1 | /*
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2 | Copyright (c) 2011, Intel Corporation. All rights reserved.
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3 |
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4 | Redistribution and use in source and binary forms, with or without modification,
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5 | are permitted provided that the following conditions are met:
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6 |
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7 | * Redistributions of source code must retain the above copyright notice, this
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8 | list of conditions and the following disclaimer.
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9 | * Redistributions in binary form must reproduce the above copyright notice,
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10 | this list of conditions and the following disclaimer in the documentation
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11 | and/or other materials provided with the distribution.
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12 | * Neither the name of Intel Corporation nor the names of its contributors may
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13 | be used to endorse or promote products derived from this software without
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14 | specific prior written permission.
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15 |
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16 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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17 | ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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18 | WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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19 | DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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20 | ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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21 | (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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22 | LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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23 | ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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24 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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25 | SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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26 | //
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27 | ********************************************************************************
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28 | * Content : Eigen bindings to Intel(R) MKL
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29 | * Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM.
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30 | ********************************************************************************
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31 | */
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32 |
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33 | #ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
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34 | #define EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
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35 |
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36 | namespace Eigen {
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37 |
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38 | namespace internal {
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39 |
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40 |
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41 | /* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */
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42 |
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43 | #define EIGEN_MKL_SYMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
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44 | template <typename Index, \
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45 | int LhsStorageOrder, bool ConjugateLhs, \
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46 | int RhsStorageOrder, bool ConjugateRhs> \
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47 | struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
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48 | {\
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49 | \
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50 | static void run( \
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51 | Index rows, Index cols, \
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52 | const EIGTYPE* _lhs, Index lhsStride, \
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53 | const EIGTYPE* _rhs, Index rhsStride, \
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54 | EIGTYPE* res, Index resStride, \
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55 | EIGTYPE alpha) \
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56 | { \
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57 | char side='L', uplo='L'; \
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58 | MKL_INT m, n, lda, ldb, ldc; \
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59 | const EIGTYPE *a, *b; \
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60 | MKLTYPE alpha_, beta_; \
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61 | MatrixX##EIGPREFIX b_tmp; \
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62 | EIGTYPE myone(1);\
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63 | \
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64 | /* Set transpose options */ \
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65 | /* Set m, n, k */ \
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66 | m = (MKL_INT)rows; \
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67 | n = (MKL_INT)cols; \
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68 | \
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69 | /* Set alpha_ & beta_ */ \
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70 | assign_scalar_eig2mkl(alpha_, alpha); \
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71 | assign_scalar_eig2mkl(beta_, myone); \
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72 | \
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73 | /* Set lda, ldb, ldc */ \
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74 | lda = (MKL_INT)lhsStride; \
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75 | ldb = (MKL_INT)rhsStride; \
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76 | ldc = (MKL_INT)resStride; \
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77 | \
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78 | /* Set a, b, c */ \
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79 | if (LhsStorageOrder==RowMajor) uplo='U'; \
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80 | a = _lhs; \
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81 | \
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82 | if (RhsStorageOrder==RowMajor) { \
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83 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
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84 | b_tmp = rhs.adjoint(); \
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85 | b = b_tmp.data(); \
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86 | ldb = b_tmp.outerStride(); \
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87 | } else b = _rhs; \
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88 | \
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89 | MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
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90 | \
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91 | } \
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92 | };
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93 |
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94 |
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95 | #define EIGEN_MKL_HEMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
