{-# LANGUAGE TypeOperators #-}
{-# LANGUAGE ViewPatterns #-}
{-# OPTIONS_GHC -fno-warn-missing-signatures #-}
module Internal.LAPACK where
import Data.Bifunctor (first)
import Internal.Devel
import Internal.Vector
import Internal.Matrix hiding ((#), (#!))
import Internal.Conversion
import Internal.Element
import Foreign.Ptr(nullPtr)
import Foreign.C.Types
import Control.Monad(when)
import System.IO.Unsafe(unsafePerformIO)
infixr 1 #
a # b = apply a b
{-# INLINE (#) #-}
a #! b = a # b # id
{-# INLINE (#!) #-}
type TMMM t = t ::> t ::> t ::> Ok
type F = Float
type Q = Complex Float
foreign import ccall unsafe "multiplyR" dgemmc :: CInt -> CInt -> TMMM R
foreign import ccall unsafe "multiplyC" zgemmc :: CInt -> CInt -> TMMM C
foreign import ccall unsafe "multiplyF" sgemmc :: CInt -> CInt -> TMMM F
foreign import ccall unsafe "multiplyQ" cgemmc :: CInt -> CInt -> TMMM Q
foreign import ccall unsafe "multiplyI" c_multiplyI :: I -> TMMM I
foreign import ccall unsafe "multiplyL" c_multiplyL :: Z -> TMMM Z
isT (rowOrder -> False) = 0
isT _ = 1
tt x@(rowOrder -> False) = x
tt x = trans x
multiplyAux f st a b = unsafePerformIO $ do
when (cols a /= rows b) $ error $ "inconsistent dimensions in matrix product "++
show (rows a,cols a) ++ " x " ++ show (rows b, cols b)
s <- createMatrix ColumnMajor (rows a) (cols b)
((tt a) # (tt b) #! s) (f (isT a) (isT b)) #| st
return s
multiplyR :: Matrix Double -> Matrix Double -> Matrix Double
multiplyR a b = {-# SCC "multiplyR" #-} multiplyAux dgemmc "dgemmc" a b
multiplyC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double)
multiplyC a b = multiplyAux zgemmc "zgemmc" a b
multiplyF :: Matrix Float -> Matrix Float -> Matrix Float
multiplyF a b = multiplyAux sgemmc "sgemmc" a b
multiplyQ :: Matrix (Complex Float) -> Matrix (Complex Float) -> Matrix (Complex Float)
multiplyQ a b = multiplyAux cgemmc "cgemmc" a b
multiplyI :: I -> Matrix CInt -> Matrix CInt -> Matrix CInt
multiplyI m a b = unsafePerformIO $ do
when (cols a /= rows b) $ error $
"inconsistent dimensions in matrix product "++ shSize a ++ " x " ++ shSize b
s <- createMatrix ColumnMajor (rows a) (cols b)
(a # b #! s) (c_multiplyI m) #|"c_multiplyI"
return s
multiplyL :: Z -> Matrix Z -> Matrix Z -> Matrix Z
multiplyL m a b = unsafePerformIO $ do
when (cols a /= rows b) $ error $
"inconsistent dimensions in matrix product "++ shSize a ++ " x " ++ shSize b
s <- createMatrix ColumnMajor (rows a) (cols b)
(a # b #! s) (c_multiplyL m) #|"c_multiplyL"
return s
type TSVD t = t ::> t ::> R :> t ::> Ok
foreign import ccall unsafe "svd_l_R" dgesvd :: TSVD R
foreign import ccall unsafe "svd_l_C" zgesvd :: TSVD C
foreign import ccall unsafe "svd_l_Rdd" dgesdd :: TSVD R
foreign import ccall unsafe "svd_l_Cdd" zgesdd :: TSVD C
svdR :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double)
svdR = svdAux dgesvd "svdR"
svdRd :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double)
svdRd = svdAux dgesdd "svdRdd"
svdC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double))
svdC = svdAux zgesvd "svdC"
svdCd :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double))
svdCd = svdAux zgesdd "svdCdd"
svdAux f st x = unsafePerformIO $ do
a <- copy ColumnMajor x
u <- createMatrix ColumnMajor r r
s <- createVector (min r c)
