Merge -r 127928:132243 from trunk
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1 ------------------------------------------------------------------------------
2 -- --
3 -- GNAT RUN-TIME COMPONENTS --
4 -- --
5 -- ADA.NUMERICS.GENERIC_REAL_ARRAYS --
6 -- --
7 -- B o d y --
8 -- --
9 -- Copyright (C) 2006-2007, Free Software Foundation, Inc. --
10 -- --
11 -- GNAT is free software; you can redistribute it and/or modify it under --
12 -- terms of the GNU General Public License as published by the Free Soft- --
13 -- ware Foundation; either version 2, or (at your option) any later ver- --
14 -- sion. GNAT is distributed in the hope that it will be useful, but WITH- --
15 -- OUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY --
16 -- or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License --
17 -- for more details. You should have received a copy of the GNU General --
18 -- Public License distributed with GNAT; see file COPYING. If not, write --
19 -- to the Free Software Foundation, 51 Franklin Street, Fifth Floor, --
20 -- Boston, MA 02110-1301, USA. --
21 -- --
22 -- As a special exception, if other files instantiate generics from this --
23 -- unit, or you link this unit with other files to produce an executable, --
24 -- this unit does not by itself cause the resulting executable to be --
25 -- covered by the GNU General Public License. This exception does not --
26 -- however invalidate any other reasons why the executable file might be --
27 -- covered by the GNU Public License. --
28 -- --
29 -- GNAT was originally developed by the GNAT team at New York University. --
30 -- Extensive contributions were provided by Ada Core Technologies Inc. --
31 -- --
32 ------------------------------------------------------------------------------
34 with System; use System;
35 with System.Generic_Real_BLAS;
36 with System.Generic_Real_LAPACK;
37 with System.Generic_Array_Operations; use System.Generic_Array_Operations;
39 package body Ada.Numerics.Generic_Real_Arrays is
41 -- Operations involving inner products use BLAS library implementations.
42 -- This allows larger matrices and vectors to be computed efficiently,
43 -- taking into account memory hierarchy issues and vector instructions
44 -- that vary widely between machines.
46 -- Operations that are defined in terms of operations on the type Real,
47 -- such as addition, subtraction and scaling, are computed in the canonical
48 -- way looping over all elements.
50 -- Operations for solving linear systems and computing determinant,
51 -- eigenvalues, eigensystem and inverse, are implemented using the
52 -- LAPACK library.
54 package BLAS is
55 new Generic_Real_BLAS (Real'Base, Real_Vector, Real_Matrix);
57 package LAPACK is
58 new Generic_Real_LAPACK (Real'Base, Real_Vector, Real_Matrix);
60 use BLAS, LAPACK;
62 -- Procedure versions of functions returning unconstrained values.
63 -- This allows for inlining the function wrapper.
65 procedure Eigenvalues (A : Real_Matrix; Values : out Real_Vector);
66 procedure Inverse (A : Real_Matrix; R : out Real_Matrix);
67 procedure Solve (A : Real_Matrix; X : Real_Vector; B : out Real_Vector);
68 procedure Solve (A : Real_Matrix; X : Real_Matrix; B : out Real_Matrix);
70 procedure Transpose is new
71 Generic_Array_Operations.Transpose
72 (Scalar => Real'Base,
73 Matrix => Real_Matrix);
75 -- Helper function that raises a Constraint_Error is the argument is
76 -- not a square matrix, and otherwise returns its length.
78 function Length is new Square_Matrix_Length (Real'Base, Real_Matrix);
80 -- Instantiating the following subprograms directly would lead to
81 -- name clashes, so use a local package.
