mirror of
https://asciireactor.com/otho/psdlag-agn.git
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1576 lines
56 KiB
C++
1576 lines
56 KiB
C++
/*************************************************************************
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Copyright (c) Sergey Bochkanov (ALGLIB project).
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>>> SOURCE LICENSE >>>
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This program is free software; you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation (www.fsf.org); either version 2 of the
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License, or (at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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A copy of the GNU General Public License is available at
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http://www.fsf.org/licensing/licenses
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>>> END OF LICENSE >>>
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*************************************************************************/
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#ifndef _ap_h
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#define _ap_h
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#include <stdio.h>
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#include <stdlib.h>
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#include <stddef.h>
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#include <string>
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#include <cstring>
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#include <math.h>
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#ifdef __BORLANDC__
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#include <list.h>
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#include <vector.h>
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#else
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#include <list>
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#include <vector>
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#endif
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#define AE_USE_CPP
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/* Definitions */
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#define AE_UNKNOWN 0
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#define AE_MSVC 1
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#define AE_GNUC 2
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#define AE_SUNC 3
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#define AE_INTEL 1
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#define AE_SPARC 2
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#define AE_WINDOWS 1
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#define AE_POSIX 2
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#define AE_LOCK_ALIGNMENT 16
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/* in case no OS is defined, use AE_UNKNOWN */
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#ifndef AE_OS
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#define AE_OS AE_UNKNOWN
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#endif
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/* automatically determine compiler */
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#define AE_COMPILER AE_UNKNOWN
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#ifdef __GNUC__
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#undef AE_COMPILER
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#define AE_COMPILER AE_GNUC
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#endif
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#if defined(__SUNPRO_C)||defined(__SUNPRO_CC)
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#undef AE_COMPILER
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#define AE_COMPILER AE_SUNC
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#endif
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#ifdef _MSC_VER
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#undef AE_COMPILER
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#define AE_COMPILER AE_MSVC
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#endif
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/* now we are ready to include headers */
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#include <stdlib.h>
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#include <stdio.h>
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#include <string.h>
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#include <setjmp.h>
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#include <math.h>
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#include <stddef.h>
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#if AE_OS==AE_WINDOWS
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#include <windows.h>
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#include <process.h>
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#elif AE_OS==AE_POSIX
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#include <time.h>
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#include <unistd.h>
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#include <pthread.h>
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#include <sched.h>
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#endif
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#if defined(AE_HAVE_STDINT)
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#include <stdint.h>
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#endif
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/*
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* SSE2 intrinsics
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*
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* Preprocessor directives below:
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* - include headers for SSE2 intrinsics
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* - define AE_HAS_SSE2_INTRINSICS definition
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*
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* These actions are performed when we have:
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* - x86 architecture definition (AE_CPU==AE_INTEL)
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* - compiler which supports intrinsics
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*
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* Presence of AE_HAS_SSE2_INTRINSICS does NOT mean that our CPU
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* actually supports SSE2 - such things should be determined at runtime
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* with ae_cpuid() call. It means that we are working under Intel and
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* out compiler can issue SSE2-capable code.
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*
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*/
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#if defined(AE_CPU)
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#if AE_CPU==AE_INTEL
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#if AE_COMPILER==AE_MSVC
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#include <emmintrin.h>
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#define AE_HAS_SSE2_INTRINSICS
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#endif
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#if AE_COMPILER==AE_GNUC
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#include <xmmintrin.h>
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#define AE_HAS_SSE2_INTRINSICS
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#endif
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#if AE_COMPILER==AE_SUNC
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#include <xmmintrin.h>
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#include <emmintrin.h>
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#define AE_HAS_SSE2_INTRINSICS
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#endif
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#endif
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#endif
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/* Debugging helpers for Windows */
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#ifdef AE_DEBUG4WINDOWS
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#include <windows.h>
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#include <stdio.h>
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#endif
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/////////////////////////////////////////////////////////////////////////
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//
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// THIS SECTION CONTAINS DECLARATIONS FOR BASIC FUNCTIONALITY
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// LIKE MEMORY MANAGEMENT FOR VECTORS/MATRICES WHICH IS SHARED
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// BETWEEN C++ AND PURE C LIBRARIES
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//
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/////////////////////////////////////////////////////////////////////////
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namespace alglib_impl
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{
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/* if we work under C++ environment, define several conditions */
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#ifdef AE_USE_CPP
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#define AE_USE_CPP_BOOL
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#define AE_USE_CPP_ERROR_HANDLING
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#define AE_USE_CPP_SERIALIZATION
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#endif
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/*
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* define ae_int32_t, ae_int64_t, ae_int_t, ae_bool, ae_complex, ae_error_type and ae_datatype
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*/
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#if defined(AE_INT32_T)
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typedef AE_INT32_T ae_int32_t;
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#endif
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#if defined(AE_HAVE_STDINT) && !defined(AE_INT32_T)
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typedef int32_t ae_int32_t;
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#endif
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#if !defined(AE_HAVE_STDINT) && !defined(AE_INT32_T)
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#if AE_COMPILER==AE_MSVC
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typedef _int32 ae_int32_t;
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#endif
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#if (AE_COMPILER==AE_GNUC) || (AE_COMPILER==AE_SUNC) || (AE_COMPILER==AE_UNKNOWN)
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typedef int ae_int32_t;
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#endif
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#endif
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#if defined(AE_INT64_T)
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typedef AE_INT64_T ae_int64_t;
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#endif
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#if defined(AE_HAVE_STDINT) && !defined(AE_INT64_T)
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typedef int64_t ae_int64_t;
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#endif
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#if !defined(AE_HAVE_STDINT) && !defined(AE_INT64_T)
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#if AE_COMPILER==AE_MSVC
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typedef _int64 ae_int64_t;
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#endif
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#if (AE_COMPILER==AE_GNUC) || (AE_COMPILER==AE_SUNC) || (AE_COMPILER==AE_UNKNOWN)
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typedef signed long long ae_int64_t;
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#endif
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#endif
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#if !defined(AE_INT_T)
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typedef ptrdiff_t ae_int_t;
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#endif
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#if !defined(AE_USE_CPP_BOOL)
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#define ae_bool char
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#define ae_true 1
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#define ae_false 0
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#else
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#define ae_bool bool
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#define ae_true true
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#define ae_false false
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#endif
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typedef struct { double x, y; } ae_complex;
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typedef enum
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{
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ERR_OK = 0,
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ERR_OUT_OF_MEMORY = 1,
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ERR_XARRAY_TOO_LARGE = 2,
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ERR_ASSERTION_FAILED = 3
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} ae_error_type;
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typedef ae_int_t ae_datatype;
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/*
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* other definitions
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*/
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enum { OWN_CALLER=1, OWN_AE=2 };
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enum { ACT_UNCHANGED=1, ACT_SAME_LOCATION=2, ACT_NEW_LOCATION=3 };
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enum { DT_BOOL=1, DT_INT=2, DT_REAL=3, DT_COMPLEX=4 };
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enum { CPU_SSE2=1 };
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/************************************************************************
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x-string (zero-terminated):
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owner OWN_CALLER or OWN_AE. Determines what to do on realloc().
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If vector is owned by caller, X-interface will just set
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ptr to NULL before realloc(). If it is owned by X, it
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will call ae_free/x_free/aligned_free family functions.
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last_action ACT_UNCHANGED, ACT_SAME_LOCATION, ACT_NEW_LOCATION
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contents is either: unchanged, stored at the same location,
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stored at the new location.
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this field is set on return from X.
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ptr pointer to the actual data
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Members of this structure are ae_int64_t to avoid alignment problems.
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************************************************************************/
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typedef struct
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{
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ae_int64_t owner;
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ae_int64_t last_action;
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char *ptr;
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} x_string;
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/************************************************************************
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x-vector:
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cnt number of elements
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datatype one of the DT_XXXX values
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owner OWN_CALLER or OWN_AE. Determines what to do on realloc().
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If vector is owned by caller, X-interface will just set
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ptr to NULL before realloc(). If it is owned by X, it
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will call ae_free/x_free/aligned_free family functions.
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last_action ACT_UNCHANGED, ACT_SAME_LOCATION, ACT_NEW_LOCATION
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contents is either: unchanged, stored at the same location,
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stored at the new location.
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this field is set on return from X interface and may be
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used by caller as hint when deciding what to do with data
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(if it was ACT_UNCHANGED or ACT_SAME_LOCATION, no array
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reallocation or copying is required).
