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#ifndef _LINALG_H
#define _LINALG_H
#include <cstdlib>
#include <cstdio>
#include <cmath>
#include <iostream>
#include <fstream>
extern "C" {
#include "f2c.h"
#include "blaswrap.h"
#include "clapack.h"
}
#include "Fmatrix.h"
//these scalar ops (+-*/) won't work for complex
template <class T>
const Fmatrix<T> operator + (const Fmatrix<T>& A, const Fmatrix<T>& B)
{ return Fmatrix<T>(A)+=B; }
template <class T>
const Fmatrix<T> operator - (const Fmatrix<T>& A, const Fmatrix<T>& B)
{ return Fmatrix<T>(A)+=B; }
template <class T>
const Fmatrix<T> operator * (const T alpha, const Fmatrix<T>& A)
{ return Fmatrix<T>(A)*=alpha; }
template <class T>
const Fmatrix<T> operator / (const Fmatrix<T>& A, const T beta)
{ return Fmatrix<T>(A)/=beta; }
template <class T>
const Fvector<T> operator * ( Fmatrix<T>& A, Fvector<T>& x)
{
Fvector<T> y(A.numrows());
gmv(A,x,y);
return y;
}
template <class T>
const Fmatrix<T> operator * ( Fmatrix<T>& A, Fmatrix<T>& B)
{
Fmatrix<T> C(A.numrows(),B.numcols());
gmm(A,B,C);
return C;
}
template <class T>
int gmv(Fmatrix<T>& A, Fvector<T>& x, Fvector<T>& y, char TRANSA='N',
T alpha=1, T beta=0, integer INCX=1, integer INCY=1)
{
integer M, N, LDA;
M=(TRANSA=='N') ? A.numrows():A.numcols();
N=(TRANSA=='N') ? A.numcols():A.numrows();
LDA=M;
//this still needs a switch on data type
dgemv_(&TRANSA, &M, &N,
(doublereal*)&alpha,
(doublereal*)A.begin(), &LDA,
(doublereal*)x.begin(), &INCX,
(doublereal*)&beta,
(doublereal*)y.begin(), &INCY);
}
template <class T>
int gmm(Fmatrix<T>& A, Fmatrix<T>& B, Fmatrix<T>& C,
char TRANSA='N', char TRANSB='N', T alpha=1, T beta=0)
{
integer M, N, K, LDA, LDB, LDC;
M=(TRANSA=='N') ? A.numrows():A.numcols();
N=(TRANSB=='N') ? B.numcols():B.numrows();
K=(TRANSA=='N') ? A.numcols():A.numrows();
LDA=(TRANSA=='N') ? M:K;
LDB=(TRANSB=='N') ? K:N;
LDC=C.numrows();
switch(A.gettype()){//cast explicitly otherwise compiler is cranky
case 'f':
sgemm_(&TRANSA, &TRANSB, &M, &N, &K,
(real*)&alpha,
(real*)A.begin(), &LDA,
(real*)B.begin(), &LDB,
(real*)&beta,
(real*)C.begin(), &LDC);
break;
case 'd':
dgemm_(&TRANSA, &TRANSB, &M, &N, &K,
(doublereal*)&alpha,
(doublereal*)A.begin(), &LDA,
(doublereal*)B.begin(), &LDB,
(doublereal*)&beta,
(doublereal*)C.begin(), &LDC);
break;
case 'c':
cgemm_(&TRANSA, &TRANSB, &M, &N, &K,
(complex*)&alpha,
(complex*)A.begin(), &LDA,
(complex*)B.begin(), &LDB,
(complex*)&beta,
(complex*)C.begin(), &LDC);
break;
case 'z':
zgemm_(&TRANSA, &TRANSB, &M, &N, &K,
(doublecomplex*)&alpha,