83 package Instantiations is
85 function "+" is new
86 Vector_Elementwise_Operation
87 (X_Scalar => Real'Base,
88 Result_Scalar => Real'Base,
89 X_Vector => Real_Vector,
90 Result_Vector => Real_Vector,
91 Operation => "+");
93 function "+" is new
94 Matrix_Elementwise_Operation
95 (X_Scalar => Real'Base,
96 Result_Scalar => Real'Base,
97 X_Matrix => Real_Matrix,
98 Result_Matrix => Real_Matrix,
99 Operation => "+");
101 function "+" is new
102 Vector_Vector_Elementwise_Operation
103 (Left_Scalar => Real'Base,
104 Right_Scalar => Real'Base,
105 Result_Scalar => Real'Base,
106 Left_Vector => Real_Vector,
107 Right_Vector => Real_Vector,
108 Result_Vector => Real_Vector,
109 Operation => "+");
111 function "+" is new
112 Matrix_Matrix_Elementwise_Operation
113 (Left_Scalar => Real'Base,
114 Right_Scalar => Real'Base,
115 Result_Scalar => Real'Base,
116 Left_Matrix => Real_Matrix,
117 Right_Matrix => Real_Matrix,
118 Result_Matrix => Real_Matrix,
119 Operation => "+");
121 function "-" is new
122 Vector_Elementwise_Operation
123 (X_Scalar => Real'Base,
124 Result_Scalar => Real'Base,
125 X_Vector => Real_Vector,
126 Result_Vector => Real_Vector,
127 Operation => "-");
129 function "-" is new
130 Matrix_Elementwise_Operation
131 (X_Scalar => Real'Base,
132 Result_Scalar => Real'Base,
133 X_Matrix => Real_Matrix,
134 Result_Matrix => Real_Matrix,
135 Operation => "-");
137 function "-" is new
138 Vector_Vector_Elementwise_Operation
139 (Left_Scalar => Real'Base,
140 Right_Scalar => Real'Base,
141 Result_Scalar => Real'Base,
142 Left_Vector => Real_Vector,
143 Right_Vector => Real_Vector,
144 Result_Vector => Real_Vector,
145 Operation => "-");
147 function "-" is new
148 Matrix_Matrix_Elementwise_Operation
149 (Left_Scalar => Real'Base,
150 Right_Scalar => Real'Base,
151 Result_Scalar => Real'Base,
152 Left_Matrix => Real_Matrix,
153 Right_Matrix => Real_Matrix,
154 Result_Matrix => Real_Matrix,
155 Operation => "-");
157 function "*" is new
158 Scalar_Vector_Elementwise_Operation
159 (Left_Scalar => Real'Base,
160 Right_Scalar => Real'Base,
161 Result_Scalar => Real'Base,
162 Right_Vector => Real_Vector,
163 Result_Vector => Real_Vector,
164 Operation => "*");
166 function "*" is new
167 Scalar_Matrix_Elementwise_Operation
168 (Left_Scalar => Real'Base,
169 Right_Scalar => Real'Base,
170 Result_Scalar => Real'Base,
171 Right_Matrix => Real_Matrix,
172 Result_Matrix => Real_Matrix,
173 Operation => "*");
175 function "*" is new
176 Vector_Scalar_Elementwise_Operation
177 (Left_Scalar => Real'Base,
178 Right_Scalar => Real'Base,
179 Result_Scalar => Real'Base,
180 Left_Vector => Real_Vector,
181 Result_Vector => Real_Vector,
182 Operation => "*");
184 function "*" is new
185 Matrix_Scalar_Elementwise_Operation
186 (Left_Scalar => Real'Base,
187 Right_Scalar => Real'Base,
188 Result_Scalar => Real'Base,
189 Left_Matrix => Real_Matrix,
190 Result_Matrix => Real_Matrix,
191 Operation => "*");
193 function "*" is new
194 Outer_Product
195 (Left_Scalar => Real'Base,
196 Right_Scalar => Real'Base,
197 Result_Scalar => Real'Base,
198 Left_Vector => Real_Vector,
199 Right_Vector => Real_Vector,
200 Matrix => Real_Matrix);
202 function "/" is new
203 Vector_Scalar_Elementwise_Operation
204 (Left_Scalar => Real'Base,
205 Right_Scalar => Real'Base,
206 Result_Scalar => Real'Base,
207 Left_Vector => Real_Vector,
