469 lines
26 KiB
C++
469 lines
26 KiB
C++
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// Copyright (C) 2008-2015 National ICT Australia (NICTA)
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//
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// This Source Code Form is subject to the terms of the Mozilla Public
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// License, v. 2.0. If a copy of the MPL was not distributed with this
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// file, You can obtain one at http://mozilla.org/MPL/2.0/.
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// -------------------------------------------------------------------
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//
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// Written by Conrad Sanderson - http://conradsanderson.id.au
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// Written by James Sanders
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// Written by Eric Jon Sundstrom
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#ifdef ARMA_USE_LAPACK
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#if !defined(ARMA_BLAS_CAPITALS)
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#define arma_sgetrf sgetrf
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#define arma_dgetrf dgetrf
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#define arma_cgetrf cgetrf
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#define arma_zgetrf zgetrf
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#define arma_sgetri sgetri
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#define arma_dgetri dgetri
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#define arma_cgetri cgetri
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#define arma_zgetri zgetri
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#define arma_strtri strtri
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#define arma_dtrtri dtrtri
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#define arma_ctrtri ctrtri
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#define arma_ztrtri ztrtri
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#define arma_sgeev sgeev
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#define arma_dgeev dgeev
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#define arma_cgeev cgeev
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#define arma_zgeev zgeev
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#define arma_ssyev ssyev
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#define arma_dsyev dsyev
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#define arma_cheev cheev
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#define arma_zheev zheev
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#define arma_ssyevd ssyevd
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#define arma_dsyevd dsyevd
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#define arma_cheevd cheevd
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#define arma_zheevd zheevd
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#define arma_sggev sggev
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#define arma_dggev dggev
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#define arma_cggev cggev
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#define arma_zggev zggev
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#define arma_spotrf spotrf
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#define arma_dpotrf dpotrf
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#define arma_cpotrf cpotrf
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#define arma_zpotrf zpotrf
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#define arma_spotri spotri
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#define arma_dpotri dpotri
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#define arma_cpotri cpotri
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#define arma_zpotri zpotri
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#define arma_sgeqrf sgeqrf
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#define arma_dgeqrf dgeqrf
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#define arma_cgeqrf cgeqrf
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#define arma_zgeqrf zgeqrf
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#define arma_sorgqr sorgqr
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#define arma_dorgqr dorgqr
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#define arma_cungqr cungqr
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#define arma_zungqr zungqr
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#define arma_sgesvd sgesvd
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#define arma_dgesvd dgesvd
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#define arma_cgesvd cgesvd
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#define arma_zgesvd zgesvd
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#define arma_sgesdd sgesdd
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#define arma_dgesdd dgesdd
