Eigne Matrix Class Library

Dependents:   Eigen_test Odometry_test AttitudeEstimation_usingTicker MPU9250_Quaternion_Binary_Serial ... more

Eigen Matrix Class Library for mbed.

Finally, you can use Eigen on your mbed!!!

Committer:
ykuroda
Date:
Thu Oct 13 04:07:23 2016 +0000
Revision:
0:13a5d365ba16
First commint, Eigne Matrix Class Library

Who changed what in which revision?

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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 * Include file with common MKL declarations
ykuroda 0:13a5d365ba16 30 ********************************************************************************
ykuroda 0:13a5d365ba16 31 */
ykuroda 0:13a5d365ba16 32
ykuroda 0:13a5d365ba16 33 #ifndef EIGEN_MKL_SUPPORT_H
ykuroda 0:13a5d365ba16 34 #define EIGEN_MKL_SUPPORT_H
ykuroda 0:13a5d365ba16 35
ykuroda 0:13a5d365ba16 36 #ifdef EIGEN_USE_MKL_ALL
ykuroda 0:13a5d365ba16 37 #ifndef EIGEN_USE_BLAS
ykuroda 0:13a5d365ba16 38 #define EIGEN_USE_BLAS
ykuroda 0:13a5d365ba16 39 #endif
ykuroda 0:13a5d365ba16 40 #ifndef EIGEN_USE_LAPACKE
ykuroda 0:13a5d365ba16 41 #define EIGEN_USE_LAPACKE
ykuroda 0:13a5d365ba16 42 #endif
ykuroda 0:13a5d365ba16 43 #ifndef EIGEN_USE_MKL_VML
ykuroda 0:13a5d365ba16 44 #define EIGEN_USE_MKL_VML
ykuroda 0:13a5d365ba16 45 #endif
ykuroda 0:13a5d365ba16 46 #endif
ykuroda 0:13a5d365ba16 47
ykuroda 0:13a5d365ba16 48 #ifdef EIGEN_USE_LAPACKE_STRICT
ykuroda 0:13a5d365ba16 49 #define EIGEN_USE_LAPACKE
ykuroda 0:13a5d365ba16 50 #endif
ykuroda 0:13a5d365ba16 51
ykuroda 0:13a5d365ba16 52 #if defined(EIGEN_USE_BLAS) || defined(EIGEN_USE_LAPACKE) || defined(EIGEN_USE_MKL_VML)
ykuroda 0:13a5d365ba16 53 #define EIGEN_USE_MKL
ykuroda 0:13a5d365ba16 54 #endif
ykuroda 0:13a5d365ba16 55
ykuroda 0:13a5d365ba16 56 #if defined EIGEN_USE_MKL
ykuroda 0:13a5d365ba16 57 # include <mkl.h>
ykuroda 0:13a5d365ba16 58 /*Check IMKL version for compatibility: < 10.3 is not usable with Eigen*/
ykuroda 0:13a5d365ba16 59 # ifndef INTEL_MKL_VERSION
ykuroda 0:13a5d365ba16 60 # undef EIGEN_USE_MKL /* INTEL_MKL_VERSION is not even defined on older versions */
ykuroda 0:13a5d365ba16 61 # elif INTEL_MKL_VERSION < 100305 /* the intel-mkl-103-release-notes say this was when the lapacke.h interface was added*/
ykuroda 0:13a5d365ba16 62 # undef EIGEN_USE_MKL
ykuroda 0:13a5d365ba16 63 # endif
ykuroda 0:13a5d365ba16 64 # ifndef EIGEN_USE_MKL
ykuroda 0:13a5d365ba16 65 /*If the MKL version is too old, undef everything*/
