include/blasfeo_d_blas.h - RealtimeRoboticsGroup/test - Gitiles

 /**************************************************************************************************
 *                                                                                                 *
 * This file is part of BLASFEO.                                                                   *
 *                                                                                                 *
 * BLASFEO -- BLAS For Embedded Optimization.                                                      *
 * Copyright (C) 2016-2017 by Gianluca Frison.                                                     *
 * Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl.              *
 * All rights reserved.                                                                            *
 *                                                                                                 *
 * HPMPC is free software; you can redistribute it and/or                                          *
 * modify it under the terms of the GNU Lesser General Public                                      *
 * License as published by the Free Software Foundation; either                                    *
 * version 2.1 of the License, or (at your option) any later version.                              *
 *                                                                                                 *
 * HPMPC is distributed in the hope that it will be useful,                                        *
 * but WITHOUT ANY WARRANTY; without even the implied warranty of                                  *
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.                                            *
 * See the GNU Lesser General Public License for more details.                                     *
 *                                                                                                 *
 * You should have received a copy of the GNU Lesser General Public                                *
 * License along with HPMPC; if not, write to the Free Software                                    *
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA                  *
 *                                                                                                 *
 * Author: Gianluca Frison, giaf (at) dtu.dk                                                       *
 *                          gianluca.frison (at) imtek.uni-freiburg.de                             *
 *                                                                                                 *
 **************************************************************************************************/


 #ifdef __cplusplus
 extern "C" {
 #endif


 //
 // level 1 BLAS
 //

 // y = y + alpha*x
 void daxpy_libstr(int kmax, double alpha, struct d_strvec *sx, int xi, struct d_strvec *sy, int yi, struct d_strvec *sz, int zi);
 // z = x .* y, return sum(z) = x^T * y
 double dvecmuldot_libstr(int m, struct d_strvec *sx, int xi, struct d_strvec *sy, int yi, struct d_strvec *sz, int zi);
 // return x^T * y
 double ddot_libstr(int m, struct d_strvec *sx, int xi, struct d_strvec *sy, int yi);


 //
 // level 2 BLAS
 //

 // dense

 // z <= beta * y + alpha * A * x
 void dgemv_n_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, double beta, struct d_strvec *sy, int yi, struct d_strvec *sz, int zi);
 // z <= beta * y + alpha * A' * x
 void dgemv_t_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, double beta, struct d_strvec *sy, int yi, struct d_strvec *sz, int zi);
 // y <= inv( A ) * x, A (m)x(n)
 void dtrsv_lnn_mn_libstr(int m, int n, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // y <= inv( A' ) * x, A (m)x(n)
 void dtrsv_ltn_mn_libstr(int m, int n, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // y <= inv( A ) * x, A (m)x(m) lower, not_transposed, not_unit
 void dtrsv_lnn_libstr(int m, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // y <= inv( A ) * x, A (m)x(m) lower, not_transposed, unit
 void dtrsv_lnu_libstr(int m, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // y <= inv( A' ) * x, A (m)x(m) lower, transposed, not_unit
 void dtrsv_ltn_libstr(int m, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // y <= inv( A' ) * x, A (m)x(m) lower, transposed, unit
 void dtrsv_ltu_libstr(int m, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // y <= inv( A' ) * x, A (m)x(m) upper, not_transposed, not_unit
 void dtrsv_unn_libstr(int m, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // y <= inv( A' ) * x, A (m)x(m) upper, transposed, not_unit
 void dtrsv_utn_libstr(int m, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // z <= beta * y + alpha * A * x ; A upper triangular
 void dtrmv_unn_libstr(int m, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // z <= A' * x ; A upper triangular
 void dtrmv_utn_libstr(int m, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // z <= A * x ; A lower triangular
 void dtrmv_lnn_libstr(int m, int n, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // z <= A' * x ; A lower triangular
 void dtrmv_ltn_libstr(int m, int n, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, struct d_strvec *sz, int zi);
 // z_n <= beta_n * y_n + alpha_n * A  * x_n
 // z_t <= beta_t * y_t + alpha_t * A' * x_t
 void dgemv_nt_libstr(int m, int n, double alpha_n, double alpha_t, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx_n, int xi_n, struct d_strvec *sx_t, int xi_t, double beta_n, double beta_t, struct d_strvec *sy_n, int yi_n, struct d_strvec *sy_t, int yi_t, struct d_strvec *sz_n, int zi_n, struct d_strvec *sz_t, int zi_t);
 // z <= beta * y + alpha * A * x, where A is symmetric and only the lower triangular patr of A is accessed
 void dsymv_l_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strvec *sx, int xi, double beta, struct d_strvec *sy, int yi, struct d_strvec *sz, int zi);