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ptr pointer to the actual data
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Members of this structure are ae_int64_t to avoid alignment problems.
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************************************************************************/
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typedef struct
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{
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ae_int64_t cnt;
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ae_int64_t datatype;
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ae_int64_t owner;
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ae_int64_t last_action;
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void *ptr;
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} x_vector;
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/************************************************************************
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x-matrix:
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rows number of rows. may be zero only when cols is zero too.
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cols number of columns. may be zero only when rows is zero too.
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stride stride, i.e. distance between first elements of rows (in bytes)
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datatype one of the DT_XXXX values
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owner OWN_CALLER or OWN_AE. Determines what to do on realloc().
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If vector is owned by caller, X-interface will just set
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ptr to NULL before realloc(). If it is owned by X, it
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will call ae_free/x_free/aligned_free family functions.
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last_action ACT_UNCHANGED, ACT_SAME_LOCATION, ACT_NEW_LOCATION
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contents is either: unchanged, stored at the same location,
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stored at the new location.
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this field is set on return from X interface and may be
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used by caller as hint when deciding what to do with data
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(if it was ACT_UNCHANGED or ACT_SAME_LOCATION, no array
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reallocation or copying is required).
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ptr pointer to the actual data, stored rowwise
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Members of this structure are ae_int64_t to avoid alignment problems.
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************************************************************************/
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typedef struct
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{
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ae_int64_t rows;
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ae_int64_t cols;
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ae_int64_t stride;
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ae_int64_t datatype;
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ae_int64_t owner;
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ae_int64_t last_action;
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void *ptr;
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} x_matrix;
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/************************************************************************
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dynamic block which may be automatically deallocated during stack unwinding
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p_next next block in the stack unwinding list.
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NULL means that this block is not in the list
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deallocator deallocator function which should be used to deallocate block.
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NULL for "special" blocks (frame/stack boundaries)
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ptr pointer which should be passed to the deallocator.
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may be null (for zero-size block), DYN_BOTTOM or DYN_FRAME
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for "special" blocks (frame/stack boundaries).
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************************************************************************/
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typedef struct ae_dyn_block
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{
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struct ae_dyn_block * volatile p_next;
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/* void *deallocator; */
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void (*deallocator)(void*);
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void * volatile ptr;
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} ae_dyn_block;
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/************************************************************************
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frame marker
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************************************************************************/
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typedef struct ae_frame
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{
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ae_dyn_block db_marker;
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} ae_frame;
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/************************************************************************
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ALGLIB environment state
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************************************************************************/
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typedef struct ae_state
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{
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/*
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* endianness type: AE_LITTLE_ENDIAN or AE_BIG_ENDIAN
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*/
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ae_int_t endianness;
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/*
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* double value for NAN
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*/
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double v_nan;
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/*
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* double value for +INF
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*/
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double v_posinf;
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/*
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* double value for -INF
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*/
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double v_neginf;
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/*
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* pointer to the top block in a stack of frames
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* which hold dynamically allocated objects
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*/
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ae_dyn_block * volatile p_top_block;
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ae_dyn_block last_block;
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/*
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* jmp_buf for cases when C-style exception handling is used
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*/
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#ifndef AE_USE_CPP_ERROR_HANDLING
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jmp_buf * volatile break_jump;
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#endif
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/*
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* ae_error_type of the last error (filled when exception is thrown)
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*/
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ae_error_type volatile last_error;
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/*
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* human-readable message (filled when exception is thrown)
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*/
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const char* volatile error_msg;
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/*
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* threading information:
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* a) current thread pool
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* b) current worker thread
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* c) parent task (one we are solving right now)
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* d) thread exception handler (function which must be called
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* by ae_assert before raising exception).
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*
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* NOTE: we use void* to store pointers in order to avoid explicit dependency on smp.h
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*/
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void *worker_thread;
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void *parent_task;
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void (*thread_exception_handler)(void*);
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} ae_state;
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/************************************************************************
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Serializer
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************************************************************************/
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typedef struct
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{
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ae_int_t mode;
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ae_int_t entries_needed;
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ae_int_t entries_saved;
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ae_int_t bytes_asked;
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ae_int_t bytes_written;
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#ifdef AE_USE_CPP_SERIALIZATION
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std::string *out_cppstr;
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#endif
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char *out_str;
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const char *in_str;
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} ae_serializer;
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typedef void(*ae_deallocator)(void*);
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typedef struct ae_vector
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{
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ae_int_t cnt;
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ae_datatype datatype;
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ae_dyn_block data;
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union
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{
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void *p_ptr;
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ae_bool *p_bool;
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ae_int_t *p_int;
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double *p_double;
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ae_complex *p_complex;
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} ptr;
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} ae_vector;
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typedef struct ae_matrix
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{
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ae_int_t rows;
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ae_int_t cols;
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ae_int_t stride;
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ae_datatype datatype;
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ae_dyn_block data;
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union
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{
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void *p_ptr;
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void **pp_void;
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ae_bool **pp_bool;
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ae_int_t **pp_int;
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double **pp_double;
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ae_complex **pp_complex;
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} ptr;
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} ae_matrix;
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typedef struct ae_smart_ptr
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{
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/* pointer to subscriber; all changes in ptr are translated to subscriber */
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void **subscriber;
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/* pointer to object */
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void *ptr;
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/* whether smart pointer owns ptr */
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ae_bool is_owner;
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/* whether object pointed by ptr is dynamic - clearing such object requires BOTH
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calling destructor function AND calling ae_free for memory occupied by object. */
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ae_bool is_dynamic;
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/* destructor function for pointer; clears all dynamically allocated memory */
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void (*destroy)(void*);
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/* frame entry; used to ensure automatic deallocation of smart pointer in case of exception/exit */
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ae_dyn_block frame_entry;
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} ae_smart_ptr;
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|
|
|
|
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/*************************************************************************
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Lock.
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|
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This structure provides OS-independent non-reentrant lock:
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* under Windows/Posix systems it uses system-provided locks
|
|
* under Boost it uses OS-independent lock provided by Boost package
|
|
* when no OS is defined, it uses "fake lock" (just stub which is not thread-safe):
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|
a) "fake lock" can be in locked or free mode
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|
b) "fake lock" can be used only from one thread - one which created lock
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c) when thread acquires free lock, it immediately returns
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d) when thread acquires busy lock, program is terminated
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(because lock is already acquired and no one else can free it)
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|
*************************************************************************/
|
|
typedef struct
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|
{
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|
#if AE_OS==AE_WINDOWS
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volatile ae_int_t * volatile p_lock;
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|
char buf[sizeof(ae_int_t)+AE_LOCK_ALIGNMENT];
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|
#elif AE_OS==AE_POSIX
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pthread_mutex_t mutex;
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|
#else
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|
ae_bool is_locked;
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|
#endif
|
|
} ae_lock;
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|
|
|
|
|
/*************************************************************************
|
|
Shared pool: data structure used to provide thread-safe access to pool of
|
|
temporary variables.
|
|
*************************************************************************/
|
|
typedef struct ae_shared_pool_entry
|
|
{
|
|
void * volatile obj;
|
|
void * volatile next_entry;
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|
} ae_shared_pool_entry;
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|
|
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typedef struct ae_shared_pool
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{
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|
/* lock object which protects pool */
|
|
ae_lock pool_lock;
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|
|
|
/* seed object (used to create new instances of temporaries) */
|
|
void * volatile seed_object;
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|
|
|
/*
|
|
* list of recycled OBJECTS:
|
|
* 1. entries in this list store pointers to recycled objects
|
|
* 2. every time we retrieve object, we retrieve first entry from this list,
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|
* move it to recycled_entries and return its obj field to caller/
|
|
*/
|
|
ae_shared_pool_entry * volatile recycled_objects;
|
|
|
|
/*
|
|
* list of recycled ENTRIES:
|
|
* 1. this list holds entries which are not used to store recycled objects;
|
|
* every time recycled object is retrieved, its entry is moved to this list.
