A_times_B_kronecker_C MEX: rewrite in Fortran

mex/build/kronecker.am

 mex_PROGRAMS = sparse_hessian_times_B_kronecker_C A_times_B_kronecker_C
 
 nodist_sparse_hessian_times_B_kronecker_C_SOURCES = sparse_hessian_times_B_kronecker_C.cc
-nodist_A_times_B_kronecker_C_SOURCES = A_times_B_kronecker_C.cc
+nodist_A_times_B_kronecker_C_SOURCES = A_times_B_kronecker_C.f08 matlab_mex.F08 blas_lapack.F08
 
 sparse_hessian_times_B_kronecker_C_CXXFLAGS = $(AM_CXXFLAGS) -fopenmp
 sparse_hessian_times_B_kronecker_C_LDFLAGS = $(AM_LDFLAGS) $(OPENMP_LDFLAGS)
@@ -11,3 +11,8 @@ CLEANFILES = $(nodist_sparse_hessian_times_B_kronecker_C_SOURCES) $(nodist_A_tim
 
 %.cc: $(top_srcdir)/../../sources/kronecker/%.cc
 	$(LN_S) -f $< $@
+
+A_times_B_kronecker_C.o : matlab_mex.mod lapack.mod
+
+%.f08: $(top_srcdir)/../../sources/kronecker/%.f08
+	$(LN_S) -f $< $@

mex/sources/kronecker/A_times_B_kronecker_C.cc

-/*
- * Copyright © 2007-2020 Dynare Team
- *
- * This file is part of Dynare.
- *
- * Dynare is free software: you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * Dynare is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
- */
-
-/*
- * This mex file computes A·(B⊗C) or A·(B⊗B) without explicitly building B⊗C or B⊗B, so that
- * one can consider large matrices B and/or C.
- */
-
-#include <dynmex.h>
-#include <dynblas.h>
-
-void
-full_A_times_kronecker_B_C(const double *A, const double *B, const double *C, double *D,
-                           blas_int mA, blas_int nA, blas_int mB, blas_int nB, blas_int mC, blas_int nC)
-{
-  const blas_int shiftA = mA*mC;
-  const blas_int shiftD = mA*nC;
-  blas_int kd = 0, ka = 0;
-  double one = 1.0;
-  for (blas_int col = 0; col < nB; col++)
-    {
-      ka = 0;
-      for (blas_int row = 0; row < mB; row++)
-        {
-          dgemm("N", "N", &mA, &nC, &mC, &B[mB*col+row], &A[ka], &mA, C, &mC, &one, &D[kd], &mA);
-          ka += shiftA;
-        }
-      kd += shiftD;
-    }
-}
-
-void
-full_A_times_kronecker_B_B(const double *A, const double *B, double *D, blas_int mA, blas_int nA, blas_int mB, blas_int nB)
-{
-  const blas_int shiftA = mA*mB;
-  const blas_int shiftD = mA*nB;
-  blas_int kd = 0, ka = 0;
-  double one = 1.0;
-  for (blas_int col = 0; col < nB; col++)
-    {
-      ka = 0;
-      for (blas_int row = 0; row < mB; row++)
-        {
-          dgemm("N", "N", &mA, &nB, &mB, &B[mB*col+row], &A[ka], &mA, B, &mB, &one, &D[kd], &mA);
-          ka += shiftA;
-        }
-      kd += shiftD;
-    }
-}
-
-void
-mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
-{
-  // Check input and output:
-  if (nrhs > 3 || nrhs < 2 || nlhs != 1)
-    {
-      mexErrMsgTxt("A_times_B_kronecker_C takes 2 or 3 input arguments and provides 1 output argument.");
-      return; // Needed to shut up some GCC warnings
-    }
-
-  // Get & Check dimensions (columns and rows):
-  size_t mA = mxGetM(prhs[0]);
-  size_t nA = mxGetN(prhs[0]);
-  size_t mB = mxGetM(prhs[1]);
-  size_t nB = mxGetN(prhs[1]);
-  size_t mC, nC;
-  if (nrhs == 3) // A·(B⊗C) is to be computed.
-    {
-      mC = mxGetM(prhs[2]);
-      nC = mxGetN(prhs[2]);
-      if (mB*mC != nA)
-        mexErrMsgTxt("Input dimension error!");
-    }
-  else // A·(B⊗B) is to be computed.
-    {
-      if (mB*mB != nA)
-        mexErrMsgTxt("Input dimension error!");
-    }
-  // Get input matrices:
-  const double *A = mxGetPr(prhs[0]);
-  const double *B = mxGetPr(prhs[1]);
-  const double *C{nullptr};
-  if (nrhs == 3)
-    C = mxGetPr(prhs[2]);
-
-  // Initialization of the ouput:
-  if (nrhs == 3)
-    plhs[0] = mxCreateDoubleMatrix(mA, nB*nC, mxREAL);
-  else
-    plhs[0] = mxCreateDoubleMatrix(mA, nB*nB, mxREAL);
-  double *D = mxGetPr(plhs[0]);
-
-  // Computational part:
-  if (nrhs == 2)
-    full_A_times_kronecker_B_B(A, B, D, mA, nA, mB, nB);
-  else
-    full_A_times_kronecker_B_C(A, B, C, D, mA, nA, mB, nB, mC, nC);
-}

