Austin Schuh | 9a24b37 | 2018-01-28 16:12:29 -0800 | [diff] [blame^] | 1 | /************************************************************************************************** |
| 2 | * * |
| 3 | * This file is part of HPMPC. * |
| 4 | * * |
| 5 | * HPMPC -- Library for High-Performance implementation of solvers for MPC. * |
| 6 | * Copyright (C) 2014-2015 by Technical University of Denmark. All rights reserved. * |
| 7 | * * |
| 8 | * HPMPC is free software; you can redistribute it and/or * |
| 9 | * modify it under the terms of the GNU Lesser General Public * |
| 10 | * License as published by the Free Software Foundation; either * |
| 11 | * version 2.1 of the License, or (at your option) any later version. * |
| 12 | * * |
| 13 | * HPMPC is distributed in the hope that it will be useful, * |
| 14 | * but WITHOUT ANY WARRANTY; without even the implied warranty of * |
| 15 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * |
| 16 | * See the GNU Lesser General Public License for more details. * |
| 17 | * * |
| 18 | * You should have received a copy of the GNU Lesser General Public * |
| 19 | * License along with HPMPC; if not, write to the Free Software * |
| 20 | * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA * |
| 21 | * * |
| 22 | * Author: Gianluca Frison, giaf (at) dtu.dk * |
| 23 | * * |
| 24 | **************************************************************************************************/ |
| 25 | |
| 26 | #include <stdio.h> |
| 27 | #include <stdlib.h> |
| 28 | #include <math.h> |
| 29 | |
| 30 | //#include "../include/aux_d.h" |
| 31 | |
| 32 | //void dgemm_(char *transa, char *transb, int *m, int *n, int *k, double *alpha, double *A, int *lda, double *B, int *ldb, double *beta, double *C, int *ldc); |
| 33 | //void dgesv_(int *n, int *nrhs, double *A, int *lda, int *ipiv, double *B, int *ldb, int *info); |
| 34 | //void dcopy_(int *n, double *dx, int *incx, double *dy, int *incy); |
| 35 | //void daxpy_(int *n, double *da, double *dx, int *incx, double *dy, int *incy); |
| 36 | //void dscal_(int *n, double *da, double *dx, int *incx); |
| 37 | |
| 38 | int posix_memalign(void **memptr, size_t alignment, size_t size); |
| 39 | |
| 40 | |
| 41 | |
| 42 | /************************************************ |
| 43 | matrix-matrix multiplication |
| 44 | ************************************************/ |
| 45 | void dgemm_nn_3l(int m, int n, int k, double *A, int lda , double *B, int ldb, double *C, int ldc) |
| 46 | { |
| 47 | |
| 48 | int ii, jj, kk; |
| 49 | |
| 50 | for(jj=0; jj<n; jj++) |
| 51 | { |
| 52 | for(ii=0; ii<m; ii++) |
| 53 | { |
| 54 | C[ii+ldc*jj] = 0; |
| 55 | for(kk=0; kk<k; kk++) |
| 56 | { |
| 57 | C[ii+ldc*jj] += A[ii+lda*kk] * B[kk+ldb*jj]; |
| 58 | } |
| 59 | } |
| 60 | } |
| 61 | |
| 62 | return; |
| 63 | |
| 64 | } |
| 65 | |
| 66 | |
| 67 | void daxpy_3l(int n, double da, double *dx, double *dy) |
| 68 | { |
| 69 | int i; |
| 70 | for(i=0; i<n; i++) |
| 71 | { |
| 72 | dy[i] += da*dx[i]; |
| 73 | } |
| 74 | } |
| 75 | |
| 76 | |
| 77 | |
| 78 | void dscal_3l(int n, double da, double *dx) |
