| 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 | * Self-adjoint eigenvalues/eigenvectors. |
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| 30 | ******************************************************************************** |
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| 31 | */ |
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| 32 | |
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| 33 | #ifndef EIGEN_SAEIGENSOLVER_MKL_H |
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| 34 | #define EIGEN_SAEIGENSOLVER_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 | |
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| 38 | namespace Eigen { |
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| 39 | |
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| 40 | /** \internal Specialization for the data types supported by MKL */ |
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| 41 | |
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| 42 | #define EIGEN_MKL_EIG_SELFADJ(EIGTYPE, MKLTYPE, MKLRTYPE, MKLNAME, EIGCOLROW, MKLCOLROW ) \ |
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| 43 | template<> inline \ |
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| 44 | SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \ |
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| 45 | SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, int options) \ |
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| 46 | { \ |
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| 47 | eigen_assert(matrix.cols() == matrix.rows()); \ |
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| 48 | eigen_assert((options&~(EigVecMask|GenEigMask))==0 \ |
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| 49 | && (options&EigVecMask)!=EigVecMask \ |
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| 50 | && "invalid option parameter"); \ |
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| 51 | bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; \ |
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| 52 | lapack_int n = matrix.cols(), lda, matrix_order, info; \ |
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| 53 | m_eivalues.resize(n,1); \ |
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| 54 | m_subdiag.resize(n-1); \ |
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| 55 | m_eivec = matrix; \ |
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| 56 | \ |
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| 57 | if(n==1) \ |
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| 58 | { \ |
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| 59 | m_eivalues.coeffRef(0,0) = internal::real(matrix.coeff(0,0)); \ |
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| 60 | if(computeEigenvectors) m_eivec.setOnes(n,n); \ |
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| 61 | m_info = Success; \ |
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| 62 | m_isInitialized = true; \ |
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| 63 | m_eigenvectorsOk = computeEigenvectors; \ |
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| 64 | return *this; \ |
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| 65 | } \ |
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| 66 | \ |
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| 67 | lda = matrix.outerStride(); \ |
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| 68 | matrix_order=MKLCOLROW; \ |
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| 69 | char jobz, uplo='L'/*, range='A'*/; \ |
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| 70 | jobz = computeEigenvectors ? 'V' : 'N'; \ |
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| 71 | \ |
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| 72 | info = LAPACKE_##MKLNAME( matrix_order, jobz, uplo, n, (MKLTYPE*)m_eivec.data(), lda, (MKLRTYPE*)m_eivalues.data() ); \ |
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| 73 | m_info = (info==0) ? Success : NoConvergence; \ |
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| 74 | m_isInitialized = true; \ |
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| 75 | m_eigenvectorsOk = computeEigenvectors; \ |
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| 76 | return *this; \ |
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| 77 | } |
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| 78 | |
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| 79 | |
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| 80 | EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, ColMajor, LAPACK_COL_MAJOR) |
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| 81 | EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, ColMajor, LAPACK_COL_MAJOR) |
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| 82 | EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, ColMajor, LAPACK_COL_MAJOR) |
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| 83 | EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, ColMajor, LAPACK_COL_MAJOR) |
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| 84 | |
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| 85 | EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, RowMajor, LAPACK_ROW_MAJOR) |
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| 86 | EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, RowMajor, LAPACK_ROW_MAJOR) |
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| 87 | EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, RowMajor, LAPACK_ROW_MAJOR) |
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| 88 | EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, RowMajor, LAPACK_ROW_MAJOR) |
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| 89 | |
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| 90 | } // end namespace Eigen |
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| 91 | |
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| 92 | #endif // EIGEN_SAEIGENSOLVER_H |
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