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