lax/
eigh.rs

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
//! Eigenvalue decomposition for Symmetric/Hermite matrices

use super::*;
use crate::{error::*, layout::MatrixLayout};
use cauchy::*;
use num_traits::{ToPrimitive, Zero};

pub trait Eigh_: Scalar {
    /// Wraps `*syev` for real and `*heev` for complex
    fn eigh(
        calc_eigenvec: bool,
        layout: MatrixLayout,
        uplo: UPLO,
        a: &mut [Self],
    ) -> Result<Vec<Self::Real>>;

    /// Wraps `*sygv` for real and `*hegv` for complex
    fn eigh_generalized(
        calc_eigenvec: bool,
        layout: MatrixLayout,
        uplo: UPLO,
        a: &mut [Self],
        b: &mut [Self],
    ) -> Result<Vec<Self::Real>>;
}

macro_rules! impl_eigh {
    (@real, $scalar:ty, $ev:path, $evg:path) => {
        impl_eigh!(@body, $scalar, $ev, $evg, );
    };
    (@complex, $scalar:ty, $ev:path, $evg:path) => {
        impl_eigh!(@body, $scalar, $ev, $evg, rwork);
    };
    (@body, $scalar:ty, $ev:path, $evg:path, $($rwork_ident:ident),*) => {
        impl Eigh_ for $scalar {
            fn eigh(
                calc_v: bool,
                layout: MatrixLayout,
                uplo: UPLO,
                mut a: &mut [Self],
            ) -> Result<Vec<Self::Real>> {
                assert_eq!(layout.len(), layout.lda());
                let n = layout.len();
                let jobz = if calc_v { b'V' } else { b'N' };
                let mut eigs = unsafe { vec_uninit(n as usize) };

                $(
                let mut $rwork_ident = unsafe { vec_uninit(3 * n as usize - 2 as usize) };
                )*

                // calc work size
                let mut info = 0;
                let mut work_size = [Self::zero()];
                unsafe {
                    $ev(
                        jobz,
                        uplo as u8,
                        n,
                        &mut a,
                        n,
                        &mut eigs,
                        &mut work_size,
                        -1,
                        $(&mut $rwork_ident,)*
                        &mut info,
                    );
                }
                info.as_lapack_result()?;

                // actual ev
                let lwork = work_size[0].to_usize().unwrap();
                let mut work = unsafe { vec_uninit(lwork) };
                unsafe {
                    $ev(
                        jobz,
                        uplo as u8,
                        n,
                        &mut a,
                        n,
                        &mut eigs,
                        &mut work,
                        lwork as i32,
                        $(&mut $rwork_ident,)*
                        &mut info,
                    );
                }
                info.as_lapack_result()?;
                Ok(eigs)
            }

            fn eigh_generalized(
                calc_v: bool,
                layout: MatrixLayout,
                uplo: UPLO,
                mut a: &mut [Self],
                mut b: &mut [Self],
            ) -> Result<Vec<Self::Real>> {
                assert_eq!(layout.len(), layout.lda());
                let n = layout.len();
                let jobz = if calc_v { b'V' } else { b'N' };
                let mut eigs = unsafe { vec_uninit(n as usize) };

                $(
                let mut $rwork_ident = unsafe { vec_uninit(3 * n as usize - 2) };
                )*

                // calc work size
                let mut info = 0;
                let mut work_size = [Self::zero()];
                unsafe {
                    $evg(
                        &[1],
                        jobz,
                        uplo as u8,
                        n,
                        &mut a,
                        n,
                        &mut b,
                        n,
                        &mut eigs,
                        &mut work_size,
                        -1,
                        $(&mut $rwork_ident,)*
                        &mut info,
                    );
                }
                info.as_lapack_result()?;

                // actual evg
                let lwork = work_size[0].to_usize().unwrap();
                let mut work = unsafe { vec_uninit(lwork) };
                unsafe {
                    $evg(
                        &[1],
                        jobz,
                        uplo as u8,
                        n,
                        &mut a,
                        n,
                        &mut b,
                        n,
                        &mut eigs,
                        &mut work,
                        lwork as i32,
                        $(&mut $rwork_ident,)*
                        &mut info,
                    );
                }
                info.as_lapack_result()?;
                Ok(eigs)
            }
        }
    };
} // impl_eigh!

impl_eigh!(@real, f64, lapack::dsyev, lapack::dsygv);
impl_eigh!(@real, f32, lapack::ssyev, lapack::ssygv);
impl_eigh!(@complex, c64, lapack::zheev, lapack::zhegv);
impl_eigh!(@complex, c32, lapack::cheev, lapack::chegv);