86 lines
3.4 KiB
C
86 lines
3.4 KiB
C
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/*
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Copyright (c) 2011, Intel Corporation. All rights reserved.
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Redistribution and use in source and binary forms, with or without modification,
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are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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* Neither the name of Intel Corporation nor the names of its contributors may
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be used to endorse or promote products derived from this software without
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specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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********************************************************************************
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* Content : Eigen bindings to Intel(R) MKL
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* LU decomposition with partial pivoting based on LAPACKE_?getrf function.
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********************************************************************************
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*/
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#ifndef EIGEN_PARTIALLU_LAPACK_H
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#define EIGEN_PARTIALLU_LAPACK_H
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#include "Eigen/src/Core/util/MKL_support.h"
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namespace Eigen {
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namespace internal {
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/** \internal Specialization for the data types supported by MKL */
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#define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
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template<int StorageOrder> \
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struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
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{ \
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/* \internal performs the LU decomposition in-place of the matrix represented */ \
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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) \
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{ \
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EIGEN_UNUSED_VARIABLE(maxBlockSize);\
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lapack_int matrix_order, first_zero_pivot; \
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lapack_int m, n, lda, *ipiv, info; \
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EIGTYPE* a; \
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/* Set up parameters for ?getrf */ \
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matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
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lda = luStride; \
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a = lu_data; \
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ipiv = row_transpositions; \
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m = rows; \
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n = cols; \
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nb_transpositions = 0; \
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\
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info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
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\
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for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
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\
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eigen_assert(info >= 0); \
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/* something should be done with nb_transpositions */ \
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\
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first_zero_pivot = info; \
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return first_zero_pivot; \
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} \
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};
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EIGEN_MKL_LU_PARTPIV(double, double, d)
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EIGEN_MKL_LU_PARTPIV(float, float, s)
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EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
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EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)
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} // end namespace internal
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} // end namespace Eigen
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#endif // EIGEN_PARTIALLU_LAPACK_H
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