mex/sources/kronecker/A_times_B_kronecker_C.f08

+! This MEX file computes A·(B⊗C) or A·(B⊗B) without explicitly building B⊗C or
+! B⊗B, so that one can consider large matrices B and/or C.
+
+! Copyright © 2007-2021 Dynare Team
+!
+! This file is part of Dynare.
+!
+! Dynare is free software: you can redistribute it and/or modify
+! it under the terms of the GNU General Public License as published by
+! the Free Software Foundation, either version 3 of the License, or
+! (at your option) any later version.
+!
+! Dynare is distributed in the hope that it will be useful,
+! but WITHOUT ANY WARRANTY; without even the implied warranty of
+! MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+! GNU General Public License for more details.
+!
+! You should have received a copy of the GNU General Public License
+! along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+subroutine mexFunction(nlhs, plhs, nrhs, prhs) bind(c, name='mexFunction')
+  use iso_fortran_env, only: real64
+  use iso_c_binding, only: c_int
+  use matlab_mex
+  use blas
+  implicit none
+
+  type(c_ptr), dimension(*), intent(in), target :: prhs
+  type(c_ptr), dimension(*), intent(out) :: plhs
+  integer(c_int), intent(in), value :: nlhs, nrhs
+
+  integer(c_size_t) :: mA, nA, mB, nB, mC, nC
+  real(real64), dimension(:, :), pointer, contiguous :: A, B, C, D
+
+  if (nrhs > 3 .or. nrhs < 2 .or. nlhs /= 1) then
+     call mexErrMsgTxt("A_times_B_kronecker_C takes 2 or 3 input arguments and provides 1 output argument")
+  end if
+
+  if (.not. mxIsDouble(prhs(1)) .or. mxIsComplex(prhs(1)) &
+       .or. .not. mxIsDouble(prhs(2)) .or. mxIsComplex(prhs(2))) then
+     call mexErrMsgTxt("A_times_B_kronecker_C: first two arguments should be real matrices")
+  end if
+  mA = mxGetM(prhs(1))
+  nA = mxGetN(prhs(1))
+  mB = mxGetM(prhs(2))
+  nB = mxGetN(prhs(2))
+  A(1:mA,1:nA) => mxGetPr(prhs(1))
+  B(1:mB,1:nB) => mxGetPr(prhs(2))
+
+  if (nrhs == 3) then
+     ! A·(B⊗C) is to be computed.
+     if (.not. mxIsDouble(prhs(3)) .or. mxIsComplex(prhs(3))) then
+        call mexErrMsgTxt("A_times_B_kronecker_C: third argument should be a real matrix")
+     end if
+     mC = mxGetM(prhs(3))
+     nC = mxGetN(prhs(3))
+     if (mB*mC /= nA) then
+        call mexErrMsgTxt("Input dimension error!")
+     end if
+
+     C(1:mC,1:nC) => mxGetPr(prhs(3))
+
+     plhs(1) = mxCreateDoubleMatrix(mA, nB*nC, mxREAL)
+     D(1:mA,1:nB*nC) => mxGetPr(plhs(1))
+
+     call full_A_times_kronecker_B_C
+  else
+     ! A·(B⊗B) is to be computed.
+     if (mB*mB /= nA) then
+        call mexErrMsgTxt("Input dimension error!")
+     end if
+
+     plhs(1) = mxCreateDoubleMatrix(mA, nB*nB, mxREAL)
+     D(1:mA,1:nB*nB) => mxGetPr(plhs(1))
+
+     call full_A_times_kronecker_B_B
+  end if
+
+contains
+  ! Computes D=A·(B⊗C)
+  subroutine full_A_times_kronecker_B_C
+    integer(c_size_t) :: i, j, ka, kd
+
+    kd = 1
+    do j = 1,nB
+       ka = 1
+       do i = 1,mB
+          ! D(:,kd:kd+nC) += B(i,j)·A(:,ka:ka+mC)·C
+          call dgemm("N", "N", int(mA, blint), int(nC, blint), int(mC, blint), B(i,j), &
+               A(:,ka:ka+mC), int(mA, blint), C, int(mC, blint), 1._real64, &
+               D(:,kd:kd+nC), int(mA, blint))
+          ka = ka + mC
+       end do
+       kd = kd + nC
+    end do
+  end subroutine full_A_times_kronecker_B_C
+
+  ! Computes D=A·(B⊗B)
+  subroutine full_A_times_kronecker_B_B
+    integer(c_size_t) :: i, j, ka, kd
+
+    kd = 1
+    do j = 1,nB
+       ka = 1
+       do i = 1,mB
+          ! D(:,kd:kd+nB) += B(i,j)·A(:,ka:ka+mB)·B
+          call dgemm("N", "N", int(mA, blint), int(nB, blint), int(mB, blint), B(i,j), &
+               A(:,ka:ka+mB), int(mA, blint), B, int(mB, blint), 1._real64, &
+               D(:,kd:kd+nB), int(mA, blint))
+          ka = ka + mB
+       end do
+       kd = kd + nB
+    end do
+  end subroutine full_A_times_kronecker_B_B
+end subroutine mexFunction