Extend CUDA support to matrix inversion and selfadjointeigensolver

2 files changed, 17 insertions, 8 deletions

diff --git a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
index 040f8d3bb..fbc1ee2f6 100644
--- a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
+++ b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
@@ -20,7 +20,9 @@ class GeneralizedSelfAdjointEigenSolver;
 
 namespace internal {
 template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues;
+
 template<typename MatrixType, typename DiagType, typename SubDiagType>
+EIGEN_DEVICE_FUNC
 ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag, const Index maxIterations, bool computeEigenvectors, MatrixType& eivec);
 }
 
@@ -354,7 +356,8 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
     static const int m_maxIterations = 30;
 
   protected:
-    static void check_template_parameters()
+    static EIGEN_DEVICE_FUNC
+    void check_template_parameters()
     {
       EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
     }
@@ -403,7 +406,7 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
   
   const InputType &matrix(a_matrix.derived());
   
-  using std::abs;
+  EIGEN_USING_STD_MATH(abs);
   eigen_assert(matrix.cols() == matrix.rows());
   eigen_assert((options&~(EigVecMask|GenEigMask))==0
           && (options&EigVecMask)!=EigVecMask
@@ -479,9 +482,10 @@ namespace internal {
   * \returns \c Success or \c NoConvergence
   */
 template<typename MatrixType, typename DiagType, typename SubDiagType>
+EIGEN_DEVICE_FUNC
 ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag, const Index maxIterations, bool computeEigenvectors, MatrixType& eivec)
 {
-  using std::abs;
+  EIGEN_USING_STD_MATH(abs);
 
   ComputationInfo info;
   typedef typename MatrixType::Scalar Scalar;
@@ -535,7 +539,7 @@ ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag
       diag.segment(i,n-i).minCoeff(&k);
       if (k > 0)
       {
-        std::swap(diag[i], diag[k+i]);
+        numext::swap(diag[i], diag[k+i]);
         if(computeEigenvectors)
           eivec.col(i).swap(eivec.col(k+i));
       }
@@ -605,7 +609,7 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
   EIGEN_DEVICE_FUNC
   static inline bool extract_kernel(MatrixType& mat, Ref<VectorType> res, Ref<VectorType> representative)
   {
-    using std::abs;
+    EIGEN_USING_STD_MATH(abs);
     Index i0;
     // Find non-zero column i0 (by construction, there must exist a non zero coefficient on the diagonal):
     mat.diagonal().cwiseAbs().maxCoeff(&i0);
@@ -807,7 +811,7 @@ template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
 EIGEN_DEVICE_FUNC
 static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n)
 {
-  using std::abs;
+  EIGEN_USING_STD_MATH(abs);
   RealScalar td = (diag[end-1] - diag[end])*RealScalar(0.5);
   RealScalar e = subdiag[end-1];
   // Note that thanks to scaling, e^2 or td^2 cannot overflow, however they can still
diff --git a/Eigen/src/Eigenvalues/Tridiagonalization.h b/Eigen/src/Eigenvalues/Tridiagonalization.h
index 1d102c17b..c5c1acf46 100644
--- a/Eigen/src/Eigenvalues/Tridiagonalization.h
+++ b/Eigen/src/Eigenvalues/Tridiagonalization.h
@@ -25,6 +25,7 @@ struct traits<TridiagonalizationMatrixTReturnType<MatrixType> >
 };
 
 template<typename MatrixType, typename CoeffVectorType>
+EIGEN_DEVICE_FUNC
 void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs);
 }
 
@@ -344,6 +345,7 @@ namespace internal {
   * \sa Tridiagonalization::packedMatrix()
   */
 template<typename MatrixType, typename CoeffVectorType>
+EIGEN_DEVICE_FUNC
 void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs)
 {
   using numext::conj;
@@ -424,6 +426,7 @@ struct tridiagonalization_inplace_selector;
   * \sa class Tridiagonalization
   */
 template<typename MatrixType, typename DiagonalType, typename SubDiagonalType>
+EIGEN_DEVICE_FUNC
 void tridiagonalization_inplace(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
 {
   eigen_assert(mat.cols()==mat.rows() && diag.size()==mat.rows() && subdiag.size()==mat.rows()-1);
@@ -439,7 +442,8 @@ struct tridiagonalization_inplace_selector
   typedef typename Tridiagonalization<MatrixType>::CoeffVectorType CoeffVectorType;
   typedef typename Tridiagonalization<MatrixType>::HouseholderSequenceType HouseholderSequenceType;
   template<typename DiagonalType, typename SubDiagonalType>
-  static void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
+  static EIGEN_DEVICE_FUNC
+  void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
   {
     CoeffVectorType hCoeffs(mat.cols()-1);
     tridiagonalization_inplace(mat,hCoeffs);
@@ -508,7 +512,8 @@ struct tridiagonalization_inplace_selector<MatrixType,1,IsComplex>
   typedef typename MatrixType::Scalar Scalar;
 
   template<typename DiagonalType, typename SubDiagonalType>
-  static void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType&, bool extractQ)
+  static EIGEN_DEVICE_FUNC
+  void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType&, bool extractQ)
   {
     diag(0,0) = numext::real(mat(0,0));
     if(extractQ)