208 Result_Vector => Real_Vector,
209 Operation => "/");
211 function "/" is new
212 Matrix_Scalar_Elementwise_Operation
213 (Left_Scalar => Real'Base,
214 Right_Scalar => Real'Base,
215 Result_Scalar => Real'Base,
216 Left_Matrix => Real_Matrix,
217 Result_Matrix => Real_Matrix,
218 Operation => "/");
220 function "abs" is new
221 Vector_Elementwise_Operation
222 (X_Scalar => Real'Base,
223 Result_Scalar => Real'Base,
224 X_Vector => Real_Vector,
225 Result_Vector => Real_Vector,
226 Operation => "abs");
228 function "abs" is new
229 Matrix_Elementwise_Operation
230 (X_Scalar => Real'Base,
231 Result_Scalar => Real'Base,
232 X_Matrix => Real_Matrix,
233 Result_Matrix => Real_Matrix,
234 Operation => "abs");
236 function Unit_Matrix is new
237 Generic_Array_Operations.Unit_Matrix
238 (Scalar => Real'Base,
239 Matrix => Real_Matrix,
240 Zero => 0.0,
241 One => 1.0);
243 function Unit_Vector is new
244 Generic_Array_Operations.Unit_Vector
245 (Scalar => Real'Base,
246 Vector => Real_Vector,
247 Zero => 0.0,
248 One => 1.0);
250 end Instantiations;
252 ---------
253 -- "+" --
254 ---------
256 function "+" (Right : Real_Vector) return Real_Vector
257 renames Instantiations."+";
259 function "+" (Right : Real_Matrix) return Real_Matrix
260 renames Instantiations."+";
262 function "+" (Left, Right : Real_Vector) return Real_Vector
263 renames Instantiations."+";
265 function "+" (Left, Right : Real_Matrix) return Real_Matrix
266 renames Instantiations."+";
268 ---------
269 -- "-" --
270 ---------
272 function "-" (Right : Real_Vector) return Real_Vector
273 renames Instantiations."-";
275 function "-" (Right : Real_Matrix) return Real_Matrix
276 renames Instantiations."-";
278 function "-" (Left, Right : Real_Vector) return Real_Vector
279 renames Instantiations."-";
281 function "-" (Left, Right : Real_Matrix) return Real_Matrix
282 renames Instantiations."-";
284 ---------
285 -- "*" --
286 ---------
288 -- Scalar multiplication
290 function "*" (Left : Real'Base; Right : Real_Vector) return Real_Vector
291 renames Instantiations."*";
293 function "*" (Left : Real_Vector; Right : Real'Base) return Real_Vector
294 renames Instantiations."*";
296 function "*" (Left : Real'Base; Right : Real_Matrix) return Real_Matrix
297 renames Instantiations."*";
299 function "*" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix
300 renames Instantiations."*";
302 -- Vector multiplication
304 function "*" (Left, Right : Real_Vector) return Real'Base is
305 begin
306 if Left'Length /= Right'Length then
307 raise Constraint_Error with
308 "vectors are of different length in inner product";
309 end if;
311 return dot (Left'Length, X => Left, Y => Right);
312 end "*";
314 function "*" (Left, Right : Real_Vector) return Real_Matrix
315 renames Instantiations."*";
317 function "*"
318 (Left : Real_Vector;
319 Right : Real_Matrix) return Real_Vector
321 R : Real_Vector (Right'Range (2));
323 begin
324 if Left'Length /= Right'Length (1) then
325 raise Constraint_Error with
326 "incompatible dimensions in vector-matrix multiplication";
327 end if;
329 gemv (Trans => No_Trans'Access,
330 M => Right'Length (2),
331 N => Right'Length (1),
332 A => Right,
333 Ld_A => Right'Length (2),
334 X => Left,
335 Y => R);
337 return R;
338 end "*";
340 function "*"
341 (Left : Real_Matrix;
342 Right : Real_Vector) return Real_Vector
