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-/*
- 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