diff options
author | Christoph Hertzberg <chtz@informatik.uni-bremen.de> | 2013-12-21 22:14:03 +0100 |
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committer | Christoph Hertzberg <chtz@informatik.uni-bremen.de> | 2013-12-21 22:14:03 +0100 |
commit | bbf373bbe9306c701c2488bb6ea05600cf63239e (patch) | |
tree | 665909d9bcc9a19f5e88520699ca74d198af74cd /Eigen | |
parent | 1200bd2ef088da242b8e0d34cb189a36e8754336 (diff) |
Applied patch from Richard JW Roberts, resolving bug #704
Diffstat (limited to 'Eigen')
-rw-r--r-- | Eigen/src/QR/HouseholderQR.h | 90 | ||||
-rw-r--r-- | Eigen/src/QR/HouseholderQR_MKL.h | 26 |
2 files changed, 62 insertions, 54 deletions
diff --git a/Eigen/src/QR/HouseholderQR.h b/Eigen/src/QR/HouseholderQR.h index ad156396a..352dbf3f0 100644 --- a/Eigen/src/QR/HouseholderQR.h +++ b/Eigen/src/QR/HouseholderQR.h @@ -251,56 +251,62 @@ void householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typename } /** \internal */ -template<typename MatrixQR, typename HCoeffs> -void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, - typename MatrixQR::Index maxBlockSize=32, - typename MatrixQR::Scalar* tempData = 0) +template<typename MatrixQR, typename HCoeffs, + typename MatrixQRScalar = typename MatrixQR::Scalar, + bool InnerStrideIsOne = (MatrixQR::InnerStrideAtCompileTime == 1 && HCoeffs::InnerStrideAtCompileTime == 1)> +struct householder_qr_inplace_blocked { - typedef typename MatrixQR::Index Index; - typedef typename MatrixQR::Scalar Scalar; - typedef Block<MatrixQR,Dynamic,Dynamic> BlockType; - - Index rows = mat.rows(); - Index cols = mat.cols(); - Index size = (std::min)(rows, cols); - - typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixQR::MaxColsAtCompileTime,1> TempType; - TempType tempVector; - if(tempData==0) + // This is specialized for MKL-supported Scalar types in HouseholderQR_MKL.h + static void run(MatrixQR& mat, HCoeffs& hCoeffs, + typename MatrixQR::Index maxBlockSize=32, + typename MatrixQR::Scalar* tempData = 0) { - tempVector.resize(cols); - tempData = tempVector.data(); - } - - Index blockSize = (std::min)(maxBlockSize,size); - - Index k = 0; - for (k = 0; k < size; k += blockSize) - { - Index bs = (std::min)(size-k,blockSize); // actual size of the block - Index tcols = cols - k - bs; // trailing columns - Index brows = rows-k; // rows of the block + typedef typename MatrixQR::Index Index; + typedef typename MatrixQR::Scalar Scalar; + typedef Block<MatrixQR,Dynamic,Dynamic> BlockType; - // partition the matrix: - // A00 | A01 | A02 - // mat = A10 | A11 | A12 - // A20 | A21 | A22 - // and performs the qr dec of [A11^T A12^T]^T - // and update [A21^T A22^T]^T using level 3 operations. - // Finally, the algorithm continue on A22 + Index rows = mat.rows(); + Index cols = mat.cols(); + Index size = (std::min)(rows, cols); - BlockType A11_21 = mat.block(k,k,brows,bs); - Block<HCoeffs,Dynamic,1> hCoeffsSegment = hCoeffs.segment(k,bs); + typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixQR::MaxColsAtCompileTime,1> TempType; + TempType tempVector; + if(tempData==0) + { + tempVector.resize(cols); + tempData = tempVector.data(); + } - householder_qr_inplace_unblocked(A11_21, hCoeffsSegment, tempData); + Index blockSize = (std::min)(maxBlockSize,size); - if(tcols) + Index k = 0; + for (k = 0; k < size; k += blockSize) { - BlockType A21_22 = mat.block(k,k+bs,brows,tcols); - apply_block_householder_on_the_left(A21_22,A11_21,hCoeffsSegment.adjoint()); + Index bs = (std::min)(size-k,blockSize); // actual size of the block + Index tcols = cols - k - bs; // trailing columns + Index brows = rows-k; // rows of the block + + // partition the matrix: + // A00 | A01 | A02 + // mat = A10 | A11 | A12 + // A20 | A21 | A22 + // and performs the qr dec of [A11^T A12^T]^T + // and update [A21^T A22^T]^T using level 3 operations. + // Finally, the algorithm continue on A22 + + BlockType A11_21 = mat.block(k,k,brows,bs); + Block<HCoeffs,Dynamic,1> hCoeffsSegment = hCoeffs.segment(k,bs); + + householder_qr_inplace_unblocked(A11_21, hCoeffsSegment, tempData); + + if(tcols) + { + BlockType A21_22 = mat.block(k,k+bs,brows,tcols); + apply_block_householder_on_the_left(A21_22,A11_21,hCoeffsSegment.adjoint()); + } } } -} +}; template<typename _MatrixType, typename Rhs> struct solve_retval<HouseholderQR<_MatrixType>, Rhs> @@ -352,7 +358,7 @@ HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType& m_temp.resize(cols); - internal::householder_qr_inplace_blocked(m_qr, m_hCoeffs, 48, m_temp.data()); + internal::householder_qr_inplace_blocked<MatrixType, HCoeffsType>::run(m_qr, m_hCoeffs, 48, m_temp.data()); m_isInitialized = true; return *this; diff --git a/Eigen/src/QR/HouseholderQR_MKL.h b/Eigen/src/QR/HouseholderQR_MKL.h index 5313de604..8a3a7e406 100644 --- a/Eigen/src/QR/HouseholderQR_MKL.h +++ b/Eigen/src/QR/HouseholderQR_MKL.h @@ -34,7 +34,7 @@ #ifndef EIGEN_QR_MKL_H #define EIGEN_QR_MKL_H -#include "Eigen/src/Core/util/MKL_support.h" +#include "../Core/util/MKL_support.h" namespace Eigen { @@ -44,18 +44,20 @@ namespace internal { #define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \ template<typename MatrixQR, typename HCoeffs> \ -void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, \ - typename MatrixQR::Index maxBlockSize=32, \ - EIGTYPE* tempData = 0) \ +struct householder_qr_inplace_blocked<MatrixQR, HCoeffs, EIGTYPE, true> \ { \ - lapack_int m = mat.rows(); \ - lapack_int n = mat.cols(); \ - lapack_int lda = mat.outerStride(); \ - lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ - LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \ - hCoeffs.adjointInPlace(); \ -\ -} + static void run(MatrixQR& mat, HCoeffs& hCoeffs, \ + typename MatrixQR::Index = 32, \ + typename MatrixQR::Scalar* = 0) \ + { \ + lapack_int m = (lapack_int) mat.rows(); \ + lapack_int n = (lapack_int) mat.cols(); \ + lapack_int lda = (lapack_int) mat.outerStride(); \ + lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ + LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \ + hCoeffs.adjointInPlace(); \ + } \ +}; EIGEN_MKL_QR_NOPIV(double, double, d) EIGEN_MKL_QR_NOPIV(float, float, s) |