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 | * Householder QR decomposition of a matrix with column pivoting based on
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30 | * LAPACKE_?geqp3 function.
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31 | ********************************************************************************
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32 | */
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33 |
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34 | #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
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35 | #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
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36 |
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37 | #include "Eigen/src/Core/util/MKL_support.h"
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38 |
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39 | namespace Eigen {
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40 |
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41 | /** \internal Specialization for the data types supported by MKL */
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42 |
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43 | #define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
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44 | template<> inline \
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45 | ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \
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46 | ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \
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47 | const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \
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48 | \
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49 | { \
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50 | using std::abs; \
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51 | typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
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52 | typedef MatrixType::RealScalar RealScalar; \
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53 | Index rows = matrix.rows();\
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54 | Index cols = matrix.cols();\
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55 | Index size = matrix.diagonalSize();\
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56 | \
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57 | m_qr = matrix;\
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58 | m_hCoeffs.resize(size);\
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59 | \
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60 | m_colsTranspositions.resize(cols);\
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61 | /*Index number_of_transpositions = 0;*/ \
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62 | \
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63 | m_nonzero_pivots = 0; \
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64 | m_maxpivot = RealScalar(0);\
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65 | m_colsPermutation.resize(cols); \
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66 | m_colsPermutation.indices().setZero(); \
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67 | \
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68 | lapack_int lda = m_qr.outerStride(), i; \
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69 | lapack_int matrix_order = MKLCOLROW; \
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70 | LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
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71 | m_isInitialized = true; \
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72 | m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
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73 | m_hCoeffs.adjointInPlace(); \
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74 | RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \
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75 | lapack_int *perm = m_colsPermutation.indices().data(); \
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76 | for(i=0;i<size;i++) { \
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77 | m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\
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78 | } \
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79 | for(i=0;i<cols;i++) perm[i]--;\
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80 | \
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81 | /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \
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82 | \
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83 | return *this; \
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84 | }
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85 |
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86 | EIGEN_MKL_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR)
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87 | EIGEN_MKL_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR)
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88 | EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR)
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89 | EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, ColMajor, LAPACK_COL_MAJOR)
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90 |
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91 | EIGEN_MKL_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR)
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92 | EIGEN_MKL_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR)
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93 | EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR)
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94 | EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, RowMajor, LAPACK_ROW_MAJOR)
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95 |
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96 | } // end namespace Eigen
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97 |
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98 | #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
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