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Ublas : |
From: James N. Knight (nate_at_[hidden])
Date: 2006-10-13 01:30:15
I think a more general way to handle this is to place something like
// Added by nate
template <typename T, typename A>
inline
typename vector_traits<ublas::vector<T,A> >::pointer matrix_storage (ublas::vector<T,A>& m) {
return vector_traits<ublas::vector<T,A> >::storage (m);
}
template <typename T, typename A>
inline
int matrix_size1 (ublas::vector<T,A>& m) { return vector_traits<ublas::vector<T,A> >::size (m); }
template <typename T, typename A>
inline
int matrix_size2 (ublas::vector<T,A>& m) { return 1; }
template <typename T, typename A>
inline
int leading_dimension (ublas::vector<T,A>& m) {
return vector_traits<ublas::vector<T,A> >::size (m);
}
//
in the numeric/traits/ublas_vector.hpp file. Its should go in the boost::numeric::bindings::traits namespace.
You might need to add a few more specializations to make everything work.
Specifically, I have to compile the following with -DBOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK because I'm not sure how to specialize matrix_structure for a vector. Any ideas?
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/io.hpp>
#include <boost/numeric/bindings/traits/ublas_matrix.hpp>
#include <boost/numeric/bindings/traits/ublas_symmetric.hpp>
#include <boost/numeric/bindings/traits/ublas_vector.hpp>
#include <boost/numeric/bindings/lapack/gesv.hpp>
namespace ublas = boost::numeric::ublas;
namespace lapack = boost::numeric::bindings::lapack;
int main(){
typedef ublas::matrix<double, ublas::column_major> matrix;
matrix P(2,2);
P(0,0) = 2;
P(0,1) = 0;
P(1,0) = 1;
P(1,1) = 1;
ublas::vector<double> b(2);
b(0) = 5;
b(1) = 8;
lapack::gesv(P,b);
std::cout << b << std::endl;
}
Hope this helps.
Nate
Paul Thompson wrote:
> On Friday 13 October 2006 12:29, Nico Galoppo wrote:
>> Hi all,
>>
>> Often, when using the ATLAS bindings such as gesv(A,B) to solve a system A
>> X = B, I only want to solve a system with one rhs, ie. A x = b. I find that
>> I first have to copy my vector to a matrix and then copy the result back to
>> a vector.
>>
>> Has anyone ever worked on a matrix proxy of a vector, such that this copy
>> is not necessary anymore?
>>
>> Thanks!
>>
>> --nico
>
>
> Yes, I achieved this for the LAPACK-ATLAS Cholesky solver. I added a
> template specialisation for ublas::vector<T,A> at the point where it becomes
> necessary to call traits to get the assumed parameters. So then I used
> vector traits to get the necessary terms before calling the C ATLAS function.
>
> It doesn't pretend to represent a vector-as-a-matrix. It does result in some
> code duplication. Perhaps a neater solution exists??
>
> Also I only wrote it for boost::numeric::ublas::vector<T,A> not all the
> vectors supported by the bindings traits.
>
> This type of mod would be suitable for the LAPACK-ATLAS gesv I suppose.
>
> The modified clapack.hpp is attached. More details below.
>
> Hope it helps!
>
> Paul T.
>
>
>
>
>
>
> In more detail:
>
> template <typename SymmA, typename MatrB>
> int potrs (SymmA const& a, MatrB& b)
>
> was specialised to:
>
> template <typename SymmA, typename T, typename A>
> int potrs (SymmA const& a, boost::numeric::ublas::vector<T,A> & v)
>
> and:
>
>
> template <typename SymmA, typename MatrB>
> int potrs (CBLAS_UPLO const uplo, SymmA const& a, MatrB& b)
>
> was specialised to:
>
> template <typename SymmA, typename T,typename A>
> int potrs (CBLAS_UPLO const uplo, SymmA const& a,
> boost::numeric::ublas::vector<T,A> & v)
>
>
> Users can still use the same interface, eg:
> cholesky_substitute (SymmA const& a, MatrB& b) { return potrs (a, b); }
> still works. The template parameter MatrB ends up as a ublas::vector
>
>
>
> ------------------------------------------------------------------------
>
> /*
> *
> * Copyright (c) Kresimir Fresl 2002
> *
> * Permission to copy, modify, use and distribute this software
> * for any non-commercial or commercial purpose is granted provided
> * that this license appear on all copies of the software source code.
