Source file impl2_D.ml
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open Printf
open Bigarray
open Float64
open Common
open Utils
open Impl4_D
module Vec = Vec4_D
module Mat = Mat4_D
external direct_dot :
n : (int [@untagged]) ->
ofsx : (int [@untagged]) ->
incx : (int [@untagged]) ->
x : vec ->
ofsy : (int [@untagged]) ->
incy : (int [@untagged]) ->
y : vec ->
(float [@unboxed]) = "lacaml_Ddot_stub_bc" "lacaml_Ddot_stub"
let dot ?n ?ofsx ?incx x ?ofsy ?incy y =
let loc = "Lacaml.D.dot" in
let ofsx, incx = get_vec_geom loc x_str ofsx incx in
let ofsy, incy = get_vec_geom loc y_str ofsy incy in
let n = get_dim_vec loc x_str ofsx incx x n_str n in
check_vec loc y_str y (ofsy + (n - 1) * abs incy);
direct_dot ~n ~ofsx ~incx ~x ~ofsy ~incy ~y
external direct_asum :
n : (int [@untagged]) ->
ofsx : (int [@untagged]) ->
incx : (int [@untagged]) ->
x : vec
-> (float [@unboxed]) = "lacaml_Dasum_stub_bc" "lacaml_Dasum_stub"
let asum ?n ?ofsx ?incx x =
let loc = "Lacaml.D.asum" in
let ofsx, incx = get_vec_geom loc x_str ofsx incx in
let n = get_dim_vec loc x_str ofsx incx x n_str n in
direct_asum ~n ~ofsx ~incx ~x
external direct_sbmv :
ofsy : (int [@untagged]) ->
incy : (int [@untagged]) ->
y : vec ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
n : (int [@untagged]) ->
k : (int [@untagged]) ->
uplo : char ->
alpha : (float [@unboxed]) ->
beta : (float [@unboxed]) ->
ofsx : (int [@untagged]) ->
incx : (int [@untagged]) ->
x : vec
-> unit = "lacaml_Dsbmv_stub_bc" "lacaml_Dsbmv_stub"
let sbmv ?n ?k ?ofsy ?incy ?y ?(ar = 1) ?(ac = 1) a ?(up = true) ?(alpha = 1.0)
?(beta = 0.0) ?ofsx ?incx x =
let loc = "Lacaml.D.sbmv" in
let n = get_dim2_mat loc a_str a ac n_str n in
let k = get_k_mat_sb loc a_str a ar k_str k in
let ofsx, incx = get_vec_geom loc x_str ofsx incx in
let ofsy, incy = get_vec_geom loc y_str ofsy incy in
let y = get_vec loc y_str y ofsy incy n Vec.create in
check_vec loc x_str x (ofsx + (n - 1) * abs incx);
direct_sbmv
~ofsy ~incy ~y ~ar ~ac ~a ~n ~k ~uplo:(get_uplo_char up)
~alpha ~beta ~ofsx ~incx ~x;
y
external direct_ger :
m : (int [@untagged]) ->
n : (int [@untagged]) ->
alpha : (float [@unboxed]) ->
ofsx : (int [@untagged]) ->
incx : (int [@untagged]) ->
x : vec ->
ofsy : (int [@untagged]) ->
incy : (int [@untagged]) ->
y : vec ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat
-> unit = "lacaml_Dger_stub_bc" "lacaml_Dger_stub"
let ger ?m ?n ?(alpha = 1.0) ?ofsx ?incx x ?ofsy ?incy y ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.ger" in
check_mat_empty ~loc ~mat_name:a_str ~dim1:(Mat.dim1 a) ~dim2:(Mat.dim2 a);
let m = get_dim1_mat loc a_str a ar m_str m in
let n = get_dim2_mat loc a_str a ac n_str n in
let ofsx, incx = get_vec_geom loc x_str ofsx incx in
check_vec loc x_str x (ofsx + (m - 1) * abs incx);
let ofsy, incy = get_vec_geom loc y_str ofsy incy in
check_vec loc y_str y (ofsy + (n - 1) * abs incy);
direct_ger ~m ~n ~alpha ~ofsx ~incx ~x ~ofsy ~incy ~y ~ar ~ac ~a
external direct_syr :
uplo : char ->
n : (int [@untagged]) ->
alpha : (float [@unboxed]) ->
ofsx : (int [@untagged]) ->
incx : (int [@untagged]) ->
x : vec ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat
-> unit = "lacaml_Dsyr_stub_bc" "lacaml_Dsyr_stub"
let syr ?n ?(alpha = 1.0) ?(up = true) ?ofsx ?incx x ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.syr" in
check_mat_empty ~loc ~mat_name:a_str ~dim1:(Mat.dim1 a) ~dim2:(Mat.dim2 a);
let n = get_n_of_a loc ar ac a n in
let ofsx, incx = get_vec_geom loc x_str ofsx incx in
let uplo = get_uplo_char up in
check_vec loc x_str x (ofsx + (n - 1) * abs incx);
direct_syr ~uplo ~n ~alpha ~ofsx ~incx ~x ~ar ~ac ~a
external direct_lansy :
norm : char ->
uplo : char ->
n : (int [@untagged]) ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
work : vec
-> (float [@unboxed]) = "lacaml_Dlansy_stub_bc" "lacaml_Dlansy_stub"
let lansy_min_lwork n = function
| `I | `O -> n
| _ -> 0
let lansy ?n ?(up = true) ?(norm = `O) ?work ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.lansy" in
let n = get_n_of_a loc ar ac a n in
let uplo = get_uplo_char up in
let min_work = lansy_min_lwork n norm in
let work, _lwork = get_work loc Vec.create work min_work min_work lwork_str in
let norm = get_norm_char norm in
direct_lansy ~norm ~uplo ~n ~ar ~ac ~a ~work
external direct_lamch : char -> (float [@unboxed])
= "lacaml_Dlamch_stub_bc" "lacaml_Dlamch_stub"
let lamch cmach =
direct_lamch (
match cmach with
| `E -> 'E'
| `S -> 'S'
| `B -> 'B'
| `P -> 'P'
| `N -> 'N'
| `R -> 'R'
| `M -> 'M'
| `U -> 'U'
| `L -> 'L'
| `O -> 'O')
external direct_orgqr :
m : (int [@untagged]) ->
n : (int [@untagged]) ->
k : (int [@untagged]) ->
work : vec ->
lwork : (int [@untagged]) ->
tau : vec ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
(int [@untagged]) = "lacaml_Dorgqr_stub_bc" "lacaml_Dorgqr_stub"
let orgqr_min_lwork ~n = max 1 n
let orgqr_get_opt_lwork loc ~m ~n ~k ~tau ~ar ~ac ~a =
let work = Vec.create 1 in
let info = direct_orgqr ~m ~n ~k ~work ~lwork:~-1 ~tau ~ar ~ac ~a in
if info = 0 then int_of_float work.{1}
else orgqr_err ~loc ~m ~n ~k ~work ~a ~err:info
let orgqr_opt_lwork ?m ?n ?k ~tau ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.orgqr_opt_lwork" in
let m, n, k = orgqr_get_params loc ?m ?n ?k ~tau ~ar ~ac a in
orgqr_get_opt_lwork loc ~m ~n ~k ~tau ~ar ~ac ~a
let orgqr ?m ?n ?k ?work ~tau ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.orgqr" in