|
|
* 2. every time object is recycled, we try to fetch entry for him from this list
|
|
* before allocating it with malloc()
|
|
*/
|
|
ae_shared_pool_entry * volatile recycled_entries;
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|
|
|
/* enumeration pointer, points to current recycled object*/
|
|
ae_shared_pool_entry * volatile enumeration_counter;
|
|
|
|
/* size of object; this field is used when we call malloc() for new objects */
|
|
ae_int_t size_of_object;
|
|
|
|
/* initializer function; accepts pointer to malloc'ed object, initializes its fields */
|
|
ae_bool (*init)(void* dst, ae_state* state, ae_bool make_automatic);
|
|
|
|
/* copy constructor; accepts pointer to malloc'ed, but not initialized object */
|
|
ae_bool (*init_copy)(void* dst, void* src, ae_state* state, ae_bool make_automatic);
|
|
|
|
/* destructor function; */
|
|
void (*destroy)(void* ptr);
|
|
|
|
/* frame entry; contains pointer to the pool object itself */
|
|
ae_dyn_block frame_entry;
|
|
} ae_shared_pool;
|
|
|
|
ae_int_t ae_misalignment(const void *ptr, size_t alignment);
|
|
void* ae_align(void *ptr, size_t alignment);
|
|
void* aligned_malloc(size_t size, size_t alignment);
|
|
void aligned_free(void *block);
|
|
|
|
void* ae_malloc(size_t size, ae_state *state);
|
|
void ae_free(void *p);
|
|
ae_int_t ae_sizeof(ae_datatype datatype);
|
|
void ae_touch_ptr(void *p);
|
|
|
|
void ae_state_init(ae_state *state);
|
|
void ae_state_clear(ae_state *state);
|
|
#ifndef AE_USE_CPP_ERROR_HANDLING
|
|
void ae_state_set_break_jump(ae_state *state, jmp_buf *buf);
|
|
#endif
|
|
void ae_break(ae_state *state, ae_error_type error_type, const char *msg);
|
|
|
|
void ae_frame_make(ae_state *state, ae_frame *tmp);
|
|
void ae_frame_leave(ae_state *state);
|
|
|
|
void ae_db_attach(ae_dyn_block *block, ae_state *state);
|
|
ae_bool ae_db_malloc(ae_dyn_block *block, ae_int_t size, ae_state *state, ae_bool make_automatic);
|
|
ae_bool ae_db_realloc(ae_dyn_block *block, ae_int_t size, ae_state *state);
|
|
void ae_db_free(ae_dyn_block *block);
|
|
void ae_db_swap(ae_dyn_block *block1, ae_dyn_block *block2);
|
|
|
|
ae_bool ae_vector_init(ae_vector *dst, ae_int_t size, ae_datatype datatype, ae_state *state, ae_bool make_automatic);
|
|
ae_bool ae_vector_init_copy(ae_vector *dst, ae_vector *src, ae_state *state, ae_bool make_automatic);
|
|
void ae_vector_init_from_x(ae_vector *dst, x_vector *src, ae_state *state, ae_bool make_automatic);
|
|
ae_bool ae_vector_set_length(ae_vector *dst, ae_int_t newsize, ae_state *state);
|
|
void ae_vector_clear(ae_vector *dst);
|
|
void ae_vector_destroy(ae_vector *dst);
|
|
void ae_swap_vectors(ae_vector *vec1, ae_vector *vec2);
|
|
|
|
ae_bool ae_matrix_init(ae_matrix *dst, ae_int_t rows, ae_int_t cols, ae_datatype datatype, ae_state *state, ae_bool make_automatic);
|
|
ae_bool ae_matrix_init_copy(ae_matrix *dst, ae_matrix *src, ae_state *state, ae_bool make_automatic);
|
|
void ae_matrix_init_from_x(ae_matrix *dst, x_matrix *src, ae_state *state, ae_bool make_automatic);
|
|
ae_bool ae_matrix_set_length(ae_matrix *dst, ae_int_t rows, ae_int_t cols, ae_state *state);
|
|
void ae_matrix_clear(ae_matrix *dst);
|
|
void ae_matrix_destroy(ae_matrix *dst);
|
|
void ae_swap_matrices(ae_matrix *mat1, ae_matrix *mat2);
|
|
|
|
ae_bool ae_smart_ptr_init(ae_smart_ptr *dst, void **subscriber, ae_state *state, ae_bool make_automatic);
|
|
void ae_smart_ptr_clear(void *_dst); /* accepts ae_smart_ptr* */
|
|
void ae_smart_ptr_destroy(void *_dst);
|
|
void ae_smart_ptr_assign(ae_smart_ptr *dst, void *new_ptr, ae_bool is_owner, ae_bool is_dynamic, void (*destroy)(void*));
|
|
void ae_smart_ptr_release(ae_smart_ptr *dst);
|
|
|
|
void ae_yield();
|
|
void ae_init_lock(ae_lock *lock);
|
|
void ae_acquire_lock(ae_lock *lock);
|
|
void ae_release_lock(ae_lock *lock);
|
|
void ae_free_lock(ae_lock *lock);
|
|
|
|
ae_bool ae_shared_pool_init(void *_dst, ae_state *state, ae_bool make_automatic);
|
|
ae_bool ae_shared_pool_init_copy(void *_dst, void *_src, ae_state *state, ae_bool make_automatic);
|
|
void ae_shared_pool_clear(void *dst);
|
|
void ae_shared_pool_destroy(void *dst);
|
|
ae_bool ae_shared_pool_is_initialized(void *_dst);
|
|
void ae_shared_pool_set_seed(
|
|
ae_shared_pool *dst,
|
|
void *seed_object,
|
|
ae_int_t size_of_object,
|
|
ae_bool (*init)(void* dst, ae_state* state, ae_bool make_automatic),
|
|
ae_bool (*init_copy)(void* dst, void* src, ae_state* state, ae_bool make_automatic),
|
|
void (*destroy)(void* ptr),
|
|
ae_state *state);
|
|
void ae_shared_pool_retrieve(
|
|
ae_shared_pool *pool,
|
|
ae_smart_ptr *pptr,
|
|
ae_state *state);
|
|
void ae_shared_pool_recycle(
|
|
ae_shared_pool *pool,
|
|
ae_smart_ptr *pptr,
|
|
ae_state *state);
|
|
void ae_shared_pool_clear_recycled(
|
|
ae_shared_pool *pool,
|
|
ae_state *state);
|
|
void ae_shared_pool_first_recycled(
|
|
ae_shared_pool *pool,
|
|
ae_smart_ptr *pptr,
|
|
ae_state *state);
|
|
void ae_shared_pool_next_recycled(
|
|
ae_shared_pool *pool,
|
|
ae_smart_ptr *pptr,
|
|
ae_state *state);
|
|
void ae_shared_pool_reset(
|
|
ae_shared_pool *pool,
|
|
ae_state *state);
|
|
|
|
void ae_x_set_vector(x_vector *dst, ae_vector *src, ae_state *state);
|
|
void ae_x_set_matrix(x_matrix *dst, ae_matrix *src, ae_state *state);
|
|
void ae_x_attach_to_vector(x_vector *dst, ae_vector *src);
|
|
void ae_x_attach_to_matrix(x_matrix *dst, ae_matrix *src);
|
|
|
|
void x_vector_clear(x_vector *dst);
|
|
|
|
ae_bool x_is_symmetric(x_matrix *a);
|
|
ae_bool x_is_hermitian(x_matrix *a);
|
|
ae_bool x_force_symmetric(x_matrix *a);
|
|
ae_bool x_force_hermitian(x_matrix *a);
|
|
ae_bool ae_is_symmetric(ae_matrix *a);
|
|
ae_bool ae_is_hermitian(ae_matrix *a);
|
|
ae_bool ae_force_symmetric(ae_matrix *a);
|
|
ae_bool ae_force_hermitian(ae_matrix *a);
|
|
|
|
void ae_serializer_init(ae_serializer *serializer);
|
|
void ae_serializer_clear(ae_serializer *serializer);
|
|
|
|
void ae_serializer_alloc_start(ae_serializer *serializer);
|
|
void ae_serializer_alloc_entry(ae_serializer *serializer);
|
|
ae_int_t ae_serializer_get_alloc_size(ae_serializer *serializer);
|
|
|
|
#ifdef AE_USE_CPP_SERIALIZATION
|
|
void ae_serializer_sstart_str(ae_serializer *serializer, std::string *buf);
|
|
void ae_serializer_ustart_str(ae_serializer *serializer, const std::string *buf);
|
|
#endif
|
|
void ae_serializer_sstart_str(ae_serializer *serializer, char *buf);
|
|
void ae_serializer_ustart_str(ae_serializer *serializer, const char *buf);
|
|
|
|
void ae_serializer_serialize_bool(ae_serializer *serializer, ae_bool v, ae_state *state);
|
|
void ae_serializer_serialize_int(ae_serializer *serializer, ae_int_t v, ae_state *state);
|
|
void ae_serializer_serialize_double(ae_serializer *serializer, double v, ae_state *state);
|
|
void ae_serializer_unserialize_bool(ae_serializer *serializer, ae_bool *v, ae_state *state);
|
|
void ae_serializer_unserialize_int(ae_serializer *serializer, ae_int_t *v, ae_state *state);
|
|
void ae_serializer_unserialize_double(ae_serializer *serializer, double *v, ae_state *state);
|
|
|
|
void ae_serializer_stop(ae_serializer *serializer);
|
|
|
|
/************************************************************************
|
|
Service functions
|
|
************************************************************************/
|
|
void ae_assert(ae_bool cond, const char *msg, ae_state *state);
|
|
ae_int_t ae_cpuid();
|
|
|
|
/************************************************************************
|
|
Real math functions:
|
|
* IEEE-compliant floating point comparisons
|
|
* standard functions
|
|
************************************************************************/
|
|
ae_bool ae_fp_eq(double v1, double v2);
|
|
ae_bool ae_fp_neq(double v1, double v2);
|
|
ae_bool ae_fp_less(double v1, double v2);
|
|
ae_bool ae_fp_less_eq(double v1, double v2);
|
|
ae_bool ae_fp_greater(double v1, double v2);
|
|
ae_bool ae_fp_greater_eq(double v1, double v2);
|
|
|
|
ae_bool ae_isfinite_stateless(double x, ae_int_t endianness);
|
|
