dlib C++ Library - syev.h

    // Copyright (C) 2010  Davis E. King (davis@dlib.net)
    // License: Boost Software License   See LICENSE.txt for the full license.
    #ifndef DLIB_LAPACk_EV_Hh_
    #define DLIB_LAPACk_EV_Hh_

    #include "fortran_id.h"
    #include "../matrix.h"

    namespace dlib
    {
        namespace lapack
        {
            namespace binding
            {
                extern "C"
                {
                    void DLIB_FORTRAN_ID(dsyev) (const char *jobz, const char *uplo, const integer *n, double *a,
                                                 const integer *lda, double *w, double *work, const integer *lwork,
                                                 integer *info);

                    void DLIB_FORTRAN_ID(ssyev) (const char *jobz, const char *uplo, const integer *n, float *a,
                                                 const integer *lda, float *w, float *work, const integer *lwork,
                                                 integer *info);

                }

                inline int syev (char jobz, char uplo, integer n, double *a,
                                 integer lda, double *w, double *work, integer lwork)
                {
                    integer info = 0;
                    DLIB_FORTRAN_ID(dsyev)(&jobz, &uplo, &n, a,
                                           &lda, w, work, &lwork, &info);
                    return info;
                }

                inline int syev (char jobz, char uplo, integer n, float *a,
                                 integer lda, float *w, float *work, integer lwork)
                {
                    integer info = 0;
                    DLIB_FORTRAN_ID(ssyev)(&jobz, &uplo, &n, a,
                                           &lda, w, work, &lwork, &info);
                    return info;
                }

            }

        // ------------------------------------------------------------------------------------

    /*  -- LAPACK driver routine (version 3.1) -- */
    /*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
    /*     November 2006 */

    /*     .. Scalar Arguments .. */
    /*     .. */
    /*     .. Array Arguments .. */
    /*     .. */

    /*  Purpose */
    /*  ======= */

    /*  DSYEV computes all eigenvalues and, optionally, eigenvectors of a */
    /*  real symmetric matrix A. */

    /*  Arguments */
    /*  ========= */

    /*  JOBZ    (input) CHARACTER*1 */
    /*          = 'N':  Compute eigenvalues only; */
    /*          = 'V':  Compute eigenvalues and eigenvectors. */

    /*  UPLO    (input) CHARACTER*1 */
    /*          = 'U':  Upper triangle of A is stored; */
    /*          = 'L':  Lower triangle of A is stored. */

    /*  N       (input) INTEGER */
    /*          The order of the matrix A.  N >= 0. */

    /*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N) */
    /*          On entry, the symmetric matrix A.  If UPLO = 'U', the */
    /*          leading N-by-N upper triangular part of A contains the */
    /*          upper triangular part of the matrix A.  If UPLO = 'L', */
    /*          the leading N-by-N lower triangular part of A contains */
    /*          the lower triangular part of the matrix A. */
    /*          On exit, if JOBZ = 'V', then if INFO = 0, A contains the */
    /*          orthonormal eigenvectors of the matrix A. */
    /*          If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') */
    /*          or the upper triangle (if UPLO='U') of A, including the */
    /*          diagonal, is destroyed. */

    /*  LDA     (input) INTEGER */
    /*          The leading dimension of the array A.  LDA >= max(1,N). */

    /*  W       (output) DOUBLE PRECISION array, dimension (N) */
    /*          If INFO = 0, the eigenvalues in ascending order. */

    /*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
    /*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

    /*  LWORK   (input) INTEGER */
    /*          The length of the array WORK.  LWORK >= max(1,3*N-1). */
    /*          For optimal efficiency, LWORK >= (NB+2)*N, */
    /*          where NB is the blocksize for DSYTRD returned by ILAENV. */

    /*          If LWORK = -1, then a workspace query is assumed; the routine */
    /*          only calculates the optimal size of the WORK array, returns */
    /*          this value as the first entry of the WORK array, and no error */
    /*          message related to LWORK is issued by XERBLA. */

    /*  INFO    (output) INTEGER */
    /*          = 0:  successful exit */
    /*          < 0:  if INFO = -i, the i-th argument had an illegal value */
    /*          > 0:  if INFO = i, the algorithm failed to converge; i */
    /*                off-diagonal elements of an intermediate tridiagonal */
    /*                form did not converge to zero. */

        // ------------------------------------------------------------------------------------

            template <
                typename T,
                long NR1, long NR2,
                long NC1, long NC2,
                typename MM
                >
            int syev (
                const char jobz,
                const char uplo,
                matrix<T,NR1,NC1,MM,column_major_layout>& a,
                matrix<T,NR2,NC2,MM,column_major_layout>& w
            )
            {
                matrix<T,0,1,MM,column_major_layout> work;

                const long n = a.nr();

                w.set_size(n,1);

                // figure out how big the workspace needs to be.
                T work_size = 1;
                int info = binding::syev(jobz, uplo, n, &a(0,0),
                                         a.nr(), &w(0,0), &work_size, -1);

                if (info != 0)
                    return info;

                if (work.size() < work_size)
                    work.set_size(static_cast<long>(work_size), 1);

                // compute the actual decomposition
                info = binding::syev(jobz, uplo, n, &a(0,0),
                                     a.nr(), &w(0,0), &work(0,0), work.size());

                return info;
            }

        // ------------------------------------------------------------------------------------

            template <
                typename T,
                long NR1, long NR2,
                long NC1, long NC2,
                typename MM
                >
            int syev (
                char jobz,
                char uplo,
                matrix<T,NR1,NC1,MM,row_major_layout>& a,
                matrix<T,NR2,NC2,MM,row_major_layout>& w
            )
            {
                matrix<T,0,1,MM,row_major_layout> work;

                if (uplo == 'L')
                    uplo = 'U';
                else
                    uplo = 'L';

                const long n = a.nr();

                w.set_size(n,1);

                // figure out how big the workspace needs to be.
                T work_size = 1;
                int info = binding::syev(jobz, uplo, n, &a(0,0),
                                         a.nc(), &w(0,0), &work_size, -1);

                if (info != 0)
                    return info;

                if (work.size() < work_size)
                    work.set_size(static_cast<long>(work_size), 1);

                // compute the actual decomposition
                info = binding::syev(jobz, uplo, n, &a(0,0),
                                     a.nc(), &w(0,0), &work(0,0), work.size());

                a = trans(a);

                return info;
            }

        // ------------------------------------------------------------------------------------

        }

    }

    // ----------------------------------------------------------------------------------------

    #endif // DLIB_LAPACk_EV_Hh_