| 79 | { |
| 80 | int i; |
| 81 | for(i=0; i<n; i++) |
| 82 | { |
| 83 | dx[i] *= da; |
| 84 | } |
| 85 | } |
| 86 | |
| 87 | |
| 88 | |
| 89 | /************************************************ |
| 90 | Routine that copies a matrix |
| 91 | ************************************************/ |
| 92 | void dmcopy(int row, int col, double *A, int lda, double *B, int ldb) |
| 93 | { |
| 94 | int i, j; |
| 95 | for(j=0; j<col; j++) |
| 96 | { |
| 97 | for(i=0; i<row; i++) |
| 98 | { |
| 99 | B[i+j*ldb] = A[i+j*lda]; |
| 100 | } |
| 101 | } |
| 102 | } |
| 103 | |
| 104 | |
| 105 | |
| 106 | int idamax_3l(int n, double *x) |
| 107 | { |
| 108 | |
| 109 | if(n<=0) |
| 110 | return 0; |
| 111 | if(n==1) |
| 112 | return 0; |
| 113 | |
| 114 | double dabs; |
| 115 | double dmax = (x[0]>0 ? x[0] : -x[0]); |
| 116 | int idmax = 0; |
| 117 | int jj; |
| 118 | for(jj=1; jj<n; jj++) |
| 119 | { |
| 120 | dabs = (x[jj]>0 ? x[jj] : -x[jj]); |
| 121 | if(dabs>dmax) |
| 122 | { |
| 123 | dmax = dabs; |
| 124 | idmax = jj; |
| 125 | } |
| 126 | } |
| 127 | |
| 128 | return idmax; |
| 129 | |
| 130 | } |
| 131 | |
| 132 | |
| 133 | |
| 134 | void dswap_3l(int n, double *x, int incx, double *y, int incy) |
| 135 | { |
| 136 | |
| 137 | if(n<=0) |
| 138 | return; |
| 139 | |
| 140 | double temp; |
| 141 | int jj; |
| 142 | for(jj=0; jj<n; jj++) |
| 143 | { |
| 144 | temp = x[0]; |
| 145 | x[0] = y[0]; |
| 146 | y[0] = temp; |
| 147 | x += incx; |
| 148 | y += incy; |
| 149 | } |
| 150 | |
| 151 | } |
| 152 | |
| 153 | |
| 154 | |
| 155 | void dger_3l(int m, int n, double alpha, double *x, int incx, double *y, int incy, double *A, int lda) |
| 156 | { |
| 157 | |
| 158 | if(m==0 || n==0 || alpha==0.0) |
| 159 | return; |
| 160 | |
| 161 | int i, j; |
| 162 | double *px, *py, temp; |
| 163 | |
| 164 | py = y; |
| 165 | for(j=0; j<n; j++) |
| 166 | { |
| 167 | temp = alpha * py[0]; |
| 168 | px = x; |
| 169 | for(i=0; i<m; i++) |
| 170 | { |
| 171 | A[i+lda*j] += px[0] * temp; |
| 172 | px += incx; |
| 173 | } |
| 174 | py += incy; |
| 175 | } |
| 176 | |
| 177 | return; |
| 178 | |
| 179 | } |
| 180 | |
| 181 | |
| 182 | |
| 183 | void dgetf2_3l(int m, int n, double *A, int lda, int *ipiv, int *info) |
| 184 | { |
| 185 | |
| 186 | if(m<=0 || n<=0) |
| 187 | return; |
| 188 | |
| 189 | int i, j, jp; |
| 190 | |
| 191 | double Ajj; |
| 192 | |
| 193 | int size_min = ( m<n ? m : n ); |
| 194 | |
| 195 | for(j=0; j<size_min; j++) |
| 196 | // find the pivot and test for singularity |
| 197 | { |
| 198 | jp = j + idamax_3l(m-j, &A[j+lda*j]); |
| 199 | ipiv[j] = jp; |
| 200 | if( A[jp+lda*j]!=0) |
| 201 | { |
| 202 | // apply the interchange to columns 0:n-1 |
| 203 | if(jp!=j) |
| 204 | { |
| 205 | dswap_3l(n, &A[j], lda, &A[jp], lda); |
| 206 | } |
| 207 | // compute elements j+1:m-1 of j-th column |
| 208 | if(j<m-1) |
| 209 | { |
| 210 | Ajj = A[j+lda*j]; |
| 211 | if( ( Ajj>0 ? Ajj : -Ajj ) >= 2.22e-16 ) |
| 212 | { |
| 213 | dscal_3l(m-j-1, 1.0/Ajj, &A[j+1+lda*j]); |
| 214 | } |
| 215 | else |
| 216 | { |
| 217 | for(i=j+1; i<m; i++) |