let m, n, k = orgqr_get_params loc ?m ?n ?k ~tau ~ar ~ac a in
let work, lwork =
let min_lwork = orgqr_min_lwork ~n in
let opt_lwork = orgqr_get_opt_lwork loc ~m ~n ~k ~tau ~ar ~ac ~a in
get_work loc Vec.create work min_lwork opt_lwork lwork_str
in
let info = direct_orgqr ~m ~n ~k ~work ~lwork ~tau ~ar ~ac ~a in
if info = 0 then ()
else orgqr_err ~loc ~m ~n ~k ~work ~a ~err:info
external direct_ormqr :
side : char ->
trans : char ->
m : (int [@untagged]) ->
n : (int [@untagged]) ->
k : (int [@untagged]) ->
work : vec ->
lwork : (int [@untagged]) ->
tau : vec ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
cr : (int [@untagged]) ->
cc : (int [@untagged]) ->
c : mat ->
(int [@untagged]) = "lacaml_Dormqr_stub_bc" "lacaml_Dormqr_stub"
let ormqr_min_lwork ~side ~m ~n =
match side with
| `L -> max 1 n
| `R -> max 1 m
let ormqr_get_opt_lwork loc ~side ~trans ~m ~n ~k ~tau ~ar ~ac ~a ~cr ~cc ~c =
let work = Vec.create 1 in
let info =
let side = get_side_char side in
let trans = get_trans_char trans in
direct_ormqr
~side ~trans ~m ~n ~k ~work ~lwork:~-1 ~tau ~ar ~ac ~a ~cr ~cc ~c
in
if info = 0 then int_of_float work.{1}
else ormqr_err ~loc ~side ~m ~n ~k ~lwork:1 ~a ~c ~err:info
let ormqr_opt_lwork
?(side = `L) ?(trans = `N) ?m ?n ?k ~tau ?(ar = 1) ?(ac = 1) a
?(cr = 1) ?(cc = 1) c =
let loc = "Lacaml.D.ormqr_opt_lwork" in
let m, n, k = ormqr_get_params loc ~side ?m ?n ?k ~tau ~ar ~ac a ~cr ~cc c in
ormqr_get_opt_lwork loc ~side ~trans ~m ~n ~k ~tau ~ar ~ac ~a ~cr ~cc ~c
let ormqr
?(side = `L) ?(trans = `N) ?m ?n ?k ?work ~tau ?(ar = 1) ?(ac = 1) a
?(cr = 1) ?(cc = 1) c =
let loc = "Lacaml.D.ormqr" in
let m, n, k = ormqr_get_params loc ~side ?m ?n ?k ~tau ~ar ~ac a ~cr ~cc c in
let work, lwork =
let min_lwork = ormqr_min_lwork ~side ~m ~n in
let opt_lwork =
ormqr_get_opt_lwork loc ~side ~trans ~m ~n ~k ~tau ~ar ~ac ~a ~cr ~cc ~c
in
get_work loc Vec.create work min_lwork opt_lwork lwork_str
in
let info =
let side = get_side_char side in
let trans = get_trans_char trans in
direct_ormqr ~side ~trans ~m ~n ~k ~work ~lwork ~tau ~ar ~ac ~a ~cr ~cc ~c
in
if info = 0 then ()
else ormqr_err ~loc ~side ~m ~n ~k ~lwork ~a ~c ~err:info
external direct_gecon :
n : (int [@untagged]) ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
work : vec ->
iwork : int32_vec ->
norm : char ->
anorm : (float [@unboxed])
-> int * float
= "lacaml_Dgecon_stub_bc" "lacaml_Dgecon_stub"
let gecon_min_lwork n = 4 * n
let gecon_min_liwork n = n
let gecon ?n ?(norm = `O) ?anorm ?work ?iwork ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.gecon" in
let n = get_n_of_a loc ar ac a n in
let work, _lwork =
let min_lwork = gecon_min_lwork n in
get_work loc Vec.create work min_lwork min_lwork lwork_str
in
let iwork, _liwork =
get_work
loc Common.create_int32_vec iwork
(gecon_min_liwork n) (gecon_min_liwork n) liwork_str in
let anorm =
match anorm with
| None -> lange ~norm:(norm :> norm4) ~m:n ~n a
| Some anorm -> anorm in
let norm = get_norm_char norm in
let info, rcond = direct_gecon ~n ~ar ~ac ~a ~work ~iwork ~norm ~anorm in
if info = 0 then rcond
else gecon_err loc norm n a info
external direct_sycon :
uplo : char ->
n : (int [@untagged]) ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
ipiv : int32_vec ->
work : vec ->
iwork : int32_vec ->
anorm : (float [@unboxed])
-> int * float
= "lacaml_Dsycon_stub_bc" "lacaml_Dsycon_stub"
let sycon_min_lwork n = 2 * n
let sycon_min_liwork n = n
let sycon ?n ?(up = true) ?ipiv ?anorm ?work ?iwork ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.sycon" in
let n = get_n_of_a loc ar ac a n in
let uplo = get_uplo_char up in
let work, _lwork =
get_work
loc Vec.create work (sycon_min_lwork n) (sycon_min_lwork n) lwork_str in
let iwork, _liwork =
get_work
loc Common.create_int32_vec iwork
(sycon_min_liwork n) (sycon_min_liwork n) liwork_str in
let ipiv =
if ipiv = None then sytrf ~n ~up ~work ~ar ~ac a
else sytrf_get_ipiv loc ipiv n in
let anorm =
match anorm with
| None -> lange ~m:n ~n ~work ~ar ~ac a
| Some anorm -> anorm in
let info, rcond =
direct_sycon ~uplo ~n ~ar ~ac ~a ~ipiv ~work ~iwork ~anorm
in
if info = 0 then rcond
else xxcon_err loc n a info
external direct_pocon :
uplo : char ->
n : (int [@untagged]) ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
work : vec ->
iwork : int32_vec ->
anorm : (float [@unboxed])
-> int * float = "lacaml_Dpocon_stub_bc" "lacaml_Dpocon_stub"
let pocon_min_lwork n = 3 * n
let pocon_min_liwork n = n
let pocon ?n ?(up = true) ?anorm ?work ?iwork ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.pocon" in
let n = get_n_of_a loc ar ac a n in
let uplo = get_uplo_char up in
let work, _lwork =
get_work
loc Vec.create work (pocon_min_lwork n) (pocon_min_lwork n) lwork_str in
let iwork, _liwork =
get_work
loc Common.create_int32_vec iwork
(pocon_min_liwork n) (pocon_min_liwork n) liwork_str in
let anorm =
match anorm with
| None -> lange ~m:n ~n ~work ~ar ~ac a
| Some anorm -> anorm in
let info, rcond = direct_pocon ~uplo ~n ~ar ~ac ~a ~work ~iwork ~anorm in
if info = 0 then rcond
else xxcon_err loc n a info
external direct_gelsy :
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
m : (int [@untagged]) ->
n : (int [@untagged]) ->
jpvt : int32_vec ->
rcond : (float [@unboxed]) ->
work : vec ->
lwork : (int [@untagged]) ->
nrhs : (int [@untagged]) ->
br : (int [@untagged]) ->
