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

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 ********************************************************************************
 *   Content : Eigen bindings to Intel(R) MKL
 *   Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM.
 ********************************************************************************
*/

#ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
#define EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H

namespace Eigen { 

namespace internal {


/* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */

#define EIGEN_MKL_SYMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, \
          int LhsStorageOrder, bool ConjugateLhs, \
          int RhsStorageOrder, bool ConjugateRhs> \
struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
{\
\
  static EIGEN_DONT_INLINE void run( \
    Index rows, Index cols, \
    const EIGTYPE* _lhs, Index lhsStride, \
    const EIGTYPE* _rhs, Index rhsStride, \
    EIGTYPE* res,        Index resStride, \
    EIGTYPE alpha) \
  { \
    char side='L', uplo='L'; \
    MKL_INT m, n, lda, ldb, ldc; \
    const EIGTYPE *a, *b; \
    MKLTYPE alpha_, beta_; \
    MatrixX##EIGPREFIX b_tmp; \
    EIGTYPE myone(1);\
\
/* Set transpose options */ \
/* Set m, n, k */ \
    m = (MKL_INT)rows;  \
    n = (MKL_INT)cols;  \
\
/* Set alpha_ & beta_ */ \
    assign_scalar_eig2mkl(alpha_, alpha); \
    assign_scalar_eig2mkl(beta_, myone); \
\
/* Set lda, ldb, ldc */ \
    lda = (MKL_INT)lhsStride; \
    ldb = (MKL_INT)rhsStride; \
    ldc = (MKL_INT)resStride; \
\
/* Set a, b, c */ \
    if (LhsStorageOrder==RowMajor) uplo='U'; \
    a = _lhs; \
\
    if (RhsStorageOrder==RowMajor) { \
      Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
      b_tmp = rhs.adjoint(); \
      b = b_tmp.data(); \
      ldb = b_tmp.outerStride(); \
    } else b = _rhs; \
\
    MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
\
  } \
};


#define EIGEN_MKL_HEMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, \
          int LhsStorageOrder, bool ConjugateLhs, \
          int RhsStorageOrder, bool ConjugateRhs> \
struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
{\
  static EIGEN_DONT_INLINE void run( \
    Index rows, Index cols, \
    const EIGTYPE* _lhs, Index lhsStride, \
    const EIGTYPE* _rhs, Index rhsStride, \
    EIGTYPE* res,        Index resStride, \
    EIGTYPE alpha) \
  { \
    char side='L', uplo='L'; \
    MKL_INT m, n, lda, ldb, ldc; \
    const EIGTYPE *a, *b; \
    MKLTYPE alpha_, beta_; \
    MatrixX##EIGPREFIX b_tmp; \
    Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \
    EIGTYPE myone(1); \
\
/* Set transpose options */ \
/* Set m, n, k */ \
    m = (MKL_INT)rows; \
    n = (MKL_INT)cols; \
\
/* Set alpha_ & beta_ */ \
    assign_scalar_eig2mkl(alpha_, alpha); \
    assign_scalar_eig2mkl(beta_, myone); \
\
/* Set lda, ldb, ldc */ \
    lda = (MKL_INT)lhsStride; \
    ldb = (MKL_INT)rhsStride; \
    ldc = (MKL_INT)resStride; \
\
/* Set a, b, c */ \
    if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \
      Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \
      a_tmp = lhs.conjugate(); \
      a = a_tmp.data(); \
      lda = a_tmp.outerStride(); \
    } else a = _lhs; \
    if (LhsStorageOrder==RowMajor) uplo='U'; \
\
    if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \
       b = _rhs; } \
    else { \
      if (RhsStorageOrder==ColMajor && ConjugateRhs) { \
        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \
        b_tmp = rhs.conjugate(); \
      } else \
      if (ConjugateRhs) { \
        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
        b_tmp = rhs.adjoint(); \
      } else { \
        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
        b_tmp = rhs.transpose(); \
      } \
      b = b_tmp.data(); \
      ldb = b_tmp.outerStride(); \
    } \
\
    MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
\
  } \
};

EIGEN_MKL_SYMM_L(double, double, d, d)
EIGEN_MKL_SYMM_L(float, float, f, s)
EIGEN_MKL_HEMM_L(dcomplex, MKL_Complex16, cd, z)
EIGEN_MKL_HEMM_L(scomplex, MKL_Complex8, cf, c)


/* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */

#define EIGEN_MKL_SYMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, \
          int LhsStorageOrder, bool ConjugateLhs, \
          int RhsStorageOrder, bool ConjugateRhs> \
struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
{\
\
  static EIGEN_DONT_INLINE void run( \
    Index rows, Index cols, \
    const EIGTYPE* _lhs, Index lhsStride, \
    const EIGTYPE* _rhs, Index rhsStride, \
    EIGTYPE* res,        Index resStride, \
    EIGTYPE alpha) \
  { \
    char side='R', uplo='L'; \
    MKL_INT m, n, lda, ldb, ldc; \
    const EIGTYPE *a, *b; \
    MKLTYPE alpha_, beta_; \
    MatrixX##EIGPREFIX b_tmp; \
    EIGTYPE myone(1);\
\
/* Set m, n, k */ \
    m = (MKL_INT)rows;  \
    n = (MKL_INT)cols;  \
\
/* Set alpha_ & beta_ */ \
    assign_scalar_eig2mkl(alpha_, alpha); \
    assign_scalar_eig2mkl(beta_, myone); \
\
/* Set lda, ldb, ldc */ \
    lda = (MKL_INT)rhsStride; \
    ldb = (MKL_INT)lhsStride; \
    ldc = (MKL_INT)resStride; \
\
/* Set a, b, c */ \
    if (RhsStorageOrder==RowMajor) uplo='U'; \
    a = _rhs; \
\
    if (LhsStorageOrder==RowMajor) { \
      Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \
      b_tmp = lhs.adjoint(); \
      b = b_tmp.data(); \
      ldb = b_tmp.outerStride(); \
    } else b = _lhs; \
\
    MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
\
  } \
};


#define EIGEN_MKL_HEMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, \
          int LhsStorageOrder, bool ConjugateLhs, \
          int RhsStorageOrder, bool ConjugateRhs> \
struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
{\
  static EIGEN_DONT_INLINE void run( \
    Index rows, Index cols, \
    const EIGTYPE* _lhs, Index lhsStride, \
    const EIGTYPE* _rhs, Index rhsStride, \
    EIGTYPE* res,        Index resStride, \
    EIGTYPE alpha) \
  { \
    char side='R', uplo='L'; \
    MKL_INT m, n, lda, ldb, ldc; \
    const EIGTYPE *a, *b; \
    MKLTYPE alpha_, beta_; \
    MatrixX##EIGPREFIX b_tmp; \
    Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \
    EIGTYPE myone(1); \
\
/* Set m, n, k */ \
    m = (MKL_INT)rows; \
    n = (MKL_INT)cols; \
\
/* Set alpha_ & beta_ */ \
    assign_scalar_eig2mkl(alpha_, alpha); \
    assign_scalar_eig2mkl(beta_, myone); \
\
/* Set lda, ldb, ldc */ \
    lda = (MKL_INT)rhsStride; \
    ldb = (MKL_INT)lhsStride; \
    ldc = (MKL_INT)resStride; \
\
/* Set a, b, c */ \
    if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \
      Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \
      a_tmp = rhs.conjugate(); \
      a = a_tmp.data(); \
      lda = a_tmp.outerStride(); \
    } else a = _rhs; \
    if (RhsStorageOrder==RowMajor) uplo='U'; \
\
    if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \
       b = _lhs; } \
    else { \
      if (LhsStorageOrder==ColMajor && ConjugateLhs) { \
        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \
        b_tmp = lhs.conjugate(); \
      } else \
      if (ConjugateLhs) { \
        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
        b_tmp = lhs.adjoint(); \
      } else { \
        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
        b_tmp = lhs.transpose(); \
      } \
      b = b_tmp.data(); \
      ldb = b_tmp.outerStride(); \
    } \
\
    MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
  } \
};

EIGEN_MKL_SYMM_R(double, double, d, d)
EIGEN_MKL_SYMM_R(float, float, f, s)
EIGEN_MKL_HEMM_R(dcomplex, MKL_Complex16, cd, z)
EIGEN_MKL_HEMM_R(scomplex, MKL_Complex8, cf, c)

} // end namespace internal

} // end namespace Eigen

#endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H