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Fix support for MKL's BLAS when using MKL_DIRECT_CALL.

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This commit is contained in:
Gael Guennebaud 2017-08-17 12:07:10 +02:00
parent 89c01a494a
commit b95f92843c
9 changed files with 157 additions and 79 deletions
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8
Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h
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@ -88,7 +88,7 @@ struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,C
BlasIndex lda=convert_index<BlasIndex>(lhsStride), ldc=convert_index<BlasIndex>(resStride), n=convert_index<BlasIndex>(size), k=convert_index<BlasIndex>(depth); \
char uplo=((IsLower) ? 'L' : 'U'), trans=((AStorageOrder==RowMajor) ? 'T':'N'); \
EIGTYPE beta(1); \
BLASFUNC(&uplo, &trans, &n, &k, &numext::real_ref(alpha), lhs, &lda, &numext::real_ref(beta), res, &ldc); \
BLASFUNC(&uplo, &trans, &n, &k, (const BLASTYPE*)&numext::real_ref(alpha), lhs, &lda, (const BLASTYPE*)&numext::real_ref(beta), res, &ldc); \
} \
};
@ -125,9 +125,13 @@ struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,C
} \
};
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_RANKUPDATE_R(double, double, dsyrk)
EIGEN_BLAS_RANKUPDATE_R(float, float, ssyrk)
#else
EIGEN_BLAS_RANKUPDATE_R(double, double, dsyrk_)
EIGEN_BLAS_RANKUPDATE_R(float, float, ssyrk_)
#endif
// TODO hanlde complex cases
// EIGEN_BLAS_RANKUPDATE_C(dcomplex, double, double, zherk_)

19
Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h
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@ -46,7 +46,7 @@ namespace internal {
// gemm specialization
#define GEMM_SPECIALIZATION(EIGTYPE, EIGPREFIX, BLASTYPE, BLASPREFIX) \
#define GEMM_SPECIALIZATION(EIGTYPE, EIGPREFIX, BLASTYPE, BLASFUNC) \
template< \
typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
@ -100,13 +100,20 @@ static void run(Index rows, Index cols, Index depth, \
ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
} else b = _rhs; \
\
BLASPREFIX##gemm_(&transa, &transb, &m, &n, &k, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, &numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
BLASFUNC(&transa, &transb, &m, &n, &k, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
}};
GEMM_SPECIALIZATION(double, d, double, d)
GEMM_SPECIALIZATION(float, f, float, s)
GEMM_SPECIALIZATION(dcomplex, cd, double, z)
GEMM_SPECIALIZATION(scomplex, cf, float, c)
#ifdef EIGEN_USE_MKL
GEMM_SPECIALIZATION(double, d, double, dgemm)
GEMM_SPECIALIZATION(float, f, float, sgemm)
GEMM_SPECIALIZATION(dcomplex, cd, MKL_Complex16, zgemm)
GEMM_SPECIALIZATION(scomplex, cf, MKL_Complex8, cgemm)
#else
GEMM_SPECIALIZATION(double, d, double, dgemm_)
GEMM_SPECIALIZATION(float, f, float, sgemm_)
GEMM_SPECIALIZATION(dcomplex, cd, double, zgemm_)
GEMM_SPECIALIZATION(scomplex, cf, float, cgemm_)
#endif
} // end namespase internal

