// Copyright (C) 2010 Davis E. King (davis@dlib.net) // License: Boost Software License See LICENSE.txt for the full license. #ifndef DLIB_LAPACk_EV_Hh_ #define DLIB_LAPACk_EV_Hh_ #include "fortran_id.h" #include "../matrix.h" namespace dlib { namespace lapack { namespace binding { extern "C" { void DLIB_FORTRAN_ID(dsyev) (char *jobz, char *uplo, integer *n, double *a, integer *lda, double *w, double *work, integer *lwork, integer *info); void DLIB_FORTRAN_ID(ssyev) (char *jobz, char *uplo, integer *n, float *a, integer *lda, float *w, float *work, integer *lwork, integer *info); } inline int syev (char jobz, char uplo, integer n, double *a, integer lda, double *w, double *work, integer lwork) { integer info = 0; DLIB_FORTRAN_ID(dsyev)(&jobz, &uplo, &n, a, &lda, w, work, &lwork, &info); return info; } inline int syev (char jobz, char uplo, integer n, float *a, integer lda, float *w, float *work, integer lwork) { integer info = 0; DLIB_FORTRAN_ID(ssyev)(&jobz, &uplo, &n, a, &lda, w, work, &lwork, &info); return info; } } // ------------------------------------------------------------------------------------ /* -- LAPACK driver routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DSYEV computes all eigenvalues and, optionally, eigenvectors of a */ /* real symmetric matrix A. */ /* Arguments */ /* ========= */ /* JOBZ (input) CHARACTER*1 */ /* = 'N': Compute eigenvalues only; */ /* = 'V': Compute eigenvalues and eigenvectors. */ /* UPLO (input) CHARACTER*1 */ /* = 'U': Upper triangle of A is stored; */ /* = 'L': Lower triangle of A is stored. */ /* N (input) INTEGER */ /* The order of the matrix A. N >= 0. */ /* A (input/output) DOUBLE PRECISION array, dimension (LDA, N) */ /* On entry, the symmetric matrix A. If UPLO = 'U', the */ /* leading N-by-N upper triangular part of A contains the */ /* upper triangular part of the matrix A. If UPLO = 'L', */ /* the leading N-by-N lower triangular part of A contains */ /* the lower triangular part of the matrix A. */ /* On exit, if JOBZ = 'V', then if INFO = 0, A contains the */ /* orthonormal eigenvectors of the matrix A. */ /* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') */ /* or the upper triangle (if UPLO='U') of A, including the */ /* diagonal, is destroyed. */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA >= max(1,N). */ /* W (output) DOUBLE PRECISION array, dimension (N) */ /* If INFO = 0, the eigenvalues in ascending order. */ /* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */ /* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */ /* LWORK (input) INTEGER */ /* The length of the array WORK. LWORK >= max(1,3*N-1). */ /* For optimal efficiency, LWORK >= (NB+2)*N, */ /* where NB is the blocksize for DSYTRD returned by ILAENV. */ /* If LWORK = -1, then a workspace query is assumed; the routine */ /* only calculates the optimal size of the WORK array, returns */ /* this value as the first entry of the WORK array, and no error */ /* message related to LWORK is issued by XERBLA. */ /* INFO (output) INTEGER */ /* = 0: successful exit */ /* < 0: if INFO = -i, the i-th argument had an illegal value */ /* > 0: if INFO = i, the algorithm failed to converge; i */ /* off-diagonal elements of an intermediate tridiagonal */ /* form did not converge to zero. */ // ------------------------------------------------------------------------------------ template < typename T, long NR1, long NR2, long NC1, long NC2, typename MM > int syev ( const char jobz, const char uplo, matrix& a, matrix& w ) { matrix work; const long n = a.nr(); w.set_size(n,1); // figure out how big the workspace needs to be. T work_size = 1; int info = binding::syev(jobz, uplo, n, &a(0,0), a.nr(), &w(0,0), &work_size, -1); if (info != 0) return info; if (work.size() < work_size) work.set_size(static_cast(work_size), 1); // compute the actual decomposition info = binding::syev(jobz, uplo, n, &a(0,0), a.nr(), &w(0,0), &work(0,0), work.size()); return info; } // ------------------------------------------------------------------------------------ template < typename T, long NR1, long NR2, long NC1, long NC2, typename MM > int syev ( char jobz, char uplo, matrix& a, matrix& w ) { matrix work; if (uplo == 'L') uplo = 'U'; else uplo = 'L'; const long n = a.nr(); w.set_size(n,1); // figure out how big the workspace needs to be. T work_size = 1; int info = binding::syev(jobz, uplo, n, &a(0,0), a.nc(), &w(0,0), &work_size, -1); if (info != 0) return info; if (work.size() < work_size) work.set_size(static_cast(work_size), 1); // compute the actual decomposition info = binding::syev(jobz, uplo, n, &a(0,0), a.nc(), &w(0,0), &work(0,0), work.size()); a = trans(a); return info; } // ------------------------------------------------------------------------------------ } } // ---------------------------------------------------------------------------------------- #endif // DLIB_LAPACk_EV_Hh_