| 218 | { |
| 219 | A[i+lda*j] /= Ajj; |
| 220 | } |
| 221 | } |
| 222 | } |
| 223 | } |
| 224 | else if(*info==0) |
| 225 | { |
| 226 | *info = j+1; |
| 227 | } |
| 228 | |
| 229 | if( j < size_min ) |
| 230 | { |
| 231 | // update trailing submatrix |
| 232 | dger_3l(m-j-1, n-j-1, -1.0, &A[j+1+lda*j], 1, &A[j+lda*(j+1)], lda, &A[j+1+lda*(j+1)], lda); |
| 233 | } |
| 234 | |
| 235 | } |
| 236 | |
| 237 | return; |
| 238 | |
| 239 | } |
| 240 | |
| 241 | |
| 242 | |
| 243 | void dlaswp_3l(int n, double *A, int lda, int k1, int k2, int *ipiv) |
| 244 | { |
| 245 | |
| 246 | int i, j, k, ix, ix0, i1, i2, n32, ip; |
| 247 | double temp; |
| 248 | |
| 249 | ix0 = k1; |
| 250 | i1 = k1; |
| 251 | i2 = k2; |
| 252 | |
| 253 | n32 = (n/32)*32; |
| 254 | if(n32!=0) |
| 255 | { |
| 256 | for(j=0; j<n32; j+=32) |
| 257 | { |
| 258 | ix = ix0; |
| 259 | for(i=i1; i<i2; i++) |
| 260 | { |
| 261 | ip = ipiv[ix]; |
| 262 | if(ip!=i) |
| 263 | { |
| 264 | for(k=j; k<j+32; k++) |
| 265 | { |
| 266 | temp = A[i+lda*k]; |
| 267 | A[i+lda*k] = A[ip+lda*k]; |
| 268 | A[ip+lda*k] = temp; |
| 269 | } |
| 270 | } |
| 271 | ix++; |
| 272 | } |
| 273 | } |
| 274 | } |
| 275 | if(n32!=n) |
| 276 | { |
| 277 | ix = ix0; |
| 278 | for(i=i1; i<i2; i++) |
| 279 | { |
| 280 | ip = ipiv[ix]; |
| 281 | if(ip!=i) |
| 282 | { |
| 283 | for(k=n32; k<n; k++) |
| 284 | { |
| 285 | temp = A[i+lda*k]; |
| 286 | A[i+lda*k] = A[ip+lda*k]; |
| 287 | A[ip+lda*k] = temp; |
| 288 | } |
| 289 | } |
| 290 | ix++; |
| 291 | } |
| 292 | } |
| 293 | |
| 294 | return; |
| 295 | |
| 296 | } |
| 297 | |
| 298 | |
| 299 | |
| 300 | // left lower no-transp unit |
| 301 | void dtrsm_l_l_n_u_3l(int m, int n, double *A, int lda, double *B, int ldb) |
| 302 | { |
| 303 | |
| 304 | if(m==0 || n==0) |
| 305 | return; |
| 306 | |
| 307 | int i, j, k; |
| 308 | |
| 309 | for(j=0; j<n; j++) |
| 310 | { |
| 311 | for(k=0; k<m; k++) |
| 312 | { |
| 313 | for(i=k+1; i<m; i++) |
| 314 | { |
| 315 | B[i+ldb*j] -= B[k+ldb*j] * A[i+lda*k]; |
| 316 | } |
| 317 | } |
| 318 | } |
| 319 | |
| 320 | return; |
| 321 | |
| 322 | } |
| 323 | |
| 324 | |
| 325 | |
| 326 | // left upper no-transp non-unit |
| 327 | void dtrsm_l_u_n_n_3l(int m, int n, double *A, int lda, double *B, int ldb) |
| 328 | { |
| 329 | |
| 330 | if(m==0 || n==0) |
| 331 | return; |
| 332 | |
| 333 | int i, j, k; |
| 334 | |
| 335 | for(j=0; j<n; j++) |
| 336 | { |
| 337 | for(k=m-1; k>=0; k--) |
| 338 | { |
| 339 | B[k+ldb*j] /= A[k+lda*k]; |
| 340 | for(i=0; i<k; i++) |
| 341 | { |
| 342 | B[i+ldb*j] -= B[k+ldb*j] * A[i+lda*k]; |
| 343 | } |
| 344 | } |
| 345 | } |
| 346 | |
| 347 | return; |
| 348 | |
| 349 | } |
| 350 | |
| 351 | |
| 352 | |
| 353 | void dgetrs_3l(int n, int nrhs, double *A, int lda, int *ipiv, double *B, int ldb, int *info) |
| 354 | { |
| 355 | |
| 356 | if(n==0 || nrhs==0) |
| 357 | return; |
| 358 | |
| 359 | // solve A * X = B |
| 360 | |
| 361 | // apply row interchanges to the rhs |
| 362 | dlaswp_3l(nrhs, B, ldb, 0, n, ipiv); |
| 363 | |
| 364 | // solve L*X = B, overwriting B with X |
