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Diffstat (limited to 'third_party/eigen3/Eigen/src/Cholesky/LLT_MKL.h')
-rw-r--r-- | third_party/eigen3/Eigen/src/Cholesky/LLT_MKL.h | 102 |
1 files changed, 0 insertions, 102 deletions
diff --git a/third_party/eigen3/Eigen/src/Cholesky/LLT_MKL.h b/third_party/eigen3/Eigen/src/Cholesky/LLT_MKL.h deleted file mode 100644 index 64daa445cf..0000000000 --- a/third_party/eigen3/Eigen/src/Cholesky/LLT_MKL.h +++ /dev/null @@ -1,102 +0,0 @@ -/* - 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 - * LLt decomposition based on LAPACKE_?potrf function. - ******************************************************************************** -*/ - -#ifndef EIGEN_LLT_MKL_H -#define EIGEN_LLT_MKL_H - -#include "Eigen/src/Core/util/MKL_support.h" -#include <iostream> - -namespace Eigen { - -namespace internal { - -template<typename Scalar> struct mkl_llt; - -#define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \ -template<> struct mkl_llt<EIGTYPE> \ -{ \ - template<typename MatrixType> \ - static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \ - { \ - lapack_int matrix_order; \ - lapack_int size, lda, info, StorageOrder; \ - EIGTYPE* a; \ - eigen_assert(m.rows()==m.cols()); \ - /* Set up parameters for ?potrf */ \ - size = m.rows(); \ - StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \ - matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ - a = &(m.coeffRef(0,0)); \ - lda = m.outerStride(); \ -\ - info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \ - info = (info==0) ? Success : NumericalIssue; \ - return info; \ - } \ -}; \ -template<> struct llt_inplace<EIGTYPE, Lower> \ -{ \ - template<typename MatrixType> \ - static typename MatrixType::Index blocked(MatrixType& m) \ - { \ - return mkl_llt<EIGTYPE>::potrf(m, 'L'); \ - } \ - template<typename MatrixType, typename VectorType> \ - static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ - { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \ -}; \ -template<> struct llt_inplace<EIGTYPE, Upper> \ -{ \ - template<typename MatrixType> \ - static typename MatrixType::Index blocked(MatrixType& m) \ - { \ - return mkl_llt<EIGTYPE>::potrf(m, 'U'); \ - } \ - template<typename MatrixType, typename VectorType> \ - static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ - { \ - Transpose<MatrixType> matt(mat); \ - return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \ - } \ -}; - -EIGEN_MKL_LLT(double, double, d) -EIGEN_MKL_LLT(float, float, s) -EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z) -EIGEN_MKL_LLT(scomplex, MKL_Complex8, c) - -} // end namespace internal - -} // end namespace Eigen - -#endif // EIGEN_LLT_MKL_H |