optimized lapack' SVD for noticeably better performance on small matrices

3rdparty/include/cblas.h

@@ -37,11 +37,28 @@ static __inline double r_sign(real *a, real *b)
     return *b >= 0 ? x : -x;
 }
 
+extern const unsigned char lapack_toupper_tab[];
+#define lapack_toupper(c) ((char)lapack_toupper_tab[(unsigned char)(c)])
+
+extern const unsigned char lapack_lamch_tab[];
+extern const doublereal lapack_dlamch_tab[];
+extern const doublereal lapack_slamch_tab[];
+    
 static __inline logical lsame_(char *ca, char *cb)
 {
-    return toupper(ca[0]) == toupper(cb[0]);
+    return lapack_toupper(ca[0]) == lapack_toupper(cb[0]);
 }
 
+static __inline doublereal dlamch_(char* cmach)
+{
+    return lapack_dlamch_tab[lapack_lamch_tab[(unsigned char)cmach[0]]];
+}
+    
+static __inline doublereal slamch_(char* cmach)
+{
+    return lapack_slamch_tab[lapack_lamch_tab[(unsigned char)cmach[0]]];
+}    
+    
 static __inline integer i_nint(real *x)
 {
     return (integer)(*x >= 0 ? floor(*x + .5) : -floor(.5 - *x));

3rdparty/include/clapack.h

@@ -3680,8 +3680,6 @@ doublereal dsecnd_();
 
 doublereal second_();
 
-doublereal slamch_(char *cmach);
-
 /* Subroutine */ int slamc1_(integer *beta, integer *t, logical *rnd, logical 
 	*ieee1);
 
@@ -3696,8 +3694,6 @@ doublereal slamc3_(real *a, real *b);
 		    logical *ieee, integer *emax, real *rmax);
 
 
-doublereal dlamch_(char *cmach);
-
 /* Subroutine */ int dlamc1_(integer *beta, integer *t, logical *rnd, logical
 		    *ieee1);
 
@@ -3712,9 +3708,6 @@ doublereal dlamc3_(doublereal *a, doublereal *b);
 /* Subroutine */ int dlamc5_(integer *beta, integer *p, integer *emin,
 		    logical *ieee, integer *emax, doublereal *rmax);
 
-integer ilaenv_(integer *ispec, char *name__, char *opts, integer *n1, 
-	integer *n2, integer *n3, integer *n4);
-
 #ifdef __cplusplus
 }
 #endif

3rdparty/include/f2c.h

@@ -7,6 +7,7 @@
 #ifndef F2C_INCLUDE
 #define F2C_INCLUDE
 
+#include <assert.h>
 #include <math.h>
 #include <ctype.h>
 #include <stdlib.h>
@@ -17,6 +18,10 @@
 #include <string.h>
 #include <stdio.h>
 
+#if __SSE2__ || defined _M_X64
+#include "emmintrin.h"
+#endif
+
 #ifdef __cplusplus
 extern "C" {
 #endif