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#define arma_cgesdd cgesdd
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#define arma_zgesdd zgesdd
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#define arma_sgesv sgesv
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#define arma_dgesv dgesv
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#define arma_cgesv cgesv
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#define arma_zgesv zgesv
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#define arma_sgesvx sgesvx
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#define arma_dgesvx dgesvx
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#define arma_cgesvx cgesvx
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#define arma_zgesvx zgesvx
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#define arma_sgels sgels
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#define arma_dgels dgels
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#define arma_cgels cgels
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#define arma_zgels zgels
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#define arma_sgelsd sgelsd
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#define arma_dgelsd dgelsd
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#define arma_cgelsd cgelsd
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#define arma_zgelsd zgelsd
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#define arma_strtrs strtrs
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#define arma_dtrtrs dtrtrs
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#define arma_ctrtrs ctrtrs
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#define arma_ztrtrs ztrtrs
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#define arma_sgees sgees
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#define arma_dgees dgees
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#define arma_cgees cgees
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#define arma_zgees zgees
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#define arma_strsyl strsyl
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#define arma_dtrsyl dtrsyl
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#define arma_ctrsyl ctrsyl
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#define arma_ztrsyl ztrsyl
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#define arma_ssytrf ssytrf
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#define arma_dsytrf dsytrf
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#define arma_csytrf csytrf
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#define arma_zsytrf zsytrf
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#define arma_ssytri ssytri
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#define arma_dsytri dsytri
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#define arma_csytri csytri
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#define arma_zsytri zsytri
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#define arma_sgges sgges
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#define arma_dgges dgges
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#define arma_cgges cgges
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#define arma_zgges zgges
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#define arma_slange slange
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#define arma_dlange dlange
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#define arma_clange clange
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#define arma_zlange zlange
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#define arma_sgecon sgecon
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#define arma_dgecon dgecon
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#define arma_cgecon cgecon
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#define arma_zgecon zgecon
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#define arma_ilaenv ilaenv
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#else
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#define arma_sgetrf SGETRF
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#define arma_dgetrf DGETRF
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#define arma_cgetrf CGETRF
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#define arma_zgetrf ZGETRF
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#define arma_sgetri SGETRI
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#define arma_dgetri DGETRI
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#define arma_cgetri CGETRI
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#define arma_zgetri ZGETRI
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#define arma_strtri STRTRI
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#define arma_dtrtri DTRTRI
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#define arma_ctrtri CTRTRI
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#define arma_ztrtri ZTRTRI
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#define arma_sgeev SGEEV
