Diff: src/QR/HouseholderQR_MKL.h

Revision:

0:13a5d365ba16

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+++ b/src/QR/HouseholderQR_MKL.h	Thu Oct 13 04:07:23 2016 +0000
@@ -0,0 +1,71 @@
+/*
+ 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 w/o pivoting based on
+ *    LAPACKE_?geqrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_QR_MKL_H
+#define EIGEN_QR_MKL_H
+
+#include "../Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+  namespace internal {
+
+    /** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template<typename MatrixQR, typename HCoeffs> \
+struct householder_qr_inplace_blocked<MatrixQR, HCoeffs, EIGTYPE, true> \
+{ \
+  static void run(MatrixQR& mat, HCoeffs& hCoeffs, \
+      typename MatrixQR::Index = 32, \
+      typename MatrixQR::Scalar* = 0) \
+  { \
+    lapack_int m = (lapack_int) mat.rows(); \
+    lapack_int n = (lapack_int) mat.cols(); \
+    lapack_int lda = (lapack_int) mat.outerStride(); \
+    lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
+    LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \
+    hCoeffs.adjointInPlace(); \
+  } \
+};
+
+EIGEN_MKL_QR_NOPIV(double, double, d)
+EIGEN_MKL_QR_NOPIV(float, float, s)
+EIGEN_MKL_QR_NOPIV(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_QR_NOPIV(scomplex, MKL_Complex8, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_QR_MKL_H
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