Revision 63d8a43408637eef9a81e05ffd7e6ff3afa51947 authored by Robert B. Gramacy on 20 September 2006, 00:00:00 UTC, committed by Gabor Csardi on 20 September 2006, 00:00:00 UTC
1 parent 622e02d
linalg.h
/********************************************************************************
*
* Bayesian Regression and Adaptive Sampling with Gaussian Process Trees
* Copyright (C) 2005, University of California
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library 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
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
*
* Questions? Contact Robert B. Gramacy (rbgramacy@ams.ucsc.edu)
*
********************************************************************************/
#ifndef __LINALG_H__
#define __LINALG_H__
#include "matrix.h"
#ifndef CBLAS_ENUM_DEFINED_H
#define CBLAS_ENUM_DEFINED_H
enum CBLAS_ORDER {CblasRowMajor=101, CblasColMajor=102 };
enum CBLAS_TRANSPOSE {CblasNoTrans=111, CblasTrans=112, CblasConjTrans=113, AtlasConj=114};
enum CBLAS_UPLO {CblasUpper=121, CblasLower=122};
enum CBLAS_DIAG {CblasNonUnit=131, CblasUnit=132};
enum CBLAS_SIDE {CblasLeft=141, CblasRight=142};
#endif
#define FORTPACK
#define FORTBLAS
#ifdef FORTPACK
#define dpotrf dpotrf_
extern void dpotrf(char*, int*, double*, int*, int*);
#define dtrsv dtrsv_
extern void dtrsv(char*, char*, char*, int*, double*, int*, double*, int*);
#define dposv dposv_
extern void dposv(char *, int *, int *, double*, int *, double*, int *, int *);
#define dgesv dgesv_
extern void dgesv(int *,int *,double *,int*,int*,double*,int*,int*);
#else
#include <clapack.h>
#endif
#ifdef FORTBLAS
#define dgemm dgemm_
extern void dgemm(char*, char*, int*, int*, int*, double*,
double*, int*, double*, int*, double*, double*, int*);
#define dsymm dsymm_
extern void dsymm(char*, char*, int*, int*, double*,
double*, int*, double*, int*, double*, double*, int*);
#define dgemv dgemv_
extern void dgemv(char*, int*, int*, double*, double*, int*,
double*, int*, double*, double*, int*);
#define dsymv dsymv_
extern void dsymv(char*, int*, double*, double*, int*,
double*, int*, double*, double*, int*);
#define ddot ddot_
extern double ddot(int*, double*, int*, double*, int*);
#define daxpy daxpy_
extern void daxpy(int*, double*, double*, int*, double*, int*);
#define dtrsv dtrsv_
extern void dtrsv(char*, char*, char*, int*, double*, int*, double*, int*);
#else
#include <cblas.h>
#endif
void linalg_dtrsv(const enum CBLAS_TRANSPOSE TA, int n, double **A, int lda,
double *Y, int ldy);
void linalg_daxpy(int n, double alpha, double *X, int ldx, double *Y, int ldy);
double linalg_ddot(int n, double *X, int ldx, double *Y, int ldy);
void linalg_dgemm(const enum CBLAS_TRANSPOSE TA, const enum CBLAS_TRANSPOSE TB,
int m, int n, int k, double alpha, double **A, int lda, double **B,
int ldb, double beta, double **C, int ldc);
void linalg_dsymm(const enum CBLAS_SIDE side,
int m, int n, double alpha, double **A, int lda, double **B,
int ldb, double beta, double **C, int ldc);
void linalg_dgemv(const enum CBLAS_TRANSPOSE TA,
int m, int n, double alpha, double **A, int lda,
double *X, int ldx, double beta, double *Y, int ldy);
void linalg_dsymv(int n, double alpha, double **A, int lda,
double *X, int ldx, double beta, double *Y, int ldy);
int linalg_dposv(int n, double **Mutil, double **Mi);
int linalg_dgesv(int n, double **Mutil, double **Mi);
int linalg_dpotrf(int n, double **var);
/* iterative */
int solve_cg_symm(double *x, double *x_star, double **A, double *b, double theta, unsigned int n);
#endif
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