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authorGravatar Gael Guennebaud <g.gael@free.fr>2016-07-26 11:11:59 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2016-07-26 11:11:59 +0200
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tree78e422492c87369f2b2ebba325a117d90dd79b19 /doc/UsingBlasLapackBackends.dox
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+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+ Copyright (C) 2011-2016 Gael Guennebaud <gael.guennebaud@inria.fr>
+
+ 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 : Documentation on the use of BLAS/LAPACK libraries through Eigen
+ ********************************************************************************
+*/
+
+namespace Eigen {
+
+/** \page TopicUsingBlasLapack Using BLAS/LAPACK from %Eigen
+
+
+Since %Eigen version 3.3 and later, any F77 compatible BLAS or LAPACK libraries can be used as backends for dense matrix products and dense matrix decompositions.
+For instance, one can use <a href="http://eigen.tuxfamily.org/Counter/redirect_to_mkl.php">IntelĀ® MKL</a>, Apple's Accelerate framework on OSX, <a href="http://www.openblas.net/">OpenBLAS</a>, <a href="http://www.netlib.org/lapack">Netlib LAPACK</a>, etc.
+
+Do not miss this \link TopicUsingIntelMKL page \endlink for further discussions on the specific use of IntelĀ® MKL (also includes VML, PARDISO, etc.)
+
+In order to use an external BLAS and/or LAPACK library, you must link you own application to the respective libraries and their dependencies.
+For LAPACK, you must also link to the standard <a href="http://www.netlib.org/lapack/lapacke.html">Lapacke</a> library, which is used as a convenient think layer between %Eigen's C++ code and LAPACK F77 interface. Then you must activate their usage by defining one or multiple of the following macros (\b before including any %Eigen's header):
+
+<table class="manual">
+<tr><td>\c EIGEN_USE_BLAS </td><td>Enables the use of external BLAS level 2 and 3 routines (compatible with any F77 BLAS interface)</td></tr>
+<tr class="alt"><td>\c EIGEN_USE_LAPACKE </td><td>Enables the use of external Lapack routines via the <a href="http://www.netlib.org/lapack/lapacke.html">Lapacke</a> C interface to Lapack (compatible with any F77 LAPACK interface)</td></tr>
+<tr><td>\c EIGEN_USE_LAPACKE_STRICT </td><td>Same as \c EIGEN_USE_LAPACKE but algorithms of lower numerical robustness are disabled. \n This currently concerns only JacobiSVD which otherwise would be replaced by \c gesvd that is less robust than Jacobi rotations.</td></tr>
+</table>
+
+When doing so, a number of %Eigen's algorithms are silently substituted with calls to BLAS or LAPACK routines.
+These substitutions apply only for \b Dynamic \b or \b large enough objects with one of the following four standard scalar types: \c float, \c double, \c complex<float>, and \c complex<double>.
+Operations on other scalar types or mixing reals and complexes will continue to use the built-in algorithms.
+
+The breadth of %Eigen functionality that can be substituted is listed in the table below.
+<table class="manual">
+<tr><th>Functional domain</th><th>Code example</th><th>BLAS/LAPACK routines</th></tr>
+<tr><td>Matrix-matrix operations \n \c EIGEN_USE_BLAS </td><td>\code
+m1*m2.transpose();
+m1.selfadjointView<Lower>()*m2;
+m1*m2.triangularView<Upper>();
+m1.selfadjointView<Lower>().rankUpdate(m2,1.0);
+\endcode</td><td>\code
+?gemm
+?symm/?hemm
+?trmm
+dsyrk/ssyrk
+\endcode</td></tr>
+<tr class="alt"><td>Matrix-vector operations \n \c EIGEN_USE_BLAS </td><td>\code
+m1.adjoint()*b;
+m1.selfadjointView<Lower>()*b;
+m1.triangularView<Upper>()*b;
+\endcode</td><td>\code
+?gemv
+?symv/?hemv
+?trmv
+\endcode</td></tr>
+<tr><td>LU decomposition \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code
+v1 = m1.lu().solve(v2);
+\endcode</td><td>\code
+?getrf
+\endcode</td></tr>
+<tr class="alt"><td>Cholesky decomposition \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code
+v1 = m2.selfadjointView<Upper>().llt().solve(v2);
+\endcode</td><td>\code
+?potrf
+\endcode</td></tr>
+<tr><td>QR decomposition \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code
+m1.householderQr();
+m1.colPivHouseholderQr();
+\endcode</td><td>\code
+?geqrf
+?geqp3
+\endcode</td></tr>
+<tr class="alt"><td>Singular value decomposition \n \c EIGEN_USE_LAPACKE </td><td>\code
+JacobiSVD<MatrixXd> svd;
+svd.compute(m1, ComputeThinV);
+\endcode</td><td>\code
+?gesvd
+\endcode</td></tr>
+<tr><td>Eigen-value decompositions \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code
+EigenSolver<MatrixXd> es(m1);
+ComplexEigenSolver<MatrixXcd> ces(m1);
+SelfAdjointEigenSolver<MatrixXd> saes(m1+m1.transpose());
+GeneralizedSelfAdjointEigenSolver<MatrixXd>
+ gsaes(m1+m1.transpose(),m2+m2.transpose());
+\endcode</td><td>\code
+?gees
+?gees
+?syev/?heev
+?syev/?heev,
+?potrf
+\endcode</td></tr>
+<tr class="alt"><td>Schur decomposition \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code
+RealSchur<MatrixXd> schurR(m1);
+ComplexSchur<MatrixXcd> schurC(m1);
+\endcode</td><td>\code
+?gees
+\endcode</td></tr>
+</table>
+In the examples, m1 and m2 are dense matrices and v1 and v2 are dense vectors.
+
+*/
+
+}