optimized lapack' SVD for noticeably better performance on small matrices

3rdparty/lapack/dlamch_custom.c

@@ -0,0 +1,58 @@
+#include "clapack.h"
+#include <float.h>
+#include <stdio.h>
+
+/* *********************************************************************** */
+
+doublereal dlamc3_(doublereal *a, doublereal *b)
+{
+    /* System generated locals */
+    doublereal ret_val;
+    
+    
+    /*  -- LAPACK auxiliary routine (version 3.1) -- */
+    /*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
+    /*     November 2006 */
+    
+    /*     .. Scalar Arguments .. */
+    /*     .. */
+    
+    /*  Purpose */
+    /*  ======= */
+    
+    /*  DLAMC3  is intended to force  A  and  B  to be stored prior to doing */
+    /*  the addition of  A  and  B ,  for use in situations where optimizers */
+    /*  might hold one of these in a register. */
+    
+    /*  Arguments */
+    /*  ========= */
+    
+    /*  A       (input) DOUBLE PRECISION */
+    /*  B       (input) DOUBLE PRECISION */
+    /*          The values A and B. */
+    
+    /* ===================================================================== */
+    
+    /*     .. Executable Statements .. */
+    
+    ret_val = *a + *b;
+    
+    return ret_val;
+    
+    /*     End of DLAMC3 */
+    
+} /* dlamc3_ */
+
+
+/* simpler version of dlamch for the case of IEEE754-compliant FPU module by Piotr Luszczek S.
+   taken from http://www.mail-archive.com/numpy-discussion@lists.sourceforge.net/msg02448.html */
+
+#ifndef DBL_DIGITS
+#define DBL_DIGITS 53
+#endif
+
+const doublereal lapack_dlamch_tab[] =
+{
+    0, FLT_RADIX, DBL_EPSILON, DBL_MAX_EXP, DBL_MIN_EXP, DBL_DIGITS, DBL_MAX,
+    DBL_EPSILON*FLT_RADIX, 1, DBL_MIN*(1 + DBL_EPSILON), DBL_MIN
+};