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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, 92 insertions, 0 deletions
diff --git a/third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h b/third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h new file mode 100644 index 0000000000..decda75405 --- /dev/null +++ b/third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h @@ -0,0 +1,92 @@ +/* + 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 |