> *
> * Author assumes no responsibility whatsoever for its use and makes
> * no guarantees about its quality, correctness or reliability.
> *
> * Author acknowledges the support of the Faculty of Civil Engineering,
> * University of Zagreb, Croatia.
> *
> */
>
> #ifndef BOOST_NUMERIC_BINDINGS_CLAPACK_HPP
> #define BOOST_NUMERIC_BINDINGS_CLAPACK_HPP
>
> #include <cassert>
> #include <new>
>
> #include <boost/numeric/bindings/traits/traits.hpp>
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> # include <boost/numeric/bindings/traits/detail/symm_herm_traits.hpp>
> #endif
> #include <boost/numeric/bindings/atlas/cblas_enum.hpp>
>
> // see libs/numeric/bindings/atlas/doc/index.html, section 2.5.2
> //#define BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
>
> #include <boost/numeric/bindings/atlas/clapack_overloads.hpp>
>
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> # include <boost/static_assert.hpp>
> # include <boost/type_traits/same_traits.hpp>
> #endif
>
>
> namespace boost { namespace numeric { namespace bindings {
>
> namespace atlas {
>
> /////////////////////////////////////////////////////////////////////
> //
> // general system of linear equations A * X = B
> //
> /////////////////////////////////////////////////////////////////////
>
> // gesv(): 'driver' function
> //
> // [comments from 'clapack_dgesv.c':]
> /* clapack_xgesv computes the solution to a system of linear equations
> * A * X = B,
> * where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
> */
> // [but ATLAS FAQ says:]
> /* What's the deal with the RHS in the row-major factorization/solves?
> * Most users are confused by the row major factorization and related
> * solves. The right-hand side vectors are probably the biggest source
> * of confusion. The RHS array does not represent a matrix in the
> * mathematical sense, it is instead a pasting together of the various
> * RHS into one array for calling convenience. As such, RHS vectors are
> * always stored contiguously, regardless of the row/col major that is
> * chosen. This means that ldb/ldx is always independent of NRHS, and
> * dependant on N, regardless of the row/col major setting.
> */
> // That is, it seems that, if B is row-major, it should be NRHS-by-N,
> // and RHS vectors should be its rows, not columns.
> //
> // [comments from 'clapack_dgesv.c':]
> /* The LU factorization used to factor A is dependent on the Order
> * parameter, as detailed in the leading comments of clapack_dgetrf.
> * The factored form of A is then used to solve the system of equations
> * A * X = B.
> * A is overwritten with the appropriate LU factorization, and B [...]
> * is overwritten with the solution X on output.
> */
> // If B is row-major, solution vectors are its rows.
