From 0c06077efab47880db140793e33d684b8da49a49 Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Mon, 25 Jul 2016 18:00:47 +0200 Subject: Rename MKL files --- Eigen/src/SVD/JacobiSVD_LAPACKE.h | 92 +++++++++++++++++++++++++++++++++++++++ Eigen/src/SVD/JacobiSVD_MKL.h | 92 --------------------------------------- 2 files changed, 92 insertions(+), 92 deletions(-) create mode 100644 Eigen/src/SVD/JacobiSVD_LAPACKE.h delete mode 100644 Eigen/src/SVD/JacobiSVD_MKL.h (limited to 'Eigen/src/SVD') diff --git a/Eigen/src/SVD/JacobiSVD_LAPACKE.h b/Eigen/src/SVD/JacobiSVD_LAPACKE.h new file mode 100644 index 000000000..a7b06d8b7 --- /dev/null +++ b/Eigen/src/SVD/JacobiSVD_LAPACKE.h @@ -0,0 +1,92 @@ +/* + 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 + * Singular Value Decomposition - SVD. + ******************************************************************************** +*/ + +#ifndef EIGEN_JACOBISVD_MKL_H +#define EIGEN_JACOBISVD_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \ +template<> inline \ +JacobiSVD, ColPivHouseholderQRPreconditioner>& \ +JacobiSVD, ColPivHouseholderQRPreconditioner>::compute(const Matrix& matrix, unsigned int computationOptions) \ +{ \ + typedef Matrix MatrixType; \ + /*typedef MatrixType::Scalar Scalar;*/ \ + /*typedef MatrixType::RealScalar RealScalar;*/ \ + allocate(matrix.rows(), matrix.cols(), computationOptions); \ +\ + /*const RealScalar precision = RealScalar(2) * NumTraits::epsilon();*/ \ + m_nonzeroSingularValues = m_diagSize; \ +\ + lapack_int lda = internal::convert_index(matrix.outerStride()), ldu, ldvt; \ + lapack_int matrix_order = MKLCOLROW; \ + char jobu, jobvt; \ + MKLTYPE *u, *vt, dummy; \ + jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \ + jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \ + if (computeU()) { \ + ldu = internal::convert_index(m_matrixU.outerStride()); \ + u = (MKLTYPE*)m_matrixU.data(); \ + } else { ldu=1; u=&dummy; }\ + MatrixType localV; \ + ldvt = (m_computeFullV) ? internal::convert_index(m_cols) : (m_computeThinV) ? internal::convert_index(m_diagSize) : 1; \ + if (computeV()) { \ + localV.resize(ldvt, m_cols); \ + vt = (MKLTYPE*)localV.data(); \ + } else { ldvt=1; vt=&dummy; }\ + Matrix superb; superb.resize(m_diagSize, 1); \ + MatrixType m_temp; m_temp = matrix; \ + LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, internal::convert_index(m_rows), internal::convert_index(m_cols), (MKLTYPE*)m_temp.data(), lda, (MKLRTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \ + if (computeV()) m_matrixV = localV.adjoint(); \ + /* for(int i=0;i inline \ -JacobiSVD, ColPivHouseholderQRPreconditioner>& \ -JacobiSVD, ColPivHouseholderQRPreconditioner>::compute(const Matrix& matrix, unsigned int computationOptions) \ -{ \ - typedef Matrix MatrixType; \ - /*typedef MatrixType::Scalar Scalar;*/ \ - /*typedef MatrixType::RealScalar RealScalar;*/ \ - allocate(matrix.rows(), matrix.cols(), computationOptions); \ -\ - /*const RealScalar precision = RealScalar(2) * NumTraits::epsilon();*/ \ - m_nonzeroSingularValues = m_diagSize; \ -\ - lapack_int lda = internal::convert_index(matrix.outerStride()), ldu, ldvt; \ - lapack_int matrix_order = MKLCOLROW; \ - char jobu, jobvt; \ - MKLTYPE *u, *vt, dummy; \ - jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \ - jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \ - if (computeU()) { \ - ldu = internal::convert_index(m_matrixU.outerStride()); \ - u = (MKLTYPE*)m_matrixU.data(); \ - } else { ldu=1; u=&dummy; }\ - MatrixType localV; \ - ldvt = (m_computeFullV) ? internal::convert_index(m_cols) : (m_computeThinV) ? internal::convert_index(m_diagSize) : 1; \ - if (computeV()) { \ - localV.resize(ldvt, m_cols); \ - vt = (MKLTYPE*)localV.data(); \ - } else { ldvt=1; vt=&dummy; }\ - Matrix superb; superb.resize(m_diagSize, 1); \ - MatrixType m_temp; m_temp = matrix; \ - LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, internal::convert_index(m_rows), internal::convert_index(m_cols), (MKLTYPE*)m_temp.data(), lda, (MKLRTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \ - if (computeV()) m_matrixV = localV.adjoint(); \ - /* for(int i=0;i