 // diagonal

 // z <= beta * y + alpha * A * x, A diagonal
 void dgemv_diag_libstr(int m, double alpha, struct d_strvec *sA, int ai, struct d_strvec *sx, int xi, double beta, struct d_strvec *sy, int yi, struct d_strvec *sz, int zi);


 //
 // level 3 BLAS
 //

 // dense

 // D <= beta * C + alpha * A * B^T
 void dgemm_nt_libstr(int m, int n, int k, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, double beta, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);
 // D <= beta * C + alpha * A * B
 void dgemm_nn_libstr(int m, int n, int k, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, double beta, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);
 // D <= beta * C + alpha * A * B^T ; C, D lower triangular
 void dsyrk_ln_libstr(int m, int k, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, double beta, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);
 void dsyrk_ln_mn_libstr(int m, int n, int k, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, double beta, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);
 // D <= alpha * B * A^T ; B upper triangular
 void dtrmm_rutn_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
 // D <= alpha * B * A ; A lower triangular
 void dtrmm_rlnn_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
 // D <= alpha * B * A^{-T} , with A lower triangular employing explicit inverse of diagonal
 void dtrsm_rltn_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
 // D <= alpha * B * A^{-T} , with A lower triangular with unit diagonal
 void dtrsm_rltu_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
 // D <= alpha * B * A^{-T} , with A upper triangular employing explicit inverse of diagonal
 void dtrsm_rutn_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
 // D <= alpha * A^{-1} * B , with A lower triangular with unit diagonal
 void dtrsm_llnu_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
 // D <= alpha * A^{-1} * B , with A upper triangular employing explicit inverse of diagonal
 void dtrsm_lunn_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, struct d_strmat *sD, int di, int dj);

 // diagonal

 // D <= alpha * A * B + beta * C, with A diagonal (stored as strvec)
 void dgemm_diag_left_ib(int m, int n, double alpha, double *dA, double *pB, int sdb, double beta, double *pC, int sdc, double *pD, int sdd);
 void dgemm_l_diag_libstr(int m, int n, double alpha, struct d_strvec *sA, int ai, struct d_strmat *sB, int bi, int bj, double beta, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);
 // D <= alpha * A * B + beta * C, with B diagonal (stored as strvec)
 void dgemm_r_diag_libstr(int m, int n, double alpha, struct d_strmat *sA, int ai, int aj, struct d_strvec *sB, int bi, double beta, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);


 //
 // LAPACK
 //

 // D <= chol( C ) ; C, D lower triangular
 void dpotrf_l_libstr(int m, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);
 void dpotrf_l_mn_libstr(int m, int n, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);
 // D <= chol( C + A * B' ) ; C, D lower triangular
 void dsyrk_dpotrf_ln_libstr(int m, int n, int k, struct d_strmat *sA, int ai, int aj, struct d_strmat *sB, int bi, int bj, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);
 // D <= lu( C ) ; no pivoting
 void dgetrf_nopivot_libstr(int m, int n, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj);
 // D <= lu( C ) ; pivoting
 void dgetrf_libstr(int m, int n, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj, int *ipiv);
 // D <= qr( C )
 void dgeqrf_libstr(int m, int n, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj, void *work);
 int dgeqrf_work_size_libstr(int m, int n); // in bytes
 // D <= lq( C )
 void dgelqf_libstr(int m, int n, struct d_strmat *sC, int ci, int cj, struct d_strmat *sD, int di, int dj, void *work);
 int dgelqf_work_size_libstr(int m, int n); // in bytes


