path: root/lib/Numeric/LinearAlgebra/LAPACK/lapack-aux.c

#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <time.h>
#include "lapack-aux.h"

#define MACRO(B) do {B} while (0)
#define ERROR(CODE) MACRO(return CODE;)
#define REQUIRES(COND, CODE) MACRO(if(!(COND)) {ERROR(CODE);})

#define MIN(A,B) ((A)<(B)?(A):(B))
#define MAX(A,B) ((A)>(B)?(A):(B))
 
#ifdef DBGL
#define DEBUGMSG(M) printf("LAPACK Wrapper "M"\n: "); size_t t0 = time(NULL);
#define OK MACRO(printf("%ld s\n",time(0)-t0); return 0;);
#else
#define DEBUGMSG(M)
#define OK return 0;
#endif

#define TRACEMAT(M) {int q; printf(" %d x %d: ",M##r,M##c); \
                     for(q=0;q<M##r*M##c;q++) printf("%.1f ",M##p[q]); printf("\n");}

#define CHECK(RES,CODE) MACRO(if(RES) return CODE;)

#define BAD_SIZE 2000
#define BAD_CODE 2001
#define MEM      2002
#define BAD_FILE 2003
#define SINGULAR 2004
#define NOCONVER 2005
#define NODEFPOS 2006
#define NOSPRTD  2007

//---------------------------------------
void asm_finit() {
#ifdef i386
    asm("finit");
#endif
}
//---------------------------------------

//////////////////// real svd ////////////////////////////////////

int svd_l_R(KDMAT(a),DMAT(u), DVEC(s),DMAT(v)) {
    integer m = ar;
    integer n = ac;
    integer q = MIN(m,n);
    REQUIRES(sn==q,BAD_SIZE);
    REQUIRES(up==NULL || ur==m && (uc==m || uc==q),BAD_SIZE);
    char* jobu  = "A";
    if (up==NULL) {
        jobu = "N";
    } else {
        if (uc==q) {
            jobu = "S";
        }
    }
    REQUIRES(vp==NULL || vc==n && (vr==n || vr==q),BAD_SIZE);
    char* jobvt  = "A";
    integer ldvt = n;
    if (vp==NULL) {
        jobvt = "N";
    } else {
        if (vr==q) {
            jobvt = "S";
            ldvt = q;
        }
    }
    DEBUGMSG("svd_l_R");
    double *B = (double*)malloc(m*n*sizeof(double));
    CHECK(!B,MEM);
    memcpy(B,ap,m*n*sizeof(double));
    integer lwork = -1;
    integer res;
    // ask for optimal lwork
    double ans;
    dgesvd_ (jobu,jobvt,
             &m,&n,B,&m,
             sp,
             up,&m,
             vp,&ldvt,
             &ans, &lwork,
             &res);
    lwork = ceil(ans);
    double * work = (double*)malloc(lwork*sizeof(double));
    CHECK(!work,MEM);
    dgesvd_ (jobu,jobvt,
             &m,&n,B,&m,
             sp,
             up,&m,
             vp,&ldvt,
             work, &lwork,
             &res);
    CHECK(res,res);
    free(work);
    free(B);
    OK
}

// (alternative version)

int svd_l_Rdd(KDMAT(a),DMAT(u), DVEC(s),DMAT(v)) {
    integer m = ar;
    integer n = ac;
    integer q = MIN(m,n);
    REQUIRES(sn==q,BAD_SIZE);
    REQUIRES(up == NULL && vp == NULL
             || ur==m && vc==n
                &&   (uc == q && vr == q
                   || uc == m && vc==n),BAD_SIZE);
    char* jobz  = "A";
    integer ldvt = n;
    if (up==NULL) {
        jobz = "N";
    } else {
        if (uc==q && vr == q) {
            jobz = "S";
            ldvt = q;
        }
    }
    DEBUGMSG("svd_l_Rdd");
    double *B = (double*)malloc(m*n*sizeof(double));
    CHECK(!B,MEM);
    memcpy(B,ap,m*n*sizeof(double));
    integer* iwk = (integer*) malloc(8*q*sizeof(integer));
    CHECK(!iwk,MEM);
    integer lwk = -1;
    integer res;
    // ask for optimal lwk
    double ans;
    dgesdd_ (jobz,&m,&n,B,&m,sp,up,&m,vp,&ldvt,&ans,&lwk,iwk,&res);
    lwk = ans;
    double * workv = (double*)malloc(lwk*sizeof(double));
    CHECK(!workv,MEM);
    dgesdd_ (jobz,&m,&n,B,&m,sp,up,&m,vp,&ldvt,workv,&lwk,iwk,&res);
    CHECK(res,res);
    free(iwk);
    free(workv);
    free(B);
    OK
}