344 R : Real_Vector (Left'Range (1));
346 begin
347 if Left'Length (2) /= Right'Length then
348 raise Constraint_Error with
349 "incompatible dimensions in matrix-vector multiplication";
350 end if;
352 gemv (Trans => Trans'Access,
353 M => Left'Length (2),
354 N => Left'Length (1),
355 A => Left,
356 Ld_A => Left'Length (2),
357 X => Right,
358 Y => R);
360 return R;
361 end "*";
363 -- Matrix Multiplication
365 function "*" (Left, Right : Real_Matrix) return Real_Matrix is
366 R : Real_Matrix (Left'Range (1), Right'Range (2));
368 begin
369 if Left'Length (2) /= Right'Length (1) then
370 raise Constraint_Error with
371 "incompatible dimensions in matrix-matrix multipication";
372 end if;
374 gemm (Trans_A => No_Trans'Access,
375 Trans_B => No_Trans'Access,
376 M => Right'Length (2),
377 N => Left'Length (1),
378 K => Right'Length (1),
379 A => Right,
380 Ld_A => Right'Length (2),
381 B => Left,
382 Ld_B => Left'Length (2),
383 C => R,
384 Ld_C => R'Length (2));
386 return R;
387 end "*";
389 ---------
390 -- "/" --
391 ---------
393 function "/" (Left : Real_Vector; Right : Real'Base) return Real_Vector
394 renames Instantiations."/";
396 function "/" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix
397 renames Instantiations."/";
399 -----------
400 -- "abs" --
401 -----------
403 function "abs" (Right : Real_Vector) return Real'Base is
404 begin
405 return nrm2 (Right'Length, Right);
406 end "abs";
408 function "abs" (Right : Real_Vector) return Real_Vector
409 renames Instantiations."abs";
411 function "abs" (Right : Real_Matrix) return Real_Matrix
412 renames Instantiations."abs";
414 -----------------
415 -- Determinant --
416 -----------------
418 function Determinant (A : Real_Matrix) return Real'Base is
419 N : constant Integer := Length (A);
420 LU : Real_Matrix (1 .. N, 1 .. N) := A;
421 Piv : Integer_Vector (1 .. N);
422 Info : aliased Integer := -1;
423 Det : Real := 1.0;
425 begin
426 getrf (M => N,
427 N => N,
428 A => LU,
429 Ld_A => N,
430 I_Piv => Piv,
431 Info => Info'Access);
433 if Info /= 0 then
434 raise Constraint_Error with "ill-conditioned matrix";
435 end if;
437 for J in 1 .. N loop
438 if Piv (J) /= J then
439 Det := -Det * LU (J, J);
440 else
441 Det := Det * LU (J, J);
442 end if;
443 end loop;
445 return Det;
446 end Determinant;
448 -----------------
449 -- Eigensystem --
450 -----------------
452 procedure Eigensystem
453 (A : Real_Matrix;
454 Values : out Real_Vector;
455 Vectors : out Real_Matrix)
457 N : constant Natural := Length (A);
458 Tau : Real_Vector (1 .. N);
459 L_Work : Real_Vector (1 .. 1);
460 Info : aliased Integer;
462 E : Real_Vector (1 .. N);
463 pragma Warnings (Off, E);
465 begin
466 if Values'Length /= N then
467 raise Constraint_Error with "wrong length for output vector";
468 end if;
470 if N = 0 then
471 return;
472 end if;
474 -- Initialize working matrix and check for symmetric input matrix
476 Transpose (A, Vectors);
478 if A /= Vectors then
479 raise Argument_Error with "matrix not symmetric";
480 end if;
482 -- Compute size of additional working space
484 sytrd (Uplo => Lower'Access,
485 N => N,
486 A => Vectors,
487 Ld_A => N,
488 D => Values,
489 E => E,
490 Tau => Tau,
491 Work => L_Work,
492 L_Work => -1,
493 Info => Info'Access);
495 declare
496 Work : Real_Vector (1 .. Integer'Max (Integer (L_Work (1)), 2 * N));
