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-------------------------------------------------------------------------------
--- --
--- GNAT RUN-TIME COMPONENTS --
--- --
--- ADA.NUMERICS.GENERIC_REAL_ARRAYS --
--- --
--- B o d y --
--- --
--- Copyright (C) 2006-2009, Free Software Foundation, Inc. --
--- --
--- GNAT is free software; you can redistribute it and/or modify it under --
--- terms of the GNU General Public License as published by the Free Soft- --
--- ware Foundation; either version 3, or (at your option) any later ver- --
--- sion. GNAT is distributed in the hope that it will be useful, but WITH- --
--- OUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY --
--- or FITNESS FOR A PARTICULAR PURPOSE. --
--- --
--- As a special exception under Section 7 of GPL version 3, you are granted --
--- additional permissions described in the GCC Runtime Library Exception, --
--- version 3.1, as published by the Free Software Foundation. --
--- --
--- You should have received a copy of the GNU General Public License and --
--- a copy of the GCC Runtime Library Exception along with this program; --
--- see the files COPYING3 and COPYING.RUNTIME respectively. If not, see --
--- <http://www.gnu.org/licenses/>. --
--- --
--- GNAT was originally developed by the GNAT team at New York University. --
--- Extensive contributions were provided by Ada Core Technologies Inc. --
--- --
-------------------------------------------------------------------------------
-
-with System; use System;
-with System.Generic_Real_BLAS;
-with System.Generic_Real_LAPACK;
-with System.Generic_Array_Operations; use System.Generic_Array_Operations;
-
-package body Ada.Numerics.Generic_Real_Arrays is
-
- -- Operations involving inner products use BLAS library implementations.
- -- This allows larger matrices and vectors to be computed efficiently,
- -- taking into account memory hierarchy issues and vector instructions
- -- that vary widely between machines.
-
- -- Operations that are defined in terms of operations on the type Real,
- -- such as addition, subtraction and scaling, are computed in the canonical
- -- way looping over all elements.
-
- -- Operations for solving linear systems and computing determinant,
- -- eigenvalues, eigensystem and inverse, are implemented using the
- -- LAPACK library.
-
- package BLAS is
- new Generic_Real_BLAS (Real'Base, Real_Vector, Real_Matrix);
-
- package LAPACK is
- new Generic_Real_LAPACK (Real'Base, Real_Vector, Real_Matrix);
-
- use BLAS, LAPACK;
-
- -- Procedure versions of functions returning unconstrained values.
- -- This allows for inlining the function wrapper.
-
- procedure Eigenvalues (A : Real_Matrix; Values : out Real_Vector);
- procedure Inverse (A : Real_Matrix; R : out Real_Matrix);
- procedure Solve (A : Real_Matrix; X : Real_Vector; B : out Real_Vector);
- procedure Solve (A : Real_Matrix; X : Real_Matrix; B : out Real_Matrix);
-
- procedure Transpose is new
- Generic_Array_Operations.Transpose
- (Scalar => Real'Base,
- Matrix => Real_Matrix);
-
- -- Helper function that raises a Constraint_Error is the argument is
- -- not a square matrix, and otherwise returns its length.
-
- function Length is new Square_Matrix_Length (Real'Base, Real_Matrix);
-
- -- Instantiating the following subprograms directly would lead to
- -- name clashes, so use a local package.
