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DenseLinAlgPack: Concreate C++ Classes for Dense Blas-Compatible Linear Algebra
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00001 // @HEADER 00002 // *********************************************************************** 00003 // 00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization 00005 // Copyright (2003) Sandia Corporation 00006 // 00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00008 // license for use of this work by or on behalf of the U.S. Government. 00009 // 00010 // Redistribution and use in source and binary forms, with or without 00011 // modification, are permitted provided that the following conditions are 00012 // met: 00013 // 00014 // 1. Redistributions of source code must retain the above copyright 00015 // notice, this list of conditions and the following disclaimer. 00016 // 00017 // 2. Redistributions in binary form must reproduce the above copyright 00018 // notice, this list of conditions and the following disclaimer in the 00019 // documentation and/or other materials provided with the distribution. 00020 // 00021 // 3. 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Bartlett (rabartl@sandia.gov) 00038 // 00039 // *********************************************************************** 00040 // @HEADER 00041 00042 #include "DenseLinAlgLAPack.hpp" 00043 #include "DenseLinAlgPack_LAPACK_Cpp.hpp" 00044 #include "DenseLinAlgPack_DMatrixAsTriSym.hpp" 00045 #include "Teuchos_Assert.hpp" 00046 00047 namespace { 00048 template< class T > 00049 inline 00050 T my_min( const T& v1, const T& v2 ) { return v1 < v2 ? v1 : v2; } 00051 } // end namespace 00052 00053 void DenseLinAlgLAPack::potrf( DMatrixSliceTriEle* A ) 00054 { 00055 FortranTypes::f_int info; 00056 LAPACK_Cpp::potrf( A->uplo(), A->rows(), A->gms().col_ptr(1), A->gms().max_rows(), &info ); 00057 if( info != 0 ) { 00058 TEUCHOS_TEST_FOR_EXCEPTION( 00059 info < 0, std::invalid_argument 00060 ,"potrf(...): Error, Invalid argument " 00061 << -info << " sent to LAPACK function xPOTRF(...)" ); 00062 // info > 0 00063 TEUCHOS_TEST_FOR_EXCEPTION( 00064 true, FactorizationException 00065 ,"potrf(...): Error, Minor of order " 00066 << info << " is not positive definite, the factorization " 00067 "could not be completed" ); 00068 } 00069 // If you get here all went okay and A has been factorized and now 00070 // hold the cholesky factor of input A. 00071 } 00072 00073 void DenseLinAlgLAPack::geqrf( DMatrixSlice* A, DVectorSlice* tau, DVectorSlice* work ) 00074 { 00075 FortranTypes::f_int info; 00076 if( tau->dim() != my_min( A->rows(), A->cols() ) ) { 00077 TEUCHOS_TEST_FOR_EXCEPTION( 00078 true, std::invalid_argument, "geqrf(...): Error, tau is not sized correctly!" ); 00079 } 00080 LAPACK_Cpp::geqrf( A->rows(), A->cols(),A->col_ptr(1), A->max_rows() 00081 , tau->raw_ptr(), work->raw_ptr(), work->dim(), &info ); 00082 if( info != 0 ) { 00083 TEUCHOS_TEST_FOR_EXCEPTION( 00084 info < 0, std::invalid_argument 00085 ,"geqrf(...): Error, Invalid argument " 00086 << -info << " sent to LAPACK function xGEQRF(...)" ); 00087 } 00088 // If you get here A and tau contain the QR factors of input A. 00089 } 00090 00091 void DenseLinAlgLAPack::ormrq( 00092 BLAS_Cpp::Side side, BLAS_Cpp::Transp trans 00093 ,const DMatrixSlice& A, const DVectorSlice& tau 00094 ,DMatrixSlice* C, DVectorSlice* work 