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source: branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Eigen/Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h @ 9562

Last change on this file since 9562 was 9562, checked in by gkronber, 11 years ago

#1967 worked on Gaussian process evolution.

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1/*
2 Copyright (c) 2011, Intel Corporation. All rights reserved.
3
4 Redistribution and use in source and binary forms, with or without modification,
5 are permitted provided that the following conditions are met:
6
7 * Redistributions of source code must retain the above copyright notice, this
8   list of conditions and the following disclaimer.
9 * Redistributions in binary form must reproduce the above copyright notice,
10   this list of conditions and the following disclaimer in the documentation
11   and/or other materials provided with the distribution.
12 * Neither the name of Intel Corporation nor the names of its contributors may
13   be used to endorse or promote products derived from this software without
14   specific prior written permission.
15
16 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
17 ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
18 WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
19 DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
20 ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
21 (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
22 LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
23 ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
24 (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
25 SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
26
27 ********************************************************************************
28 *   Content : Eigen bindings to Intel(R) MKL
29 *   General matrix-matrix product functionality based on ?GEMM.
30 ********************************************************************************
31*/
32
33#ifndef EIGEN_GENERAL_MATRIX_MATRIX_MKL_H
34#define EIGEN_GENERAL_MATRIX_MATRIX_MKL_H
35
36namespace Eigen {
37
38namespace internal {
39
40/**********************************************************************
41* This file implements general matrix-matrix multiplication using BLAS
42* gemm function via partial specialization of
43* general_matrix_matrix_product::run(..) method for float, double,
44* std::complex<float> and std::complex<double> types
45**********************************************************************/
46
47// gemm specialization
48
49#define GEMM_SPECIALIZATION(EIGTYPE, EIGPREFIX, MKLTYPE, MKLPREFIX) \
50template< \
51  typename Index, \
52  int LhsStorageOrder, bool ConjugateLhs, \
53  int RhsStorageOrder, bool ConjugateRhs> \
54struct general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor> \
55{ \
56static void run(Index rows, Index cols, Index depth, \
57  const EIGTYPE* _lhs, Index lhsStride, \
58  const EIGTYPE* _rhs, Index rhsStride, \
59  EIGTYPE* res, Index resStride, \
60  EIGTYPE alpha, \
61  level3_blocking<EIGTYPE, EIGTYPE>& /*blocking*/, \
62  GemmParallelInfo<Index>* /*info = 0*/) \
63{ \
64  using std::conj; \
65\
66  char transa, transb; \
67  MKL_INT m, n, k, lda, ldb, ldc; \
68  const EIGTYPE *a, *b; \
69  MKLTYPE alpha_, beta_; \
70  MatrixX##EIGPREFIX a_tmp, b_tmp; \
71  EIGTYPE myone(1);\
72\
73/* Set transpose options */ \
74  transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \
75  transb = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \
76\
77/* Set m, n, k */ \
78  m = (MKL_INT)rows;  \
79  n = (MKL_INT)cols;  \
80  k = (MKL_INT)depth; \
81\
82/* Set alpha_ & beta_ */ \
83  assign_scalar_eig2mkl(alpha_, alpha); \
84  assign_scalar_eig2mkl(beta_, myone); \
85\
86/* Set lda, ldb, ldc */ \
87  lda = (MKL_INT)lhsStride; \
88  ldb = (MKL_INT)rhsStride; \
89  ldc = (MKL_INT)resStride; \
90\
91/* Set a, b, c */ \
92  if ((LhsStorageOrder==ColMajor) && (ConjugateLhs)) { \
93    Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,k,OuterStride<>(lhsStride)); \
94    a_tmp = lhs.conjugate(); \
95    a = a_tmp.data(); \
96    lda = a_tmp.outerStride(); \
97  } else a = _lhs; \
98\
99  if ((RhsStorageOrder==ColMajor) && (ConjugateRhs)) { \
100    Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,k,n,OuterStride<>(rhsStride)); \
101    b_tmp = rhs.conjugate(); \
102    b = b_tmp.data(); \
103    ldb = b_tmp.outerStride(); \
104  } else b = _rhs; \
105\
106  MKLPREFIX##gemm(&transa, &transb, &m, &n, &k, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
107}};
108
109GEMM_SPECIALIZATION(double,   d,  double,        d)
110GEMM_SPECIALIZATION(float,    f,  float,         s)
111GEMM_SPECIALIZATION(dcomplex, cd, MKL_Complex16, z)
112GEMM_SPECIALIZATION(scomplex, cf, MKL_Complex8,  c)
113
114} // end namespase internal
115
116} // end namespace Eigen
117
118#endif // EIGEN_GENERAL_MATRIX_MATRIX_MKL_H
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