//////////////////// complex svd ////////////////////////////////////

// not in clapack.h

int zgesvd_(char *jobu, char *jobvt, integer *m, integer *n,
    doublecomplex *a, integer *lda, doublereal *s, doublecomplex *u,
    integer *ldu, doublecomplex *vt, integer *ldvt, doublecomplex *work,
    integer *lwork, doublereal *rwork, integer *info);

int svd_l_C(KCMAT(a),CMAT(u), DVEC(s),CMAT(v)) {
    integer m = ar;
    integer n = ac;
    integer q = MIN(m,n);
    REQUIRES(sn==q,BAD_SIZE);
    REQUIRES(up==NULL || ur==m && (uc==m || uc==q),BAD_SIZE);
    char* jobu  = "A";
    if (up==NULL) {
        jobu = "N";
    } else {
        if (uc==q) {
            jobu = "S";
        }
    }
    REQUIRES(vp==NULL || vc==n && (vr==n || vr==q),BAD_SIZE);
    char* jobvt  = "A";
    integer ldvt = n;
    if (vp==NULL) {
        jobvt = "N";
    } else {
        if (vr==q) {
            jobvt = "S";
            ldvt = q;
        }
    }DEBUGMSG("svd_l_C");
    double *B = (double*)malloc(2*m*n*sizeof(double));
    CHECK(!B,MEM);
    memcpy(B,ap,m*n*2*sizeof(double));

    double *rwork = (double*) malloc(5*q*sizeof(double));
    CHECK(!rwork,MEM);
    integer lwork = -1;
    integer res;
    // ask for optimal lwork
    doublecomplex ans;
    zgesvd_ (jobu,jobvt,
             &m,&n,(doublecomplex*)B,&m,
             sp,
             (doublecomplex*)up,&m,
             (doublecomplex*)vp,&ldvt,
             &ans, &lwork,
             rwork,
             &res);
    lwork = ceil(ans.r);
    doublecomplex * work = (doublecomplex*)malloc(lwork*2*sizeof(double));
    CHECK(!work,MEM);
    zgesvd_ (jobu,jobvt,
             &m,&n,(doublecomplex*)B,&m,
             sp,
             (doublecomplex*)up,&m,
             (doublecomplex*)vp,&ldvt,
             work, &lwork,
             rwork,
             &res);
    CHECK(res,res);
    free(work);
    free(rwork);
    free(B);
    OK
}

int zgesdd_ (char *jobz, integer *m, integer *n,
    doublecomplex *a, integer *lda, doublereal *s, doublecomplex *u,
    integer *ldu, doublecomplex *vt, integer *ldvt, doublecomplex *work,
    integer *lwork, doublereal *rwork, integer* iwork, integer *info);

int svd_l_Cdd(KCMAT(a),CMAT(u), DVEC(s),CMAT(v)) {
    //printf("entro\n");
    integer m = ar;
    integer n = ac;
    integer q = MIN(m,n);
    REQUIRES(sn==q,BAD_SIZE);
    REQUIRES(up == NULL && vp == NULL
             || ur==m && vc==n
                &&   (uc == q && vr == q
                   || uc == m && vc==n),BAD_SIZE);
    char* jobz  = "A";
    integer ldvt = n;
    if (up==NULL) {
        jobz = "N";
    } else {
        if (uc==q && vr == q) {
            jobz = "S";
            ldvt = q;
        }
    }
    DEBUGMSG("svd_l_Cdd");
    doublecomplex *B = (doublecomplex*)malloc(m*n*sizeof(doublecomplex));
    CHECK(!B,MEM);
    memcpy(B,ap,m*n*sizeof(doublecomplex));
    integer* iwk = (integer*) malloc(8*q*sizeof(integer));
    CHECK(!iwk,MEM);
    int lrwk;
    if (0 && *jobz == 'N') {
        lrwk = 5*q; // does not work, crash at free below
    } else {
        lrwk = 5*q*q + 7*q;
    }
    double *rwk = (double*)malloc(lrwk*sizeof(double));;
    CHECK(!rwk,MEM);
    //printf("%s %ld %d\n",jobz,q,lrwk);
    integer lwk = -1;
    integer res;
    // ask for optimal lwk
    doublecomplex ans;
    zgesdd_ (jobz,&m,&n,B,&m,sp,(doublecomplex*)up,&m,(doublecomplex*)vp,&ldvt,&ans,&lwk,rwk,iwk,&res);
    lwk = ans.r;
    //printf("lwk = %ld\n",lwk);
    doublecomplex * workv = (doublecomplex*)malloc(lwk*sizeof(doublecomplex));
    CHECK(!workv,MEM);
    zgesdd_ (jobz,&m,&n,B,&m,sp,(doublecomplex*)up,&m,(doublecomplex*)vp,&ldvt,workv,&lwk,rwk,iwk,&res);
    //printf("res = %ld\n",res);
    CHECK(res,res);
    free(workv); // printf("freed workv\n");
    free(rwk);   // printf("freed rwk\n");
    free(iwk);   // printf("freed iwk\n");
    free(B);     // printf("freed B, salgo\n");
    OK
}