00095 ) 00096 { 00097 FortranTypes::f_int info; 00098 LAPACK_Cpp::ormqr( side, trans, C->rows(), C->cols() 00099 , tau.dim(), A.col_ptr(1), A.max_rows() 00100 , tau.raw_ptr(), C->col_ptr(1), C->max_rows() 00101 , work->raw_ptr(), work->dim(), &info ); 00102 if( info != 0 ) { 00103 TEUCHOS_TEST_FOR_EXCEPTION( 00104 info < 0, std::invalid_argument 00105 ,"ormrq(...): Error, Invalid argument " 00106 << -info << " sent to LAPACK function xORMRQ(...)" ); 00107 } 00108 // If you get here C contains the desired matrix-matrix multiplication. 00109 } 00110 00111 void DenseLinAlgLAPack::sytrf( 00112 DMatrixSliceTriEle* A, FortranTypes::f_int ipiv[] 00113 ,DVectorSlice* work 00114 ) 00115 { 00116 FortranTypes::f_int info; 00117 LAPACK_Cpp::sytrf( A->uplo(), A->rows(), A->gms().col_ptr(1) 00118 , A->gms().max_rows(), ipiv, work->raw_ptr(), work->dim() 00119 , &info ); 00120 TEUCHOS_TEST_FOR_EXCEPTION( 00121 info < 0, std::invalid_argument 00122 ,"sytrf(...): Error, Invalid argument " 00123 << -info << " sent to LAPACK function xSYTRF(...)" ); 00124 TEUCHOS_TEST_FOR_EXCEPTION( 00125 info > 0, FactorizationException 00126 ,"sytrf(...): Error, xSYTRF(...) indicates a singular matrix, " 00127 << "D("<<info<<","<<info<<") is zero." ); 00128 // If we get here A and ipiv contain the factorization. 00129 } 00130 00131 void DenseLinAlgLAPack::sytrs( 00132 const DMatrixSliceTriEle& A, FortranTypes::f_int ipiv[] 00133 ,DMatrixSlice* B, DVectorSlice* work 00134 ) 00135 { 00136 TEUCHOS_TEST_FOR_EXCEPTION( 00137 (A.rows() != B->rows()), std::invalid_argument 00138 ,"sytrs(...) : Error, The number of rows in A and B must match." 00139 ); 00140 FortranTypes::f_int info; 00141 LAPACK_Cpp::sytrs( A.uplo(), A.rows(), B->cols(), A.gms().col_ptr(1) 00142 , A.gms().max_rows(), ipiv, B->col_ptr(1), B->max_rows() 00143 , &info ); 00144 TEUCHOS_TEST_FOR_EXCEPTION( 00145 info < 0, std::invalid_argument 00146 ,"sytrs(...): Error, Invalid argument " 00147 << -info << " sent to LAPACK function xSYTRS(...)" 00148 ); 00149 } 00150 00151 void DenseLinAlgLAPack::getrf( 00152 DMatrixSlice* A, FortranTypes::f_int ipiv[], FortranTypes::f_int* rank 00153 ) 00154 { 00155 FortranTypes::f_int info; 00156 LAPACK_Cpp::getrf( 00157 A->rows(), A->cols(), A->col_ptr(1), A->max_rows() 00158 ,ipiv, &info 00159 ); 00160 *rank = my_min( A->rows(), A->cols() ); 00161 TEUCHOS_TEST_FOR_EXCEPTION( 00162 info < 0, std::invalid_argument 00163 ,"getrf(...): Error, Invalid argument " 00164 << -info << " sent to LAPACK function xGETRF(...)" ); 00165 if(info > 0) 00166 *rank = info - 1; 00167 } 00168 00169 void DenseLinAlgLAPack::getrs( 00170 const DMatrixSlice& LU, const FortranTypes::f_int ipiv[], BLAS_Cpp::Transp transp 00171 ,DMatrixSlice* B 00172 ) 00173 { 00174 TEUCHOS_TEST_FOR_EXCEPTION( 00175 (LU.rows() != LU.cols() || LU.rows() != B->rows() ), std::invalid_argument 00176 ,"getrs(...) : Error, A must be square and the number of rows in A and B must match." 00177 ); 00178 FortranTypes::f_int info; 00179 LAPACK_Cpp::getrs( 00180 transp, LU.rows(), B->cols(), LU.col_ptr(1), LU.max_rows(), ipiv 00181 ,B->col_ptr(1), B->max_rows(), &info 00182 ); 00183 TEUCHOS_TEST_FOR_EXCEPTION( 00184 info < 0, std::invalid_argument 00185 ,"getrs(...): Error, Invalid argument " 00186 << -info << " sent to LAPACK function xGETRS(...)" ); 00187 // If we get here B is the solution to the linear system. 00188 }
1.7.6.1