-
- package Instantiations is
-
- function "+" is new
- Vector_Elementwise_Operation
- (X_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- X_Vector => Real_Vector,
- Result_Vector => Real_Vector,
- Operation => "+");
-
- function "+" is new
- Matrix_Elementwise_Operation
- (X_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- X_Matrix => Real_Matrix,
- Result_Matrix => Real_Matrix,
- Operation => "+");
-
- function "+" is new
- Vector_Vector_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Left_Vector => Real_Vector,
- Right_Vector => Real_Vector,
- Result_Vector => Real_Vector,
- Operation => "+");
-
- function "+" is new
- Matrix_Matrix_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Left_Matrix => Real_Matrix,
- Right_Matrix => Real_Matrix,
- Result_Matrix => Real_Matrix,
- Operation => "+");
-
- function "-" is new
- Vector_Elementwise_Operation
- (X_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- X_Vector => Real_Vector,
- Result_Vector => Real_Vector,
- Operation => "-");
-
- function "-" is new
- Matrix_Elementwise_Operation
- (X_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- X_Matrix => Real_Matrix,
- Result_Matrix => Real_Matrix,
- Operation => "-");
-
- function "-" is new
- Vector_Vector_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Left_Vector => Real_Vector,
- Right_Vector => Real_Vector,
- Result_Vector => Real_Vector,
- Operation => "-");
-
- function "-" is new
- Matrix_Matrix_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Left_Matrix => Real_Matrix,
- Right_Matrix => Real_Matrix,
- Result_Matrix => Real_Matrix,
- Operation => "-");
-
- function "*" is new
- Scalar_Vector_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Right_Vector => Real_Vector,
- Result_Vector => Real_Vector,
- Operation => "*");
-
- function "*" is new
- Scalar_Matrix_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Right_Matrix => Real_Matrix,
- Result_Matrix => Real_Matrix,
- Operation => "*");
-
- function "*" is new
- Vector_Scalar_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Left_Vector => Real_Vector,
- Result_Vector => Real_Vector,
- Operation => "*");
-
- function "*" is new
- Matrix_Scalar_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Left_Matrix => Real_Matrix,
- Result_Matrix => Real_Matrix,
- Operation => "*");
-
- function "*" is new
- Outer_Product
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Left_Vector => Real_Vector,
- Right_Vector => Real_Vector,
- Matrix => Real_Matrix);
-
- function "/" is new
- Vector_Scalar_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Left_Vector => Real_Vector,
- Result_Vector => Real_Vector,
- Operation => "/");
-
- function "/" is new
- Matrix_Scalar_Elementwise_Operation
- (Left_Scalar => Real'Base,
- Right_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- Left_Matrix => Real_Matrix,
- Result_Matrix => Real_Matrix,
- Operation => "/");
-
- function "abs" is new
- Vector_Elementwise_Operation
- (X_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- X_Vector => Real_Vector,
- Result_Vector => Real_Vector,
- Operation => "abs");
-
- function "abs" is new
- Matrix_Elementwise_Operation
- (X_Scalar => Real'Base,
- Result_Scalar => Real'Base,
- X_Matrix => Real_Matrix,
- Result_Matrix => Real_Matrix,
- Operation => "abs");
-
- function Unit_Matrix is new
- Generic_Array_Operations.Unit_Matrix
- (Scalar => Real'Base,
- Matrix => Real_Matrix,
- Zero => 0.0,
- One => 1.0);
-
- function Unit_Vector is new
- Generic_Array_Operations.Unit_Vector
- (Scalar => Real'Base,
- Vector => Real_Vector,
- Zero => 0.0,
- One => 1.0);
-
- end Instantiations;
-
- ---------
- -- "+" --
- ---------
-
- function "+" (Right : Real_Vector) return Real_Vector
- renames Instantiations."+";
-
- function "+" (Right : Real_Matrix) return Real_Matrix
- renames Instantiations."+";
-
- function "+" (Left, Right : Real_Vector) return Real_Vector
- renames Instantiations."+";
-
- function "+" (Left, Right : Real_Matrix) return Real_Matrix
- renames Instantiations."+";
-
- ---------
- -- "-" --