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#define arma_dgeev DGEEV
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#define arma_cgeev CGEEV
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#define arma_zgeev ZGEEV
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#define arma_ssyev SSYEV
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#define arma_dsyev DSYEV
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#define arma_cheev CHEEV
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#define arma_zheev ZHEEV
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#define arma_ssyevd SSYEVD
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#define arma_dsyevd DSYEVD
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#define arma_cheevd CHEEVD
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#define arma_zheevd ZHEEVD
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#define arma_sggev SGGEV
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#define arma_dggev DGGEV
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#define arma_cggev CGGEV
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#define arma_zggev ZGGEV
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#define arma_spotrf SPOTRF
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#define arma_dpotrf DPOTRF
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#define arma_cpotrf CPOTRF
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#define arma_zpotrf ZPOTRF
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#define arma_spotri SPOTRI
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#define arma_dpotri DPOTRI
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#define arma_cpotri CPOTRI
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#define arma_zpotri ZPOTRI
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#define arma_sgeqrf SGEQRF
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#define arma_dgeqrf DGEQRF
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#define arma_cgeqrf CGEQRF
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#define arma_zgeqrf ZGEQRF
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#define arma_sorgqr SORGQR
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#define arma_dorgqr DORGQR
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#define arma_cungqr CUNGQR
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#define arma_zungqr ZUNGQR
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#define arma_sgesvd SGESVD
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#define arma_dgesvd DGESVD
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#define arma_cgesvd CGESVD
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#define arma_zgesvd ZGESVD
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#define arma_sgesdd SGESDD
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#define arma_dgesdd DGESDD
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#define arma_cgesdd CGESDD
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#define arma_zgesdd ZGESDD
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#define arma_sgesv SGESV
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#define arma_dgesv DGESV
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#define arma_cgesv CGESV
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#define arma_zgesv ZGESV
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#define arma_sgesvx SGESVX
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#define arma_dgesvx DGESVX
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#define arma_cgesvx CGESVX
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#define arma_zgesvx ZGESVX
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#define arma_sgels SGELS
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#define arma_dgels DGELS
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#define arma_cgels CGELS
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#define arma_zgels ZGELS
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#define arma_sgelsd SGELSD
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#define arma_dgelsd DGELSD
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#define arma_cgelsd CGELSD
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#define arma_zgelsd ZGELSD
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#define arma_strtrs STRTRS
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#define arma_dtrtrs DTRTRS
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#define arma_ctrtrs CTRTRS
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#define arma_ztrtrs ZTRTRS
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#define arma_sgees SGEES
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#define arma_dgees DGEES
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#define arma_cgees CGEES
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#define arma_zgees ZGEES
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#define arma_strsyl STRSYL
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#define arma_dtrsyl DTRSYL