| 365 | dtrsm_l_l_n_u_3l(n, nrhs, A, lda, B, ldb); |
| 366 | |
| 367 | // solve U*X = B, overwriting B with X |
| 368 | dtrsm_l_u_n_n_3l(n, nrhs, A, lda, B, ldb); |
| 369 | |
| 370 | return; |
| 371 | |
| 372 | } |
| 373 | |
| 374 | |
| 375 | |
| 376 | void dgesv_3l(int n, int nrhs, double *A, int lda, int *ipiv, double *B, int ldb, int *info) |
| 377 | { |
| 378 | |
| 379 | // compute the LU factorization of A |
| 380 | dgetf2_3l(n, n, A, lda, ipiv, info); |
| 381 | |
| 382 | if(*info==0) |
| 383 | { |
| 384 | // solve the system A*X = B, overwriting B with X |
| 385 | dgetrs_3l(n, nrhs, A, lda, ipiv, B, ldb, info); |
| 386 | } |
| 387 | |
| 388 | return; |
| 389 | |
| 390 | } |
| 391 | |
| 392 | |
| 393 | |
| 394 | /* one norm of a matrix */ |
| 395 | double onenorm(int row, int col, double *ptrA) |
| 396 | { |
| 397 | double max, temp; |
| 398 | int i, j; |
| 399 | temp = 0; |
| 400 | for(j=0; j<col; j++) |
| 401 | { |
| 402 | temp = abs(*(ptrA+j*row)); |
| 403 | for(i=1; i<row; i++) |
| 404 | { |
| 405 | temp += abs(*(ptrA+j*row+i)); |
| 406 | } |
| 407 | if(j==0) max = temp; |
| 408 | else if(max>temp) temp = max; |
| 409 | } |
| 410 | return temp; |
| 411 | } |
| 412 | |
| 413 | |
| 414 | |
| 415 | /* computes the Pade approximation of degree m of the matrix A */ |
| 416 | void padeapprox(int m, int row, double *A) |
| 417 | { |
| 418 | int ii; |
| 419 | int row2 = row*row; |
| 420 | /* int i1 = 1;*/ |
| 421 | /* double d0 = 0;*/ |
| 422 | /* double d1 = 1;*/ |
| 423 | /* double dm1 = -1;*/ |
| 424 | |
| 425 | double *U = (double *) malloc(row*row*sizeof(double)); // d_zeros(&U, row, row); |
| 426 | double *V = (double *) malloc(row*row*sizeof(double)); // d_zeros(&V, row, row); |
| 427 | |
| 428 | if(m==3) |
| 429 | { |
| 430 | double c[] = {120, 60, 12, 1}; |
| 431 | double *A0 = (double *) malloc(row*row*sizeof(double)); // d_eye(&A0, row); |
| 432 | for(ii=0; ii<row*row; ii++) |
| 433 | A0[ii] = 0.0; |
| 434 | for(ii=0; ii<row; ii++) |
| 435 | A0[ii*(row+1)] = 1.0; |
| 436 | double *A2 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 437 | double *temp = malloc(row*row*sizeof(double)); // d_zeros(&temp, row, row); |
| 438 | // char ta = 'n'; double alpha = 1; double beta = 0; |
| 439 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, A, &row, &beta, A2, &row); |
| 440 | dgemm_nn_3l(row, row, row, A, row, A, row, A2, row); |
| 441 | // dscal_(&row2, &d0, temp, &i1); |
| 442 | dscal_3l(row2, 0, temp); |
| 443 | // daxpy_(&row2, &c[3], A2, &i1, temp, &i1); |
| 444 | daxpy_3l(row2, c[3], A2, temp); |
| 445 | // daxpy_(&row2, &c[1], A0, &i1, temp, &i1); |
| 446 | daxpy_3l(row2, c[1], A0, temp); |
| 447 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, temp, &row, &beta, U, &row); |
| 448 | dgemm_nn_3l(row, row, row, A, row, temp, row, U, row); |
| 449 | // dscal_(&row2, &d0, V, &i1); |
| 450 | dscal_3l(row2, 0, V); |
| 451 | // daxpy_(&row2, &c[2], A2, &i1, V, &i1); |
| 452 | daxpy_3l(row2, c[2], A2, V); |
| 453 | // daxpy_(&row2, &c[0], A0, &i1, V, &i1); |
| 454 | daxpy_3l(row2, c[0], A0, V); |
| 455 | free(A0); |
