Possible Solution

Content

#include <ulmblas.h>
#include <ulmaux.h>

#include <math.h>           // for nan(), fabs()

//-- BLAS Level 1 functions ----------------------------------------------------

void
dcopy(size_t n,
      const double *x, ptrdiff_t incX,
      double *y, ptrdiff_t incY)
{
    for (size_t i=0; i<n; ++i) {
        y[i*incY] = x[i*incX];
    }
}

void
daxpy(size_t n, double alpha,
      const double *x, ptrdiff_t incX,
      double *y, ptrdiff_t incY)
{
    for (size_t i=0; i<n; ++i) {
        y[i*incY] += alpha*x[i*incX];
    }
}

double
ddot(size_t n,
     const double *x, ptrdiff_t incX,
     const double *y, ptrdiff_t incY)
{
    double result = 0;

    for (size_t i=0; i<n; ++i) {
        result += x[i*incX]*y[i*incY];
    }

    return result;
}

void
dscal(size_t n,
      double alpha,
      double *x, ptrdiff_t incX)
{
    if (alpha==1) {
        return;
    }
    if (alpha!=0) {
        for (size_t i=0; i<n; ++i) {
            x[i*incX] *= alpha;
        }
    } else {
        for (size_t i=0; i<n; ++i) {
            x[i*incX] = 0;
        }
    }
}

size_t
idamax(size_t n, const double *x, ptrdiff_t incX)
{
    double max = 0;
    size_t I   = 0;

    for (size_t i=0; i<n; ++i) {
        if (fabs(x[i*incX])>max) {
            I   = i;
            max = fabs(x[i*incX]);
        }
    }
    return I;
}

void
dswap(size_t n, double *x, ptrdiff_t incX, double *y, ptrdiff_t incY)
{
    for (size_t i=0; i<n; ++i) {
        double tmp = x[i*incX];
        x[i*incX] = y[i*incY];
        y[i*incY] = tmp;
    }
}

//-- BLAS Level 2 functions ----------------------------------------------------

#ifndef AXPYF
#define AXPYF 4
#endif

void
dgemv_axpyf(size_t m, size_t n,
            double alpha,
            const double *A, ptrdiff_t incRowA, ptrdiff_t incColA,
            const double *x, ptrdiff_t incX,
            double *y, ptrdiff_t incY)
{
    size_t nb = n / AXPYF;
    for (size_t j=0; j<nb; ++j) {
        for (size_t i=0; i<m; ++i) {
            for (size_t l=0; l<AXPYF; ++l) {
                y[i*incY] += alpha*A[i*incRowA+(j*AXPYF+l)*incColA]
                                  *x[(j*AXPYF+l)*incX];
            }
        }
    }

    for (size_t j=nb*AXPYF; j<n; ++j) {
        daxpy(m, alpha*x[j*incX], &A[j*incColA], incRowA, y, incY);
    }
}

#ifndef DOTF
#define DOTF 4
#endif

void
dgemv_dotf(size_t m, size_t n,
           double alpha,
           const double *A, ptrdiff_t incRowA, ptrdiff_t incColA,
           const double *x, ptrdiff_t incX,
           double *y, ptrdiff_t incY)
{
    size_t mb = m / DOTF;

    for (size_t i=0; i<mb; ++i) {
        for (size_t j=0; j<n; ++j) {
            for (size_t l=0; l<DOTF; ++l) {
                y[(DOTF*i+l)*incY]
                    += alpha*A[(DOTF*i+l)*incRowA+j*incColA]*x[j*incX];
            }
        }
    }

    for (size_t i=mb*DOTF; i<m; ++i) {
        y[i*incY] += alpha*ddot(n, &A[i*incRowA], incColA, x, incX);
    }
}

void
dgemv(size_t m, size_t n,
      double alpha,
      const double *A, ptrdiff_t incRowA, ptrdiff_t incColA,
      const double *x, ptrdiff_t incX,
      double beta,
      double *y, ptrdiff_t incY)
{
    dscal(m, beta, y, incY);

    if (alpha==0 || m==0 || n==0) {
        return;
    }

    if (incRowA<incColA) {
        dgemv_axpyf(m, n, alpha, A, incRowA, incColA, x, incX, y, incY);
    } else {
        dgemv_dotf(m, n, alpha, A, incRowA, incColA, x, incX, y, incY);
    }
}

void
dger(size_t m, size_t n,
     double alpha,
     const double *x, ptrdiff_t incX,
     const double *y, ptrdiff_t incY,
     double *A, ptrdiff_t incRowA, ptrdiff_t incColA)
{
    if (alpha==0 || m==0 || n==0) {
        return;
    }

    if (incRowA>incColA) {
        dger(n, m, alpha, y, incY, x, incX, A, incColA, incRowA);
        return;
    }

    for (size_t j=0; j<n; ++j) {
        for (size_t i=0; i<m; ++i) {
            A[i*incRowA+j*incColA] += alpha*x[i*incX]*y[j*incY];
        }
    }
}

