Merge pull request #4094 from martin-frbg/lapack736

Add Dynamic Mode Decomposition (Reference-LAPACK PR 736)

Author: martin-frbg

azure-pipelines.yml

@@ -115,7 +115,7 @@ jobs:
       mkdir build 
       cd build
       call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\VC\Auxiliary\Build\vcvars64.bat"
-      cmake -G "Ninja" -DCMAKE_C_COMPILER=clang-cl -DCMAKE_CXX_COMPILER=clang-cl -DCMAKE_Fortran_COMPILER=flang -DBUILD_TESTING=OFF -DCMAKE_MT=mt -DCMAKE_BUILD_TYPE=Release -DMSVC_STATIC_CRT=ON ..
+      cmake -G "Ninja" -DCMAKE_C_COMPILER=clang-cl -DCMAKE_CXX_COMPILER=clang-cl -DCMAKE_Fortran_COMPILER="flang -I C:\Miniconda\Library\include\flang" -DBUILD_TESTING=OFF -DCMAKE_MT=mt -DCMAKE_BUILD_TYPE=Release -DMSVC_STATIC_CRT=ON ..
       cmake --build . --config Release
       ctest
 

cmake/lapack.cmake

@@ -124,7 +124,7 @@ set(SLASRC
    ssbev_2stage.f ssbevx_2stage.f ssbevd_2stage.f ssygv_2stage.f
    sgesvdq.f slaorhr_col_getrfnp.f
    slaorhr_col_getrfnp2.f sorgtsqr.f sorgtsqr_row.f sorhr_col.f 
-   slatrs3.f strsyl3.f sgelst.f)
+   slatrs3.f strsyl3.f sgelst.f sgedmd.f90 sgedmdq.f90)
 
 set(SXLASRC sgesvxx.f sgerfsx.f sla_gerfsx_extended.f sla_geamv.f
    sla_gercond.f sla_gerpvgrw.f ssysvxx.f ssyrfsx.f
@@ -223,7 +223,7 @@ set(CLASRC
    chbev_2stage.f chbevx_2stage.f chbevd_2stage.f chegv_2stage.f
    cgesvdq.f claunhr_col_getrfnp.f claunhr_col_getrfnp2.f 
    cungtsqr.f cungtsqr_row.f cunhr_col.f 
-   clatrs3.f ctrsyl3.f cgelst.f)
+   clatrs3.f ctrsyl3.f cgelst.f cgedmd.f90 cgedmdq.f90)
 
 set(CXLASRC cgesvxx.f cgerfsx.f cla_gerfsx_extended.f cla_geamv.f
    cla_gercond_c.f cla_gercond_x.f cla_gerpvgrw.f
@@ -316,7 +316,7 @@ set(DLASRC
    dsbev_2stage.f dsbevx_2stage.f dsbevd_2stage.f dsygv_2stage.f
    dcombssq.f dgesvdq.f dlaorhr_col_getrfnp.f
    dlaorhr_col_getrfnp2.f dorgtsqr.f dorgtsqr_row.f dorhr_col.f 
-   dlatrs3.f dtrsyl3.f dgelst.f)
+   dlatrs3.f dtrsyl3.f dgelst.f dgedmd.f90 dgedmdq.f90)
 
 set(DXLASRC dgesvxx.f dgerfsx.f dla_gerfsx_extended.f dla_geamv.f
    dla_gercond.f dla_gerpvgrw.f dsysvxx.f dsyrfsx.f
@@ -419,7 +419,7 @@ set(ZLASRC
    zhbev_2stage.f zhbevx_2stage.f zhbevd_2stage.f zhegv_2stage.f
    zgesvdq.f zlaunhr_col_getrfnp.f zlaunhr_col_getrfnp2.f
    zungtsqr.f zungtsqr_row.f zunhr_col.f
-   zlatrs3.f ztrsyl3.f zgelst.f)
+   zlatrs3.f ztrsyl3.f zgelst.f zgedmd.f90 zgedmdq.f90)
 
