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Clean references to MKL in LAPACKe support.
This commit is contained in:
Gael Guennebaud
parent
0c06077efa
commit
9c663e4ee8
@ -31,6 +31,7 @@
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#include "src/Cholesky/LLT.h"
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#include "src/Cholesky/LDLT.h"
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#ifdef EIGEN_USE_LAPACKE
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#include "src/misc/lapacke.h"
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#include "src/Cholesky/LLT_LAPACKE.h"
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#endif
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@ -45,6 +45,7 @@
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#include "src/Eigenvalues/GeneralizedEigenSolver.h"
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#include "src/Eigenvalues/MatrixBaseEigenvalues.h"
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#ifdef EIGEN_USE_LAPACKE
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#include "src/misc/lapacke.h"
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#include "src/Eigenvalues/RealSchur_LAPACKE.h"
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#include "src/Eigenvalues/ComplexSchur_LAPACKE.h"
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#include "src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h"
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1
Eigen/LU
1
Eigen/LU
@ -28,6 +28,7 @@
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#include "src/LU/FullPivLU.h"
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#include "src/LU/PartialPivLU.h"
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#ifdef EIGEN_USE_LAPACKE
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#include "src/misc/lapacke.h"
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#include "src/LU/PartialPivLU_LAPACKE.h"
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#endif
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#include "src/LU/Determinant.h"
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1
Eigen/QR
1
Eigen/QR
@ -36,6 +36,7 @@
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#include "src/QR/ColPivHouseholderQR.h"
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#include "src/QR/CompleteOrthogonalDecomposition.h"
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#ifdef EIGEN_USE_LAPACKE
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#include "src/misc/lapacke.h"
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#include "src/QR/HouseholderQR_LAPACKE.h"
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#include "src/QR/ColPivHouseholderQR_LAPACKE.h"
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#endif
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@ -37,6 +37,7 @@
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#include "src/SVD/JacobiSVD.h"
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#include "src/SVD/BDCSVD.h"
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#if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
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#include "src/misc/lapacke.h"
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#include "src/SVD/JacobiSVD_LAPACKE.h"
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#endif
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@ -25,16 +25,13 @@
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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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* Content : Eigen bindings to LAPACKe
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* LLt decomposition based on LAPACKE_?potrf function.
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********************************************************************************
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*/
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#ifndef EIGEN_LLT_MKL_H
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#define EIGEN_LLT_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#include <iostream>
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#ifndef EIGEN_LLT_LAPACKE_H
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#define EIGEN_LLT_LAPACKE_H
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namespace Eigen {
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@ -42,7 +39,7 @@ namespace internal {
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template<typename Scalar> struct lapacke_llt;
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#define EIGEN_MKL_LLT(EIGTYPE, BLASTYPE, MKLPREFIX) \
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#define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \
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template<> struct lapacke_llt<EIGTYPE> \
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{ \
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template<typename MatrixType> \
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@ -59,7 +56,7 @@ template<> struct lapacke_llt<EIGTYPE> \
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a = &(m.coeffRef(0,0)); \
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lda = convert_index<lapack_int>(m.outerStride()); \
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\
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info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \
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info = LAPACKE_##LAPACKE_PREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \
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info = (info==0) ? -1 : info>0 ? info-1 : size; \
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return info; \
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} \
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@ -90,13 +87,13 @@ template<> struct llt_inplace<EIGTYPE, Upper> \
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} \
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};
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EIGEN_MKL_LLT(double, double, d)
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EIGEN_MKL_LLT(float, float, s)
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EIGEN_MKL_LLT(dcomplex, lapack_complex_double, z)
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EIGEN_MKL_LLT(scomplex, lapack_complex_float, c)
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EIGEN_LAPACKE_LLT(double, double, d)
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EIGEN_LAPACKE_LLT(float, float, s)
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EIGEN_LAPACKE_LLT(dcomplex, lapack_complex_double, z)
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EIGEN_LAPACKE_LLT(scomplex, lapack_complex_float, c)
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} // end namespace internal
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} // end namespace Eigen
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#endif // EIGEN_LLT_MKL_H
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#endif // EIGEN_LLT_LAPACKE_H
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@ -124,8 +124,4 @@ typedef int BlasIndex;
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#include "../../misc/blas.h"
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#endif
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#ifdef EIGEN_USE_LAPACKE
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#include "../../misc/lapacke.h"
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#endif
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#endif // EIGEN_MKL_SUPPORT_H
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@ -25,21 +25,19 @@
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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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* Content : Eigen bindings to LAPACKe
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* Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors.