ykuroda 0:13a5d365ba16 66 # undef EIGEN_USE_MKL_ALL
ykuroda 0:13a5d365ba16 67 # undef EIGEN_USE_BLAS
ykuroda 0:13a5d365ba16 68 # undef EIGEN_USE_LAPACKE
ykuroda 0:13a5d365ba16 69 # undef EIGEN_USE_MKL_VML
ykuroda 0:13a5d365ba16 70 # undef EIGEN_USE_LAPACKE_STRICT
ykuroda 0:13a5d365ba16 71 # undef EIGEN_USE_LAPACKE
ykuroda 0:13a5d365ba16 72 # endif
ykuroda 0:13a5d365ba16 73 #endif
ykuroda 0:13a5d365ba16 74
ykuroda 0:13a5d365ba16 75 #if defined EIGEN_USE_MKL
ykuroda 0:13a5d365ba16 76 #include <mkl_lapacke.h>
ykuroda 0:13a5d365ba16 77 #define EIGEN_MKL_VML_THRESHOLD 128
ykuroda 0:13a5d365ba16 78
ykuroda 0:13a5d365ba16 79 /* MKL_DOMAIN_BLAS, etc are defined only in 10.3 update 7 */
ykuroda 0:13a5d365ba16 80 /* MKL_BLAS, etc are not defined in 11.2 */
ykuroda 0:13a5d365ba16 81 #ifdef MKL_DOMAIN_ALL
ykuroda 0:13a5d365ba16 82 #define EIGEN_MKL_DOMAIN_ALL MKL_DOMAIN_ALL
ykuroda 0:13a5d365ba16 83 #else
ykuroda 0:13a5d365ba16 84 #define EIGEN_MKL_DOMAIN_ALL MKL_ALL
ykuroda 0:13a5d365ba16 85 #endif
ykuroda 0:13a5d365ba16 86
ykuroda 0:13a5d365ba16 87 #ifdef MKL_DOMAIN_BLAS
ykuroda 0:13a5d365ba16 88 #define EIGEN_MKL_DOMAIN_BLAS MKL_DOMAIN_BLAS
ykuroda 0:13a5d365ba16 89 #else
ykuroda 0:13a5d365ba16 90 #define EIGEN_MKL_DOMAIN_BLAS MKL_BLAS
ykuroda 0:13a5d365ba16 91 #endif
ykuroda 0:13a5d365ba16 92
ykuroda 0:13a5d365ba16 93 #ifdef MKL_DOMAIN_FFT
ykuroda 0:13a5d365ba16 94 #define EIGEN_MKL_DOMAIN_FFT MKL_DOMAIN_FFT
ykuroda 0:13a5d365ba16 95 #else
ykuroda 0:13a5d365ba16 96 #define EIGEN_MKL_DOMAIN_FFT MKL_FFT
ykuroda 0:13a5d365ba16 97 #endif
ykuroda 0:13a5d365ba16 98
ykuroda 0:13a5d365ba16 99 #ifdef MKL_DOMAIN_VML
ykuroda 0:13a5d365ba16 100 #define EIGEN_MKL_DOMAIN_VML MKL_DOMAIN_VML
ykuroda 0:13a5d365ba16 101 #else
ykuroda 0:13a5d365ba16 102 #define EIGEN_MKL_DOMAIN_VML MKL_VML
ykuroda 0:13a5d365ba16 103 #endif
ykuroda 0:13a5d365ba16 104
ykuroda 0:13a5d365ba16 105 #ifdef MKL_DOMAIN_PARDISO
ykuroda 0:13a5d365ba16 106 #define EIGEN_MKL_DOMAIN_PARDISO MKL_DOMAIN_PARDISO
ykuroda 0:13a5d365ba16 107 #else
ykuroda 0:13a5d365ba16 108 #define EIGEN_MKL_DOMAIN_PARDISO MKL_PARDISO
ykuroda 0:13a5d365ba16 109 #endif
ykuroda 0:13a5d365ba16 110
ykuroda 0:13a5d365ba16 111 namespace Eigen {
ykuroda 0:13a5d365ba16 112
ykuroda 0:13a5d365ba16 113 typedef std::complex<double> dcomplex;
ykuroda 0:13a5d365ba16 114 typedef std::complex<float> scomplex;
ykuroda 0:13a5d365ba16 115
