ComplexSchur_MKL.h

00001 /*
00002  Copyright (c) 2011, Intel Corporation. All rights reserved.
00003 
00004  Redistribution and use in source and binary forms, with or without modification,
00005  are permitted provided that the following conditions are met:
00006 
00007  * Redistributions of source code must retain the above copyright notice, this
00008    list of conditions and the following disclaimer.
00009  * Redistributions in binary form must reproduce the above copyright notice,
00010    this list of conditions and the following disclaimer in the documentation
00011    and/or other materials provided with the distribution.
00012  * Neither the name of Intel Corporation nor the names of its contributors may
00013    be used to endorse or promote products derived from this software without
00014    specific prior written permission.
00015 
00016  THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
00017  ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
00018  WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
00019  DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
00020  ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
00021  (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
00022  LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
00023  ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
00024  (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00025  SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00026 
00027  ********************************************************************************
00028  *   Content : Eigen bindings to Intel(R) MKL
00029  *    Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors.
00030  ********************************************************************************
00031 */
00032 
00033 #ifndef EIGEN_COMPLEX_SCHUR_MKL_H
00034 #define EIGEN_COMPLEX_SCHUR_MKL_H
00035 
00036 #include "Eigen/src/Core/util/MKL_support.h"
00037 
00038 namespace Eigen { 
00039 
00040 /** \internal Specialization for the data types supported by MKL */
00041 
00042 #define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
00043 template<> inline \
00044 ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
00045 ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
00046 { \
00047   typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
00048   typedef MatrixType::RealScalar RealScalar; \
00049   typedef std::complex<RealScalar> ComplexScalar; \
00050 \
00051   eigen_assert(matrix.cols() == matrix.rows()); \
00052 \
00053   m_matUisUptodate = false; \
00054   if(matrix.cols() == 1) \
00055   { \
00056     m_matT = matrix.cast<ComplexScalar>(); \
00057     if(computeU)  m_matU = ComplexMatrixType::Identity(1,1); \
00058       m_info = Success; \
00059       m_isInitialized = true; \
00060       m_matUisUptodate = computeU; \
00061       return *this; \
00062   } \
00063   lapack_int n = matrix.cols(), sdim, info; \
00064   lapack_int lda = matrix.outerStride(); \
00065   lapack_int matrix_order = MKLCOLROW; \
00066   char jobvs, sort='N'; \
00067   LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \
00068   jobvs = (computeU) ? 'V' : 'N'; \
00069   m_matU.resize(n, n); \
00070   lapack_int ldvs  = m_matU.outerStride(); \
00071   m_matT = matrix; \
00072   Matrix<EIGTYPE, Dynamic, Dynamic> w; \
00073   w.resize(n, 1);\
00074   info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
00075   if(info == 0) \
00076     m_info = Success; \
00077   else \
00078     m_info = NoConvergence; \
00079 \
00080   m_isInitialized = true; \
00081   m_matUisUptodate = computeU; \
00082   return *this; \
00083 \
00084 }
00085 
00086 EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR)
00087 EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8,  c, C, ColMajor, LAPACK_COL_MAJOR)
00088 EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR)
00089 EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8,  c, C, RowMajor, LAPACK_ROW_MAJOR)
00090 
00091 } // end namespace Eigen
00092 
00093 #endif // EIGEN_COMPLEX_SCHUR_MKL_H