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#define arma_ctrsyl CTRSYL
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#define arma_ztrsyl ZTRSYL
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#define arma_ssytrf SSYTRF
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#define arma_dsytrf DSYTRF
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#define arma_csytrf CSYTRF
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#define arma_zsytrf ZSYTRF
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#define arma_ssytri SSYTRI
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#define arma_dsytri DSYTRI
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#define arma_csytri CSYTRI
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#define arma_zsytri ZSYTRI
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#define arma_sgges SGGES
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#define arma_dgges DGGES
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#define arma_cgges CGGES
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#define arma_zgges ZGGES
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#define arma_slange SLANGE
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#define arma_dlange DLANGE
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#define arma_clange CLANGE
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#define arma_zlange ZLANGE
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#define arma_sgecon SGECON
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#define arma_dgecon DGECON
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#define arma_cgecon CGECON
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#define arma_zgecon ZGECON
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#define arma_ilaenv ILAENV
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#endif
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extern "C"
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{
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// LU factorisation
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void arma_fortran(arma_sgetrf)(blas_int* m, blas_int* n, float* a, blas_int* lda, blas_int* ipiv, blas_int* info);
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void arma_fortran(arma_dgetrf)(blas_int* m, blas_int* n, double* a, blas_int* lda, blas_int* ipiv, blas_int* info);
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void arma_fortran(arma_cgetrf)(blas_int* m, blas_int* n, void* a, blas_int* lda, blas_int* ipiv, blas_int* info);
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void arma_fortran(arma_zgetrf)(blas_int* m, blas_int* n, void* a, blas_int* lda, blas_int* ipiv, blas_int* info);
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// matrix inversion (using LU factorisation result)
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void arma_fortran(arma_sgetri)(blas_int* n, float* a, blas_int* lda, blas_int* ipiv, float* work, blas_int* lwork, blas_int* info);
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void arma_fortran(arma_dgetri)(blas_int* n, double* a, blas_int* lda, blas_int* ipiv, double* work, blas_int* lwork, blas_int* info);
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void arma_fortran(arma_cgetri)(blas_int* n, void* a, blas_int* lda, blas_int* ipiv, void* work, blas_int* lwork, blas_int* info);
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void arma_fortran(arma_zgetri)(blas_int* n, void* a, blas_int* lda, blas_int* ipiv, void* work, blas_int* lwork, blas_int* info);
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// matrix inversion (triangular matrices)
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void arma_fortran(arma_strtri)(char* uplo, char* diag, blas_int* n, float* a, blas_int* lda, blas_int* info);
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void arma_fortran(arma_dtrtri)(char* uplo, char* diag, blas_int* n, double* a, blas_int* lda, blas_int* info);
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void arma_fortran(arma_ctrtri)(char* uplo, char* diag, blas_int* n, void* a, blas_int* lda, blas_int* info);
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void arma_fortran(arma_ztrtri)(char* uplo, char* diag, blas_int* n, void* a, blas_int* lda, blas_int* info);
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// eigen decomposition of general matrix (real)
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void arma_fortran(arma_sgeev)(char* jobvl, char* jobvr, blas_int* N, float* a, blas_int* lda, float* wr, float* wi, float* vl, blas_int* ldvl, float* vr, blas_int* ldvr, float* work, blas_int* lwork, blas_int* info);
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void arma_fortran(arma_dgeev)(char* jobvl, char* jobvr, blas_int* N, double* a, blas_int* lda, double* wr, double* wi, double* vl, blas_int* ldvl, double* vr, blas_int* ldvr, double* work, blas_int* lwork, blas_int* info);
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// eigen decomposition of general matrix (complex)
