Example #1
0
inline MKL_INT qr_solve_factored(MKL_INT m, MKL_INT n, MKL_INT bn, T r[], T b[], T tau[], T x[], T work[], MKL_INT len,
                                 void (*ormqr)(const char*, const char*, const MKL_INT*, const MKL_INT*, const MKL_INT*,
                                         const T*, const MKL_INT*, const T*, T*, const MKL_INT*, T*, const MKL_INT*, MKL_INT* info),
                                 void (*trsm)(const CBLAS_ORDER, const CBLAS_SIDE, const CBLAS_UPLO, const CBLAS_TRANSPOSE, const CBLAS_DIAG,
                                         const MKL_INT, const MKL_INT, const T, const T*, const MKL_INT, T*, const MKL_INT))
{
    T* clone_b = Clone(m, bn, b);
    char side ='L';
    char tran = 'T';
    MKL_INT info = 0;
    ormqr(&side, &tran, &m, &bn, &n, r, &m, tau, clone_b, &m, work, &len, &info);
    trsm(CblasColMajor, CblasLeft, CblasUpper, CblasNoTrans, CblasNonUnit, n, bn, 1.0, r, m, clone_b, m);
    copyBtoX(m, n, bn, clone_b, x);
    delete[] clone_b;
    return info;
}
Example #2
0
void TNqrsolve(double **aIn, double *bIn, double *xOut, int msize, double &det, int &info){

	
	double *a;
	a = qr_ctof(aIn, msize, msize);

	double **Atemp = new double *[msize];
	for(int i = 0 ; i <msize; i++){
		Atemp[i] = new double[msize];
	}

	double *b = new double[msize];
	for(int i =0 ; i < msize; i++){
		b[i]=bIn[i];
	}

	double* tau = new double[msize];

	int tempinfo=0;
	tempinfo=geqrf(msize, msize, a, msize, tau);

	if(tempinfo != 0)info=tempinfo;
	qr_ftoc(a, Atemp, msize, msize);
	det=0;
	for(int i =0; i < msize; i++){
		det += log(fabs(Atemp[i][i]));
	}

	tempinfo=0;
	tempinfo=ormqr('L', 'T', msize, 1, msize, a, msize, tau, b, msize);
	if(tempinfo != 0)info=tempinfo;
	tempinfo=0;
	tempinfo=trtrs('U', 'N', 'N', msize, 1, a, msize, b, msize);
	if(tempinfo != 0)info=tempinfo;
	for(int i =0; i < msize; i++){
		xOut[i] = b[i];
	}
	//tempinfo = trrfs('U', 'N', 'N', msize, 1, a, msize, bIn, msize, xOut, msize);

	delete[] a;
	delete[] tau;
	delete[] b;
	for(int i = 0 ; i <msize; i++){	
		delete[] Atemp[i];
	}
	delete[] Atemp;
}
Example #3
0
      inline
      int ormqr (char side, char trans, const A& a, const Tau& tau, C& c,
                 Work& work) {

#ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK 
        BOOST_STATIC_ASSERT((boost::is_same<
          typename traits::matrix_traits<A>::matrix_structure, 
          traits::general_t
        >::value)); 
        BOOST_STATIC_ASSERT((boost::is_same<
          typename traits::matrix_traits<C>::matrix_structure, 
          traits::general_t
        >::value)); 
#endif 

        int const m = traits::matrix_size1 (c);
        int const n = traits::matrix_size2 (c);
        int const k = traits::vector_size (tau);
        int const lwork = traits::vector_size (work);

        assert ( side=='L' || side=='R' );
        assert ( trans=='N' || trans=='C' || trans=='T' );
        assert ( (side=='L' ?  m >= k : n >= k ) );

        assert ( (side=='L' ?
                  m == traits::matrix_size1 (a) :
                  n == traits::matrix_size1 (a) ) );
        assert (traits::matrix_size2 (a)==k); 

        assert ( (side=='L' ?
                  lwork >= n : lwork >= m ) );

        int info; 
        ormqr (side, trans, m, n, k,
                       traits::matrix_storage (a), 
                       traits::leading_dimension (a),
                       traits::vector_storage (tau),  
                       traits::matrix_storage (c), 
                       traits::leading_dimension (c),
                       traits::vector_storage (work),
                       lwork,
                       info);
        return info; 
      }