1 | /* |
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2 | Copyright (c) 2011, Intel Corporation. All rights reserved. |
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3 | |
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4 | Redistribution and use in source and binary forms, with or without modification, |
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5 | are permitted provided that the following conditions are met: |
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6 | |
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7 | * Redistributions of source code must retain the above copyright notice, this |
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8 | list of conditions and the following disclaimer. |
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9 | * Redistributions in binary form must reproduce the above copyright notice, |
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10 | this list of conditions and the following disclaimer in the documentation |
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11 | and/or other materials provided with the distribution. |
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12 | * Neither the name of Intel Corporation nor the names of its contributors may |
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13 | be used to endorse or promote products derived from this software without |
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14 | specific prior written permission. |
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15 | |
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16 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND |
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17 | ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED |
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18 | WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE |
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19 | DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR |
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20 | ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES |
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21 | (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; |
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22 | LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON |
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23 | ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT |
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24 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS |
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25 | SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
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26 | |
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27 | ******************************************************************************** |
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28 | * Content : Eigen bindings to Intel(R) MKL |
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29 | * LLt decomposition based on LAPACKE_?potrf function. |
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30 | ******************************************************************************** |
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31 | */ |
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32 | |
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33 | #ifndef EIGEN_LLT_MKL_H |
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34 | #define EIGEN_LLT_MKL_H |
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35 | |
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36 | #include "Eigen/src/Core/util/MKL_support.h" |
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37 | #include <iostream> |
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38 | |
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39 | namespace Eigen { |
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40 | |
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41 | namespace internal { |
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42 | |
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43 | template<typename Scalar> struct mkl_llt; |
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44 | |
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45 | #define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \ |
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46 | template<> struct mkl_llt<EIGTYPE> \ |
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47 | { \ |
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48 | template<typename MatrixType> \ |
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49 | static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \ |
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50 | { \ |
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51 | lapack_int matrix_order; \ |
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52 | lapack_int size, lda, info, StorageOrder; \ |
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53 | EIGTYPE* a; \ |
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54 | eigen_assert(m.rows()==m.cols()); \ |
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55 | /* Set up parameters for ?potrf */ \ |
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56 | size = m.rows(); \ |
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57 | StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \ |
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58 | matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ |
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59 | a = &(m.coeffRef(0,0)); \ |
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60 | lda = m.outerStride(); \ |
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61 | \ |
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62 | info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \ |
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63 | info = (info==0) ? Success : NumericalIssue; \ |
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64 | return info; \ |
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65 | } \ |
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66 | }; \ |
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67 | template<> struct llt_inplace<EIGTYPE, Lower> \ |
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68 | { \ |
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69 | template<typename MatrixType> \ |
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70 | static typename MatrixType::Index blocked(MatrixType& m) \ |
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71 | { \ |
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72 | return mkl_llt<EIGTYPE>::potrf(m, 'L'); \ |
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73 | } \ |
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74 | template<typename MatrixType, typename VectorType> \ |
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75 | static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ |
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76 | { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \ |
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77 | }; \ |
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78 | template<> struct llt_inplace<EIGTYPE, Upper> \ |
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79 | { \ |
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80 | template<typename MatrixType> \ |
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81 | static typename MatrixType::Index blocked(MatrixType& m) \ |
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82 | { \ |
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83 | return mkl_llt<EIGTYPE>::potrf(m, 'U'); \ |
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84 | } \ |
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85 | template<typename MatrixType, typename VectorType> \ |
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86 | static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ |
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87 | { \ |
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88 | Transpose<MatrixType> matt(mat); \ |
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89 | return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \ |
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90 | } \ |
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91 | }; |
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92 | |
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93 | EIGEN_MKL_LLT(double, double, d) |
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94 | EIGEN_MKL_LLT(float, float, s) |
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95 | EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z) |
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96 | EIGEN_MKL_LLT(scomplex, MKL_Complex8, c) |
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97 | |
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98 | } // end namespace internal |
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99 | |
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100 | } // end namespace Eigen |
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101 | |
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102 | #endif // EIGEN_LLT_MKL_H |
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