-
Notifications
You must be signed in to change notification settings - Fork 65
/
eigh.rs
164 lines (151 loc) · 5.83 KB
/
eigh.rs
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
//! Eigenvalue decomposition for Symmetric/Hermite matrices
use super::*;
use crate::{error::*, layout::MatrixLayout};
use cauchy::*;
use num_traits::{ToPrimitive, Zero};
pub trait Eigh_: Scalar {
/// Wraps `*syev` for real and `*heev` for complex
fn eigh(
calc_eigenvec: bool,
layout: MatrixLayout,
uplo: UPLO,
a: &mut [Self],
) -> Result<Vec<Self::Real>>;
/// Wraps `*sygv` for real and `*hegv` for complex
fn eigh_generalized(
calc_eigenvec: bool,
layout: MatrixLayout,
uplo: UPLO,
a: &mut [Self],
b: &mut [Self],
) -> Result<Vec<Self::Real>>;
}
macro_rules! impl_eigh {
(@real, $scalar:ty, $ev:path, $evg:path) => {
impl_eigh!(@body, $scalar, $ev, $evg, );
};
(@complex, $scalar:ty, $ev:path, $evg:path) => {
impl_eigh!(@body, $scalar, $ev, $evg, rwork);
};
(@body, $scalar:ty, $ev:path, $evg:path, $($rwork_ident:ident),*) => {
impl Eigh_ for $scalar {
fn eigh(
calc_v: bool,
layout: MatrixLayout,
uplo: UPLO,
a: &mut [Self],
) -> Result<Vec<Self::Real>> {
assert_eq!(layout.len(), layout.lda());
let n = layout.len();
let jobz = if calc_v { EigenVectorFlag::Calc } else { EigenVectorFlag::Not };
let mut eigs: Vec<MaybeUninit<Self::Real>> = unsafe { vec_uninit(n as usize) };
$(
let mut $rwork_ident: Vec<MaybeUninit<Self::Real>> = unsafe { vec_uninit(3 * n as usize - 2 as usize) };
)*
// calc work size
let mut info = 0;
let mut work_size = [Self::zero()];
unsafe {
$ev(
jobz.as_ptr() ,
uplo.as_ptr(),
&n,
AsPtr::as_mut_ptr(a),
&n,
AsPtr::as_mut_ptr(&mut eigs),
AsPtr::as_mut_ptr(&mut work_size),
&(-1),
$(AsPtr::as_mut_ptr(&mut $rwork_ident),)*
&mut info,
);
}
info.as_lapack_result()?;
// actual ev
let lwork = work_size[0].to_usize().unwrap();
let mut work: Vec<MaybeUninit<Self>> = unsafe { vec_uninit(lwork) };
let lwork = lwork as i32;
unsafe {
$ev(
jobz.as_ptr(),
uplo.as_ptr(),
&n,
AsPtr::as_mut_ptr(a),
&n,
AsPtr::as_mut_ptr(&mut eigs),
AsPtr::as_mut_ptr(&mut work),
&lwork,
$(AsPtr::as_mut_ptr(&mut $rwork_ident),)*
&mut info,
);
}
info.as_lapack_result()?;
let eigs = unsafe { eigs.assume_init() };
Ok(eigs)
}
fn eigh_generalized(
calc_v: bool,
layout: MatrixLayout,
uplo: UPLO,
a: &mut [Self],
b: &mut [Self],
) -> Result<Vec<Self::Real>> {
assert_eq!(layout.len(), layout.lda());
let n = layout.len();
let jobz = if calc_v { EigenVectorFlag::Calc } else { EigenVectorFlag::Not };
let mut eigs: Vec<MaybeUninit<Self::Real>> = unsafe { vec_uninit(n as usize) };
$(
let mut $rwork_ident: Vec<MaybeUninit<Self::Real>> = unsafe { vec_uninit(3 * n as usize - 2) };
)*
// calc work size
let mut info = 0;
let mut work_size = [Self::zero()];
unsafe {
$evg(
&1, // ITYPE A*x = (lambda)*B*x
jobz.as_ptr(),
uplo.as_ptr(),
&n,
AsPtr::as_mut_ptr(a),
&n,
AsPtr::as_mut_ptr(b),
&n,
AsPtr::as_mut_ptr(&mut eigs),
AsPtr::as_mut_ptr(&mut work_size),
&(-1),
$(AsPtr::as_mut_ptr(&mut $rwork_ident),)*
&mut info,
);
}
info.as_lapack_result()?;
// actual evg
let lwork = work_size[0].to_usize().unwrap();
let mut work: Vec<MaybeUninit<Self>> = unsafe { vec_uninit(lwork) };
let lwork = lwork as i32;
unsafe {
$evg(
&1, // ITYPE A*x = (lambda)*B*x
jobz.as_ptr(),
uplo.as_ptr(),
&n,
AsPtr::as_mut_ptr(a),
&n,
AsPtr::as_mut_ptr(b),
&n,
AsPtr::as_mut_ptr(&mut eigs),
AsPtr::as_mut_ptr(&mut work),
&lwork,
$(AsPtr::as_mut_ptr(&mut $rwork_ident),)*
&mut info,
);
}
info.as_lapack_result()?;
let eigs = unsafe { eigs.assume_init() };
Ok(eigs)
}
}
};
} // impl_eigh!
impl_eigh!(@real, f64, lapack_sys::dsyev_, lapack_sys::dsygv_);
impl_eigh!(@real, f32, lapack_sys::ssyev_, lapack_sys::ssygv_);
impl_eigh!(@complex, c64, lapack_sys::zheev_, lapack_sys::zhegv_);
impl_eigh!(@complex, c32, lapack_sys::cheev_, lapack_sys::chegv_);