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Diffstat (limited to 'third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h')
| -rw-r--r-- | third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h | 99 |
1 files changed, 99 insertions, 0 deletions
diff --git a/third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h b/third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h new file mode 100644 index 0000000000..b5b1983265 --- /dev/null +++ b/third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h @@ -0,0 +1,99 @@ +/* + 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 + * Householder QR decomposition of a matrix with column pivoting based on + * LAPACKE_?geqp3 function. + ******************************************************************************** +*/ + +#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H +#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \ +template<> inline \ +ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \ +ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \ + const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \ +\ +{ \ + using std::abs; \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ + typedef MatrixType::Scalar Scalar; \ + typedef MatrixType::RealScalar RealScalar; \ + Index rows = matrix.rows();\ + Index cols = matrix.cols();\ + Index size = matrix.diagonalSize();\ +\ + m_qr = matrix;\ + m_hCoeffs.resize(size);\ +\ + m_colsTranspositions.resize(cols);\ + /*Index number_of_transpositions = 0;*/ \ +\ + m_nonzero_pivots = 0; \ + m_maxpivot = RealScalar(0);\ + m_colsPermutation.resize(cols); \ + m_colsPermutation.indices().setZero(); \ +\ + lapack_int lda = m_qr.outerStride(), i; \ + lapack_int matrix_order = MKLCOLROW; \ + LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \ + m_isInitialized = true; \ + m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \ + m_hCoeffs.adjointInPlace(); \ + RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \ + lapack_int *perm = m_colsPermutation.indices().data(); \ + for(i=0;i<size;i++) { \ + m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\ + } \ + for(i=0;i<cols;i++) perm[i]--;\ +\ + /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \ +\ + return *this; \ +} + +EIGEN_MKL_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, ColMajor, LAPACK_COL_MAJOR) + +EIGEN_MKL_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, RowMajor, LAPACK_ROW_MAJOR) + +} // end namespace Eigen + +#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H |