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/Core/products/SelfadjointMatrixMatrix_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/Core/products/SelfadjointMatrixMatrix_MKL.h')
-rw-r--r-- | extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h | 295 |
1 files changed, 295 insertions, 0 deletions
diff --git a/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h new file mode 100644 index 00000000000..4e5c4125c01 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h @@ -0,0 +1,295 @@ +/* + 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 + * Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM. + ******************************************************************************** +*/ + +#ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H +#define EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H + +namespace Eigen { + +namespace internal { + + +/* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */ + +#define EIGEN_MKL_SYMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \ +{\ +\ + static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + char side='L', uplo='L'; \ + MKL_INT m, n, lda, ldb, ldc; \ + const EIGTYPE *a, *b; \ + MKLTYPE alpha_, beta_; \ + MatrixX##EIGPREFIX b_tmp; \ + EIGTYPE myone(1);\ +\ +/* Set transpose options */ \ +/* Set m, n, k */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)cols; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ +\ +/* Set lda, ldb, ldc */ \ + lda = (MKL_INT)lhsStride; \ + ldb = (MKL_INT)rhsStride; \ + ldc = (MKL_INT)resStride; \ +\ +/* Set a, b, c */ \ + if (LhsStorageOrder==RowMajor) uplo='U'; \ + a = _lhs; \ +\ + if (RhsStorageOrder==RowMajor) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \ + b_tmp = rhs.adjoint(); \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ + } else b = _rhs; \ +\ + MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ +\ + } \ +}; + + +#define EIGEN_MKL_HEMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \ +{\ + static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + char side='L', uplo='L'; \ + MKL_INT m, n, lda, ldb, ldc; \ + const EIGTYPE *a, *b; \ + MKLTYPE alpha_, beta_; \ + MatrixX##EIGPREFIX b_tmp; \ + Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \ + EIGTYPE myone(1); \ +\ +/* Set transpose options */ \ +/* Set m, n, k */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)cols; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ +\ +/* Set lda, ldb, ldc */ \ + lda = (MKL_INT)lhsStride; \ + ldb = (MKL_INT)rhsStride; \ + ldc = (MKL_INT)resStride; \ +\ +/* Set a, b, c */ \ + if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \ + Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \ + a_tmp = lhs.conjugate(); \ + a = a_tmp.data(); \ + lda = a_tmp.outerStride(); \ + } else a = _lhs; \ + if (LhsStorageOrder==RowMajor) uplo='U'; \ +\ + if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \ + b = _rhs; } \ + else { \ + if (RhsStorageOrder==ColMajor && ConjugateRhs) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \ + b_tmp = rhs.conjugate(); \ + } else \ + if (ConjugateRhs) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \ + b_tmp = rhs.adjoint(); \ + } else { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \ + b_tmp = rhs.transpose(); \ + } \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ + } \ +\ + MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ +\ + } \ +}; + +EIGEN_MKL_SYMM_L(double, double, d, d) +EIGEN_MKL_SYMM_L(float, float, f, s) +EIGEN_MKL_HEMM_L(dcomplex, MKL_Complex16, cd, z) +EIGEN_MKL_HEMM_L(scomplex, MKL_Complex8, cf, c) + + +/* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */ + +#define EIGEN_MKL_SYMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \ +{\ +\ + static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + char side='R', uplo='L'; \ + MKL_INT m, n, lda, ldb, ldc; \ + const EIGTYPE *a, *b; \ + MKLTYPE alpha_, beta_; \ + MatrixX##EIGPREFIX b_tmp; \ + EIGTYPE myone(1);\ +\ +/* Set m, n, k */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)cols; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ +\ +/* Set lda, ldb, ldc */ \ + lda = (MKL_INT)rhsStride; \ + ldb = (MKL_INT)lhsStride; \ + ldc = (MKL_INT)resStride; \ +\ +/* Set a, b, c */ \ + if (RhsStorageOrder==RowMajor) uplo='U'; \ + a = _rhs; \ +\ + if (LhsStorageOrder==RowMajor) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \ + b_tmp = lhs.adjoint(); \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ + } else b = _lhs; \ +\ + MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ +\ + } \ +}; + + +#define EIGEN_MKL_HEMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \ +{\ + static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + char side='R', uplo='L'; \ + MKL_INT m, n, lda, ldb, ldc; \ + const EIGTYPE *a, *b; \ + MKLTYPE alpha_, beta_; \ + MatrixX##EIGPREFIX b_tmp; \ + Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \ + EIGTYPE myone(1); \ +\ +/* Set m, n, k */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)cols; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ +\ +/* Set lda, ldb, ldc */ \ + lda = (MKL_INT)rhsStride; \ + ldb = (MKL_INT)lhsStride; \ + ldc = (MKL_INT)resStride; \ +\ +/* Set a, b, c */ \ + if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \ + Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \ + a_tmp = rhs.conjugate(); \ + a = a_tmp.data(); \ + lda = a_tmp.outerStride(); \ + } else a = _rhs; \ + if (RhsStorageOrder==RowMajor) uplo='U'; \ +\ + if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \ + b = _lhs; } \ + else { \ + if (LhsStorageOrder==ColMajor && ConjugateLhs) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \ + b_tmp = lhs.conjugate(); \ + } else \ + if (ConjugateLhs) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \ + b_tmp = lhs.adjoint(); \ + } else { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \ + b_tmp = lhs.transpose(); \ + } \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ + } \ +\ + MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ + } \ +}; + +EIGEN_MKL_SYMM_R(double, double, d, d) +EIGEN_MKL_SYMM_R(float, float, f, s) +EIGEN_MKL_HEMM_R(dcomplex, MKL_Complex16, cd, z) +EIGEN_MKL_HEMM_R(scomplex, MKL_Complex8, cf, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H |