Diff: src/Eigenvalues/RealSchur_MKL.h

Revision:

0:13a5d365ba16

diff -r 000000000000 -r 13a5d365ba16 src/Eigenvalues/RealSchur_MKL.h
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/Eigenvalues/RealSchur_MKL.h	Thu Oct 13 04:07:23 2016 +0000
@@ -0,0 +1,79 @@
+/*
+ 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
+ *    Real Schur needed to real unsymmetrical eigenvalues/eigenvectors.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_REAL_SCHUR_MKL_H
+#define EIGEN_REAL_SCHUR_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_SCHUR_REAL(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
+template<> inline \
+RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
+RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
+{ \
+  eigen_assert(matrix.cols() == matrix.rows()); \
+\
+  lapack_int n = matrix.cols(), sdim, info; \
+  lapack_int lda = matrix.outerStride(); \
+  lapack_int matrix_order = MKLCOLROW; \
+  char jobvs, sort='N'; \
+  LAPACK_##MKLPREFIX_U##_SELECT2 select = 0; \
+  jobvs = (computeU) ? 'V' : 'N'; \
+  m_matU.resize(n, n); \
+  lapack_int ldvs  = m_matU.outerStride(); \
+  m_matT = matrix; \
+  Matrix<EIGTYPE, Dynamic, Dynamic> wr, wi; \
+  wr.resize(n, 1); wi.resize(n, 1); \
+  info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)wr.data(), (MKLTYPE*)wi.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
+  if(info == 0) \
+    m_info = Success; \
+  else \
+    m_info = NoConvergence; \
+\
+  m_isInitialized = true; \
+  m_matUisUptodate = computeU; \
+  return *this; \
+\
+}
+
+EIGEN_MKL_SCHUR_REAL(double,   double, d, D, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SCHUR_REAL(double,   double, d, D, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, RowMajor, LAPACK_ROW_MAJOR)
+
+} // end namespace Eigen
+
+#endif // EIGEN_REAL_SCHUR_MKL_H
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