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********************************************************************************
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*/
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#ifndef EIGEN_COMPLEX_SCHUR_MKL_H
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#define EIGEN_COMPLEX_SCHUR_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#ifndef EIGEN_COMPLEX_SCHUR_LAPACKE_H
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#define EIGEN_COMPLEX_SCHUR_LAPACKE_H
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namespace Eigen {
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/** \internal Specialization for the data types supported by MKL */
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/** \internal Specialization for the data types supported by LAPACKe */
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#define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
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#define EIGEN_LAPACKE_SCHUR_COMPLEX(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX, LAPACKE_PREFIX_U, EIGCOLROW, LAPACKE_COLROW) \
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template<> template<typename InputType> inline \
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ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
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ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const EigenBase<InputType>& matrix, bool computeU) \
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@ -61,9 +59,9 @@ ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Eigen
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return *this; \
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} \
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lapack_int n = internal::convert_index<lapack_int>(matrix.cols()), sdim, info; \
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lapack_int matrix_order = MKLCOLROW; \
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lapack_int matrix_order = LAPACKE_COLROW; \
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char jobvs, sort='N'; \
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LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \
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LAPACK_##LAPACKE_PREFIX_U##_SELECT1 select = 0; \
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jobvs = (computeU) ? 'V' : 'N'; \
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m_matU.resize(n, n); \
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lapack_int ldvs = internal::convert_index<lapack_int>(m_matU.outerStride()); \
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@ -71,7 +69,7 @@ ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Eigen
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lapack_int lda = internal::convert_index<lapack_int>(m_matT.outerStride()); \
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Matrix<EIGTYPE, Dynamic, Dynamic> w; \
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w.resize(n, 1);\
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info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
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info = LAPACKE_##LAPACKE_PREFIX##gees( matrix_order, jobvs, sort, select, n, (LAPACKE_TYPE*)m_matT.data(), lda, &sdim, (LAPACKE_TYPE*)w.data(), (LAPACKE_TYPE*)m_matU.data(), ldvs ); \
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if(info == 0) \
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m_info = Success; \
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else \
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@ -83,11 +81,11 @@ ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Eigen
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\
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}
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EIGEN_MKL_SCHUR_COMPLEX(dcomplex, lapack_complex_double, z, Z, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_SCHUR_COMPLEX(scomplex, lapack_complex_float, c, C, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_SCHUR_COMPLEX(dcomplex, lapack_complex_double, z, Z, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_MKL_SCHUR_COMPLEX(scomplex, lapack_complex_float, c, C, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_LAPACKE_SCHUR_COMPLEX(dcomplex, lapack_complex_double, z, Z, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_LAPACKE_SCHUR_COMPLEX(scomplex, lapack_complex_float, c, C, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_LAPACKE_SCHUR_COMPLEX(dcomplex, lapack_complex_double, z, Z, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_LAPACKE_SCHUR_COMPLEX(scomplex, lapack_complex_float, c, C, RowMajor, LAPACK_ROW_MAJOR)
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} // end namespace Eigen
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#endif // EIGEN_COMPLEX_SCHUR_MKL_H
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#endif // EIGEN_COMPLEX_SCHUR_LAPACKE_H
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@ -25,21 +25,19 @@
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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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* Content : Eigen bindings to LAPACKe
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* Real Schur needed to real unsymmetrical eigenvalues/eigenvectors.
