| /* |
| 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 Intel(R) MKL |
| * 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" |
| |
| namespace Eigen { |
| |
| /** \internal Specialization for the data types supported by MKL */ |
| |
| #define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \ |
| template<> inline \ |
| ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \ |
| ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \ |
| const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \ |
| \ |
| { \ |
| using std::abs; \ |
| typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ |
| typedef MatrixType::Scalar Scalar; \ |
| typedef MatrixType::RealScalar RealScalar; \ |
| Index rows = matrix.rows();\ |
| Index cols = matrix.cols();\ |
| Index size = matrix.diagonalSize();\ |
| \ |
| m_qr = matrix;\ |
| m_hCoeffs.resize(size);\ |
| \ |
| m_colsTranspositions.resize(cols);\ |
| /*Index number_of_transpositions = 0;*/ \ |
| \ |
| m_nonzero_pivots = 0; \ |
| m_maxpivot = RealScalar(0);\ |
| m_colsPermutation.resize(cols); \ |
| m_colsPermutation.indices().setZero(); \ |
| \ |
| lapack_int lda = m_qr.outerStride(), i; \ |
| lapack_int matrix_order = MKLCOLROW; \ |
| LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \ |
| m_isInitialized = true; \ |
| m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \ |
| m_hCoeffs.adjointInPlace(); \ |
| RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \ |
| lapack_int *perm = m_colsPermutation.indices().data(); \ |
| for(i=0;i<size;i++) { \ |
| m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\ |
| } \ |
| for(i=0;i<cols;i++) perm[i]--;\ |
| \ |
| /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \ |
| \ |
| 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, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR) |
| EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, 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, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR) |
| EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, RowMajor, LAPACK_ROW_MAJOR) |
| |
| } // end namespace Eigen |
| |
| #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H |