Contains functions that implement some relevant BLAS level 1,2 or 3 and Lapack functionalities. More...

#include <cstring>
#include <cmath>
#include <cfloat>
#include <cassert>
#include <sstream>
#include <algorithm>
#include <limits>
#include "gurls++/exports.h"
#include "gurls++/exceptions.h"
#include "gurls++/blas_lapack.h"

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Namespaces
namespace	gurls
	The main namespace of GURLS++.
Enumerations
enum	gurls::InversionAlgorithm { LU, GaussJ }
	Implemented inversion algorithms.
Functions
template<typename T >
void	gurls::argmin (const T A, unsigned long result, const int A_rows, const int A_cols, const int res_length) throw (gException)
	Coputes the smallest elements along the rows of a matrix.
template<typename T >
void	gurls::binOperation (const T A, const T B, T result, const int len, T(op)(T, T))
	Applies an element by element binary operation over two vectors ( )
template<typename T >
void	gurls::cholesky (const gMat2D< T > &A, gMat2D< T > &L, bool upper=true)
	Computes the Cholesky factorization of a symmetric, positive definite matrix using the LAPACK routine SPOTRF.
template<typename T >
void	gurls::cholesky (const T matrix, const int rows, const int cols, T result, bool upper=true)
	Computes the Cholesky factorization of a symmetric, positive definite matrix using the LAPACK routine SPOTRF.
template<typename T >
void	gurls::clearLowerTriangular (T *matrix, int rows, int cols)
	Zeroes on the lower triangle of a matrix.
template<typename T >
T *	gurls::compare (const T vector1, const T vector2, const int size, bool(*pred)(T, T))
	Compares element by element two vectors using a binary predicate, and returns a vector where each element is:
template<typename T >
T *	gurls::compare (const T vector, const T thr, const int size, bool(pred)(T, T))
	Compares each element of a vector with a threshold using a binary predicate and returns a vector where each element is:
template<typename T >
void	gurls::copy (T dst, const T src, const int size)
	Copies element form one vector to another one.
template<>
GURLS_EXPORT void	gurls::copy (float dst, const float src, const int size)
	Specialized version of copy for float buffers.
template<>
GURLS_EXPORT void	gurls::copy (double dst, const double src, const int size)
	Specialized version of copy for double buffers.
template<typename T >
void	gurls::copy (T dst, const T src, const int size, const int dstIncr, const int srcIncr)
	Copies element form one vector to another one.
template<>
GURLS_EXPORT void	gurls::copy (float dst, const float src, const int size, const int dstIncr, const int srcIncr)
	Specialized version of copy for float buffers.
template<>
GURLS_EXPORT void	gurls::copy (double dst, const double src, const int size, const int dstIncr, const int srcIncr)
	Specialized version of copy for double buffers.
template<typename T >
void	gurls::copy_submatrix (T dst, const T src, const int src_Rows, const int sizeRows, const int sizeCols, unsigned long indices_rows, unsigned long indices_cols)
	Generates a submatrix from an input matrix.
template<typename T >
void	gurls::copyLocations (const unsigned long locs, const T src, const int locs_len, const int src_len, T *result)
	Returns a subvector of an input vector, containing elements of the input vector whose index is contained into an indices vector.
template<typename T >
void	gurls::diag (T vector, const int len, T result)
	Returns a squared matrix initialized in the diagonal with values from a vector.
template<typename T >
T	gurls::div (T a, T b)
	Division of two scalars.
template<typename T >
void	gurls::dot (const gMat2D< T > &A, const gMat2D< T > &B, gMat2D< T > &C)
	Implements the standard GEMM routine from Level3 BLAS General Matrix-Matrix multiplication of two single/double precision real matrices A and B (the corresponding Matlab code is: C = A*B;).
template<typename T >
void	gurls::dot (const gMat2D< T > &A, const gVec< T > &x, gVec< T > &y)
	Implements the standard DOT routine from Level 1 BLAS General Matrix-Vector multiplication of a single/double precision matrix A with a vector x (the corresponding Matlab code is y = A*x;).
template<typename T >
T	gurls::dot (const gVec< T > &x, const gVec< T > &y)
	Implements the standard scalar product between vectors General routine from Level1 BLAS: n <-- x^T * y General Vector-Vector multiplication for single/double precision real data.
template<typename T >
void	gurls::dot (const T A, const T B, T *C, int A_rows, int A_cols, int B_rows, int B_cols, int C_rows, int C_cols, const CBLAS_TRANSPOSE TransA, const CBLAS_TRANSPOSE TransB, const CBLAS_ORDER Order)
	General Matrix-Matrix multiplication of two single/double precision real matrices A and B.
template<typename T >
void	gurls::eig (const gMat2D< T > &A, gMat2D< T > &V, gVec< T > &Wr, gVec< T > &Wi)
	Implements the computation of the eigenvalues of A using the LAPACK routine SGEEV with default computation of the right eigenvectors.
template<typename T >