> template <typename MatrA, typename MatrB, typename IVec>
> inline
> int gesv (MatrA& a, IVec& ipiv, MatrB& b) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrA>::matrix_structure,
> traits::general_t
> >::value));
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrB>::matrix_structure,
> traits::general_t
> >::value));
>
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrA>::ordering_type,
> typename traits::matrix_traits<MatrB>::ordering_type
> >::value));
> #endif
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<MatrA>::ordering_type
> #else
> typename MatrA::orientation_category
> #endif
> >::value);
>
> int const n = traits::matrix_size1 (a);
> int const nrhs = stor_ord == CblasColMajor
> ? traits::matrix_size2 (b)
> : traits::matrix_size1 (b);
> assert (n == traits::matrix_size2 (a));
> assert (n == (stor_ord == CblasColMajor
> ? traits::matrix_size1 (b)
> : traits::matrix_size2 (b)));
> assert (n == traits::vector_size (ipiv));
>
> return detail::gesv (stor_ord, n, nrhs,
> traits::matrix_storage (a),
> traits::leading_dimension (a),
> traits::vector_storage (ipiv),
> traits::matrix_storage (b),
> traits::leading_dimension (b));
> }
>
> template <typename MatrA, typename MatrB>
> inline
> int gesv (MatrA& a, MatrB& b) {
> // with 'internal' pivot vector
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrA>::matrix_structure,
> traits::general_t
> >::value));
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrB>::matrix_structure,
> traits::general_t
> >::value));
>
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrA>::ordering_type,
> typename traits::matrix_traits<MatrB>::ordering_type
> >::value));
> #endif
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<MatrA>::ordering_type
> #else
> typename MatrA::orientation_category
> #endif
> >::value);
>
> int const n = traits::matrix_size1 (a);
> int const nrhs = stor_ord == CblasColMajor
> ? traits::matrix_size2 (b)
> : traits::matrix_size1 (b);
> assert (n == traits::matrix_size2 (a));
> assert (n == (stor_ord == CblasColMajor
> ? traits::matrix_size1 (b)
> : traits::matrix_size2 (b)));
>
> int *ipiv = new (std::nothrow) int[n];
> int ierr = -101;
> // clapack_dgesv() errors:
> // if (ierr == 0), successful
> // if (ierr < 0), the -ierr argument had an illegal value
> // -- we will use -101 if allocation fails
> // if (ierr > 0), U(i-1,i-1) (or L(i-1,i-1)) is exactly zero
>
> if (ipiv) {
> ierr = detail::gesv (stor_ord, n, nrhs,
> traits::matrix_storage (a),
> traits::leading_dimension (a),
> ipiv,
> traits::matrix_storage (b),
> traits::leading_dimension (b));
> delete[] ipiv;
> }
> return ierr;
> }
>
> template <typename MatrA, typename MatrB>
> inline
> int lu_solve (MatrA& a, MatrB& b) {
> return gesv (a, b);
> }
>
>
> // getrf(): LU factorization of A
> // [comments from 'clapack_dgetrf.c':]
> /* Computes one of two LU factorizations based on the setting of
> * the Order parameter, as follows:
> * ---------------------------------------------------------------
> * Order == CblasColMajor
> * Column-major factorization of form
> * A = P * L * U
> * where P is a row-permutation matrix, L is lower triangular with
> * unit diagonal elements (lower trapezoidal if M > N), and U is
> * upper triangular (upper trapezoidal if M < N).
> * ---------------------------------------------------------------
> * Order == CblasRowMajor
> * Row-major factorization of form
> * A = P * L * U
> * where P is a column-permutation matrix, L is lower triangular
> * (lower trapezoidal if M > N), and U is upper triangular with
> * unit diagonals (upper trapezoidal if M < N).
> */
> template <typename MatrA, typename IVec>
> inline
> int getrf (MatrA& a, IVec& ipiv) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrA>::matrix_structure,
> traits::general_t
> >::value));
> #endif
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<MatrA>::ordering_type
> #else
> typename MatrA::orientation_category
> #endif
> >::value);
>
> int const m = traits::matrix_size1 (a);
> int const n = traits::matrix_size2 (a);
> assert (traits::vector_size (ipiv) == (m < n ? m : n));
>
> return detail::getrf (stor_ord, m, n,
> traits::matrix_storage (a),
> traits::leading_dimension (a),
> traits::vector_storage (ipiv));
> }
>
> template <typename MatrA, typename IVec>
> inline
> int lu_factor (MatrA& a, IVec& ipiv) {
> return getrf (a, ipiv);
> }
>
>
