eigen/blas/level2_impl.h
karturov 015c331252 Intel(R) MKL support added.
* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.
2011-12-05 14:52:21 +07:00

473 lines
20 KiB
C++

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009-2010 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/>.
#include "common.h"
int EIGEN_BLAS_FUNC(gemv)(char *opa, int *m, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *incb, RealScalar *pbeta, RealScalar *pc, int *incc)
{
typedef void (*functype)(int, int, const Scalar *, int, const Scalar *, int , Scalar *, int, Scalar);
static functype func[4];
static bool init = false;
if(!init)
{
for(int k=0; k<4; ++k)
func[k] = 0;
func[NOTR] = (internal::general_matrix_vector_product<int,Scalar,ColMajor,false,Scalar,false>::run);
func[TR ] = (internal::general_matrix_vector_product<int,Scalar,RowMajor,false,Scalar,false>::run);
func[ADJ ] = (internal::general_matrix_vector_product<int,Scalar,RowMajor,Conj, Scalar,false>::run);
init = true;
}
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* b = reinterpret_cast<Scalar*>(pb);
Scalar* c = reinterpret_cast<Scalar*>(pc);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
// check arguments
int info = 0;
if(OP(*opa)==INVALID) info = 1;
else if(*m<0) info = 2;
else if(*n<0) info = 3;
else if(*lda<std::max(1,*m)) info = 6;
else if(*incb==0) info = 8;
else if(*incc==0) info = 11;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"GEMV ",&info,6);
if(*m==0 || *n==0 || (alpha==Scalar(0) && beta==Scalar(1)))
return 0;
int actual_m = *m;
int actual_n = *n;
if(OP(*opa)!=NOTR)
std::swap(actual_m,actual_n);
Scalar* actual_b = get_compact_vector(b,actual_n,*incb);
Scalar* actual_c = get_compact_vector(c,actual_m,*incc);
if(beta!=Scalar(1))
{
if(beta==Scalar(0)) vector(actual_c, actual_m).setZero();
else vector(actual_c, actual_m) *= beta;
}
int code = OP(*opa);
func[code](actual_m, actual_n, a, *lda, actual_b, 1, actual_c, 1, alpha);
if(actual_b!=b) delete[] actual_b;
if(actual_c!=c) delete[] copy_back(actual_c,c,actual_m,*incc);
return 1;
}
int EIGEN_BLAS_FUNC(trsv)(char *uplo, char *opa, char *diag, int *n, RealScalar *pa, int *lda, RealScalar *pb, int *incb)
{
typedef void (*functype)(int, const Scalar *, int, Scalar *);
static functype func[16];
static bool init = false;
if(!init)
{
for(int k=0; k<16; ++k)
func[k] = 0;
func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|0, false,ColMajor>::run);
func[TR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|0, false,RowMajor>::run);
func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|0, Conj, RowMajor>::run);
func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|0, false,ColMajor>::run);
func[TR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|0, false,RowMajor>::run);
func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|0, Conj, RowMajor>::run);
func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|UnitDiag,false,ColMajor>::run);
func[TR | (UP << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|UnitDiag,false,RowMajor>::run);
func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|UnitDiag,Conj, RowMajor>::run);
func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|UnitDiag,false,ColMajor>::run);
func[TR | (LO << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|UnitDiag,false,RowMajor>::run);
func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|UnitDiag,Conj, RowMajor>::run);
init = true;
}
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* b = reinterpret_cast<Scalar*>(pb);
int info = 0;
if(UPLO(*uplo)==INVALID) info = 1;
else if(OP(*opa)==INVALID) info = 2;
else if(DIAG(*diag)==INVALID) info = 3;
else if(*n<0) info = 4;
else if(*lda<std::max(1,*n)) info = 6;
else if(*incb==0) info = 8;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"TRSV ",&info,6);
Scalar* actual_b = get_compact_vector(b,*n,*incb);
int code = OP(*opa) | (UPLO(*uplo) << 2) | (DIAG(*diag) << 3);
func[code](*n, a, *lda, actual_b);
if(actual_b!=b) delete[] copy_back(actual_b,b,*n,*incb);
return 0;
}
int EIGEN_BLAS_FUNC(trmv)(char *uplo, char *opa, char *diag, int *n, RealScalar *pa, int *lda, RealScalar *pb, int *incb)
{
typedef void (*functype)(int, int, const Scalar *, int, const Scalar *, int, Scalar *, int, Scalar);
static functype func[16];
static bool init = false;
if(!init)
{
for(int k=0; k<16; ++k)
func[k] = 0;
func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|0, Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|0, Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|0, Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|0, Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|0, Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|0, Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|UnitDiag,Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (UP << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|UnitDiag,Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|UnitDiag,Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|UnitDiag,Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (LO << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|UnitDiag,Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|UnitDiag,Scalar,Conj, Scalar,false,RowMajor>::run);
init = true;
}
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* b = reinterpret_cast<Scalar*>(pb);
int info = 0;
if(UPLO(*uplo)==INVALID) info = 1;
else if(OP(*opa)==INVALID) info = 2;
else if(DIAG(*diag)==INVALID) info = 3;
else if(*n<0) info = 4;
else if(*lda<std::max(1,*n)) info = 6;
else if(*incb==0) info = 8;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"TRMV ",&info,6);
if(*n==0)
return 1;
Scalar* actual_b = get_compact_vector(b,*n,*incb);
Matrix<Scalar,Dynamic,1> res(*n);
res.setZero();
int code = OP(*opa) | (UPLO(*uplo) << 2) | (DIAG(*diag) << 3);
if(code>=16 || func[code]==0)
return 0;
func[code](*n, *n, a, *lda, actual_b, 1, res.data(), 1, Scalar(1));
copy_back(res.data(),b,*n,*incb);
if(actual_b!=b) delete[] actual_b;
return 0;
}
/** GBMV performs one of the matrix-vector operations
*
* y := alpha*A*x + beta*y, or y := alpha*A'*x + beta*y,
*
* where alpha and beta are scalars, x and y are vectors and A is an
* m by n band matrix, with kl sub-diagonals and ku super-diagonals.
