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https://gitlab.com/libeigen/eigen.git
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Currently, the binding of LLT to Lapacke is done using a large macro. This factors out a large part of the functionality of the macro and implement them explicitly.
This commit is contained in:
Erik Schultheis
David Tellenbach
parent
ec4efbd696
commit
b8b6566f0f
@ -39,60 +39,111 @@ namespace Eigen {
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namespace internal {
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namespace internal {
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template<typename Scalar> struct lapacke_llt;
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namespace lapacke_llt_helpers {
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#define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \
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// -------------------------------------------------------------------------------------------------------------------
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template<> struct lapacke_llt<EIGTYPE> \
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// Translation from Eigen to Lapacke types
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{ \
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// -------------------------------------------------------------------------------------------------------------------
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template<typename MatrixType> \
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static inline Index potrf(MatrixType& m, char uplo) \
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{ \
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lapack_int matrix_order; \
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lapack_int size, lda, info, StorageOrder; \
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EIGTYPE* a; \
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eigen_assert(m.rows()==m.cols()); \
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/* Set up parameters for ?potrf */ \
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size = convert_index<lapack_int>(m.rows()); \
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StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
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matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
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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_##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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}; \
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template<> struct llt_inplace<EIGTYPE, Lower> \
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{ \
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template<typename MatrixType> \
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static Index blocked(MatrixType& m) \
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{ \
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return lapacke_llt<EIGTYPE>::potrf(m, 'L'); \
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} \
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template<typename MatrixType, typename VectorType> \
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static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
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{ return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \
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}; \
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template<> struct llt_inplace<EIGTYPE, Upper> \
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{ \
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template<typename MatrixType> \
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static Index blocked(MatrixType& m) \
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{ \
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return lapacke_llt<EIGTYPE>::potrf(m, 'U'); \
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} \
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template<typename MatrixType, typename VectorType> \
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static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
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{ \
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Transpose<MatrixType> matt(mat); \
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return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
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} \
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};
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EIGEN_LAPACKE_LLT(double, double, d)
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// For complex numbers, the types in Eigen and Lapacke are different, but layout compatible.
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EIGEN_LAPACKE_LLT(float, float, s)
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template<typename Scalar> struct translate_type;
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EIGEN_LAPACKE_LLT(dcomplex, lapack_complex_double, z)
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template<> struct translate_type<float> { using type = float; };
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EIGEN_LAPACKE_LLT(scomplex, lapack_complex_float, c)
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template<> struct translate_type<double> { using type = double; };
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template<> struct translate_type<dcomplex> { using type = lapack_complex_double; };
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template<> struct translate_type<scomplex> { using type = lapack_complex_float; };
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// -------------------------------------------------------------------------------------------------------------------
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// Dispatch for potrf handling double, float, complex double, complex float types
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// -------------------------------------------------------------------------------------------------------------------
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inline lapack_int potrf(lapack_int matrix_order, char uplo, lapack_int size, double* a, lapack_int lda) {
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return LAPACKE_dpotrf( matrix_order, uplo, size, a, lda );
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}
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inline lapack_int potrf(lapack_int matrix_order, char uplo, lapack_int size, float* a, lapack_int lda) {
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return LAPACKE_spotrf( matrix_order, uplo, size, a, lda );
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}
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inline lapack_int potrf(lapack_int matrix_order, char uplo, lapack_int size, lapack_complex_double* a, lapack_int lda) {
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return LAPACKE_zpotrf( matrix_order, uplo, size, a, lda );
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}
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inline lapack_int potrf(lapack_int matrix_order, char uplo, lapack_int size, lapack_complex_float* a, lapack_int lda) {
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return LAPACKE_cpotrf( matrix_order, uplo, size, a, lda );
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}
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// -------------------------------------------------------------------------------------------------------------------
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// Dispatch for rank update handling upper and lower parts
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// -------------------------------------------------------------------------------------------------------------------
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template<unsigned Mode>
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struct rank_update {};
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template<>
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struct rank_update<Lower> {
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template<typename MatrixType, typename VectorType>
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static Index run(MatrixType &mat, const VectorType &vec, const typename MatrixType::RealScalar &sigma) {
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return Eigen::internal::llt_rank_update_lower(mat, vec, sigma);
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}
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};
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template<>
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struct rank_update<Upper> {
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template<typename MatrixType, typename VectorType>
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static Index run(MatrixType &mat, const VectorType &vec, const typename MatrixType::RealScalar &sigma) {
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Transpose<MatrixType> matt(mat);
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return Eigen::internal::llt_rank_update_lower(matt, vec.conjugate(), sigma);
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}
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};
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// -------------------------------------------------------------------------------------------------------------------
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// Generic lapacke llt implementation that hands of to the dispatches
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// -------------------------------------------------------------------------------------------------------------------
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template<typename Scalar, unsigned Mode>
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struct lapacke_llt {
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using BlasType = typename translate_type<Scalar>::type;
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template<typename MatrixType>
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static Index blocked(MatrixType& m)
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{
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eigen_assert(m.rows()==m.cols());
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/* Set up parameters for ?potrf */
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lapack_int size = convert_index<lapack_int>(m.rows());
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lapack_int StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor;
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lapack_int matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR;
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Scalar* a = &(m.coeffRef(0,0));
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lapack_int lda = convert_index<lapack_int>(m.outerStride());
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lapack_int info = potrf( matrix_order, Mode == Lower ? 'L' : 'U', 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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template<typename MatrixType, typename VectorType>
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static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma)
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{
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return rank_update<Mode>::run(mat, vec, sigma);
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}
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};
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}
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// end namespace lapacke_llt_helpers
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/*
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* Here, we just put the generic implementation from lapacke_llt into a full specialization of the llt_inplace
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* type. By being a full specialization, the versions defined here thus get precedence over the generic implementation
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* in LLT.h for double, float and complex double, complex float types.
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*/
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#define EIGEN_LAPACKE_LLT(EIGTYPE) \
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template<> struct llt_inplace<EIGTYPE, Lower> : public lapacke_llt_helpers::lapacke_llt<EIGTYPE, Lower> {}; \
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template<> struct llt_inplace<EIGTYPE, Upper> : public lapacke_llt_helpers::lapacke_llt<EIGTYPE, Upper> {};
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EIGEN_LAPACKE_LLT(double)
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EIGEN_LAPACKE_LLT(float)
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EIGEN_LAPACKE_LLT(dcomplex)
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EIGEN_LAPACKE_LLT(scomplex)
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#undef EIGEN_LAPACKE_LLT
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} // end namespace internal
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} // end namespace internal
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