📄 blastest.c
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/* Copyright (C) 1999, 2000, 2001, 2002, Massachusetts Institute of Technology. * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program 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 General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA */#include <stdio.h>#include <stdlib.h>#include <math.h>#include "../src/config.h"#include <blasglue.h>#include <check.h>extern void debug_check_memory_leaks(void); void printmat(scalar *A, int m, int n){ int i, j; for (i = 0; i < m; ++i) { for (j = 0; j < n; ++j) {#ifdef SCALAR_COMPLEX printf(" (%6.3f,%6.3f)", A[i*n + j].re, A[i*n + j].im);#else printf(" %6.3f", A[i*n + j]);#endif } printf("\n"); }}void printmat_matlab(scalar *A, int m, int n){ int i, j; printf("["); for (i = 0; i < m; ++i) { for (j = 0; j < n; ++j) {#ifdef SCALAR_COMPLEX printf(" %g+%gi", A[i*n + j].re, A[i*n + j].im);#else printf(" %g", A[i*n + j]);#endif } printf(";\n"); } printf("]\n");}int main(void){ const int N = 4; int i,j;#ifndef SCALAR_COMPLEX scalar A[] = { 3.3, 6.2, 7.1, 9.1, -2.3, 3.6, 0.3, 9.7, 6.7, -0.1, 1.1, 4.8, 8.4, 7.7, 5.9, -1.8 }; scalar B[] = { 1.1, 2.2, 3.3, 4.4, 8.8, 7.7, 6.6, 5.5, 6.1, 8.2, 9.7, 3.6, 6.3, 2.9, 5.5, 8.1 };#else scalar A[] = { {3.3, 6.2} , {7.1, 9.1}, {2.3, 8.2}, {-3.2, 6.6}, {-2.3, 3.6}, {0.3, 9.7}, {1.9,-4.9}, {7.1, 7.1}, {6.7, -0.1}, {1.1, 4.8}, {-9.7, 3.7}, {-0.01, -0.2}, {8.4, 7.7}, {5.9, -1.8}, {8.8, 9.9}, {0.0, 0.1} }; scalar B[] = { {1.1, 2.2}, {3.3, 4.4}, {1.2, 2.3}, {3.4, 4.5}, {8.8, 7.7}, {6.6, 5.5}, {3.5, 7.2}, {-0.3, 6.1}, {6.1, 8.2}, {9.7, 3.6}, {-5.1, 6.1}, {2.3, 8.1}, {6.3, 2.9}, {5.5, 8.1}, {8.5, 6.7}, {9.0, 2.4} };#endif scalar C[16], D[16], E[16]; real eigvals[4], wrk[20]; printf("A = "); printmat_matlab(A,N,N); printf("B = "); printmat_matlab(B,N,N); blasglue_gemm('N', 'N', N, N, N, 1.0, A, N, B, N, 0.0, C, N); printf("\nC = A * B\n"); printmat(C,N,N); blasglue_gemm('N', 'N', N, N, N, 1.0, C, N, B, N, 0.0, D, N); printf("\nC * B\n"); printmat(D,N,N); blasglue_herk('U', 'C', N, N, 1.0, A, N, 0.0, D, N); /* Now, copy the conjugate of the upper half onto the lower half of D */ for (i = 0; i < N; ++i) for (j = i + 1; j < N; ++j) { ASSIGN_CONJ(D[j * N + i], D[i * N + j]); } printf("\nD = A' * A\n"); printmat(D,N,N); lapackglue_potrf('U', N, D, N); lapackglue_potri('U', N, D, N); /* Now, copy the conjugate of the upper half onto the lower half of D */ for (i = 0; i < N; ++i) for (j = i + 1; j < N; ++j) { ASSIGN_CONJ(D[j * N + i], D[i * N + j]); } printf("\ninverse(D)\n"); printmat(D,N,N); /* D = At * A, again */ blasglue_herk('U', 'C', N, N, 1.0, A, N, 0.0, D, N); /* Compute eigenvectors and eigenvalues: */ lapackglue_heev('V', 'U', N, D, N, eigvals, E, 16, wrk); /* Choose a deterministic phase for each row/eigenvector: */ for (i = 0; i < N; ++i) { scalar phase; real len; for (j = 0; (len = sqrt(SCALAR_NORMSQR(D[i*N + j]))) < 1e-6; ++j) ; /* phase to make D[i*N+j] purely real: */ ASSIGN_SCALAR(phase, SCALAR_RE(D[i*N+j])/len, -SCALAR_IM(D[i*N+j])/len); ASSIGN_MULT(D[i*N+j], D[i*N+j], phase); if (SCALAR_RE(D[i*N+j]) < 0) { /* pick deterministic (positive) sign */ ASSIGN_SCALAR(phase, -SCALAR_RE(phase), -SCALAR_IM(phase)); ASSIGN_SCALAR(D[i*N+j], -SCALAR_RE(D[i*N+j]),-SCALAR_IM(D[i*N+j])); } for (j = j + 1; j < N; ++j) ASSIGN_MULT(D[i*N + j], D[i*N + j], phase); } printf("\n[v,d] = eig(D);\n"); printf("\ndiag(d)\n "); for (i = 0; i < 4; ++i) printf(" %6.3f", eigvals[i]); printf("\nv'\n"); printmat(D,N,N); blasglue_gemm('C', 'N', N, N, N, 1.0, D, N, D, N, 0.0, C, N); printf("\nv * v'\n"); printmat(C,N,N); /* Compute E = diag(sqrt(eigenvals)) * D; i.e. the rows of E become the rows of D times sqrt(corresponding eigenvalue) */ for (i = 0; i < N; ++i) { CHECK(eigvals[i] > 0, "non-positive eigenvalue"); blasglue_copy(N, D + i*N, 1, E + i*N, 1); blasglue_rscal(N, sqrt(eigvals[i]), E + i*N, 1); } /* compute C = adjoint(D) * E == sqrt (At * A) */ blasglue_gemm('C', 'N', N, N, N, 1.0, D, N, E, N, 0.0, C, N); printf("\nsqrtm(D)\n"); printmat(C,N,N); blasglue_gemm('C', 'N', N, N, N, 1.0, E, N, E, N, 0.0, C, N); printf("\nsqrtm(D) * sqrtm(D)\n"); printmat(C,N,N); debug_check_memory_leaks(); return EXIT_SUCCESS;}
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