//////////////////// general complex eigensystem ////////////

int eig_l_C(KCMAT(a), CMAT(u), CVEC(s),CMAT(v)) {
    integer n = ar;
    REQUIRES(ac==n && sn==n, BAD_SIZE);
    REQUIRES(up==NULL || ur==n && uc==n, BAD_SIZE);
    char jobvl = up==NULL?'N':'V';
    REQUIRES(vp==NULL || vr==n && vc==n, BAD_SIZE);
    char jobvr = vp==NULL?'N':'V';
    DEBUGMSG("eig_l_C");
    doublecomplex *B = (doublecomplex*)malloc(n*n*sizeof(doublecomplex));
    CHECK(!B,MEM);
    memcpy(B,ap,n*n*sizeof(doublecomplex));
    double *rwork = (double*) malloc(2*n*sizeof(double));
    CHECK(!rwork,MEM);
    integer lwork = -1;
    integer res;
    // ask for optimal lwork
    doublecomplex ans;
    //printf("ask zgeev\n");
    zgeev_  (&jobvl,&jobvr,
             &n,(doublecomplex*)B,&n,
             (doublecomplex*)sp,
             (doublecomplex*)up,&n,
             (doublecomplex*)vp,&n,
             &ans, &lwork,
             rwork,
             &res);
    lwork = ceil(ans.r);
    //printf("ans = %d\n",lwork);
    doublecomplex * work = (doublecomplex*)malloc(lwork*sizeof(doublecomplex));
    CHECK(!work,MEM);
    //printf("zgeev\n");
    zgeev_  (&jobvl,&jobvr,
             &n,(doublecomplex*)B,&n,
             (doublecomplex*)sp,
             (doublecomplex*)up,&n,
             (doublecomplex*)vp,&n,
             work, &lwork,
             rwork,
             &res);
    CHECK(res,res);
    free(work);
    free(rwork);
    free(B);
    OK
}



//////////////////// general real eigensystem ////////////

int eig_l_R(KDMAT(a),DMAT(u), CVEC(s),DMAT(v)) {
    integer n = ar;
    REQUIRES(ac==n && sn==n, BAD_SIZE);
    REQUIRES(up==NULL || ur==n && uc==n, BAD_SIZE);
    char jobvl = up==NULL?'N':'V';
    REQUIRES(vp==NULL || vr==n && vc==n, BAD_SIZE);
    char jobvr = vp==NULL?'N':'V';
    DEBUGMSG("eig_l_R");
    double *B = (double*)malloc(n*n*sizeof(double));
    CHECK(!B,MEM);
    memcpy(B,ap,n*n*sizeof(double));
    integer lwork = -1;
    integer res;
    // ask for optimal lwork
    double ans;
    //printf("ask dgeev\n");
    dgeev_  (&jobvl,&jobvr,
             &n,B,&n,
             sp, sp+n,
             up,&n,
             vp,&n,
             &ans, &lwork,
             &res);
    lwork = ceil(ans);
    //printf("ans = %d\n",lwork);
    double * work = (double*)malloc(lwork*sizeof(double));
    CHECK(!work,MEM);
    //printf("dgeev\n");
    dgeev_  (&jobvl,&jobvr,
             &n,B,&n,
             sp, sp+n,
             up,&n,
             vp,&n,
             work, &lwork,
             &res);
    CHECK(res,res);
    free(work);
    free(B);
    OK
}


//////////////////// symmetric real eigensystem ////////////


int eig_l_S(int wantV,KDMAT(a),DVEC(s),DMAT(v)) {
    integer n = ar;
    REQUIRES(ac==n && sn==n, BAD_SIZE);
    REQUIRES(vr==n && vc==n, BAD_SIZE);
    char jobz = wantV?'V':'N';
    DEBUGMSG("eig_l_S");
    memcpy(vp,ap,n*n*sizeof(double));
    integer lwork = -1;
    char uplo = 'U';
    integer res;
    // ask for optimal lwork
    double ans;
    //printf("ask dsyev\n");
    dsyev_  (&jobz,&uplo,
             &n,vp,&n,
             sp,
             &ans, &lwork,
             &res);
    lwork = ceil(ans);
    //printf("ans = %d\n",lwork);
    double * work = (double*)malloc(lwork*sizeof(double));
    CHECK(!work,MEM);
    dsyev_  (&jobz,&uplo,
             &n,vp,&n,
             sp,
             work, &lwork,
             &res);
    CHECK(res,res);
    free(work);
    OK
}