| 456 | free(A2); |
| 457 | free(temp); |
| 458 | } |
| 459 | else if(m==5) |
| 460 | { |
| 461 | double c[] = {30240, 15120, 3360, 420, 30, 1}; |
| 462 | double *A0 = (double *) malloc(row*row*sizeof(double)); // d_eye(&A0, row); |
| 463 | for(ii=0; ii<row*row; ii++) |
| 464 | A0[ii] = 0.0; |
| 465 | for(ii=0; ii<row; ii++) |
| 466 | A0[ii*(row+1)] = 1.0; |
| 467 | double *A2 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 468 | double *A4 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 469 | double *temp = malloc(row*row*sizeof(double)); // d_zeros(&temp, row, row); |
| 470 | // char ta = 'n'; double alpha = 1; double beta = 0; |
| 471 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, A, &row, &beta, A2, &row); |
| 472 | dgemm_nn_3l(row, row, row, A, row, A, row, A2, row); |
| 473 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A2, &row, A2, &row, &beta, A4, &row); |
| 474 | dgemm_nn_3l(row, row, row, A2, row, A2, row, A4, row); |
| 475 | dmcopy(row, row, A4, row, V, row); |
| 476 | dmcopy(row, row, A4, row, temp, row); |
| 477 | // daxpy_(&row2, &c[3], A2, &i1, temp, &i1); |
| 478 | daxpy_3l(row2, c[3], A2, temp); |
| 479 | // daxpy_(&row2, &c[1], A0, &i1, temp, &i1); |
| 480 | daxpy_3l(row2, c[1], A0, temp); |
| 481 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, temp, &row, &beta, U, &row); |
| 482 | dgemm_nn_3l(row, row, row, A, row, temp, row, U, row); |
| 483 | // dscal_(&row2, &c[4], V, &i1); |
| 484 | dscal_3l(row2, c[4], V); |
| 485 | // daxpy_(&row2, &c[2], A2, &i1, V, &i1); |
| 486 | daxpy_3l(row2, c[2], A2, V); |
| 487 | // daxpy_(&row2, &c[0], A0, &i1, V, &i1); |
| 488 | daxpy_3l(row2, c[0], A0, V); |
| 489 | free(A0); |
| 490 | free(A2); |
| 491 | free(A4); |
| 492 | free(temp); |
| 493 | } |
| 494 | else if(m==7) |
| 495 | { |
| 496 | double c[] = {17297280, 8648640, 1995840, 277200, 25200, 1512, 56, 1}; |
| 497 | double *A0 = (double *) malloc(row*row*sizeof(double)); // d_eye(&A0, row); |
| 498 | for(ii=0; ii<row*row; ii++) |
| 499 | A0[ii] = 0.0; |
| 500 | for(ii=0; ii<row; ii++) |
| 501 | A0[ii*(row+1)] = 1.0; |
| 502 | double *A2 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 503 | double *A4 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 504 | double *A6 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 505 | double *temp = malloc(row*row*sizeof(double)); // d_zeros(&temp, row, row); |
| 506 | // char ta = 'n'; double alpha = 1; double beta = 1; |
| 507 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, A, &row, &beta, A2, &row); |
| 508 | dgemm_nn_3l(row, row, row, A, row, A, row, A2, row); |
| 509 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A2, &row, A2, &row, &beta, A4, &row); |
| 510 | dgemm_nn_3l(row, row, row, A2, row, A2, row, A4, row); |
| 511 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A4, &row, A2, &row, &beta, A6, &row); |
| 512 | dgemm_nn_3l(row, row, row, A4, row, A2, row, A6, row); |
| 513 | // dscal_(&row2, &d0, temp, &i1); |
| 514 | dscal_3l(row2, 0, temp); |
| 515 | // daxpy_(&row2, &c[3], A2, &i1, temp, &i1); |