bc : (int [@untagged]) ->
b : mat
-> int * int = "lacaml_Dgelsy_stub_bc" "lacaml_Dgelsy_stub"
let gelsy_min_lwork ~m ~n ~nrhs =
let mn = min m n in
max (mn + 3*n + 1) (2*mn + nrhs)
let gelsy_get_opt_lwork loc ar ac a m n nrhs br bc b =
let work = Vec.create 1 in
let info, _ =
direct_gelsy
~ar ~ac ~a ~m ~n ~jpvt:empty_int32_vec
~rcond:(-1.0) ~work ~lwork:~-1 ~nrhs ~br ~bc ~b
in
if info = 0 then int_of_float work.{1}
else gelsX_err loc gelsy_min_lwork ar a m n 1 nrhs br b info
let gelsy_opt_lwork ?m ?n ?(ar = 1) ?(ac = 1) a ?nrhs
?(br = 1) ?(bc = 1) b =
let loc = "Lacaml.D.gelsy_opt_lwork" in
let m, n, nrhs = gelsX_get_params loc ar ac a m n nrhs br bc b in
gelsy_get_opt_lwork loc ar ac a m n nrhs br bc b
let gelsy ?m ?n ?(ar = 1) ?(ac = 1) a ?(rcond = -1.0)
?jpvt ?work ?nrhs ?(br = 1) ?(bc = 1) b =
let loc = "Lacaml.D.gelsy" in
let m, n, nrhs = gelsX_get_params loc ar ac a m n nrhs br bc b in
let jpvt =
match jpvt with
| Some jpvt ->
let dim_jpvt = Array1.dim jpvt in
if dim_jpvt < n then
invalid_arg (sprintf "%s: jpvt: valid=[%d..[ got=%d" loc n dim_jpvt)
else jpvt
| None ->
let jpvt = create_int32_vec n in
Array1.fill jpvt 0l;
jpvt in
let work, lwork =
match work with
| Some work ->
let lwork = Array1.dim work in
let min_lwork = gelsy_min_lwork ~m ~n ~nrhs in
if lwork < min_lwork then
invalid_arg
(sprintf "%s: lwork: valid=[%d..[ got=%d" loc min_lwork lwork)
else work, lwork
| None ->
let lwork = gelsy_get_opt_lwork loc ar ac a m n nrhs br bc b in
Vec.create lwork, lwork in
let info, rank =
direct_gelsy ~ar ~ac ~a ~m ~n ~jpvt ~rcond ~work ~lwork ~nrhs ~br ~bc ~b
in
if info = 0 then rank
else gelsX_err loc gelsy_min_lwork ar a m n lwork nrhs br b info
external direct_gelsd :
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
m : (int [@untagged]) ->
n : (int [@untagged]) ->
ofss : (int [@untagged]) ->
s : vec ->
rcond : (float [@unboxed]) ->
work : vec ->
lwork : (int [@untagged]) ->
iwork : vec ->
nrhs : (int [@untagged]) ->
br : (int [@untagged]) ->
bc : (int [@untagged]) ->
b : mat
-> int * int = "lacaml_Dgelsd_stub_bc" "lacaml_Dgelsd_stub"
let lg2_10 = log10 2.0
let log2 n = log10 n /. lg2_10
let gelsd_smlsiz = ilaenv 9 "DGELSD" " " 0 0 0 0
let gelsd_smlsiz1 = gelsd_smlsiz + 1
let fgelsd_smlsiz1 = float gelsd_smlsiz1
let gelsd_smlsiz1_2 = gelsd_smlsiz1 * gelsd_smlsiz1
let gelsd_nlvl mn =
max 0 (int_of_float (log2 (float mn /. fgelsd_smlsiz1)) + 1)
let gelsd_min_lwork ~m ~n ~nrhs =
let mn = min m n in
let nlvl = gelsd_nlvl mn in
12*mn + 2*mn*gelsd_smlsiz + 8*mn*nlvl + mn*nrhs + gelsd_smlsiz1_2
let gelsd_get_min_iwork mn nlvl = 3*mn*nlvl + 11*mn
let gelsd_min_iwork m n =
let mn = min m n in
gelsd_get_min_iwork mn (gelsd_nlvl mn)
let gelsd_get_opt_lwork loc ar ac a m n nrhs br bc b =
let work = Vec.create 1 in
let info, _ =
direct_gelsd
~ar ~ac ~a ~m ~n ~ofss:1 ~s:Vec.empty ~rcond:(-1.0) ~work
~lwork:~-1 ~iwork:Vec.empty
~nrhs ~br ~bc ~b
in
if info = 0 then
max (int_of_float64 work.{1}) (gelsd_min_lwork ~m ~n ~nrhs)
else gelsX_err loc gelsd_min_lwork ar a m n 1 nrhs br b info
let gelsd_opt_lwork ?m ?n ?(ar = 1) ?(ac = 1) a ?nrhs
?(br = 1) ?(bc = 1) b =
let loc = "Lacaml.D.gelsd_opt_lwork" in
let m, n, nrhs = gelsX_get_params loc ar ac a m n nrhs br bc b in
gelsd_get_opt_lwork loc ar ac a m n nrhs br bc b
let gelsd ?m ?n ?(rcond = -1.0) ?ofss ?s ?work ?iwork
?(ar = 1) ?(ac = 1) a ?nrhs ?(br = 1) ?(bc = 1) b =
let loc = "Lacaml.D.gelsd" in
let m, n, nrhs = gelsX_get_params loc ar ac a m n nrhs br bc b in
let mn = min m n in
let ofss = get_vec_ofs loc s_str ofss in
let s = gelsX_get_s Vec.create loc mn ofss s in
let iwork =
let min_iwork = gelsd_get_min_iwork mn (gelsd_nlvl mn) in
match iwork with
| Some iwork ->
let dim_iwork = Array1.dim iwork in
if dim_iwork < min_iwork then
invalid_arg
(sprintf "%s: iwork: valid=[%d..[ got=%d" loc min_iwork dim_iwork)
else iwork
| None -> Vec.create min_iwork in
let work, lwork =
match work with
| Some work ->
let lwork = Array1.dim work in
let min_lwork = gelsd_min_lwork ~m ~n ~nrhs in
if lwork < min_lwork then
invalid_arg
(sprintf "%s: lwork: valid=[%d..[ got=%d" loc min_lwork lwork)
else work, lwork
| None ->
let lwork = gelsd_get_opt_lwork loc ar ac a m n nrhs br bc b in
Vec.create lwork, lwork in
let info, rank =
direct_gelsd
~ar ~ac ~a ~m ~n ~ofss ~s ~rcond ~work ~lwork ~iwork ~nrhs ~br ~bc ~b
in
if info = 0 then rank
else gelsX_err loc gelsd_min_lwork ar a m n lwork nrhs br b info
external direct_gelss :
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
m : (int [@untagged]) ->
n : (int [@untagged]) ->
ofss : (int [@untagged]) ->
s : vec ->
rcond : (float [@unboxed]) ->
work : vec ->
lwork : (int [@untagged]) ->
nrhs : (int [@untagged]) ->
br : (int [@untagged]) ->
bc : (int [@untagged]) ->
b : mat
-> int * int = "lacaml_Dgelss_stub_bc" "lacaml_Dgelss_stub"
let gelss_min_lwork ~m ~n ~nrhs =
let min_dim = min m n in
max 1 (3*min_dim + max (max (2*min_dim) (max m n)) nrhs)
let gelss_get_opt_lwork loc ar ac a m n nrhs br bc b =
let work = Vec.create 1 in
let info, _ =
direct_gelss
~ar ~ac ~a ~m ~n ~ofss:1 ~s:Vec.empty ~rcond:(-1.0)
~work ~lwork:~-1 ~nrhs ~br ~bc ~b
in
if info = 0 then int_of_float64 work.{1}
else gelsX_err loc gelss_min_lwork ar a m n 1 nrhs br b info
let gelss_opt_lwork ?(ar = 1) ?(ac = 1) a ?m ?n ?nrhs ?(br = 1) ?(bc = 1) b =
let loc = "Lacaml.D.gelss_opt_lwork" in
let m, n, nrhs = gelsX_get_params loc ar ac a m n nrhs br bc b in