*/
int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealScalar *palpha, RealScalar *pa, int *lda,
RealScalar *px, int *incx, RealScalar *pbeta, RealScalar *py, int *incy)
{
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
int coeff_rows = *kl+*ku+1;
int info = 0;
if(OP(*trans)==INVALID) info = 1;
else if(*m<0) info = 2;
else if(*n<0) info = 3;
else if(*kl<0) info = 4;
else if(*ku<0) info = 5;
else if(*lda<coeff_rows) info = 8;
else if(*incx==0) info = 10;
else if(*incy==0) info = 13;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"GBMV ",&info,6);
if(*m==0 || *n==0 || (alpha==Scalar(0) && beta==Scalar(1)))
return 0;
int actual_m = *m;
int actual_n = *n;
if(OP(*trans)!=NOTR)
std::swap(actual_m,actual_n);
Scalar* actual_x = get_compact_vector(x,actual_n,*incx);
Scalar* actual_y = get_compact_vector(y,actual_m,*incy);
if(beta!=Scalar(1))
{
if(beta==Scalar(0)) vector(actual_y, actual_m).setZero();
else vector(actual_y, actual_m) *= beta;
}
MatrixType mat_coeffs(a,coeff_rows,*n,*lda);
int nb = std::min(*n,(*m)+(*ku));
for(int j=0; j<nb; ++j)
{
int start = std::max(0,j - *ku);
int end = std::min((*m)-1,j + *kl);
int len = end - start + 1;
int offset = (*ku) - j + start;
if(OP(*trans)==NOTR)
vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
else if(OP(*trans)==TR)
actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * vector(actual_x+start,len) ).value();
else
actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint() * vector(actual_x+start,len) ).value();
}
if(actual_x!=x) delete[] actual_x;
if(actual_y!=y) delete[] copy_back(actual_y,y,actual_m,*incy);
return 0;
}
#if 0
/** TBMV performs one of the matrix-vector operations
*
* x := A*x, or x := A'*x,
*
* where x is an n element vector and A is an n by n unit, or non-unit,
* upper or lower triangular band matrix, with ( k + 1 ) diagonals.
*/
int EIGEN_BLAS_FUNC(tbmv)(char *uplo, char *opa, char *diag, int *n, int *k, RealScalar *pa, int *lda, RealScalar *px, int *incx)
{
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* x = reinterpret_cast<Scalar*>(px);
int coeff_rows = *k + 1;
int info = 0;
if(UPLO(*uplo)==INVALID) info = 1;
else if(OP(*opa)==INVALID) info = 2;
else if(DIAG(*diag)==INVALID) info = 3;
else if(*n<0) info = 4;
else if(*k<0) info = 5;
else if(*lda<coeff_rows) info = 7;
else if(*incx==0) info = 9;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"TBMV ",&info,6);
if(*n==0)
return 0;
int actual_n = *n;
Scalar* actual_x = get_compact_vector(x,actual_n,*incx);
MatrixType mat_coeffs(a,coeff_rows,*n,*lda);
int ku = UPLO(*uplo)==UPPER ? *k : 0;
int kl = UPLO(*uplo)==LOWER ? *k : 0;
for(int j=0; j<*n; ++j)
{
int start = std::max(0,j - ku);
int end = std::min((*m)-1,j + kl);
int len = end - start + 1;
int offset = (ku) - j + start;
if(OP(*trans)==NOTR)
vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
else if(OP(*trans)==TR)
actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * vector(actual_x+start,len) ).value();
else
actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint() * vector(actual_x+start,len) ).value();
}
if(actual_x!=x) delete[] actual_x;
if(actual_y!=y) delete[] copy_back(actual_y,y,actual_m,*incy);
return 0;
}
#endif
/** DTBSV solves one of the systems of equations
*
* A*x = b, or A'*x = b,
*
* where b and x are n element vectors and A is an n by n unit, or
* non-unit, upper or lower triangular band matrix, with ( k + 1 )
* diagonals.
