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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 #if AF_API_VERSION >= 31
18
28 AFAPI void svd(array &u, array &s, array &vt, const array &in);
29 #endif
30
31 #if AF_API_VERSION >= 31
32
42 AFAPI void svdInPlace(array &u, array &s, array &vt, array &in);
43 #endif
44
57 AFAPI void lu(array &out, array &pivot, const array &in, const bool is_lapack_piv=true);
58
71 AFAPI void lu(array &lower, array &upper, array &pivot, const array &in);
72
84 AFAPI void luInPlace(array &pivot, array &in, const bool is_lapack_piv=true);
85
97 AFAPI void qr(array &out, array &tau, const array &in);
98
111 AFAPI void qr(array &q, array &r, array &tau, const array &in);
112
123 AFAPI void qrInPlace(array &tau, array &in);
124
139 AFAPI int cholesky(array &out, const array &in, const bool is_upper = true);
140
154 AFAPI int choleskyInPlace(array &in, const bool is_upper = true);
155
169 AFAPI array solve(const array &a, const array &b, const matProp options = AF_MAT_NONE);
170
171
186 AFAPI array solveLU(const array &a, const array &piv,
187 const array &b, const matProp options = AF_MAT_NONE);
188
201 AFAPI array inverse(const array &in, const matProp options = AF_MAT_NONE);
202
213 AFAPI unsigned rank(const array &in, const double tol=1E-5);
214
224 template<typename T> T det(const array &in);
225
238 AFAPI double norm(const array &in, const normType type=AF_NORM_EUCLID,
239 const double p=1, const double q=1);
240 }
241 #endif
242
243 #ifdef __cplusplus
244 extern "C" {
245 #endif
246
247 #if AF_API_VERSION >= 31
248
258 AFAPI af_err af_svd(af_array *u, af_array *s, af_array *vt, const af_array in);
259 #endif
260
261 #if AF_API_VERSION >= 31
262
272 AFAPI af_err af_svd_inplace(af_array *u, af_array *s, af_array *vt, af_array in);
273 #endif
274
285 AFAPI af_err af_lu(af_array *lower, af_array *upper, af_array *pivot, const af_array in);
286
296 AFAPI af_err af_lu_inplace(af_array *pivot, af_array in, const bool is_lapack_piv);
297
308 AFAPI af_err af_qr(af_array *q, af_array *r, af_array *tau, const af_array in);
309
318 AFAPI af_err af_qr_inplace(af_array *tau, af_array in);
319
332 AFAPI af_err af_cholesky(af_array *out, int *info, const af_array in, const bool is_upper);
333
345 AFAPI af_err af_cholesky_inplace(int *info, af_array in, const bool is_upper);
346
359 AFAPI af_err af_solve(af_array *x, const af_array a, const af_array b,
360 const af_mat_prop options);
361
376 AFAPI af_err af_solve_lu(af_array *x, const af_array a, const af_array piv,
377 const af_array b, const af_mat_prop options);
378
390 AFAPI af_err af_inverse(af_array *out, const af_array in, const af_mat_prop options);
391
401 AFAPI af_err af_rank(unsigned *rank, const af_array in, const double tol);
402
412 AFAPI af_err af_det(double *det_real, double *det_imag, const af_array in);
413
426 AFAPI af_err af_norm(double *out, const af_array in, const af_norm_type type, const double p, const double q);
427
428
429 #ifdef __cplusplus
430 }
431 #endif
af_rank
AFAPI af_err af_rank(unsigned *rank, const af_array in, const double tol)
C Interface for finding the rank of a matrix.
af::lu
AFAPI void lu(array &out, array &pivot, const array &in, const bool is_lapack_piv=true)
C++ Interface for LU decomposition in packed format.
af::lower
AFAPI array lower(const array &in, bool is_unit_diag=false)
af
Definition: algorithm.h:14
af::qrInPlace
AFAPI void qrInPlace(array &tau, array &in)
C++ Interface for QR decomposition.
af_qr
AFAPI af_err af_qr(af_array *q, af_array *r, af_array *tau, const af_array in)
C Interface for QR decomposition.
af_solve_lu
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
af_norm_type
Definition: defines.h:280
af_norm
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.
array.h
af::info
AFAPI void info()
af_qr_inplace
AFAPI af_err af_qr_inplace(af_array *tau, af_array in)
C Interface for QR decomposition.
af_cholesky_inplace
AFAPI af_err af_cholesky_inplace(int *info, af_array in, const bool is_upper)
C Interface for in place cholesky decomposition.
af_cholesky
AFAPI af_err af_cholesky(af_array *out, int *info, const af_array in, const bool is_upper)
C++ Interface for cholesky decomposition.
af_svd
AFAPI af_err af_svd(af_array *u, af_array *s, af_array *vt, const af_array in)
C Interface for SVD decomposition.
af_lu
AFAPI af_err af_lu(af_array *lower, af_array *upper, af_array *pivot, const af_array in)
C Interface for LU decomposition.
af::svdInPlace
AFAPI void svdInPlace(array &u, array &s, array &vt, array &in)
C++ Interface for SVD decomposition.
AF_MAT_NONE
Default.
Definition: defines.h:266
af_solve
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.
af::solveLU
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.
af::qr
AFAPI void qr(array &out, array &tau, const array &in)
C++ Interface for QR decomposition in packed format.
af::inverse
AFAPI array inverse(const array &in, const matProp options=AF_MAT_NONE)
C++ Interface for inverting a matrix.
af::cholesky
AFAPI int cholesky(array &out, const array &in, const bool is_upper=true)
C++ Interface for cholesky decomposition.
af::norm
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.
af::solve
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
af_err
Definition: defines.h:67
af_inverse
AFAPI af_err af_inverse(af_array *out, const af_array in, const af_mat_prop options)
C Interface for inverting a matrix.
defines.h
af_lu_inplace
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::matProp
af_mat_prop matProp
Definition: defines.h:340
af::rank
AFAPI unsigned rank(const array &in, const double tol=1E-5)
C++ Interface for finding the rank of a matrix.
af::normType
af_norm_type normType
Definition: defines.h:342
AF_NORM_EUCLID
The default. Same as AF_NORM_VECTOR_2.
Definition: defines.h:290
AFAPI
#define AFAPI
Definition: defines.h:31
af::det
T det(const array &in)
C++ Interface for finding the determinant of a matrix.
af::svd
AFAPI void svd(array &u, array &s, array &vt, const array &in)
C++ Interface for SVD decomposition.
afcl::array
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:136
af::luInPlace
AFAPI void luInPlace(array &pivot, array &in, const bool is_lapack_piv=true)
C++ Interface for in place LU decomposition.
af_mat_prop
af_mat_prop
Definition: defines.h:265
af_svd_inplace
AFAPI af_err af_svd_inplace(af_array *u, af_array *s, af_array *vt, af_array in)
C Interface for SVD decomposition.
af_array
void * af_array
Definition: defines.h:187
af::choleskyInPlace
AFAPI int choleskyInPlace(array &in, const bool is_upper=true)
C++ Interface for in place cholesky decomposition.
af_det
AFAPI af_err af_det(double *det_real, double *det_imag, const af_array in)
C Interface for finding the determinant of a matrix.
af::upper
AFAPI array upper(const array &in, bool is_unit_diag=false)