 set(ZXLASRC zgesvxx.f zgerfsx.f zla_gerfsx_extended.f zla_geamv.f
    zla_gercond_c.f zla_gercond_x.f zla_gerpvgrw.f zsysvxx.f zsyrfsx.f
@@ -624,7 +624,7 @@ set(SLASRC
    ssbev_2stage.c ssbevx_2stage.c ssbevd_2stage.c ssygv_2stage.c
    sgesvdq.c slaorhr_col_getrfnp.c
    slaorhr_col_getrfnp2.c sorgtsqr.c sorgtsqr_row.c sorhr_col.c 
-   slatrs3.c strsyl3.c sgelst.c)
+   slatrs3.c strsyl3.c sgelst.c sgedmd.c sgedmdq.c)
 
 set(SXLASRC sgesvxx.c sgerfsx.c sla_gerfsx_extended.c sla_geamv.c
    sla_gercond.c sla_gerpvgrw.c ssysvxx.c ssyrfsx.c
@@ -722,7 +722,7 @@ set(CLASRC
    chbev_2stage.c chbevx_2stage.c chbevd_2stage.c chegv_2stage.c
    cgesvdq.c claunhr_col_getrfnp.c claunhr_col_getrfnp2.c 
    cungtsqr.c cungtsqr_row.c cunhr_col.c 
-   clatrs3.c ctrsyl3.c cgelst.c)
+   clatrs3.c ctrsyl3.c cgelst.c cgedmd.c cgedmdq.c)
 
 set(CXLASRC cgesvxx.c cgerfsx.c cla_gerfsx_extended.c cla_geamv.c
    cla_gercond_c.c cla_gercond_x.c cla_gerpvgrw.c
@@ -814,7 +814,7 @@ set(DLASRC
    dsbev_2stage.c dsbevx_2stage.c dsbevd_2stage.c dsygv_2stage.c
    dcombssq.c dgesvdq.c dlaorhr_col_getrfnp.c
    dlaorhr_col_getrfnp2.c dorgtsqr.c dorgtsqr_row.c dorhr_col.c 
-   dlatrs3.c dtrsyl3.c dgelst.c)
+   dlatrs3.c dtrsyl3.c dgelst.c dgedmd.c dgedmdq.c)
 
 set(DXLASRC dgesvxx.c dgerfsx.c dla_gerfsx_extended.c dla_geamv.c
    dla_gercond.c dla_gerpvgrw.c dsysvxx.c dsyrfsx.c
@@ -915,7 +915,8 @@ set(ZLASRC
    zheevd_2stage.c zheev_2stage.c zheevx_2stage.c zheevr_2stage.c
    zhbev_2stage.c zhbevx_2stage.c zhbevd_2stage.c zhegv_2stage.c
    zgesvdq.c zlaunhr_col_getrfnp.c zlaunhr_col_getrfnp2.c
-   zungtsqr.c zungtsqr_row.c zunhr_col.c zlatrs3.c ztrsyl3.c zgelst.c)
+   zungtsqr.c zungtsqr_row.c zunhr_col.c zlatrs3.c ztrsyl3.c zgelst.c
+   zgedmd.c zgedmdq.c)
 
 set(ZXLASRC zgesvxx.c zgerfsx.c zla_gerfsx_extended.c zla_geamv.c
    zla_gercond_c.c zla_gercond_x.c zla_gerpvgrw.c zsysvxx.c zsyrfsx.c