497 pragma Warnings (Off, Work);
499 Comp_Z : aliased constant Character := 'V';
501 begin
502 -- Reduce matrix to tridiagonal form
504 sytrd (Uplo => Lower'Access,
505 N => N,
506 A => Vectors,
507 Ld_A => A'Length (1),
508 D => Values,
509 E => E,
510 Tau => Tau,
511 Work => Work,
512 L_Work => Work'Length,
513 Info => Info'Access);
515 if Info /= 0 then
516 raise Program_Error;
517 end if;
519 -- Generate the real orthogonal matrix determined by sytrd
521 orgtr (Uplo => Lower'Access,
522 N => N,
523 A => Vectors,
524 Ld_A => N,
525 Tau => Tau,
526 Work => Work,
527 L_Work => Work'Length,
528 Info => Info'Access);
530 if Info /= 0 then
531 raise Program_Error;
532 end if;
534 -- Compute all eigenvalues and eigenvectors using QR algorithm
536 steqr (Comp_Z => Comp_Z'Access,
537 N => N,
538 D => Values,
539 E => E,
540 Z => Vectors,
541 Ld_Z => N,
542 Work => Work,
543 Info => Info'Access);
545 if Info /= 0 then
546 raise Constraint_Error with
547 "eigensystem computation failed to converge";
548 end if;
549 end;
550 end Eigensystem;
552 -----------------
553 -- Eigenvalues --
554 -----------------
556 procedure Eigenvalues
557 (A : Real_Matrix;
558 Values : out Real_Vector)
560 N : constant Natural := Length (A);
561 L_Work : Real_Vector (1 .. 1);
562 Info : aliased Integer;
564 B : Real_Matrix (1 .. N, 1 .. N);
565 Tau : Real_Vector (1 .. N);
566 E : Real_Vector (1 .. N);
567 pragma Warnings (Off, B);
568 pragma Warnings (Off, Tau);
569 pragma Warnings (Off, E);
571 begin
572 if Values'Length /= N then
573 raise Constraint_Error with "wrong length for output vector";
574 end if;
576 if N = 0 then
577 return;
578 end if;
580 -- Initialize working matrix and check for symmetric input matrix
582 Transpose (A, B);
584 if A /= B then
585 raise Argument_Error with "matrix not symmetric";
586 end if;
588 -- Find size of work area
590 sytrd (Uplo => Lower'Access,
591 N => N,
592 A => B,
593 Ld_A => N,
594 D => Values,
595 E => E,
596 Tau => Tau,
597 Work => L_Work,
598 L_Work => -1,
599 Info => Info'Access);
601 declare
602 Work : Real_Vector (1 .. Integer'Min (Integer (L_Work (1)), 4 * N));
603 pragma Warnings (Off, Work);
605 begin
606 -- Reduce matrix to tridiagonal form
608 sytrd (Uplo => Lower'Access,
609 N => N,
610 A => B,
611 Ld_A => A'Length (1),
612 D => Values,
613 E => E,
614 Tau => Tau,
615 Work => Work,
616 L_Work => Work'Length,
617 Info => Info'Access);
619 if Info /= 0 then
620 raise Constraint_Error;
621 end if;
623 -- Compute all eigenvalues using QR algorithm
625 sterf (N => N,
626 D => Values,
627 E => E,
628 Info => Info'Access);
630 if Info /= 0 then
631 raise Constraint_Error with
632 "eigenvalues computation failed to converge";
633 end if;
634 end;
635 end Eigenvalues;
637 function Eigenvalues (A : Real_Matrix) return Real_Vector is
638 R : Real_Vector (A'Range (1));
639 begin
640 Eigenvalues (A, R);
641 return R;
642 end Eigenvalues;
644 -------------
645 -- Inverse --
646 -------------
648 procedure Inverse (A : Real_Matrix; R : out Real_Matrix) is
649 N : constant Integer := Length (A);
650 Piv : Integer_Vector (1 .. N);
651 L_Work : Real_Vector (1 .. 1);
652 Info : aliased Integer := -1;
654 begin
655 -- All computations are done using column-major order, but this works
656 -- out fine, because Transpose (Inverse (Transpose (A))) = Inverse (A).