//////////////////// hermitian complex eigensystem ////////////

int eig_l_H(int wantV,KCMAT(a),DVEC(s),CMAT(v)) {
    integer n = ar;
    REQUIRES(ac==n && sn==n, BAD_SIZE);
    REQUIRES(vr==n && vc==n, BAD_SIZE);
    char jobz = wantV?'V':'N';
    DEBUGMSG("eig_l_H");
    memcpy(vp,ap,2*n*n*sizeof(double));
    double *rwork = (double*) malloc((3*n-2)*sizeof(double));
    CHECK(!rwork,MEM);
    integer lwork = -1;
    char uplo = 'U';
    integer res;
    // ask for optimal lwork
    doublecomplex ans;
    //printf("ask zheev\n");
    zheev_  (&jobz,&uplo,
             &n,(doublecomplex*)vp,&n,
             sp,
             &ans, &lwork,
             rwork,
             &res);
    lwork = ceil(ans.r);
    //printf("ans = %d\n",lwork);
    doublecomplex * work = (doublecomplex*)malloc(lwork*sizeof(doublecomplex));
    CHECK(!work,MEM);
    zheev_  (&jobz,&uplo,
             &n,(doublecomplex*)vp,&n,
             sp,
             work, &lwork,
             rwork,
             &res);
    CHECK(res,res);
    free(work);
    free(rwork);
    OK
}

//////////////////// general real linear system ////////////

int linearSolveR_l(KDMAT(a),KDMAT(b),DMAT(x)) {
    integer n = ar;
    integer nhrs = bc;
    REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE);
    DEBUGMSG("linearSolveR_l");
    double*AC = (double*)malloc(n*n*sizeof(double));
    memcpy(AC,ap,n*n*sizeof(double));
    memcpy(xp,bp,n*nhrs*sizeof(double));
    integer * ipiv = (integer*)malloc(n*sizeof(integer));
    integer res;
    dgesv_  (&n,&nhrs,
             AC, &n,
             ipiv,
             xp, &n,
             &res);
    if(res>0) {
        return SINGULAR;
    }
    CHECK(res,res);
    free(ipiv);
    free(AC);
    OK
}

//////////////////// general complex linear system ////////////

int linearSolveC_l(KCMAT(a),KCMAT(b),CMAT(x)) {
    integer n = ar;
    integer nhrs = bc;
    REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE);
    DEBUGMSG("linearSolveC_l");
    double*AC = (double*)malloc(2*n*n*sizeof(double));
    memcpy(AC,ap,2*n*n*sizeof(double));
    memcpy(xp,bp,2*n*nhrs*sizeof(double));
    integer * ipiv = (integer*)malloc(n*sizeof(integer));
    integer res;
    zgesv_  (&n,&nhrs,
             (doublecomplex*)AC, &n,
             ipiv,
             (doublecomplex*)xp, &n,
             &res);
    if(res>0) {
        return SINGULAR;
    }
    CHECK(res,res);
    free(ipiv);
    free(AC);
    OK
}

//////// symmetric positive definite real linear system using Cholesky ////////////

int cholSolveR_l(KDMAT(a),KDMAT(b),DMAT(x)) {
    integer n = ar;
    integer nhrs = bc;
    REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE);
    DEBUGMSG("cholSolveR_l");
    memcpy(xp,bp,n*nhrs*sizeof(double));
    integer res;
    dpotrs_ ("U",
             &n,&nhrs,
             (double*)ap, &n,
             xp, &n,
             &res);
    CHECK(res,res);
    OK
}

//////// Hermitian positive definite real linear system using Cholesky ////////////

int cholSolveC_l(KCMAT(a),KCMAT(b),CMAT(x)) {
    integer n = ar;
    integer nhrs = bc;
    REQUIRES(n>=1 && ar==ac && ar==br,BAD_SIZE);
    DEBUGMSG("cholSolveC_l");
    memcpy(xp,bp,2*n*nhrs*sizeof(double));
    integer res;
    zpotrs_  ("U",
             &n,&nhrs,
             (doublecomplex*)ap, &n,
             (doublecomplex*)xp, &n,
             &res);
    CHECK(res,res);
    OK
}

//////////////////// least squares real linear system ////////////

int linearSolveLSR_l(KDMAT(a),KDMAT(b),DMAT(x)) {
    integer m = ar;
    integer n = ac;
    integer nrhs = bc;
    integer ldb = xr;
    REQUIRES(m>=1 && n>=1 && ar==br && xr==MAX(m,n) && xc == bc, BAD_SIZE);
    DEBUGMSG("linearSolveLSR_l");
    double*AC = (double*)malloc(m*n*sizeof(double));
    memcpy(AC,ap,m*n*sizeof(double));
    if (m>=n) {
        memcpy(xp,bp,m*nrhs*sizeof(double));
    } else {
        int k;
        for(k = 0; k<nrhs; k++) {
            memcpy(xp+ldb*k,bp+m*k,m*sizeof(double));
        }
    }
    integer res;
    integer lwork = -1;
    double ans;
    dgels_  ("N",&m,&n,&nrhs,
             AC,&m,
             xp,&ldb,
             &ans,&lwork,
             &res);
    lwork = ceil(ans);
    //printf("ans = %d\n",lwork);
    double * work = (double*)malloc(lwork*sizeof(double));
    dgels_  ("N",&m,&n,&nrhs,
             AC,&m,
             xp,&ldb,
             work,&lwork,
             &res);
    if(res>0) {
        return SINGULAR;
    }
    CHECK(res,res);
    free(work);
    free(AC);
    OK
}

