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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 * LLt decomposition based on LAPACKE_?potrf function. 00030 ******************************************************************************** 00031 */ 00032 00033 #ifndef EIGEN_LLT_MKL_H 00034 #define EIGEN_LLT_MKL_H 00035 00036 #include "Eigen/src/Core/util/MKL_support.h" 00037 #include <iostream> 00038 00039 namespace Eigen { 00040 00041 namespace internal { 00042 00043 template<typename Scalar> struct mkl_llt; 00044 00045 #define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \ 00046 template<> struct mkl_llt<EIGTYPE> \ 00047 { \ 00048 template<typename MatrixType> \ 00049 static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \ 00050 { \ 00051 lapack_int matrix_order; \ 00052 lapack_int size, lda, info, StorageOrder; \ 00053 EIGTYPE* a; \ 00054 eigen_assert(m.rows()==m.cols()); \ 00055 /* Set up parameters for ?potrf */ \ 00056 size = m.rows(); \ 00057 StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \ 00058 matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ 00059 a = &(m.coeffRef(0,0)); \ 00060 lda = m.outerStride(); \ 00061 \ 00062 info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \ 00063 info = (info==0) ? -1 : info>0 ? info-1 : size; \ 00064 return info; \ 00065 } \ 00066 }; \ 00067 template<> struct llt_inplace<EIGTYPE, Lower> \ 00068 { \ 00069 template<typename MatrixType> \ 00070 static typename MatrixType::Index blocked(MatrixType& m) \ 00071 { \ 00072 return mkl_llt<EIGTYPE>::potrf(m, 'L'); \ 00073 } \ 00074 template<typename MatrixType, typename VectorType> \ 00075 static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ 00076 { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \ 00077 }; \ 00078 template<> struct llt_inplace<EIGTYPE, Upper> \ 00079 { \ 00080 template<typename MatrixType> \ 00081 static typename MatrixType::Index blocked(MatrixType& m) \ 00082 { \ 00083 return mkl_llt<EIGTYPE>::potrf(m, 'U'); \ 00084 } \ 00085 template<typename MatrixType, typename VectorType> \ 00086 static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ 00087 { \ 00088 Transpose<MatrixType> matt(mat); \ 00089 return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \ 00090 } \ 00091 }; 00092 00093 EIGEN_MKL_LLT(double, double, d) 00094 EIGEN_MKL_LLT(float, float, s) 00095 EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z) 00096 EIGEN_MKL_LLT(scomplex, MKL_Complex8, c) 00097 00098 } // end namespace internal 00099 00100 } // end namespace Eigen 00101 00102 #endif // EIGEN_LLT_MKL_H