----------------------------------------------------------------------------- -- | -- Module : Numeric.LinearAlgebra.LAPACK -- Copyright : (c) Alberto Ruiz 2006-7 -- License : GPL-style -- -- Maintainer : Alberto Ruiz (aruiz at um dot es) -- Stability : provisional -- Portability : portable (uses FFI) -- -- Functional interface to selected LAPACK functions (). -- ----------------------------------------------------------------------------- module Numeric.LinearAlgebra.LAPACK ( -- * Matrix product multiplyR, multiplyC, multiplyF, multiplyQ, -- * Linear systems linearSolveR, linearSolveC, lusR, lusC, cholSolveR, cholSolveC, linearSolveLSR, linearSolveLSC, linearSolveSVDR, linearSolveSVDC, -- * SVD svR, svRd, svC, svCd, svdR, svdRd, svdC, svdCd, thinSVDR, thinSVDRd, thinSVDC, thinSVDCd, rightSVR, rightSVC, leftSVR, leftSVC, -- * Eigensystems eigR, eigC, eigS, eigS', eigH, eigH', eigOnlyR, eigOnlyC, eigOnlyS, eigOnlyH, -- * LU luR, luC, -- * Cholesky cholS, cholH, mbCholS, mbCholH, -- * QR qrR, qrC, -- * Hessenberg hessR, hessC, -- * Schur schurR, schurC ) where import Data.Packed.Internal import Data.Packed.Matrix import Numeric.Conversion import Numeric.GSL.Vector(vectorMapValR, FunCodeSV(Scale)) import Foreign.Ptr(nullPtr) import Foreign.C.Types import Control.Monad(when) import System.IO.Unsafe(unsafePerformIO) ----------------------------------------------------------------------------------- foreign import ccall "multiplyR" dgemmc :: CInt -> CInt -> TMMM foreign import ccall "multiplyC" zgemmc :: CInt -> CInt -> TCMCMCM foreign import ccall "multiplyF" sgemmc :: CInt -> CInt -> TFMFMFM foreign import ccall "multiplyQ" cgemmc :: CInt -> CInt -> TQMQMQM isT Matrix{order = ColumnMajor} = 0 isT Matrix{order = RowMajor} = 1 tt x@Matrix{order = RowMajor} = x tt x@Matrix{order = ColumnMajor} = trans x multiplyAux f st a b = unsafePerformIO $ do when (cols a /= rows b) $ error $ "inconsistent dimensions in matrix product "++ show (rows a,cols a) ++ " x " ++ show (rows b, cols b) s <- createMatrix ColumnMajor (rows a) (cols b) app3 (f (isT a) (isT b)) mat (tt a) mat (tt b) mat s st return s -- | Matrix product based on BLAS's /dgemm/. multiplyR :: Matrix Double -> Matrix Double -> Matrix Double multiplyR a b = {-# SCC "multiplyR" #-} multiplyAux dgemmc "dgemmc" a b -- | Matrix product based on BLAS's /zgemm/. multiplyC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) multiplyC a b = multiplyAux zgemmc "zgemmc" a b -- | Matrix product based on BLAS's /sgemm/. multiplyF :: Matrix Float -> Matrix Float -> Matrix Float multiplyF a b = multiplyAux sgemmc "sgemmc" a b -- | Matrix product based on BLAS's /cgemm/. multiplyQ :: Matrix (Complex Float) -> Matrix (Complex Float) -> Matrix (Complex Float) multiplyQ a b = multiplyAux cgemmc "cgemmc" a b ----------------------------------------------------------------------------- foreign import ccall "svd_l_R" dgesvd :: TMMVM foreign import ccall "svd_l_C" zgesvd :: TCMCMVCM foreign import ccall "svd_l_Rdd" dgesdd :: TMMVM foreign import ccall "svd_l_Cdd" zgesdd :: TCMCMVCM -- | Full SVD of a real matrix using LAPACK's /dgesvd/. svdR :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double) svdR = svdAux dgesvd "svdR" . fmat -- | Full SVD of a real matrix using LAPACK's /dgesdd/. svdRd :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double) svdRd = svdAux dgesdd "svdRdd" . fmat -- | Full