19
Eigen/src/Core/products/GeneralMatrixVector_BLAS.h
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@ -85,7 +85,7 @@ EIGEN_BLAS_GEMV_SPECIALIZE(float)
EIGEN_BLAS_GEMV_SPECIALIZE(dcomplex)
EIGEN_BLAS_GEMV_SPECIALIZE(scomplex)
#define EIGEN_BLAS_GEMV_SPECIALIZATION(EIGTYPE,BLASTYPE,BLASPREFIX) \
#define EIGEN_BLAS_GEMV_SPECIALIZATION(EIGTYPE,BLASTYPE,BLASFUNC) \
template<typename Index, int LhsStorageOrder, bool ConjugateLhs, bool ConjugateRhs> \
struct general_matrix_vector_product_gemv<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,ConjugateRhs> \
{ \
@ -113,14 +113,21 @@ static void run( \
x_ptr=x_tmp.data(); \
incx=1; \
} else x_ptr=rhs; \
BLASPREFIX##gemv_(&trans, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)lhs, &lda, (const BLASTYPE*)x_ptr, &incx, &numext::real_ref(beta), (BLASTYPE*)res, &incy); \
BLASFUNC(&trans, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)lhs, &lda, (const BLASTYPE*)x_ptr, &incx, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &incy); \
}\
};
EIGEN_BLAS_GEMV_SPECIALIZATION(double, double, d)
EIGEN_BLAS_GEMV_SPECIALIZATION(float, float, s)
EIGEN_BLAS_GEMV_SPECIALIZATION(dcomplex, double, z)
EIGEN_BLAS_GEMV_SPECIALIZATION(scomplex, float, c)
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_GEMV_SPECIALIZATION(double, double, dgemv)
EIGEN_BLAS_GEMV_SPECIALIZATION(float, float, sgemv)
EIGEN_BLAS_GEMV_SPECIALIZATION(dcomplex, MKL_Complex16, zgemv)
EIGEN_BLAS_GEMV_SPECIALIZATION(scomplex, MKL_Complex8 , cgemv)
#else
EIGEN_BLAS_GEMV_SPECIALIZATION(double, double, dgemv_)
EIGEN_BLAS_GEMV_SPECIALIZATION(float, float, sgemv_)
EIGEN_BLAS_GEMV_SPECIALIZATION(dcomplex, double, zgemv_)
EIGEN_BLAS_GEMV_SPECIALIZATION(scomplex, float, cgemv_)
#endif
} // end namespase internal

48
Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h
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@ -40,7 +40,7 @@ namespace internal {
/* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */
#define EIGEN_BLAS_SYMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX) \
#define EIGEN_BLAS_SYMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
template <typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
@ -81,13 +81,13 @@ struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLh
ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
} else b = _rhs; \
\
BLASPREFIX##symm_(&side, &uplo, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, &numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
BLASFUNC(&side, &uplo, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
\
} \
};
#define EIGEN_BLAS_HEMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX) \
#define EIGEN_BLAS_HEMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
template <typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
@ -144,20 +144,26 @@ struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLh
ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
} \
\
BLASPREFIX##hemm_(&side, &uplo, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, &numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
BLASFUNC(&side, &uplo, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
\
} \
};
EIGEN_BLAS_SYMM_L(double, double, d, d)
EIGEN_BLAS_SYMM_L(float, float, f, s)
EIGEN_BLAS_HEMM_L(dcomplex, double, cd, z)
EIGEN_BLAS_HEMM_L(scomplex, float, cf, c)
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_SYMM_L(double, double, d, dsymm)
EIGEN_BLAS_SYMM_L(float, float, f, ssymm)
EIGEN_BLAS_HEMM_L(dcomplex, MKL_Complex16, cd, zhemm)
EIGEN_BLAS_HEMM_L(scomplex, MKL_Complex8, cf, chemm)
#else
EIGEN_BLAS_SYMM_L(double, double, d, dsymm_)
EIGEN_BLAS_SYMM_L(float, float, f, ssymm_)
EIGEN_BLAS_HEMM_L(dcomplex, double, cd, zhemm_)
EIGEN_BLAS_HEMM_L(scomplex, float, cf, chemm_)
#endif
/* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */
#define EIGEN_BLAS_SYMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX) \
#define EIGEN_BLAS_SYMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
template <typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
@ -197,13 +203,13 @@ struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateL
ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
} else b = _lhs; \
\
BLASPREFIX##symm_(&side, &uplo, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, &numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
BLASFUNC(&side, &uplo, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
\
} \
};
#define EIGEN_BLAS_HEMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX) \
#define EIGEN_BLAS_HEMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
template <typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
@ -259,15 +265,21 @@ struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateL
ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
} \
\
BLASPREFIX##hemm_(&side, &uplo, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, &numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
BLASFUNC(&side, &uplo, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
} \
};
EIGEN_BLAS_SYMM_R(double, double, d, d)
EIGEN_BLAS_SYMM_R(float, float, f, s)
EIGEN_BLAS_HEMM_R(dcomplex, double, cd, z)
EIGEN_BLAS_HEMM_R(scomplex, float, cf, c)
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_SYMM_R(double, double, d, dsymm)
EIGEN_BLAS_SYMM_R(float, float, f, ssymm)
EIGEN_BLAS_HEMM_R(dcomplex, MKL_Complex16, cd, zhemm)
EIGEN_BLAS_HEMM_R(scomplex, MKL_Complex8, cf, chemm)
#else
EIGEN_BLAS_SYMM_R(double, double, d, dsymm_)
EIGEN_BLAS_SYMM_R(float, float, f, ssymm_)
EIGEN_BLAS_HEMM_R(dcomplex, double, cd, zhemm_)
EIGEN_BLAS_HEMM_R(scomplex, float, cf, chemm_)
#endif
} // end namespace internal
} // end namespace Eigen

