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00001 /* 00002 Copyright (c) 2011, Intel Corporation. All rights reserved. 00003 00004 Redistribution and use in source and binary forms, with or without modification, 00005 are permitted provided that the following conditions are met: 00006 00007 * Redistributions of source code must retain the above copyright notice, this 00008 list of conditions and the following disclaimer. 00009 * Redistributions in binary form must reproduce the above copyright notice, 00010 this list of conditions and the following disclaimer in the documentation 00011 and/or other materials provided with the distribution. 00012 * Neither the name of Intel Corporation nor the names of its contributors may 00013 be used to endorse or promote products derived from this software without 00014 specific prior written permission. 00015 00016 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND 00017 ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED 00018 WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE 00019 DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR 00020 ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES 00021 (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; 00022 LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON 00023 ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 00024 (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00025 SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00026 00027 ******************************************************************************** 00028 * Content : Eigen bindings to Intel(R) MKL 00029 * Singular Value Decomposition - SVD. 00030 ******************************************************************************** 00031 */ 00032 00033 #ifndef EIGEN_JACOBISVD_MKL_H 00034 #define EIGEN_JACOBISVD_MKL_H 00035 00036 #include "Eigen/src/Core/util/MKL_support.h" 00037 00038 namespace Eigen { 00039 00042 #define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \ 00043 template<> inline \ 00044 JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \ 00045 JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \ 00046 { \ 00047 typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ 00048 typedef MatrixType::Scalar Scalar; \ 00049 typedef MatrixType::RealScalar RealScalar; \ 00050 allocate(matrix.rows(), matrix.cols(), computationOptions); \ 00051 \ 00052 /*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \ 00053 m_nonzeroSingularValues = m_diagSize; \ 00054 \ 00055 lapack_int lda = matrix.outerStride(), ldu, ldvt; \ 00056 lapack_int matrix_order = MKLCOLROW; \ 00057 char jobu, jobvt; \ 00058 MKLTYPE *u, *vt, dummy; \ 00059 jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \ 00060 jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \ 00061 if (computeU()) { \ 00062 ldu = m_matrixU.outerStride(); \ 00063 u = (MKLTYPE*)m_matrixU.data(); \ 00064 } else { ldu=1; u=&dummy; }\ 00065 MatrixType localV; \ 00066 ldvt = (m_computeFullV) ? m_cols : (m_computeThinV) ? m_diagSize : 1; \ 00067 if (computeV()) { \ 00068 localV.resize(ldvt, m_cols); \ 00069 vt = (MKLTYPE*)localV.data(); \ 00070 } else { ldvt=1; vt=&dummy; }\ 00071 Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \ 00072 MatrixType m_temp; m_temp = matrix; \ 00073 LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, m_rows, m_cols, (MKLTYPE*)m_temp.data(), lda, (MKLRTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \ 00074 if (computeV()) m_matrixV = localV.adjoint(); \ 00075 /* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \ 00076 m_isInitialized = true; \ 00077 return *this; \ 00078 } 00079 00080 EIGEN_MKL_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR) 00081 EIGEN_MKL_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR) 00082 EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, ColMajor, LAPACK_COL_MAJOR) 00083 EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, ColMajor, LAPACK_COL_MAJOR) 00084 00085 EIGEN_MKL_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR) 00086 EIGEN_MKL_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR) 00087 EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, RowMajor, LAPACK_ROW_MAJOR) 00088 EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, RowMajor, LAPACK_ROW_MAJOR) 00089 00090 } // end namespace Eigen 00091 00092 #endif // EIGEN_JACOBISVD_MKL_H