source: branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Eigen/Eigen/src/Eigenvalues/RealSchur_MKL.h @ 10586

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 ********************************************************************************
 *   Content : Eigen bindings to Intel(R) MKL
 *    Real Schur needed to real unsymmetrical eigenvalues/eigenvectors.
 ********************************************************************************
*/

#ifndef EIGEN_REAL_SCHUR_MKL_H
#define EIGEN_REAL_SCHUR_MKL_H

#include "Eigen/src/Core/util/MKL_support.h"

namespace Eigen { 

/** \internal Specialization for the data types supported by MKL */

#define EIGEN_MKL_SCHUR_REAL(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
template<> inline \
RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
{ \
  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
  typedef MatrixType::Scalar Scalar; \
  typedef MatrixType::RealScalar RealScalar; \
\
  assert(matrix.cols() == matrix.rows()); \
\
  lapack_int n = matrix.cols(), sdim, info; \
  lapack_int lda = matrix.outerStride(); \
  lapack_int matrix_order = MKLCOLROW; \
  char jobvs, sort='N'; \
  LAPACK_##MKLPREFIX_U##_SELECT2 select = 0; \
  jobvs = (computeU) ? 'V' : 'N'; \
  m_matU.resize(n, n); \
  lapack_int ldvs  = m_matU.outerStride(); \
  m_matT = matrix; \
  Matrix<EIGTYPE, Dynamic, Dynamic> wr, wi; \
  wr.resize(n, 1); wi.resize(n, 1); \
  info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)wr.data(), (MKLTYPE*)wi.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
  if(info == 0) \
    m_info = Success; \
  else \
    m_info = NoConvergence; \
\
  m_isInitialized = true; \
  m_matUisUptodate = computeU; \
  return *this; \
\
}

EIGEN_MKL_SCHUR_REAL(double,   double, d, D, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SCHUR_REAL(double,   double, d, D, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, RowMajor, LAPACK_ROW_MAJOR)

} // end namespace Eigen

#endif // EIGEN_REAL_SCHUR_MKL_H