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********************************************************************************
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*/
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#ifndef EIGEN_REAL_SCHUR_MKL_H
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#define EIGEN_REAL_SCHUR_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#ifndef EIGEN_REAL_SCHUR_LAPACKE_H
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#define EIGEN_REAL_SCHUR_LAPACKE_H
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namespace Eigen {
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/** \internal Specialization for the data types supported by MKL */
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/** \internal Specialization for the data types supported by LAPACKe */
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#define EIGEN_MKL_SCHUR_REAL(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
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#define EIGEN_LAPACKE_SCHUR_REAL(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX, LAPACKE_PREFIX_U, EIGCOLROW, LAPACKE_COLROW) \
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template<> template<typename InputType> inline \
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RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
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RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const EigenBase<InputType>& matrix, bool computeU) \
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@ -47,9 +45,9 @@ RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const EigenBas
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eigen_assert(matrix.cols() == matrix.rows()); \
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\
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lapack_int n = internal::convert_index<lapack_int>(matrix.cols()), sdim, info; \
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lapack_int matrix_order = MKLCOLROW; \
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lapack_int matrix_order = LAPACKE_COLROW; \
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char jobvs, sort='N'; \
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LAPACK_##MKLPREFIX_U##_SELECT2 select = 0; \
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LAPACK_##LAPACKE_PREFIX_U##_SELECT2 select = 0; \
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jobvs = (computeU) ? 'V' : 'N'; \
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m_matU.resize(n, n); \
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lapack_int ldvs = internal::convert_index<lapack_int>(m_matU.outerStride()); \
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@ -57,7 +55,7 @@ RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const EigenBas
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lapack_int lda = internal::convert_index<lapack_int>(m_matT.outerStride()); \
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Matrix<EIGTYPE, Dynamic, Dynamic> wr, wi; \
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wr.resize(n, 1); wi.resize(n, 1); \
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info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)wr.data(), (MKLTYPE*)wi.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
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info = LAPACKE_##LAPACKE_PREFIX##gees( matrix_order, jobvs, sort, select, n, (LAPACKE_TYPE*)m_matT.data(), lda, &sdim, (LAPACKE_TYPE*)wr.data(), (LAPACKE_TYPE*)wi.data(), (LAPACKE_TYPE*)m_matU.data(), ldvs ); \
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if(info == 0) \
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m_info = Success; \
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else \
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@ -69,11 +67,11 @@ RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const EigenBas
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\
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}
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EIGEN_MKL_SCHUR_REAL(double, double, d, D, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_SCHUR_REAL(float, float, s, S, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_SCHUR_REAL(double, double, d, D, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_MKL_SCHUR_REAL(float, float, s, S, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_LAPACKE_SCHUR_REAL(double, double, d, D, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_LAPACKE_SCHUR_REAL(float, float, s, S, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_LAPACKE_SCHUR_REAL(double, double, d, D, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_LAPACKE_SCHUR_REAL(float, float, s, S, RowMajor, LAPACK_ROW_MAJOR)
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} // end namespace Eigen
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#endif // EIGEN_REAL_SCHUR_MKL_H
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#endif // EIGEN_REAL_SCHUR_LAPACKE_H
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@ -25,21 +25,19 @@
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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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* Content : Eigen bindings to LAPACKe
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* Self-adjoint eigenvalues/eigenvectors.
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********************************************************************************
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*/
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#ifndef EIGEN_SAEIGENSOLVER_MKL_H
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#define EIGEN_SAEIGENSOLVER_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#ifndef EIGEN_SAEIGENSOLVER_LAPACKE_H
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#define EIGEN_SAEIGENSOLVER_LAPACKE_H
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namespace Eigen {
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/** \internal Specialization for the data types supported by MKL */
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/** \internal Specialization for the data types supported by LAPACKe */