gelss_get_opt_lwork loc ar ac a m n nrhs br bc b
let gelss ?m ?n ?(rcond = -1.0) ?ofss ?s ?work
?(ar = 1) ?(ac = 1) a ?nrhs ?(br = 1) ?(bc = 1) b =
let loc = "Lacaml.D.gelss" in
let m, n, nrhs = gelsX_get_params loc ar ac a m n nrhs br bc b in
let ofss = get_vec_ofs loc s_str ofss in
let s = gelsX_get_s Vec.create loc (min m n) ofss s in
let work, lwork =
match work with
| Some work -> work, Array1.dim work
| None ->
let lwork = gelss_get_opt_lwork loc ar ac a m n nrhs br bc b in
Vec.create lwork, lwork in
let info, rank =
direct_gelss ~ar ~ac ~a ~m ~n ~ofss ~s ~rcond ~work ~lwork ~nrhs ~br ~bc ~b
in
if info = 0 then rank
else gelsX_err loc gelss_min_lwork ar a m n lwork nrhs br b info
external direct_gees :
jobvs : char ->
sort : char ->
select : (int [@untagged]) ->
select_fun : (Complex.t -> bool) ->
n : (int [@untagged]) ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
wr : vec ->
wi : vec ->
vsr : (int [@untagged]) ->
vsc : (int [@untagged]) ->
vs : mat ->
work : vec ->
lwork : (int [@untagged]) ->
bwork : int32_vec
-> int * int = "lacaml_Dgees_stub_bc" "lacaml_Dgees_stub"
external init_gees : unit -> unit = "lacaml_Dinit_gees"
let () = init_gees ()
let gees_get_opt_lwork
~loc ~jobvs ~sort ~select ~select_fun ~n
~ar ~ac ~a ~wr ~wi ~vsr ~vsc ~vs ~bwork =
let lwork = -1 in
let work = Vec.create 1 in
let _, info =
direct_gees ~jobvs ~sort ~select ~select_fun ~n ~ar ~ac ~a
~wr ~wi ~vsr ~vsc ~vs ~work ~lwork ~bwork
in
if info = 0 then int_of_float64 work.{1}
else gees_err loc n info jobvs sort
let gees
?n
?(jobvs = `Compute_Schur_vectors)
?(sort = `No_sort)
?wr
?wi
?(vsr = 1)
?(vsc = 1)
?vs
?work
?(ar = 1)
?(ac = 1)
a =
let loc = "Lacaml.D.gees" in
let jobvs, sort_char, select, select_fun, n, vs, wr, wi =
gees_get_params_real
loc Vec.create Mat.create Mat.empty jobvs sort n ar ac a wr wi vsr vsc vs
in
let bwork =
match sort with
| `No_sort -> empty_int32_vec
| _ -> create_int32_vec n
in
let work, lwork =
match work with
| Some work -> work, Array1.dim work
| None ->
let lwork =
gees_get_opt_lwork ~loc ~jobvs ~sort:sort_char ~select ~select_fun
~n ~ar ~ac ~a ~wr ~wi ~vsr ~vsc ~vs ~bwork
in
Vec.create lwork, lwork
in
let sdim, info =
direct_gees ~jobvs ~sort:sort_char ~select ~select_fun
~n ~ar ~ac ~a ~wr ~wi ~vsr ~vsc ~vs ~work ~lwork ~bwork
in
if info = 0 then sdim, wr, wi, vs
else gees_err loc n info jobvs sort_char
external direct_gesvd :
jobu : char ->
jobvt : char ->
m : (int [@untagged]) ->
n : (int [@untagged]) ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
s : vec ->
ur : (int [@untagged]) ->
uc : (int [@untagged]) ->
u : mat ->
vtc : (int [@untagged]) ->
vtr : (int [@untagged]) ->
vt : mat ->
work : vec ->
lwork : (int [@untagged])
-> (int [@untagged]) = "lacaml_Dgesvd_stub_bc" "lacaml_Dgesvd_stub"
let gesvd_min_lwork ~m ~n =
let min_m_n = min m n in
max 1 (max (3 * min_m_n + max m n) (5 * min_m_n))
let gesvd_get_opt_lwork loc jobu jobvt m n ar ac a s ur uc u vtr vtc vt =
let lwork = -1 in
let work = Vec.create 1 in
let info =
direct_gesvd
~jobu ~jobvt ~m ~n ~ar ~ac ~a ~s ~ur ~uc ~u ~vtr ~vtc ~vt ~work ~lwork
in
if info = 0 then int_of_float64 work.{1}
else gesvd_err loc jobu jobvt m n a u vt lwork info
let gesvd_opt_lwork
?m ?n
?(jobu = `A) ?(jobvt = `A) ?s
?(ur = 1) ?(uc = 1) ?u
?(vtr = 1) ?(vtc = 1) ?vt ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.gesvd_opt_lwork" in
let jobu, jobvt, m, n, s, u, vt =
gesvd_get_params
loc Vec.create Mat.create jobu jobvt m n ar ac a s ur uc u vtr vtc vt in
gesvd_get_opt_lwork loc jobu jobvt m n ar ac a s ur uc u vtr vtc vt
let get_job_svecs mat = function
| `A | `S -> mat
| `O | `N -> Mat.empty
let gesvd
?m ?n
?jobu:(jobu_t = `A) ?jobvt:(jobvt_t = `A) ?s
?(ur = 1) ?(uc = 1) ?u
?(vtr = 1) ?(vtc = 1) ?vt ?work ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.gesvd" in
let jobu, jobvt, m, n, s, u, vt =
gesvd_get_params
loc Vec.create Mat.create jobu_t jobvt_t m n ar ac a s ur uc u vtr vtc vt
in
let work, lwork =
match work with
| Some work -> work, Array1.dim work
| None ->
let lwork =
gesvd_get_opt_lwork
loc jobu jobvt m n ar ac a s ur uc u vtr vtc vt in
Vec.create lwork, lwork in
let info =
direct_gesvd
~jobu ~jobvt ~m ~n ~ar ~ac ~a ~s ~ur ~uc ~u ~vtr ~vtc ~vt ~work ~lwork
in
if info = 0 then
let u = get_job_svecs u jobu_t in
let vt = get_job_svecs vt jobvt_t in
s, u, vt
else gesvd_err loc jobu jobvt m n a u vt lwork info
external direct_gesdd :
jobz : char ->
m : (int [@untagged]) ->
n : (int [@untagged]) ->
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
s : vec ->
ur : (int [@untagged]) ->
uc : (int [@untagged]) ->
u : mat ->
vtr : (int [@untagged]) ->
vtc : (int [@untagged]) ->
vt : mat ->
work : vec ->
lwork : (int [@untagged]) ->
iwork : int32_vec
-> (int [@untagged]) = "lacaml_Dgesdd_stub_bc" "lacaml_Dgesdd_stub"
let gesdd_min_lwork ?(jobz = `A) ~m ~n () =
let min_lwork =
let min_m_n = min m n in
let min_m_n_3 = 3 * min_m_n in
let arg =
match jobz with
| `N -> 7
| `O -> 5 * min_m_n + 4
| `S | `A -> 4 * (min_m_n + 1)
in
min_m_n_3 + max (max m n) (arg * min_m_n)
in
max 1 min_lwork
let gesdd_liwork ~m ~n = 8 * min m n
let gesdd_get_iwork loc ~m ~n iwork =
let min_liwork = gesdd_liwork ~m ~n in
match iwork with
| Some iwork ->
let liwork = Array1.dim iwork in
if liwork < min_liwork then
invalid_arg
(sprintf "%s: liwork: valid=[%d..[ got=%d" loc min_liwork liwork);