- ---------
-
- function "-" (Right : Real_Vector) return Real_Vector
- renames Instantiations."-";
-
- function "-" (Right : Real_Matrix) return Real_Matrix
- renames Instantiations."-";
-
- function "-" (Left, Right : Real_Vector) return Real_Vector
- renames Instantiations."-";
-
- function "-" (Left, Right : Real_Matrix) return Real_Matrix
- renames Instantiations."-";
-
- ---------
- -- "*" --
- ---------
-
- -- Scalar multiplication
-
- function "*" (Left : Real'Base; Right : Real_Vector) return Real_Vector
- renames Instantiations."*";
-
- function "*" (Left : Real_Vector; Right : Real'Base) return Real_Vector
- renames Instantiations."*";
-
- function "*" (Left : Real'Base; Right : Real_Matrix) return Real_Matrix
- renames Instantiations."*";
-
- function "*" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix
- renames Instantiations."*";
-
- -- Vector multiplication
-
- function "*" (Left, Right : Real_Vector) return Real'Base is
- begin
- if Left'Length /= Right'Length then
- raise Constraint_Error with
- "vectors are of different length in inner product";
- end if;
-
- return dot (Left'Length, X => Left, Y => Right);
- end "*";
-
- function "*" (Left, Right : Real_Vector) return Real_Matrix
- renames Instantiations."*";
-
- function "*"
- (Left : Real_Vector;
- Right : Real_Matrix) return Real_Vector
- is
- R : Real_Vector (Right'Range (2));
-
- begin
- if Left'Length /= Right'Length (1) then
- raise Constraint_Error with
- "incompatible dimensions in vector-matrix multiplication";
- end if;
-
- gemv (Trans => No_Trans'Access,
- M => Right'Length (2),
- N => Right'Length (1),
- A => Right,
- Ld_A => Right'Length (2),
- X => Left,
- Y => R);
-
- return R;
- end "*";
-
- function "*"
- (Left : Real_Matrix;
- Right : Real_Vector) return Real_Vector
- is
- R : Real_Vector (Left'Range (1));
-
- begin
- if Left'Length (2) /= Right'Length then
- raise Constraint_Error with
- "incompatible dimensions in matrix-vector multiplication";
- end if;
-
- gemv (Trans => Trans'Access,
- M => Left'Length (2),
- N => Left'Length (1),
- A => Left,
- Ld_A => Left'Length (2),
- X => Right,
- Y => R);
-
- return R;
- end "*";
-
- -- Matrix Multiplication
-
- function "*" (Left, Right : Real_Matrix) return Real_Matrix is
- R : Real_Matrix (Left'Range (1), Right'Range (2));
-
- begin
- if Left'Length (2) /= Right'Length (1) then
- raise Constraint_Error with
- "incompatible dimensions in matrix-matrix multiplication";
- end if;
-
- gemm (Trans_A => No_Trans'Access,
- Trans_B => No_Trans'Access,
- M => Right'Length (2),
- N => Left'Length (1),
- K => Right'Length (1),
- A => Right,
- Ld_A => Right'Length (2),
- B => Left,
- Ld_B => Left'Length (2),
- C => R,
- Ld_C => R'Length (2));
-
- return R;
- end "*";
-
- ---------
- -- "/" --
- ---------
-
- function "/" (Left : Real_Vector; Right : Real'Base) return Real_Vector
- renames Instantiations."/";
-
- function "/" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix
- renames Instantiations."/";
-
- -----------
- -- "abs" --
- -----------
-
- function "abs" (Right : Real_Vector) return Real'Base is
- begin
- return nrm2 (Right'Length, Right);
- end "abs";
-
- function "abs" (Right : Real_Vector) return Real_Vector
- renames Instantiations."abs";
-
- function "abs" (Right : Real_Matrix) return Real_Matrix
- renames Instantiations."abs";
-
- -----------------
- -- Determinant --
- -----------------
-
- function Determinant (A : Real_Matrix) return Real'Base is
- N : constant Integer := Length (A);
- LU : Real_Matrix (1 .. N, 1 .. N) := A;
- Piv : Integer_Vector (1 .. N);
- Info : aliased Integer := -1;
- Det : Real := 1.0;
-
- begin
- getrf (M => N,
- N => N,
- A => LU,
- Ld_A => N,
- I_Piv => Piv,
- Info => Info'Access);
-
- if Info /= 0 then
- raise Constraint_Error with "ill-conditioned matrix";
- end if;
-
- for J in 1 .. N loop
- if Piv (J) /= J then
- Det := -Det * LU (J, J);
- else
- Det := Det * LU (J, J);
- end if;
- end loop;
-
- return Det;
- end Determinant;
-
- -----------------
- -- Eigensystem --
- -----------------
-