v <- createMatrix ColumnMajor c c
(a # u # s #! v) f #| st
return (u,s,v)
where
r = rows x
c = cols x
thinSVDR :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double)
thinSVDR = thinSVDAux dgesvd "thinSVDR"
thinSVDC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double))
thinSVDC = thinSVDAux zgesvd "thinSVDC"
thinSVDRd :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double)
thinSVDRd = thinSVDAux dgesdd "thinSVDRdd"
thinSVDCd :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double))
thinSVDCd = thinSVDAux zgesdd "thinSVDCdd"
thinSVDAux f st x = unsafePerformIO $ do
a <- copy ColumnMajor x
u <- createMatrix ColumnMajor r q
s <- createVector q
v <- createMatrix ColumnMajor q c
(a # u # s #! v) f #| st
return (u,s,v)
where
r = rows x
c = cols x
q = min r c
svR :: Matrix Double -> Vector Double
svR = svAux dgesvd "svR"
svC :: Matrix (Complex Double) -> Vector Double
svC = svAux zgesvd "svC"
svRd :: Matrix Double -> Vector Double
svRd = svAux dgesdd "svRd"
svCd :: Matrix (Complex Double) -> Vector Double
svCd = svAux zgesdd "svCd"
svAux f st x = unsafePerformIO $ do
a <- copy ColumnMajor x
s <- createVector q
(a #! s) g #| st
return s
where
r = rows x
c = cols x
q = min r c
g ra ca xra xca pa nb pb = f ra ca xra xca pa 0 0 0 0 nullPtr nb pb 0 0 0 0 nullPtr
rightSVR :: Matrix Double -> (Vector Double, Matrix Double)
rightSVR = rightSVAux dgesvd "rightSVR"
rightSVC :: Matrix (Complex Double) -> (Vector Double, Matrix (Complex Double))
rightSVC = rightSVAux zgesvd "rightSVC"
rightSVAux f st x = unsafePerformIO $ do
a <- copy ColumnMajor x
s <- createVector q
v <- createMatrix ColumnMajor c c
(a # s #! v) g #| st
return (s,v)
where
r = rows x
c = cols x
q = min r c
g ra ca xra xca pa = f ra ca xra xca pa 0 0 0 0 nullPtr
leftSVR :: Matrix Double -> (Matrix Double, Vector Double)
leftSVR = leftSVAux dgesvd "leftSVR"
leftSVC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double)
leftSVC = leftSVAux zgesvd "leftSVC"
leftSVAux f st x = unsafePerformIO $ do
a <- copy ColumnMajor x
u <- createMatrix ColumnMajor r r
s <- createVector q
(a # u #! s) g #| st
return (u,s)
where
r = rows x
c = cols x
q = min r c
g ra ca xra xca pa ru cu xru xcu pu nb pb = f ra ca xra xca pa ru cu xru xcu pu nb pb 0 0 0 0 nullPtr
foreign import ccall unsafe "eig_l_R" dgeev :: R ::> R ::> C :> R ::> Ok
foreign import ccall unsafe "eig_l_G" dggev :: R ::> R ::> C :> R :> R ::> R ::> Ok
foreign import ccall unsafe "eig_l_C" zgeev :: C ::> C ::> C :> C ::> Ok
foreign import ccall unsafe "eig_l_GC" zggev :: C ::> C ::> C :> C :> C ::> C ::> Ok
foreign import ccall unsafe "eig_l_S" dsyev :: CInt -> R :> R ::> Ok
foreign import ccall unsafe "eig_l_H" zheev :: CInt -> R :> C ::> Ok
eigAux f st m = unsafePerformIO $ do
a <- copy ColumnMajor m
l <- createVector r
v <- createMatrix ColumnMajor r r
(a # l #! v) g #| st
return (l,v)
where
r = rows m
g ra ca xra xca pa = f ra ca xra xca pa 0 0 0 0 nullPtr
eigC :: Matrix (Complex Double) -> (Vector (Complex Double), Matrix (Complex Double))
eigC = eigAux zgeev "eigC"
eigOnlyAux f st m = unsafePerformIO $ do
a <- copy ColumnMajor m
l <- createVector r
(a #! l) g #| st
return l
where
r = rows m
g ra ca xra xca pa nl pl = f ra ca xra xca pa 0 0 0 0 nullPtr nl pl 0 0 0 0 nullPtr
