Intel(R) MKL support added.

* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.

1 files changed, 293 insertions, 0 deletions

diff --git a/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h b/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h
new file mode 100644
index 000000000..338a57a55
--- /dev/null
+++ b/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h
@@ -0,0 +1,293 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
+#define EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace internal {
+
+
+/* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */
+
+#define EIGEN_MKL_SYMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
+{\
+\
+  static EIGEN_DONT_INLINE void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha) \
+  { \
+    char side='L', uplo='L'; \
+    MKL_INT m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    MKLTYPE alpha_, beta_; \
+    MatrixX##EIGPREFIX b_tmp; \
+    EIGTYPE myone(1);\
+\
+/* Set transpose options */ \
+/* Set m, n, k */ \
+    m = (MKL_INT)rows;  \
+    n = (MKL_INT)cols;  \
+\
+/* Set alpha_ & beta_ */ \
+    assign_scalar_eig2mkl(alpha_, alpha); \
+    assign_scalar_eig2mkl(beta_, myone); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = (MKL_INT)lhsStride; \
+    ldb = (MKL_INT)rhsStride; \
+    ldc = (MKL_INT)resStride; \
+\
+/* Set a, b, c */ \
+    if (LhsStorageOrder==RowMajor) uplo='U'; \
+    a = _lhs; \
+\
+    if (RhsStorageOrder==RowMajor) { \
+      Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
+      b_tmp = rhs.adjoint(); \
+      b = b_tmp.data(); \
+      ldb = b_tmp.outerStride(); \
+    } else b = _rhs; \
+\
+    MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
+\
+  } \
+};
+
+
+#define EIGEN_MKL_HEMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
+{\
+  static EIGEN_DONT_INLINE void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha) \
+  { \
+    char side='L', uplo='L'; \
+    MKL_INT m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    MKLTYPE alpha_, beta_; \
+    MatrixX##EIGPREFIX b_tmp; \
+    Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \
+    EIGTYPE myone(1); \
+\
+/* Set transpose options */ \
+/* Set m, n, k */ \
+    m = (MKL_INT)rows; \
+    n = (MKL_INT)cols; \
+\
+/* Set alpha_ & beta_ */ \
+    assign_scalar_eig2mkl(alpha_, alpha); \
+    assign_scalar_eig2mkl(beta_, myone); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = (MKL_INT)lhsStride; \
+    ldb = (MKL_INT)rhsStride; \
+    ldc = (MKL_INT)resStride; \
+\
+/* Set a, b, c */ \
+    if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \
+      Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \
+      a_tmp = lhs.conjugate(); \
+      a = a_tmp.data(); \
+      lda = a_tmp.outerStride(); \
+    } else a = _lhs; \
+    if (LhsStorageOrder==RowMajor) uplo='U'; \
+\
+    if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \
+       b = _rhs; } \
+    else { \
+      if (RhsStorageOrder==ColMajor && ConjugateRhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \
+        b_tmp = rhs.conjugate(); \
+      } else \
+      if (ConjugateRhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
+        b_tmp = rhs.adjoint(); \
+      } else { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
+        b_tmp = rhs.transpose(); \
+      } \
+      b = b_tmp.data(); \
+      ldb = b_tmp.outerStride(); \
+    } \
+\
+    MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
+\
+  } \
+};
+
+EIGEN_MKL_SYMM_L(double, double, d, d)
+EIGEN_MKL_SYMM_L(float, float, f, s)
+EIGEN_MKL_HEMM_L(dcomplex, MKL_Complex16, cd, z)
+EIGEN_MKL_HEMM_L(scomplex, MKL_Complex8, cf, c)
+
+
+/* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */
+
+#define EIGEN_MKL_SYMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
+{\
+\
+  static EIGEN_DONT_INLINE void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha) \
+  { \
+    char side='R', uplo='L'; \
+    MKL_INT m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    MKLTYPE alpha_, beta_; \
+    MatrixX##EIGPREFIX b_tmp; \
+    EIGTYPE myone(1);\
+\
+/* Set m, n, k */ \
+    m = (MKL_INT)rows;  \
+    n = (MKL_INT)cols;  \
+\
+/* Set alpha_ & beta_ */ \
+    assign_scalar_eig2mkl(alpha_, alpha); \
+    assign_scalar_eig2mkl(beta_, myone); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = (MKL_INT)rhsStride; \
+    ldb = (MKL_INT)lhsStride; \
+    ldc = (MKL_INT)resStride; \
+\
+/* Set a, b, c */ \
+    if (RhsStorageOrder==RowMajor) uplo='U'; \
+    a = _rhs; \
+\
+    if (LhsStorageOrder==RowMajor) { \
+      Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \
+      b_tmp = lhs.adjoint(); \
+      b = b_tmp.data(); \
+      ldb = b_tmp.outerStride(); \
+    } else b = _lhs; \
+\
+    MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
+\
+  } \
+};
+
+
+#define EIGEN_MKL_HEMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
+{\
+  static EIGEN_DONT_INLINE void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha) \
+  { \
+    char side='R', uplo='L'; \
+    MKL_INT m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    MKLTYPE alpha_, beta_; \
+    MatrixX##EIGPREFIX b_tmp; \
+    Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \
+    EIGTYPE myone(1); \
+\
+/* Set m, n, k */ \
+    m = (MKL_INT)rows; \
+    n = (MKL_INT)cols; \
+\
+/* Set alpha_ & beta_ */ \
+    assign_scalar_eig2mkl(alpha_, alpha); \
+    assign_scalar_eig2mkl(beta_, myone); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = (MKL_INT)rhsStride; \
+    ldb = (MKL_INT)lhsStride; \
+    ldc = (MKL_INT)resStride; \
+\
+/* Set a, b, c */ \
+    if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \
+      Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \
+      a_tmp = rhs.conjugate(); \
+      a = a_tmp.data(); \
+      lda = a_tmp.outerStride(); \
+    } else a = _rhs; \
+    if (RhsStorageOrder==RowMajor) uplo='U'; \
+\
+    if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \
+       b = _lhs; } \
+    else { \
+      if (LhsStorageOrder==ColMajor && ConjugateLhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \
+        b_tmp = lhs.conjugate(); \
+      } else \
+      if (ConjugateLhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
+        b_tmp = lhs.adjoint(); \
+      } else { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
+        b_tmp = lhs.transpose(); \
+      } \
+      b = b_tmp.data(); \
+      ldb = b_tmp.outerStride(); \
+    } \
+\
+    MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
+  } \
+};
+
+EIGEN_MKL_SYMM_R(double, double, d, d)
+EIGEN_MKL_SYMM_R(float, float, f, s)
+EIGEN_MKL_HEMM_R(dcomplex, MKL_Complex16, cd, z)
+EIGEN_MKL_HEMM_R(scomplex, MKL_Complex8, cf, c)
+
+} // end namespace internal
+
+#endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H