iwork
| None -> create_int32_vec min_liwork
let gesdd_min_lwork_char jobz ~m ~n =
let jobz =
match jobz with
| 'N' -> `N
| 'O' -> `O
| 'S' -> `S
| _ -> `A in
gesdd_min_lwork ~jobz ~m ~n ()
let gesdd_get_opt_lwork loc jobz ?iwork m n ar ac a s ur uc u vtr vtc vt =
let iwork = gesdd_get_iwork loc ~m ~n iwork in
let lwork = -1 in
let work = Vec.create 1 in
let info =
direct_gesdd
~jobz ~m ~n ~ar ~ac ~a ~s ~ur ~uc ~u ~vtr ~vtc ~vt ~work ~lwork ~iwork
in
if info = 0 then
max (int_of_float64 work.{1}) (gesdd_min_lwork_char jobz ~m ~n)
else gesdd_err loc jobz m n a u vt lwork info
let gesdd_opt_lwork
?m ?n
?(jobz = `A) ?s
?(ur = 1) ?(uc = 1) ?u ?(vtr = 1) ?(vtc = 1) ?vt
?iwork ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.gesdd_opt_lwork" in
let jobz_c, m, n, s, u, vt =
gesdd_get_params
loc Vec.create Mat.create jobz m n ar ac a s ur uc u vtr vtc vt
in
gesdd_get_opt_lwork loc jobz_c ?iwork m n ar ac a s ur uc u vtr vtc vt
let gesdd
?m ?n
?jobz:(jobz_t = `A) ?s
?(ur = 1) ?(uc = 1) ?u ?(vtr = 1) ?(vtc = 1) ?vt
?work ?iwork ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.gesdd" in
let jobz, m, n, s, u, vt =
gesdd_get_params
loc Vec.create Mat.create jobz_t m n ar ac a s ur uc u vtr vtc vt in
let iwork = gesdd_get_iwork loc ~m ~n iwork in
let work, lwork =
match work with
| Some work -> work, Array1.dim work
| None ->
let lwork =
gesdd_get_opt_lwork
loc jobz ~iwork m n ar ac a s ur uc u vtr vtc vt in
Vec.create lwork, lwork in
let info =
direct_gesdd
~jobz ~m ~n ~ar ~ac ~a ~s ~ur ~uc ~u ~vtr ~vtc ~vt ~work ~lwork ~iwork
in
if info = 0 then
match jobz_t with
| `A | `S -> s, u, vt
| `O -> if m >= n then s, Mat.empty, vt else s, u, Mat.empty
| `N -> s, Mat.empty, Mat.empty
else gesdd_err loc jobz m n a u vt lwork info
let geev_err loc min_work a n vl vr lwork err =
if err > 0 then
let msg =
sprintf "\
%s: The QR algorithm failed to compute all the eigenvalues,\n\
and no eigenvectors have been computed; elements %d:%d of WR\n\
and WI contain eigenvalues which have converged" loc (err + 1) n in
failwith msg
else
let msg =
match err with
| -3 -> sprintf "n: valid=[0..[ got=%d" n
| -5 -> sprintf "dim1(a): valid=[%d..[ got=%d" (max 1 n) (Array2.dim1 a)
| -9 -> sprintf "dim1(vl): valid=[%d..[ got=%d" (max 1 n) (Array2.dim1 vl)
| -11-> sprintf "dim1(vr): valid=[%d..[ got=%d" (max 1 n) (Array2.dim1 vr)
| -13 -> sprintf "dim(work): valid=[%d..[ got=%d" (min_work n) lwork
| n -> raise (InternalError (sprintf "%s: error code %d" loc n)) in
invalid_arg (sprintf "%s: %s" loc msg)
external direct_geev :
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
n : (int [@untagged]) ->
ofswr : (int [@untagged]) ->
wr : vec ->
ofswi : (int [@untagged]) ->
wi : vec ->
vlr : (int [@untagged]) ->
vlc : (int [@untagged]) ->
vl : mat ->
jobvl : char ->
vrr : (int [@untagged]) ->
vrc : (int [@untagged]) ->
vr : mat ->
jobvr : char ->
work : vec ->
lwork : (int [@untagged])
-> (int [@untagged]) = "lacaml_Dgeev_stub_bc" "lacaml_Dgeev_stub"
let geev_min_lwork ?(vectors = true) n =
if vectors then max 1 (4 * n)
else max 1 (3 * n)
let geev_get_opt_lwork
~loc ~n
~vlr ~vlc ~vl ~jobvl
~vrr ~vrc ~vr ~jobvr
~ofswr ~wr
~ofswi ~wi
~ar ~ac ~a ~vectors =
let work = Vec.create 1 in
let info =
direct_geev
~ar ~ac ~a ~n ~ofswr ~wr ~ofswi ~wi ~vlr ~vlc ~vl ~jobvl
~vrr ~vrc ~vr ~jobvr ~work ~lwork:~-1
in
if info = 0 then int_of_float work.{1}
else geev_err loc (geev_min_lwork ~vectors) a n vl vr ~-1 info
let geev_get_params
~loc ~ar ~ac ~a ~n ~vlr ~vlc ~vl
~vrr ~vrc ~vr ~ofswr ~wr ~ofswi ~wi =
let n, _, _, _, _, _, _, _, _, _ as params =
geev_gen_get_params
loc Mat.empty Mat.create ar ac a n vlr vlc vl vrr vrc vr
in
(
params,
xxev_get_wx Vec.create loc wr_str ofswr wr n,
xxev_get_wx Vec.create loc wi_str ofswi wi n
)
let geev_opt_lwork
?n
?(vlr = 1) ?(vlc = 1) ?vl
?(vrr = 1) ?(vrc = 1) ?vr
?(ofswr = 1) ?wr
?(ofswi = 1) ?wi
?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.geev_opt_lwork" in
let (n, vlr, vlc, vl, jobvl, vrr, vrc, vr, jobvr, vectors), wr, wi =
geev_get_params
~loc ~ar ~ac ~a ~n ~vlr ~vlc ~vl ~vrr ~vrc ~vr ~ofswr ~wr ~ofswi ~wi
in
geev_get_opt_lwork
~loc ~n ~vlr ~vlc ~vl ~jobvl ~vrr ~vrc ~vr ~jobvr ~ofswr ~wr
~ofswi ~wi ~ar ~ac ~a ~vectors
let geev
?n ?work
?(vlr = 1) ?(vlc = 1) ?vl
?(vrr = 1) ?(vrc = 1) ?vr
?(ofswr = 1) ?wr
?(ofswi = 1) ?wi
?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.geev" in
let (n, vlr, vlc, vl, jobvl, vrr, vrc, vr, jobvr, vectors), wr, wi =
geev_get_params
~loc ~ar ~ac ~a ~n ~vlr ~vlc ~vl ~vrr ~vrc ~vr ~ofswr ~wr ~ofswi ~wi
in
let work, lwork =
match work with
| Some work ->
let lwork = Array1.dim work in
let min_lwork = geev_min_lwork ~vectors n in
if lwork < min_lwork then
invalid_arg
(sprintf "%s: lwork: valid=[%d..[ got=%d" loc min_lwork lwork)
else work, lwork
| None ->
let lwork =
geev_get_opt_lwork
~loc ~n ~vlr ~vlc ~vl ~jobvl ~vrr ~vrc ~vr ~jobvr
~ofswr ~wr ~ofswi ~wi ~ar ~ac ~a ~vectors
in
Vec.create lwork, lwork in
let info =
direct_geev ~ar ~ac ~a ~n ~ofswr ~wr ~ofswi ~wi ~vlr ~vlc ~vl ~jobvl
~vrr ~vrc ~vr ~jobvr ~work ~lwork
in
if info = 0 then vl, wr, wi, vr
else geev_err loc (geev_min_lwork ~vectors) a n vl vr lwork info
let syev_err loc min_work a n lwork err =
if err > 0 then
let msg =
sprintf "%s: failed to converge on off-diagonal element %d" loc err in
failwith msg
else
let msg =
match err with
| -3 -> sprintf "n: valid=[0..[ got=%d" n