> // getrs(): solves a system of linear equations
> // A * X = B or A' * X = B
> // using the LU factorization previously computed by getrf()
> template <typename MatrA, typename MatrB, typename IVec>
> inline
> int getrs (CBLAS_TRANSPOSE const Trans,
> MatrA const& a, IVec const& ipiv, MatrB& b)
> {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrA>::matrix_structure,
> traits::general_t
> >::value));
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrB>::matrix_structure,
> traits::general_t
> >::value));
>
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrA>::ordering_type,
> typename traits::matrix_traits<MatrB>::ordering_type
> >::value));
> #endif
>
> assert (Trans == CblasNoTrans
> || Trans == CblasTrans
> || Trans == CblasConjTrans);
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<MatrA>::ordering_type
> #else
> typename MatrA::orientation_category
> #endif
> >::value);
>
> int const n = traits::matrix_size1 (a);
> int const nrhs = stor_ord == CblasColMajor
> ? traits::matrix_size2 (b)
> : traits::matrix_size1 (b);
> assert (n == traits::matrix_size2 (a));
> assert (n == (stor_ord == CblasColMajor
> ? traits::matrix_size1 (b)
> : traits::matrix_size2 (b)));
> assert (n == traits::vector_size (ipiv));
>
> return detail::getrs (stor_ord, Trans, n, nrhs,
> #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> traits::matrix_storage (a),
> #else
> traits::matrix_storage_const (a),
> #endif
> traits::leading_dimension (a),
> #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> traits::vector_storage (ipiv),
> #else
> traits::vector_storage_const (ipiv),
> #endif
> traits::matrix_storage (b),
> traits::leading_dimension (b));
> }
>
> // getrs(): solves A * X = B (after getrf())
> template <typename MatrA, typename MatrB, typename IVec>
> inline
> int getrs (MatrA const& a, IVec const& ipiv, MatrB& b) {
> return getrs (CblasNoTrans, a, ipiv, b);
> }
>
> template <typename MatrA, typename MatrB, typename IVec>
> inline
> int lu_substitute (MatrA const& a, IVec const& ipiv, MatrB& b) {
> return getrs (CblasNoTrans, a, ipiv, b);
> }
>
>
> // getri(): computes the inverse of a matrix A
> // using the LU factorization previously computed by getrf()
> template <typename MatrA, typename IVec>
> inline
> int getri (MatrA& a, IVec const& ipiv) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrA>::matrix_structure,
> traits::general_t
> >::value));
> #endif
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<MatrA>::ordering_type
> #else
> typename MatrA::orientation_category
> #endif
> >::value);
>
> int const n = traits::matrix_size1 (a);
> assert (n == traits::matrix_size2 (a));
> assert (traits::vector_size (ipiv) == n);
>
> return detail::getri (stor_ord, n,
> traits::matrix_storage (a),
> traits::leading_dimension (a),
> #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> traits::vector_storage (ipiv)
> #else
> traits::vector_storage_const (ipiv)
> #endif
> );
> }
>
> template <typename MatrA, typename IVec>
> inline
> int lu_invert (MatrA& a, IVec& ipiv) {
> return getri (a, ipiv);
> }
>
>
>
> /////////////////////////////////////////////////////////////////////
> //
> // system of linear equations A * X = B
> // with A symmetric or Hermitian positive definite matrix
> //
> /////////////////////////////////////////////////////////////////////
>
> #ifndef BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> // posv(): 'driver' function
> //
> // [from 'dposv.f' (slightly edited):]
> /* XPOSV computes the solution to a system of linear equations
> * A * X = B,
> * where A is an N-by-N symmetric/Hermitian positive definite matrix
> * and X and B are N-by-NRHS matrices. [See also comments of gesv().]
> *
> * A -- On entry, the symmetric/Hermitian matrix A.
> * If UPLO = 'U', the leading N-by-N upper triangular part of A
> * contains the upper triangular part of the matrix A, and the
> * strictly lower triangular part of A is not referenced.
> * If UPLO = 'L', the leading N-by-N lower triangular part of A
> * contains the lower triangular part of the matrix A, and the
> * strictly upper triangular part of A is not referenced.
> *
> * On exit, if INFO = 0, the factor U or L from the Cholesky
> * factorization A = U**T*U or A = L*L**T
> * [or A = U**H*U or A = L*L**H].
> *
> * B -- On entry, the right hand side matrix B.
> * On exit, if INFO = 0, the solution matrix X.
