-hand sides) using the LU decomposition, based on LAPACK's /zgesv/. For underconstrained or overconstrained systems use 'linearSolveLSC' or 'linearSolveSVDC'. See also 'lusC'. | 375 | -- | Solve a complex linear system (for square coefficient matrix and several right-hand sides) using the LU decomposition, based on LAPACK's /zgesv/. For underconstrained or overconstrained systems use 'linearSolveLSC' or 'linearSolveSVDC'. See also 'lusC'. |
378 | linearSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) | 376 | linearSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) |
379 | linearSolveC a b = linearSolveSQAux id zgesv "linearSolveC" (fmat a) (fmat b) | 377 | linearSolveC a b = linearSolveSQAux id zgesv "linearSolveC" a b |
380 | 378 | ||
381 | mbLinearSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Maybe (Matrix (Complex Double)) | 379 | mbLinearSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Maybe (Matrix (Complex Double)) |
382 | mbLinearSolveC a b = linearSolveSQAux mbCatch zgesv "linearSolveC" (fmat a) (fmat b) | 380 | mbLinearSolveC a b = linearSolveSQAux mbCatch zgesv "linearSolveC" a b |
381 | |||
382 | -------------------------------------------------------------------------------- | ||
383 | foreign import ccall unsafe "cholSolveR_l" dpotrs :: R ::> R ::> Ok | ||
384 | foreign import ccall unsafe "cholSolveC_l" zpotrs :: C ::> C ::> Ok | ||
385 | |||
386 | |||
387 | linearSolveSQAux2 g f st a b | ||
388 | | n1==n2 && n1==r = unsafePerformIO . g $ do | ||
389 | s <- copy ColumnMajor b | ||
390 | f # a # s #| st | ||
391 | return s | ||
392 | | otherwise = error $ st ++ " of nonsquare matrix" | ||
393 | where | ||
394 | n1 = rows a | ||
395 | n2 = cols a | ||
396 | r = rows b | ||
383 | 397 | ||
384 | -- | Solves a symmetric positive definite system of linear equations using a precomputed Cholesky factorization obtained by 'cholS'. | 398 | -- | Solves a symmetric positive definite system of linear equations using a precomputed Cholesky factorization obtained by 'cholS'. |
385 | cholSolveR :: Matrix Double -> Matrix Double -> Matrix Double | 399 | cholSolveR :: Matrix Double -> Matrix Double -> Matrix Double |
386 | cholSolveR a b = linearSolveSQAux id dpotrs "cholSolveR" (fmat a) (fmat b) | 400 | cholSolveR a b = linearSolveSQAux2 id dpotrs "cholSolveR" (fmat a) b |
387 | 401 | ||
388 | -- | Solves a Hermitian positive definite system of linear equations using a precomputed Cholesky factorization obtained by 'cholH'. | 402 | -- | Solves a Hermitian positive definite system of linear equations using a precomputed Cholesky factorization obtained by 'cholH'. |
389 | cholSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) | 403 | cholSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) |
390 | cholSolveC a b = linearSolveSQAux id zpotrs "cholSolveC" (fmat a) (fmat b) | 404 | cholSolveC a b = linearSolveSQAux2 id zpotrs "cholSolveC" (fmat a) b |
391 | 405 | ||
392 | ----------------------------------------------------------------------------------- | 406 | ----------------------------------------------------------------------------------- |
393 | 407 | ||
394 | foreign import ccall unsafe "linearSolveLSR_l" dgels :: TMMM R | 408 | foreign import ccall unsafe "linearSolveLSR_l" dgels :: R ::> R ::> Ok |
395 | foreign import ccall unsafe "linearSolveLSC_l" zgels :: TMMM C | 409 | foreign import ccall unsafe "linearSolveLSC_l" zgels :: C ::> C ::> Ok |
396 | foreign import ccall unsafe "linearSolveSVDR_l" dgelss :: Double -> TMMM R | 410 | foreign import ccall unsafe "linearSolveSVDR_l" dgelss :: Double -> R ::> R ::> Ok |
397 | foreign import ccall unsafe "linearSolveSVDC_l" zgelss :: Double -> TMMM C | 411 | foreign import ccall unsafe "linearSolveSVDC_l" zgelss :: Double -> C ::> C ::> Ok |
398 | 412 | ||
399 | linearSolveAux f st a b = unsafePerformIO $ do | 413 | linearSolveAux f st a b |
400 | r <- createMatrix ColumnMajor (max m n) nrhs | 414 | | m == rows b = unsafePerformIO $ do |
401 | f # a # b # r #| st | 415 | a' <- copy ColumnMajor a |
402 | return r | 416 | r <- createMatrix ColumnMajor (max m n) nrhs |
417 | setRect 0 0 b r | ||
418 | f # a' # r #| st | ||
419 | return r | ||
420 | | otherwise = error $ "different number of rows in linearSolve ("++st++")" | ||
403 | where | 421 | where |
404 | m = rows a | 422 | m = rows a |
405 | n = cols a | 423 | n = cols a |
@@ -408,12 +426,12 @@ linearSolveAux f st a b = unsafePerformIO $ do | |||
408 | -- | Least squared error solution of an overconstrained real linear system, or the minimum norm solution of an underconstrained system, using LAPACK's /dgels/. For rank-deficient systems use 'linearSolveSVDR'. | 426 | -- | Least squared error solution of an overconstrained real linear system, or the minimum norm solution of an underconstrained system, using LAPACK's /dgels/. For rank-deficient systems use 'linearSolveSVDR'. |