| -5 -> sprintf "dim1(a): valid=[%d..[ got=%d" (max 1 n) (Array2.dim1 a)
| -8 -> sprintf "dim(work): valid=[%d..[ got=%d" (min_work n) lwork
| n -> raise (InternalError (sprintf "%s: error code %d" loc n)) in
invalid_arg (sprintf "%s: %s" loc msg)
let syevd_err loc min_work min_iwork a n lwork liwork err =
if err = -10 then
let msg =
sprintf "%s: dim(iwork): valid=[%d..[ got=%d" loc (min_iwork n) liwork in
invalid_arg msg
else syev_err loc min_work a n lwork err
external direct_syev :
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
n : (int [@untagged]) ->
jobz : char ->
uplo : char ->
ofsw : (int [@untagged]) ->
w : vec ->
work : vec ->
lwork : (int [@untagged])
-> (int [@untagged]) = "lacaml_Dsyev_stub_bc" "lacaml_Dsyev_stub"
let syev_min_lwork n = max 1 (3 * n - 1)
let syev_get_opt_lwork loc ar ac a n jobz uplo =
let work = Vec.create 1 in
let info =
direct_syev ~ar ~ac ~a ~n ~jobz ~uplo ~ofsw:1 ~w:Vec.empty ~work ~lwork:~-1
in
if info = 0 then int_of_float work.{1}
else syev_err loc syev_min_lwork a n ~-1 info
let syev_opt_lwork ?n ?(vectors = false) ?(up = true) ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.syev_opt_lwork" in
let n, jobz, uplo = xxev_get_params loc ar ac a n vectors up in
syev_get_opt_lwork loc ar ac a n jobz uplo
let syev ?n ?(vectors = false) ?(up = true) ?work ?ofsw ?w ?(ar = 1)
?(ac = 1) a =
let loc = "Lacaml.D.syev" in
let n, jobz, uplo = xxev_get_params loc ar ac a n vectors up in
let ofsw = get_vec_ofs loc w_str ofsw in
let w = xxev_get_wx Vec.create loc w_str ofsw w n in
let work, lwork =
match work with
| Some work -> work, Array1.dim work
| None ->
let lwork = syev_get_opt_lwork loc ar ac a n jobz uplo in
Vec.create lwork, lwork in
let info = direct_syev ~ar ~ac ~a ~n ~jobz ~uplo ~ofsw ~w ~work ~lwork in
if info = 0 then w
else syev_err loc syev_min_lwork a n lwork info
external direct_syevd :
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
n : (int [@untagged]) ->
jobz : char ->
uplo : char ->
ofsw : (int [@untagged]) ->
w : vec ->
work : vec ->
lwork : (int [@untagged]) ->
iwork : int32_vec ->
liwork : (int [@untagged])
-> (int [@untagged]) = "lacaml_Dsyevd_stub_bc" "lacaml_Dsyevd_stub"
let syevd_min_lwork ~vectors n =
if n <= 1 then 1
else
if vectors then
let nn = n * n in
1 + 6*n + nn + nn
else n + n + 1
let syevd_min_liwork ~vectors n =
if n <= 1 || not vectors then 1
else 3 + 5*n
let syevd_get_opt_l_li_work loc ar ac a n vectors jobz uplo =
let work = Vec.create 1 in
let iwork = Common.create_int32_vec 1 in
let info =
direct_syevd
~ar ~ac ~a ~n ~jobz ~uplo ~ofsw:1 ~w:Vec.empty
~work ~lwork:~-1 ~iwork ~liwork:~-1
in
if info = 0 then int_of_float work.{1}, Int32.to_int iwork.{1}
else
syevd_err
loc (syevd_min_lwork ~vectors) (syevd_min_liwork ~vectors)
a n ~-1 ~-1 info
let syevd_get_opt_lwork loc ar ac a n vectors jobz uplo =
fst (syevd_get_opt_l_li_work loc ar ac a n vectors jobz uplo)
let syevd_get_opt_liwork loc ar ac a n vectors jobz uplo =
snd (syevd_get_opt_l_li_work loc ar ac a n vectors jobz uplo)
let syevd_opt_l_li_work ?n ?(vectors = false) ?(up = true)
?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.syevd_opt_l_li_work" in
let n, jobz, uplo = xxev_get_params loc ar ac a n vectors up in
syevd_get_opt_l_li_work loc ar ac a n vectors jobz uplo
let syevd_opt_lwork ?n ?vectors ?up ?ar ?ac a =
fst (syevd_opt_l_li_work ?n ?vectors ?up ?ar ?ac a)
let syevd_opt_liwork ?n ?vectors ?up ?ar ?ac a =
snd (syevd_opt_l_li_work ?n ?vectors ?up ?ar ?ac a)
let syevd ?n ?(vectors = false) ?(up = true) ?work ?iwork ?ofsw ?w
?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.syevd" in
let n, jobz, uplo = xxev_get_params loc ar ac a n vectors up in
let ofsw = get_vec_ofs loc w_str ofsw in
let w = xxev_get_wx Vec.create loc w_str ofsw w n in
let work, iwork, lwork, liwork =
match work, iwork with
| Some work, Some iwork ->
let lwork = Array1.dim work in
let liwork = Array1.dim iwork in
work, iwork, lwork, liwork
| Some work, None ->
let lwork = Array1.dim work in
let liwork = syevd_get_opt_liwork loc ar ac a n vectors jobz uplo in
let iwork = Common.create_int32_vec liwork in
work, iwork, lwork, liwork
| None, Some iwork ->
let lwork = syevd_get_opt_lwork loc ar ac a n vectors jobz uplo in
let work = Vec.create lwork in
let liwork = Array1.dim iwork in
work, iwork, lwork, liwork
| None, None ->
let lwork, liwork =
syevd_get_opt_l_li_work loc ar ac a n vectors jobz uplo in
let work = Vec.create lwork in
let iwork = Common.create_int32_vec liwork in
work, iwork, lwork, liwork in
let info =
direct_syevd ~ar ~ac ~a ~n ~jobz ~uplo ~ofsw ~w ~work ~lwork ~iwork ~liwork
in
if info = 0 then w
else
syevd_err
loc (syevd_min_lwork ~vectors) (syevd_min_liwork ~vectors)
a n lwork liwork info
external direct_sbev :
abr : (int [@untagged]) ->
abc : (int [@untagged]) ->
ab : mat ->
n : (int [@untagged]) ->
kd : (int [@untagged]) ->
jobz : char ->
uplo : char ->
ofsw : (int [@untagged]) ->
w : vec ->
zr : (int [@untagged]) ->
zc : (int [@untagged]) ->
z : mat ->
ldz : (int [@untagged]) ->
work : vec
-> (int [@untagged]) = "lacaml_Dsbev_stub_bc" "lacaml_Dsbev_stub"
let sbev_err loc ab n kd err =
if err > 0 then
let msg =
sprintf "%s: failed to converge on %i off-diagonal elements" loc err in
failwith msg
else
let msg =
match err with
| -3 -> sprintf "n: valid=[0..[ got=%d" n
| -4 -> sprintf "kd: valid=[0..[ got=%d" kd
