Added dclapack.h

2 files changed, 221 insertions, 0 deletions

diff --git a/dave/dclapack.h b/dave/dclapack.h
new file mode 100644
index 0000000..36fad53
--- /dev/null
+++ b/dave/dclapack.h
@@ -0,0 +1,188 @@
+#ifndef __DCLAPACK_H__
+#define __DCLAPACK_H__
+
+#ifndef ORDER
+#define ORDER 50
+#endif
+
+#ifndef FLOAT
+#define FLOAT float
+#endif
+
+#include<stdio.h>
+
+/*
+ * Prints a matrix A (n by m)
+ */
+#define PRINT(A,n,m) { \
+    int i,j; \
+    printf(#A "\n"); \
+    for (i=0; i<n; i++) { \
+        for (j=0; j<m; j++) { \
+            printf("%4.3f\t", A[i][j]); \
+        } \
+        printf("\n"); \
+    } \
+    printf("\n"); \
+} 
+
+/*
+ * Returns the identity matrix
+ */
+#define IDENTITY(I,n) { \
+    int i,j; \
+    for (i=0; i<n; i++) { \
+        for (j=0; j<i; j++) { I[i][j]=0.0f; } \
+        I[i][i] = 1.0f; \
+        for (j=i+1; j<n; j++) { I[i][j]=0.0f; } \
+    } \
+}
+
+/*
+ * Calculate L,U of a matrix A with pivot table
+ */
+#define LU(A,L,U,Piv,n) { \
+    int i,j,k,_tempi; float _tempf; \
+    for (i=0; i<n; i++) { Piv[i]=i; } \
+    for (i=0; i<n; i++) { \
+        for (j=0; j<n; j++) { \
+            U[i][j] = A[i][j]; \
+        } \
+    } \
+    IDENTITY(L,n); \
+    \
+    for (i=0; i<n-1; i++) { \
+        \
+        int max=i; \
+	for (j=i+1; j<n; j++) { \
+		if (U[j][i] > U[max][i]) { max = j; } \
+	} \
+	_tempi=Piv[i]; Piv[i]=Piv[max]; Piv[max]=_tempi; \
+	for (k=i; k<n; k++) { \
+		_tempf=U[i][k]; U[i][k]=U[max][k]; U[max][k]=_tempf; \
+	} \
+	for (k=0; k<i; k++) { \
+		_tempf=L[i][k]; L[i][k]=L[max][k]; L[max][k]=_tempf; \
+	} \
+        \
+        FLOAT invDiag = 1.0 / U[i][i]; \
+        for (j=i+1; j<n; j++) { \
+            FLOAT scale = U[j][i] * invDiag; \
+            U[j][i] = 0.0; \
+            for (k=i+1; k<n; k++) { U[j][k] -= U[i][k]*scale; } \
+            L[j][i] = scale; \
+        } \
+    } \
+}
+
+/*
+ * Pivots a matrix to a different matrix
+ *  B = Pivot(A) given table 'Piv'
+ *  A and B are (n by m)
+ */
+#define PIVOT(A,B,Piv,n,m) { \
+    int i,j; \
+    for (j=0; j<n; j++) { \
+        for (i=0; i<m; i++) { \
+            B[j][i] = A[Piv[j]][i]; \
+        } \
+    } \
+}
+
+/*
+ * Solve LX=B for matrix X and B
+ *  L is n by n (lower triangular)
+ *  B is n by m
+ */
+#define L_SUB(L,X,B,n,m) { \
+    int i,j,k; \
+    for (i=0; i<m; i++) { \
+        for (j=0; j<n; j++) { \
+            float sum=0.0; \
+            for (k=0; k<j; k++) { sum += L[j][k]*X[k][i]; } \
+            X[j][i] = (B[j][i] - sum) / L[j][j]; \
+        } \
+    } \
+}
+
+/*
+ * Solve UX=B for matrix X and B
+ *  U is n by n (upper triangular)
+ *  B is n by m
+ */
+#define U_SUB(U,X,B,n,m) { \
+    int i,j,k; \
+    for (i=0; i<m; i++) { \
+        for (j=n-1; j>=0; j--) { \
+            float sum=0.0; \
+            for (k=n-1; k>j; k--) { sum += U[j][k]*X[k][i]; } \
+            X[j][i] = (B[j][i] - sum) / U[j][j]; \
+        } \
+    } \
+}
+
+/*
+ * Inverts a matrix X (n by n) using the method of LU decomposition
+ */
+#define INV(A,Ainv,n) { \
+    FLOAT Ipiv[ORDER][ORDER]; \
+    FLOAT L[ORDER][ORDER]; \
+    FLOAT U[ORDER][ORDER]; \
+    FLOAT I[ORDER][ORDER]; \
+    FLOAT C[ORDER][ORDER]; \
+    int Piv[ORDER]; \
+    IDENTITY(I,n); \
+    LU(A,L,U,Piv,n); \
+    PIVOT(I,Ipiv,Piv,n,n); \
+    L_SUB(L,C,Ipiv,n,n); \
+    U_SUB(U,Ainv,C,n,n); \
+}
+
+/*
+PRINT(A,n,n); \
+PRINT(L,n,n); \
+PRINT(U,n,n); \
+MUL(L,U,LU,n,n,n);\
+PRINT(LU,n,n);\
+PRINT(C,n,n); \
+PRINT(Ainv,n,n); \
+*/
+
+/*
+ * Matrix Multiply C = A * B
+ *  A (n by m)
+ *  B (m by p)
+ *  C (n by p)
+ */
+#define MUL(A,B,C,n,m,p) { \
+    int i,j,k; \
+    for (i=0; i<n; i++) { \
+        for (j=0; j<p; j++) { \
+            C[i][j] = 0.0f; \
+            for (k=0; k<m; k++) { \
+                C[i][j] += A[i][k] * B[k][j]; \
+            } \
+        } \
+    } \
+}
+
+/*
+ * Matrix Multiply D = A * B + C
+ *  A (n by m)
+ *  B (m by p)
+ *  C (n by p)
+ *  D (n by p)
+ */
+#define MULADD(A,B,C,D,n,m,p) { \
+    int i,j,k; \
+    for (i=0; i<n; i++) { \
+        for (j=0; j<p; j++) { \
+            D[i][j] = C[i][j]; \
+            for (k=0; k<m; k++) { \
+                D[i][j] += A[i][k] * B[k][j]; \
+            } \
+        } \
+    } \
+}
+
+#endif
diff --git a/dave/dclapack_test.c b/dave/dclapack_test.c
new file mode 100644
index 0000000..38ae651
--- /dev/null
+++ b/dave/dclapack_test.c
@@ -0,0 +1,33 @@
+#define FLOAT float
+#define ORDER 50
+#include "dclapack.h"
+
+#include <stdio.h>
+#include <stdlib.h>
+
+int main()
+{
+    float A[ORDER][ORDER];
+    float Ainv[ORDER][ORDER];
+    float Prod[ORDER][ORDER];
+
+    int i, j, n = 12;
+    srand(7779);
+
+    for(i=0; i<n; i++) {
+        for(j=0; j<n; j++) {
+            A[i][j] = (float)rand() / RAND_MAX;
+        }
+    }
+
+    for (i=0; i<10000; i++) {
+        INV(A,Ainv,n);
+    }
+
+    PRINT(Ainv,n,n);
+    MUL(A,Ainv,Prod,n,n,n);
+    PRINT(Prod,n,n);
+
+    return 0;
+}
+