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// 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<T,NR1,NC1,MM,column_major_layout>& a,
matrix<T,NR2,NC2,MM,column_major_layout>& w
)
{
matrix<T,0,1,MM,column_major_layout> 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<long>(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<T,NR1,NC1,MM,row_major_layout>& a,
matrix<T,NR2,NC2,MM,row_major_layout>& w
)
{
matrix<T,0,1,MM,row_major_layout> 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<long>(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_
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