409 | linearSolveLSR :: Matrix Double -> Matrix Double -> Matrix Double | 427 | linearSolveLSR :: Matrix Double -> Matrix Double -> Matrix Double |
410 | linearSolveLSR a b = subMatrix (0,0) (cols a, cols b) $ | 428 | linearSolveLSR a b = subMatrix (0,0) (cols a, cols b) $ |
411 | linearSolveAux dgels "linearSolverLSR" (fmat a) (fmat b) | 429 | linearSolveAux dgels "linearSolverLSR" a b |
412 | 430 | ||
413 | -- | Least squared error solution of an overconstrained complex linear system, or the minimum norm solution of an underconstrained system, using LAPACK's /zgels/. For rank-deficient systems use 'linearSolveSVDC'. | 431 | -- | Least squared error solution of an overconstrained complex linear system, or the minimum norm solution of an underconstrained system, using LAPACK's /zgels/. For rank-deficient systems use 'linearSolveSVDC'. |
414 | linearSolveLSC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) | 432 | linearSolveLSC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) |
415 | linearSolveLSC a b = subMatrix (0,0) (cols a, cols b) $ | 433 | linearSolveLSC a b = subMatrix (0,0) (cols a, cols b) $ |
416 | linearSolveAux zgels "linearSolveLSC" (fmat a) (fmat b) | 434 | linearSolveAux zgels "linearSolveLSC" a b |
417 | 435 | ||
418 | -- | Minimum norm solution of a general real linear least squares problem Ax=B using the SVD, based on LAPACK's /dgelss/. Admits rank-deficient systems but it is slower than 'linearSolveLSR'. The effective rank of A is determined by treating as zero those singular valures which are less than rcond times the largest singular value. If rcond == Nothing machine precision is used. | 436 | -- | Minimum norm solution of a general real linear least squares problem Ax=B using the SVD, based on LAPACK's /dgelss/. Admits rank-deficient systems but it is slower than 'linearSolveLSR'. The effective rank of A is determined by treating as zero those singular valures which are less than rcond times the largest singular value. If rcond == Nothing machine precision is used. |
419 | linearSolveSVDR :: Maybe Double -- ^ rcond | 437 | linearSolveSVDR :: Maybe Double -- ^ rcond |
@@ -421,8 +439,8 @@ linearSolveSVDR :: Maybe Double -- ^ rcond | |||
421 | -> Matrix Double -- ^ right hand sides (as columns) | 439 | -> Matrix Double -- ^ right hand sides (as columns) |
422 | -> Matrix Double -- ^ solution vectors (as columns) | 440 | -> Matrix Double -- ^ solution vectors (as columns) |
423 | linearSolveSVDR (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $ | 441 | linearSolveSVDR (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $ |
424 | linearSolveAux (dgelss rcond) "linearSolveSVDR" (fmat a) (fmat b) | 442 | linearSolveAux (dgelss rcond) "linearSolveSVDR" a b |
425 | linearSolveSVDR Nothing a b = linearSolveSVDR (Just (-1)) (fmat a) (fmat b) | 443 | linearSolveSVDR Nothing a b = linearSolveSVDR (Just (-1)) a b |
426 | 444 | ||
427 | -- | Minimum norm solution of a general complex linear least squares problem Ax=B using the SVD, based on LAPACK's /zgelss/. Admits rank-deficient systems but it is slower than 'linearSolveLSC'. The effective rank of A is determined by treating as zero those singular valures which are less than rcond times the largest singular value. If rcond == Nothing machine precision is used. | 445 | -- | Minimum norm solution of a general complex linear least squares problem Ax=B using the SVD, based on LAPACK's /zgelss/. Admits rank-deficient systems but it is slower than 'linearSolveLSC'. The effective rank of A is determined by treating as zero those singular valures which are less than rcond times the largest singular value. If rcond == Nothing machine precision is used. |
428 | linearSolveSVDC :: Maybe Double -- ^ rcond | 446 | linearSolveSVDC :: Maybe Double -- ^ rcond |
@@ -430,8 +448,8 @@ linearSolveSVDC :: Maybe Double -- ^ rcond | |||
430 | -> Matrix (Complex Double) -- ^ right hand sides (as columns) | 448 | -> Matrix (Complex Double) -- ^ right hand sides (as columns) |
431 | -> Matrix (Complex Double) -- ^ solution vectors (as columns) | 449 | -> Matrix (Complex Double) -- ^ solution vectors (as columns) |
432 | linearSolveSVDC (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $ | 450 | linearSolveSVDC (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $ |
433 | linearSolveAux (zgelss rcond) "linearSolveSVDC" (fmat a) (fmat b) | 451 | linearSolveAux (zgelss rcond) "linearSolveSVDC" a b |
434 | linearSolveSVDC Nothing a b = linearSolveSVDC (Just (-1)) (fmat a) (fmat b) | 452 | linearSolveSVDC Nothing a b = linearSolveSVDC (Just (-1)) a b |
435 | 453 | ||
436 | ----------------------------------------------------------------------------------- | 454 | ----------------------------------------------------------------------------------- |
437 | 455 | ||