> */
> namespace detail {
>
> template <typename SymmA, typename MatrB>
> inline
> int posv (CBLAS_UPLO const uplo, SymmA& a, MatrB& b) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::ordering_type,
> typename traits::matrix_traits<MatrB>::ordering_type
> >::value));
> #endif
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::ordering_type
> #else
> typename SymmA::orientation_category
> #endif
> >::value);
>
> int const n = traits::matrix_size1 (a);
> int const nrhs = stor_ord == CblasColMajor
> ? traits::matrix_size2 (b)
> : traits::matrix_size1 (b);
> assert (n == traits::matrix_size2 (a));
> assert (n == (stor_ord == CblasColMajor
> ? traits::matrix_size1 (b)
> : traits::matrix_size2 (b)));
>
> return posv (stor_ord, uplo, n, nrhs,
> traits::matrix_storage (a),
> traits::leading_dimension (a),
> traits::matrix_storage (b),
> traits::leading_dimension (b));
> }
>
> } // detail
>
> template <typename SymmA, typename MatrB>
> inline
> int posv (CBLAS_UPLO const uplo, SymmA& a, MatrB& b) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::matrix_structure,
> traits::general_t
> >::value));
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrB>::matrix_structure,
> traits::general_t
> >::value));
> #endif
> assert (uplo == CblasUpper || uplo == CblasLower);
> return detail::posv (uplo, a, b);
> }
>
> template <typename SymmA, typename MatrB>
> inline
> int posv (SymmA& a, MatrB& b) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> typedef typename traits::matrix_traits<SymmA>::value_type val_t;
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::matrix_structure,
> typename traits::detail::symm_herm_t<val_t>::type
> >::value));
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrB>::matrix_structure,
> traits::general_t
> >::value));
> #endif
>
> CBLAS_UPLO const uplo
> = enum_cast<CBLAS_UPLO const>
> (uplo_triang<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::uplo_type
> #else
> typename SymmA::packed_category
> #endif
> >::value);
>
> return detail::posv (uplo, a, b);
> }
>
> template <typename SymmA, typename MatrB>
> inline
> int cholesky_solve (SymmA& a, MatrB& b) { return posv (a, b); }
> #endif // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
>
>
> // potrf(): Cholesky factorization of A
> namespace detail {
>
> template <typename SymmA>
> inline
> int potrf (CBLAS_UPLO const uplo, SymmA& a) {
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::ordering_type
> #else
> typename SymmA::orientation_category
> #endif
> >::value);
>
> int const n = traits::matrix_size1 (a);
> assert (n == traits::matrix_size2 (a));
>
> return potrf (stor_ord, uplo, n,
> traits::matrix_storage (a),
> traits::leading_dimension (a));
> }
>
> } // detail
>
> template <typename SymmA>
> inline
> int potrf (CBLAS_UPLO const uplo, SymmA& a) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::matrix_structure,
> traits::general_t
> >::value));
> #endif
> assert (uplo == CblasUpper || uplo == CblasLower);
> return detail::potrf (uplo, a);
> }
>
> template <typename SymmA>
> inline
> int potrf (SymmA& a) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> typedef typename traits::matrix_traits<SymmA>::value_type val_t;
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::matrix_structure,
> typename traits::detail::symm_herm_t<val_t>::type
> >::value));
> #endif
>
> CBLAS_UPLO const uplo
> = enum_cast<CBLAS_UPLO const>
> (uplo_triang<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::uplo_type
> #else
> typename SymmA::packed_category
> #endif
> >::value);
>
> return detail::potrf (uplo, a);
> }
>
> template <typename SymmA>
> inline
> int cholesky_factor (SymmA& a) { return potrf (a); }
>
>
>
>
>
>
>
>
>
>
> namespace detail
> {
>
>
>
>
> //! potrs specialisation for one RHS as a boost::numeric::ublas::vector
> /*!
> \author Paul Thompson
> \date 06-10-06
>
> \todo Perhaps the input argument should be templated to accept other vector types than boost::numeric::ublas::vector<T,A> ?
