Diff: src/LU/PartialPivLU_MKL.h

Revision:

0:13a5d365ba16

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+++ b/src/LU/PartialPivLU_MKL.h	Thu Oct 13 04:07:23 2016 +0000
@@ -0,0 +1,85 @@
+/*
+ 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
+ *     LU decomposition with partial pivoting based on LAPACKE_?getrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_PARTIALLU_LAPACK_H
+#define EIGEN_PARTIALLU_LAPACK_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template<int StorageOrder> \
+struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
+{ \
+  /* \internal performs the LU decomposition in-place of the matrix represented */ \
+  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) \
+  { \
+    EIGEN_UNUSED_VARIABLE(maxBlockSize);\
+    lapack_int matrix_order, first_zero_pivot; \
+    lapack_int m, n, lda, *ipiv, info; \
+    EIGTYPE* a; \
+/* Set up parameters for ?getrf */ \
+    matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
+    lda = luStride; \
+    a = lu_data; \
+    ipiv = row_transpositions; \
+    m = rows; \
+    n = cols; \
+    nb_transpositions = 0; \
+\
+    info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
+\
+    for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
+\
+    eigen_assert(info >= 0); \
+/* something should be done with nb_transpositions */ \
+\
+    first_zero_pivot = info; \
+    return first_zero_pivot; \
+  } \
+};
+
+EIGEN_MKL_LU_PARTPIV(double, double, d)
+EIGEN_MKL_LU_PARTPIV(float, float, s)
+EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARTIALLU_LAPACK_H
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