658 R := A;
660 -- Compute LU decomposition
662 getrf (M => N,
663 N => N,
664 A => R,
665 Ld_A => N,
666 I_Piv => Piv,
667 Info => Info'Access);
669 if Info /= 0 then
670 raise Constraint_Error with "inverting singular matrix";
671 end if;
673 -- Determine size of work area
675 getri (N => N,
676 A => R,
677 Ld_A => N,
678 I_Piv => Piv,
679 Work => L_Work,
680 L_Work => -1,
681 Info => Info'Access);
683 if Info /= 0 then
684 raise Constraint_Error;
685 end if;
687 declare
688 Work : Real_Vector (1 .. Integer (L_Work (1)));
689 pragma Warnings (Off, Work);
691 begin
692 -- Compute inverse from LU decomposition
694 getri (N => N,
695 A => R,
696 Ld_A => N,
697 I_Piv => Piv,
698 Work => Work,
699 L_Work => Work'Length,
700 Info => Info'Access);
702 if Info /= 0 then
703 raise Constraint_Error with "inverting singular matrix";
704 end if;
706 -- ??? Should iterate with gerfs, based on implementation advice
707 end;
708 end Inverse;
710 function Inverse (A : Real_Matrix) return Real_Matrix is
711 R : Real_Matrix (A'Range (2), A'Range (1));
712 begin
713 Inverse (A, R);
714 return R;
715 end Inverse;
717 -----------
718 -- Solve --
719 -----------
721 procedure Solve (A : Real_Matrix; X : Real_Vector; B : out Real_Vector) is
722 begin
723 if Length (A) /= X'Length then
724 raise Constraint_Error with
725 "incompatible matrix and vector dimensions";
726 end if;
728 -- ??? Should solve directly, is faster and more accurate
730 B := Inverse (A) * X;
731 end Solve;
733 procedure Solve (A : Real_Matrix; X : Real_Matrix; B : out Real_Matrix) is
734 begin
735 if Length (A) /= X'Length (1) then
736 raise Constraint_Error with "incompatible matrix dimensions";
737 end if;
739 -- ??? Should solve directly, is faster and more accurate
741 B := Inverse (A) * X;
742 end Solve;
744 function Solve (A : Real_Matrix; X : Real_Vector) return Real_Vector is
745 B : Real_Vector (A'Range (2));
746 begin
747 Solve (A, X, B);
748 return B;
749 end Solve;
751 function Solve (A, X : Real_Matrix) return Real_Matrix is
752 B : Real_Matrix (A'Range (2), X'Range (2));
753 begin
754 Solve (A, X, B);
755 return B;
756 end Solve;
758 ---------------
759 -- Transpose --
760 ---------------
762 function Transpose (X : Real_Matrix) return Real_Matrix is
763 R : Real_Matrix (X'Range (2), X'Range (1));
764 begin
765 Transpose (X, R);
767 return R;
768 end Transpose;
770 -----------------
771 -- Unit_Matrix --
772 -----------------
774 function Unit_Matrix
775 (Order : Positive;
776 First_1 : Integer := 1;
777 First_2 : Integer := 1) return Real_Matrix
778 renames Instantiations.Unit_Matrix;
780 -----------------
781 -- Unit_Vector --
782 -----------------
784 function Unit_Vector
785 (Index : Integer;
786 Order : Positive;
787 First : Integer := 1) return Real_Vector
788 renames Instantiations.Unit_Vector;
790 end Ada.Numerics.Generic_Real_Arrays;