> */
> template <typename SymmA, typename T,typename A>
> inline
> int potrs (CBLAS_UPLO const uplo, SymmA const& a, boost::numeric::ublas::vector<T,A> & v)
> {
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::ordering_type
> #else
> typename SymmA::orientation_category
> #endif
> >::value);
>
> int const n = traits::matrix_size1 (a);
> int const nrhs = 1; //! We know there's only one RHS for a vector
> assert (n == traits::matrix_size2 (a));
> assert (n == traits::vector_size(v));
>
> int ldb = traits::vector_size(v);
>
> #ifndef BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> return potrs (stor_ord, uplo, n, nrhs,
> #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> traits::matrix_storage (a),
> #else
> traits::matrix_storage_const (a),
> #endif
> traits::leading_dimension (a),
> traits::vector_storage (v),
> ldb);
> #else // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> int ierr;
> if (stor_ord == CblasColMajor)
> ierr = potrs (stor_ord, uplo, n, nrhs,
> #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> traits::matrix_storage (a),
> #else
> traits::matrix_storage_const (a),
> #endif
> traits::leading_dimension (a),
> traits::vector_storage (v),
> ldb);
> else // ATLAS bug with CblasRowMajor
> ierr = potrs_bug (stor_ord, uplo, n, nrhs,
> #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> traits::matrix_storage (a),
> #else
> traits::matrix_storage_const (a),
> #endif
> traits::leading_dimension (a),
> traits::vector_storage (v),
> ldb);
> return ierr;
> #endif // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> }
> //potrs detailed
>
>
>
>
>
>
>
>
>
>
>
>
> // potrs(): solves a system of linear equations A * X = B
> // using the Cholesky factorization computed by potrf()
>
>
> template <typename SymmA, typename MatrB>
> inline
> int potrs (CBLAS_UPLO const uplo, SymmA const& a, MatrB& b) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::ordering_type,
> typename traits::matrix_traits<MatrB>::ordering_type
> >::value));
> #endif
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::ordering_type
> #else
> typename SymmA::orientation_category
> #endif
> >::value);
>
> int const n = traits::matrix_size1 (a);
> int const nrhs = stor_ord == CblasColMajor
> ? traits::matrix_size2 (b)
> : traits::matrix_size1 (b);
> assert (n == traits::matrix_size2 (a));
> assert (n == (stor_ord == CblasColMajor
> ? traits::matrix_size1 (b)
> : traits::matrix_size2 (b)));
>
> #ifndef BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> return potrs (stor_ord, uplo, n, nrhs,
> #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> traits::matrix_storage (a),
> #else
> traits::matrix_storage_const (a),
> #endif
> traits::leading_dimension (a),
> traits::matrix_storage (b),
> traits::leading_dimension (b));
> #else // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> int ierr;
> if (stor_ord == CblasColMajor)
> ierr = potrs (stor_ord, uplo, n, nrhs,
> #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> traits::matrix_storage (a),
> #else
> traits::matrix_storage_const (a),
> #endif
> traits::leading_dimension (a),
> traits::matrix_storage (b),
> traits::leading_dimension (b));
> else // ATLAS bug with CblasRowMajor
> ierr = potrs_bug (stor_ord, uplo, n, nrhs,
> #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> traits::matrix_storage (a),
> #else
> traits::matrix_storage_const (a),
> #endif
> traits::leading_dimension (a),
> traits::matrix_storage (b),
> traits::leading_dimension (b));
> return ierr;
> #endif // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> }
>
> } // detail
>
> template <typename SymmA, typename MatrB>
> inline
> int potrs (CBLAS_UPLO const uplo, SymmA const& a, MatrB& b) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::matrix_structure,
> traits::general_t
> >::value));
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrB>::matrix_structure,
> traits::general_t
> >::value));
> #endif
> assert (uplo == CblasUpper || uplo == CblasLower);
> return detail::potrs (uplo, a, b);
> }
>
>
>
>
>
>
>
>
>
>
> template <typename SymmA, typename T, typename A>
> inline
> int potrs (SymmA const& a, boost::numeric::ublas::vector<T,A> & v)
