lapack.h

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/*******************************************************
 * Copyright (c) 2014, ArrayFire
 * All rights reserved.
 *
 * This file is distributed under 3-clause BSD license.
 * The complete license agreement can be obtained at:
 * http://arrayfire.com/licenses/BSD-3-Clause
 ********************************************************/

#pragma once
#include <af/array.h>
#include <af/defines.h>

#ifdef __cplusplus
namespace af
{
#if AF_API_VERSION >= 31

    AFAPI void svd(array &u, array &s, array &vt, const array &in);
#endif

#if AF_API_VERSION >= 31

    AFAPI void svdInPlace(array &u, array &s, array &vt, array &in);
#endif

    AFAPI void lu(array &out, array &pivot, const array &in, const bool is_lapack_piv=true);

    AFAPI void lu(array &lower, array &upper, array &pivot, const array &in);

    AFAPI void luInPlace(array &pivot, array &in, const bool is_lapack_piv=true);

    AFAPI void qr(array &out, array &tau, const array &in);

    AFAPI void qr(array &q, array &r, array &tau, const array &in);

    AFAPI void qrInPlace(array &tau, array &in);

    AFAPI int cholesky(array &out, const array &in, const bool is_upper = true);

    AFAPI int choleskyInPlace(array &in, const bool is_upper = true);

    AFAPI array solve(const array &a, const array &b, const matProp options = AF_MAT_NONE);

    AFAPI array solveLU(const array &a, const array &piv,
                        const array &b, const matProp options = AF_MAT_NONE);

    AFAPI array inverse(const array &in, const matProp options = AF_MAT_NONE);

#if AF_API_VERSION >= 37

    AFAPI array pinverse(const array &in, const double tol=1E-6,
                         const matProp options = AF_MAT_NONE);
#endif

    AFAPI unsigned rank(const array &in, const double tol=1E-5);

    template<typename T> T det(const array &in);

    AFAPI double norm(const array &in, const normType type=AF_NORM_EUCLID,
                      const double p=1, const double q=1);

#if AF_API_VERSION >= 33

    AFAPI bool isLAPACKAvailable();
#endif

}
#endif

#ifdef __cplusplus
extern "C" {
#endif

#if AF_API_VERSION >= 31

    AFAPI af_err af_svd(af_array *u, af_array *s, af_array *vt, const af_array in);
#endif

#if AF_API_VERSION >= 31

    AFAPI af_err af_svd_inplace(af_array *u, af_array *s, af_array *vt, af_array in);
#endif

    AFAPI af_err af_lu(af_array *lower, af_array *upper, af_array *pivot, const af_array in);

    AFAPI af_err af_lu_inplace(af_array *pivot, af_array in, const bool is_lapack_piv);

    AFAPI af_err af_qr(af_array *q, af_array *r, af_array *tau, const af_array in);

    AFAPI af_err af_qr_inplace(af_array *tau, af_array in);

    AFAPI af_err af_cholesky(af_array *out, int *info, const af_array in, const bool is_upper);

    AFAPI af_err af_cholesky_inplace(int *info, af_array in, const bool is_upper);

    AFAPI af_err af_solve(af_array *x, const af_array a, const af_array b,
                          const af_mat_prop options);

    AFAPI af_err af_solve_lu(af_array *x, const af_array a, const af_array piv,
                             const af_array b, const af_mat_prop options);

    AFAPI af_err af_inverse(af_array *out, const af_array in, const af_mat_prop options);

#if AF_API_VERSION >= 37

    AFAPI af_err af_pinverse(af_array *out, const af_array in, const double tol,
                             const af_mat_prop options);
#endif

    AFAPI af_err af_rank(unsigned *rank, const af_array in, const double tol);

    AFAPI af_err af_det(double *det_real, double *det_imag, const af_array in);

    AFAPI af_err af_norm(double *out, const af_array in, const af_norm_type type, const double p, const double q);

#if AF_API_VERSION >= 33

    AFAPI af_err af_is_lapack_available(bool *out);
#endif


#ifdef __cplusplus
}
#endif