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void arma_fortran(arma_cgeev)(char* jobvl, char* jobvr, blas_int* N, void* a, blas_int* lda, void* w, void* vl, blas_int* ldvl, void* vr, blas_int* ldvr, void* work, blas_int* lwork, float* rwork, blas_int* info);
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void arma_fortran(arma_zgeev)(char* jobvl, char* jobvr, blas_int* N, void* a, blas_int* lda, void* w, void* vl, blas_int* ldvl, void* vr, blas_int* ldvr, void* work, blas_int* lwork, double* rwork, blas_int* info);
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// eigen decomposition of symmetric real matrices
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void arma_fortran(arma_ssyev)(char* jobz, char* uplo, blas_int* n, float* a, blas_int* lda, float* w, float* work, blas_int* lwork, blas_int* info);
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void arma_fortran(arma_dsyev)(char* jobz, char* uplo, blas_int* n, double* a, blas_int* lda, double* w, double* work, blas_int* lwork, blas_int* info);
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// eigen decomposition of hermitian matrices (complex)
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void arma_fortran(arma_cheev)(char* jobz, char* uplo, blas_int* n, void* a, blas_int* lda, float* w, void* work, blas_int* lwork, float* rwork, blas_int* info);
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void arma_fortran(arma_zheev)(char* jobz, char* uplo, blas_int* n, void* a, blas_int* lda, double* w, void* work, blas_int* lwork, double* rwork, blas_int* info);
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// eigen decomposition of symmetric real matrices by divide and conquer
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|
void arma_fortran(arma_ssyevd)(char* jobz, char* uplo, blas_int* n, float* a, blas_int* lda, float* w, float* work, blas_int* lwork, blas_int* iwork, blas_int* liwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dsyevd)(char* jobz, char* uplo, blas_int* n, double* a, blas_int* lda, double* w, double* work, blas_int* lwork, blas_int* iwork, blas_int* liwork, blas_int* info);
|
||
|
|
|
||
|
|
// eigen decomposition of hermitian matrices (complex) by divide and conquer
|
||
|
|
void arma_fortran(arma_cheevd)(char* jobz, char* uplo, blas_int* n, void* a, blas_int* lda, float* w, void* work, blas_int* lwork, float* rwork, blas_int* lrwork, blas_int* iwork, blas_int* liwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zheevd)(char* jobz, char* uplo, blas_int* n, void* a, blas_int* lda, double* w, void* work, blas_int* lwork, double* rwork, blas_int* lrwork, blas_int* iwork, blas_int* liwork, blas_int* info);
|
||
|
|
|
||
|
|
// eigen decomposition of general real matrix pair
|
||
|
|
void arma_fortran(arma_sggev)(char* jobvl, char* jobvr, blas_int* n, float* a, blas_int* lda, float* b, blas_int* ldb, float* alphar, float* alphai, float* beta, float* vl, blas_int* ldvl, float* vr, blas_int* ldvr, float* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dggev)(char* jobvl, char* jobvr, blas_int* n, double* a, blas_int* lda, double* b, blas_int* ldb, double* alphar, double* alphai, double* beta, double* vl, blas_int* ldvl, double* vr, blas_int* ldvr, double* work, blas_int* lwork, blas_int* info);
|
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|
|
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|
|
// eigen decomposition of general complex matrix pair
|
||
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|
void arma_fortran(arma_cggev)(char* jobvl, char* jobvr, blas_int* n, void* a, blas_int* lda, void* b, blas_int* ldb, void* alpha, void* beta, void* vl, blas_int* ldvl, void* vr, blas_int* ldvr, void* work, blas_int* lwork, float* rwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zggev)(char* jobvl, char* jobvr, blas_int* n, void* a, blas_int* lda, void* b, blas_int* ldb, void* alpha, void* beta, void* vl, blas_int* ldvl, void* vr, blas_int* ldvr, void* work, blas_int* lwork, double* rwork, blas_int* info);
|
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|
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|
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// Cholesky decomposition
|
||
|
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void arma_fortran(arma_spotrf)(char* uplo, blas_int* n, float* a, blas_int* lda, blas_int* info);
|
||
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void arma_fortran(arma_dpotrf)(char* uplo, blas_int* n, double* a, blas_int* lda, blas_int* info);
|
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void arma_fortran(arma_cpotrf)(char* uplo, blas_int* n, void* a, blas_int* lda, blas_int* info);
|
||
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void arma_fortran(arma_zpotrf)(char* uplo, blas_int* n, void* a, blas_int* lda, blas_int* info);
|
||
|
|
|
||
|
|
// matrix inversion (using Cholesky decomposition result)
|
||
|
|
void arma_fortran(arma_spotri)(char* uplo, blas_int* n, float* a, blas_int* lda, blas_int* info);
|
||
|
|
void arma_fortran(arma_dpotri)(char* uplo, blas_int* n, double* a, blas_int* lda, blas_int* info);
|
||
|
