fsb_linalg.h

#pragma once
 
#ifdef __cplusplus
extern "C"
{
#endif
 
#include <math.h>
#include <stddef.h>
#include <stdbool.h>
 
#define FSB_MAX(a, b) (((a) > (b)) ? (a) : (b))
#define FSB_MIN(a, b) (((a) < (b)) ? (a) : (b))
 
typedef double double_t;
 
typedef enum FsbLapackErrorType
{
    EFSB_LAPACK_ERROR_NONE = 0,
    EFSB_LAPACK_ERROR_INPUT = 1,
    EFSB_LAPACK_ERROR_MEMORY = 2,
    EFSB_LAPACK_ERROR_CONVERGE = 3,
    EFSB_LAPACK_ERROR_QUERY = 4,
    EFSB_LAPACK_NOT_POSITIVE_DEFINITE = 5,
    EFSB_LAPACK_SINGULAR = 6,
    EFSB_LAPACK_ERROR_NOT_FULL_RANK = 7, 
} FsbLinalgErrorType;
 
FsbLinalgErrorType fsb_linalg_svd(
    const double_t mat[], size_t rows, size_t cols, bool u_full, bool v_full, size_t work_len, double_t work[], double_t unitary_u[],
    double_t sing_val[], double_t unitary_vt[]);
 
FsbLinalgErrorType fsb_linalg_matrix_eig(
    const double_t mat[], size_t dim, size_t work_len, double_t work[],
    double_t val_real[], double_t val_imag[],
    double_t vec_real[], double_t vec_imag[]);
 
FsbLinalgErrorType fsb_linalg_sym_lt_eig(
    const double_t mat[], size_t dim, size_t work_len, double_t work[],
    double_t val[], double_t vec[]);
 
FsbLinalgErrorType fsb_linalg_cholesky_decomposition(
    const double_t mat[], size_t dim, double_t mat_chol[]);
 
FsbLinalgErrorType fsb_linalg_cholesky_solve(const double_t mat[], const double_t b_vec[],
                                             size_t nrhs, size_t dim,
                                             size_t work_len, double_t work[],
                                             double_t x_vec[]);
 
bool fsb_linalg_is_posdef(const double_t mat[], size_t dim, size_t work_len, double_t work[]);
 
FsbLinalgErrorType fsb_linalg_matrix_sqr_solve(
    const double_t mat[], const double_t y_vec[], size_t nrhs, size_t dim, size_t work_len,
    size_t iwork_len, double_t work[], int iwork[], double_t x_vec[]);
 
FsbLinalgErrorType fsb_linalg_pseudoinverse(const double_t mat[], size_t rows, size_t columns, size_t work_len, double_t work[], double_t inv_mat[]);
 
FsbLinalgErrorType fsb_linalg_leastsquares_solve(
    const double_t mat[], size_t rows, size_t columns, const double_t b_vec[], size_t nrhs,
    size_t work_len, double_t work[], double_t x_vec[]);
 
void sample_dgels_example(void);
 
#ifdef __cplusplus
}
#endif