void	gurls::eig (const gMat2D< T > &A, gMat2D< T > &V, gVec< T > &W)
	Implements the computation of the eigenvalues of A using the LAPACK routine SGEEV with default computation of the right eigenvectors.
template<typename T >
void	gurls::eig (const gMat2D< T > &A, gVec< T > &Wr, gVec< T > &Wi)
	Implements the computation of the eigenvalues of A.
template<typename T >
void	gurls::eig (const gMat2D< T > &A, gVec< T > &W)
	Implements the computation of the eigenvalues of A.
template<typename T >
void	gurls::eig_sm (T A, T L, int A_rows_cols) throw (gException)
	Computes the eigenvalues/eigenvectors of a squared and symmetric input matrix.
template<typename T >
bool	gurls::eq (T val1, T val2)
	"Equals" operator between two scalars
template<>
GURLS_EXPORT bool	gurls::eq (float val1, float val2)
	"Equals" operator between two scalars, specialized for float values
template<>
GURLS_EXPORT bool	gurls::eq (double val1, double val2)
	"Equals" operator between two scalars, specialized for double values
template<typename T >
T	gurls::eucl_dist (const T A, const T B, const int len, T *work)
	Computes Euclidean distance between two vectors.
template<typename T >
void	gurls::exp (T *v, const int length)
	In place computation of the exponential for each element of a vector.
template<typename T >
void	gurls::getRow (const T M, const int rows, const int cols, const int row_index, T row)
	Generates a vector containing a copy of a row of an input matrix.
template<typename T >
bool	gurls::gt (T a, T b)
	"Greater than" operator between two scalars
template<>
GURLS_EXPORT bool	gurls::gt (float a, float b)
	"Greater than" operator between two scalars, specialized for float values
template<>
GURLS_EXPORT bool	gurls::gt (double a, double b)
	"Greater than" operator between two scalars, specialized for double values
template<typename T >
bool	gurls::gte (T a, T b)
	"Greater than or equals" operator between two scalars
template<typename T >
void	gurls::indicesOfEqualsTo (const T V, const int len, const T value, unsigned long ind, int &ind_length)
	Computes a vector containing the indices of all elements of an input vector that are equals to a given value.
template<typename T >
void	gurls::indicesOfMax (const T A, const int A_rows, const int A_cols, unsigned long ind, T *work, const int dimension) throw (gException)
	Returns the indices of the largest elements along different dimensions of a matrix.
template<typename T >
void	gurls::inv (const gMat2D< T > &A, gMat2D< T > &Ainv, InversionAlgorithm alg=LU)
	Computes the inverse $A^-{1}$ of a matrix .
template<typename T >
T *	gurls::lambdaguesses (const T *eigvals, const int len, const int r, const int n, const int nlambda, const T minl)
	Builds array of possible values for the regularization parameter, generating a geometric series from the values in EIGVALS Internal function, not to be called from gurls.
template<typename T >
bool	gurls::le (T a, T b)
	"Less or equal than" operator between two scalars
template<typename T >
void	gurls::linspace (T a, T b, unsigned long n, T *res)
	Generates a row vector of n points linearly spaced between and including a and b.
template<typename T >
bool	gurls::lt (T a, T b)
	"Less than" operator between two scalars
template<>
GURLS_EXPORT bool	gurls::lt (float a, float b)
	"Less than" operator between two scalars, specialized for float values
template<>
GURLS_EXPORT bool	gurls::lt (double a, double b)
	"Less than" operator between two scalars, specialized for double values
template<typename T >
void	gurls::lu (gMat2D< T > &A)
	Implements the LU decomposition usig LAPACK routines.
template<typename T >
void	gurls::lu (gMat2D< T > &A, gVec< int > &pv)
	Implements the LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges, using LAPACK routines.
template<typename T >
void	gurls::maxValues (const T A, const int A_rows, const int A_cols, T maxv, T *work, const int dimension) throw (gException)
	Returns the largest elements along different dimensions of a matrix.
template<typename T >
void	gurls::mean (const T A, T result, const int A_rows, const int A_cols, const int res_length) throw (gException)
	Computes the mean values along the rows of a matrix.
template<typename T >
T	gurls::median (T *v, const int length)
	Returns the median value of a vector.
template<typename T >
void	gurls::median (const T M, const int rows, const int cols, const int dimension, T res, T *work)
	Computes the median values of the elements along different dimensions of a matrix.
template<typename T >
void	gurls::mldivide_squared (const T A, T B, const int a_rows, const int a_cols, const int b_rows, const int b_cols, const CBLAS_TRANSPOSE transA)
	Performs left division of squared matrices.
template<typename T >
T	gurls::mul (T a, T b)
	Multiplication of two scalars.
template<typename T >
void	gurls::mult (const T A, const T B, T *result, const int len)
	Element by element multiplication of two vectors.
template<typename T >
void	gurls::pdist (const T A, const int N, const int P, T D)