SVD of a complex matrix using LAPACK's /zgesvd/. svdC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double)) svdC = svdAux zgesvd "svdC" . fmat -- | Full SVD of a complex matrix using LAPACK's /zgesdd/. svdCd :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double)) svdCd = svdAux zgesdd "svdCdd" . fmat svdAux f st x = unsafePerformIO $ do u <- createMatrix ColumnMajor r r s <- createVector (min r c) v <- createMatrix ColumnMajor c c app4 f mat x mat u vec s mat v st return (u,s,trans v) where r = rows x c = cols x -- | Thin SVD of a real matrix, using LAPACK's /dgesvd/ with jobu == jobvt == \'S\'. thinSVDR :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double) thinSVDR = thinSVDAux dgesvd "thinSVDR" . fmat -- | Thin SVD of a complex matrix, using LAPACK's /zgesvd/ with jobu == jobvt == \'S\'. thinSVDC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double)) thinSVDC = thinSVDAux zgesvd "thinSVDC" . fmat -- | Thin SVD of a real matrix, using LAPACK's /dgesdd/ with jobz == \'S\'. thinSVDRd :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double) thinSVDRd = thinSVDAux dgesdd "thinSVDRdd" . fmat -- | Thin SVD of a complex matrix, using LAPACK's /zgesdd/ with jobz == \'S\'. thinSVDCd :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double)) thinSVDCd = thinSVDAux zgesdd "thinSVDCdd" . fmat thinSVDAux f st x = unsafePerformIO $ do u <- createMatrix ColumnMajor r q s <- createVector q v <- createMatrix ColumnMajor q c app4 f mat x mat u vec s mat v st return (u,s,trans v) where r = rows x c = cols x q = min r c -- | Singular values of a real matrix, using LAPACK's /dgesvd/ with jobu == jobvt == \'N\'. svR :: Matrix Double -> Vector Double svR = svAux dgesvd "svR" . fmat -- | Singular values of a complex matrix, using LAPACK's /zgesvd/ with jobu == jobvt == \'N\'. svC :: Matrix (Complex Double) -> Vector Double svC = svAux zgesvd "svC" . fmat -- | Singular values of a real matrix, using LAPACK's /dgesdd/ with jobz == \'N\'. svRd :: Matrix Double -> Vector Double svRd = svAux dgesdd "svRd" . fmat -- | Singular values of a complex matrix, using LAPACK's /zgesdd/ with jobz == \'N\'. svCd :: Matrix (Complex Double) -> Vector Double svCd = svAux zgesdd "svCd" . fmat svAux f st x = unsafePerformIO $ do s <- createVector q app2 g mat x vec s st return s where r = rows x c = cols x q = min r c g ra ca pa nb pb = f ra ca pa 0 0 nullPtr nb pb 0 0 nullPtr -- | Singular values and all right singular vectors of a real matrix, using LAPACK's /dgesvd/ with jobu == \'N\' and jobvt == \'A\'. rightSVR :: Matrix Double -> (Vector Double, Matrix Double) rightSVR = rightSVAux dgesvd "rightSVR" . fmat -- | Singular values and all right singular vectors of a complex matrix, using LAPACK's /zgesvd/ with jobu == \'N\' and jobvt == \'A\'. rightSVC :: Matrix (Complex Double) -> (Vector Double, Matrix (Complex Double)) rightSVC = rightSVAux zgesvd "rightSVC" . fmat rightSVAux f st x = unsafePerformIO $ do s <- createVector q v <- createMatrix ColumnMajor c c app3 g mat x vec s mat v st return (s,trans v) where r = rows x c = cols x q = min r c g ra ca pa = f ra ca pa 0 0 nullPtr -- | Singular values and all left singular vectors of a real matrix, using LAPACK's /dgesvd/ with jobu == \'A\' and jobvt == \'N\'. leftSVR :: Matrix Double -> (Matrix Double, Vector Double) leftSVR = leftSVAux dgesvd "leftSVR" . fmat -- | Singular values and all