9
Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h
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@ -95,14 +95,21 @@ const EIGTYPE* _rhs, EIGTYPE* res, EIGTYPE alpha) \
x_tmp=map_x.conjugate(); \
x_ptr=x_tmp.data(); \
} else x_ptr=_rhs; \
BLASFUNC(&uplo, &n, &numext::real_ref(alpha), (const BLASTYPE*)lhs, &lda, (const BLASTYPE*)x_ptr, &incx, &numext::real_ref(beta), (BLASTYPE*)res, &incy); \
BLASFUNC(&uplo, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)lhs, &lda, (const BLASTYPE*)x_ptr, &incx, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &incy); \
}\
};
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_SYMV_SPECIALIZATION(double, double, dsymv)
EIGEN_BLAS_SYMV_SPECIALIZATION(float, float, ssymv)
EIGEN_BLAS_SYMV_SPECIALIZATION(dcomplex, MKL_Complex16, zhemv)
EIGEN_BLAS_SYMV_SPECIALIZATION(scomplex, MKL_Complex8, chemv)
#else
EIGEN_BLAS_SYMV_SPECIALIZATION(double, double, dsymv_)
EIGEN_BLAS_SYMV_SPECIALIZATION(float, float, ssymv_)
EIGEN_BLAS_SYMV_SPECIALIZATION(dcomplex, double, zhemv_)
EIGEN_BLAS_SYMV_SPECIALIZATION(scomplex, float, chemv_)
#endif
} // end namespace internal