(doublecomplex*)A.begin(), &LDA,
(doublecomplex*)B.begin(), &LDB,
(doublecomplex*)&beta,
(doublecomplex*)C.begin(), &LDC);
break;
default:
std::cout << "\nERROR: Something wrong in GMM switch.\n\n";
}
return 0;
}
template <class T>
int pca(Fmatrix<T>& A, Fmatrix<T>& U, Fmatrix<T>& S, Fmatrix<T>& PC)
{
std::ofstream PCoutx("pcx"), PCouty("pcy"), PCoutz("pcz"), PCoutw("pcw");
PCoutx.precision(16); PCouty.precision(16);
PCoutz.precision(16); PCoutw.precision(16);
Fmatrix<T> Y(A.numcols(),A.numrows());
T s,*mean;
mean = new T[A.numrows()];
for(int i=0; i<A.numrows(); i++) mean[i]=0;
//find means
for(int i=0; i<A.numrows(); i++){ for(int j=0; j<A.numcols(); j++){
mean[i]+=A(i,j);
} }
for(int i=0; i<A.numrows(); i++) mean[i]/=A.numcols();
//subtract means from data
for(int i=0; i<A.numrows(); i++){ for(int j=0; j<A.numcols(); j++){
A(i,j)-=mean[i];
} }
//form matrix for SVD
s=sqrt(A.numcols()-1);
for(int i=0; i<A.numrows(); i++){ for(int j=0; j<A.numcols(); j++){
Y(j,i)=A(i,j)/s;
} }
return svd(Y,U,S,PC);
}
template <class T>
int svd(Fmatrix<T>& A, Fmatrix<T>& U, Fmatrix<T>& S, Fmatrix<T>& V,
char JOBU='A', char JOBVT='A')
{
float *wkf,*rwkc;
double *wkd,*rwkz;
complex *wkc;
doublecomplex *wkz;
integer M, N, mn, MN, LDA, LDU, LDVT, LWORK, INFO;
M=A.numrows(); N=A.numcols(); LDA=M; LDU=M; LDVT=N;
mn=min(M,N);
MN=max(M,N);
LWORK=2*max(3*mn+MN,5*mn);
switch(A.gettype()){//cast explicitly otherwise compiler is cranky
case 'f':
wkf = new real[LWORK];
sgesvd_(&JOBU, &JOBVT, &M, &N,
(real*)A.begin(), &LDA,
(real*)S.begin(),
(real*)U.begin(), &LDU,
(real*)V.begin(), &LDVT,
wkf, &LWORK, &INFO);
delete[] wkf;
break;
case 'd':
wkd = new doublereal[LWORK];
dgesvd_(&JOBU, &JOBVT, &M, &N,
(doublereal*)A.begin(), &LDA,
(doublereal*)S.begin(),
(doublereal*)U.begin(), &LDU,
(doublereal*)V.begin(), &LDVT,
wkd, &LWORK, &INFO);
delete[] wkd;
break;
case 'c':
wkc = new complex[LWORK];
rwkc = new real[5*mn];
cgesvd_(&JOBU, &JOBVT, &M, &N,
(complex*)A.begin(), &LDA,
(real*)S.begin(),
(complex*)U.begin(), &LDU,
(complex*)V.begin(), &LDVT,
wkc, &LWORK, rwkc, &INFO);
delete[] wkc; delete[] rwkc;
break;
case 'z':
wkz = new doublecomplex[LWORK];
rwkz = new doublereal[5*mn];
zgesvd_(&JOBU, &JOBVT, &M, &N,
(doublecomplex*)A.begin(), &LDA,
(doublereal*)S.begin(),
(doublecomplex*)U.begin(), &LDU,
(doublecomplex*)V.begin(), &LDVT,
wkz, &LWORK, rwkz, &INFO);
delete[] wkz; delete[] rwkz;
break;
default:
std::cout << "\nERROR: Something wrong in SVD switch.\n\n";
}
return INFO;
}
#endif /* _LINALG_H */
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