ae_bool ae_isnan_stateless(double x, ae_int_t endianness);
|
|
ae_bool ae_isinf_stateless(double x, ae_int_t endianness);
|
|
ae_bool ae_isposinf_stateless(double x, ae_int_t endianness);
|
|
ae_bool ae_isneginf_stateless(double x, ae_int_t endianness);
|
|
|
|
ae_int_t ae_get_endianness();
|
|
|
|
ae_bool ae_isfinite(double x,ae_state *state);
|
|
ae_bool ae_isnan(double x, ae_state *state);
|
|
ae_bool ae_isinf(double x, ae_state *state);
|
|
ae_bool ae_isposinf(double x,ae_state *state);
|
|
ae_bool ae_isneginf(double x,ae_state *state);
|
|
|
|
double ae_fabs(double x, ae_state *state);
|
|
ae_int_t ae_iabs(ae_int_t x, ae_state *state);
|
|
double ae_sqr(double x, ae_state *state);
|
|
double ae_sqrt(double x, ae_state *state);
|
|
|
|
ae_int_t ae_sign(double x, ae_state *state);
|
|
ae_int_t ae_round(double x, ae_state *state);
|
|
ae_int_t ae_trunc(double x, ae_state *state);
|
|
ae_int_t ae_ifloor(double x, ae_state *state);
|
|
ae_int_t ae_iceil(double x, ae_state *state);
|
|
|
|
ae_int_t ae_maxint(ae_int_t m1, ae_int_t m2, ae_state *state);
|
|
ae_int_t ae_minint(ae_int_t m1, ae_int_t m2, ae_state *state);
|
|
double ae_maxreal(double m1, double m2, ae_state *state);
|
|
double ae_minreal(double m1, double m2, ae_state *state);
|
|
double ae_randomreal(ae_state *state);
|
|
ae_int_t ae_randominteger(ae_int_t maxv, ae_state *state);
|
|
|
|
double ae_sin(double x, ae_state *state);
|
|
double ae_cos(double x, ae_state *state);
|
|
double ae_tan(double x, ae_state *state);
|
|
double ae_sinh(double x, ae_state *state);
|
|
double ae_cosh(double x, ae_state *state);
|
|
double ae_tanh(double x, ae_state *state);
|
|
double ae_asin(double x, ae_state *state);
|
|
double ae_acos(double x, ae_state *state);
|
|
double ae_atan(double x, ae_state *state);
|
|
double ae_atan2(double y, double x, ae_state *state);
|
|
|
|
double ae_log(double x, ae_state *state);
|
|
double ae_pow(double x, double y, ae_state *state);
|
|
double ae_exp(double x, ae_state *state);
|
|
|
|
/************************************************************************
|
|
Complex math functions:
|
|
* basic arithmetic operations
|
|
* standard functions
|
|
************************************************************************/
|
|
ae_complex ae_complex_from_d(double v);
|
|
|
|
ae_complex ae_c_neg(ae_complex lhs);
|
|
ae_bool ae_c_eq(ae_complex lhs, ae_complex rhs);
|
|
ae_bool ae_c_neq(ae_complex lhs, ae_complex rhs);
|
|
ae_complex ae_c_add(ae_complex lhs, ae_complex rhs);
|
|
ae_complex ae_c_mul(ae_complex lhs, ae_complex rhs);
|
|
ae_complex ae_c_sub(ae_complex lhs, ae_complex rhs);
|
|
ae_complex ae_c_div(ae_complex lhs, ae_complex rhs);
|
|
ae_bool ae_c_eq_d(ae_complex lhs, double rhs);
|
|
ae_bool ae_c_neq_d(ae_complex lhs, double rhs);
|
|
ae_complex ae_c_add_d(ae_complex lhs, double rhs);
|
|
ae_complex ae_c_mul_d(ae_complex lhs, double rhs);
|
|
ae_complex ae_c_sub_d(ae_complex lhs, double rhs);
|
|
ae_complex ae_c_d_sub(double lhs, ae_complex rhs);
|
|
ae_complex ae_c_div_d(ae_complex lhs, double rhs);
|
|
ae_complex ae_c_d_div(double lhs, ae_complex rhs);
|
|
|
|
ae_complex ae_c_conj(ae_complex lhs, ae_state *state);
|
|
ae_complex ae_c_sqr(ae_complex lhs, ae_state *state);
|
|
double ae_c_abs(ae_complex z, ae_state *state);
|
|
|
|
/************************************************************************
|
|
Complex BLAS operations
|
|
************************************************************************/
|
|
ae_complex ae_v_cdotproduct(const ae_complex *v0, ae_int_t stride0, const char *conj0, const ae_complex *v1, ae_int_t stride1, const char *conj1, ae_int_t n);
|
|
void ae_v_cmove(ae_complex *vdst, ae_int_t stride_dst, const ae_complex* vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n);
|
|
void ae_v_cmoveneg(ae_complex *vdst, ae_int_t stride_dst, const ae_complex* vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n);
|
|
void ae_v_cmoved(ae_complex *vdst, ae_int_t stride_dst, const ae_complex* vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, double alpha);
|
|
void ae_v_cmovec(ae_complex *vdst, ae_int_t stride_dst, const ae_complex* vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, ae_complex alpha);
|
|
void ae_v_cadd(ae_complex *vdst, ae_int_t stride_dst, const ae_complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n);
|
|
void ae_v_caddd(ae_complex *vdst, ae_int_t stride_dst, const ae_complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, double alpha);
|
|
void ae_v_caddc(ae_complex *vdst, ae_int_t stride_dst, const ae_complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, ae_complex alpha);
|
|
void ae_v_csub(ae_complex *vdst, ae_int_t stride_dst, const ae_complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n);
|
|
void ae_v_csubd(ae_complex *vdst, ae_int_t stride_dst, const ae_complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, double alpha);
|
|
void ae_v_csubc(ae_complex *vdst, ae_int_t stride_dst, const ae_complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, ae_complex alpha);
|
|
void ae_v_cmuld(ae_complex *vdst, ae_int_t stride_dst, ae_int_t n, double alpha);
|
|
void ae_v_cmulc(ae_complex *vdst, ae_int_t stride_dst, ae_int_t n, ae_complex alpha);
|
|
|
|
/************************************************************************
|
|
Real BLAS operations
|
|
************************************************************************/
|
|
double ae_v_dotproduct(const double *v0, ae_int_t stride0, const double *v1, ae_int_t stride1, ae_int_t n);
|
|
void ae_v_move(double *vdst, ae_int_t stride_dst, const double* vsrc, ae_int_t stride_src, ae_int_t n);
|
|
void ae_v_moveneg(double *vdst, ae_int_t stride_dst, const double* vsrc, ae_int_t stride_src, ae_int_t n);
|
|
void ae_v_moved(double *vdst, ae_int_t stride_dst, const double* vsrc, ae_int_t stride_src, ae_int_t n, double alpha);
|
|
void ae_v_add(double *vdst, ae_int_t stride_dst, const double *vsrc, ae_int_t stride_src, ae_int_t n);
|
|
void ae_v_addd(double *vdst, ae_int_t stride_dst, const double *vsrc, ae_int_t stride_src, ae_int_t n, double alpha);
|
|
void ae_v_sub(double *vdst, ae_int_t stride_dst, const double *vsrc, ae_int_t stride_src, ae_int_t n);
|
|
void ae_v_subd(double *vdst, ae_int_t stride_dst, const double *vsrc, ae_int_t stride_src, ae_int_t n, double alpha);
|
|
void ae_v_muld(double *vdst, ae_int_t stride_dst, ae_int_t n, double alpha);
|
|
|
|
/************************************************************************
|
|
Other functions
|
|
************************************************************************/
|
|
ae_int_t ae_v_len(ae_int_t a, ae_int_t b);
|
|
|
|
/*
|
|
extern const double ae_machineepsilon;
|
|
extern const double ae_maxrealnumber;
|
|
extern const double ae_minrealnumber;
|
|
extern const double ae_pi;
|
|
*/
|
|
#define ae_machineepsilon 5E-16
|
|
#define ae_maxrealnumber 1E300
|
|
#define ae_minrealnumber 1E-300
|
|
#define ae_pi 3.1415926535897932384626433832795
|
|
|
|
|
|
/************************************************************************
|
|
RComm functions
|
|
************************************************************************/
|
|
typedef struct rcommstate
|
|
{
|
|
int stage;
|
|
ae_vector ia;
|
|
ae_vector ba;
|
|
ae_vector ra;
|
|
ae_vector ca;
|
|
} rcommstate;
|
|
ae_bool _rcommstate_init(rcommstate* p, ae_state *_state, ae_bool make_automatic);
|
|
ae_bool _rcommstate_init_copy(rcommstate* dst, rcommstate* src, ae_state *_state, ae_bool make_automatic);
|
|
void _rcommstate_clear(rcommstate* p);
|
|
void _rcommstate_destroy(rcommstate* p);
|
|
|
|
#ifdef AE_USE_ALLOC_COUNTER
|
|
extern ae_int64_t _alloc_counter;
|
|
#endif
|
|
|
|
|
|
/************************************************************************
|
|
debug functions (must be turned on by preprocessor definitions):
|
|
* tickcount(), which is wrapper around GetTickCount()
|
|
* flushconsole(), fluches console
|
|
* ae_debugrng(), returns random number generated with high-quality random numbers generator
|
|
* ae_set_seed(), sets seed of the debug RNG (NON-THREAD-SAFE!!!)