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#define EIGEN_MKL_EIG_SELFADJ(EIGTYPE, MKLTYPE, MKLRTYPE, MKLNAME, EIGCOLROW, MKLCOLROW ) \
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#define EIGEN_LAPACKE_EIG_SELFADJ(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_NAME, EIGCOLROW, LAPACKE_COLROW ) \
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template<> template<typename InputType> inline \
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SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
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SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const EigenBase<InputType>& matrix, int options) \
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@ -65,11 +63,11 @@ SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(c
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} \
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\
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lda = internal::convert_index<lapack_int>(m_eivec.outerStride()); \
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matrix_order=MKLCOLROW; \
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matrix_order=LAPACKE_COLROW; \
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char jobz, uplo='L'/*, range='A'*/; \
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jobz = computeEigenvectors ? 'V' : 'N'; \
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\
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info = LAPACKE_##MKLNAME( matrix_order, jobz, uplo, n, (MKLTYPE*)m_eivec.data(), lda, (MKLRTYPE*)m_eivalues.data() ); \
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info = LAPACKE_##LAPACKE_NAME( matrix_order, jobz, uplo, n, (LAPACKE_TYPE*)m_eivec.data(), lda, (LAPACKE_RTYPE*)m_eivalues.data() ); \
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m_info = (info==0) ? Success : NoConvergence; \
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m_isInitialized = true; \
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m_eigenvectorsOk = computeEigenvectors; \
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@ -77,15 +75,15 @@ SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(c
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}
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EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_EIG_SELFADJ(dcomplex, lapack_complex_double, double, zheev, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_EIG_SELFADJ(scomplex, lapack_complex_float, float, cheev, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_LAPACKE_EIG_SELFADJ(double, double, double, dsyev, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_LAPACKE_EIG_SELFADJ(float, float, float, ssyev, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_LAPACKE_EIG_SELFADJ(dcomplex, lapack_complex_double, double, zheev, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_LAPACKE_EIG_SELFADJ(scomplex, lapack_complex_float, float, cheev, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_MKL_EIG_SELFADJ(dcomplex, lapack_complex_double, double, zheev, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_MKL_EIG_SELFADJ(scomplex, lapack_complex_float, float, cheev, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_LAPACKE_EIG_SELFADJ(double, double, double, dsyev, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_LAPACKE_EIG_SELFADJ(float, float, float, ssyev, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_LAPACKE_EIG_SELFADJ(dcomplex, lapack_complex_double, double, zheev, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_LAPACKE_EIG_SELFADJ(scomplex, lapack_complex_float, float, cheev, RowMajor, LAPACK_ROW_MAJOR)
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} // end namespace Eigen
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@ -25,7 +25,7 @@
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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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* Content : Eigen bindings to LAPACKe
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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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@ -33,15 +33,13 @@
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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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/** \internal Specialization for the data types supported by LAPACKe */
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#define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
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#define EIGEN_LAPACKE_LU_PARTPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX) \
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template<int StorageOrder> \
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struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
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||||
{ \
|
||||
@ -61,7 +59,7 @@ struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
|
||||
n = convert_index<lapack_int>(cols); \
|
||||
nb_transpositions = 0; \
|
||||
\
|
||||
info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
|
||||
info = LAPACKE_##LAPACKE_PREFIX##getrf( matrix_order, m, n, (LAPACKE_TYPE*)a, lda, ipiv ); \
|
||||
\
|
||||
for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
|
||||
\
|
||||
@ -73,10 +71,10 @@ struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
|
||||
} \
|
||||
};
|
||||
|
||||
EIGEN_MKL_LU_PARTPIV(double, double, d)
|
||||
EIGEN_MKL_LU_PARTPIV(float, float, s)
|
||||
EIGEN_MKL_LU_PARTPIV(dcomplex, lapack_complex_double, z)
|
||||
EIGEN_MKL_LU_PARTPIV(scomplex, lapack_complex_float, c)
|
||||
EIGEN_LAPACKE_LU_PARTPIV(double, double, d)
|
||||
EIGEN_LAPACKE_LU_PARTPIV(float, float, s)
|
||||
EIGEN_LAPACKE_LU_PARTPIV(dcomplex, lapack_complex_double, z)
|
||||
EIGEN_LAPACKE_LU_PARTPIV(scomplex, lapack_complex_float, c)
|
||||
|
||||
} // end namespace internal
|
||||
|
||||
|
||||
@ -25,22 +25,20 @@
|
||||
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
|
||||
|
||||
********************************************************************************
|
||||
* Content : Eigen bindings to Intel(R) MKL
|
||||
* Content : Eigen bindings to LAPACKe
|
||||
* Householder QR decomposition of a matrix with column pivoting based on
|
||||
* LAPACKE_?geqp3 function.