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void arma_fortran(arma_cpotri)(char* uplo, blas_int* n, void* a, blas_int* lda, blas_int* info);
|
||
|
|
void arma_fortran(arma_zpotri)(char* uplo, blas_int* n, void* a, blas_int* lda, blas_int* info);
|
||
|
|
|
||
|
|
// QR decomposition
|
||
|
|
void arma_fortran(arma_sgeqrf)(blas_int* m, blas_int* n, float* a, blas_int* lda, float* tau, float* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dgeqrf)(blas_int* m, blas_int* n, double* a, blas_int* lda, double* tau, double* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_cgeqrf)(blas_int* m, blas_int* n, void* a, blas_int* lda, void* tau, void* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zgeqrf)(blas_int* m, blas_int* n, void* a, blas_int* lda, void* tau, void* work, blas_int* lwork, blas_int* info);
|
||
|
|
|
||
|
|
// Q matrix calculation from QR decomposition (real matrices)
|
||
|
|
void arma_fortran(arma_sorgqr)(blas_int* m, blas_int* n, blas_int* k, float* a, blas_int* lda, float* tau, float* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dorgqr)(blas_int* m, blas_int* n, blas_int* k, double* a, blas_int* lda, double* tau, double* work, blas_int* lwork, blas_int* info);
|
||
|
|
|
||
|
|
// Q matrix calculation from QR decomposition (complex matrices)
|
||
|
|
void arma_fortran(arma_cungqr)(blas_int* m, blas_int* n, blas_int* k, void* a, blas_int* lda, void* tau, void* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zungqr)(blas_int* m, blas_int* n, blas_int* k, void* a, blas_int* lda, void* tau, void* work, blas_int* lwork, blas_int* info);
|
||
|
|
|
||
|
|
// SVD (real matrices)
|
||
|
|
void arma_fortran(arma_sgesvd)(char* jobu, char* jobvt, blas_int* m, blas_int* n, float* a, blas_int* lda, float* s, float* u, blas_int* ldu, float* vt, blas_int* ldvt, float* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dgesvd)(char* jobu, char* jobvt, blas_int* m, blas_int* n, double* a, blas_int* lda, double* s, double* u, blas_int* ldu, double* vt, blas_int* ldvt, double* work, blas_int* lwork, blas_int* info);
|
||
|
|
|
||
|
|
// SVD (complex matrices)
|
||
|
|
void arma_fortran(arma_cgesvd)(char* jobu, char* jobvt, blas_int* m, blas_int* n, void* a, blas_int* lda, float* s, void* u, blas_int* ldu, void* vt, blas_int* ldvt, void* work, blas_int* lwork, float* rwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zgesvd)(char* jobu, char* jobvt, blas_int* m, blas_int* n, void* a, blas_int* lda, double* s, void* u, blas_int* ldu, void* vt, blas_int* ldvt, void* work, blas_int* lwork, double* rwork, blas_int* info);
|
||
|
|
|
||
|
|
// SVD (real matrices) by divide and conquer
|
||
|
|
void arma_fortran(arma_sgesdd)(char* jobz, blas_int* m, blas_int* n, float* a, blas_int* lda, float* s, float* u, blas_int* ldu, float* vt, blas_int* ldvt, float* work, blas_int* lwork, blas_int* iwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dgesdd)(char* jobz, blas_int* m, blas_int* n, double* a, blas_int* lda, double* s, double* u, blas_int* ldu, double* vt, blas_int* ldvt, double* work, blas_int* lwork, blas_int* iwork, blas_int* info);
|
||
|
|
|
||
|
|
// SVD (complex matrices) by divide and conquer
|
||
|
|
void arma_fortran(arma_cgesdd)(char* jobz, blas_int* m, blas_int* n, void* a, blas_int* lda, float* s, void* u, blas_int* ldu, void* vt, blas_int* ldvt, void* work, blas_int* lwork, float* rwork, blas_int* iwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zgesdd)(char* jobz, blas_int* m, blas_int* n, void* a, blas_int* lda, double* s, void* u, blas_int* ldu, void* vt, blas_int* ldvt, void* work, blas_int* lwork, double* rwork, blas_int* iwork, blas_int* info);
|
||
|
|
|
||
|
|
// solve system of linear equations (general square matrix)
|
||
|
|
void arma_fortran(arma_sgesv)(blas_int* n, blas_int* nrhs, float* a, blas_int* lda, blas_int* ipiv, float* b, blas_int* ldb, blas_int* info);
|
||
|
|
void arma_fortran(arma_dgesv)(blas_int* n, blas_int* nrhs, double* a, blas_int* lda, blas_int* ipiv, double* b, blas_int* ldb, blas_int* info);
|
||
|
|
void arma_fortran(arma_cgesv)(blas_int* n, blas_int* nrhs, void* a, blas_int* lda, blas_int* ipiv, void* b, blas_int* ldb, blas_int* info);
|
||
|
|
void arma_fortran(arma_zgesv)(blas_int* n, blas_int* nrhs, void* a, blas_int* lda, blas_int* ipiv, void* b, blas_int* ldb, blas_int* info);
|
||
|
|
|
||
|
|
// solve system of linear equations (general square matrix, advanced form, real matrices)
|
||
|
|
void arma_fortran(arma_sgesvx)(char* fact, char* trans, blas_int* n, blas_int* nrhs, float* a, blas_int* lda, float* af, blas_int* ldaf, blas_int* ipiv, char* equed, float* r, float* c, float* b, blas_int* ldb, float* x, blas_int* ldx, float* rcond, float* ferr, float* berr, float* work, blas_int* iwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dgesvx)(char* fact, char* trans, blas_int* n, blas_int* nrhs, double* a, blas_int* lda, double* af, blas_int* ldaf, blas_int* ipiv, char* equed, double* r, double* c, double* b, blas_int* ldb, double* x, blas_int* ldx, double* rcond, double* ferr, double* berr, double* work, blas_int* iwork, blas_int* info);
|
||
|
|
|
||
|
|