|
|
* ae_get_seed(), returns two seed values of the debug RNG (NON-THREAD-SAFE!!!)
|
|
************************************************************************/
|
|
#ifdef AE_DEBUG4WINDOWS
|
|
#define flushconsole(s) fflush(stdout)
|
|
#define tickcount(s) _tickcount()
|
|
int _tickcount();
|
|
#endif
|
|
#ifdef AE_DEBUG4POSIX
|
|
#define flushconsole(s) fflush(stdout)
|
|
#define tickcount(s) _tickcount()
|
|
int _tickcount();
|
|
#endif
|
|
#ifdef AE_DEBUGRNG
|
|
ae_int_t ae_debugrng();
|
|
void ae_set_seed(ae_int_t s0, ae_int_t s1);
|
|
void ae_get_seed(ae_int_t *s0, ae_int_t *s1);
|
|
#endif
|
|
|
|
|
|
}
|
|
|
|
|
|
/////////////////////////////////////////////////////////////////////////
|
|
//
|
|
// THIS SECTION CONTAINS DECLARATIONS FOR C++ RELATED FUNCTIONALITY
|
|
//
|
|
/////////////////////////////////////////////////////////////////////////
|
|
|
|
namespace alglib
|
|
{
|
|
|
|
typedef alglib_impl::ae_int_t ae_int_t;
|
|
|
|
/********************************************************************
|
|
Class forwards
|
|
********************************************************************/
|
|
class complex;
|
|
|
|
ae_int_t vlen(ae_int_t n1, ae_int_t n2);
|
|
|
|
/********************************************************************
|
|
Exception class.
|
|
********************************************************************/
|
|
class ap_error
|
|
{
|
|
public:
|
|
std::string msg;
|
|
|
|
ap_error();
|
|
ap_error(const char *s);
|
|
static void make_assertion(bool bClause);
|
|
static void make_assertion(bool bClause, const char *msg);
|
|
private:
|
|
};
|
|
|
|
/********************************************************************
|
|
Complex number with double precision.
|
|
********************************************************************/
|
|
class complex
|
|
{
|
|
public:
|
|
complex();
|
|
complex(const double &_x);
|
|
complex(const double &_x, const double &_y);
|
|
complex(const complex &z);
|
|
|
|
complex& operator= (const double& v);
|
|
complex& operator+=(const double& v);
|
|
complex& operator-=(const double& v);
|
|
complex& operator*=(const double& v);
|
|
complex& operator/=(const double& v);
|
|
|
|
complex& operator= (const complex& z);
|
|
complex& operator+=(const complex& z);
|
|
complex& operator-=(const complex& z);
|
|
complex& operator*=(const complex& z);
|
|
complex& operator/=(const complex& z);
|
|
|
|
alglib_impl::ae_complex* c_ptr();
|
|
const alglib_impl::ae_complex* c_ptr() const;
|
|
|
|
std::string tostring(int dps) const;
|
|
|
|
double x, y;
|
|
};
|
|
|
|
const alglib::complex operator/(const alglib::complex& lhs, const alglib::complex& rhs);
|
|
const bool operator==(const alglib::complex& lhs, const alglib::complex& rhs);
|
|
const bool operator!=(const alglib::complex& lhs, const alglib::complex& rhs);
|
|
const alglib::complex operator+(const alglib::complex& lhs);
|
|
const alglib::complex operator-(const alglib::complex& lhs);
|
|
const alglib::complex operator+(const alglib::complex& lhs, const alglib::complex& rhs);
|
|
const alglib::complex operator+(const alglib::complex& lhs, const double& rhs);
|
|
const alglib::complex operator+(const double& lhs, const alglib::complex& rhs);
|
|
const alglib::complex operator-(const alglib::complex& lhs, const alglib::complex& rhs);
|
|
const alglib::complex operator-(const alglib::complex& lhs, const double& rhs);
|
|
const alglib::complex operator-(const double& lhs, const alglib::complex& rhs);
|
|
const alglib::complex operator*(const alglib::complex& lhs, const alglib::complex& rhs);
|
|
const alglib::complex operator*(const alglib::complex& lhs, const double& rhs);
|
|
const alglib::complex operator*(const double& lhs, const alglib::complex& rhs);
|
|
const alglib::complex operator/(const alglib::complex& lhs, const alglib::complex& rhs);
|
|
const alglib::complex operator/(const double& lhs, const alglib::complex& rhs);
|
|
const alglib::complex operator/(const alglib::complex& lhs, const double& rhs);
|
|
double abscomplex(const alglib::complex &z);
|
|
alglib::complex conj(const alglib::complex &z);
|
|
alglib::complex csqr(const alglib::complex &z);
|
|
void setnworkers(alglib::ae_int_t nworkers);
|
|
|
|
/********************************************************************
|
|
Level 1 BLAS functions
|
|
|
|
NOTES:
|
|
* destination and source should NOT overlap
|
|
* stride is assumed to be positive, but it is not
|
|
assert'ed within function
|
|
* conj_src parameter specifies whether complex source is conjugated
|
|
before processing or not. Pass string which starts with 'N' or 'n'
|
|
("No conj", for example) to use unmodified parameter. All other
|
|
values will result in conjugation of input, but it is recommended
|
|
to use "Conj" in such cases.
