optimized lapack' SVD for noticeably better performance on small matrices

2010-08-30 16:37:22 +00:00
parent fea66d9384
commit e48a456d48
19 changed files with 957 additions and 3620 deletions
--- a/3rdparty/lapack/sger_custom.c
+++ b/3rdparty/lapack/sger_custom.c
@@ -0,0 +1,164 @@
+#include "clapack.h"
+
+/* Subroutine */ int sger_(integer *_m, integer *_n, real *_alpha, 
+	real *x, integer *_incx, real *y, integer *_incy, 
+	real *a, integer *_lda)
+{
+
+/*     .. Scalar Arguments .. */
+/*     .. */
+/*     .. Array Arguments .. */
+/*     .. */
+
+/*  Purpose */
+/*  ======= */
+
+/*  SGER   performs the rank 1 operation */
+
+/*     A := alpha*x*y' + A, */
+
+/*  where alpha is a scalar, x is an m element vector, y is an n element */
+/*  vector and A is an m by n matrix. */
+
+/*  Arguments */
+/*  ========== */
+
+/*  M      - INTEGER. */
+/*           On entry, M specifies the number of rows of the matrix A. */
+/*           M must be at least zero. */
+/*           Unchanged on exit. */
+
+/*  N      - INTEGER. */
+/*           On entry, N specifies the number of columns of the matrix A. */
+/*           N must be at least zero. */
+/*           Unchanged on exit. */
+
+/*  ALPHA  - SINGLE PRECISION. */
+/*           On entry, ALPHA specifies the scalar alpha. */
+/*           Unchanged on exit. */
+
+/*  X      - SINGLE PRECISION array of dimension at least */
+/*           ( 1 + ( m - 1 )*abs( INCX ) ). */
+/*           Before entry, the incremented array X must contain the m */
+/*           element vector x. */
+/*           Unchanged on exit. */
+
+/*  INCX   - INTEGER. */
+/*           On entry, INCX specifies the increment for the elements of */
+/*           X. INCX must not be zero. */
+/*           Unchanged on exit. */
+
+/*  Y      - SINGLE PRECISION array of dimension at least */
+/*           ( 1 + ( n - 1 )*abs( INCY ) ). */
+/*           Before entry, the incremented array Y must contain the n */
+/*           element vector y. */
+/*           Unchanged on exit. */
+
+/*  INCY   - INTEGER. */
+/*           On entry, INCY specifies the increment for the elements of */
+/*           Y. INCY must not be zero. */
+/*           Unchanged on exit. */
+
+/*  A      - SINGLE PRECISION array of DIMENSION ( LDA, n ). */
+/*           Before entry, the leading m by n part of the array A must */
+/*           contain the matrix of coefficients. On exit, A is */
+/*           overwritten by the updated matrix. */
+
+/*  LDA    - INTEGER. */
+/*           On entry, LDA specifies the first dimension of A as declared */
+/*           in the calling (sub) program. LDA must be at least */
+/*           max( 1, m ). */
+/*           Unchanged on exit. */
+
+
+/*  Level 2 Blas routine. */
+
+/*  -- Written on 22-October-1986. */
+/*     Jack Dongarra, Argonne National Lab. */
+/*     Jeremy Du Croz, Nag Central Office. */
+/*     Sven Hammarling, Nag Central Office. */
+/*     Richard Hanson, Sandia National Labs. */
+
+
+/*     .. Parameters .. */
+/*     .. */
+/*     .. Local Scalars .. */
+/*     .. */
+/*     .. External Subroutines .. */
+/*     .. */
+/*     .. Intrinsic Functions .. */
+/*     .. */
+
+/*     Test the input parameters. */
+
+    /* Function Body */
+    integer i, j, m = *_m, n = *_n, incx = *_incx, incy = *_incy, lda = *_lda;
+    real alpha = *_alpha;
+    integer info = 0;
+    
+    if (m < 0)
+        info = 1;
+    else if (n < 0)
+        info = 2;
+    else if (incx == 0)
+        info = 5;
+    else if (incy == 0)
+        info = 7;
+    else if (lda < max(1,m))
+        info = 9;
+    
+    if (info != 0)
+    {
+        xerbla_("SGER  ", &info);
+        return 0;
+    }
+
+    if (incx < 0)
+        x -= (m-1)*incx;
+    if (incy < 0)
+        y -= (n-1)*incy;
+
+    /*     Start the operations. In this version the elements of A are */
+    /*     accessed sequentially with one pass through A. */
+    
+    if( alpha == 0 )
+        ;
+    else if( incx == 1 )
+    {
+        for( j = 0; j < n; j++, a += lda )
+        {
+            real s = y[j*incy];
+            if( s == 0 )
+                continue;
+            s *= alpha;
+            
+            for( i = 0; i <= m - 2; i += 2 )
+            {
+                real t0 = a[i] + x[i]*s;
+                real t1 = a[i+1] + x[i+1]*s;
+                a[i] = t0; a[i+1] = t1;
+            }
+            
+            for( ; i < m; i++ )
+                a[i] += x[i]*s;
+        }
+    }
+    else
+    {
+        for( j = 0; j < n; j++, a += lda )
+        {
+            real s = y[j*incy];
+            if( s == 0 )
+                continue;
+            s *= alpha;
+            
+            for( i = 0; i < m; i++ )
+                a[i] += x[i*incx]*s;
+        }
+    }
+
+    return 0;
+
+/*     End of SGER  . */
+
+} /* sger_ */