// solve system of linear equations (general square matrix, advanced form, complex matrices)
|
||
|
|
void arma_fortran(arma_cgesvx)(char* fact, char* trans, blas_int* n, blas_int* nrhs, void* a, blas_int* lda, void* af, blas_int* ldaf, blas_int* ipiv, char* equed, float* r, float* c, void* b, blas_int* ldb, void* x, blas_int* ldx, float* rcond, float* ferr, float* berr, void* work, float* rwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zgesvx)(char* fact, char* trans, blas_int* n, blas_int* nrhs, void* a, blas_int* lda, void* af, blas_int* ldaf, blas_int* ipiv, char* equed, double* r, double* c, void* b, blas_int* ldb, void* x, blas_int* ldx, double* rcond, double* ferr, double* berr, void* work, double* rwork, blas_int* info);
|
||
|
|
|
||
|
|
// solve over/under-determined system of linear equations
|
||
|
|
void arma_fortran(arma_sgels)(char* trans, blas_int* m, blas_int* n, blas_int* nrhs, float* a, blas_int* lda, float* b, blas_int* ldb, float* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dgels)(char* trans, blas_int* m, blas_int* n, blas_int* nrhs, double* a, blas_int* lda, double* b, blas_int* ldb, double* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_cgels)(char* trans, blas_int* m, blas_int* n, blas_int* nrhs, void* a, blas_int* lda, void* b, blas_int* ldb, void* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zgels)(char* trans, blas_int* m, blas_int* n, blas_int* nrhs, void* a, blas_int* lda, void* b, blas_int* ldb, void* work, blas_int* lwork, blas_int* info);
|
||
|
|
|
||
|
|
// approximately solve system of linear equations using svd (real)
|
||
|
|
void arma_fortran(arma_sgelsd)(blas_int* m, blas_int* n, blas_int* nrhs, float* a, blas_int* lda, float* b, blas_int* ldb, float* S, float* rcond, blas_int* rank, float* work, blas_int* lwork, blas_int* iwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dgelsd)(blas_int* m, blas_int* n, blas_int* nrhs, double* a, blas_int* lda, double* b, blas_int* ldb, double* S, double* rcond, blas_int* rank, double* work, blas_int* lwork, blas_int* iwork, blas_int* info);
|
||
|
|
|
||
|
|
// approximately solve system of linear equations using svd (complex)
|
||
|
|
void arma_fortran(arma_cgelsd)(blas_int* m, blas_int* n, blas_int* nrhs, void* a, blas_int* lda, void* b, blas_int* ldb, float* S, float* rcond, blas_int* rank, void* work, blas_int* lwork, float* rwork, blas_int* iwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zgelsd)(blas_int* m, blas_int* n, blas_int* nrhs, void* a, blas_int* lda, void* b, blas_int* ldb, double* S, double* rcond, blas_int* rank, void* work, blas_int* lwork, double* rwork, blas_int* iwork, blas_int* info);
|
||
|
|
|
||
|
|
// solve system of linear equations (triangular matrix)
|
||
|
|
void arma_fortran(arma_strtrs)(char* uplo, char* trans, char* diag, blas_int* n, blas_int* nrhs, const float* a, blas_int* lda, float* b, blas_int* ldb, blas_int* info);
|
||
|
|
void arma_fortran(arma_dtrtrs)(char* uplo, char* trans, char* diag, blas_int* n, blas_int* nrhs, const double* a, blas_int* lda, double* b, blas_int* ldb, blas_int* info);
|
||
|
|
void arma_fortran(arma_ctrtrs)(char* uplo, char* trans, char* diag, blas_int* n, blas_int* nrhs, const void* a, blas_int* lda, void* b, blas_int* ldb, blas_int* info);
|
||
|
|
void arma_fortran(arma_ztrtrs)(char* uplo, char* trans, char* diag, blas_int* n, blas_int* nrhs, const void* a, blas_int* lda, void* b, blas_int* ldb, blas_int* info);
|
||
|
|
|
||
|
|
// Schur decomposition (real matrices)
|
||
|
|
void arma_fortran(arma_sgees)(char* jobvs, char* sort, void* select, blas_int* n, float* a, blas_int* lda, blas_int* sdim, float* wr, float* wi, float* vs, blas_int* ldvs, float* work, blas_int* lwork, blas_int* bwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dgees)(char* jobvs, char* sort, void* select, blas_int* n, double* a, blas_int* lda, blas_int* sdim, double* wr, double* wi, double* vs, blas_int* ldvs, double* work, blas_int* lwork, blas_int* bwork, blas_int* info);
|
||
|
|
|
||
|
|
// Schur decomposition (complex matrices)
|
||
|
|
void arma_fortran(arma_cgees)(char* jobvs, char* sort, void* select, blas_int* n, void* a, blas_int* lda, blas_int* sdim, void* w, void* vs, blas_int* ldvs, void* work, blas_int* lwork, float* rwork, blas_int* bwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zgees)(char* jobvs, char* sort, void* select, blas_int* n, void* a, blas_int* lda, blas_int* sdim, void* w, void* vs, blas_int* ldvs, void* work, blas_int* lwork, double* rwork, blas_int* bwork, blas_int* info);
|
||
|
|
|
||
|
|
// solve a Sylvester equation ax + xb = c, with a and b assumed to be in Schur form
|
||
|
|
void arma_fortran(arma_strsyl)(char* transa, char* transb, blas_int* isgn, blas_int* m, blas_int* n, const float* a, blas_int* lda, const float* b, blas_int* ldb, float* c, blas_int* ldc, float* scale, blas_int* info);
|
||
|
|
void arma_fortran(arma_dtrsyl)(char* transa, char* transb, blas_int* isgn, blas_int* m, blas_int* n, const double* a, blas_int* lda, const double* b, blas_int* ldb, double* c, blas_int* ldc, double* scale, blas_int* info);
|
||
|
|
