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Add linear algebra file

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master
Alinson S. Xavier 8 years ago
parent 362b412771
commit 58bc588c19
6 changed files with 224 additions and 25 deletions
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2
CMakeLists.txt
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@ -7,6 +7,8 @@ include_directories(${CPLEX_INCLUDE_DIR})
find_package(GMP REQUIRED)
find_package(OpenMP REQUIRED)
find_package(BLAS REQUIRED)
find_package(LAPACKE REQUIRED)
set(CMAKE_CXX_STANDARD 11)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Werror ${OpenMP_CXX_FLAGS} -O3")

11
cmake/FindLAPACKE.cmake
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@ -0,0 +1,11 @@
find_library(LAPACKE_LIBRARIES
NAMES lapacke)
find_path(LAPACKE_INCLUDE_DIR NAMES lapacke.h)
include(FindPackageHandleStandardArgs)
find_package_handle_standard_args(LAPACKE
DEFAULT_MSG
LAPACKE_LIBRARIES
LAPACKE_INCLUDE_DIR)
mark_as_advanced(LAPACKE_LIBRARIES LAPACKE_INCLUDE_DIR)

18
multirow/CMakeLists.txt
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@ -8,6 +8,7 @@ set(COMMON_SOURCES
src/util.c
src/rational.c
src/stats.c
src/linalg.c
include/multirow/cg.h
include/multirow/double.h
include/multirow/geometry.h
@ -17,17 +18,26 @@ set(COMMON_SOURCES
include/multirow/rational.h
include/multirow/stats.h
include/multirow/params.h
include/multirow/util.h)
include/multirow/util.h
include/multirow/linalg.h)
set(TEST_SOURCES
tests/double-test.cpp
tests/cg-test.cpp
tests/geometry-test.cpp)
tests/geometry-test.cpp
tests/linalg-test.cpp)
add_library(multirow_static ${COMMON_SOURCES})
set_target_properties(multirow_static PROPERTIES OUTPUT_NAME lifting)
target_link_libraries(multirow_static ${CPLEX_LIBRARIES})
target_link_libraries(multirow_static
${CPLEX_LIBRARIES}
${BLAS_LIBRARIES}
${LAPACKE_LIBRARIES})
target_include_directories(multirow_static PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})
add_executable(multirow-test.run ${COMMON_SOURCES} ${TEST_SOURCES})
target_link_libraries(multirow-test.run ${CPLEX_LIBRARIES} gtest_main)
target_link_libraries(multirow-test.run
${CPLEX_LIBRARIES}
${BLAS_LIBRARIES}
${LAPACKE_LIBRARIES}
gtest_main)

40
multirow/include/multirow/linalg.h
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@ -0,0 +1,40 @@
/* Copyright (c) 2015-2017 Alinson Xavier
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#pragma once
/**
* Receives an n-dimensional vector x, a scalar alpha and sets x <- alpha * x
*/
void LINALG_scale(int n, double *x, double alpha);
/**
* Receives two n-dimensional vectors x and y and returns the dot product of x
* and y.
*/
double LINALG_dot(int n, double *x, double *y);
/**
* Receives an n-dimensional vector x and returns the 1-norm of x.
*/
double LINALG_norm(int n, double *x);
/**
* Given an invertible n-by-n matrix A and an n-dimensional vector b, this
* function set x to A^(-1) b. Returns zero if the operation is successful and
* non-zero otherwise.
*/
int LINALG_solve(int n, double *A, double *b, double *x);

53
multirow/src/linalg.c
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@ -0,0 +1,53 @@
/*
* Copyright (C) 2016 Álinson Santos Xavier <isoron@gmail.com>
*
* This file is part of Loop Habit Tracker.
*
* Loop Habit Tracker is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by the
* Free Software Foundation, either version 3 of the License, or (at your
* option) any later version.
*
* Loop Habit Tracker is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for
* more details.
*
* You should have received a copy of the GNU General Public License along
* with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#include<cblas.h>
#include<lapacke.h>
#include <multirow/util.h>
void LINALG_scale(int n, double *x, double alpha)
{
cblas_dscal(n, alpha, x, 1);
}
double LINALG_dot(int n, double *x, double *y)
{
return cblas_ddot(n, x, 1, y, 1);
}
double LINALG_norm(int n, double *x)
{
return cblas_dasum(n, x, 1);
}
int LINALG_solve(int n, double *A, double *b, double *x)
{
int rval = 0;
int ignored[n];
double A_copy[n * n];
memcpy(x, b, n * sizeof(double));
memcpy(A_copy, A, n * n * sizeof(double));
rval = LAPACKE_dgesv(LAPACK_ROW_MAJOR, n, 1, A_copy, n, ignored, x, 1);
abort_if(rval, "LAPACKE_dgesv failed");
CLEANUP:
return rval;
}

83
multirow/tests/linalg-test.cpp
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@ -0,0 +1,83 @@
/* Copyright (c) 2015-2017 Alinson Xavier
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#include <gtest/gtest.h>
extern "C" {
#include <multirow/util.h>
#include <multirow/linalg.h>
}
const double E = 1e-6;
TEST(LinAlgTest, scale_test)
{
double x[] = {1.0, 2.0, 3.0};
LINALG_scale(3, x, 2.0);
EXPECT_NEAR(x[0], 2.0, E);
EXPECT_NEAR(x[1], 4.0, E);
EXPECT_NEAR(x[2], 6.0, E);
}
TEST(LinAlgTest, dot_test)
{
double x[] = { 1.0, 2.0, 3.0 };
double y[] = { 3.0, 4.0, 5.0 };
double dot = LINALG_dot(3, x, y);
EXPECT_NEAR(dot, 26.0, E);
}
TEST(LinAlgTest, norm_test)
{
double x[] = { 1.0, 2.0, -3.0 };
double y[] = { 3.0, -4.0, -5.0 };
double x_norm = LINALG_norm(3, x);
double y_norm = LINALG_norm(3, y);
EXPECT_NEAR(x_norm, 6.0, E);
EXPECT_NEAR(y_norm, 12.0, E);
}
TEST(LinAlgTest, solve_test)
{
int rval = 0;
double A[] = {
2.0, 1.0, 3.0,
2.0, 6.0, 8.0,
6.0, 8.0, 18.0,
};
double b[] = { 1.0, 3.0, 5.0 };
double x[] = { 0.0, 0.0, 0.0 };
rval = LINALG_solve(3, A, b, x);
abort_if(rval, "LINALG_solve failed");
// Should compute x correctly
EXPECT_NEAR(x[0], 0.3, E);
EXPECT_NEAR(x[1], 0.4, E);
EXPECT_NEAR(x[2], 0.0, E);
// Should not modify A and b
EXPECT_EQ(A[0], 2.0);
EXPECT_EQ(A[1], 1.0);
EXPECT_EQ(A[2], 3.0);
EXPECT_EQ(b[0], 1.0);
EXPECT_EQ(b[1], 3.0);
EXPECT_EQ(b[2], 5.0);
CLEANUP:
if(rval) FAIL();
}