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96 | template <typename Index, \
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97 | int LhsStorageOrder, bool ConjugateLhs, \
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98 | int RhsStorageOrder, bool ConjugateRhs> \
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99 | struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
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100 | {\
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101 | static void run( \
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102 | Index rows, Index cols, \
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103 | const EIGTYPE* _lhs, Index lhsStride, \
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104 | const EIGTYPE* _rhs, Index rhsStride, \
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105 | EIGTYPE* res, Index resStride, \
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106 | EIGTYPE alpha) \
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107 | { \
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108 | char side='L', uplo='L'; \
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109 | MKL_INT m, n, lda, ldb, ldc; \
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110 | const EIGTYPE *a, *b; \
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111 | MKLTYPE alpha_, beta_; \
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112 | MatrixX##EIGPREFIX b_tmp; \
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113 | Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \
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114 | EIGTYPE myone(1); \
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115 | \
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116 | /* Set transpose options */ \
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117 | /* Set m, n, k */ \
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118 | m = (MKL_INT)rows; \
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119 | n = (MKL_INT)cols; \
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120 | \
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121 | /* Set alpha_ & beta_ */ \
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122 | assign_scalar_eig2mkl(alpha_, alpha); \
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123 | assign_scalar_eig2mkl(beta_, myone); \
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124 | \
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125 | /* Set lda, ldb, ldc */ \
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126 | lda = (MKL_INT)lhsStride; \
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127 | ldb = (MKL_INT)rhsStride; \
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128 | ldc = (MKL_INT)resStride; \
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129 | \
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130 | /* Set a, b, c */ \
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131 | if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \
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132 | Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \
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133 | a_tmp = lhs.conjugate(); \
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134 | a = a_tmp.data(); \
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135 | lda = a_tmp.outerStride(); \
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136 | } else a = _lhs; \
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137 | if (LhsStorageOrder==RowMajor) uplo='U'; \
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138 | \
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139 | if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \
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140 | b = _rhs; } \
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141 | else { \
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142 | if (RhsStorageOrder==ColMajor && ConjugateRhs) { \
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143 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \
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144 | b_tmp = rhs.conjugate(); \
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145 | } else \
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146 | if (ConjugateRhs) { \
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147 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
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148 | b_tmp = rhs.adjoint(); \
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149 | } else { \
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150 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
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151 | b_tmp = rhs.transpose(); \
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152 | } \
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153 | b = b_tmp.data(); \
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154 | ldb = b_tmp.outerStride(); \
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155 | } \
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156 | \
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157 | MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
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158 | \
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159 | } \
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160 | };
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161 |
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162 | EIGEN_MKL_SYMM_L(double, double, d, d)
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163 | EIGEN_MKL_SYMM_L(float, float, f, s)
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164 | EIGEN_MKL_HEMM_L(dcomplex, MKL_Complex16, cd, z)
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165 | EIGEN_MKL_HEMM_L(scomplex, MKL_Complex8, cf, c)
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166 |
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167 |
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168 | /* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */
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169 |
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170 | #define EIGEN_MKL_SYMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
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171 | template <typename Index, \
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172 | int LhsStorageOrder, bool ConjugateLhs, \
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173 | int RhsStorageOrder, bool ConjugateRhs> \
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174 | struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
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175 | {\
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176 | \
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177 | static void run( \
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178 | Index rows, Index cols, \
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179 | const EIGTYPE* _lhs, Index lhsStride, \
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180 | const EIGTYPE* _rhs, Index rhsStride, \
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181 | EIGTYPE* res, Index resStride, \
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182 | EIGTYPE alpha) \
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183 | { \
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184 | char side='R', uplo='L'; \
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185 | MKL_INT m, n, lda, ldb, ldc; \
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186 | const EIGTYPE *a, *b; \
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187 | MKLTYPE alpha_, beta_; \
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188 | MatrixX##EIGPREFIX b_tmp; \
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189 | EIGTYPE myone(1);\
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190 | \
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191 | /* Set m, n, k */ \
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192 | m = (MKL_INT)rows; \
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193 | n = (MKL_INT)cols; \
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194 | \
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195 | /* Set alpha_ & beta_ */ \
