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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 * Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors. 00030 ******************************************************************************** 00031 */ 00032 00033 #ifndef EIGEN_COMPLEX_SCHUR_MKL_H 00034 #define EIGEN_COMPLEX_SCHUR_MKL_H 00035 00036 #include "Eigen/src/Core/util/MKL_support.h" 00037 00038 namespace Eigen { 00039 00042 #define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \ 00043 template<> inline \ 00044 ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \ 00045 ComplexSchur<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 typedef std::complex<RealScalar> ComplexScalar; \ 00051 \ 00052 eigen_assert(matrix.cols() == matrix.rows()); \ 00053 \ 00054 m_matUisUptodate = false; \ 00055 if(matrix.cols() == 1) \ 00056 { \ 00057 m_matT = matrix.cast<ComplexScalar>(); \ 00058 if(computeU) m_matU = ComplexMatrixType::Identity(1,1); \ 00059 m_info = Success; \ 00060 m_isInitialized = true; \ 00061 m_matUisUptodate = computeU; \ 00062 return *this; \ 00063 } \ 00064 lapack_int n = matrix.cols(), sdim, info; \ 00065 lapack_int lda = matrix.outerStride(); \ 00066 lapack_int matrix_order = MKLCOLROW; \ 00067 char jobvs, sort='N'; \ 00068 LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \ 00069 jobvs = (computeU) ? 'V' : 'N'; \ 00070 m_matU.resize(n, n); \ 00071 lapack_int ldvs = m_matU.outerStride(); \ 00072 m_matT = matrix; \ 00073 Matrix<EIGTYPE, Dynamic, Dynamic> w; \ 00074 w.resize(n, 1);\ 00075 info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \ 00076 if(info == 0) \ 00077 m_info = Success; \ 00078 else \ 00079 m_info = NoConvergence; \ 00080 \ 00081 m_isInitialized = true; \ 00082 m_matUisUptodate = computeU; \ 00083 return *this; \ 00084 \ 00085 } 00086 00087 EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR) 00088 EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, ColMajor, LAPACK_COL_MAJOR) 00089 EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR) 00090 EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, RowMajor, LAPACK_ROW_MAJOR) 00091 00092 } // end namespace Eigen 00093 00094 #endif // EIGEN_COMPLEX_SCHUR_MKL_H