OpenGamma-Blog’s gists

OpenGamma-Blog / gist:2781598

Created May 24, 2012 13:40

JNI Example 1 - OpenGamma

	/*
	* Class: NativeInterfaceTest
	* Method: dgemv_critical_
	* Signature: ([C[I[I[D[D[I[D[I[D[D[I)V
	*/
	JNIEXPORT void JNICALL Java_NativeInterfaceTestLAPACK_dgemv_1critical_1 (j<type> foo, ...)
	{
	j<type> foo;

	#define MACRO_criticalGetPointer(var)\

OpenGamma-Blog / gist:2781613

Created May 24, 2012 13:42

JNI Example 2 - OpenGamma

gcc -cpp -O3 -fPIC -o <lib name>.so -shared -Wl,-soname,<lib name>.so -I . -I ${JAVAROOT}/include/ -I ${JAVAROOT}/include/linux/ <file name>.c  -l<BLAS lib name> -l<LAPACK lib name>

OpenGamma-Blog / gist:2781617

Created May 24, 2012 13:43

JNI Example 3 - OpenGamma

	static {
	try {
	System.loadLibrary("<lib name>"); // no "lib" prefix or ".so" suffix
	} catch (UnsatisfiedLinkError e) {
	System.err.println("Cannot find <lib name> hooks.\n" + e);
	System.exit(1);
	}

OpenGamma-Blog / gist:2781621

Created May 24, 2012 13:44

JNA Example 1 - OpenGamma

	// interface for LAPACK via JNA
	public interface LAPACKLibrary extends Library {
	LAPACKLibrary INSTANCE = (LAPACKLibrary)
	Native.loadLibrary("liblapack.so",LAPACKLibrary.class);
	LAPACKLibrary SYNC_INSTANCE = (LAPACKLibrary) Native.synchronizedLibrary(INSTANCE);
	void dgemv_(...);
	}

OpenGamma-Blog / gist:2828153

Created May 29, 2012 12:29

Accessing Native Maths Libraries 1

	#define DGEMV_F77 F77_FUNC(dgemv,DGEMV)
	#ifdef __cplusplus
	extern "C"
	#endif
	void DGEMV_F77(char* trans, int* m, int* n, double* alpha, double* a, int* lda, double* x, int* incx, double* beta, double* y, int* incy);

OpenGamma-Blog / gist:2828162

Created May 29, 2012 12:31

Accessing Native Maths Libraries 2

	#ifdef __cplusplus
	extern "C"
	#endif
	/*
	* Class: OGBLASRawWrapper
	* Method: wrapped_dgemv
	* Signature: (CIID[DI[DID[DI)V
	*/
	JNIEXPORT void JNICALL Java_com_opengamma_maths_nativewrappers_OGBLASRawWrapper_wrapped_1dgemv(JNIEnv * env, jclass theClass, jchar trans, jint m, jint n, jdouble alpha, jdoubleArray a, jint _offset_a ,jint lda, jdoubleArray x, jint _offset_x ,jint incx, jdouble beta, jdoubleArray y, jint _offset_y ,jint incy) {
	char* _OG_ctrans = (char*) &trans;

OpenGamma-Blog / gist:2828167

Created May 29, 2012 12:34

Accessing Native Maths Libraries 3

	public static void dgemv(char trans, int m, int n, double alpha, double[] a, int _offset_a, int lda, double[] x, int _offset_x, int incx, double beta, double[] y, int _offset_y, int incy)
	{
	#ifdef THREAD_SAFETY_ENTRY_PT
	#include THREAD_SAFETY_ENTRY_PT_CODE
	#endif
	wrapped_dgemv(trans, m, n, alpha, a, _offset_a, lda, x, _offset_x, incx, beta, y, _offset_y, incy);
	#ifdef THREAD_SAFETY_EXIT_PT
	#include THREAD_SAFETY_EXIT_PT_CODE
	#endif
	#ifdef ERROR_HANDLER

OpenGamma-Blog / gist:2828169

Created May 29, 2012 12:35

Accessing Native Maths Libraries 4

private static native void wrapped_dgemv(char trans, int m, int n, double alpha, double[] a, int _offset_a, int lda, double[] x, int _offset_x, int incx, double beta, double[] y, int _offset_y, int incy);

OpenGamma-Blog / gist:2828177

Created May 29, 2012 12:38

Accessing Native Maths Libraries 5

	// implement fortran xerbla
	#define XERBLA_F77 F77_FUNC(xerbla,XERBLA)

	// global cache of the VM ptr
	JavaVM *JVMcache;

	// Called when the native library is loaded
	#ifdef __cplusplus
	extern "C"
	#endif

OpenGamma-Blog / gist:2843161

Created May 31, 2012 12:43

Testing Java Code in Maths Libraries 1

	%% A translation of http://commons.apache.org/math/userguide/linear.html Example in section 3.2
	%% Apache Commons Math is refered to as ACM

	clear all; close all; clc;
	% assume the jars in in the pwd, add to java class path
	javaaddpath([pwd,'/commons-math3-3.0.jar']);
	javaaddpath([pwd,'/octave.jar']);

	% basenames for classes we'll be using
	ACMBasename='org.apache.commons.math3.linear.';