 #ifdef __cplusplus
 }
 #endif
	/**************************************************************************************************
	* *
	* This file is part of BLASFEO. *
	* *
	* BLASFEO -- BLAS For Embedded Optimization. *
	* Copyright (C) 2016-2017 by Gianluca Frison. *
	* Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl. *
	* All rights reserved. *
	* *
	* HPMPC is free software; you can redistribute it and/or *
	* modify it under the terms of the GNU Lesser General Public *
	* License as published by the Free Software Foundation; either *
	* version 2.1 of the License, or (at your option) any later version. *
	* *
	* HPMPC is distributed in the hope that it will be useful, *
	* but WITHOUT ANY WARRANTY; without even the implied warranty of *
	* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. *
	* See the GNU Lesser General Public License for more details. *
	* *
	* You should have received a copy of the GNU Lesser General Public *
	* License along with HPMPC; if not, write to the Free Software *
	* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA *
	* *
	* Author: Gianluca Frison, giaf (at) dtu.dk *
	* gianluca.frison (at) imtek.uni-freiburg.de *
	* *
	**************************************************************************************************/



	#ifdef __cplusplus
	extern "C" {
	#endif



	//
	// level 1 BLAS
	//

	// y = y + alpha*x
	void daxpy_libstr(int kmax, double alpha, struct d_strvec sx, int xi, struct d_strvec sy, int yi, struct d_strvec *sz, int zi);
	// z = x .* y, return sum(z) = x^T * y
	double dvecmuldot_libstr(int m, struct d_strvec sx, int xi, struct d_strvec sy, int yi, struct d_strvec *sz, int zi);
	// return x^T * y
	double ddot_libstr(int m, struct d_strvec sx, int xi, struct d_strvec sy, int yi);



	//
	// level 2 BLAS
	//

	// dense

	// z <= beta * y + alpha * A * x
	void dgemv_n_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, double beta, struct d_strvec sy, int yi, struct d_strvec sz, int zi);
	// z <= beta * y + alpha * A' * x
	void dgemv_t_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, double beta, struct d_strvec sy, int yi, struct d_strvec sz, int zi);
	// y <= inv( A ) * x, A (m)x(n)
	void dtrsv_lnn_mn_libstr(int m, int n, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// y <= inv( A' ) * x, A (m)x(n)
	void dtrsv_ltn_mn_libstr(int m, int n, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// y <= inv( A ) * x, A (m)x(m) lower, not_transposed, not_unit
	void dtrsv_lnn_libstr(int m, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// y <= inv( A ) * x, A (m)x(m) lower, not_transposed, unit
	void dtrsv_lnu_libstr(int m, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// y <= inv( A' ) * x, A (m)x(m) lower, transposed, not_unit
	void dtrsv_ltn_libstr(int m, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// y <= inv( A' ) * x, A (m)x(m) lower, transposed, unit
	void dtrsv_ltu_libstr(int m, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// y <= inv( A' ) * x, A (m)x(m) upper, not_transposed, not_unit
	void dtrsv_unn_libstr(int m, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// y <= inv( A' ) * x, A (m)x(m) upper, transposed, not_unit
	void dtrsv_utn_libstr(int m, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// z <= beta * y + alpha * A * x ; A upper triangular
	void dtrmv_unn_libstr(int m, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// z <= A' * x ; A upper triangular
	void dtrmv_utn_libstr(int m, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// z <= A * x ; A lower triangular
	void dtrmv_lnn_libstr(int m, int n, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// z <= A' * x ; A lower triangular
	void dtrmv_ltn_libstr(int m, int n, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, struct d_strvec *sz, int zi);
	// z_n <= beta_n * y_n + alpha_n * A * x_n
	// z_t <= beta_t * y_t + alpha_t * A' * x_t
	void dgemv_nt_libstr(int m, int n, double alpha_n, double alpha_t, struct d_strmat sA, int ai, int aj, struct d_strvec sx_n, int xi_n, struct d_strvec sx_t, int xi_t, double beta_n, double beta_t, struct d_strvec sy_n, int yi_n, struct d_strvec sy_t, int yi_t, struct d_strvec sz_n, int zi_n, struct d_strvec *sz_t, int zi_t);
	// z <= beta * y + alpha * A * x, where A is symmetric and only the lower triangular patr of A is accessed
	void dsymv_l_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strvec sx, int xi, double beta, struct d_strvec sy, int yi, struct d_strvec sz, int zi);