left singular vectors of a complex matrix, using LAPACK's /zgesvd/ with jobu == \'A\' and jobvt == \'N\'. leftSVC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double) leftSVC = leftSVAux zgesvd "leftSVC" . fmat leftSVAux f st x = unsafePerformIO $ do u <- createMatrix ColumnMajor r r s <- createVector q app3 g mat x mat u vec s st return (u,s) where r = rows x c = cols x q = min r c g ra ca pa ru cu pu nb pb = f ra ca pa ru cu pu nb pb 0 0 nullPtr ----------------------------------------------------------------------------- foreign import ccall "LAPACK/lapack-aux.h eig_l_R" dgeev :: TMMCVM foreign import ccall "LAPACK/lapack-aux.h eig_l_C" zgeev :: TCMCMCVCM foreign import ccall "LAPACK/lapack-aux.h eig_l_S" dsyev :: CInt -> TMVM foreign import ccall "LAPACK/lapack-aux.h eig_l_H" zheev :: CInt -> TCMVCM eigAux f st m = unsafePerformIO $ do l <- createVector r v <- createMatrix ColumnMajor r r app3 g mat m vec l mat v st return (l,v) where r = rows m g ra ca pa = f ra ca pa 0 0 nullPtr -- | Eigenvalues and right eigenvectors of a general complex matrix, using LAPACK's /zgeev/. -- The eigenvectors are the columns of v. The eigenvalues are not sorted. eigC :: Matrix (Complex Double) -> (Vector (Complex Double), Matrix (Complex Double)) eigC = eigAux zgeev "eigC" . fmat eigOnlyAux f st m = unsafePerformIO $ do l <- createVector r app2 g mat m vec l st return l where r = rows m g ra ca pa nl pl = f ra ca pa 0 0 nullPtr nl pl 0 0 nullPtr -- | Eigenvalues of a general complex matrix, using LAPACK's /zgeev/ with jobz == \'N\'. -- The eigenvalues are not sorted. eigOnlyC :: Matrix (Complex Double) -> Vector (Complex Double) eigOnlyC = eigOnlyAux zgeev "eigOnlyC" . fmat -- | Eigenvalues and right eigenvectors of a general real matrix, using LAPACK's /dgeev/. -- The eigenvectors are the columns of v. The eigenvalues are not sorted. eigR :: Matrix Double -> (Vector (Complex Double), Matrix (Complex Double)) eigR m = (s', v'') where (s,v) = eigRaux (fmat m) s' = fixeig1 s v' = toRows $ trans v v'' = fromColumns $ fixeig (toList s') v' eigRaux :: Matrix Double -> (Vector (Complex Double), Matrix Double) eigRaux m = unsafePerformIO $ do l <- createVector r v <- createMatrix ColumnMajor r r app3 g mat m vec l mat v "eigR" return (l,v) where r = rows m g ra ca pa = dgeev ra ca pa 0 0 nullPtr fixeig1 s = toComplex' (subVector 0 r (asReal s), subVector r r (asReal s)) where r = dim s fixeig [] _ = [] fixeig [_] [v] = [comp' v] fixeig ((r1:+i1):(r2:+i2):r) (v1:v2:vs) | r1 == r2 && i1 == (-i2) = toComplex' (v1,v2) : toComplex' (v1,scale (-1) v2) : fixeig r vs | otherwise = comp' v1 : fixeig ((r2:+i2):r) (v2:vs) where scale = vectorMapValR Scale fixeig _ _ = error "fixeig with impossible inputs" -- | Eigenvalues of a general real matrix, using LAPACK's /dgeev/ with jobz == \'N\'. -- The eigenvalues are not sorted. eigOnlyR :: Matrix Double -> Vector (Complex Double) eigOnlyR = fixeig1 . eigOnlyAux dgeev "eigOnlyR" . fmat ----------------------------------------------------------------------------- eigSHAux f st m = unsafePerformIO $ do l <- createVector r v <- createMatrix ColumnMajor r r app3 f mat m vec l mat v st return (l,v) where r = rows m -- | Eigenvalues and right eigenvectors of a symmetric real matrix, using LAPACK's /dsyev/. -- The eigenvectors are the columns of v. -- The eigenvalues are sorted in descending order (use 'eigS'' for ascending