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Eigen
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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 * Real Schur needed to real unsymmetrical eigenvalues/eigenvectors. 00030 ******************************************************************************** 00031 */ 00032 00033 #ifndef EIGEN_REAL_SCHUR_MKL_H 00034 #define EIGEN_REAL_SCHUR_MKL_H 00035 00036 #include "Eigen/src/Core/util/MKL_support.h" 00037 00038 namespace Eigen { 00039 00042 #define EIGEN_MKL_SCHUR_REAL(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \ 00043 template<> inline \ 00044 RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \ 00045 RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \ 00046 { \ 00047 typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \ 00048 typedef MatrixType::Scalar Scalar; \ 00049 typedef MatrixType::RealScalar RealScalar; \ 00050 \ 00051 eigen_assert(matrix.cols() == matrix.rows()); \ 00052 \ 00053 lapack_int n = matrix.cols(), sdim, info; \ 00054 lapack_int lda = matrix.outerStride(); \ 00055 lapack_int matrix_order = MKLCOLROW; \ 00056 char jobvs, sort='N'; \ 00057 LAPACK_##MKLPREFIX_U##_SELECT2 select = 0; \ 00058 jobvs = (computeU) ? 'V' : 'N'; \ 00059 m_matU.resize(n, n); \ 00060 lapack_int ldvs = m_matU.outerStride(); \ 00061 m_matT = matrix; \ 00062 Matrix<EIGTYPE, Dynamic, Dynamic> wr, wi; \ 00063 wr.resize(n, 1); wi.resize(n, 1); \ 00064 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 ); \ 00065 if(info == 0) \ 00066 m_info = Success; \ 00067 else \ 00068 m_info = NoConvergence; \ 00069 \ 00070 m_isInitialized = true; \ 00071 m_matUisUptodate = computeU; \ 00072 return *this; \ 00073 \ 00074 } 00075 00076 EIGEN_MKL_SCHUR_REAL(double, double, d, D, ColMajor, LAPACK_COL_MAJOR) 00077 EIGEN_MKL_SCHUR_REAL(float, float, s, S, ColMajor, LAPACK_COL_MAJOR) 00078 EIGEN_MKL_SCHUR_REAL(double, double, d, D, RowMajor, LAPACK_ROW_MAJOR) 00079 EIGEN_MKL_SCHUR_REAL(float, float, s, S, RowMajor, LAPACK_ROW_MAJOR) 00080 00081 } // end namespace Eigen 00082 00083 #endif // EIGEN_REAL_SCHUR_MKL_H