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Diffstat (limited to 'third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h')
| -rw-r--r-- | third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h | 92 |
1 files changed, 0 insertions, 92 deletions
diff --git a/third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h b/third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h deleted file mode 100644 index decda75405..0000000000 --- a/third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h +++ /dev/null @@ -1,92 +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 - * 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<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \ -JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \ -{ \ - typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ - typedef MatrixType::Scalar Scalar; \ - typedef MatrixType::RealScalar RealScalar; \ - allocate(matrix.rows(), matrix.cols(), computationOptions); \ -\ - /*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \ - m_nonzeroSingularValues = m_diagSize; \ -\ - lapack_int lda = 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 = m_matrixU.outerStride(); \ - u = (MKLTYPE*)m_matrixU.data(); \ - } else { ldu=1; u=&dummy; }\ - MatrixType localV; \ - ldvt = (m_computeFullV) ? m_cols : (m_computeThinV) ? m_diagSize : 1; \ - if (computeV()) { \ - localV.resize(ldvt, m_cols); \ - vt = (MKLTYPE*)localV.data(); \ - } else { ldvt=1; vt=&dummy; }\ - Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \ - MatrixType m_temp; m_temp = matrix; \ - LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, m_rows, 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<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \ - m_isInitialized = true; \ - return *this; \ -} - -EIGEN_MKL_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR) -EIGEN_MKL_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR) -EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, ColMajor, LAPACK_COL_MAJOR) -EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, ColMajor, LAPACK_COL_MAJOR) - -EIGEN_MKL_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR) -EIGEN_MKL_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR) -EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, RowMajor, LAPACK_ROW_MAJOR) -EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, RowMajor, LAPACK_ROW_MAJOR) - -} // end namespace Eigen - -#endif // EIGEN_JACOBISVD_MKL_H |