> {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> typedef typename traits::matrix_traits<SymmA>::value_type val_t;
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::matrix_structure,
> typename traits::detail::symm_herm_t<val_t>::type
> >::value));
> #endif
>
> CBLAS_UPLO const uplo
> = enum_cast<CBLAS_UPLO const>
> (uplo_triang<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::uplo_type
> #else
> typename SymmA::packed_category
> #endif
> >::value);
>
> return detail::potrs<SymmA, T, A> (uplo, a, v);
> }
>
>
>
>
>
>
>
>
> template <typename SymmA, typename MatrB>
> inline
> int potrs (SymmA const& a, MatrB& b) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> typedef typename traits::matrix_traits<SymmA>::value_type val_t;
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::matrix_structure,
> typename traits::detail::symm_herm_t<val_t>::type
> >::value));
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<MatrB>::matrix_structure,
> traits::general_t
> >::value));
> #endif
>
> CBLAS_UPLO const uplo
> = enum_cast<CBLAS_UPLO const>
> (uplo_triang<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::uplo_type
> #else
> typename SymmA::packed_category
> #endif
> >::value);
>
> return detail::potrs (uplo, a, b);
> }
>
> template <typename SymmA, typename MatrB>
> inline
> int cholesky_substitute (SymmA const& a, MatrB& b) { return potrs (a, b); }
>
>
> #ifdef BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> // posv(): 'driver' function
> template <typename SymmA, typename MatrB>
> inline
> int posv (CBLAS_UPLO const uplo, SymmA& a, MatrB& b) {
> int ierr = potrf (uplo, a);
> if (ierr == 0)
> ierr = potrs (uplo, a, b);
> return ierr;
> }
>
> template <typename SymmA, typename MatrB>
> inline
> int posv (SymmA& a, MatrB& b) {
> int ierr = potrf (a);
> if (ierr == 0)
> ierr = potrs (a, b);
> return ierr;
> }
>
> template <typename SymmA, typename MatrB>
> inline
> int cholesky_solve (SymmA& a, MatrB& b) {
> return posv (a, b);
> }
> #endif // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
>
>
> // potri(): computes the inverse of a symmetric or Hermitian positive
> // definite matrix A using the Cholesky factorization
> // previously computed by potrf()
> namespace detail {
>
> template <typename SymmA>
> inline
> int potri (CBLAS_UPLO const uplo, SymmA& a) {
>
> CBLAS_ORDER const stor_ord
> = enum_cast<CBLAS_ORDER const>
> (storage_order<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::ordering_type
> #else
> typename SymmA::orientation_category
> #endif
> >::value);
>
> int const n = traits::matrix_size1 (a);
> assert (n == traits::matrix_size2 (a));
>
> return potri (stor_ord, uplo, n,
> traits::matrix_storage (a),
> traits::leading_dimension (a));
> }
>
> } // detail
>
> template <typename SymmA>
> inline
> int potri (CBLAS_UPLO const uplo, SymmA& a) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::matrix_structure,
> traits::general_t
> >::value));
> #endif
> assert (uplo == CblasUpper || uplo == CblasLower);
> return detail::potri (uplo, a);
> }
>
> template <typename SymmA>
> inline
> int potri (SymmA& a) {
> #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> typedef typename traits::matrix_traits<SymmA>::value_type val_t;
> BOOST_STATIC_ASSERT((boost::is_same<
> typename traits::matrix_traits<SymmA>::matrix_structure,
> typename traits::detail::symm_herm_t<val_t>::type
> >::value));
> #endif
>
> CBLAS_UPLO const uplo
> = enum_cast<CBLAS_UPLO const>
> (uplo_triang<
> #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> typename traits::matrix_traits<SymmA>::uplo_type
> #else
> typename SymmA::packed_category
> #endif
> >::value);
>
> return detail::potri (uplo, a);
> }
>
> template <typename SymmA>
> inline
> int cholesky_invert (SymmA& a) { return potri (a); }
>
>
> } // namespace atlas
>
> }}}
>
> #endif // BOOST_NUMERIC_BINDINGS_CLAPACK_HPP
>
>
> ------------------------------------------------------------------------
>
> 563,653d562
> <
> <
> <
> <
> <
> <
> <
> <
> < namespace detail
> < {
> <
> <
> <
> <
> < //! potrs specialisation for one RHS as a boost::numeric::ublas::vector
> < /*!
