| //===================================================== |
| // File : C_BLAS_interface.hh |
| // Author : L. Plagne <laurent.plagne@edf.fr)> |
| // Copyright (C) EDF R&D, lun sep 30 14:23:28 CEST 2002 |
| //===================================================== |
| // |
| // This program is free software; 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. |
| // |
| // This program 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 General Public License for more details. |
| // You should have received a copy of the GNU General Public License |
| // along with this program; if not, write to the Free Software |
| // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
| // |
| #ifndef C_BLAS_PRODUIT_MATRICE_VECTEUR_HH |
| #define C_BLAS_PRODUIT_MATRICE_VECTEUR_HH |
| |
| #include "f77_interface.hh" |
| |
| extern "C" |
| { |
| #include "cblas.h" |
| #ifdef HAS_LAPACK |
| // Cholesky Factorization |
| void spotrf_(const char* uplo, const int* n, float *a, const int* ld, int* info); |
| void dpotrf_(const char* uplo, const int* n, double *a, const int* ld, int* info); |
| #endif |
| } |
| |
| #define MAKE_STRING2(S) #S |
| #define MAKE_STRING(S) MAKE_STRING2(S) |
| |
| template<class real> |
| class C_BLAS_interface : public f77_interface_base<real> |
| { |
| public : |
| |
| typedef typename f77_interface_base<real>::gene_matrix gene_matrix; |
| typedef typename f77_interface_base<real>::gene_vector gene_vector; |
| |
| static inline std::string name( void ) |
| { |
| return MAKE_STRING(CBLASNAME); |
| } |
| |
| static inline void matrix_vector_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N) |
| { |
| cblas_dgemv(CblasColMajor,CblasNoTrans,N,N,1.0,A,N,B,1,0.0,X,1); |
| } |
| |
| static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N) |
| { |
| cblas_dgemv(CblasColMajor,CblasTrans,N,N,1.0,A,N,B,1,0.0,X,1); |
| } |
| |
| static inline void matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){ |
| cblas_dgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,N,N,N,1.0,A,N,B,N,0.0,X,N); |
| } |
| |
| static inline void transposed_matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){ |
| cblas_dgemm(CblasColMajor,CblasTrans,CblasTrans,N,N,N,1.0,A,N,B,N,0.0,X,N); |
| } |
| |
| static inline void ata_product(gene_matrix & A, gene_matrix & X, int N){ |
| cblas_dgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,N,N,1.0,A,N,A,N,0.0,X,N); |
| } |
| |
| static inline void aat_product(gene_matrix & A, gene_matrix & X, int N){ |
| cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,N,N,N,1.0,A,N,A,N,0.0,X,N); |
| } |
| |
| static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){ |
| cblas_daxpy(N,coef,X,1,Y,1); |
| } |
| |
| static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){ |
| cblas_dscal(N,b,Y,1); |
| cblas_daxpy(N,a,X,1,Y,1); |
| } |
| |
| }; |
| |
| template<> |
| class C_BLAS_interface<float> : public f77_interface_base<float> |
| { |
| public : |
| |
| static inline std::string name( void ) |
| { |
| return MAKE_STRING(CBLASNAME); |
| } |
| |
| static inline void matrix_vector_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){ |
| cblas_sgemv(CblasColMajor,CblasNoTrans,N,N,1.0,A,N,B,1,0.0,X,1); |
| } |
| |
| static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){ |
| cblas_sgemv(CblasColMajor,CblasTrans,N,N,1.0,A,N,B,1,0.0,X,1); |
| } |
| |
| static inline void matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){ |
| cblas_sgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,N,N,N,1.0,A,N,B,N,0.0,X,N); |
| } |
| |
| static inline void transposed_matrix_matrix_product(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){ |
| cblas_sgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,N,N,N,1.0,A,N,B,N,0.0,X,N); |
| } |
| |
| static inline void ata_product(gene_matrix & A, gene_matrix & X, int N){ |
| cblas_sgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,N,N,1.0,A,N,A,N,0.0,X,N); |
| } |
| |
| static inline void aat_product(gene_matrix & A, gene_matrix & X, int N){ |
| cblas_sgemm(CblasColMajor,CblasNoTrans,CblasTrans,N,N,N,1.0,A,N,A,N,0.0,X,N); |
| } |
| |
| static inline void axpy(float coef, const gene_vector & X, gene_vector & Y, int N){ |
| cblas_saxpy(N,coef,X,1,Y,1); |
| } |
| |
| static inline void axpby(float a, const gene_vector & X, float b, gene_vector & Y, int N){ |
| cblas_sscal(N,b,Y,1); |
| cblas_saxpy(N,a,X,1,Y,1); |
| } |
| |
| #ifdef HAS_LAPACK |
| static inline void cholesky(const gene_vector & X, gene_vector & C, int N){ |
| cblas_scopy(N*N, X, 1, C, 1); |
| char uplo = 'L'; |
| int info = 0; |
| spotrf_(&uplo, &N, C, &N, &info); |
| // float tmp[N]; |
| // for (int j = 1; j < N; ++j) |
| // { |
| // int endSize = N-j-1; |
| // if (endSize>0) { |
| //cblas_sgemv(CblasColMajor, CblasNoTrans, N-j-1, j, ATL_rnone, A+j+1, lda, A+j, lda, ATL_rone, Ac+j+1, 1); |
| // cblas_sgemv(CblasColMajor, CblasNoTrans,endSize,j, 1.0, &(C[j+1]),N, &(C[j]),N, 0.0, &(C[j+1+N*j]),1); |
| // } |
| // } |
| } |
| #endif |
| |
| static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector & X, int N){ |
| cblas_scopy(N, B, 1, X, 1); |
| cblas_strsv(CblasColMajor, CblasLower, CblasNoTrans, CblasNonUnit, N, L, N, X, 1); |
| } |
| |
| }; |
| |
| |
| #endif |
| |
| |
| |