*
* No test for singularity or near-singularity is included in this
* routine. Such tests must be performed before calling this routine.
*/
int EIGEN_BLAS_FUNC(tbsv)(char *uplo, char *op, char *diag, int *n, int *k, RealScalar *pa, int *lda, RealScalar *px, int *incx)
{
typedef void (*functype)(int, int, const Scalar *, int, Scalar *);
static functype func[16];
static bool init = false;
if(!init)
{
for(int k=0; k<16; ++k)
func[k] = 0;
func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|0, Scalar,false,Scalar,ColMajor>::run);
func[TR | (UP << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|0, Scalar,false,Scalar,RowMajor>::run);
func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|0, Scalar,Conj, Scalar,RowMajor>::run);
func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|0, Scalar,false,Scalar,ColMajor>::run);
func[TR | (LO << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|0, Scalar,false,Scalar,RowMajor>::run);
func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|0, Scalar,Conj, Scalar,RowMajor>::run);
func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|UnitDiag,Scalar,false,Scalar,ColMajor>::run);
func[TR | (UP << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|UnitDiag,Scalar,false,Scalar,RowMajor>::run);
func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|UnitDiag,Scalar,Conj, Scalar,RowMajor>::run);
func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|UnitDiag,Scalar,false,Scalar,ColMajor>::run);
func[TR | (LO << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|UnitDiag,Scalar,false,Scalar,RowMajor>::run);
func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|UnitDiag,Scalar,Conj, Scalar,RowMajor>::run);
init = true;
}
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* x = reinterpret_cast<Scalar*>(px);
int coeff_rows = *k+1;
int info = 0;
if(UPLO(*uplo)==INVALID) info = 1;
else if(OP(*op)==INVALID) info = 2;
else if(DIAG(*diag)==INVALID) info = 3;
else if(*n<0) info = 4;
else if(*k<0) info = 5;
else if(*lda<coeff_rows) info = 7;
else if(*incx==0) info = 9;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"TBSV ",&info,6);
if(*n==0 || (*k==0 && DIAG(*diag)==UNIT))
return 0;
int actual_n = *n;
Scalar* actual_x = get_compact_vector(x,actual_n,*incx);
int code = OP(*op) | (UPLO(*uplo) << 2) | (DIAG(*diag) << 3);
if(code>=16 || func[code]==0)
return 0;
func[code](*n, *k, a, *lda, actual_x);
if(actual_x!=x) delete[] copy_back(actual_x,x,actual_n,*incx);
return 0;
}
/** DTPMV performs one of the matrix-vector operations
*
* x := A*x, or x := A'*x,
*
* where x is an n element vector and A is an n by n unit, or non-unit,
* upper or lower triangular matrix, supplied in packed form.
*/
// int EIGEN_BLAS_FUNC(tpmv)(char *uplo, char *trans, char *diag, int *n, RealScalar *ap, RealScalar *x, int *incx)
// {
// return 1;
// }
/** DTPSV solves one of the systems of equations
*
* A*x = b, or A'*x = b,
*
* where b and x are n element vectors and A is an n by n unit, or
* non-unit, upper or lower triangular matrix, supplied in packed form.
*
* No test for singularity or near-singularity is included in this
* routine. Such tests must be performed before calling this routine.
*/
// int EIGEN_BLAS_FUNC(tpsv)(char *uplo, char *trans, char *diag, int *n, RealScalar *ap, RealScalar *x, int *incx)
// {
// return 1;
// }
/** DGER performs the rank 1 operation
*
* A := alpha*x*y' + A,
*
* where alpha is a scalar, x is an m element vector, y is an n element
* vector and A is an m by n matrix.
*/
int EIGEN_BLAS_FUNC(ger)(int *m, int *n, Scalar *palpha, Scalar *px, int *incx, Scalar *py, int *incy, Scalar *pa, int *lda)
{
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
int info = 0;
if(*m<0) info = 1;
else if(*n<0) info = 2;
else if(*incx==0) info = 5;
else if(*incy==0) info = 7;
else if(*lda<std::max(1,*m)) info = 9;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"GER ",&info,6);
if(alpha==Scalar(0))
return 1;
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
// TODO perform direct calls to underlying implementation
matrix(a,*m,*n,*lda) += alpha * vector(x_cpy,*m) * vector(y_cpy,*n).adjoint();
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
return 1;
}