39
Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h
View File

@ -75,7 +75,7 @@ EIGEN_BLAS_TRMM_SPECIALIZE(scomplex, true)
EIGEN_BLAS_TRMM_SPECIALIZE(scomplex, false)
// implements col-major += alpha * op(triangular) * op(general)
#define EIGEN_BLAS_TRMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX) \
#define EIGEN_BLAS_TRMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
template <typename Index, int Mode, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
@ -172,7 +172,7 @@ struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,true, \
} \
/*std::cout << "TRMM_L: A is square! Go to BLAS TRMM implementation! \n";*/ \
/* call ?trmm*/ \
BLASPREFIX##trmm_(&side, &uplo, &transa, &diag, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)b, &ldb); \
BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)b, &ldb); \
\
/* Add op(a_triangular)*b into res*/ \
Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \
@ -180,13 +180,20 @@ struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,true, \
} \
};
EIGEN_BLAS_TRMM_L(double, double, d, d)
EIGEN_BLAS_TRMM_L(dcomplex, double, cd, z)
EIGEN_BLAS_TRMM_L(float, float, f, s)
EIGEN_BLAS_TRMM_L(scomplex, float, cf, c)
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_TRMM_L(double, double, d, dtrmm)
EIGEN_BLAS_TRMM_L(dcomplex, MKL_Complex16, cd, ztrmm)
EIGEN_BLAS_TRMM_L(float, float, f, strmm)
EIGEN_BLAS_TRMM_L(scomplex, MKL_Complex8, cf, ctrmm)
#else
EIGEN_BLAS_TRMM_L(double, double, d, dtrmm_)
EIGEN_BLAS_TRMM_L(dcomplex, double, cd, ztrmm_)
EIGEN_BLAS_TRMM_L(float, float, f, strmm_)
EIGEN_BLAS_TRMM_L(scomplex, float, cf, ctrmm_)
#endif
// implements col-major += alpha * op(general) * op(triangular)
#define EIGEN_BLAS_TRMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX) \
#define EIGEN_BLAS_TRMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
template <typename Index, int Mode, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
@ -282,7 +289,7 @@ struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,false, \
} \
/*std::cout << "TRMM_R: A is square! Go to BLAS TRMM implementation! \n";*/ \
/* call ?trmm*/ \
BLASPREFIX##trmm_(&side, &uplo, &transa, &diag, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)b, &ldb); \
BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)b, &ldb); \
\
/* Add op(a_triangular)*b into res*/ \
Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \
@ -290,11 +297,17 @@ struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,false, \
} \
};
EIGEN_BLAS_TRMM_R(double, double, d, d)
EIGEN_BLAS_TRMM_R(dcomplex, double, cd, z)
EIGEN_BLAS_TRMM_R(float, float, f, s)
EIGEN_BLAS_TRMM_R(scomplex, float, cf, c)
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_TRMM_R(double, double, d, dtrmm)
EIGEN_BLAS_TRMM_R(dcomplex, MKL_Complex16, cd, ztrmm)
EIGEN_BLAS_TRMM_R(float, float, f, strmm)
EIGEN_BLAS_TRMM_R(scomplex, MKL_Complex8, cf, ctrmm)
#else
EIGEN_BLAS_TRMM_R(double, double, d, dtrmm_)
EIGEN_BLAS_TRMM_R(dcomplex, double, cd, ztrmm_)
EIGEN_BLAS_TRMM_R(float, float, f, strmm_)
EIGEN_BLAS_TRMM_R(scomplex, float, cf, ctrmm_)
#endif
} // end namespace internal
} // end namespace Eigen