eigOnlyC :: Matrix (Complex Double) -> Vector (Complex Double)
eigOnlyC = eigOnlyAux zgeev "eigOnlyC"
eigR :: Matrix Double -> (Vector (Complex Double), Matrix (Complex Double))
eigR m = (s', v'')
where (s,v) = eigRaux m
s' = fixeig1 s
v' = toRows $ trans v
v'' = fromColumns $ fixeig (toList s') v'
eigRaux :: Matrix Double -> (Vector (Complex Double), Matrix Double)
eigRaux m = unsafePerformIO $ do
a <- copy ColumnMajor m
l <- createVector r
v <- createMatrix ColumnMajor r r
(a # l #! v) g #| "eigR"
return (l,v)
where
r = rows m
g ra ca xra xca pa = dgeev ra ca xra xca pa 0 0 0 0 nullPtr
fixeig1 s = toComplex' (subVector 0 r (asReal s), subVector r r (asReal s))
where r = dim s
fixeig [] _ = []
fixeig [_] [v] = [comp' v]
fixeig ((r1:+i1):(r2:+i2):r) (v1:v2:vs)
| r1 == r2 && i1 == (-i2) = toComplex' (v1,v2) : toComplex' (v1, mapVector negate v2) : fixeig r vs
| otherwise = comp' v1 : fixeig ((r2:+i2):r) (v2:vs)
fixeig _ _ = error "fixeig with impossible inputs"
fixeigG [] _ = []
fixeigG [_] [v] = [comp' v]
fixeigG ((_:+ai1) : an : as) (v1:v2:vs)
| abs ai1 > 1e-13 = toComplex' (v1, v2) : toComplex' (v1, mapVector negate v2) : fixeigG as vs
| otherwise = comp' v1 : fixeigG (an:as) (v2:vs)
fixeigG _ _ = error "fixeigG with impossible inputs"
eigOnlyR :: Matrix Double -> Vector (Complex Double)
eigOnlyR = fixeig1 . eigOnlyAux dgeev "eigOnlyR"
eigG :: Matrix Double -> Matrix Double -> (Vector (Complex Double), Vector Double, Matrix (Complex Double))
eigG a b = (alpha', beta, v'')
where
(alpha, beta, v) = eigGaux dggev a b "eigG"
alpha' = fixeig1 alpha
v' = toRows $ trans v
v'' = fromColumns $ fixeigG (toList alpha') v'
eigGaux f ma mb st = unsafePerformIO $ do
a <- copy ColumnMajor ma
b <- copy ColumnMajor mb
alpha <- createVector r
beta <- createVector r
vr <- createMatrix ColumnMajor r r
(a # b # alpha # beta #! vr) g #| st
return (alpha, beta, vr)
where
r = rows ma
g ar ac xra xca pa br bc xrb xcb pb alphan palpha betan pbeta = f ar ac xra xca pa br bc xrb xcb pb alphan palpha betan pbeta 0 0 0 0 nullPtr
eigGOnlyAux f ma mb st = unsafePerformIO $ do
a <- copy ColumnMajor ma
b <- copy ColumnMajor mb
alpha <- createVector r
beta <- createVector r
(a # b # alpha #! beta) g #| st
return (alpha, beta)
where
r = rows ma
g ar ac xra xca pa br bc xrb xcb pb alphan palpha betan pbeta = f ar ac xra xca pa br bc xrb xcb pb alphan palpha betan pbeta 0 0 0 0 nullPtr 0 0 0 0 nullPtr
eigGC :: Matrix (Complex Double) -> Matrix (Complex Double) -> (Vector (Complex Double), Vector (Complex Double), Matrix (Complex Double))
eigGC a b = eigGaux zggev a b "eigGC"
eigOnlyG :: Matrix Double -> Matrix Double -> (Vector (Complex Double), Vector Double)
eigOnlyG a b = first fixeig1 $ eigGOnlyAux dggev a b "eigOnlyG"
eigOnlyGC :: Matrix (Complex Double) -> Matrix (Complex Double) -> (Vector (Complex Double), Vector (Complex Double))
eigOnlyGC a b = eigGOnlyAux zggev a b "eigOnlyGC"
eigSHAux f st m = unsafePerformIO $ do
l <- createVector r
v <- copy ColumnMajor m
(l #! v) f #| st
return (l,v)
where
r = rows m
eigS :: Matrix Double -> (Vector Double, Matrix Double)
eigS m = (s', fliprl v)
where (s,v) = eigS' m
s' = fromList . reverse . toList $ s
eigS' :: Matrix Double -> (Vector Double, Matrix Double)
eigS' = eigSHAux (dsyev 1) "eigS'"