//////////////////// least squares complex linear system ////////////

int linearSolveLSC_l(KCMAT(a),KCMAT(b),CMAT(x)) {
    integer m = ar;
    integer n = ac;
    integer nrhs = bc;
    integer ldb = xr;
    REQUIRES(m>=1 && n>=1 && ar==br && xr==MAX(m,n) && xc == bc, BAD_SIZE);
    DEBUGMSG("linearSolveLSC_l");
    double*AC = (double*)malloc(2*m*n*sizeof(double));
    memcpy(AC,ap,2*m*n*sizeof(double));
    memcpy(AC,ap,2*m*n*sizeof(double));
    if (m>=n) {
        memcpy(xp,bp,2*m*nrhs*sizeof(double));
    } else {
        int k;
        for(k = 0; k<nrhs; k++) {
            memcpy(xp+2*ldb*k,bp+2*m*k,m*2*sizeof(double));
        }
    }
    integer res;
    integer lwork = -1;
    doublecomplex ans;
    zgels_  ("N",&m,&n,&nrhs,
             (doublecomplex*)AC,&m,
             (doublecomplex*)xp,&ldb,
             &ans,&lwork,
             &res);
    lwork = ceil(ans.r);
    //printf("ans = %d\n",lwork);
    doublecomplex * work = (doublecomplex*)malloc(lwork*sizeof(doublecomplex));
    zgels_  ("N",&m,&n,&nrhs,
             (doublecomplex*)AC,&m,
             (doublecomplex*)xp,&ldb,
             work,&lwork,
             &res);
    if(res>0) {
        return SINGULAR;
    }
    CHECK(res,res);
    free(work);
    free(AC);
    OK
}

//////////////////// least squares real linear system using SVD ////////////

int linearSolveSVDR_l(double rcond,KDMAT(a),KDMAT(b),DMAT(x)) {
    integer m = ar;
    integer n = ac;
    integer nrhs = bc;
    integer ldb = xr;
    REQUIRES(m>=1 && n>=1 && ar==br && xr==MAX(m,n) && xc == bc, BAD_SIZE);
    DEBUGMSG("linearSolveSVDR_l");
    double*AC = (double*)malloc(m*n*sizeof(double));
    double*S = (double*)malloc(MIN(m,n)*sizeof(double));
    memcpy(AC,ap,m*n*sizeof(double));
    if (m>=n) {
        memcpy(xp,bp,m*nrhs*sizeof(double));
    } else {
        int k;
        for(k = 0; k<nrhs; k++) {
            memcpy(xp+ldb*k,bp+m*k,m*sizeof(double));
        }
    }
    integer res;
    integer lwork = -1;
    integer rank;
    double ans;
    dgelss_  (&m,&n,&nrhs,
             AC,&m,
             xp,&ldb,
             S,
             &rcond,&rank,
             &ans,&lwork,
             &res);
    lwork = ceil(ans);
    //printf("ans = %d\n",lwork);
    double * work = (double*)malloc(lwork*sizeof(double));
    dgelss_  (&m,&n,&nrhs,
             AC,&m,
             xp,&ldb,
             S,
             &rcond,&rank,
             work,&lwork,
             &res);
    if(res>0) {
        return NOCONVER;
    }
    CHECK(res,res);
    free(work);
    free(S);
    free(AC);
    OK
}

//////////////////// least squares complex linear system using SVD ////////////

// not in clapack.h

int zgelss_(integer *m, integer *n, integer *nhrs,
    doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, doublereal *s,
    doublereal *rcond, integer* rank,
    doublecomplex *work, integer* lwork, doublereal* rwork,
    integer *info);

int linearSolveSVDC_l(double rcond, KCMAT(a),KCMAT(b),CMAT(x)) {
    integer m = ar;
    integer n = ac;
    integer nrhs = bc;
    integer ldb = xr;
    REQUIRES(m>=1 && n>=1 && ar==br && xr==MAX(m,n) && xc == bc, BAD_SIZE);
    DEBUGMSG("linearSolveSVDC_l");
    double*AC = (double*)malloc(2*m*n*sizeof(double));
    double*S = (double*)malloc(MIN(m,n)*sizeof(double));
    double*RWORK = (double*)malloc(5*MIN(m,n)*sizeof(double));
    memcpy(AC,ap,2*m*n*sizeof(double));
    if (m>=n) {
        memcpy(xp,bp,2*m*nrhs*sizeof(double));
    } else {
        int k;
        for(k = 0; k<nrhs; k++) {
            memcpy(xp+2*ldb*k,bp+2*m*k,m*2*sizeof(double));
        }
    }
    integer res;
    integer lwork = -1;
    integer rank;
    doublecomplex ans;
    zgelss_  (&m,&n,&nrhs,
             (doublecomplex*)AC,&m,
             (doublecomplex*)xp,&ldb,
             S,
             &rcond,&rank,
             &ans,&lwork,
             RWORK,
             &res);
    lwork = ceil(ans.r);
    //printf("ans = %d\n",lwork);
    doublecomplex * work = (doublecomplex*)malloc(lwork*sizeof(doublecomplex));
    zgelss_  (&m,&n,&nrhs,
             (doublecomplex*)AC,&m,
             (doublecomplex*)xp,&ldb,
             S,
             &rcond,&rank,
             work,&lwork,
             RWORK,
             &res);
    if(res>0) {
        return NOCONVER;
    }
    CHECK(res,res);
    free(work);
    free(RWORK);
    free(S);
    free(AC);
    OK
}

