Diff: src/QR/ColPivHouseholderQR_MKL.h

Revision:

0:13a5d365ba16

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/QR/ColPivHouseholderQR_MKL.h	Thu Oct 13 04:07:23 2016 +0000
@@ -0,0 +1,98 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *    Householder QR decomposition of a matrix with column pivoting based on
+ *    LAPACKE_?geqp3 function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
+#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
+template<> inline \
+ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \
+ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \
+              const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \
+\
+{ \
+  using std::abs; \
+  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
+  typedef MatrixType::RealScalar RealScalar; \
+  Index rows = matrix.rows();\
+  Index cols = matrix.cols();\
+  Index size = matrix.diagonalSize();\
+\
+  m_qr = matrix;\
+  m_hCoeffs.resize(size);\
+\
+  m_colsTranspositions.resize(cols);\
+  /*Index number_of_transpositions = 0;*/ \
+\
+  m_nonzero_pivots = 0; \
+  m_maxpivot = RealScalar(0);\
+  m_colsPermutation.resize(cols); \
+  m_colsPermutation.indices().setZero(); \
+\
+  lapack_int lda = m_qr.outerStride(), i; \
+  lapack_int matrix_order = MKLCOLROW; \
+  LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
+  m_isInitialized = true; \
+  m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
+  m_hCoeffs.adjointInPlace(); \
+  RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \
+  lapack_int *perm = m_colsPermutation.indices().data(); \
+  for(i=0;i<size;i++) { \
+    m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\
+  } \
+  for(i=0;i<cols;i++) perm[i]--;\
+\
+  /*m_det_pq = (number_of_transpositions%2) ? -1 : 1;  // TODO: It's not needed now; fix upon availability in Eigen */ \
+\
+  return *this; \
+}
+
+EIGEN_MKL_QR_COLPIV(double,   double,        d, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_QR_COLPIV(float,    float,         s, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8,  c, ColMajor, LAPACK_COL_MAJOR)
+
+EIGEN_MKL_QR_COLPIV(double,   double,        d, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_QR_COLPIV(float,    float,         s, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8,  c, RowMajor, LAPACK_ROW_MAJOR)
+
+} // end namespace Eigen
+
+#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
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