eigH :: Matrix (Complex Double) -> (Vector Double, Matrix (Complex Double))
eigH m = (s', fliprl v)
where
(s,v) = eigH' m
s' = fromList . reverse . toList $ s
eigH' :: Matrix (Complex Double) -> (Vector Double, Matrix (Complex Double))
eigH' = eigSHAux (zheev 1) "eigH'"
eigOnlyS :: Matrix Double -> Vector Double
eigOnlyS = vrev . fst. eigSHAux (dsyev 0) "eigS'"
eigOnlyH :: Matrix (Complex Double) -> Vector Double
eigOnlyH = vrev . fst. eigSHAux (zheev 0) "eigH'"
vrev = flatten . flipud . reshape 1
foreign import ccall unsafe "linearSolveR_l" dgesv :: R ::> R ::> Ok
foreign import ccall unsafe "linearSolveC_l" zgesv :: C ::> C ::> Ok
linearSolveSQAux g f st a b
| n1==n2 && n1==r = unsafePerformIO . g $ do
a' <- copy ColumnMajor a
s <- copy ColumnMajor b
(a' #! s) f #| st
return s
| otherwise = error $ st ++ " of nonsquare matrix"
where
n1 = rows a
n2 = cols a
r = rows b
linearSolveR :: Matrix Double -> Matrix Double -> Matrix Double
linearSolveR a b = linearSolveSQAux id dgesv "linearSolveR" a b
mbLinearSolveR :: Matrix Double -> Matrix Double -> Maybe (Matrix Double)
mbLinearSolveR a b = linearSolveSQAux mbCatch dgesv "linearSolveR" a b
linearSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double)
linearSolveC a b = linearSolveSQAux id zgesv "linearSolveC" a b
mbLinearSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Maybe (Matrix (Complex Double))
mbLinearSolveC a b = linearSolveSQAux mbCatch zgesv "linearSolveC" a b
foreign import ccall unsafe "cholSolveR_l" dpotrs :: R ::> R ::> Ok
foreign import ccall unsafe "cholSolveC_l" zpotrs :: C ::> C ::> Ok
linearSolveSQAux2 g f st a b
| n1==n2 && n1==r = unsafePerformIO . g $ do
s <- copy ColumnMajor b
(a #! s) f #| st
return s
| otherwise = error $ st ++ " of nonsquare matrix"
where
n1 = rows a
n2 = cols a
r = rows b
cholSolveR :: Matrix Double -> Matrix Double -> Matrix Double
cholSolveR a b = linearSolveSQAux2 id dpotrs "cholSolveR" (fmat a) b
cholSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double)
cholSolveC a b = linearSolveSQAux2 id zpotrs "cholSolveC" (fmat a) b
foreign import ccall unsafe "triSolveR_l_u" dtrtrs_u :: R ::> R ::> Ok
foreign import ccall unsafe "triSolveC_l_u" ztrtrs_u :: C ::> C ::> Ok
foreign import ccall unsafe "triSolveR_l_l" dtrtrs_l :: R ::> R ::> Ok
foreign import ccall unsafe "triSolveC_l_l" ztrtrs_l :: C ::> C ::> Ok
linearSolveTRAux2 g f st a b
| n1==n2 && n1==r = unsafePerformIO . g $ do
s <- copy ColumnMajor b
(a #! s) f #| st
return s
| otherwise = error $ st ++ " of nonsquare matrix"
where
n1 = rows a
n2 = cols a
r = rows b
data UpLo = Lower | Upper
triSolveR :: UpLo -> Matrix Double -> Matrix Double -> Matrix Double
triSolveR Lower a b = linearSolveTRAux2 id dtrtrs_l "triSolveR" (fmat a) b
triSolveR Upper a b = linearSolveTRAux2 id dtrtrs_u "triSolveR" (fmat a) b
triSolveC :: UpLo -> Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double)
triSolveC Lower a b = linearSolveTRAux2 id ztrtrs_l "triSolveC" (fmat a) b
triSolveC Upper a b = linearSolveTRAux2 id ztrtrs_u "triSolveC" (fmat a) b
foreign import ccall unsafe "triDiagSolveR_l" dgttrs :: R :> R :> R :> R ::> Ok
foreign import ccall unsafe "triDiagSolveC_l" zgttrs :: C :> C :> C :> C ::> Ok
linearSolveGTAux2 g f st dl d du b
| ndl == nd - 1 &&
ndu == nd - 1 &&
nd == r = unsafePerformIO . g $ do
