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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-03-07 15:39:21 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-03-07 15:39:21 -0500 |
| commit | 0997866e260e31244729466eae548a860f9a96ae (patch) | |
| tree | ea42d0a4bc1b1e1aaeec1715e93310d5762a6ee6 /src/lossdistrib.h | |
| parent | 5b24ea4f1f5308be24d905563947cd96d9c27efa (diff) | |
| download | lossdistrib-0997866e260e31244729466eae548a860f9a96ae.tar.gz | |
switch to cblas and lapacke interface
Diffstat (limited to 'src/lossdistrib.h')
| -rw-r--r-- | src/lossdistrib.h | 13 |
1 files changed, 3 insertions, 10 deletions
diff --git a/src/lossdistrib.h b/src/lossdistrib.h index 3a65800..557333b 100644 --- a/src/lossdistrib.h +++ b/src/lossdistrib.h @@ -1,10 +1,3 @@ -extern int dgemv_(char* trans, const int *m, const int *n, const double* alpha, double* A, const int* lda, - const double* x, const int* incx, const double* beta, double* y, const int* incy); -extern double ddot_(const int* n, const double* dx, const int* incx, const double* dy, const int* incy); -extern int dscal_(int* n, double* da, double* dx, const int* incx); -extern int daxpy_(int* n, double* da, double* dx, const int* incx, double* dy, const int* incy); -extern int dstev_(char* JOBZ, const int* n, double* D, double* E, double* Z, const int* ldz, - double* WORK, int* INFO); extern void openblas_set_num_threads(int); void lossdistrib(const double *p, const int *np, const double *w, const double *S, @@ -31,11 +24,11 @@ double dqnorm(double x); double dshockprob(double p, double rho, double Z); -void shockprobvec2(double p, double rho, double* Z, int nZ, double *q); +void shockprobvec2(const double p, const double rho, const double* Z, const int nZ, double *q); double shockseverity(double S, double Z, double rho, double p); -void fitprob(double* Z, double* w, int* nZ, double* rho, double* p0, double* result); +void fitprob(const double* Z, const double* w, const int* nZ, const double* rho, const double* p0, double* result); void stochasticrecov(double* R, double* Rtilde, double* Z, double* w, int* nZ, double* rho, double* porig, double* pmod, double* q); @@ -56,6 +49,6 @@ void BCloss_recov_trunc(const double *defaultprob, const int *dim1, const int *d const double * K, const int *defaultflag, double *ELt, double *ERt); -double quantile(double* Z, double* w, int nZ, double p0); +double quantile(const double* Z, const double* w, const int nZ, const double p0); void GHquad(const int *n, double* Z, double* w); |