|
|
********************************************************************/
|
|
double vdotproduct(const double *v0, ae_int_t stride0, const double *v1, ae_int_t stride1, ae_int_t n);
|
|
double vdotproduct(const double *v1, const double *v2, ae_int_t N);
|
|
|
|
alglib::complex vdotproduct(const alglib::complex *v0, ae_int_t stride0, const char *conj0, const alglib::complex *v1, ae_int_t stride1, const char *conj1, ae_int_t n);
|
|
alglib::complex vdotproduct(const alglib::complex *v1, const alglib::complex *v2, ae_int_t N);
|
|
|
|
void vmove(double *vdst, ae_int_t stride_dst, const double* vsrc, ae_int_t stride_src, ae_int_t n);
|
|
void vmove(double *vdst, const double* vsrc, ae_int_t N);
|
|
|
|
void vmove(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex* vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n);
|
|
void vmove(alglib::complex *vdst, const alglib::complex* vsrc, ae_int_t N);
|
|
|
|
void vmoveneg(double *vdst, ae_int_t stride_dst, const double* vsrc, ae_int_t stride_src, ae_int_t n);
|
|
void vmoveneg(double *vdst, const double *vsrc, ae_int_t N);
|
|
|
|
void vmoveneg(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex* vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n);
|
|
void vmoveneg(alglib::complex *vdst, const alglib::complex *vsrc, ae_int_t N);
|
|
|
|
void vmove(double *vdst, ae_int_t stride_dst, const double* vsrc, ae_int_t stride_src, ae_int_t n, double alpha);
|
|
void vmove(double *vdst, const double *vsrc, ae_int_t N, double alpha);
|
|
|
|
void vmove(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex* vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, double alpha);
|
|
void vmove(alglib::complex *vdst, const alglib::complex *vsrc, ae_int_t N, double alpha);
|
|
|
|
void vmove(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex* vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, alglib::complex alpha);
|
|
void vmove(alglib::complex *vdst, const alglib::complex *vsrc, ae_int_t N, alglib::complex alpha);
|
|
|
|
void vadd(double *vdst, ae_int_t stride_dst, const double *vsrc, ae_int_t stride_src, ae_int_t n);
|
|
void vadd(double *vdst, const double *vsrc, ae_int_t N);
|
|
|
|
void vadd(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n);
|
|
void vadd(alglib::complex *vdst, const alglib::complex *vsrc, ae_int_t N);
|
|
|
|
void vadd(double *vdst, ae_int_t stride_dst, const double *vsrc, ae_int_t stride_src, ae_int_t n, double alpha);
|
|
void vadd(double *vdst, const double *vsrc, ae_int_t N, double alpha);
|
|
|
|
void vadd(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, double alpha);
|
|
void vadd(alglib::complex *vdst, const alglib::complex *vsrc, ae_int_t N, double alpha);
|
|
|
|
void vadd(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, alglib::complex alpha);
|
|
void vadd(alglib::complex *vdst, const alglib::complex *vsrc, ae_int_t N, alglib::complex alpha);
|
|
|
|
void vsub(double *vdst, ae_int_t stride_dst, const double *vsrc, ae_int_t stride_src, ae_int_t n);
|
|
void vsub(double *vdst, const double *vsrc, ae_int_t N);
|
|
|
|
void vsub(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n);
|
|
void vsub(alglib::complex *vdst, const alglib::complex *vsrc, ae_int_t N);
|
|
|
|
void vsub(double *vdst, ae_int_t stride_dst, const double *vsrc, ae_int_t stride_src, ae_int_t n, double alpha);
|
|
void vsub(double *vdst, const double *vsrc, ae_int_t N, double alpha);
|
|
|
|
void vsub(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, double alpha);
|
|
void vsub(alglib::complex *vdst, const alglib::complex *vsrc, ae_int_t N, double alpha);
|
|
|
|
void vsub(alglib::complex *vdst, ae_int_t stride_dst, const alglib::complex *vsrc, ae_int_t stride_src, const char *conj_src, ae_int_t n, alglib::complex alpha);
|
|
void vsub(alglib::complex *vdst, const alglib::complex *vsrc, ae_int_t N, alglib::complex alpha);
|
|
|
|
void vmul(double *vdst, ae_int_t stride_dst, ae_int_t n, double alpha);
|
|
void vmul(double *vdst, ae_int_t N, double alpha);
|
|
|
|
void vmul(alglib::complex *vdst, ae_int_t stride_dst, ae_int_t n, double alpha);
|
|
void vmul(alglib::complex *vdst, ae_int_t N, double alpha);
|
|
|
|
void vmul(alglib::complex *vdst, ae_int_t stride_dst, ae_int_t n, alglib::complex alpha);
|
|
void vmul(alglib::complex *vdst, ae_int_t N, alglib::complex alpha);
|
|
|
|
|
|
|
|
/********************************************************************
|
|
string conversion functions !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
|
|
********************************************************************/
|
|
|
|
/********************************************************************
|
|
1- and 2-dimensional arrays
|
|
********************************************************************/
|
|
class ae_vector_wrapper
|
|
{
|
|
public:
|
|
ae_vector_wrapper();
|
|
virtual ~ae_vector_wrapper();
|
|
|
|
void setlength(ae_int_t iLen);
|
|
ae_int_t length() const;
|
|
|
|
void attach_to(alglib_impl::ae_vector *ptr);
|
|
void allocate_own(ae_int_t size, alglib_impl::ae_datatype datatype);
|
|
const alglib_impl::ae_vector* c_ptr() const;
|
|
alglib_impl::ae_vector* c_ptr();
|
|
private:
|
|
ae_vector_wrapper(const ae_vector_wrapper &rhs);
|
|
const ae_vector_wrapper& operator=(const ae_vector_wrapper &rhs);
|
|
protected:
|
|
//
|
|
// Copies source vector RHS into current object.
|
|
//
|
|
// Current object is considered empty (this function should be
|
|
// called from copy constructor).
|
|
//
|
|
void create(const ae_vector_wrapper &rhs);
|
|
|
|
//
|
|
// Copies array given by string into current object. Additional
|
|
// parameter DATATYPE contains information about type of the data
|
|
// in S and type of the array to create.
|
|
//
|
|
// Current object is considered empty (this function should be
|
|
// called from copy constructor).
|
|
//
|
|
void create(const char *s, alglib_impl::ae_datatype datatype);
|
|
|
|
//
|
|
// Assigns RHS to current object.
|
|
//
|
|
// It has several branches depending on target object status:
|
|
// * in case it is proxy object, data are copied into memory pointed by
|
|
// proxy. Function checks that source has exactly same size as target
|
|
// (exception is thrown on failure).
|
|
// * in case it is non-proxy object, data allocated by object are cleared
|
|
// and a copy of RHS is created in target.
|
|
//
|
|
// NOTE: this function correctly handles assignments of the object to itself.