| -6 -> sprintf "dim1(ab): valid=[%d..[ got=%d" (kd + 1) (Mat.dim1 ab)
| n -> raise (InternalError (sprintf "%s: error code %d" loc n)) in
invalid_arg (sprintf "%s: %s" loc msg)
let sbev_min_lwork n = max 1 (3*n - 2)
let sbev ?n ?kd ?(zr = 1) ?(zc = 1) ?z ?(up = true) ?work ?(ofsw = 1) ?w
?(abr = 1) ?(abc = 1) ab =
let loc = "Lacaml.D.sbev" in
let n = get_dim2_mat loc ab_str ab abc n_str n in
let uplo = get_uplo_char up in
let kd = get_k_mat_sb loc ab_str ab abr kd_str kd in
let w = xxev_get_wx Vec.create loc w_str ofsw w n in
let lwork = sbev_min_lwork n in
let work =
match work with
| Some work -> check_vec loc work_str work lwork; work
| None -> Vec.create lwork in
let jobz, z, ldz =
match z with
| Some z ->
check_mat_square loc z_str z zr zc n;
job_char_true, z, Mat.dim1 z
| None -> job_char_false, Mat.empty, 1 in
let info =
direct_sbev ~abr ~abc ~ab ~n ~kd ~jobz ~uplo ~ofsw ~w
~zr ~zc ~z ~ldz ~work in
if info = 0 then w
else sbev_err loc ab n kd info
external direct_syevr :
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
n : (int [@untagged]) ->
jobz : char ->
range : char ->
uplo : char ->
vl : (float [@unboxed]) ->
vu : (float [@unboxed]) ->
il : (int [@untagged]) ->
iu : (int [@untagged]) ->
abstol : (float [@unboxed]) ->
ofsw : (int [@untagged]) ->
w : vec ->
zr : (int [@untagged]) ->
zc : (int [@untagged]) ->
z : mat ->
isuppz : int32_vec ->
work : vec ->
lwork : (int [@untagged]) ->
iwork : int32_vec ->
liwork : (int [@untagged])
-> int * int = "lacaml_Dsyevr_stub_bc" "lacaml_Dsyevr_stub"
let syevr_err loc a n err =
if err > 0 then
let msg = sprintf "%s: internal error: %d" loc err in
failwith msg
else
let msg =
match err with
| -4 -> sprintf "n: valid=[0..[ got=%d" n
| -6 -> sprintf "dim1(a): valid=[%d..[ got=%d" (max 1 n) (Array2.dim1 a)
| n -> raise (InternalError (sprintf "%s: error code %d" loc n)) in
invalid_arg (sprintf "%s: %s" loc msg)
let syevr_min_lwork n = max 1 (26 * n)
let syevr_min_liwork n = max 1 (10 * n)
let syevr_get_params loc n = function
| `A -> 'A', n, 0., 0., 0, 0
| `V (vl, vu) ->
if vl >= vu then
invalid_arg (sprintf "%s: vl >= vu (%f >= %f)" loc vl vu);
'V', n, vl, vu, 0, 0
| `I (il, iu) ->
if n = 0 && iu <> 0 then
invalid_arg (sprintf "%s: n = 0 && iu <> 0 (%d)" loc iu);
if il < 1 then
invalid_arg (sprintf "%s: il < 1 (%d)" loc il);
if iu > n then
invalid_arg (sprintf "%s: iu > n (%d > %d)" loc iu n);
if il > iu then
invalid_arg (sprintf "%s: il > iu (%d > %d)" loc il iu);
'I', iu - il + 1, 0., 0., il, iu
let syevr_get_abstol = function Some abstol -> abstol | None -> lamch `S
let syevr_get_opt_l_li_work
loc ar ac a n jobz range uplo vl vu il iu abstol ofsw w zr zc z isuppz =
let work = Vec.create 1 in
let iwork = Common.create_int32_vec 1 in
let info, _ =
direct_syevr
~ar ~ac ~a ~n
~jobz ~range ~uplo
~vl ~vu
~il ~iu
~abstol
~ofsw ~w
~zr ~zc ~z
~isuppz
~work ~lwork:~-1
~iwork ~liwork:~-1 in
if info = 0 then int_of_float work.{1}, Int32.to_int iwork.{1}
else syevr_err loc a n info
let syevr_get_opt_lwork
loc ar ac a n jobz range uplo vl vu il iu abstol ofsw w zr zc z isuppz =
fst (
syevr_get_opt_l_li_work
loc ar ac a n jobz range uplo vl vu il iu abstol ofsw w zr zc z isuppz)
let syevr_get_opt_liwork
loc ar ac a n jobz range uplo vl vu il iu abstol ofsw w zr zc z isuppz =
snd (
syevr_get_opt_l_li_work
loc ar ac a n jobz range uplo vl vu il iu abstol ofsw w zr zc z isuppz)
let syevr_opt_l_li_work
?n ?(vectors = false) ?(range = `A) ?(up = true) ?(abstol = 0.)
?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.syevr_opt_l_li_work" in
let n, jobz, uplo = xxev_get_params loc ar ac a n vectors up in
let range, _m, vl, vu, il, iu = syevr_get_params loc n range in
let zr = 1 in
let zc = 1 in
let z = Mat.create n 0 in
let ofsw = 1 in
let w = Vec.empty in
let isuppz = empty_int32_vec in
syevr_get_opt_l_li_work
loc ar ac a n jobz range uplo vl vu il iu abstol ofsw w zr zc z isuppz
let syevr_opt_lwork ?n ?vectors ?range ?up ?abstol ?ar ?ac a =
fst (syevr_opt_l_li_work ?n ?vectors ?range ?up ?abstol ?ar ?ac a)
let syevr_opt_liwork ?n ?vectors ?range ?up ?abstol ?ar ?ac a =
snd (syevr_opt_l_li_work ?n ?vectors ?range ?up ?abstol ?ar ?ac a)
let syevr ?n ?(vectors = false) ?(range = `A) ?(up = true) ?abstol ?work ?iwork
?ofsw ?w ?(zr = 1) ?(zc = 1) ?z ?isuppz ?(ar = 1) ?(ac = 1) a =
let loc = "Lacaml.D.syevr" in
let n, jobz, uplo = xxev_get_params loc ar ac a n vectors up in
let range, m, vl, vu, il, iu = syevr_get_params loc n range in
let abstol = syevr_get_abstol abstol in
let ofsw = get_vec_ofs loc w_str ofsw in
let w = xxev_get_wx Vec.create loc w_str ofsw w m in
let z = get_mat loc z_str Mat.create zr zc z n m in
let isuppz =
let min_lisuppz_1 = max 1 m in
let min_lisuppz = min_lisuppz_1 + min_lisuppz_1 in
match isuppz with
| None -> create_int32_vec min_lisuppz
| Some isuppz ->
let lisuppz = Array1.dim isuppz in
if lisuppz < min_lisuppz then
invalid_arg (
sprintf "%s: dim(isuppz): valid=[%d..[ got=%d"
loc min_lisuppz lisuppz);
isuppz in
let work, iwork, lwork, liwork =
match work, iwork with
| Some work, Some iwork ->
let lwork = Array1.dim work in
let liwork = Array1.dim iwork in
work, iwork, lwork, liwork
| Some work, None ->
let lwork = Array1.dim work in
let liwork =
syevr_get_opt_liwork
loc ar ac a n
jobz range uplo vl vu il iu abstol ofsw w zr zc z isuppz in
let iwork = Common.create_int32_vec liwork in
work, iwork, lwork, liwork
| None, Some iwork ->