cmake/lapacke.cmake

@@ -90,6 +90,10 @@ set(CSRC
   lapacke_cgerqf_work.c
   lapacke_cgesdd.c
   lapacke_cgesdd_work.c
+  lapacke_cgedmd.c
+  lapacke_cgedmd_work.c
+  lapacke_cgedmdq.c
+  lapacke_cgedmdq_work.c
   lapacke_cgesv.c
   lapacke_cgesv_work.c
   lapacke_cgesvd.c
@@ -713,6 +717,10 @@ set(DSRC
   lapacke_dgerqf_work.c
   lapacke_dgesdd.c
   lapacke_dgesdd_work.c
+  lapacke_dgedmd.c
+  lapacke_dgedmd_work.c
+  lapacke_dgedmdq.c
+  lapacke_dgedmdq_work.c
   lapacke_dgesv.c
   lapacke_dgesv_work.c
   lapacke_dgesvd.c
@@ -1291,6 +1299,10 @@ set(SSRC
   lapacke_sgerqf_work.c
   lapacke_sgesdd.c
   lapacke_sgesdd_work.c
+  lapacke_sgedmd.c
+  lapacke_sgedmd_work.c
+  lapacke_sgedmdq.c
+  lapacke_sgedmdq_work.c
   lapacke_sgesv.c
   lapacke_sgesv_work.c
   lapacke_sgesvd.c
@@ -1863,6 +1875,10 @@ set(ZSRC
   lapacke_zgerqf_work.c
   lapacke_zgesdd.c
   lapacke_zgesdd_work.c
+  lapacke_zgedmd.c
+  lapacke_zgedmd_work.c
+  lapacke_zgedmdq.c
+  lapacke_zgedmdq_work.c
   lapacke_zgesv.c
   lapacke_zgesv_work.c
   lapacke_zgesvd.c

exports/gensymbol

@@ -844,6 +844,23 @@ lapackobjs2z="$lapackobjs2z
     zungtsqr_row
     "
 
+#functions added for lapack-3.11
+lapackobjs2c="$lapackobjs2c
+    cgedmd
+    cgedmdq
+    "
+lapackobjs2d="$lapackobjs2d
+    dgedmd
+    dgedmdq
+    "
+lapackobjs2s="$lapackobjs2s
+    sgedmd
+    sgedmdq
+    "
+lapackobjs2z="$lapackobjs2z
+    zgedmd
+    zgedmdq
+    "
 lapack_extendedprecision_objs="
     zposvxx clagge clatms chesvxx cposvxx cgesvxx ssyrfssx csyrfsx
     dlagsy dsysvxx sporfsx slatms zlatms zherfsx csysvxx
@@ -1013,6 +1030,10 @@ lapackeobjsc="
     LAPACKE_cgebrd_work
     LAPACKE_cgecon
     LAPACKE_cgecon_work
+    LAPACKE_cgedmd
+    LAPACKE_cgedmd_work
+    LAPACKE_cgedmdq
+    LAPACKE_cgedmdq_work
     LAPACKE_cgeequ
     LAPACKE_cgeequ_work
     LAPACKE_cgeequb
@@ -1672,6 +1693,10 @@ lapackeobjsd="
     LAPACKE_dgebrd_work
     LAPACKE_dgecon
     LAPACKE_dgecon_work
+    LAPACKE_dgedmd
+    LAPACKE_dgedmd_work
+    LAPACKE_dgedmdq
+    LAPACKE_dgedmdq_work
     LAPACKE_dgeequ
     LAPACKE_dgeequ_work
     LAPACKE_dgeequb
@@ -2285,6 +2310,10 @@ lapackeobjss="
     LAPACKE_sgebrd_work
     LAPACKE_sgecon
     LAPACKE_sgecon_work
+    LAPACKE_sgedmd
+    LAPACKE_sgedmd_work
+    LAPACKE_sgedmdq
+    LAPACKE_sgedmdq_work
     LAPACKE_sgeequ
     LAPACKE_sgeequ_work
     LAPACKE_sgeequb
@@ -2894,6 +2923,10 @@ lapackeobjsz="
     LAPACKE_zgebrd_work
     LAPACKE_zgecon
     LAPACKE_zgecon_work
+    LAPACKE_zgedmd
+    LAPACKE_zgedmd_work
+    LAPACKE_zgedmdq
+    LAPACKE_zgedmdq_work
     LAPACKE_zgeequ
     LAPACKE_zgeequ_work
     LAPACKE_zgeequb

lapack-netlib/LAPACKE/include/lapack.h

@@ -3323,6 +3323,138 @@ void LAPACK_zgesdd_base(
     #define LAPACK_zgesdd(...) LAPACK_zgesdd_base(__VA_ARGS__)
 #endif
 