|
|
//
|
|
void assign(const ae_vector_wrapper &rhs);
|
|
|
|
alglib_impl::ae_vector *p_vec;
|
|
alglib_impl::ae_vector vec;
|
|
};
|
|
|
|
class boolean_1d_array : public ae_vector_wrapper
|
|
{
|
|
public:
|
|
boolean_1d_array();
|
|
boolean_1d_array(const char *s);
|
|
boolean_1d_array(const boolean_1d_array &rhs);
|
|
boolean_1d_array(alglib_impl::ae_vector *p);
|
|
const boolean_1d_array& operator=(const boolean_1d_array &rhs);
|
|
virtual ~boolean_1d_array() ;
|
|
|
|
const ae_bool& operator()(ae_int_t i) const;
|
|
ae_bool& operator()(ae_int_t i);
|
|
|
|
const ae_bool& operator[](ae_int_t i) const;
|
|
ae_bool& operator[](ae_int_t i);
|
|
|
|
void setcontent(ae_int_t iLen, const bool *pContent );
|
|
ae_bool* getcontent();
|
|
const ae_bool* getcontent() const;
|
|
|
|
std::string tostring() const;
|
|
};
|
|
|
|
class integer_1d_array : public ae_vector_wrapper
|
|
{
|
|
public:
|
|
integer_1d_array();
|
|
integer_1d_array(const char *s);
|
|
integer_1d_array(const integer_1d_array &rhs);
|
|
integer_1d_array(alglib_impl::ae_vector *p);
|
|
const integer_1d_array& operator=(const integer_1d_array &rhs);
|
|
virtual ~integer_1d_array();
|
|
|
|
const ae_int_t& operator()(ae_int_t i) const;
|
|
ae_int_t& operator()(ae_int_t i);
|
|
|
|
const ae_int_t& operator[](ae_int_t i) const;
|
|
ae_int_t& operator[](ae_int_t i);
|
|
|
|
void setcontent(ae_int_t iLen, const ae_int_t *pContent );
|
|
|
|
ae_int_t* getcontent();
|
|
const ae_int_t* getcontent() const;
|
|
|
|
std::string tostring() const;
|
|
};
|
|
|
|
class real_1d_array : public ae_vector_wrapper
|
|
{
|
|
public:
|
|
real_1d_array();
|
|
real_1d_array(const char *s);
|
|
real_1d_array(const real_1d_array &rhs);
|
|
real_1d_array(alglib_impl::ae_vector *p);
|
|
const real_1d_array& operator=(const real_1d_array &rhs);
|
|
virtual ~real_1d_array();
|
|
|
|
const double& operator()(ae_int_t i) const;
|
|
double& operator()(ae_int_t i);
|
|
|
|
const double& operator[](ae_int_t i) const;
|
|
double& operator[](ae_int_t i);
|
|
|
|
void setcontent(ae_int_t iLen, const double *pContent );
|
|
double* getcontent();
|
|
const double* getcontent() const;
|
|
|
|
std::string tostring(int dps) const;
|
|
};
|
|
|
|
class complex_1d_array : public ae_vector_wrapper
|
|
{
|
|
public:
|
|
complex_1d_array();
|
|
complex_1d_array(const char *s);
|
|
complex_1d_array(const complex_1d_array &rhs);
|
|
complex_1d_array(alglib_impl::ae_vector *p);
|
|
const complex_1d_array& operator=(const complex_1d_array &rhs);
|
|
virtual ~complex_1d_array();
|
|
|
|
const alglib::complex& operator()(ae_int_t i) const;
|
|
alglib::complex& operator()(ae_int_t i);
|
|
|
|
const alglib::complex& operator[](ae_int_t i) const;
|
|
alglib::complex& operator[](ae_int_t i);
|
|
|
|
void setcontent(ae_int_t iLen, const alglib::complex *pContent );
|
|
alglib::complex* getcontent();
|
|
const alglib::complex* getcontent() const;
|
|
|
|
std::string tostring(int dps) const;
|
|
};
|
|
|
|
class ae_matrix_wrapper
|
|
{
|
|
public:
|
|
ae_matrix_wrapper();
|
|
virtual ~ae_matrix_wrapper();
|
|
const ae_matrix_wrapper& operator=(const ae_matrix_wrapper &rhs);
|
|
|
|
void setlength(ae_int_t rows, ae_int_t cols);
|
|
ae_int_t rows() const;
|
|
ae_int_t cols() const;
|
|
bool isempty() const;
|
|
ae_int_t getstride() const;
|
|
|
|
void attach_to(alglib_impl::ae_matrix *ptr);
|
|
void allocate_own(ae_int_t rows, ae_int_t cols, alglib_impl::ae_datatype datatype);
|
|
const alglib_impl::ae_matrix* c_ptr() const;
|
|
alglib_impl::ae_matrix* c_ptr();
|
|
private:
|
|
ae_matrix_wrapper(const ae_matrix_wrapper &rhs);
|
|
protected:
|
|
//
|
|
// Copies source matrix RHS into current object.
|
|
//
|
|
// Current object is considered empty (this function should be
|
|
// called from copy constructor).
|
|
//
|
|
void create(const ae_matrix_wrapper &rhs);
|
|
|
|
//
|
|
// Copies array given by string into current object. Additional
|
|
// parameter DATATYPE contains information about type of the data
|
|
// in S and type of the array to create.
|
|
//
|
|
// Current object is considered empty (this function should be
|
|
// called from copy constructor).
|
|
//
|
|
void create(const char *s, alglib_impl::ae_datatype datatype);
|
|
|
|
//
|
|
// Assigns RHS to current object.
|
|
//
|
|
// It has several branches depending on target object status:
|
|
// * in case it is proxy object, data are copied into memory pointed by
|
|
// proxy. Function checks that source has exactly same size as target
|
|
// (exception is thrown on failure).
|
|
// * in case it is non-proxy object, data allocated by object are cleared
|
|
// and a copy of RHS is created in target.
|
|
//
|
|
// NOTE: this function correctly handles assignments of the object to itself.
|
|
//
|
|
void assign(const ae_matrix_wrapper &rhs);
|
|
|
|
alglib_impl::ae_matrix *p_mat;
|
|
alglib_impl::ae_matrix mat;
|
|
};
|
|
|
|
class boolean_2d_array : public ae_matrix_wrapper
|
|
{
|
|
public:
|
|
boolean_2d_array();
|
|
boolean_2d_array(const boolean_2d_array &rhs);
|
|
boolean_2d_array(alglib_impl::ae_matrix *p);
|
|
boolean_2d_array(const char *s);
|
|
virtual ~boolean_2d_array();
|
|
|
|
const ae_bool& operator()(ae_int_t i, ae_int_t j) const;
|
|
ae_bool& operator()(ae_int_t i, ae_int_t j);
|
|
|
|
const ae_bool* operator[](ae_int_t i) const;
|
|
ae_bool* operator[](ae_int_t i);
|
|
|
|
void setcontent(ae_int_t irows, ae_int_t icols, const bool *pContent );
|
|
|
|
std::string tostring() const ;
|
|
};
|
|
|
|
class integer_2d_array : public ae_matrix_wrapper
|
|
{
|
|
public:
|
|
integer_2d_array();
|
|
integer_2d_array(const integer_2d_array &rhs);
|
|
integer_2d_array(alglib_impl::ae_matrix *p);
|
|
integer_2d_array(const char *s);
|
|
virtual ~integer_2d_array();
|
|
|
|
const ae_int_t& operator()(ae_int_t i, ae_int_t j) const;
|
|
ae_int_t& operator()(ae_int_t i, ae_int_t j);
|
|
|
|
const ae_int_t* operator[](ae_int_t i) const;
|
|
ae_int_t* operator[](ae_int_t i);
|
|
|
|
void setcontent(ae_int_t irows, ae_int_t icols, const ae_int_t *pContent );
|
|
|
|
std::string tostring() const;
|
|
};
|
|
|
|
class real_2d_array : public ae_matrix_wrapper
|
|
{
|
|
public:
|
|
real_2d_array();
|
|
real_2d_array(const real_2d_array &rhs);
|
|
real_2d_array(alglib_impl::ae_matrix *p);
|
|
real_2d_array(const char *s);
|
|
virtual ~real_2d_array();
|
|
|
|
const double& operator()(ae_int_t i, ae_int_t j) const;
|
|
double& operator()(ae_int_t i, ae_int_t j);
|
|
|
|
const double* operator[](ae_int_t i) const;
|
|
double* operator[](ae_int_t i);
|
|
|
|
void setcontent(ae_int_t irows, ae_int_t icols, const double *pContent );
|
|
|
|
std::string tostring(int dps) const;
|
|
};
|
|
|
|
class complex_2d_array : public ae_matrix_wrapper
|
|
{
|
|
public:
|
|
complex_2d_array();
|
|
complex_2d_array(const complex_2d_array &rhs);
|
|
complex_2d_array(alglib_impl::ae_matrix *p);
|
|
complex_2d_array(const char *s);
|
|
virtual ~complex_2d_array();
|
|
|
|
const alglib::complex& operator()(ae_int_t i, ae_int_t j) const;
|
|
alglib::complex& operator()(ae_int_t i, ae_int_t j);
|
|
|
|
const alglib::complex* operator[](ae_int_t i) const;
|
|
alglib::complex* operator[](ae_int_t i);
|
|
|
|
void setcontent(ae_int_t irows, ae_int_t icols, const alglib::complex *pContent );
|
|
|
|
std::string tostring(int dps) const;
|
|
};
|
|
|
|
|
|
|
|
/********************************************************************
|
|
dataset information.