void arma_fortran(arma_ctrsyl)(char* transa, char* transb, blas_int* isgn, blas_int* m, blas_int* n, const void* a, blas_int* lda, const void* b, blas_int* ldb, void* c, blas_int* ldc, float* scale, blas_int* info);
|
||
|
|
void arma_fortran(arma_ztrsyl)(char* transa, char* transb, blas_int* isgn, blas_int* m, blas_int* n, const void* a, blas_int* lda, const void* b, blas_int* ldb, void* c, blas_int* ldc, double* scale, blas_int* info);
|
||
|
|
|
||
|
|
void arma_fortran(arma_ssytrf)(char* uplo, blas_int* n, float* a, blas_int* lda, blas_int* ipiv, float* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dsytrf)(char* uplo, blas_int* n, double* a, blas_int* lda, blas_int* ipiv, double* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_csytrf)(char* uplo, blas_int* n, void* a, blas_int* lda, blas_int* ipiv, void* work, blas_int* lwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zsytrf)(char* uplo, blas_int* n, void* a, blas_int* lda, blas_int* ipiv, void* work, blas_int* lwork, blas_int* info);
|
||
|
|
|
||
|
|
void arma_fortran(arma_ssytri)(char* uplo, blas_int* n, float* a, blas_int* lda, blas_int* ipiv, float* work, blas_int* info);
|
||
|
|
void arma_fortran(arma_dsytri)(char* uplo, blas_int* n, double* a, blas_int* lda, blas_int* ipiv, double* work, blas_int* info);
|
||
|
|
void arma_fortran(arma_csytri)(char* uplo, blas_int* n, void* a, blas_int* lda, blas_int* ipiv, void* work, blas_int* info);
|
||
|
|
void arma_fortran(arma_zsytri)(char* uplo, blas_int* n, void* a, blas_int* lda, blas_int* ipiv, void* work, blas_int* info);
|
||
|
|
|
||
|
|
// QZ decomposition (real matrices)
|
||
|
|
void arma_fortran(arma_sgges)(char* jobvsl, char* jobvsr, char* sort, void* selctg, blas_int* n, float* a, blas_int* lda, float* b, blas_int* ldb, blas_int* sdim, float* alphar, float* alphai, float* beta, float* vsl, blas_int* ldvsl, float* vsr, blas_int* ldvsr, float* work, blas_int* lwork, float* bwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_dgges)(char* jobvsl, char* jobvsr, char* sort, void* selctg, blas_int* n, double* a, blas_int* lda, double* b, blas_int* ldb, blas_int* sdim, double* alphar, double* alphai, double* beta, double* vsl, blas_int* ldvsl, double* vsr, blas_int* ldvsr, double* work, blas_int* lwork, double* bwork, blas_int* info);
|
||
|
|
|
||
|
|
// QZ decomposition (complex matrices)
|
||
|
|
void arma_fortran(arma_cgges)(char* jobvsl, char* jobvsr, char* sort, void* selctg, blas_int* n, void* a, blas_int* lda, void* b, blas_int* ldb, blas_int* sdim, void* alpha, void* beta, void* vsl, blas_int* ldvsl, void* vsr, blas_int* ldvsr, void* work, blas_int* lwork, float* rwork, float* bwork, blas_int* info);
|
||
|
|
void arma_fortran(arma_zgges)(char* jobvsl, char* jobvsr, char* sort, void* selctg, blas_int* n, void* a, blas_int* lda, void* b, blas_int* ldb, blas_int* sdim, void* alpha, void* beta, void* vsl, blas_int* ldvsl, void* vsr, blas_int* ldvsr, void* work, blas_int* lwork, double* rwork, double* bwork, blas_int* info);
|
||
|
|
|
||
|
|
// 1-norm
|
||
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float arma_fortran(arma_slange)(char* norm, blas_int* m, blas_int* n, float* a, blas_int* lda, float* work);
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double arma_fortran(arma_dlange)(char* norm, blas_int* m, blas_int* n, double* a, blas_int* lda, double* work);
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float arma_fortran(arma_clange)(char* norm, blas_int* m, blas_int* n, void* a, blas_int* lda, float* work);
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double arma_fortran(arma_zlange)(char* norm, blas_int* m, blas_int* n, void* a, blas_int* lda, double* work);
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// reciprocal of condition number (real)
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void arma_fortran(arma_sgecon)(char* norm, blas_int* n, float* a, blas_int* lda, float* anorm, float* rcond, float* work, blas_int* iwork, blas_int* info);
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void arma_fortran(arma_dgecon)(char* norm, blas_int* n, double* a, blas_int* lda, double* anorm, double* rcond, double* work, blas_int* iwork, blas_int* info);
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// reciprocal of condition number (complex)
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void arma_fortran(arma_cgecon)(char* norm, blas_int* n, void* a, blas_int* lda, float* anorm, float* rcond, void* work, float* rwork, blas_int* info);
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void arma_fortran(arma_zgecon)(char* norm, blas_int* n, void* a, blas_int* lda, double* anorm, double* rcond, void* work, double* rwork, blas_int* info);
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// obtain parameters according to the local configuration of lapack
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blas_int arma_fortran(arma_ilaenv)(blas_int* ispec, char* name, char* opts, blas_int* n1, blas_int* n2, blas_int* n3, blas_int* n4);
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}
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#endif
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