add lapack interface to real symmetric eigenvalue dec and enable building of the lapack shared library
diff --git a/lapack/CMakeLists.txt b/lapack/CMakeLists.txt
index 2d5db5d..96d6a41 100644
--- a/lapack/CMakeLists.txt
+++ b/lapack/CMakeLists.txt
@@ -29,6 +29,7 @@
# reference/dpotrs.f reference/spotrs.f reference/zpotrs.f reference/cpotrs.f
# reference/dgetrf.f reference/cgetrf.f reference/sgetrf.f reference/zgetrf.f
# reference/cgetrs.f reference/dgetrs.f reference/sgetrs.f reference/zgetrs.f
+# reference/dsyev.f reference/ssyev.f
reference/dlamch.f reference/ilaver.f reference/lsame.f reference/slamch.f reference/second_NONE.f reference/dsecnd_NONE.f
reference/cbdsqr.f reference/ctbrfs.f reference/dorml2.f reference/sla_porfsx_extended.f reference/zggglm.f
@@ -124,7 +125,7 @@
reference/cheevx.f reference/dgehrd.f reference/dsycon.f reference/sopgtr.f reference/zlagtm.f
reference/chegs2.f reference/dgejsv.f reference/dsyequb.f reference/sopmtr.f reference/zla_heamv.f
reference/chegst.f reference/dgelq2.f reference/dsyevd.f reference/sorg2l.f reference/zlahef.f
-reference/chegvd.f reference/dgelqf.f reference/dsyev.f reference/sorg2r.f reference/zla_hercond_c.f
+reference/chegvd.f reference/dgelqf.f reference/sorg2r.f reference/zla_hercond_c.f
reference/chegv.f reference/dgelsd.f reference/dsyevr.f reference/sorgbr.f reference/zla_hercond_x.f
reference/chegvx.f reference/dgels.f reference/dsyevx.f reference/sorghr.f reference/zla_herfsx_extended.f
reference/cherfs.f reference/dgelss.f reference/dsygs2.f reference/sorgl2.f reference/zla_herpvgrw.f
@@ -230,7 +231,7 @@
reference/claqp2.f reference/dlaneg.f reference/sgegs.f reference/ssycon.f reference/zpftri.f
reference/claqps.f reference/dlangb.f reference/sgegv.f reference/ssyequb.f reference/zpftrs.f
reference/claqr0.f reference/dlange.f reference/sgehd2.f reference/ssyevd.f reference/zpocon.f
-reference/claqr1.f reference/dlangt.f reference/sgehrd.f reference/ssyev.f reference/zpoequb.f
+reference/claqr1.f reference/dlangt.f reference/sgehrd.f reference/zpoequb.f
reference/claqr2.f reference/dlanhs.f reference/sgejsv.f reference/ssyevr.f reference/zpoequ.f
reference/claqr3.f reference/dlansb.f reference/sgelq2.f reference/ssyevx.f reference/zporfs.f
reference/claqr4.f reference/dlansf.f reference/sgelqf.f reference/ssygs2.f reference/zporfsx.f
@@ -357,11 +358,11 @@
endif()
add_library(eigen_lapack_static ${EigenLapack_SRCS})
-# add_library(eigen_lapack SHARED ${EigenLapack_SRCS})
+add_library(eigen_lapack SHARED ${EigenLapack_SRCS})
if(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO)
target_link_libraries(eigen_lapack_static ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
-# target_link_libraries(eigen_lapack ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
+ target_link_libraries(eigen_lapack ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
endif()
# add_dependencies(lapack eigen_lapack eigen_lapack_static)
diff --git a/lapack/double.cpp b/lapack/double.cpp
index 5f7b9d1..4472357 100644
--- a/lapack/double.cpp
+++ b/lapack/double.cpp
@@ -29,3 +29,4 @@
#include "cholesky.cpp"
#include "lu.cpp"
+#include "eigenvalues.cpp"
diff --git a/lapack/eigenvalues.cpp b/lapack/eigenvalues.cpp
new file mode 100644
index 0000000..0bc8367
--- /dev/null
+++ b/lapack/eigenvalues.cpp
@@ -0,0 +1,93 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include "common.h"
+#include <Eigen/Eigenvalues>
+
+// computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges
+EIGEN_LAPACK_FUNC(syev,(char *jobz, char *uplo, int* n, Scalar* a, int *lda, Scalar* w, Scalar* work, int* lwork, int *info))
+{
+ bool query_size = *lwork==-1;
+
+ *info = 0;
+ if(*jobz!='N' && *jobz!='V') *info = -1;
+ else if(UPLO(*uplo)==INVALID) *info = -2;
+ else if(*n<0) *info = -3;
+ else if(*lda<std::max(1,*n)) *info = -5;
+ else if((!query_size) && *lwork<std::max(1,3**n-1)) *info = -8;
+
+// if(*info==0)
+// {
+// int nb = ILAENV( 1, 'SSYTRD', UPLO, N, -1, -1, -1 )
+// LWKOPT = MAX( 1, ( NB+2 )*N )
+// WORK( 1 ) = LWKOPT
+// *
+// IF( LWORK.LT.MAX( 1, 3*N-1 ) .AND. .NOT.LQUERY )
+// $ INFO = -8
+// END IF
+// *
+// IF( INFO.NE.0 ) THEN
+// CALL XERBLA( 'SSYEV ', -INFO )
+// RETURN
+// ELSE IF( LQUERY ) THEN
+// RETURN
+// END IF
+
+ if(*info!=0)
+ {
+ int e = -*info;
+ return xerbla_(SCALAR_SUFFIX_UP"SYEV ", &e, 6);
+ }
+
+ if(query_size)
+ {
+ *lwork = 0;
+ return 0;
+ }
+
+ if(*n==0)
+ return 0;
+
+ PlainMatrixType mat(*n,*n);
+ if(UPLO(*uplo)==UP) mat = matrix(a,*n,*n,*lda).adjoint();
+ else mat = matrix(a,*n,*n,*lda);
+
+ bool computeVectors = *jobz=='V' || *jobz=='v';
+ SelfAdjointEigenSolver<PlainMatrixType> eig(mat,computeVectors?ComputeEigenvectors:EigenvaluesOnly);
+
+ if(eig.info()==NoConvergence)
+ {
+ vector(w,*n).setZero();
+ if(computeVectors)
+ matrix(a,*n,*n,*lda).setIdentity();
+ //*info = 1;
+ return 0;
+ }
+
+ vector(w,*n) = eig.eigenvalues();
+ if(computeVectors)
+ matrix(a,*n,*n,*lda) = eig.eigenvectors();
+
+ return 0;
+}
diff --git a/lapack/single.cpp b/lapack/single.cpp
index 141b655..49c72f5 100644
--- a/lapack/single.cpp
+++ b/lapack/single.cpp
@@ -29,3 +29,4 @@
#include "cholesky.cpp"
#include "lu.cpp"
+#include "eigenvalues.cpp"