46
Eigen/src/Core/products/TriangularMatrixVector_BLAS.h
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@ -71,7 +71,7 @@ EIGEN_BLAS_TRMV_SPECIALIZE(dcomplex)
EIGEN_BLAS_TRMV_SPECIALIZE(scomplex)
// implements col-major: res += alpha * op(triangular) * vector
#define EIGEN_BLAS_TRMV_CM(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX) \
#define EIGEN_BLAS_TRMV_CM(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX, BLASPOSTFIX) \
template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor> { \
enum { \
@ -121,10 +121,10 @@ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,
diag = IsUnitDiag ? 'U' : 'N'; \
\
/* call ?TRMV*/ \
BLASPREFIX##trmv_(&uplo, &trans, &diag, &n, (const BLASTYPE*)_lhs, &lda, (BLASTYPE*)x, &incx); \
BLASPREFIX##trmv##BLASPOSTFIX(&uplo, &trans, &diag, &n, (const BLASTYPE*)_lhs, &lda, (BLASTYPE*)x, &incx); \
\
/* Add op(a_tr)rhs into res*/ \
BLASPREFIX##axpy_(&n, &numext::real_ref(alpha),(const BLASTYPE*)x, &incx, (BLASTYPE*)_res, &incy); \
BLASPREFIX##axpy##BLASPOSTFIX(&n, (const BLASTYPE*)&numext::real_ref(alpha),(const BLASTYPE*)x, &incx, (BLASTYPE*)_res, &incy); \
/* Non-square case - doesn't fit to BLAS ?TRMV. Fall to default triangular product*/ \
if (size<(std::max)(rows,cols)) { \
if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
@ -142,18 +142,25 @@ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,
m = convert_index<BlasIndex>(size); \
n = convert_index<BlasIndex>(cols-size); \
} \
BLASPREFIX##gemv_(&trans, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)x, &incx, &numext::real_ref(beta), (BLASTYPE*)y, &incy); \
BLASPREFIX##gemv##BLASPOSTFIX(&trans, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)x, &incx, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)y, &incy); \
} \
} \
};
EIGEN_BLAS_TRMV_CM(double, double, d, d)
EIGEN_BLAS_TRMV_CM(dcomplex, double, cd, z)
EIGEN_BLAS_TRMV_CM(float, float, f, s)
EIGEN_BLAS_TRMV_CM(scomplex, float, cf, c)
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_TRMV_CM(double, double, d, d,)
EIGEN_BLAS_TRMV_CM(dcomplex, MKL_Complex16, cd, z,)
EIGEN_BLAS_TRMV_CM(float, float, f, s,)
EIGEN_BLAS_TRMV_CM(scomplex, MKL_Complex8, cf, c,)
#else
EIGEN_BLAS_TRMV_CM(double, double, d, d, _)
EIGEN_BLAS_TRMV_CM(dcomplex, double, cd, z, _)
EIGEN_BLAS_TRMV_CM(float, float, f, s, _)
EIGEN_BLAS_TRMV_CM(scomplex, float, cf, c, _)
#endif
// implements row-major: res += alpha * op(triangular) * vector
#define EIGEN_BLAS_TRMV_RM(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX) \
#define EIGEN_BLAS_TRMV_RM(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX, BLASPOSTFIX) \
template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor> { \
enum { \
@ -203,10 +210,10 @@ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,
diag = IsUnitDiag ? 'U' : 'N'; \
\
/* call ?TRMV*/ \
BLASPREFIX##trmv_(&uplo, &trans, &diag, &n, (const BLASTYPE*)_lhs, &lda, (BLASTYPE*)x, &incx); \
BLASPREFIX##trmv##BLASPOSTFIX(&uplo, &trans, &diag, &n, (const BLASTYPE*)_lhs, &lda, (BLASTYPE*)x, &incx); \
\
/* Add op(a_tr)rhs into res*/ \
BLASPREFIX##axpy_(&n, &numext::real_ref(alpha),(const BLASTYPE*)x, &incx, (BLASTYPE*)_res, &incy); \
BLASPREFIX##axpy##BLASPOSTFIX(&n, (const BLASTYPE*)&numext::real_ref(alpha),(const BLASTYPE*)x, &incx, (BLASTYPE*)_res, &incy); \
/* Non-square case - doesn't fit to BLAS ?TRMV. Fall to default triangular product*/ \
if (size<(std::max)(rows,cols)) { \
if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
@ -224,15 +231,22 @@ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,
m = convert_index<BlasIndex>(size); \
n = convert_index<BlasIndex>(cols-size); \
} \
BLASPREFIX##gemv_(&trans, &n, &m, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)x, &incx, &numext::real_ref(beta), (BLASTYPE*)y, &incy); \
BLASPREFIX##gemv##BLASPOSTFIX(&trans, &n, &m, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)x, &incx, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)y, &incy); \
} \
} \
};
EIGEN_BLAS_TRMV_RM(double, double, d, d)
EIGEN_BLAS_TRMV_RM(dcomplex, double, cd, z)
EIGEN_BLAS_TRMV_RM(float, float, f, s)
EIGEN_BLAS_TRMV_RM(scomplex, float, cf, c)
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_TRMV_RM(double, double, d, d,)
EIGEN_BLAS_TRMV_RM(dcomplex, MKL_Complex16, cd, z,)
EIGEN_BLAS_TRMV_RM(float, float, f, s,)
EIGEN_BLAS_TRMV_RM(scomplex, MKL_Complex8, cf, c,)
#else
EIGEN_BLAS_TRMV_RM(double, double, d, d,_)
EIGEN_BLAS_TRMV_RM(dcomplex, double, cd, z,_)
EIGEN_BLAS_TRMV_RM(float, float, f, s,_)
EIGEN_BLAS_TRMV_RM(scomplex, float, cf, c,_)
#endif
} // end namespase internal

