Yoji KURODA / Eigen

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!!!

src/LU/PartialPivLU_MKL.h@0:13a5d365ba16, 2016-10-13 (annotated)

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 * LU decomposition with partial pivoting based on LAPACKE_?getrf function.
ykuroda 0:13a5d365ba16 30 ********************************************************************************
ykuroda 0:13a5d365ba16 31 */
ykuroda 0:13a5d365ba16 32
ykuroda 0:13a5d365ba16 33 #ifndef EIGEN_PARTIALLU_LAPACK_H
ykuroda 0:13a5d365ba16 34 #define EIGEN_PARTIALLU_LAPACK_H
ykuroda 0:13a5d365ba16 35
ykuroda 0:13a5d365ba16 36 #include "Eigen/src/Core/util/MKL_support.h"
ykuroda 0:13a5d365ba16 37
ykuroda 0:13a5d365ba16 38 namespace Eigen {
ykuroda 0:13a5d365ba16 39
ykuroda 0:13a5d365ba16 40 namespace internal {
ykuroda 0:13a5d365ba16 41
ykuroda 0:13a5d365ba16 42 /** \internal Specialization for the data types supported by MKL */
ykuroda 0:13a5d365ba16 43
ykuroda 0:13a5d365ba16 44 #define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
ykuroda 0:13a5d365ba16 45 template<int StorageOrder> \
ykuroda 0:13a5d365ba16 46 struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
ykuroda 0:13a5d365ba16 47 { \
ykuroda 0:13a5d365ba16 48 /* \internal performs the LU decomposition in-place of the matrix represented */ \
ykuroda 0:13a5d365ba16 49 static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
ykuroda 0:13a5d365ba16 50 { \
ykuroda 0:13a5d365ba16 51 EIGEN_UNUSED_VARIABLE(maxBlockSize);\
ykuroda 0:13a5d365ba16 52 lapack_int matrix_order, first_zero_pivot; \
ykuroda 0:13a5d365ba16 53 lapack_int m, n, lda, *ipiv, info; \
ykuroda 0:13a5d365ba16 54 EIGTYPE* a; \
ykuroda 0:13a5d365ba16 55 /* Set up parameters for ?getrf */ \
ykuroda 0:13a5d365ba16 56 matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
ykuroda 0:13a5d365ba16 57 lda = luStride; \
ykuroda 0:13a5d365ba16 58 a = lu_data; \
ykuroda 0:13a5d365ba16 59 ipiv = row_transpositions; \
ykuroda 0:13a5d365ba16 60 m = rows; \
ykuroda 0:13a5d365ba16 61 n = cols; \
ykuroda 0:13a5d365ba16 62 nb_transpositions = 0; \
ykuroda 0:13a5d365ba16 63 \
ykuroda 0:13a5d365ba16 64 info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
ykuroda 0:13a5d365ba16 65 \
ykuroda 0:13a5d365ba16 66 for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
ykuroda 0:13a5d365ba16 67 \
ykuroda 0:13a5d365ba16 68 eigen_assert(info >= 0); \
ykuroda 0:13a5d365ba16 69 /* something should be done with nb_transpositions */ \
ykuroda 0:13a5d365ba16 70 \
ykuroda 0:13a5d365ba16 71 first_zero_pivot = info; \
ykuroda 0:13a5d365ba16 72 return first_zero_pivot; \
ykuroda 0:13a5d365ba16 73 } \
ykuroda 0:13a5d365ba16 74 };
ykuroda 0:13a5d365ba16 75
ykuroda 0:13a5d365ba16 76 EIGEN_MKL_LU_PARTPIV(double, double, d)
ykuroda 0:13a5d365ba16 77 EIGEN_MKL_LU_PARTPIV(float, float, s)
ykuroda 0:13a5d365ba16 78 EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
ykuroda 0:13a5d365ba16 79 EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)
ykuroda 0:13a5d365ba16 80
ykuroda 0:13a5d365ba16 81 } // end namespace internal
ykuroda 0:13a5d365ba16 82
ykuroda 0:13a5d365ba16 83 } // end namespace Eigen
ykuroda 0:13a5d365ba16 84
ykuroda 0:13a5d365ba16 85 #endif // EIGEN_PARTIALLU_LAPACK_H