+#define LAPACK_cgedmd LAPACK_GLOBAL(cgedmd,CGEDMD)
+void LAPACK_cgedmd(
+    char const* jobs, char const* jobz, char const* jobf,
+    lapack_int const* whtsvd, lapack_int const* m, lapack_int const* n,
+    lapack_complex_float* x, lapack_int const* ldx,
+    lapack_complex_float* y, lapack_int const* ldy, lapack_int const* k,
+    lapack_complex_float* reig, lapack_complex_float* imeig,
+    lapack_complex_float* z, lapack_int const* ldz, lapack_complex_float* res,
+    lapack_complex_float* b, lapack_int const* ldb,
+    lapack_complex_float* w, lapack_int const* ldw,
+    lapack_complex_float* s, lapack_int const* lds,
+    lapack_complex_float* work, lapack_int const* lwork,
+    lapack_int* iwork, lapack_int const* liwork,
+    lapack_int* info );
+
+#define LAPACK_dgedmd LAPACK_GLOBAL(dgedmd,DGEDMD)
+void LAPACK_dgedmd(
+    char const* jobs, char const* jobz, char const* jobf,
+    lapack_int const* whtsvd, lapack_int const* m, lapack_int const* n,
+    double* x, lapack_int const* ldx,
+    double* y, lapack_int const* ldy, lapack_int const* k,
+    double* reig, double* imeig,
+    double* z, lapack_int const* ldz, double* res,
+    double* b, lapack_int const* ldb,
+    double* w, lapack_int const* ldw,
+    double* s, lapack_int const* lds,
+    double* work, lapack_int const* lwork,
+    lapack_int* iwork, lapack_int const* liwork,
+    lapack_int* info );
+
+#define LAPACK_sgedmd LAPACK_GLOBAL(sgedmd,SGEDMD)
+void LAPACK_sgedmd(
+    char const* jobs, char const* jobz, char const* jobf,
+    lapack_int const* whtsvd, lapack_int const* m, lapack_int const* n,
+    float* x, lapack_int const* ldx,
+    float* y, lapack_int const* ldy, lapack_int const* k,
+    float* reig, float* imeig,
+    float* z, lapack_int const* ldz, float* res,
+    float* b, lapack_int const* ldb,
+    float* w, lapack_int const* ldw,
+    float* s, lapack_int const* lds,
+    float* work, lapack_int const* lwork,
+    lapack_int* iwork, lapack_int const* liwork,
+    lapack_int* info );
+
+#define LAPACK_zgedmd LAPACK_GLOBAL(zgedmd,ZGEDMD)
+void LAPACK_zgedmd(
+    char const* jobs, char const* jobz, char const* jobf,
+    lapack_int const* whtsvd, lapack_int const* m, lapack_int const* n,
+    lapack_complex_double* x, lapack_int const* ldx,
+    lapack_complex_double* y, lapack_int const* ldy, lapack_int const* k,
+    lapack_complex_double* reig, lapack_complex_double* imeig,
+    lapack_complex_double* z, lapack_int const* ldz, lapack_complex_double* res,
+    lapack_complex_double* b, lapack_int const* ldb,
+    lapack_complex_double* w, lapack_int const* ldw,
+    lapack_complex_double* s, lapack_int const* lds,
+    lapack_complex_double* work, lapack_int const* lwork,
+    lapack_int* iwork, lapack_int const* liwork,
+    lapack_int* info );
+
+#define LAPACK_cgedmdq LAPACK_GLOBAL(cgedmdq,CGEDMDQ)
+void LAPACK_cgedmdq(
+    char const* jobs, char const* jobz, char const* jobr, char const* jobq,
+    char const* jobt, char const* jobf, lapack_int const* whtsvd,
+    lapack_int const* m, lapack_int const* n,
+    lapack_complex_float* f, lapack_int const* ldf,
+    lapack_complex_float* x, lapack_int const* ldx,