dl' <- head . toRows <$> copy ColumnMajor (fromRows [dl])
du' <- head . toRows <$> copy ColumnMajor (fromRows [du])
s <- copy ColumnMajor b
(dl' # d # du' #! s) f #| st
return s
| otherwise = error $ st ++ " of nonsquare matrix"
where
ndl = dim dl
nd = dim d
ndu = dim du
r = rows b
triDiagSolveR dl d du b = linearSolveGTAux2 id dgttrs "triDiagSolveR" dl d du b
triDiagSolveC dl d du b = linearSolveGTAux2 id zgttrs "triDiagSolveC" dl d du b
foreign import ccall unsafe "linearSolveLSR_l" dgels :: R ::> R ::> Ok
foreign import ccall unsafe "linearSolveLSC_l" zgels :: C ::> C ::> Ok
foreign import ccall unsafe "linearSolveSVDR_l" dgelss :: Double -> R ::> R ::> Ok
foreign import ccall unsafe "linearSolveSVDC_l" zgelss :: Double -> C ::> C ::> Ok
linearSolveAux f st a b
| m == rows b = unsafePerformIO $ do
a' <- copy ColumnMajor a
r <- createMatrix ColumnMajor (max m n) nrhs
setRect 0 0 b r
(a' #! r) f #| st
return r
| otherwise = error $ "different number of rows in linearSolve ("++st++")"
where
m = rows a
n = cols a
nrhs = cols b
linearSolveLSR :: Matrix Double -> Matrix Double -> Matrix Double
linearSolveLSR a b = subMatrix (0,0) (cols a, cols b) $
linearSolveAux dgels "linearSolverLSR" a b
linearSolveLSC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double)
linearSolveLSC a b = subMatrix (0,0) (cols a, cols b) $
linearSolveAux zgels "linearSolveLSC" a b
linearSolveSVDR :: Maybe Double
-> Matrix Double
-> Matrix Double
-> Matrix Double
linearSolveSVDR (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $
linearSolveAux (dgelss rcond) "linearSolveSVDR" a b
linearSolveSVDR Nothing a b = linearSolveSVDR (Just (-1)) a b
linearSolveSVDC :: Maybe Double
-> Matrix (Complex Double)
-> Matrix (Complex Double)
-> Matrix (Complex Double)
linearSolveSVDC (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $
linearSolveAux (zgelss rcond) "linearSolveSVDC" a b
linearSolveSVDC Nothing a b = linearSolveSVDC (Just (-1)) a b
foreign import ccall unsafe "chol_l_H" zpotrf :: C ::> Ok
foreign import ccall unsafe "chol_l_S" dpotrf :: R ::> Ok
cholAux f st a = do
r <- copy ColumnMajor a
(r # id) f #| st
return r
cholH :: Matrix (Complex Double) -> Matrix (Complex Double)
cholH = unsafePerformIO . cholAux zpotrf "cholH"
cholS :: Matrix Double -> Matrix Double
cholS = unsafePerformIO . cholAux dpotrf "cholS"
mbCholH :: Matrix (Complex Double) -> Maybe (Matrix (Complex Double))
mbCholH = unsafePerformIO . mbCatch . cholAux zpotrf "cholH"
mbCholS :: Matrix Double -> Maybe (Matrix Double)
mbCholS = unsafePerformIO . mbCatch . cholAux dpotrf "cholS"
type TMVM t = t ::> t :> t ::> Ok
foreign import ccall unsafe "qr_l_R" dgeqr2 :: R :> R ::> Ok
foreign import ccall unsafe "qr_l_C" zgeqr2 :: C :> C ::> Ok
qrR :: Matrix Double -> (Matrix Double, Vector Double)
qrR = qrAux dgeqr2 "qrR"
qrC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector (Complex Double))
qrC = qrAux zgeqr2 "qrC"
qrAux f st a = unsafePerformIO $ do
r <- copy ColumnMajor a
tau <- createVector mn
(tau #! r) f #| st
return (r,tau)
where
m = rows a
n = cols a
mn = min m n
foreign import ccall unsafe "c_dorgqr" dorgqr :: R :> R ::> Ok
foreign import ccall unsafe "c_zungqr" zungqr :: C :> C ::> Ok
qrgrR :: Int -> (Matrix Double, Vector Double) -> Matrix Double
