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 | * Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors.
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30 | ********************************************************************************
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31 | */
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32 |
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33 | #ifndef EIGEN_COMPLEX_SCHUR_MKL_H
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34 | #define EIGEN_COMPLEX_SCHUR_MKL_H
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35 |
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36 | #include "Eigen/src/Core/util/MKL_support.h"
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37 |
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38 | namespace Eigen {
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39 |
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40 | /** \internal Specialization for the data types supported by MKL */
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41 |
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42 | #define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
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43 | template<> inline \
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44 | ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
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45 | ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
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46 | { \
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47 | typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
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48 | typedef MatrixType::RealScalar RealScalar; \
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49 | typedef std::complex<RealScalar> ComplexScalar; \
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50 | \
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51 | eigen_assert(matrix.cols() == matrix.rows()); \
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52 | \
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53 | m_matUisUptodate = false; \
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54 | if(matrix.cols() == 1) \
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55 | { \
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56 | m_matT = matrix.cast<ComplexScalar>(); \
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57 | if(computeU) m_matU = ComplexMatrixType::Identity(1,1); \
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58 | m_info = Success; \
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59 | m_isInitialized = true; \
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60 | m_matUisUptodate = computeU; \
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61 | return *this; \
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62 | } \
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63 | lapack_int n = matrix.cols(), sdim, info; \
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64 | lapack_int lda = matrix.outerStride(); \
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65 | lapack_int matrix_order = MKLCOLROW; \
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66 | char jobvs, sort='N'; \
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67 | LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \
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68 | jobvs = (computeU) ? 'V' : 'N'; \
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69 | m_matU.resize(n, n); \
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70 | lapack_int ldvs = m_matU.outerStride(); \
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71 | m_matT = matrix; \
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72 | Matrix<EIGTYPE, Dynamic, Dynamic> w; \
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73 | w.resize(n, 1);\
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74 | info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
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75 | if(info == 0) \
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76 | m_info = Success; \
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77 | else \
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78 | m_info = NoConvergence; \
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79 | \
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80 | m_isInitialized = true; \
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81 | m_matUisUptodate = computeU; \
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82 | return *this; \
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83 | \
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84 | }
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85 |
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86 | EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR)
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87 | EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, ColMajor, LAPACK_COL_MAJOR)
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88 | EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR)
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89 | EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, RowMajor, LAPACK_ROW_MAJOR)
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90 |
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91 | } // end namespace Eigen
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92 |
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93 | #endif // EIGEN_COMPLEX_SCHUR_MKL_H
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