- procedure Eigensystem
- (A : Real_Matrix;
- Values : out Real_Vector;
- Vectors : out Real_Matrix)
- is
- N : constant Natural := Length (A);
- Tau : Real_Vector (1 .. N);
- L_Work : Real_Vector (1 .. 1);
- Info : aliased Integer;
-
- E : Real_Vector (1 .. N);
- pragma Warnings (Off, E);
-
- begin
- if Values'Length /= N then
- raise Constraint_Error with "wrong length for output vector";
- end if;
-
- if N = 0 then
- return;
- end if;
-
- -- Initialize working matrix and check for symmetric input matrix
-
- Transpose (A, Vectors);
-
- if A /= Vectors then
- raise Argument_Error with "matrix not symmetric";
- end if;
-
- -- Compute size of additional working space
-
- sytrd (Uplo => Lower'Access,
- N => N,
- A => Vectors,
- Ld_A => N,
- D => Values,
- E => E,
- Tau => Tau,
- Work => L_Work,
- L_Work => -1,
- Info => Info'Access);
-
- declare
- Work : Real_Vector (1 .. Integer'Max (Integer (L_Work (1)), 2 * N));
- pragma Warnings (Off, Work);
-
- Comp_Z : aliased constant Character := 'V';
-
- begin
- -- Reduce matrix to tridiagonal form
-
- sytrd (Uplo => Lower'Access,
- N => N,
- A => Vectors,
- Ld_A => A'Length (1),
- D => Values,
- E => E,
- Tau => Tau,
- Work => Work,
- L_Work => Work'Length,
- Info => Info'Access);
-
- if Info /= 0 then
- raise Program_Error;
- end if;
-
- -- Generate the real orthogonal matrix determined by sytrd
-
- orgtr (Uplo => Lower'Access,
- N => N,
- A => Vectors,
- Ld_A => N,
- Tau => Tau,
- Work => Work,
- L_Work => Work'Length,
- Info => Info'Access);
-
- if Info /= 0 then
- raise Program_Error;
- end if;
-
- -- Compute all eigenvalues and eigenvectors using QR algorithm
-
- steqr (Comp_Z => Comp_Z'Access,
- N => N,
- D => Values,
- E => E,
- Z => Vectors,
- Ld_Z => N,
- Work => Work,
- Info => Info'Access);
-
- if Info /= 0 then
- raise Constraint_Error with
- "eigensystem computation failed to converge";
- end if;
- end;
- end Eigensystem;
-
- -----------------
- -- Eigenvalues --
- -----------------
-
- procedure Eigenvalues
- (A : Real_Matrix;
- Values : out Real_Vector)
- is
- N : constant Natural := Length (A);
- L_Work : Real_Vector (1 .. 1);
- Info : aliased Integer;
-
- B : Real_Matrix (1 .. N, 1 .. N);
- Tau : Real_Vector (1 .. N);
- E : Real_Vector (1 .. N);
- pragma Warnings (Off, B);
- pragma Warnings (Off, Tau);
- pragma Warnings (Off, E);
-
- begin
- if Values'Length /= N then
- raise Constraint_Error with "wrong length for output vector";
- end if;
-
- if N = 0 then
- return;
- end if;
-
- -- Initialize working matrix and check for symmetric input matrix
-
- Transpose (A, B);
-
- if A /= B then
- raise Argument_Error with "matrix not symmetric";
- end if;
-
- -- Find size of work area
-
- sytrd (Uplo => Lower'Access,
- N => N,
- A => B,
- Ld_A => N,
- D => Values,
- E => E,
- Tau => Tau,
- Work => L_Work,
- L_Work => -1,
- Info => Info'Access);
-
- declare
- Work : Real_Vector (1 .. Integer'Min (Integer (L_Work (1)), 4 * N));
- pragma Warnings (Off, Work);
-
- begin
- -- Reduce matrix to tridiagonal form
-
- sytrd (Uplo => Lower'Access,
- N => N,
- A => B,
- Ld_A => A'Length (1),
- D => Values,
- E => E,
- Tau => Tau,
- Work => Work,
- L_Work => Work'Length,
- Info => Info'Access);
-
- if Info /= 0 then
- raise Constraint_Error;
- end if;
-
- -- Compute all eigenvalues using QR algorithm
-
- sterf (N => N,
- D => Values,
- E => E,
- Info => Info'Access);
-
- if Info /= 0 then
- raise Constraint_Error with
- "eigenvalues computation failed to converge";
- end if;
- end;
- end Eigenvalues;
-
- function Eigenvalues (A : Real_Matrix) return Real_Vector is
- R : Real_Vector (A'Range (1));
- begin
- Eigenvalues (A, R);
- return R;
- end Eigenvalues;
-
- -------------
- -- Inverse --
- -------------
-
- procedure Inverse (A : Real_Matrix; R : out Real_Matrix) is
- N : constant Integer := Length (A);
- Piv : Integer_Vector (1 .. N);
- L_Work : Real_Vector (1 .. 1);
- Info : aliased Integer := -1;
-
- begin
- -- All computations are done using column-major order, but this works
- -- out fine, because Transpose (Inverse (Transpose (A))) = Inverse (A).
