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Diffstat (limited to 'third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h')
-rw-r--r-- | third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h | 114 |
1 files changed, 114 insertions, 0 deletions
diff --git a/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h new file mode 100644 index 0000000000..86684b66d9 --- /dev/null +++ b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h @@ -0,0 +1,114 @@ +/* + 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 + * Selfadjoint matrix-vector product functionality based on ?SYMV/HEMV. + ******************************************************************************** +*/ + +#ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H +#define EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H + +namespace Eigen { + +namespace internal { + +/********************************************************************** +* This file implements selfadjoint matrix-vector multiplication using BLAS +**********************************************************************/ + +// symv/hemv specialization + +template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> +struct selfadjoint_matrix_vector_product_symv : + selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn> {}; + +#define EIGEN_MKL_SYMV_SPECIALIZE(Scalar) \ +template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \ +struct selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Specialized> { \ +static void run( \ + Index size, const Scalar* lhs, Index lhsStride, \ + const Scalar* _rhs, Index rhsIncr, Scalar* res, Scalar alpha) { \ + enum {\ + IsColMajor = StorageOrder==ColMajor \ + }; \ + if (IsColMajor == ConjugateLhs) {\ + selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn>::run( \ + size, lhs, lhsStride, _rhs, rhsIncr, res, alpha); \ + } else {\ + selfadjoint_matrix_vector_product_symv<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs>::run( \ + size, lhs, lhsStride, _rhs, rhsIncr, res, alpha); \ + }\ + } \ +}; \ + +EIGEN_MKL_SYMV_SPECIALIZE(double) +EIGEN_MKL_SYMV_SPECIALIZE(float) +EIGEN_MKL_SYMV_SPECIALIZE(dcomplex) +EIGEN_MKL_SYMV_SPECIALIZE(scomplex) + +#define EIGEN_MKL_SYMV_SPECIALIZATION(EIGTYPE,MKLTYPE,MKLFUNC) \ +template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \ +struct selfadjoint_matrix_vector_product_symv<EIGTYPE,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs> \ +{ \ +typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> SYMVVector;\ +\ +static void run( \ +Index size, const EIGTYPE* lhs, Index lhsStride, \ +const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* res, EIGTYPE alpha) \ +{ \ + enum {\ + IsRowMajor = StorageOrder==RowMajor ? 1 : 0, \ + IsLower = UpLo == Lower ? 1 : 0 \ + }; \ + MKL_INT n=size, lda=lhsStride, incx=rhsIncr, incy=1; \ + MKLTYPE alpha_, beta_; \ + const EIGTYPE *x_ptr, myone(1); \ + char uplo=(IsRowMajor) ? (IsLower ? 'U' : 'L') : (IsLower ? 'L' : 'U'); \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ + SYMVVector x_tmp; \ + if (ConjugateRhs) { \ + Map<const SYMVVector, 0, InnerStride<> > map_x(_rhs,size,1,InnerStride<>(incx)); \ + x_tmp=map_x.conjugate(); \ + x_ptr=x_tmp.data(); \ + incx=1; \ + } else x_ptr=_rhs; \ + MKLFUNC(&uplo, &n, &alpha_, (const MKLTYPE*)lhs, &lda, (const MKLTYPE*)x_ptr, &incx, &beta_, (MKLTYPE*)res, &incy); \ +}\ +}; + +EIGEN_MKL_SYMV_SPECIALIZATION(double, double, dsymv) +EIGEN_MKL_SYMV_SPECIALIZATION(float, float, ssymv) +EIGEN_MKL_SYMV_SPECIALIZATION(dcomplex, MKL_Complex16, zhemv) +EIGEN_MKL_SYMV_SPECIALIZATION(scomplex, MKL_Complex8, chemv) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H |