//////////////////// Cholesky factorization /////////////////////////

int chol_l_H(KCMAT(a),CMAT(l)) {
    integer n = ar;
    REQUIRES(n>=1 && ac == n && lr==n && lc==n,BAD_SIZE);
    DEBUGMSG("chol_l_H");
    memcpy(lp,ap,n*n*sizeof(doublecomplex));
    char uplo = 'U';
    integer res;
    zpotrf_ (&uplo,&n,(doublecomplex*)lp,&n,&res);
    CHECK(res>0,NODEFPOS);
    CHECK(res,res);
    doublecomplex zero = {0.,0.};
    int r,c;
    for (r=0; r<lr-1; r++) {
        for(c=r+1; c<lc; c++) {
            ((doublecomplex*)lp)[r*lc+c] = zero;
        }
    }
    OK
}

int chol_l_S(KDMAT(a),DMAT(l)) {
    integer n = ar;
    REQUIRES(n>=1 && ac == n && lr==n && lc==n,BAD_SIZE);
    DEBUGMSG("chol_l_S");
    memcpy(lp,ap,n*n*sizeof(double));
    char uplo = 'U';
    integer res;
    dpotrf_ (&uplo,&n,lp,&n,&res);
    CHECK(res>0,NODEFPOS);
    CHECK(res,res);
    int r,c;
    for (r=0; r<lr-1; r++) {
        for(c=r+1; c<lc; c++) {
            lp[r*lc+c] = 0.;
        }
    }
    OK
}

//////////////////// QR factorization /////////////////////////

int qr_l_R(KDMAT(a), DVEC(tau), DMAT(r)) {
    integer m = ar;
    integer n = ac;
    integer mn = MIN(m,n);
    REQUIRES(m>=1 && n >=1 && rr== m && rc == n && taun == mn, BAD_SIZE);
    DEBUGMSG("qr_l_R");
    double *WORK = (double*)malloc(n*sizeof(double));
    CHECK(!WORK,MEM);
    memcpy(rp,ap,m*n*sizeof(double));
    integer res;
    dgeqr2_ (&m,&n,rp,&m,taup,WORK,&res);
    CHECK(res,res);
    free(WORK);
    OK
}

int qr_l_C(KCMAT(a), CVEC(tau), CMAT(r)) {
    integer m = ar;
    integer n = ac;
    integer mn = MIN(m,n);
    REQUIRES(m>=1 && n >=1 && rr== m && rc == n && taun == mn, BAD_SIZE);
    DEBUGMSG("qr_l_C");
    doublecomplex *WORK = (doublecomplex*)malloc(n*sizeof(doublecomplex));
    CHECK(!WORK,MEM);
    memcpy(rp,ap,m*n*sizeof(doublecomplex));
    integer res;
    zgeqr2_ (&m,&n,(doublecomplex*)rp,&m,(doublecomplex*)taup,WORK,&res);
    CHECK(res,res);
    free(WORK);
    OK
}

//////////////////// Hessenberg factorization /////////////////////////

int hess_l_R(KDMAT(a), DVEC(tau), DMAT(r)) {
    integer m = ar;
    integer n = ac;
    integer mn = MIN(m,n);
    REQUIRES(m>=1 && n == m && rr== m && rc == n && taun == mn-1, BAD_SIZE);
    DEBUGMSG("hess_l_R");
    integer lwork = 5*n; // fixme
    double *WORK = (double*)malloc(lwork*sizeof(double));
    CHECK(!WORK,MEM);
    memcpy(rp,ap,m*n*sizeof(double));
    integer res;
    integer one = 1;
    dgehrd_ (&n,&one,&n,rp,&n,taup,WORK,&lwork,&res);
    CHECK(res,res);
    free(WORK);
    OK
}

int hess_l_C(KCMAT(a), CVEC(tau), CMAT(r)) {
    integer m = ar;
    integer n = ac;
    integer mn = MIN(m,n);
    REQUIRES(m>=1 && n == m && rr== m && rc == n && taun == mn-1, BAD_SIZE);
    DEBUGMSG("hess_l_C");
    integer lwork = 5*n; // fixme
    doublecomplex *WORK = (doublecomplex*)malloc(lwork*sizeof(doublecomplex));
    CHECK(!WORK,MEM);
    memcpy(rp,ap,m*n*sizeof(doublecomplex));
    integer res;
    integer one = 1;
    zgehrd_ (&n,&one,&n,(doublecomplex*)rp,&n,(doublecomplex*)taup,WORK,&lwork,&res);
    CHECK(res,res);
    free(WORK);
    OK
}