let lwork =
syevr_get_opt_lwork
loc ar ac a n
jobz range uplo vl vu il iu abstol ofsw w zr zc z isuppz in
let work = Vec.create lwork in
let liwork = Array1.dim iwork in
work, iwork, lwork, liwork
| None, None ->
let lwork, liwork =
syevr_get_opt_l_li_work
loc ar ac a n
jobz range uplo vl vu il iu abstol ofsw w zr zc z isuppz in
let work = Vec.create lwork in
let iwork = Common.create_int32_vec liwork in
work, iwork, lwork, liwork in
let info, m =
direct_syevr
~ar ~ac ~a ~n
~jobz ~range ~uplo
~vl ~vu
~il ~iu
~abstol
~ofsw ~w
~zr ~zc ~z
~isuppz
~work ~lwork
~iwork ~liwork
in
if info = 0 then m, w, z, isuppz
else syevr_err loc a n info
let sygv_err loc min_work a b n lwork err =
if err > n then
let msg =
sprintf "%s: leading minor of order %d of b is not positive definite"
loc (err - n)
in
failwith msg
else if err > 0 then
let msg =
sprintf "%s: failed to converge on off-diagonal element %d" loc err
in
failwith msg
else
let msg =
match err with
| -4 -> sprintf "n: valid=[0..[ got=%d" n
| -6 -> sprintf "dim1(a): valid=[%d..[ got=%d" (max 1 n) (Array2.dim1 a)
| -8 -> sprintf "dim1(b): valid=[%d..[ got=%d" (max 1 n) (Array2.dim1 b)
| -11 -> sprintf "dim(work): valid=[%d..[ got=%d" (min_work n) lwork
| n -> raise (InternalError (sprintf "%s: error code %d" loc n))
in
invalid_arg (sprintf "%s: %s" loc msg)
let get_itype = function `A_B -> 1 | `AB -> 2 | `BA -> 3
external direct_sygv :
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
br : (int [@untagged]) ->
bc : (int [@untagged]) ->
b : mat ->
n : (int [@untagged]) ->
itype : (int [@untagged]) ->
jobz : char ->
uplo : char ->
ofsw : (int [@untagged]) ->
w : vec ->
work : vec ->
lwork : (int [@untagged])
-> (int [@untagged]) = "lacaml_Dsygv_stub_bc" "lacaml_Dsygv_stub"
let sygv_min_lwork n = max 1 (3 * n - 1)
let sygv_get_opt_lwork loc ar ac a br bc b n itype jobz uplo =
let work = Vec.create 1 in
let info =
direct_sygv ~ar ~ac ~a ~br ~bc ~b ~n ~itype ~jobz ~uplo
~ofsw:1 ~w:Vec.empty ~work ~lwork:(-1)
in
if info = 0 then int_of_float work.{1}
else sygv_err loc sygv_min_lwork a b n (-1) info
let sygv_opt_lwork
?n ?(vectors = false) ?(up = true) ?(itype = `A_B)
?(ar = 1) ?(ac = 1) a ?(br = 1) ?(bc = 1) b =
let loc = "Lacaml.D.sygv_opt_lwork" in
let n, jobz, uplo = xxev_get_params loc ar ac a n vectors up in
check_dim1_mat loc b_str b br n_str n;
check_dim2_mat loc b_str b bc n_str n;
let itype = get_itype itype in
sygv_get_opt_lwork loc ar ac a br bc b n itype jobz uplo
let sygv
?n ?(vectors = false) ?(up = true) ?work ?ofsw ?w ?(itype = `A_B)
?(ar = 1) ?(ac = 1) a ?(br = 1) ?(bc = 1) b =
let loc = "Lacaml.D.sygv" in
let n, jobz, uplo = xxev_get_params loc ar ac a n vectors up in
check_dim1_mat loc b_str b br n_str n;
check_dim2_mat loc b_str b bc n_str n;
let ofsw = get_vec_ofs loc w_str ofsw in
let w = xxev_get_wx Vec.create loc w_str ofsw w n in
let itype = get_itype itype in
let work, lwork =
match work with
| Some work -> work, Array1.dim work
| None ->
let lwork = sygv_get_opt_lwork loc ar ac a br bc b n itype jobz uplo in
Vec.create lwork, lwork
in
let info =
direct_sygv
~ar ~ac ~a ~br ~bc ~b ~n ~itype ~jobz ~uplo ~ofsw ~w ~work ~lwork
in
if info = 0 then w
else sygv_err loc sygv_min_lwork a b n lwork info
external direct_sbgv :
ar : (int [@untagged]) ->
ac : (int [@untagged]) ->
a : mat ->
br : (int [@untagged]) ->
bc : (int [@untagged]) ->
b : mat ->
n : (int [@untagged]) ->
ka : (int [@untagged]) ->
kb : (int [@untagged]) ->
jobz : char ->
uplo : char ->
ofsw : (int [@untagged]) ->
w : vec ->
zr : (int [@untagged]) ->
zc : (int [@untagged]) ->
z : mat ->
work : vec
-> (int [@untagged]) = "lacaml_Dsbgv_stub_bc" "lacaml_Dsbgv_stub"
let sbgv_min_lwork n = 3 * n
let sbgv_err loc a b n ka kb z err =
if err > n then
let msg =
sprintf "%s: leading minor of order %d of b is not positive definite"
loc (err - n) in
failwith msg
else if err > 0 then
let msg =
sprintf "%s: failed to converge on off-diagonal element %d" loc err in
failwith msg
else
let msg =
match err with
| -3 -> sprintf "n: valid=[0..[ got=%d" n
| -4 -> sprintf "ka: valid=[0..[ got=%d" ka
| -5 -> sprintf "kb: valid=[0..[ got=%d" kb
| -7 -> sprintf "dim1(a): valid=[%d..[ got=%d" (ka + 1) (Array2.dim1 a)
| -9 -> sprintf "dim1(b): valid=[%d..[ got=%d" (kb + 1) (Array2.dim1 b)
| -12 -> sprintf "dim1(vectors): valid=[%d..[ got=%d" n (Array2.dim1 z)
| n -> raise (InternalError (sprintf "%s: error code %d" loc n))
in
invalid_arg (sprintf "%s: %s" loc msg)
let dummy_matrix = Mat.create 1 0
let sbgv
?n ?ka ?kb ?(zr = 1) ?(zc = 1) ?z ?(up = true) ?work ?ofsw ?w
?(ar = 1) ?(ac = 1) a ?(br = 1) ?(bc = 1) b =
let loc = "Lacaml.D.sbgv" in
let n = get_dim2_mat loc a_str a ac n_str n in
let ka = get_k_mat_sb loc a_str a ar ka_str ka in
check_dim2_mat loc b_str b bc n_str n;
let kb = get_k_mat_sb loc b_str b br kb_str kb in
let uplo = get_uplo_char up in
let jobz, z = match z with
| None -> job_char_false, dummy_matrix
| Some z ->
check_dim_mat loc z_str zr zc z n n;
job_char_true, z in
let ofsw = get_vec_ofs loc w_str ofsw in
let w = xxev_get_wx Vec.create loc w_str ofsw w n in
let work = match work with
| Some work -> check_vec loc work_str work (sbgv_min_lwork n); work
| None -> Vec.create (sbgv_min_lwork n)
in
let info =
direct_sbgv
~ar ~ac ~a ~br ~bc ~b ~n ~ka ~kb ~jobz ~uplo ~ofsw ~w ~zr ~zc ~z ~work
in
if info = 0 then w
else sbgv_err loc a b n ka kb z info