> < \author Paul Thompson
> < \date 06-10-06
> <
> < \todo Perhaps the input argument should be templated to accept other vector types than boost::numeric::ublas::vector<T,A> ?
> < */
> < template <typename SymmA, typename T,typename A>
> < inline
> < int potrs (CBLAS_UPLO const uplo, SymmA const& a, boost::numeric::ublas::vector<T,A> & v)
> < {
> <
> < CBLAS_ORDER const stor_ord
> < = enum_cast<CBLAS_ORDER const>
> < (storage_order<
> < #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> < typename traits::matrix_traits<SymmA>::ordering_type
> < #else
> < typename SymmA::orientation_category
> < #endif
> < >::value);
> <
> < int const n = traits::matrix_size1 (a);
> < int const nrhs = 1; //! We know there's only one RHS for a vector
> < assert (n == traits::matrix_size2 (a));
> < assert (n == traits::vector_size(v));
> <
> < int ldb = traits::vector_size(v);
> <
> < #ifndef BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> < return potrs (stor_ord, uplo, n, nrhs,
> < #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> < traits::matrix_storage (a),
> < #else
> < traits::matrix_storage_const (a),
> < #endif
> < traits::leading_dimension (a),
> < traits::vector_storage (v),
> < ldb);
> < #else // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> < int ierr;
> < if (stor_ord == CblasColMajor)
> < ierr = potrs (stor_ord, uplo, n, nrhs,
> < #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> < traits::matrix_storage (a),
> < #else
> < traits::matrix_storage_const (a),
> < #endif
> < traits::leading_dimension (a),
> < traits::vector_storage (v),
> < ldb);
> < else // ATLAS bug with CblasRowMajor
> < ierr = potrs_bug (stor_ord, uplo, n, nrhs,
> < #ifndef BOOST_NO_FUNCTION_TEMPLATE_ORDERING
> < traits::matrix_storage (a),
> < #else
> < traits::matrix_storage_const (a),
> < #endif
> < traits::leading_dimension (a),
> < traits::vector_storage (v),
> < ldb);
> < return ierr;
> < #endif // BOOST_NUMERIC_BINDINGS_ATLAS_POTRF_BUG
> < }
> < //potrs detailed
> <
> <
> <
> <
> <
> <
> <
> <
> <
> <
> <
> <
> 656c565
> <
> ---
>> namespace detail {
> 742,788d650
> <
> <
> <
> <
> <
> <
> <
> <
> < //! potrs specialisation for one RHS as a boost::numeric::ublas::vector
> < /*!
> < \author Paul Thompson
> < \date 06-10-06
> <
> < \todo Perhaps the input argument should be templated to accept other vector types than boost::numeric::ublas::vector<T,A> ?
> < */
> < template <typename SymmA, typename T, typename A>
> < inline
> < int potrs (SymmA const& a, boost::numeric::ublas::vector<T,A> & v)
> < {
> < #ifndef BOOST_NUMERIC_BINDINGS_NO_STRUCTURE_CHECK
> < typedef typename traits::matrix_traits<SymmA>::value_type val_t;
> < BOOST_STATIC_ASSERT((boost::is_same<
> < typename traits::matrix_traits<SymmA>::matrix_structure,
> < typename traits::detail::symm_herm_t<val_t>::type
> < >::value));
> < #endif
> <
> < CBLAS_UPLO const uplo
> < = enum_cast<CBLAS_UPLO const>
> < (uplo_triang<
> < #ifndef BOOST_NUMERIC_BINDINGS_POOR_MANS_TRAITS
> < typename traits::matrix_traits<SymmA>::uplo_type
> < #else
> < typename SymmA::packed_category
> < #endif
> < >::value);
> <
> < return detail::potrs<SymmA, T, A> (uplo, a, v);
> < }
> <
> <
> <
> <
> <
> <
> <
> <
>
>
> ------------------------------------------------------------------------
>
> _______________________________________________
> ublas mailing list
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