blitz::Array<T, rank> f_to_c(blitz::Array<T, rank> &arr)
{
// Initialize an 11-dim vector of transpositions
// (because transpose() doesn't take a TinyVector)
int const max_dims = 11;
int rev[max_dims];
for (int i=rank; i<max_dims; ++i) rev[i] = 0;
// Reverse dimensions
for (int i=0; i<rank; ++i) rev[i] = rank-1-i;
auto ret(arr.transpose(rev[0], rev[1], rev[2], rev[3], rev[4], rev[5], rev[6], rev[7], rev[8], rev[9], rev[10]));
// Re-base to 0
blitz::TinyVector<int, rank> base(0);
ret.reindexSelf(base);
return ret;
}
void bob::math::eigSym_(const blitz::Array<double,2>& A, const blitz::Array<double,2>& B,
blitz::Array<double,2>& V, blitz::Array<double,1>& D)
{
// Size variable
const int N = A.extent(0);
// Prepares to call LAPACK function
// Initialises LAPACK variables
const int itype = 1;
const char jobz = 'V'; // Get both the eigenvalues and the eigenvectors
const char uplo = 'U';
int info = 0;
const int lda = N;
const int ldb = N;
// Initialises LAPACK arrays
blitz::Array<double,2> A_blitz_lapack;
// Tries to use V directly
blitz::Array<double,2> Vt = V.transpose(1,0);
const bool V_direct_use = bob::core::array::isCZeroBaseContiguous(Vt);
if (V_direct_use)
{
A_blitz_lapack.reference(Vt);
// Ugly fix for non-const transpose
A_blitz_lapack = const_cast<blitz::Array<double,2>&>(A).transpose(1,0);
}
else
// Ugly fix for non-const transpose
A_blitz_lapack.reference(
bob::core::array::ccopy(const_cast<blitz::Array<double,2>&>(A).transpose(1,0)));
double *A_lapack = A_blitz_lapack.data();
// Ugly fix for non-const transpose
blitz::Array<double,2> B_blitz_lapack(
bob::core::array::ccopy(const_cast<blitz::Array<double,2>&>(B).transpose(1,0)));
double *B_lapack = B_blitz_lapack.data();
blitz::Array<double,1> D_blitz_lapack;
const bool D_direct_use = bob::core::array::isCZeroBaseContiguous(D);
if (D_direct_use)
D_blitz_lapack.reference(D);
else
D_blitz_lapack.resize(D.shape());
double *D_lapack = D_blitz_lapack.data();
// Calls the LAPACK function
// A/ Queries the optimal size of the working arrays
const int lwork_query = -1;
double work_query;
const int liwork_query = -1;
int iwork_query;
dsygvd_( &itype, &jobz, &uplo, &N, A_lapack, &lda, B_lapack, &ldb, D_lapack,
&work_query, &lwork_query, &iwork_query, &liwork_query, &info);
// B/ Computes the generalized eigenvalue decomposition
const int lwork = static_cast<int>(work_query);
boost::shared_array<double> work(new double[lwork]);
const int liwork = static_cast<int>(iwork_query);
boost::shared_array<int> iwork(new int[liwork]);
dsygvd_( &itype, &jobz, &uplo, &N, A_lapack, &lda, B_lapack, &ldb, D_lapack,
work.get(), &lwork, iwork.get(), &liwork, &info);
// Checks info variable
if (info != 0)
throw std::runtime_error("The LAPACK function 'dsygvd' returned a non-zero value. This might be caused by a non-positive definite B matrix.");
// Copy singular vectors back to V if required
if (!V_direct_use)
V = A_blitz_lapack.transpose(1,0);
// Copy result back to sigma if required
if (!D_direct_use)
D = D_blitz_lapack;
}