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Eigne Matrix Class Library

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src/Eigenvalues/ComplexSchur_MKL.h@1:3b8049da21b8, 2019-09-24 (annotated)

Committer:
jsoh91
Date:
Tue Sep 24 00:18:23 2019 +0000
Revision:
1:3b8049da21b8
Parent:
0:13a5d365ba16 
ignore and revise some of error parts

Who changed what in which revision?

UserRevisionLine numberNew contents of line
ykuroda 0:13a5d365ba16 1 /*
ykuroda 0:13a5d365ba16 2 Copyright (c) 2011, Intel Corporation. All rights reserved.
ykuroda 0:13a5d365ba16 3
ykuroda 0:13a5d365ba16 4 Redistribution and use in source and binary forms, with or without modification,
ykuroda 0:13a5d365ba16 5 are permitted provided that the following conditions are met:
ykuroda 0:13a5d365ba16 6
ykuroda 0:13a5d365ba16 7 * Redistributions of source code must retain the above copyright notice, this
ykuroda 0:13a5d365ba16 8 list of conditions and the following disclaimer.
ykuroda 0:13a5d365ba16 9 * Redistributions in binary form must reproduce the above copyright notice,
ykuroda 0:13a5d365ba16 10 this list of conditions and the following disclaimer in the documentation
ykuroda 0:13a5d365ba16 11 and/or other materials provided with the distribution.
ykuroda 0:13a5d365ba16 12 * Neither the name of Intel Corporation nor the names of its contributors may
ykuroda 0:13a5d365ba16 13 be used to endorse or promote products derived from this software without
ykuroda 0:13a5d365ba16 14 specific prior written permission.
ykuroda 0:13a5d365ba16 15
ykuroda 0:13a5d365ba16 16 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
ykuroda 0:13a5d365ba16 17 ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
ykuroda 0:13a5d365ba16 18 WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
ykuroda 0:13a5d365ba16 19 DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
ykuroda 0:13a5d365ba16 20 ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
ykuroda 0:13a5d365ba16 21 (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
ykuroda 0:13a5d365ba16 22 LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
ykuroda 0:13a5d365ba16 23 ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
ykuroda 0:13a5d365ba16 24 (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
ykuroda 0:13a5d365ba16 25 SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
ykuroda 0:13a5d365ba16 26
ykuroda 0:13a5d365ba16 27 ********************************************************************************
ykuroda 0:13a5d365ba16 28 * Content : Eigen bindings to Intel(R) MKL
ykuroda 0:13a5d365ba16 29 * Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors.
ykuroda 0:13a5d365ba16 30 ********************************************************************************
ykuroda 0:13a5d365ba16 31 */
ykuroda 0:13a5d365ba16 32
ykuroda 0:13a5d365ba16 33 #ifndef EIGEN_COMPLEX_SCHUR_MKL_H
ykuroda 0:13a5d365ba16 34 #define EIGEN_COMPLEX_SCHUR_MKL_H
ykuroda 0:13a5d365ba16 35
ykuroda 0:13a5d365ba16 36 #include "Eigen/src/Core/util/MKL_support.h"
ykuroda 0:13a5d365ba16 37
ykuroda 0:13a5d365ba16 38 namespace Eigen {
ykuroda 0:13a5d365ba16 39
ykuroda 0:13a5d365ba16 40 /** \internal Specialization for the data types supported by MKL */
ykuroda 0:13a5d365ba16 41
ykuroda 0:13a5d365ba16 42 #define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
ykuroda 0:13a5d365ba16 43 template<> inline \
ykuroda 0:13a5d365ba16 44 ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
ykuroda 0:13a5d365ba16 45 ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
ykuroda 0:13a5d365ba16 46 { \
ykuroda 0:13a5d365ba16 47 typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
ykuroda 0:13a5d365ba16 48 typedef MatrixType::RealScalar RealScalar; \
ykuroda 0:13a5d365ba16 49 typedef std::complex<RealScalar> ComplexScalar; \
ykuroda 0:13a5d365ba16 50 \
ykuroda 0:13a5d365ba16 51 eigen_assert(matrix.cols() == matrix.rows()); \
ykuroda 0:13a5d365ba16 52 \
ykuroda 0:13a5d365ba16 53 m_matUisUptodate = false; \
ykuroda 0:13a5d365ba16 54 if(matrix.cols() == 1) \
ykuroda 0:13a5d365ba16 55 { \
ykuroda 0:13a5d365ba16 56 m_matT = matrix.cast<ComplexScalar>(); \
ykuroda 0:13a5d365ba16 57 if(computeU) m_matU = ComplexMatrixType::Identity(1,1); \
ykuroda 0:13a5d365ba16 58 m_info = Success; \
ykuroda 0:13a5d365ba16 59 m_isInitialized = true; \
ykuroda 0:13a5d365ba16 60 m_matUisUptodate = computeU; \
ykuroda 0:13a5d365ba16 61 return *this; \
ykuroda 0:13a5d365ba16 62 } \
ykuroda 0:13a5d365ba16 63 lapack_int n = matrix.cols(), sdim, info; \
ykuroda 0:13a5d365ba16 64 lapack_int lda = matrix.outerStride(); \
ykuroda 0:13a5d365ba16 65 lapack_int matrix_order = MKLCOLROW; \
ykuroda 0:13a5d365ba16 66 char jobvs, sort='N'; \
ykuroda 0:13a5d365ba16 67 LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \
ykuroda 0:13a5d365ba16 68 jobvs = (computeU) ? 'V' : 'N'; \
ykuroda 0:13a5d365ba16 69 m_matU.resize(n, n); \
ykuroda 0:13a5d365ba16 70 lapack_int ldvs = m_matU.outerStride(); \
ykuroda 0:13a5d365ba16 71 m_matT = matrix; \
ykuroda 0:13a5d365ba16 72 Matrix<EIGTYPE, Dynamic, Dynamic> w; \
ykuroda 0:13a5d365ba16 73 w.resize(n, 1);\
ykuroda 0:13a5d365ba16 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 ); \
ykuroda 0:13a5d365ba16 75 if(info == 0) \
ykuroda 0:13a5d365ba16 76 m_info = Success; \
ykuroda 0:13a5d365ba16 77 else \
ykuroda 0:13a5d365ba16 78 m_info = NoConvergence; \
ykuroda 0:13a5d365ba16 79 \
ykuroda 0:13a5d365ba16 80 m_isInitialized = true; \
ykuroda 0:13a5d365ba16 81 m_matUisUptodate = computeU; \
ykuroda 0:13a5d365ba16 82 return *this; \
ykuroda 0:13a5d365ba16 83 \
ykuroda 0:13a5d365ba16 84 }
ykuroda 0:13a5d365ba16 85
ykuroda 0:13a5d365ba16 86 EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR)
ykuroda 0:13a5d365ba16 87 EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, ColMajor, LAPACK_COL_MAJOR)
ykuroda 0:13a5d365ba16 88 EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR)
ykuroda 0:13a5d365ba16 89 EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, RowMajor, LAPACK_ROW_MAJOR)
ykuroda 0:13a5d365ba16 90
ykuroda 0:13a5d365ba16 91 } // end namespace Eigen
ykuroda 0:13a5d365ba16 92
ykuroda 0:13a5d365ba16 93 #endif // EIGEN_COMPLEX_SCHUR_MKL_H