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 | * LU decomposition with partial pivoting based on LAPACKE_?getrf function.
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30 | ********************************************************************************
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31 | */
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32 |
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33 | #ifndef EIGEN_PARTIALLU_LAPACK_H
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34 | #define EIGEN_PARTIALLU_LAPACK_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 | namespace internal {
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41 |
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42 | /** \internal Specialization for the data types supported by MKL */
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43 |
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44 | #define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
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45 | template<int StorageOrder> \
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46 | struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
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47 | { \
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48 | /* \internal performs the LU decomposition in-place of the matrix represented */ \
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49 | static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
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50 | { \
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51 | EIGEN_UNUSED_VARIABLE(maxBlockSize);\
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52 | lapack_int matrix_order, first_zero_pivot; \
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53 | lapack_int m, n, lda, *ipiv, info; \
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54 | EIGTYPE* a; \
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55 | /* Set up parameters for ?getrf */ \
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56 | matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
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57 | lda = luStride; \
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58 | a = lu_data; \
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59 | ipiv = row_transpositions; \
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60 | m = rows; \
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61 | n = cols; \
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62 | nb_transpositions = 0; \
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63 | \
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64 | info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
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65 | \
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66 | for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
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67 | \
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68 | eigen_assert(info >= 0); \
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69 | /* something should be done with nb_transpositions */ \
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70 | \
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71 | first_zero_pivot = info; \
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72 | return first_zero_pivot; \
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73 | } \
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74 | };
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75 |
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76 | EIGEN_MKL_LU_PARTPIV(double, double, d)
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77 | EIGEN_MKL_LU_PARTPIV(float, float, s)
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78 | EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
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79 | EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)
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80 |
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81 | } // end namespace internal
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82 |
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83 | } // end namespace Eigen
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84 |
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85 | #endif // EIGEN_PARTIALLU_LAPACK_H
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