qrgrR = qrgrAux dorgqr "qrgrR"
qrgrC :: Int -> (Matrix (Complex Double), Vector (Complex Double)) -> Matrix (Complex Double)
qrgrC = qrgrAux zungqr "qrgrC"
qrgrAux f st n (a, tau) = unsafePerformIO $ do
res <- copy ColumnMajor (subMatrix (0,0) (rows a,n) a)
((subVector 0 n tau') #! res) f #| st
return res
where
tau' = vjoin [tau, constantD 0 n]
foreign import ccall unsafe "hess_l_R" dgehrd :: R :> R ::> Ok
foreign import ccall unsafe "hess_l_C" zgehrd :: C :> C ::> Ok
hessR :: Matrix Double -> (Matrix Double, Vector Double)
hessR = hessAux dgehrd "hessR"
hessC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector (Complex Double))
hessC = hessAux zgehrd "hessC"
hessAux f st a = unsafePerformIO $ do
r <- copy ColumnMajor a
tau <- createVector (mn-1)
(tau #! r) f #| st
return (r,tau)
where
m = rows a
n = cols a
mn = min m n
foreign import ccall unsafe "schur_l_R" dgees :: R ::> R ::> Ok
foreign import ccall unsafe "schur_l_C" zgees :: C ::> C ::> Ok
schurR :: Matrix Double -> (Matrix Double, Matrix Double)
schurR = schurAux dgees "schurR"
schurC :: Matrix (Complex Double) -> (Matrix (Complex Double), Matrix (Complex Double))
schurC = schurAux zgees "schurC"
schurAux f st a = unsafePerformIO $ do
u <- createMatrix ColumnMajor n n
s <- copy ColumnMajor a
(u #! s) f #| st
return (u,s)
where
n = rows a
foreign import ccall unsafe "lu_l_R" dgetrf :: R :> R ::> Ok
foreign import ccall unsafe "lu_l_C" zgetrf :: R :> C ::> Ok
luR :: Matrix Double -> (Matrix Double, [Int])
luR = luAux dgetrf "luR"
luC :: Matrix (Complex Double) -> (Matrix (Complex Double), [Int])
luC = luAux zgetrf "luC"
luAux f st a = unsafePerformIO $ do
lu <- copy ColumnMajor a
piv <- createVector (min n m)
(piv #! lu) f #| st
return (lu, map (pred.round) (toList piv))
where
n = rows a
m = cols a
foreign import ccall unsafe "luS_l_R" dgetrs :: R ::> R :> R ::> Ok
foreign import ccall unsafe "luS_l_C" zgetrs :: C ::> R :> C ::> Ok
lusR :: Matrix Double -> [Int] -> Matrix Double -> Matrix Double
lusR a piv b = lusAux dgetrs "lusR" (fmat a) piv b
lusC :: Matrix (Complex Double) -> [Int] -> Matrix (Complex Double) -> Matrix (Complex Double)
lusC a piv b = lusAux zgetrs "lusC" (fmat a) piv b
lusAux f st a piv b
| n1==n2 && n2==n =unsafePerformIO $ do
x <- copy ColumnMajor b
(a # piv' #! x) f #| st
return x
| otherwise = error st
where
n1 = rows a
n2 = cols a
n = rows b
piv' = fromList (map (fromIntegral.succ) piv) :: Vector Double
foreign import ccall unsafe "ldl_R" dsytrf :: R :> R ::> Ok
foreign import ccall unsafe "ldl_C" zhetrf :: R :> C ::> Ok
ldlR :: Matrix Double -> (Matrix Double, [Int])
ldlR = ldlAux dsytrf "ldlR"
ldlC :: Matrix (Complex Double) -> (Matrix (Complex Double), [Int])
ldlC = ldlAux zhetrf "ldlC"
ldlAux f st a = unsafePerformIO $ do
ldl <- copy ColumnMajor a
piv <- createVector (rows a)
(piv #! ldl) f #| st
return (ldl, map (pred.round) (toList piv))
foreign import ccall unsafe "ldl_S_R" dsytrs :: R ::> R :> R ::> Ok
foreign import ccall unsafe "ldl_S_C" zsytrs :: C ::> R :> C ::> Ok
ldlsR :: Matrix Double -> [Int] -> Matrix Double -> Matrix Double
ldlsR a piv b = lusAux dsytrs "ldlsR" (fmat a) piv b
ldlsC :: Matrix (Complex Double) -> [Int] -> Matrix (Complex Double) -> Matrix (Complex Double)
ldlsC a piv b = lusAux zsytrs "ldlsC" (fmat a) piv b