-
- R := A;
-
- -- Compute LU decomposition
-
- getrf (M => N,
- N => N,
- A => R,
- Ld_A => N,
- I_Piv => Piv,
- Info => Info'Access);
-
- if Info /= 0 then
- raise Constraint_Error with "inverting singular matrix";
- end if;
-
- -- Determine size of work area
-
- getri (N => N,
- A => R,
- Ld_A => N,
- I_Piv => Piv,
- Work => L_Work,
- L_Work => -1,
- Info => Info'Access);
-
- if Info /= 0 then
- raise Constraint_Error;
- end if;
-
- declare
- Work : Real_Vector (1 .. Integer (L_Work (1)));
- pragma Warnings (Off, Work);
-
- begin
- -- Compute inverse from LU decomposition
-
- getri (N => N,
- A => R,
- Ld_A => N,
- I_Piv => Piv,
- Work => Work,
- L_Work => Work'Length,
- Info => Info'Access);
-
- if Info /= 0 then
- raise Constraint_Error with "inverting singular matrix";
- end if;
-
- -- ??? Should iterate with gerfs, based on implementation advice
- end;
- end Inverse;
-
- function Inverse (A : Real_Matrix) return Real_Matrix is
- R : Real_Matrix (A'Range (2), A'Range (1));
- begin
- Inverse (A, R);
- return R;
- end Inverse;
-
- -----------
- -- Solve --
- -----------
-
- procedure Solve (A : Real_Matrix; X : Real_Vector; B : out Real_Vector) is
- begin
- if Length (A) /= X'Length then
- raise Constraint_Error with
- "incompatible matrix and vector dimensions";
- end if;
-
- -- ??? Should solve directly, is faster and more accurate
-
- B := Inverse (A) * X;
- end Solve;
-
- procedure Solve (A : Real_Matrix; X : Real_Matrix; B : out Real_Matrix) is
- begin
- if Length (A) /= X'Length (1) then
- raise Constraint_Error with "incompatible matrix dimensions";
- end if;
-
- -- ??? Should solve directly, is faster and more accurate
-
- B := Inverse (A) * X;
- end Solve;
-
- function Solve (A : Real_Matrix; X : Real_Vector) return Real_Vector is
- B : Real_Vector (A'Range (2));
- begin
- Solve (A, X, B);
- return B;
- end Solve;
-
- function Solve (A, X : Real_Matrix) return Real_Matrix is
- B : Real_Matrix (A'Range (2), X'Range (2));
- begin
- Solve (A, X, B);
- return B;
- end Solve;
-
- ---------------
- -- Transpose --
- ---------------
-
- function Transpose (X : Real_Matrix) return Real_Matrix is
- R : Real_Matrix (X'Range (2), X'Range (1));
- begin
- Transpose (X, R);
-
- return R;
- end Transpose;
-
- -----------------
- -- Unit_Matrix --
- -----------------
-
- function Unit_Matrix
- (Order : Positive;
- First_1 : Integer := 1;
- First_2 : Integer := 1) return Real_Matrix
- renames Instantiations.Unit_Matrix;
-
- -----------------
- -- Unit_Vector --
- -----------------
-
- function Unit_Vector
- (Index : Integer;
- Order : Positive;
- First : Integer := 1) return Real_Vector
- renames Instantiations.Unit_Vector;
-
-end Ada.Numerics.Generic_Real_Arrays;