	Computes a vector D containing the Euclidean distances between each pair of observations in the N-by-P data matrix A.
template<typename T >
void	gurls::pinv (const gMat2D< T > &A, gMat2D< T > &Ainv, T RCOND=0)
	Computes the pseudo-inverse of a non square matrix A.
template<typename T >
T *	gurls::pinv (const T A, const int rows, const int cols, int &res_rows, int &res_cols, T RCOND=NULL)
	Computes the pseudo-inverse of a matrix.
template<typename T >
void	gurls::qr_econ (const T A, int m, int n, T Q, T R, int E)
	Computes an economy-size QR decomposition of an input matrix A so that A(:,E) = Q*R.
template<typename T >
void	gurls::randperm (const unsigned long n, T *seq, bool generate=true, unsigned long start=1)
	Generates a vector containing a random permutation of the values from start to start+n inclusive.
template<typename T >
void	gurls::rdivide (const T A, const T B, T *result, const int len)
	Element by element division of two vectors.
template<typename T >
gMat2D< T >	gurls::repmat (const gVec< T > &x, unsigned long n, bool transpose=false)
	Replicates a vector n times along the columns (or along the rows if transpose==true) If x is a vector of length N, then the output is an N-by-N matrix whose columns (or rows) are copies of x.
template<typename T >
void	gurls::rls_eigen (const T Q, const T L, const T Qty, T C, const T lambda, const int n, const int Q_rows, const int Q_cols, const int L_length, const int Qty_rows, const int Qty_cols)
	Computes RLS estimator given the singular value decomposition of the kernel matrix.
template<typename T >
void	gurls::rls_eigen (const T Q, const T L, const T Qty, T C, const T lambda, const int n, const int Q_rows, const int Q_cols, const int L_length, const int Qty_rows, const int Qty_cols, T *work)
	Computes RLS estimator given the singular value decomposition of the kernel matrix.
template<typename T >
int	gurls::round (const T value)
	Rounds an input value to the nearest integer.
template<typename T >
void	gurls::set (T *buffer, const T value, const int size, const int incr)
	Sets elements of a vector to a specified value.
template<typename T >
void	gurls::set (T *buffer, const T value, const int size)
	Sets all elements of a vector to a specified value.
template<>
void GURLS_EXPORT	gurls::set (float *buffer, const float value, const int size)
	Specialized version of set for float buffers.
template<>
void GURLS_EXPORT	gurls::set (double *buffer, const double value, const int size)
	Specialized version of set for double buffers.
template<typename T >
void	gurls::setReciprocal (T *matrix, const int len)
	Computes the element-by-element multiplicative inverse of an input matrix.
template<typename T >
T *	gurls::sign (const T *vector, const int size)
	Computes a "signum vector" of the same size as an input vector, where each element is:
template<typename T >
void	gurls::sort (const T M, const unsigned long rows, const unsigned long cols, bool(pred)(T, T), T values, unsigned long indices)
	Sorts the elements of a matrix along the columns.
template<typename T >
void	gurls::squareform (const T A, const int N, const int P, T D, const int d_cols)
	Reformats a distance matrix between upper triangular and square form.
template<typename T >
void	gurls::stdDev (const T X, const int rows, const int cols, T res, T *work)
	Generates a row vector containing the standard deviation of the elements of each column of an input matrix.
template<typename T >
void	gurls::subMatrixFromColumns (const T matrix, const int mRows, const int mCols, const unsigned long colsIndices, const int nIndices, T *submat)
	Generates a submatrix from an input matrix.
template<typename T >
void	gurls::subMatrixFromRows (const T matrix, const int mRows, const int mCols, const unsigned long rowsIndices, const int nIndices, T *submat)
	Generates a submatrix from an input matrix.
template<typename T >
void	gurls::sum (const T A, T result, const int A_rows, const int A_cols, const int res_length) throw (gException)
	Sums all elements along the rows of a matrix.
template<typename T >
void	gurls::sum_col (const T A, T result, const int A_rows, const int A_cols) throw (gException)
	Sums all elements along the columns of a matrix.
template<typename T >
T	gurls::sumv (const T *V, const int len) throw (gException)
	Computes the sum of all elements of a vector.
template<typename T >
void	gurls::svd (const gMat2D< T > &A, gMat2D< T > &U, gVec< T > &W, gMat2D< T > &Vt)
	Implements the SVD decomposition of a general rectangular matrix: A = UWVt.
template<typename T >
void	gurls::svd (const T A, T &U, T &S, T &Vt, const int A_rows, const int A_cols, int &U_rows, int &U_cols, int &S_len, int &Vt_rows, int &Vt_cols, bool econ=false) throw (gException)
	Computes singular value decomposition of an input matrix A such that A = Udiag(S)Vt.
template<typename T >
void	gurls::transpose (const T matrix, const int rows, const int cols, T transposed)
	Transpose a matrix.

Detailed Description

Definition in file gmath.h.

Namespaces

Enumerations

Functions

Detailed Description