|
||||
********************************************************************************
|
||||
*/
|
||||
|
||||
#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
|
||||
#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
|
||||
|
||||
#include "Eigen/src/Core/util/MKL_support.h"
|
||||
#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H
|
||||
#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H
|
||||
|
||||
namespace Eigen {
|
||||
|
||||
/** \internal Specialization for the data types supported by MKL */
|
||||
/** \internal Specialization for the data types supported by LAPACKe */
|
||||
|
||||
#define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
|
||||
#define EIGEN_LAPACKE_QR_COLPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW) \
|
||||
template<> template<typename InputType> inline \
|
||||
ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \
|
||||
ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \
|
||||
@ -66,9 +64,9 @@ ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynami
|
||||
m_colsPermutation.indices().setZero(); \
|
||||
\
|
||||
lapack_int lda = internal::convert_index<lapack_int,Index>(m_qr.outerStride()); \
|
||||
lapack_int matrix_order = MKLCOLROW; \
|
||||
LAPACKE_##MKLPREFIX##geqp3( matrix_order, internal::convert_index<lapack_int,Index>(rows), internal::convert_index<lapack_int,Index>(cols), \
|
||||
(MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
|
||||
lapack_int matrix_order = LAPACKE_COLROW; \
|
||||
LAPACKE_##LAPACKE_PREFIX##geqp3( matrix_order, internal::convert_index<lapack_int,Index>(rows), internal::convert_index<lapack_int,Index>(cols), \
|
||||
(LAPACKE_TYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (LAPACKE_TYPE*)m_hCoeffs.data()); \
|
||||
m_isInitialized = true; \
|
||||
m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
|
||||
m_hCoeffs.adjointInPlace(); \
|
||||
@ -84,16 +82,16 @@ ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynami
|
||||
return *this; \
|
||||
}
|
||||
|
||||
EIGEN_MKL_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_MKL_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_MKL_QR_COLPIV(dcomplex, lapack_complex_double, z, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_MKL_QR_COLPIV(scomplex, lapack_complex_float, c, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_LAPACKE_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_LAPACKE_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float, c, ColMajor, LAPACK_COL_MAJOR)
|
||||
|
||||
EIGEN_MKL_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_MKL_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_MKL_QR_COLPIV(dcomplex, lapack_complex_double, z, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_MKL_QR_COLPIV(scomplex, lapack_complex_float, c, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_LAPACKE_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_LAPACKE_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float, c, RowMajor, LAPACK_ROW_MAJOR)
|
||||
|
||||
} // end namespace Eigen
|
||||
|
||||
#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
|
||||
#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H
|
||||
|
||||
@ -25,24 +25,22 @@
|
||||
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
|
||||
|
||||
********************************************************************************
|
||||
* Content : Eigen bindings to Intel(R) MKL
|
||||
* Content : Eigen bindings to LAPACKe
|
||||
* Householder QR decomposition of a matrix w/o pivoting based on
|
||||
* LAPACKE_?geqrf function.
|
||||
********************************************************************************
|
||||
*/
|
||||
|
||||
#ifndef EIGEN_QR_MKL_H
|
||||
#define EIGEN_QR_MKL_H
|
||||
|
||||
#include "../Core/util/MKL_support.h"
|
||||
#ifndef EIGEN_QR_LAPACKE_H
|
||||
#define EIGEN_QR_LAPACKE_H
|
||||
|
||||
namespace Eigen {
|
||||
|
||||
namespace internal {
|
||||
|
||||
/** \internal Specialization for the data types supported by MKL */
|
||||
/** \internal Specialization for the data types supported by LAPACKe */
|
||||
|
||||
#define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
|
||||
#define EIGEN_LAPACKE_QR_NOPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX) \
|
||||
template<typename MatrixQR, typename HCoeffs> \
|
||||
struct householder_qr_inplace_blocked<MatrixQR, HCoeffs, EIGTYPE, true> \
|
||||
{ \
|
||||
@ -53,18 +51,18 @@ struct householder_qr_inplace_blocked<MatrixQR, HCoeffs, EIGTYPE, true> \
|
||||
lapack_int n = (lapack_int) mat.cols(); \
|
||||
lapack_int lda = (lapack_int) mat.outerStride(); \
|
||||
lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
|
||||
LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \
|
||||
LAPACKE_##LAPACKE_PREFIX##geqrf( matrix_order, m, n, (LAPACKE_TYPE*)mat.data(), lda, (LAPACKE_TYPE*)hCoeffs.data()); \
|
||||
hCoeffs.adjointInPlace(); \
|
||||
} \
|
||||
};
|
||||
|
||||
EIGEN_MKL_QR_NOPIV(double, double, d)
|
||||
EIGEN_MKL_QR_NOPIV(float, float, s)
|
||||
EIGEN_MKL_QR_NOPIV(dcomplex, lapack_complex_double, z)
|
||||
EIGEN_MKL_QR_NOPIV(scomplex, lapack_complex_float, c)
|
||||
EIGEN_LAPACKE_QR_NOPIV(double, double, d)
|
||||
EIGEN_LAPACKE_QR_NOPIV(float, float, s)
|
||||
EIGEN_LAPACKE_QR_NOPIV(dcomplex, lapack_complex_double, z)
|
||||
EIGEN_LAPACKE_QR_NOPIV(scomplex, lapack_complex_float, c)
|
||||
|
||||
} // end namespace internal
|
||||
|
||||
} // end namespace Eigen
|
||||
|
||||
#endif // EIGEN_QR_MKL_H
|
||||
#endif // EIGEN_QR_LAPACKE_H
|
||||
|
||||
@ -25,21 +25,19 @@
|
||||
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
|
||||
|
||||
********************************************************************************
|
||||
* Content : Eigen bindings to Intel(R) MKL
|
||||
* Content : Eigen bindings to LAPACKe
|
||||
* Singular Value Decomposition - SVD.