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196 | assign_scalar_eig2mkl(alpha_, alpha); \
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197 | assign_scalar_eig2mkl(beta_, myone); \
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198 | \
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199 | /* Set lda, ldb, ldc */ \
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200 | lda = (MKL_INT)rhsStride; \
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201 | ldb = (MKL_INT)lhsStride; \
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202 | ldc = (MKL_INT)resStride; \
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203 | \
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204 | /* Set a, b, c */ \
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205 | if (RhsStorageOrder==RowMajor) uplo='U'; \
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206 | a = _rhs; \
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207 | \
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208 | if (LhsStorageOrder==RowMajor) { \
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209 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \
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210 | b_tmp = lhs.adjoint(); \
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211 | b = b_tmp.data(); \
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212 | ldb = b_tmp.outerStride(); \
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213 | } else b = _lhs; \
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214 | \
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215 | MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
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216 | \
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217 | } \
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218 | };
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219 |
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220 |
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221 | #define EIGEN_MKL_HEMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
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222 | template <typename Index, \
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223 | int LhsStorageOrder, bool ConjugateLhs, \
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224 | int RhsStorageOrder, bool ConjugateRhs> \
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225 | struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
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226 | {\
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227 | static void run( \
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228 | Index rows, Index cols, \
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229 | const EIGTYPE* _lhs, Index lhsStride, \
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230 | const EIGTYPE* _rhs, Index rhsStride, \
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231 | EIGTYPE* res, Index resStride, \
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232 | EIGTYPE alpha) \
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233 | { \
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234 | char side='R', uplo='L'; \
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235 | MKL_INT m, n, lda, ldb, ldc; \
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236 | const EIGTYPE *a, *b; \
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237 | MKLTYPE alpha_, beta_; \
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238 | MatrixX##EIGPREFIX b_tmp; \
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239 | Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \
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240 | EIGTYPE myone(1); \
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241 | \
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242 | /* Set m, n, k */ \
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243 | m = (MKL_INT)rows; \
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244 | n = (MKL_INT)cols; \
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245 | \
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246 | /* Set alpha_ & beta_ */ \
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247 | assign_scalar_eig2mkl(alpha_, alpha); \
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248 | assign_scalar_eig2mkl(beta_, myone); \
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249 | \
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250 | /* Set lda, ldb, ldc */ \
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251 | lda = (MKL_INT)rhsStride; \
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252 | ldb = (MKL_INT)lhsStride; \
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253 | ldc = (MKL_INT)resStride; \
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254 | \
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255 | /* Set a, b, c */ \
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256 | if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \
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257 | Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \
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258 | a_tmp = rhs.conjugate(); \
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259 | a = a_tmp.data(); \
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260 | lda = a_tmp.outerStride(); \
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261 | } else a = _rhs; \
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262 | if (RhsStorageOrder==RowMajor) uplo='U'; \
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263 | \
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264 | if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \
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265 | b = _lhs; } \
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266 | else { \
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267 | if (LhsStorageOrder==ColMajor && ConjugateLhs) { \
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268 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \
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269 | b_tmp = lhs.conjugate(); \
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270 | } else \
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271 | if (ConjugateLhs) { \
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272 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
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273 | b_tmp = lhs.adjoint(); \
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274 | } else { \
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275 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
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276 | b_tmp = lhs.transpose(); \
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277 | } \
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278 | b = b_tmp.data(); \
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279 | ldb = b_tmp.outerStride(); \
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280 | } \
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281 | \
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282 | MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
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283 | } \
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284 | };
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285 |
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286 | EIGEN_MKL_SYMM_R(double, double, d, d)
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287 | EIGEN_MKL_SYMM_R(float, float, f, s)
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288 | EIGEN_MKL_HEMM_R(dcomplex, MKL_Complex16, cd, z)
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289 | EIGEN_MKL_HEMM_R(scomplex, MKL_Complex8, cf, c)
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290 |
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291 | } // end namespace internal
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292 |
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293 | } // end namespace Eigen
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294 |
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295 | #endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
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