diff options
author | Daniel Genrich <daniel.genrich@gmx.net> | 2012-10-15 20:29:23 +0400 |
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committer | Daniel Genrich <daniel.genrich@gmx.net> | 2012-10-15 20:29:23 +0400 |
commit | 827c70abd8c81089af13c4738e0586bf44e501ea (patch) | |
tree | 2485e8cadb6fcc7363322431eebd22fe846de858 /extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h | |
parent | e3ea7187cedfb92741dc6667a604a873a56670e7 (diff) |
Update to stable Eigen 3.1.1
- Fixes several bugs within the Eigen library:
http://eigen.tuxfamily.org/index.php?title=ChangeLog#Eigen_3.1.1
Diffstat (limited to 'extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h')
-rw-r--r-- | extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h | 102 |
1 files changed, 102 insertions, 0 deletions
diff --git a/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h b/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h new file mode 100644 index 00000000000..64daa445cf7 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h @@ -0,0 +1,102 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * LLt decomposition based on LAPACKE_?potrf function. + ******************************************************************************** +*/ + +#ifndef EIGEN_LLT_MKL_H +#define EIGEN_LLT_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" +#include <iostream> + +namespace Eigen { + +namespace internal { + +template<typename Scalar> struct mkl_llt; + +#define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \ +template<> struct mkl_llt<EIGTYPE> \ +{ \ + template<typename MatrixType> \ + static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \ + { \ + lapack_int matrix_order; \ + lapack_int size, lda, info, StorageOrder; \ + EIGTYPE* a; \ + eigen_assert(m.rows()==m.cols()); \ + /* Set up parameters for ?potrf */ \ + size = m.rows(); \ + StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \ + matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ + a = &(m.coeffRef(0,0)); \ + lda = m.outerStride(); \ +\ + info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \ + info = (info==0) ? Success : NumericalIssue; \ + return info; \ + } \ +}; \ +template<> struct llt_inplace<EIGTYPE, Lower> \ +{ \ + template<typename MatrixType> \ + static typename MatrixType::Index blocked(MatrixType& m) \ + { \ + return mkl_llt<EIGTYPE>::potrf(m, 'L'); \ + } \ + template<typename MatrixType, typename VectorType> \ + static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ + { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \ +}; \ +template<> struct llt_inplace<EIGTYPE, Upper> \ +{ \ + template<typename MatrixType> \ + static typename MatrixType::Index blocked(MatrixType& m) \ + { \ + return mkl_llt<EIGTYPE>::potrf(m, 'U'); \ + } \ + template<typename MatrixType, typename VectorType> \ + static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ + { \ + Transpose<MatrixType> matt(mat); \ + return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \ + } \ +}; + +EIGEN_MKL_LLT(double, double, d) +EIGEN_MKL_LLT(float, float, s) +EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z) +EIGEN_MKL_LLT(scomplex, MKL_Complex8, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_LLT_MKL_H |