|
||||
********************************************************************************
|
||||
*/
|
||||
|
||||
#ifndef EIGEN_JACOBISVD_MKL_H
|
||||
#define EIGEN_JACOBISVD_MKL_H
|
||||
|
||||
#include "Eigen/src/Core/util/MKL_support.h"
|
||||
#ifndef EIGEN_JACOBISVD_LAPACKE_H
|
||||
#define EIGEN_JACOBISVD_LAPACKE_H
|
||||
|
||||
namespace Eigen {
|
||||
|
||||
/** \internal Specialization for the data types supported by MKL */
|
||||
/** \internal Specialization for the data types supported by LAPACKe */
|
||||
|
||||
#define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
|
||||
#define EIGEN_LAPACKE_SVD(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW) \
|
||||
template<> inline \
|
||||
JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \
|
||||
JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \
|
||||
@ -53,40 +51,40 @@ JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPiv
|
||||
m_nonzeroSingularValues = m_diagSize; \
|
||||
\
|
||||
lapack_int lda = internal::convert_index<lapack_int>(matrix.outerStride()), ldu, ldvt; \
|
||||
lapack_int matrix_order = MKLCOLROW; \
|
||||
lapack_int matrix_order = LAPACKE_COLROW; \
|
||||
char jobu, jobvt; \
|
||||
MKLTYPE *u, *vt, dummy; \
|
||||
LAPACKE_TYPE *u, *vt, dummy; \
|
||||
jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \
|
||||
jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \
|
||||
if (computeU()) { \
|
||||
ldu = internal::convert_index<lapack_int>(m_matrixU.outerStride()); \
|
||||
u = (MKLTYPE*)m_matrixU.data(); \
|
||||
u = (LAPACKE_TYPE*)m_matrixU.data(); \
|
||||
} else { ldu=1; u=&dummy; }\
|
||||
MatrixType localV; \
|
||||
ldvt = (m_computeFullV) ? internal::convert_index<lapack_int>(m_cols) : (m_computeThinV) ? internal::convert_index<lapack_int>(m_diagSize) : 1; \
|
||||
if (computeV()) { \
|
||||
localV.resize(ldvt, m_cols); \
|
||||
vt = (MKLTYPE*)localV.data(); \
|
||||
vt = (LAPACKE_TYPE*)localV.data(); \
|
||||
} else { ldvt=1; vt=&dummy; }\
|
||||
Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
|
||||
Matrix<LAPACKE_RTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
|
||||
MatrixType m_temp; m_temp = matrix; \
|
||||
LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, internal::convert_index<lapack_int>(m_rows), internal::convert_index<lapack_int>(m_cols), (MKLTYPE*)m_temp.data(), lda, (MKLRTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \
|
||||
LAPACKE_##LAPACKE_PREFIX##gesvd( matrix_order, jobu, jobvt, internal::convert_index<lapack_int>(m_rows), internal::convert_index<lapack_int>(m_cols), (LAPACKE_TYPE*)m_temp.data(), lda, (LAPACKE_RTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \
|
||||
if (computeV()) m_matrixV = localV.adjoint(); \
|
||||
/* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \
|
||||
m_isInitialized = true; \
|
||||
return *this; \
|
||||
}
|
||||
|
||||
EIGEN_MKL_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_MKL_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_MKL_SVD(dcomplex, lapack_complex_double, double, z, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_MKL_SVD(scomplex, lapack_complex_float, float , c, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_LAPACKE_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_LAPACKE_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, ColMajor, LAPACK_COL_MAJOR)
|
||||
EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float, float , c, ColMajor, LAPACK_COL_MAJOR)
|
||||
|
||||
EIGEN_MKL_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_MKL_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_MKL_SVD(dcomplex, lapack_complex_double, double, z, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_MKL_SVD(scomplex, lapack_complex_float, float , c, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_LAPACKE_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_LAPACKE_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, RowMajor, LAPACK_ROW_MAJOR)
|
||||
EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float, float , c, RowMajor, LAPACK_ROW_MAJOR)
|
||||
|
||||
} // end namespace Eigen
|
||||
|
||||
#endif // EIGEN_JACOBISVD_MKL_H
|
||||
#endif // EIGEN_JACOBISVD_LAPACKE_H
|
||||
|
||||
Loading…
Reference in New Issue
Block a user