File lapack.hpp

namespace boosting
class Lapack
#include <lapack.hpp>

Allows to execute LAPACK routines.

Public Types

typedef void (*DsysvFunction)(char *uplo, int *n, int *nrhs, double *a, int *lda, int *ipiv, double *b, int *ldb, double *work, int *lwork, int *info)

A function pointer to LAPACK’S DSYSV routine.

Public Functions

Lapack(DsysvFunction dsysvFunction)
Parameters:

dsysvFunction – A function pointer to LAPACK’s DSYSV routine

int queryDsysvLworkParameter(float64 *tmpArray1, float64 *output, int n) const

Determines and returns the optimal value for the parameter “lwork” as used by LAPACK’S DSYSV routine.

This function must be run before attempting to solve a linear system using the function dsysv to determine the optimal value for the parameter “lwork”.

Parameters:

  • tmpArray1 – A pointer to an array of type float64, shape (n, n) that will be used by the function dsysv to temporarily store values computed by the DSYSV routine. May contain arbitrary values

  • output – A pointer to an array of type float64, shape (n), the solution of the system of linear equations should be written to by the function dsysv. May contain arbitrary values

  • n – The number of equations in the linear system to be solved by the function dsysv

Returns:

The optimal value for the parameter “lwork”

void dsysv(float64 *tmpArray1, int *tmpArray2, double *tmpArray3, float64 *output, int n, int lwork) const

Computes and returns the solution to a linear system A * X = B using LAPACK’s DSYSV solver (see http://www.netlib.org/lapack/explore-html/d6/d0e/group__double_s_ysolve_ga9995c47692c9885ed5d6a6b431686f41.html).

The function queryDsysvLworkParameter must be run beforehand to determine the optimal value for the parameter “lwork” and to allocate a temporary array depending on this value.

DSYSV requires A to be a matrix with shape (n, n), representing the coefficients, and B to be a matrix with shape (n, nrhs), representing the ordinates. X is a matrix of unknowns with shape (n, nrhs).

DSYSV will overwrite the matrices A and B. When terminated successfully, B will contain the solution to the system of linear equations. To retain their state, this function will copy the given arrays before invoking DSYSV.

Furthermore, DSYSV assumes the matrix of coefficients A to be symmetrical, i.e., it will only use the upper-right triangle of A, whereas the remaining elements are ignored. For reasons of space efficiency, this function expects the coefficients to be given as an array with shape n * (n + 1) / 2, representing the elements of the upper-right triangle of A, where the columns are appended to each other and unspecified elements are omitted. This function will implicitly convert the given array into a matrix that is suited for DSYSV.

Parameters:

  • tmpArray1 – A pointer to an array of type float64, shape (n, n) that stores the coefficients in the matrix A. It will be used to temporarily store values computed by the DSYSV routine

  • tmpArray2 – A pointer to an array of type int, shape (n) that will be used to temporarily store values computed by the DSYSV routine. May contain arbitrary values

  • tmpArray3 – A pointer to an array of type double, shape (lwork) that will be used to temporarily store values computed by the DSYSV routine. May contain arbitrary values

  • output – A pointer to an array of type float64, shape (n) that stores the ordinates in the matrix A. The solution of the system of linear equations will be written to this array

  • n – The number of equations

  • lwork – The value for the parameter “lwork” to be used by the DSYSV routine. Must have been determined using the function queryDsysvLworkParameter

Private Members

const DsysvFunction dsysvFunction_