lapack.h
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1 /*******************************************************
2  * Copyright (c) 2014, ArrayFire
3  * All rights reserved.
4  *
5  * This file is distributed under 3-clause BSD license.
6  * The complete license agreement can be obtained at:
7  * http://arrayfire.com/licenses/BSD-3-Clause
8  ********************************************************/
9 
10 #pragma once
11 #include <af/array.h>
12 #include <af/defines.h>
13 
14 #ifdef __cplusplus
15 namespace af
16 {
17 
30  AFAPI void lu(array &out, array &pivot, const array &in, const bool is_lapack_piv=true);
31 
44  AFAPI void lu(array &lower, array &upper, array &pivot, const array &in);
45 
57  AFAPI void luInPlace(array &pivot, array &in, const bool is_lapack_piv=true);
58 
70  AFAPI void qr(array &out, array &tau, const array &in);
71 
84  AFAPI void qr(array &q, array &r, array &tau, const array &in);
85 
96  AFAPI void qrInPlace(array &tau, array &in);
97 
112  AFAPI int cholesky(array &out, const array &in, const bool is_upper = true);
113 
127  AFAPI int choleskyInPlace(array &in, const bool is_upper = true);
128 
142  AFAPI array solve(const array &a, const array &b, const matProp options = AF_MAT_NONE);
143 
144 
159  AFAPI array solveLU(const array &a, const array &piv,
160  const array &b, const matProp options = AF_MAT_NONE);
161 
174  AFAPI array inverse(const array &in, const matProp options = AF_MAT_NONE);
175 
186  AFAPI unsigned rank(const array &in, const double tol=1E-5);
187 
197  template<typename T> T det(const array &in);
198 
211  AFAPI double norm(const array &in, const normType type=AF_NORM_EUCLID,
212  const double p=1, const double q=1);
213 }
214 #endif
215 
216 #ifdef __cplusplus
217 extern "C" {
218 #endif
219 
231 
241  AFAPI af_err af_lu_inplace(af_array *pivot, af_array in, const bool is_lapack_piv);
242 
253  AFAPI af_err af_qr(af_array *q, af_array *r, af_array *tau, const af_array in);
254 
264 
277  AFAPI af_err af_cholesky(af_array *out, int *info, const af_array in, const bool is_upper);
278 
290  AFAPI af_err af_cholesky_inplace(int *info, af_array in, const bool is_upper);
291 
304  AFAPI af_err af_solve(af_array *x, const af_array a, const af_array b,
305  const af_mat_prop options);
306 
321  AFAPI af_err af_solve_lu(af_array *x, const af_array a, const af_array piv,
322  const af_array b, const af_mat_prop options);
323 
335  AFAPI af_err af_inverse(af_array *out, const af_array in, const af_mat_prop options);
336 
346  AFAPI af_err af_rank(unsigned *rank, const af_array in, const double tol);
347 
357  AFAPI af_err af_det(double *det_real, double *det_imag, const af_array in);
358 
371  AFAPI af_err af_norm(double *out, const af_array in, const af_norm_type type, const double p, const double q);
372 
373 
374 #ifdef __cplusplus
375 }
376 #endif
AFAPI af_err af_rank(unsigned *rank, const af_array in, const double tol)
C Interface for finding the rank of a matrix.
AFAPI void lu(array &out, array &pivot, const array &in, const bool is_lapack_piv=true)
C++ Interface for LU decomposition in packed format.
AFAPI array lower(const array &in, bool is_unit_diag=false)
Definition: algorithm.h:14
AFAPI void qrInPlace(array &tau, array &in)
C++ Interface for QR decomposition.
AFAPI af_err af_qr(af_array *q, af_array *r, af_array *tau, const af_array in)
C Interface for QR decomposition.
AFAPI af_err af_solve_lu(af_array *x, const af_array a, const af_array piv, const af_array b, const af_mat_prop options)
C Interface for solving a system of equations.
af_norm_type
Definition: defines.h:256
AFAPI af_err af_norm(double *out, const af_array in, const af_norm_type type, const double p, const double q)
C Interface for norm of a matrix.
AFAPI void info()
AFAPI af_err af_qr_inplace(af_array *tau, af_array in)
C Interface for QR decomposition.
AFAPI af_err af_cholesky_inplace(int *info, af_array in, const bool is_upper)
C Interface for in place cholesky decomposition.
AFAPI af_err af_cholesky(af_array *out, int *info, const af_array in, const bool is_upper)
C++ Interface for cholesky decomposition.
AFAPI af_err af_lu(af_array *lower, af_array *upper, af_array *pivot, const af_array in)
C Interface for LU decomposition.
Default.
Definition: defines.h:243
AFAPI af_err af_solve(af_array *x, const af_array a, const af_array b, const af_mat_prop options)
C Interface for solving a system of equations.
AFAPI array solveLU(const array &a, const array &piv, const array &b, const matProp options=AF_MAT_NONE)
C++ Interface for solving a system of equations.
AFAPI void qr(array &out, array &tau, const array &in)
C++ Interface for QR decomposition in packed format.
AFAPI array inverse(const array &in, const matProp options=AF_MAT_NONE)
C++ Interface for inverting a matrix.
AFAPI int cholesky(array &out, const array &in, const bool is_upper=true)
C++ Interface for cholesky decomposition.
AFAPI double norm(const array &in, const normType type=AF_NORM_EUCLID, const double p=1, const double q=1)
C++ Interface for norm of a matrix.
AFAPI array solve(const array &a, const array &b, const matProp options=AF_MAT_NONE)
C++ Interface for solving a system of equations.
af_err
Definition: defines.h:58
AFAPI af_err af_inverse(af_array *out, const af_array in, const af_mat_prop options)
C Interface for inverting a matrix.
AFAPI af_err af_lu_inplace(af_array *pivot, af_array in, const bool is_lapack_piv)
C Interface for in place LU decomposition.
af_mat_prop matProp
Definition: defines.h:300
AFAPI unsigned rank(const array &in, const double tol=1E-5)
C++ Interface for finding the rank of a matrix.
af_norm_type normType
Definition: defines.h:302
The default. Same as AF_NORM_VECTOR_2.
Definition: defines.h:266
#define AFAPI
Definition: defines.h:31
T det(const array &in)
C++ Interface for finding the determinant of a matrix.
static af::array array(af::dim4 idims, cl_mem buf, af::dtype type, bool retain=false)
Create an af::array object from an OpenCL cl_mem buffer.
Definition: opencl.h:105
AFAPI void luInPlace(array &pivot, array &in, const bool is_lapack_piv=true)
C++ Interface for in place LU decomposition.
af_mat_prop
Definition: defines.h:242
void * af_array
Definition: defines.h:172
AFAPI int choleskyInPlace(array &in, const bool is_upper=true)
C++ Interface for in place cholesky decomposition.
AFAPI af_err af_det(double *det_real, double *det_imag, const af_array in)
C Interface for finding the determinant of a matrix.
AFAPI array upper(const array &in, bool is_unit_diag=false)