+    lapack_complex_float* y, lapack_int const* ldy, lapack_int const* nrnk,
+    float const* tol, lapack_int const* k,
+    lapack_complex_float* reig, lapack_complex_float* imeig,
+    lapack_complex_float* z, lapack_int const* ldz, lapack_complex_float* res,
+    lapack_complex_float* b, lapack_int const* ldb,
+    lapack_complex_float* v, lapack_int const* ldv,
+    lapack_complex_float* s, lapack_int const* lds,
+    lapack_complex_float* work, lapack_int const* lwork,
+    lapack_int* iwork, lapack_int const* liwork,
+    lapack_int* info );
+
+#define LAPACK_dgedmdq LAPACK_GLOBAL(dgedmdq,DGEDMDQ)
+void LAPACK_dgedmdq(
+    char const* jobs, char const* jobz, char const* jobr, char const* jobq,
+    char const* jobt, char const* jobf, lapack_int const* whtsvd,
+    lapack_int const* m, lapack_int const* n,
+    double* f, lapack_int const* ldf,
+    double* x, lapack_int const* ldx,
+    double* y, lapack_int const* ldy, lapack_int const* nrnk,
+    double const* tol, lapack_int const* k,
+    double* reig, double* imeig,
+    double* z, lapack_int const* ldz, double* res,
+    double* b, lapack_int const* ldb,
+    double* v, lapack_int const* ldv,
+    double* s, lapack_int const* lds,
+    double* work, lapack_int const* lwork,
+    lapack_int* iwork, lapack_int const* liwork,
+    lapack_int* info );
+
+#define LAPACK_sgedmdq LAPACK_GLOBAL(sgedmdq,SGEDMDQ)
+void LAPACK_sgedmdq(
+    char const* jobs, char const* jobz, char const* jobr, char const* jobq,
+    char const* jobt, char const* jobf, lapack_int const* whtsvd,
+    lapack_int const* m, lapack_int const* n,
+    float* f, lapack_int const* ldf,
+    float* x, lapack_int const* ldx,
+    float* y, lapack_int const* ldy, lapack_int const* nrnk,
+    float const* tol, lapack_int const* k,
+    float* reig, float* imeig,
+    float* z, lapack_int const* ldz, float* res,
+    float* b, lapack_int const* ldb,
+    float* v, lapack_int const* ldv,
+    float* s, lapack_int const* lds,
+    float* work, lapack_int const* lwork,
+    lapack_int* iwork, lapack_int const* liwork,
+    lapack_int* info );
+
+#define LAPACK_zgedmdq LAPACK_GLOBAL(zgedmdq,ZGEDMDQ)
+void LAPACK_zgedmdq(
+    char const* jobs, char const* jobz, char const* jobr, char const* jobq,
+    char const* jobt, char const* jobf, lapack_int const* whtsvd,
+    lapack_int const* m, lapack_int const* n,
+    lapack_complex_double* f, lapack_int const* ldf,
+    lapack_complex_double* x, lapack_int const* ldx,
+    lapack_complex_double* y, lapack_int const* ldy, lapack_int const* nrnk,
+    double const* tol, lapack_int const* k,
+    lapack_complex_double* reig, lapack_complex_double* imeig,
+    lapack_complex_double* z, lapack_int const* ldz, lapack_complex_double* res,
+    lapack_complex_double* b, lapack_int const* ldb,
+    lapack_complex_double* v, lapack_int const* ldv,
+    lapack_complex_double* s, lapack_int const* lds,
+    lapack_complex_double* work, lapack_int const* lwork,
+    lapack_int* iwork, lapack_int const* liwork,
+    lapack_int* info );
+
 #define LAPACK_cgesv LAPACK_GLOBAL(cgesv,CGESV)
 lapack_int LAPACK_cgesv(
     lapack_int const* n, lapack_int const* nrhs,