| /* |
| Copyright (c) 2011, Intel Corporation. All rights reserved. |
| |
| Redistribution and use in source and binary forms, with or without modification, |
| are permitted provided that the following conditions are met: |
| |
| * Redistributions of source code must retain the above copyright notice, this |
| list of conditions and the following disclaimer. |
| * Redistributions in binary form must reproduce the above copyright notice, |
| this list of conditions and the following disclaimer in the documentation |
| and/or other materials provided with the distribution. |
| * Neither the name of Intel Corporation nor the names of its contributors may |
| be used to endorse or promote products derived from this software without |
| specific prior written permission. |
| |
| THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND |
| ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED |
| WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE |
| DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR |
| ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES |
| (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; |
| LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON |
| ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT |
| (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS |
| SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
| |
| ******************************************************************************** |
| * Content : Eigen bindings to LAPACKe |
| * LLt decomposition based on LAPACKE_?potrf function. |
| ******************************************************************************** |
| */ |
| |
| #ifndef EIGEN_LLT_LAPACKE_H |
| #define EIGEN_LLT_LAPACKE_H |
| |
| namespace Eigen { |
| |
| namespace internal { |
| |
| template<typename Scalar> struct lapacke_llt; |
| |
| #define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \ |
| template<> struct lapacke_llt<EIGTYPE> \ |
| { \ |
| template<typename MatrixType> \ |
| static inline Index potrf(MatrixType& m, char uplo) \ |
| { \ |
| lapack_int matrix_order; \ |
| lapack_int size, lda, info, StorageOrder; \ |
| EIGTYPE* a; \ |
| eigen_assert(m.rows()==m.cols()); \ |
| /* Set up parameters for ?potrf */ \ |
| size = convert_index<lapack_int>(m.rows()); \ |
| StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \ |
| matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ |
| a = &(m.coeffRef(0,0)); \ |
| lda = convert_index<lapack_int>(m.outerStride()); \ |
| \ |
| info = LAPACKE_##LAPACKE_PREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \ |
| info = (info==0) ? -1 : info>0 ? info-1 : size; \ |
| return info; \ |
| } \ |
| }; \ |
| template<> struct llt_inplace<EIGTYPE, Lower> \ |
| { \ |
| template<typename MatrixType> \ |
| static Index blocked(MatrixType& m) \ |
| { \ |
| return lapacke_llt<EIGTYPE>::potrf(m, 'L'); \ |
| } \ |
| template<typename MatrixType, typename VectorType> \ |
| static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ |
| { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \ |
| }; \ |
| template<> struct llt_inplace<EIGTYPE, Upper> \ |
| { \ |
| template<typename MatrixType> \ |
| static Index blocked(MatrixType& m) \ |
| { \ |
| return lapacke_llt<EIGTYPE>::potrf(m, 'U'); \ |
| } \ |
| template<typename MatrixType, typename VectorType> \ |
| static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ |
| { \ |
| Transpose<MatrixType> matt(mat); \ |
| return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \ |
| } \ |
| }; |
| |
| EIGEN_LAPACKE_LLT(double, double, d) |
| EIGEN_LAPACKE_LLT(float, float, s) |
| EIGEN_LAPACKE_LLT(dcomplex, lapack_complex_double, z) |
| EIGEN_LAPACKE_LLT(scomplex, lapack_complex_float, c) |
| |
| } // end namespace internal |
| |
| } // end namespace Eigen |
| |
| #endif // EIGEN_LLT_LAPACKE_H |