initial upload

src/LapackInterface.h

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+//--------------------------------------------------------------------------
+// Copyright(c) 2024, Yoshiya Usui
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met :
+//
+// 1. Redistributions of source code must retain the above copyright notice, this
+// list of conditions and the following disclaimer.
+//
+// 2. Redistributions in binary form must reproduce the above copyright notice,
+// this list of conditions and the following disclaimer in the documentation
+// and /or other materials provided with the distribution.
+//
+// 3. Neither the name of the copyright holder nor the names of its
+// contributors may be used to endorse or promote products derived from
+// this software without specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+// DISCLAIMED.IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+// FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+// DAMAGES(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+// SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+// CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+// OR TORT(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+// OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+//--------------------------------------------------------------------------
+#ifndef DBLDEF_LAPACK_INTERFACE
+#define DBLDEF_LAPACK_INTERFACE
+
+namespace LapackInterface
+{
+
+// Calcualte all eigenvalues and eigenvectors of a real symmetric matrix
+// @note Matrix and vectors are overwritten
+void calculateEigenValuesAndVectorsOfRealSymmetricMatrix( const int dimension, double* matrix, double* vectors );
+
+// Factorize and solve a linear equation with real coefficents matrix
+// @note Matrix and vectors are overwritten
+void factorizeAndSolveLinearEquationRealMatrix( const int dimension, const int nRhs, double* matrix, double* vectors );
+
+// Factorize and solve a linear equation with real symmetric matrix
+// @note Matrix and vectors are overwritten
+void factorizeAndSolveLinearEquationRealSymmetricMatrix( const int dimension, const int nRhs, double* matrix, double* vectors );
+
+// Factorize and solve a linear equation with real symmetric positive definite matrix
+// @note Matrix and vectors are overwritten
+void factorizeAndSolveLinearEquationRealSymmetricPositiveDefiniteMatrix( const int dimension, const int nRhs, double* matrix, double* vectors );
+
+// Factorize a real square matrix
+// @note Matrix and vectors are overwritten
+void factorizeRealSquareMatrix( const int dimension, double* matrix, int* ipivInt );
+
+// Factorize a real symmetric matrix
+// @note Matrix and vectors are overwritten
+void factorizeRealSymmetricMatrix( const int dimension, double* matrix, int* ipivInt );
+
+// Factorize a real symmetric positive definite matrix
+// @note Matrix and vectors are overwritten
+void factorizeRealSymmetricPositiveDefiniteMatrix( const int dimension, double* matrix );
+
+// Solve a linear equation with real square matrix
+void solveLinearEquationRealSquareMatrix( const int dimension, const int nRhs, const int* const ipivInt, double* factorizedMatrix, double* vectors );
+
+// Solve a linear equation with real symmetric matrix
+void solveLinearEquationRealSymmetricMatrix( const int dimension, const int nRhs, const int* const ipivInt, double* factorizedMatrix, double* vectors );
+
+// Solve a linear equation with real symmetric positive definite matrix
+void solveLinearEquationRealSymmetricPositiveDefiniteMatrix( const int dimension, const int nRhs, double* factorizedMatrix, double* vectors );
+
+}
+
+#endif