40
Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h
View File

@ -38,7 +38,7 @@ namespace Eigen {
namespace internal {
// implements LeftSide op(triangular)^-1 * general
#define EIGEN_BLAS_TRSM_L(EIGTYPE, BLASTYPE, BLASPREFIX) \
#define EIGEN_BLAS_TRSM_L(EIGTYPE, BLASTYPE, BLASFUNC) \
template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \
struct triangular_solve_matrix<EIGTYPE,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor> \
{ \
@ -80,18 +80,24 @@ struct triangular_solve_matrix<EIGTYPE,Index,OnTheLeft,Mode,Conjugate,TriStorage
} \
if (IsUnitDiag) diag='U'; \
/* call ?trsm*/ \
BLASPREFIX##trsm_(&side, &uplo, &transa, &diag, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)_other, &ldb); \
BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)_other, &ldb); \
} \
};
EIGEN_BLAS_TRSM_L(double, double, d)
EIGEN_BLAS_TRSM_L(dcomplex, double, z)
EIGEN_BLAS_TRSM_L(float, float, s)
EIGEN_BLAS_TRSM_L(scomplex, float, c)
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_TRSM_L(double, double, dtrsm)
EIGEN_BLAS_TRSM_L(dcomplex, MKL_Complex16, ztrsm)
EIGEN_BLAS_TRSM_L(float, float, strsm)
EIGEN_BLAS_TRSM_L(scomplex, MKL_Complex8, ctrsm)
#else
EIGEN_BLAS_TRSM_L(double, double, dtrsm_)
EIGEN_BLAS_TRSM_L(dcomplex, double, ztrsm_)
EIGEN_BLAS_TRSM_L(float, float, strsm_)
EIGEN_BLAS_TRSM_L(scomplex, float, ctrsm_)
#endif
// implements RightSide general * op(triangular)^-1
#define EIGEN_BLAS_TRSM_R(EIGTYPE, BLASTYPE, BLASPREFIX) \
#define EIGEN_BLAS_TRSM_R(EIGTYPE, BLASTYPE, BLASFUNC) \
template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \
struct triangular_solve_matrix<EIGTYPE,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor> \
{ \
@ -133,16 +139,22 @@ struct triangular_solve_matrix<EIGTYPE,Index,OnTheRight,Mode,Conjugate,TriStorag
} \
if (IsUnitDiag) diag='U'; \
/* call ?trsm*/ \
BLASPREFIX##trsm_(&side, &uplo, &transa, &diag, &m, &n, &numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)_other, &ldb); \
BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)_other, &ldb); \
/*std::cout << "TRMS_L specialization!\n";*/ \
} \
};
EIGEN_BLAS_TRSM_R(double, double, d)
EIGEN_BLAS_TRSM_R(dcomplex, double, z)
EIGEN_BLAS_TRSM_R(float, float, s)
EIGEN_BLAS_TRSM_R(scomplex, float, c)
#ifdef EIGEN_USE_MKL
EIGEN_BLAS_TRSM_R(double, double, dtrsm)
EIGEN_BLAS_TRSM_R(dcomplex, MKL_Complex16, ztrsm)
EIGEN_BLAS_TRSM_R(float, float, strsm)
EIGEN_BLAS_TRSM_R(scomplex, MKL_Complex8, ctrsm)
#else
EIGEN_BLAS_TRSM_R(double, double, dtrsm_)
EIGEN_BLAS_TRSM_R(dcomplex, double, ztrsm_)
EIGEN_BLAS_TRSM_R(float, float, strsm_)
EIGEN_BLAS_TRSM_R(scomplex, float, ctrsm_)
#endif
} // end namespace internal

8
Eigen/src/Core/util/MKL_support.h
View File

@ -53,6 +53,7 @@
#define EIGEN_USE_MKL
#endif
#if defined EIGEN_USE_MKL
# include <mkl.h>
/*Check IMKL version for compatibility: < 10.3 is not usable with Eigen*/
@ -108,6 +109,10 @@
#endif
#endif
#if defined(EIGEN_USE_BLAS) && !defined(EIGEN_USE_MKL)
#include "../../misc/blas.h"
#endif
namespace Eigen {
typedef std::complex<double> dcomplex;
@ -121,8 +126,5 @@ typedef int BlasIndex;
} // end namespace Eigen
#if defined(EIGEN_USE_BLAS)
#include "../../misc/blas.h"
#endif
#endif // EIGEN_MKL_SUPPORT_H