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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 * Householder QR decomposition of a matrix with column pivoting based on 00030 * LAPACKE_?geqp3 function. 00031 ******************************************************************************** 00032 */ 00033 00034 #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H 00035 #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H 00036 00037 #include "Eigen/src/Core/util/MKL_support.h" 00038 00039 namespace Eigen { 00040 00043 #define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \ 00044 template<> inline \ 00045 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \ 00046 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \ 00047 const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \ 00048 \ 00049 { \ 00050 using std::abs; \ 00051 typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ 00052 typedef MatrixType::Scalar Scalar; \ 00053 typedef MatrixType::RealScalar RealScalar; \ 00054 Index rows = matrix.rows();\ 00055 Index cols = matrix.cols();\ 00056 Index size = matrix.diagonalSize();\ 00057 \ 00058 m_qr = matrix;\ 00059 m_hCoeffs.resize(size);\ 00060 \ 00061 m_colsTranspositions.resize(cols);\ 00062 /*Index number_of_transpositions = 0;*/ \ 00063 \ 00064 m_nonzero_pivots = 0; \ 00065 m_maxpivot = RealScalar(0);\ 00066 m_colsPermutation.resize(cols); \ 00067 m_colsPermutation.indices().setZero(); \ 00068 \ 00069 lapack_int lda = m_qr.outerStride(), i; \ 00070 lapack_int matrix_order = MKLCOLROW; \ 00071 LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \ 00072 m_isInitialized = true; \ 00073 m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \ 00074 m_hCoeffs.adjointInPlace(); \ 00075 RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \ 00076 lapack_int *perm = m_colsPermutation.indices().data(); \ 00077 for(i=0;i<size;i++) { \ 00078 m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\ 00079 } \ 00080 for(i=0;i<cols;i++) perm[i]--;\ 00081 \ 00082 /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \ 00083 \ 00084 return *this; \ 00085 } 00086 00087 EIGEN_MKL_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR) 00088 EIGEN_MKL_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR) 00089 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR) 00090 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, ColMajor, LAPACK_COL_MAJOR) 00091 00092 EIGEN_MKL_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR) 00093 EIGEN_MKL_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR) 00094 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR) 00095 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, RowMajor, LAPACK_ROW_MAJOR) 00096 00097 } // end namespace Eigen 00098 00099 #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H