//////////////////// Schur factorization /////////////////////////

int schur_l_R(KDMAT(a), DMAT(u), DMAT(s)) {
    integer m = ar;
    integer n = ac;
    REQUIRES(m>=1 && n==m && ur==n && uc==n && sr==n && sc==n, BAD_SIZE);
    DEBUGMSG("schur_l_R");
    int k;
    //printf("---------------------------\n");
    //printf("%p: ",ap); for(k=0;k<n*n;k++) printf("%f ",ap[k]); printf("\n");
    //printf("%p: ",up); for(k=0;k<n*n;k++) printf("%f ",up[k]); printf("\n");
    //printf("%p: ",sp); for(k=0;k<n*n;k++) printf("%f ",sp[k]); printf("\n");
    memcpy(sp,ap,n*n*sizeof(double));
    integer lwork = 6*n; // fixme
    double *WORK = (double*)malloc(lwork*sizeof(double));
    double *WR = (double*)malloc(n*sizeof(double));
    double *WI = (double*)malloc(n*sizeof(double));
    // WR and WI not really required in this call
    logical *BWORK = (logical*)malloc(n*sizeof(logical));
    integer res;
    integer sdim;
    dgees_ ("V","N",NULL,&n,sp,&n,&sdim,WR,WI,up,&n,WORK,&lwork,BWORK,&res);
    //printf("%p: ",ap); for(k=0;k<n*n;k++) printf("%f ",ap[k]); printf("\n");
    //printf("%p: ",up); for(k=0;k<n*n;k++) printf("%f ",up[k]); printf("\n");
    //printf("%p: ",sp); for(k=0;k<n*n;k++) printf("%f ",sp[k]); printf("\n");
    if(res>0) {
        return NOCONVER;
    }
    CHECK(res,res);
    free(WR);
    free(WI);
    free(BWORK);
    free(WORK);
    OK
}

int schur_l_C(KCMAT(a), CMAT(u), CMAT(s)) {
    integer m = ar;
    integer n = ac;
    REQUIRES(m>=1 && n==m && ur==n && uc==n && sr==n && sc==n, BAD_SIZE);
    DEBUGMSG("schur_l_C");
    memcpy(sp,ap,n*n*sizeof(doublecomplex));
    integer lwork = 6*n; // fixme
    doublecomplex *WORK = (doublecomplex*)malloc(lwork*sizeof(doublecomplex));
    doublecomplex *W = (doublecomplex*)malloc(n*sizeof(doublecomplex));
    // W not really required in this call
    logical *BWORK = (logical*)malloc(n*sizeof(logical));
    double *RWORK = (double*)malloc(n*sizeof(double));
    integer res;
    integer sdim;
    zgees_ ("V","N",NULL,&n,(doublecomplex*)sp,&n,&sdim,W,
                            (doublecomplex*)up,&n,
                            WORK,&lwork,RWORK,BWORK,&res);
    if(res>0) {
        return NOCONVER;
    }
    CHECK(res,res);
    free(W);
    free(BWORK);
    free(WORK);
    OK
}

//////////////////// LU factorization /////////////////////////

int lu_l_R(KDMAT(a), DVEC(ipiv), DMAT(r)) {
    integer m = ar;
    integer n = ac;
    integer mn = MIN(m,n);
    REQUIRES(m>=1 && n >=1 && ipivn == mn, BAD_SIZE);
    DEBUGMSG("lu_l_R");
    integer* auxipiv = (integer*)malloc(mn*sizeof(integer));
    memcpy(rp,ap,m*n*sizeof(double));
    integer res;
    dgetrf_ (&m,&n,rp,&m,auxipiv,&res);
    if(res>0) {
        res = 0; // fixme
    }
    CHECK(res,res);
    int k;
    for (k=0; k<mn; k++) {
        ipivp[k] = auxipiv[k];
    }
    free(auxipiv);
    OK
}

int lu_l_C(KCMAT(a), DVEC(ipiv), CMAT(r)) {
    integer m = ar;
    integer n = ac;
    integer mn = MIN(m,n);
    REQUIRES(m>=1 && n >=1 && ipivn == mn, BAD_SIZE);
    DEBUGMSG("lu_l_C");
    integer* auxipiv = (integer*)malloc(mn*sizeof(integer));
    memcpy(rp,ap,m*n*sizeof(doublecomplex));
    integer res;
    zgetrf_ (&m,&n,(doublecomplex*)rp,&m,auxipiv,&res);
    if(res>0) {
        res = 0; // fixme
    }
    CHECK(res,res);
    int k;
    for (k=0; k<mn; k++) {
        ipivp[k] = auxipiv[k];
    }
    free(auxipiv);
    OK
}