	// diagonal

	// z <= beta * y + alpha * A * x, A diagonal
	void dgemv_diag_libstr(int m, double alpha, struct d_strvec sA, int ai, struct d_strvec sx, int xi, double beta, struct d_strvec sy, int yi, struct d_strvec sz, int zi);



	//
	// level 3 BLAS
	//

	// dense

	// D <= beta * C + alpha * A * B^T
	void dgemm_nt_libstr(int m, int n, int k, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, double beta, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);
	// D <= beta * C + alpha * A * B
	void dgemm_nn_libstr(int m, int n, int k, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, double beta, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);
	// D <= beta * C + alpha * A * B^T ; C, D lower triangular
	void dsyrk_ln_libstr(int m, int k, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, double beta, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);
	void dsyrk_ln_mn_libstr(int m, int n, int k, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, double beta, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);
	// D <= alpha * B * A^T ; B upper triangular
	void dtrmm_rutn_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
	// D <= alpha * B * A ; A lower triangular
	void dtrmm_rlnn_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
	// D <= alpha * B * A^{-T} , with A lower triangular employing explicit inverse of diagonal
	void dtrsm_rltn_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
	// D <= alpha * B * A^{-T} , with A lower triangular with unit diagonal
	void dtrsm_rltu_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
	// D <= alpha * B * A^{-T} , with A upper triangular employing explicit inverse of diagonal
	void dtrsm_rutn_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
	// D <= alpha * A^{-1} * B , with A lower triangular with unit diagonal
	void dtrsm_llnu_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, struct d_strmat *sD, int di, int dj);
	// D <= alpha * A^{-1} * B , with A upper triangular employing explicit inverse of diagonal
	void dtrsm_lunn_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, struct d_strmat *sD, int di, int dj);

	// diagonal

	// D <= alpha * A * B + beta * C, with A diagonal (stored as strvec)
	void dgemm_diag_left_ib(int m, int n, double alpha, double dA, double pB, int sdb, double beta, double pC, int sdc, double pD, int sdd);
	void dgemm_l_diag_libstr(int m, int n, double alpha, struct d_strvec sA, int ai, struct d_strmat sB, int bi, int bj, double beta, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);
	// D <= alpha * A * B + beta * C, with B diagonal (stored as strvec)
	void dgemm_r_diag_libstr(int m, int n, double alpha, struct d_strmat sA, int ai, int aj, struct d_strvec sB, int bi, double beta, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);



	//
	// LAPACK
	//

	// D <= chol( C ) ; C, D lower triangular
	void dpotrf_l_libstr(int m, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);
	void dpotrf_l_mn_libstr(int m, int n, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);
	// D <= chol( C + A * B' ) ; C, D lower triangular
	void dsyrk_dpotrf_ln_libstr(int m, int n, int k, struct d_strmat sA, int ai, int aj, struct d_strmat sB, int bi, int bj, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);
	// D <= lu( C ) ; no pivoting
	void dgetrf_nopivot_libstr(int m, int n, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj);
	// D <= lu( C ) ; pivoting
	void dgetrf_libstr(int m, int n, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj, int *ipiv);
	// D <= qr( C )
	void dgeqrf_libstr(int m, int n, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj, void *work);
	int dgeqrf_work_size_libstr(int m, int n); // in bytes
	// D <= lq( C )
	void dgelqf_libstr(int m, int n, struct d_strmat sC, int ci, int cj, struct d_strmat sD, int di, int dj, void *work);
	int dgelqf_work_size_libstr(int m, int n); // in bytes



	#ifdef __cplusplus
	}
	#endif