order). eigS :: Matrix Double -> (Vector Double, Matrix Double) eigS m = (s', fliprl v) where (s,v) = eigS' (fmat m) s' = fromList . reverse . toList $ s -- | 'eigS' in ascending order eigS' :: Matrix Double -> (Vector Double, Matrix Double) eigS' = eigSHAux (dsyev 1) "eigS'" . fmat -- | Eigenvalues and right eigenvectors of a hermitian complex matrix, using LAPACK's /zheev/. -- The eigenvectors are the columns of v. -- The eigenvalues are sorted in descending order (use 'eigH'' for ascending order). eigH :: Matrix (Complex Double) -> (Vector Double, Matrix (Complex Double)) eigH m = (s', fliprl v) where (s,v) = eigH' (fmat m) s' = fromList . reverse . toList $ s -- | 'eigH' in ascending order eigH' :: Matrix (Complex Double) -> (Vector Double, Matrix (Complex Double)) eigH' = eigSHAux (zheev 1) "eigH'" . fmat -- | Eigenvalues of a symmetric real matrix, using LAPACK's /dsyev/ with jobz == \'N\'. -- The eigenvalues are sorted in descending order. eigOnlyS :: Matrix Double -> Vector Double eigOnlyS = vrev . fst. eigSHAux (dsyev 0) "eigS'" . fmat -- | Eigenvalues of a hermitian complex matrix, using LAPACK's /zheev/ with jobz == \'N\'. -- The eigenvalues are sorted in descending order. eigOnlyH :: Matrix (Complex Double) -> Vector Double eigOnlyH = vrev . fst. eigSHAux (zheev 1) "eigH'" . fmat vrev = flatten . flipud . reshape 1 ----------------------------------------------------------------------------- foreign import ccall "linearSolveR_l" dgesv :: TMMM foreign import ccall "linearSolveC_l" zgesv :: TCMCMCM foreign import ccall "cholSolveR_l" dpotrs :: TMMM foreign import ccall "cholSolveC_l" zpotrs :: TCMCMCM linearSolveSQAux f st a b | n1==n2 && n1==r = unsafePerformIO $ do s <- createMatrix ColumnMajor r c app3 f mat a mat b mat s st return s | otherwise = error $ st ++ " of nonsquare matrix" where n1 = rows a n2 = cols a r = rows b c = cols b -- | 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'. linearSolveR :: Matrix Double -> Matrix Double -> Matrix Double linearSolveR a b = linearSolveSQAux dgesv "linearSolveR" (fmat a) (fmat b) -- | 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'. linearSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) linearSolveC a b = linearSolveSQAux zgesv "linearSolveC" (fmat a) (fmat b) -- | Solves a symmetric positive definite system of linear equations using a precomputed Cholesky factorization obtained by 'cholS'. cholSolveR :: Matrix Double -> Matrix Double -> Matrix Double cholSolveR a b = linearSolveSQAux dpotrs "cholSolveR" (fmat a) (fmat b) -- | Solves a Hermitian positive definite system of linear equations using a precomputed Cholesky factorization obtained by 'cholH'. cholSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) cholSolveC a b = linearSolveSQAux zpotrs "cholSolveC" (fmat a) (fmat b) ----------------------------------------------------------------------------------- foreign import ccall "LAPACK/lapack-aux.h linearSolveLSR_l" dgels :: TMMM foreign import ccall "LAPACK/lapack-aux.h linearSolveLSC_l" zgels :: TCMCMCM foreign import ccall "LAPACK/lapack-aux.h linearSolveSVDR_l" dgelss :: Double -> TMMM foreign import ccall "LAPACK/lapack-aux.h linearSolveSVDC_l" zgelss :: Double -> TCMCMCM linearSolveAux f st a b = unsafePerformIO $ do r <- createMatrix ColumnMajor (max m n) nrhs app3 f mat a mat b mat r st return r where m = rows a n = cols a nrhs = cols b -- | 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'. linearSolveLSR :: Matrix Double -> Matrix Double -> Matrix Double linearSolveLSR a b = subMatrix (0,0) (cols a, cols b) $ linearSolveAux dgels "linearSolverLSR" (fmat a) (fmat b) -- | 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'. linearSolveLSC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) linearSolveLSC a b = subMatrix (0,0) (cols a, cols b) $ linearSolveAux zgels "linearSolveLSC" (fmat a) (fmat b) -- | 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. linearSolveSVDR :: Maybe Double -- ^ rcond -> Matrix Double -- ^ coefficient matrix -> Matrix Double -- ^ right hand sides (as columns) -> Matrix Double -- ^ solution vectors (as columns) linearSolveSVDR (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $ linearSolveAux (dgelss rcond) "linearSolveSVDR" (fmat a) (fmat b) linearSolveSVDR Nothing a b = linearSolveSVDR (Just (-1)) (fmat a) (fmat b) -- | 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. linearSolveSVDC :: Maybe Double -- ^ rcond -> Matrix (Complex Double) -- ^ coefficient matrix -> Matrix (Complex Double) -- ^ right hand sides (as columns) -> Matrix (Complex Double) -- ^ solution vectors (as columns) linearSolveSVDC (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $ linearSolveAux (zgelss rcond) "linearSolveSVDC" (fmat a) (fmat b) linearSolveSVDC Nothing a b = linearSolveSVDC (Just (-1)) (fmat a) (fmat b) ----------------------------------------------------------------------------------- foreign import ccall "LAPACK/lapack-aux.h chol_l_H" zpotrf :: TCMCM foreign import ccall "LAPACK/lapack-aux.h chol_l_S" dpotrf :: TMM cholAux f st a = do r <- createMatrix ColumnMajor n n app2 f mat a mat r st return r where n = rows a -- | Cholesky factorization of a complex Hermitian positive definite matrix, using LAPACK's /zpotrf/. cholH :: Matrix (Complex Double) -> Matrix (Complex Double) cholH = unsafePerformIO . cholAux zpotrf "cholH" . fmat -- | Cholesky factorization of a real symmetric positive definite matrix, using LAPACK's /dpotrf/. cholS :: Matrix Double -> Matrix Double cholS = unsafePerformIO . cholAux dpotrf "cholS" . fmat -- | Cholesky factorization of a complex Hermitian positive definite matrix, using LAPACK's /zpotrf/ ('Maybe' version). mbCholH :: Matrix (Complex Double) -> Maybe (Matrix (Complex Double)) mbCholH = unsafePerformIO . mbCatch . cholAux zpotrf "cholH" . fmat -- | Cholesky factorization of a real symmetric positive definite matrix, using LAPACK's /dpotrf/ ('Maybe' version). mbCholS :: Matrix Double -> Maybe (Matrix Double) mbCholS = unsafePerformIO . mbCatch . cholAux dpotrf "cholS" . fmat ----------------------------------------------------------------------------------- foreign import ccall "LAPACK/lapack-aux.h qr_l_R" dgeqr2 :: TMVM foreign import ccall "LAPACK/lapack-aux.h qr_l_C" zgeqr2 :: TCMCVCM -- | QR factorization of a real matrix, using LAPACK's /dgeqr2/. qrR :: Matrix Double -> (Matrix Double, Vector Double) qrR = qrAux dgeqr2 "qrR" . fmat -- | QR factorization of a complex matrix, using LAPACK's /zgeqr2/. qrC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector (Complex Double)) qrC = qrAux zgeqr2 "qrC" . fmat qrAux f st a = unsafePerformIO $ do r <- createMatrix ColumnMajor m n tau <- createVector mn app3 f mat a vec tau mat r st return (r,tau) where m = rows a n = cols a mn = min m n ----------------------------------------------------------------------------------- foreign import ccall "LAPACK/lapack-aux.h hess_l_R" dgehrd :: TMVM foreign import ccall "LAPACK/lapack-aux.h hess_l_C" zgehrd :: TCMCVCM -- | Hessenberg factorization of a square real matrix, using LAPACK's /dgehrd/. hessR :: Matrix Double -> (Matrix Double, Vector Double) hessR = hessAux dgehrd "hessR" . fmat -- | Hessenberg factorization of a square complex matrix, using LAPACK's /zgehrd/. hessC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector (Complex Double)) hessC = hessAux zgehrd "hessC" . fmat hessAux f st a = unsafePerformIO $ do r <- createMatrix ColumnMajor m n tau <- createVector (mn-1) app3 f mat a vec tau mat r st return (r,tau) where m = rows a n = cols a mn = min m n ----------------------------------------------------------------------------------- foreign import ccall "LAPACK/lapack-aux.h schur_l_R" dgees :: TMMM foreign import ccall "LAPACK/lapack-aux.h schur_l_C" zgees :: TCMCMCM -- | Schur factorization of a square real matrix, using LAPACK's /dgees/. schurR :: Matrix Double -> (Matrix Double, Matrix Double) schurR = schurAux dgees "schurR" . fmat -- | Schur factorization of a square complex matrix, using LAPACK's /zgees/. schurC :: Matrix (Complex Double) -> (Matrix (Complex Double), Matrix (Complex Double)) schurC = schurAux zgees "schurC" . fmat schurAux f st a = unsafePerformIO $ do u <- createMatrix ColumnMajor n n s <- createMatrix ColumnMajor n n app3 f mat a mat u mat s st return (u,s) where n = rows a ----------------------------------------------------------------------------------- foreign import ccall "LAPACK/lapack-aux.h lu_l_R" dgetrf :: TMVM foreign import ccall "LAPACK/lapack-aux.h lu_l_C" zgetrf :: TCMVCM -- | LU factorization of a general real matrix, using LAPACK's /dgetrf/. luR :: Matrix Double -> (Matrix Double, [Int]) luR = luAux dgetrf "luR" . fmat -- | LU factorization of a general complex matrix, using LAPACK's /zgetrf/. luC :: Matrix (Complex Double) -> (Matrix (Complex Double), [Int]) luC = luAux zgetrf "luC" . fmat luAux f st a = unsafePerformIO $ do lu <- createMatrix ColumnMajor n m piv <- createVector (min n m) app3 f mat a vec piv mat lu st return (lu, map (pred.round) (toList piv)) where n = rows a m = cols a ----------------------------------------------------------------------------------- type TW a = CInt -> PD -> a type TQ a = CInt -> CInt -> PC -> a foreign import ccall "LAPACK/lapack-aux.h luS_l_R" dgetrs :: TMVMM foreign import ccall "LAPACK/lapack-aux.h luS_l_C" zgetrs :: TQ (TW (TQ (TQ (IO CInt)))) -- | Solve a real linear system from a precomputed LU decomposition ('luR'), using LAPACK's /dgetrs/. lusR :: Matrix Double -> [Int] -> Matrix Double -> Matrix Double lusR a piv b = lusAux dgetrs "lusR" (fmat a) piv (fmat b) -- | Solve a real linear system from a precomputed LU decomposition ('luC'), using LAPACK's /zgetrs/. lusC :: Matrix (Complex Double) -> [Int] -> Matrix (Complex Double) -> Matrix (Complex Double) lusC a piv b = lusAux zgetrs "lusC" (fmat a) piv (fmat b) lusAux f st a piv b | n1==n2 && n2==n =unsafePerformIO $ do x <- createMatrix ColumnMajor n m app4 f mat a vec piv' mat b mat x st return x | otherwise = error $ st ++ " on LU factorization of nonsquare matrix" where n1 = rows a n2 = cols a n = rows b m = cols b piv' = fromList (map (fromIntegral.succ) piv) :: Vector Double