diff options
Diffstat (limited to 'extern/Eigen3/Eigen/src/LU')
| -rw-r--r-- | extern/Eigen3/Eigen/src/LU/Determinant.h | 25 | ||||
| -rw-r--r-- | extern/Eigen3/Eigen/src/LU/FullPivLU.h | 26 | ||||
| -rw-r--r-- | extern/Eigen3/Eigen/src/LU/Inverse.h | 27 | ||||
| -rw-r--r-- | extern/Eigen3/Eigen/src/LU/PartialPivLU.h | 25 | ||||
| -rw-r--r-- | extern/Eigen3/Eigen/src/LU/PartialPivLU_MKL.h | 85 | ||||
| -rw-r--r-- | extern/Eigen3/Eigen/src/LU/arch/Inverse_SSE.h | 27 |
6 files changed, 123 insertions, 92 deletions
diff --git a/extern/Eigen3/Eigen/src/LU/Determinant.h b/extern/Eigen3/Eigen/src/LU/Determinant.h index b4fe36eb061..d862c5d7784 100644 --- a/extern/Eigen3/Eigen/src/LU/Determinant.h +++ b/extern/Eigen3/Eigen/src/LU/Determinant.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_DETERMINANT_H #define EIGEN_DETERMINANT_H +namespace Eigen { + namespace internal { template<typename Derived> @@ -109,4 +96,6 @@ inline typename internal::traits<Derived>::Scalar MatrixBase<Derived>::determina return internal::determinant_impl<typename internal::remove_all<Nested>::type>::run(derived()); } +} // end namespace Eigen + #endif // EIGEN_DETERMINANT_H diff --git a/extern/Eigen3/Eigen/src/LU/FullPivLU.h b/extern/Eigen3/Eigen/src/LU/FullPivLU.h index 46ae7d651c8..e23f96cdcf1 100644 --- a/extern/Eigen3/Eigen/src/LU/FullPivLU.h +++ b/extern/Eigen3/Eigen/src/LU/FullPivLU.h @@ -3,28 +3,15 @@ // // Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_LU_H #define EIGEN_LU_H +namespace Eigen { + /** \ingroup LU_Module * * \class FullPivLU @@ -282,6 +269,7 @@ template<typename _MatrixType> class FullPivLU FullPivLU& setThreshold(Default_t) { m_usePrescribedThreshold = false; + return *this; } /** Returns the threshold that will be used by certain methods such as rank(). @@ -743,4 +731,6 @@ MatrixBase<Derived>::fullPivLu() const return FullPivLU<PlainObject>(eval()); } +} // end namespace Eigen + #endif // EIGEN_LU_H diff --git a/extern/Eigen3/Eigen/src/LU/Inverse.h b/extern/Eigen3/Eigen/src/LU/Inverse.h index 2d3e6d10529..39b8cdbc8dc 100644 --- a/extern/Eigen3/Eigen/src/LU/Inverse.h +++ b/extern/Eigen3/Eigen/src/LU/Inverse.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_INVERSE_H #define EIGEN_INVERSE_H +namespace Eigen { + namespace internal { /********************************** @@ -286,7 +273,7 @@ struct inverse_impl : public ReturnByValue<inverse_impl<MatrixType> > typedef typename MatrixType::Index Index; typedef typename internal::eval<MatrixType>::type MatrixTypeNested; typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned; - const MatrixTypeNested m_matrix; + MatrixTypeNested m_matrix; inverse_impl(const MatrixType& matrix) : m_matrix(matrix) @@ -404,4 +391,6 @@ inline void MatrixBase<Derived>::computeInverseWithCheck( computeInverseAndDetWithCheck(inverse,determinant,invertible,absDeterminantThreshold); } +} // end namespace Eigen + #endif // EIGEN_INVERSE_H diff --git a/extern/Eigen3/Eigen/src/LU/PartialPivLU.h b/extern/Eigen3/Eigen/src/LU/PartialPivLU.h index 09394b01f5b..c9ff9dd5a36 100644 --- a/extern/Eigen3/Eigen/src/LU/PartialPivLU.h +++ b/extern/Eigen3/Eigen/src/LU/PartialPivLU.h @@ -4,28 +4,15 @@ // Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_PARTIALLU_H #define EIGEN_PARTIALLU_H +namespace Eigen { + /** \ingroup LU_Module * * \class PartialPivLU @@ -506,4 +493,6 @@ MatrixBase<Derived>::lu() const } #endif +} // end namespace Eigen + #endif // EIGEN_PARTIALLU_H diff --git a/extern/Eigen3/Eigen/src/LU/PartialPivLU_MKL.h b/extern/Eigen3/Eigen/src/LU/PartialPivLU_MKL.h new file mode 100644 index 00000000000..9035953c82f --- /dev/null +++ b/extern/Eigen3/Eigen/src/LU/PartialPivLU_MKL.h @@ -0,0 +1,85 @@ +/* + 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 + * LU decomposition with partial pivoting based on LAPACKE_?getrf function. + ******************************************************************************** +*/ + +#ifndef EIGEN_PARTIALLU_LAPACK_H +#define EIGEN_PARTIALLU_LAPACK_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +namespace internal { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \ +template<int StorageOrder> \ +struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \ +{ \ + /* \internal performs the LU decomposition in-place of the matrix represented */ \ + static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \ + { \ + EIGEN_UNUSED_VARIABLE(maxBlockSize);\ + lapack_int matrix_order, first_zero_pivot; \ + lapack_int m, n, lda, *ipiv, info; \ + EIGTYPE* a; \ +/* Set up parameters for ?getrf */ \ + matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ + lda = luStride; \ + a = lu_data; \ + ipiv = row_transpositions; \ + m = rows; \ + n = cols; \ + nb_transpositions = 0; \ +\ + info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \ +\ + for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \ +\ + eigen_assert(info >= 0); \ +/* something should be done with nb_transpositions */ \ +\ + first_zero_pivot = info; \ + return first_zero_pivot; \ + } \ +}; + +EIGEN_MKL_LU_PARTPIV(double, double, d) +EIGEN_MKL_LU_PARTPIV(float, float, s) +EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z) +EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_PARTIALLU_LAPACK_H diff --git a/extern/Eigen3/Eigen/src/LU/arch/Inverse_SSE.h b/extern/Eigen3/Eigen/src/LU/arch/Inverse_SSE.h index 4c6153f0aff..60b7a23763e 100644 --- a/extern/Eigen3/Eigen/src/LU/arch/Inverse_SSE.h +++ b/extern/Eigen3/Eigen/src/LU/arch/Inverse_SSE.h @@ -5,24 +5,9 @@ // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. // The SSE code for the 4x4 float and double matrix inverse in this file // comes from the following Intel's library: @@ -42,6 +27,8 @@ #ifndef EIGEN_INVERSE_SSE_H #define EIGEN_INVERSE_SSE_H +namespace Eigen { + namespace internal { template<typename MatrixType, typename ResultType> @@ -335,6 +322,8 @@ struct compute_inverse_size4<Architecture::SSE, double, MatrixType, ResultType> } }; -} +} // end namespace internal + +} // end namespace Eigen #endif // EIGEN_INVERSE_SSE_H |