| 516 | daxpy_3l(row2, c[3], A2, temp); |
| 517 | // daxpy_(&row2, &c[1], A0, &i1, temp, &i1); |
| 518 | daxpy_3l(row2, c[1], A0, temp); |
| 519 | // daxpy_(&row2, &c[5], A4, &i1, temp, &i1); |
| 520 | daxpy_3l(row2, c[5], A4, temp); |
| 521 | // daxpy_(&row2, &c[7], A6, &i1, temp, &i1); |
| 522 | daxpy_3l(row2, c[7], A6, temp); |
| 523 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, temp, &row, &beta, U, &row); |
| 524 | dgemm_nn_3l(row, row, row, A, row, temp, row, U, row); |
| 525 | // dscal_(&row2, &d0, V, &i1); |
| 526 | dscal_3l(row2, 0, V); |
| 527 | // daxpy_(&row2, &c[2], A2, &i1, V, &i1); |
| 528 | daxpy_3l(row2, c[2], A2, V); |
| 529 | // daxpy_(&row2, &c[0], A0, &i1, V, &i1); |
| 530 | daxpy_3l(row2, c[0], A0, V); |
| 531 | // daxpy_(&row2, &c[4], A4, &i1, V, &i1); |
| 532 | daxpy_3l(row2, c[4], A4, V); |
| 533 | // daxpy_(&row2, &c[6], A6, &i1, V, &i1); |
| 534 | daxpy_3l(row2, c[6], A6, V); |
| 535 | free(A0); |
| 536 | free(A2); |
| 537 | free(A4); |
| 538 | free(A6); |
| 539 | free(temp); |
| 540 | } |
| 541 | else if(m==9) |
| 542 | { |
| 543 | double c[] = {17643225600, 8821612800, 2075673600, 302702400, 30270240, 2162160, 110880, 3960, 90, 1}; |
| 544 | double *A0 = (double *) malloc(row*row*sizeof(double)); // d_eye(&A0, row); |
| 545 | for(ii=0; ii<row*row; ii++) |
| 546 | A0[ii] = 0.0; |
| 547 | for(ii=0; ii<row; ii++) |
| 548 | A0[ii*(row+1)] = 1.0; |
| 549 | double *A2 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 550 | double *A4 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 551 | double *A6 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 552 | double *A8 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 553 | double *temp = malloc(row*row*sizeof(double)); // d_zeros(&temp, row, row); |
| 554 | // char ta = 'n'; double alpha = 1; double beta = 0; |
| 555 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, A, &row, &beta, A2, &row); |
| 556 | dgemm_nn_3l(row, row, row, A, row, A, row, A2, row); |
| 557 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A2, &row, A2, &row, &beta, A4, &row); |
| 558 | dgemm_nn_3l(row, row, row, A2, row, A2, row, A4, row); |
| 559 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A4, &row, A2, &row, &beta, A6, &row); |
| 560 | dgemm_nn_3l(row, row, row, A4, row, A2, row, A6, row); |
| 561 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A6, &row, A2, &row, &beta, A8, &row); |
| 562 | dgemm_nn_3l(row, row, row, A6, row, A2, row, A8, row); |
| 563 | dmcopy(row, row, A8, row, V, row); |
| 564 | dmcopy(row, row, A8, row, temp, row); |
| 565 | // daxpy_(&row2, &c[3], A2, &i1, temp, &i1); |
| 566 | daxpy_3l(row2, c[3], A2, temp); |
| 567 | // daxpy_(&row2, &c[1], A0, &i1, temp, &i1); |
| 568 | daxpy_3l(row2, c[1], A0, temp); |
| 569 | // daxpy_(&row2, &c[5], A4, &i1, temp, &i1); |
| 570 | daxpy_3l(row2, c[5], A4, temp); |
| 571 | // daxpy_(&row2, &c[7], A6, &i1, temp, &i1); |
| 572 | daxpy_3l(row2, c[7], A6, temp); |
| 573 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, temp, &row, &beta, U, &row); |