ykuroda 0:13a5d365ba16 116 namespace internal {
ykuroda 0:13a5d365ba16 117
ykuroda 0:13a5d365ba16 118 template<typename MKLType, typename EigenType>
ykuroda 0:13a5d365ba16 119 static inline void assign_scalar_eig2mkl(MKLType& mklScalar, const EigenType& eigenScalar) {
ykuroda 0:13a5d365ba16 120 mklScalar=eigenScalar;
ykuroda 0:13a5d365ba16 121 }
ykuroda 0:13a5d365ba16 122
ykuroda 0:13a5d365ba16 123 template<typename MKLType, typename EigenType>
ykuroda 0:13a5d365ba16 124 static inline void assign_conj_scalar_eig2mkl(MKLType& mklScalar, const EigenType& eigenScalar) {
ykuroda 0:13a5d365ba16 125 mklScalar=eigenScalar;
ykuroda 0:13a5d365ba16 126 }
ykuroda 0:13a5d365ba16 127
ykuroda 0:13a5d365ba16 128 template <>
ykuroda 0:13a5d365ba16 129 inline void assign_scalar_eig2mkl<MKL_Complex16,dcomplex>(MKL_Complex16& mklScalar, const dcomplex& eigenScalar) {
ykuroda 0:13a5d365ba16 130 mklScalar.real=eigenScalar.real();
ykuroda 0:13a5d365ba16 131 mklScalar.imag=eigenScalar.imag();
ykuroda 0:13a5d365ba16 132 }
ykuroda 0:13a5d365ba16 133
ykuroda 0:13a5d365ba16 134 template <>
ykuroda 0:13a5d365ba16 135 inline void assign_scalar_eig2mkl<MKL_Complex8,scomplex>(MKL_Complex8& mklScalar, const scomplex& eigenScalar) {
ykuroda 0:13a5d365ba16 136 mklScalar.real=eigenScalar.real();
ykuroda 0:13a5d365ba16 137 mklScalar.imag=eigenScalar.imag();
ykuroda 0:13a5d365ba16 138 }
ykuroda 0:13a5d365ba16 139
ykuroda 0:13a5d365ba16 140 template <>
ykuroda 0:13a5d365ba16 141 inline void assign_conj_scalar_eig2mkl<MKL_Complex16,dcomplex>(MKL_Complex16& mklScalar, const dcomplex& eigenScalar) {
ykuroda 0:13a5d365ba16 142 mklScalar.real=eigenScalar.real();
ykuroda 0:13a5d365ba16 143 mklScalar.imag=-eigenScalar.imag();
ykuroda 0:13a5d365ba16 144 }
ykuroda 0:13a5d365ba16 145
ykuroda 0:13a5d365ba16 146 template <>
ykuroda 0:13a5d365ba16 147 inline void assign_conj_scalar_eig2mkl<MKL_Complex8,scomplex>(MKL_Complex8& mklScalar, const scomplex& eigenScalar) {
ykuroda 0:13a5d365ba16 148 mklScalar.real=eigenScalar.real();
ykuroda 0:13a5d365ba16 149 mklScalar.imag=-eigenScalar.imag();
ykuroda 0:13a5d365ba16 150 }
ykuroda 0:13a5d365ba16 151
ykuroda 0:13a5d365ba16 152 } // end namespace internal
ykuroda 0:13a5d365ba16 153
ykuroda 0:13a5d365ba16 154 } // end namespace Eigen
ykuroda 0:13a5d365ba16 155
ykuroda 0:13a5d365ba16 156 #endif
ykuroda 0:13a5d365ba16 157
ykuroda 0:13a5d365ba16 158 #endif // EIGEN_MKL_SUPPORT_H