linalg.h

Go to the documentation of this file.

 
#pragma once
 
#include "matrix.h"
 
#ifdef USE_MKL
static const int kUseMKL = 1;
#else
static const int kUseMKL = 0;
#endif
 
#ifdef USE_EIGEN
static const int kUseEigen = 1;
#else
static const int kUseEigen = 0;
#endif
 
#ifdef USE_CLAP
static const int kUseClap = 1;
#else
static const int kUseClap = 0;
#endif
 
#ifdef USE_BLAS
static const int kUseBLAS = 1;
#else
static const int kUseBLAS = 0;
#endif
 
typedef struct {
  char uplo;     
  int success;   
  char lib;      
  void* fact;    
  int is_freed;  
} CholeskyInfo;
 
CholeskyInfo DefaultCholeskyInfo();
 
void FreeFactorization(CholeskyInfo* cholinfo);
 
enum MatrixLinearAlgebraLibrary {
  libBLAS = 0,
  libMKL = 1,
  libEigen = 2,
  libInternal = 3,
};
 
int MatrixAddition(Matrix* A, Matrix* B, double alpha);
 
int MatrixCholeskyFactorize(Matrix* mat);
 
int MatrixCholeskyFactorizeWithInfo(Matrix* mat, CholeskyInfo* cholinfo);
 
int MatrixCholeskySolve(Matrix* A, Matrix* b);
 
int MatrixCholeskySolveWithInfo(Matrix* A, Matrix* b, CholeskyInfo* cholinfo);
 
void MatrixMultiply(Matrix* A, Matrix* B, Matrix* C, bool tA, bool tB, double alpha,
                    double beta);
 
void MatrixSymmetricMultiply(Matrix* Asym, Matrix* B, Matrix* C, double alpha, double beta);
 
void MatrixCopyDiagonal(Matrix* dest, Matrix* src);
 
enum MatrixLinearAlgebraLibrary MatrixGetLinearAlgebraLibrary();
 
void MatrixPrintLinearAlgebraLibrary();