| 574 | dgemm_nn_3l(row, row, row, A, row, temp, row, U, row); |
| 575 | // dscal_(&row2, &c[8], V, &i1); |
| 576 | dscal_3l(row2, c[8], V); |
| 577 | // daxpy_(&row2, &c[2], A2, &i1, V, &i1); |
| 578 | daxpy_3l(row2, c[2], A2, V); |
| 579 | // daxpy_(&row2, &c[0], A0, &i1, V, &i1); |
| 580 | daxpy_3l(row2, c[0], A0, V); |
| 581 | // daxpy_(&row2, &c[4], A4, &i1, V, &i1); |
| 582 | daxpy_3l(row2, c[4], A4, V); |
| 583 | // daxpy_(&row2, &c[6], A6, &i1, V, &i1); |
| 584 | daxpy_3l(row2, c[6], A6, V); |
| 585 | free(A0); |
| 586 | free(A2); |
| 587 | free(A4); |
| 588 | free(A6); |
| 589 | free(A8); |
| 590 | free(temp); |
| 591 | } |
| 592 | else if(m==13) // tested |
| 593 | { |
| 594 | double c[] = {64764752532480000, 32382376266240000, 7771770303897600, 1187353796428800, 129060195264000, 10559470521600, 670442572800, 33522128640, 1323241920, 40840800, 960960, 16380, 182, 1}; |
| 595 | double *A0 = (double *) malloc(row*row*sizeof(double)); // d_eye(&A0, row); |
| 596 | for(ii=0; ii<row*row; ii++) |
| 597 | A0[ii] = 0.0; |
| 598 | for(ii=0; ii<row; ii++) |
| 599 | A0[ii*(row+1)] = 1.0; |
| 600 | double *A2 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 601 | double *A4 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 602 | double *A6 = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 603 | double *temp = malloc(row*row*sizeof(double)); // d_zeros(&temp, row, row); |
| 604 | // char ta = 'n'; double alpha = 1; double beta = 0; |
| 605 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, A, &row, &beta, A2, &row); |
| 606 | dgemm_nn_3l(row, row, row, A, row, A, row, A2, row); |
| 607 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A2, &row, A2, &row, &beta, A4, &row); |
| 608 | dgemm_nn_3l(row, row, row, A2, row, A2, row, A4, row); |
| 609 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A4, &row, A2, &row, &beta, A6, &row); |
| 610 | dgemm_nn_3l(row, row, row, A4, row, A2, row, A6, row); |
| 611 | dmcopy(row, row, A2, row, U, row); |
| 612 | // dscal_(&row2, &c[9], U, &i1); |
| 613 | dscal_3l(row2, c[9], U); |
| 614 | // daxpy_(&row2, &c[11], A4, &i1, U, &i1); |
| 615 | daxpy_3l(row2, c[11], A4, U); |
| 616 | // daxpy_(&row2, &c[13], A6, &i1, U, &i1); |
| 617 | daxpy_3l(row2, c[13], A6, U); |
| 618 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A6, &row, U, &row, &beta, temp, &row); |
| 619 | dgemm_nn_3l(row, row, row, A6, row, U, row, temp, row); |
| 620 | // daxpy_(&row2, &c[7], A6, &i1, temp, &i1); |
| 621 | daxpy_3l(row2, c[7], A6, temp); |
| 622 | // daxpy_(&row2, &c[5], A4, &i1, temp, &i1); |
| 623 | daxpy_3l(row2, c[5], A4, temp); |
| 624 | // daxpy_(&row2, &c[3], A2, &i1, temp, &i1); |
| 625 | daxpy_3l(row2, c[3], A2, temp); |
| 626 | // daxpy_(&row2, &c[1], A0, &i1, temp, &i1); |
| 627 | daxpy_3l(row2, c[1], A0, temp); |
| 628 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, temp, &row, &beta, U, &row); |
| 629 | dgemm_nn_3l(row, row, row, A, row, temp, row, U, row); |
| 630 | dmcopy(row, row, A2, row, temp, row); |
| 631 | // dscal_(&row2, &c[8], V, &i1); |
| 632 | dscal_3l(row2, c[8], V); |