void
dtrsv(size_t n, bool lower, bool unit,
      const double *A, ptrdiff_t incRowA, ptrdiff_t incColA,
      double *x, ptrdiff_t incX)
{
    if (lower) {
        if (incRowA<incColA) {
            // A is col major
            for (size_t j=0; j<n; ++j) {
                if (!unit) {
                    x[j*incX] /= A[j*(incRowA+incColA)];
                }
                daxpy(n-1-j, -x[j*incX], &A[(j+1)*incRowA+j*incColA], incRowA,
                      &x[(j+1)*incX], incX);
            }
        } else {
            // A is row major
            for (size_t j=0; j<n; ++j) {
                x[j*incX] -= ddot(j, &A[j*incRowA], incColA, x, incX);
                if (!unit) {
                    x[j*incX] /= A[j*(incRowA+incColA)];
                }
            }
        }
    } else {
        if (incRowA<incColA) {
            // A is col major
            for (size_t j=n; j-- >0; ) {
                if (!unit) {
                    x[j*incX] /= A[j*(incRowA+incColA)];
                }
                daxpy(j, -x[j*incX], &A[j*incColA], incRowA,
                      x, incX);
            }
        } else {
            // A is row major
            for (size_t j=n; j-- >0; ) {
                x[j*incX] -= ddot(n-1-j,
                                  &A[j*incRowA+(j+1)*incColA], incColA,
                                  &x[(j+1)*incX], incX);
                if (!unit) {
                    x[j*incX] /= A[j*(incRowA+incColA)];
                }
            }
        }
    }
}

//-- LAPACK functions ----------------------------------------------------------

ptrdiff_t
dgetrf_ger(size_t m, size_t n,
           double *A, ptrdiff_t incRowA, ptrdiff_t incColA,
           size_t *p, ptrdiff_t incP)
{
    size_t k = m<n ? m : n;

    for (size_t j=0; j<k; ++j) {
        size_t pj = j + idamax(m-j, &A[j*incRowA + j*incColA], incRowA);

        if (j!=pj) {
            dswap(n, &A[j*incRowA], incColA, &A[pj*incRowA], incColA);
        }
        p[j*incP] = pj;

        double alpha = A[j*incRowA + j*incColA];
        if (alpha==0) {
            return j;
        } else {
            alpha = 1/alpha;
        }

        dscal(m-1-j, alpha, &A[(j+1)*incRowA + j*incColA], incRowA);
        dger(m-1-j, n-1-j, -1,
             &A[(j+1)*incRowA +  j   *incColA], incRowA,
             &A[ j   *incRowA + (j+1)*incColA], incColA,
             &A[(j+1)*incRowA + (j+1)*incColA], incRowA, incColA);
    }

    return -1;
}

ptrdiff_t
dgetrf_gemv(size_t m, size_t n,
            double *A, ptrdiff_t incRowA, ptrdiff_t incColA,
            size_t *p, ptrdiff_t incP)
{
    size_t k = m<n ? m : n;

    for (size_t j=0; j<k; ++j) {
        dtrsv(j, true, true,
              A, incRowA, incColA,
              &A[j*incColA], incRowA);

        dgemv(m-j, j, -1,
              &A[j*incRowA], incRowA, incColA,
              &A[j*incColA], incRowA,
              1,
              &A[j*incRowA+j*incColA], incRowA);

        size_t pj = j + idamax(m-j, &A[j*incRowA + j*incColA], incRowA);

        if (j!=pj) {
            dswap(n, &A[j*incRowA], incColA, &A[pj*incRowA], incColA);
        }
        p[j*incP] = pj;

        double alpha = A[j*incRowA + j*incColA];
        if (alpha==0) {
            return j;
        }

        dscal(m-j-1, 1/alpha, &A[(j+1)*incRowA+j*incColA], incRowA);
    }
    for (size_t j=k; j<n; ++j) {
        dtrsv(m, true, true,
              A, incRowA, incColA,
              &A[j*incColA], incRowA);
    }

    return -1;
}

#define GETRF_GER   1
#define GETRF_GEMV  2

#ifndef GETRF
#define GETRF   0
#endif

// this pragma makes gcc stop immediately on '#error'
#pragma GCC diagnostic error "-Wfatal-errors"

ptrdiff_t
dgetrf(size_t m, size_t n,
       double *A, ptrdiff_t incRowA, ptrdiff_t incColA,
       size_t *p, ptrdiff_t incP)
{
#if  GETRF == GETRF_GER
    return dgetrf_ger(m, n, A, incRowA, incColA, p, incP);
#elif GETRF == GETRF_GEMV
    return dgetrf_gemv(m, n, A, incRowA, incColA, p, incP);
#else
#error "Compile with either -DGETRF=GETRF_GER or -DGETRF=GETRF_GEMV"
#endif
}