|
|
|
|
can store regression dataset, classification dataset, or non-labeled
|
|
task:
|
|
* nout==0 means non-labeled task (clustering, for example)
|
|
* nout>0 && nclasses==0 means regression task
|
|
* nout>0 && nclasses>0 means classification task
|
|
********************************************************************/
|
|
/*class dataset
|
|
{
|
|
public:
|
|
dataset():nin(0), nout(0), nclasses(0), trnsize(0), valsize(0), tstsize(0), totalsize(0){};
|
|
|
|
int nin, nout, nclasses;
|
|
|
|
int trnsize;
|
|
int valsize;
|
|
int tstsize;
|
|
int totalsize;
|
|
|
|
alglib::real_2d_array trn;
|
|
alglib::real_2d_array val;
|
|
alglib::real_2d_array tst;
|
|
alglib::real_2d_array all;
|
|
};
|
|
|
|
bool opendataset(std::string file, dataset *pdataset);
|
|
|
|
//
|
|
// internal functions
|
|
//
|
|
std::string strtolower(const std::string &s);
|
|
bool readstrings(std::string file, std::list<std::string> *pOutput);
|
|
bool readstrings(std::string file, std::list<std::string> *pOutput, std::string comment);
|
|
void explodestring(std::string s, char sep, std::vector<std::string> *pOutput);
|
|
std::string xtrim(std::string s);*/
|
|
|
|
/********************************************************************
|
|
Constants and functions introduced for compatibility with AlgoPascal
|
|
********************************************************************/
|
|
extern const double machineepsilon;
|
|
extern const double maxrealnumber;
|
|
extern const double minrealnumber;
|
|
extern const double fp_nan;
|
|
extern const double fp_posinf;
|
|
extern const double fp_neginf;
|
|
extern const ae_int_t endianness;
|
|
|
|
int sign(double x);
|
|
double randomreal();
|
|
ae_int_t randominteger(ae_int_t maxv);
|
|
int round(double x);
|
|
int trunc(double x);
|
|
int ifloor(double x);
|
|
int iceil(double x);
|
|
double pi();
|
|
double sqr(double x);
|
|
int maxint(int m1, int m2);
|
|
int minint(int m1, int m2);
|
|
double maxreal(double m1, double m2);
|
|
double minreal(double m1, double m2);
|
|
|
|
bool fp_eq(double v1, double v2);
|
|
bool fp_neq(double v1, double v2);
|
|
bool fp_less(double v1, double v2);
|
|
bool fp_less_eq(double v1, double v2);
|
|
bool fp_greater(double v1, double v2);
|
|
bool fp_greater_eq(double v1, double v2);
|
|
|
|
bool fp_isnan(double x);
|
|
bool fp_isposinf(double x);
|
|
bool fp_isneginf(double x);
|
|
bool fp_isinf(double x);
|
|
bool fp_isfinite(double x);
|
|
|
|
|
|
}//namespace alglib
|
|
|
|
|
|
/////////////////////////////////////////////////////////////////////////
|
|
//
|
|
// THIS SECTIONS CONTAINS DECLARATIONS FOR OPTIMIZED LINEAR ALGEBRA CODES
|
|
// IT IS SHARED BETWEEN C++ AND PURE C LIBRARIES
|
|
//
|
|
/////////////////////////////////////////////////////////////////////////
|
|
|
|
namespace alglib_impl
|
|
{
|
|
#define ALGLIB_INTERCEPTS_ABLAS
|
|
void _ialglib_vzero(ae_int_t n, double *p, ae_int_t stride);
|
|
void _ialglib_vzero_complex(ae_int_t n, ae_complex *p, ae_int_t stride);
|
|
void _ialglib_vcopy(ae_int_t n, const double *a, ae_int_t stridea, double *b, ae_int_t strideb);
|
|
void _ialglib_vcopy_complex(ae_int_t n, const ae_complex *a, ae_int_t stridea, double *b, ae_int_t strideb, const char *conj);
|
|
void _ialglib_vcopy_dcomplex(ae_int_t n, const double *a, ae_int_t stridea, double *b, ae_int_t strideb, const char *conj);
|
|
void _ialglib_mcopyblock(ae_int_t m, ae_int_t n, const double *a, ae_int_t op, ae_int_t stride, double *b);
|
|
void _ialglib_mcopyunblock(ae_int_t m, ae_int_t n, const double *a, ae_int_t op, double *b, ae_int_t stride);
|
|
void _ialglib_mcopyblock_complex(ae_int_t m, ae_int_t n, const ae_complex *a, ae_int_t op, ae_int_t stride, double *b);
|
|
void _ialglib_mcopyunblock_complex(ae_int_t m, ae_int_t n, const double *a, ae_int_t op, ae_complex* b, ae_int_t stride);
|
|
|
|
ae_bool _ialglib_i_rmatrixgemmf(ae_int_t m,
|
|
ae_int_t n,
|
|
ae_int_t k,
|
|
double alpha,
|
|
ae_matrix *a,
|
|
ae_int_t ia,
|
|
ae_int_t ja,
|
|
ae_int_t optypea,
|
|
ae_matrix *b,
|
|
ae_int_t ib,
|
|
ae_int_t jb,
|
|
ae_int_t optypeb,
|
|
double beta,
|
|
ae_matrix *c,
|
|
ae_int_t ic,
|
|
ae_int_t jc);
|
|
ae_bool _ialglib_i_cmatrixgemmf(ae_int_t m,
|
|
ae_int_t n,
|
|
ae_int_t k,
|
|
ae_complex alpha,
|
|
ae_matrix *a,
|
|
ae_int_t ia,
|
|
ae_int_t ja,
|
|
ae_int_t optypea,
|
|
ae_matrix *b,
|
|
ae_int_t ib,
|
|
ae_int_t jb,
|
|
ae_int_t optypeb,
|
|
ae_complex beta,
|
|
ae_matrix *c,
|
|
ae_int_t ic,
|
|
ae_int_t jc);
|
|
ae_bool _ialglib_i_cmatrixrighttrsmf(ae_int_t m,
|
|
ae_int_t n,
|
|
ae_matrix *a,
|
|
ae_int_t i1,
|
|
ae_int_t j1,
|
|
ae_bool isupper,
|
|
ae_bool isunit,
|
|
ae_int_t optype,
|
|
ae_matrix *x,
|
|
ae_int_t i2,
|
|
ae_int_t j2);
|
|
ae_bool _ialglib_i_rmatrixrighttrsmf(ae_int_t m,
|
|
ae_int_t n,
|
|
ae_matrix *a,
|
|
ae_int_t i1,
|
|
ae_int_t j1,
|
|
ae_bool isupper,
|
|
ae_bool isunit,
|
|
ae_int_t optype,
|
|
ae_matrix *x,
|
|
ae_int_t i2,
|
|
ae_int_t j2);
|
|
ae_bool _ialglib_i_cmatrixlefttrsmf(ae_int_t m,
|
|
ae_int_t n,
|
|
ae_matrix *a,
|
|
ae_int_t i1,
|
|
ae_int_t j1,
|
|
ae_bool isupper,
|
|
ae_bool isunit,
|
|
ae_int_t optype,
|
|
ae_matrix *x,
|
|
ae_int_t i2,
|
|
ae_int_t j2);
|
|
ae_bool _ialglib_i_rmatrixlefttrsmf(ae_int_t m,
|
|
ae_int_t n,
|
|
ae_matrix *a,
|
|
ae_int_t i1,
|
|
ae_int_t j1,
|
|
ae_bool isupper,
|
|
ae_bool isunit,
|
|
ae_int_t optype,
|
|
ae_matrix *x,
|
|
ae_int_t i2,
|
|
ae_int_t j2);
|
|
ae_bool _ialglib_i_cmatrixsyrkf(ae_int_t n,
|
|
ae_int_t k,
|
|
double alpha,
|
|
ae_matrix *a,
|
|
ae_int_t ia,
|
|
ae_int_t ja,
|
|
ae_int_t optypea,
|
|
double beta,
|
|
ae_matrix *c,
|
|
ae_int_t ic,
|
|
ae_int_t jc,
|
|
ae_bool isupper);
|
|
ae_bool _ialglib_i_rmatrixsyrkf(ae_int_t n,
|
|
ae_int_t k,
|
|
double alpha,
|
|
ae_matrix *a,
|
|
ae_int_t ia,
|
|
ae_int_t ja,
|
|
ae_int_t optypea,
|
|
double beta,
|
|
ae_matrix *c,
|
|
ae_int_t ic,
|
|
ae_int_t jc,
|
|
ae_bool isupper);
|
|
ae_bool _ialglib_i_cmatrixrank1f(ae_int_t m,
|
|
ae_int_t n,
|
|
ae_matrix *a,
|
|
ae_int_t ia,
|
|
ae_int_t ja,
|
|
ae_vector *u,
|
|
ae_int_t uoffs,
|
|
ae_vector *v,
|
|
ae_int_t voffs);
|
|
ae_bool _ialglib_i_rmatrixrank1f(ae_int_t m,
|
|
ae_int_t n,
|
|
ae_matrix *a,
|
|
ae_int_t ia,
|
|
ae_int_t ja,
|
|
ae_vector *u,
|
|
ae_int_t uoffs,
|
|
ae_vector *v,
|
|
ae_int_t voffs);
|
|
|
|
|
|
|
|
}
|
|
|
|
|
|
/////////////////////////////////////////////////////////////////////////
|
|
//
|
|
// THIS SECTION CONTAINS PARALLEL SUBROUTINES
|
|
//
|
|
/////////////////////////////////////////////////////////////////////////
|
|
|
|
namespace alglib_impl
|
|
{
|
|
|
|
}
|
|
|
|
|
|
#endif
|
|
|