| 633 | // daxpy_(&row2, &c[12], A6, &i1, temp, &i1); |
| 634 | daxpy_3l(row2, c[12], A6, temp); |
| 635 | // daxpy_(&row2, &c[10], A4, &i1, temp, &i1); |
| 636 | daxpy_3l(row2, c[10], A4, temp); |
| 637 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A6, &row, temp, &row, &beta, V, &row); |
| 638 | dgemm_nn_3l(row, row, row, A6, row, temp, row, V, row); |
| 639 | // daxpy_(&row2, &c[6], A6, &i1, V, &i1); |
| 640 | daxpy_3l(row2, c[6], A6, V); |
| 641 | // daxpy_(&row2, &c[4], A4, &i1, V, &i1); |
| 642 | daxpy_3l(row2, c[4], A4, V); |
| 643 | // daxpy_(&row2, &c[2], A2, &i1, V, &i1); |
| 644 | daxpy_3l(row2, c[2], A2, V); |
| 645 | // daxpy_(&row2, &c[0], A0, &i1, V, &i1); |
| 646 | daxpy_3l(row2, c[0], A0, V); |
| 647 | free(A0); |
| 648 | free(A2); |
| 649 | free(A4); |
| 650 | free(A6); |
| 651 | free(temp); |
| 652 | } |
| 653 | else |
| 654 | { |
| 655 | printf("%s\n", "Wrong Pade approximatin degree"); |
| 656 | exit(1); |
| 657 | } |
| 658 | double *D = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 659 | // dcopy_(&row2, V, &i1, A, &i1); |
| 660 | dmcopy(row, row, V, row, A, row); |
| 661 | // daxpy_(&row2, &d1, U, &i1, A, &i1); |
| 662 | daxpy_3l(row2, 1.0, U, A); |
| 663 | // dcopy_(&row2, V, &i1, D, &i1); |
| 664 | dmcopy(row, row, V, row, D, row); |
| 665 | // daxpy_(&row2, &dm1, U, &i1, D, &i1); |
| 666 | daxpy_3l(row2, -1.0, U, D); |
| 667 | int *ipiv = (int *) malloc(row*sizeof(int)); |
| 668 | int info = 0; |
| 669 | // dgesv_(&row, &row, D, &row, ipiv, A, &row, &info); |
| 670 | dgesv_3l(row, row, D, row, ipiv, A, row, &info); |
| 671 | free(ipiv); |
| 672 | free(D); |
| 673 | free(U); |
| 674 | free(V); |
| 675 | } |
| 676 | |
| 677 | |
| 678 | |
| 679 | void expm(int row, double *A) |
| 680 | { |
| 681 | |
| 682 | int i; |
| 683 | |
| 684 | int m_vals[] = {3, 5, 7, 9, 13}; |
| 685 | double theta[] = {0.01495585217958292, 0.2539398330063230, 0.9504178996162932, 2.097847961257068, 5.371920351148152}; |
| 686 | int lentheta = 5; |
| 687 | |
| 688 | double normA = onenorm(row, row, A); |
| 689 | |
| 690 | if(normA<=theta[4]) |
| 691 | { |
| 692 | for(i=0; i<lentheta; i++) |
| 693 | { |
| 694 | if(normA<=theta[i]) |
| 695 | { |
| 696 | padeapprox(m_vals[i], row, A); |
| 697 | break; |
| 698 | } |
| 699 | } |
| 700 | } |
| 701 | else |
| 702 | { |
| 703 | int s; |
| 704 | double t = frexp(normA/(theta[4]), &s); |
| 705 | s = s - (t==0.5); |
| 706 | t = pow(2,-s); |
| 707 | int row2 = row*row; |
| 708 | /* int i1 = 1;*/ |
| 709 | // dscal_(&row2, &t, A, &i1); |
| 710 | dscal_3l(row2, t, A); |
| 711 | padeapprox(m_vals[4], row, A); |
| 712 | double *temp = (double *) malloc(row*row*sizeof(double)); // d_zeros(&A2, row, row); |
| 713 | // char ta = 'n'; double alpha = 1; double beta = 0; |
| 714 | for(i=0; i<s; i++) |
| 715 | { |
| 716 | // dgemm_(&ta, &ta, &row, &row, &row, &alpha, A, &row, A, &row, &beta, temp, &row); |
| 717 | dgemm_nn_3l(row, row, row, A, row, A, row, temp, row); |
| 718 | dmcopy(row, row, temp, row, A, row); |
| 719 | } |
| 720 | free(temp); |
| 721 | } |
| 722 | } |
| 723 | |
| 724 | |