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 | * Householder QR decomposition of a matrix w/o pivoting based on |
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30 | * LAPACKE_?geqrf function. |
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31 | ******************************************************************************** |
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32 | */ |
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33 | |
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34 | #ifndef EIGEN_QR_MKL_H |
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35 | #define EIGEN_QR_MKL_H |
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36 | |
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37 | #include "Eigen/src/Core/util/MKL_support.h" |
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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 | /** \internal Specialization for the data types supported by MKL */ |
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44 | |
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45 | #define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \ |
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46 | template<typename MatrixQR, typename HCoeffs> \ |
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47 | void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, \ |
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48 | typename MatrixQR::Index maxBlockSize=32, \ |
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49 | EIGTYPE* tempData = 0) \ |
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50 | { \ |
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51 | lapack_int m = mat.rows(); \ |
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52 | lapack_int n = mat.cols(); \ |
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53 | lapack_int lda = mat.outerStride(); \ |
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54 | lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ |
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55 | LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \ |
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56 | hCoeffs.adjointInPlace(); \ |
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57 | \ |
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58 | } |
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59 | |
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60 | EIGEN_MKL_QR_NOPIV(double, double, d) |
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61 | EIGEN_MKL_QR_NOPIV(float, float, s) |
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62 | EIGEN_MKL_QR_NOPIV(dcomplex, MKL_Complex16, z) |
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63 | EIGEN_MKL_QR_NOPIV(scomplex, MKL_Complex8, c) |
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64 | |
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65 | } // end namespace internal |
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66 | |
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67 | } // end namespace Eigen |
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68 | |
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69 | #endif // EIGEN_QR_MKL_H |
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