//////////////////// LU substitution /////////////////////////

int luS_l_R(KDMAT(a), KDVEC(ipiv), KDMAT(b), DMAT(x)) {
  integer m = ar;
  integer n = ac;
  integer mrhs = br;
  integer nrhs = bc;

  REQUIRES(m==n && m==mrhs && m==ipivn,BAD_SIZE);
  integer* auxipiv = (integer*)malloc(n*sizeof(integer));
  int k;
  for (k=0; k<n; k++) {
    auxipiv[k] = (integer)ipivp[k];
  }
  integer res;
  memcpy(xp,bp,mrhs*nrhs*sizeof(double));
  dgetrs_ ("N",&n,&nrhs,(/*no const (!?)*/ double*)ap,&m,auxipiv,xp,&mrhs,&res);
  CHECK(res,res);
  free(auxipiv);
  OK
}

int luS_l_C(KCMAT(a), KDVEC(ipiv), KCMAT(b), CMAT(x)) {
    integer m = ar;
    integer n = ac;
    integer mrhs = br;
    integer nrhs = bc;

    REQUIRES(m==n && m==mrhs && m==ipivn,BAD_SIZE);
    integer* auxipiv = (integer*)malloc(n*sizeof(integer));
    int k;
    for (k=0; k<n; k++) {
        auxipiv[k] = (integer)ipivp[k];
    }
    integer res;
    memcpy(xp,bp,mrhs*nrhs*sizeof(doublecomplex));
    zgetrs_ ("N",&n,&nrhs,(doublecomplex*)ap,&m,auxipiv,(doublecomplex*)xp,&mrhs,&res);
    CHECK(res,res);
    free(auxipiv);
    OK
}

//////////////////// Matrix Product /////////////////////////

void dgemm_(char *, char *, integer *, integer *, integer *,
           double *, const double *, integer *, const double *,
           integer *, double *, double *, integer *);

int multiplyR(int ta, int tb, KDMAT(a),KDMAT(b),DMAT(r)) {
    //REQUIRES(ac==br && ar==rr && bc==rc,BAD_SIZE);
    integer m = ta?ac:ar;
    integer n = tb?br:bc;
    integer k = ta?ar:ac;
    integer lda = ar;
    integer ldb = br;
    integer ldc = rr;
    double alpha = 1;
    double beta = 0;
    dgemm_(ta?"T":"N",tb?"T":"N",&m,&n,&k,&alpha,ap,&lda,bp,&ldb,&beta,rp,&ldc);
    OK
}

void zgemm_(char *, char *, integer *, integer *, integer *,
           doublecomplex *, const doublecomplex *, integer *, const doublecomplex *,
           integer *, doublecomplex *, doublecomplex *, integer *);

int multiplyC(int ta, int tb, KCMAT(a),KCMAT(b),CMAT(r)) {
    //REQUIRES(ac==br && ar==rr && bc==rc,BAD_SIZE);
    integer m = ta?ac:ar;
    integer n = tb?br:bc;
    integer k = ta?ar:ac;
    integer lda = ar;
    integer ldb = br;
    integer ldc = rr;
    doublecomplex alpha = {1,0};
    doublecomplex beta = {0,0};
    zgemm_(ta?"T":"N",tb?"T":"N",&m,&n,&k,&alpha,
           (doublecomplex*)ap,&lda,
           (doublecomplex*)bp,&ldb,&beta,
           (doublecomplex*)rp,&ldc);
    OK
}

//////////////////// transpose /////////////////////////

int transR(KDMAT(x),DMAT(t)) {
    REQUIRES(xr==tc && xc==tr,BAD_SIZE);
    DEBUGMSG("transR");
    int i,j;
    for (i=0; i<tr; i++) {
        for (j=0; j<tc; j++) {
        tp[i*tc+j] = xp[j*xc+i];
        }
    }
    OK
}

int transC(KCMAT(x),CMAT(t)) {
    REQUIRES(xr==tc && xc==tr,BAD_SIZE);
    DEBUGMSG("transC");
    int i,j;
    for (i=0; i<tr; i++) {
        for (j=0; j<tc; j++) {
        ((doublecomplex*)tp)[i*tc+j] = ((doublecomplex*)xp)[j*xc+i];
        }
    }
    OK
}

//////////////////// constant /////////////////////////

int constantR(double * pval, DVEC(r)) {
    DEBUGMSG("constantR")
    int k;
    double val = *pval;
    for(k=0;k<rn;k++) {
        rp[k]=val;
    }
    OK
}

int constantC(doublecomplex* pval, CVEC(r)) {
    DEBUGMSG("constantC")
    int k;
    doublecomplex val = *pval;
    for(k=0;k<rn;k++) {
        ((doublecomplex*)rp)[k]=val;
    }
    OK
}