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 eigenvalues/eigenvectors.
|
---|
30 | ********************************************************************************
|
---|
31 | */
|
---|
32 |
|
---|
33 | #ifndef EIGEN_SAEIGENSOLVER_MKL_H
|
---|
34 | #define EIGEN_SAEIGENSOLVER_MKL_H
|
---|
35 |
|
---|
36 | #include "Eigen/src/Core/util/MKL_support.h"
|
---|
37 |
|
---|
38 | namespace Eigen {
|
---|
39 |
|
---|
40 | /** \internal Specialization for the data types supported by MKL */
|
---|
41 |
|
---|
42 | #define EIGEN_MKL_EIG_SELFADJ(EIGTYPE, MKLTYPE, MKLRTYPE, MKLNAME, EIGCOLROW, MKLCOLROW ) \
|
---|
43 | template<> inline \
|
---|
44 | SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
|
---|
45 | SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, int options) \
|
---|
46 | { \
|
---|
47 | eigen_assert(matrix.cols() == matrix.rows()); \
|
---|
48 | eigen_assert((options&~(EigVecMask|GenEigMask))==0 \
|
---|
49 | && (options&EigVecMask)!=EigVecMask \
|
---|
50 | && "invalid option parameter"); \
|
---|
51 | bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; \
|
---|
52 | lapack_int n = matrix.cols(), lda, matrix_order, info; \
|
---|
53 | m_eivalues.resize(n,1); \
|
---|
54 | m_subdiag.resize(n-1); \
|
---|
55 | m_eivec = matrix; \
|
---|
56 | \
|
---|
57 | if(n==1) \
|
---|
58 | { \
|
---|
59 | m_eivalues.coeffRef(0,0) = numext::real(matrix.coeff(0,0)); \
|
---|
60 | if(computeEigenvectors) m_eivec.setOnes(n,n); \
|
---|
61 | m_info = Success; \
|
---|
62 | m_isInitialized = true; \
|
---|
63 | m_eigenvectorsOk = computeEigenvectors; \
|
---|
64 | return *this; \
|
---|
65 | } \
|
---|
66 | \
|
---|
67 | lda = matrix.outerStride(); \
|
---|
68 | matrix_order=MKLCOLROW; \
|
---|
69 | char jobz, uplo='L'/*, range='A'*/; \
|
---|
70 | jobz = computeEigenvectors ? 'V' : 'N'; \
|
---|
71 | \
|
---|
72 | info = LAPACKE_##MKLNAME( matrix_order, jobz, uplo, n, (MKLTYPE*)m_eivec.data(), lda, (MKLRTYPE*)m_eivalues.data() ); \
|
---|
73 | m_info = (info==0) ? Success : NoConvergence; \
|
---|
74 | m_isInitialized = true; \
|
---|
75 | m_eigenvectorsOk = computeEigenvectors; \
|
---|
76 | return *this; \
|
---|
77 | }
|
---|
78 |
|
---|
79 |
|
---|
80 | EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, ColMajor, LAPACK_COL_MAJOR)
|
---|
81 | EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, ColMajor, LAPACK_COL_MAJOR)
|
---|
82 | EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, ColMajor, LAPACK_COL_MAJOR)
|
---|
83 | EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, ColMajor, LAPACK_COL_MAJOR)
|
---|
84 |
|
---|
85 | EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, RowMajor, LAPACK_ROW_MAJOR)
|
---|
86 | EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, RowMajor, LAPACK_ROW_MAJOR)
|
---|
87 | EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, RowMajor, LAPACK_ROW_MAJOR)
|
---|
88 | EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, RowMajor, LAPACK_ROW_MAJOR)
|
---|
89 |
|
---|
90 | } // end namespace Eigen
|
---|
91 |
|
---|
92 | #endif // EIGEN_SAEIGENSOLVER_H
|
---|