Eigne Matrix Class Library
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ColPivHouseholderQR_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 * Householder QR decomposition of a matrix with column pivoting based on 00030 * LAPACKE_?geqp3 function. 00031 ******************************************************************************** 00032 */ 00033 00034 #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H 00035 #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H 00036 00037 #include "Eigen/src/Core/util/MKL_support.h" 00038 00039 namespace Eigen { 00040 00041 /** \internal Specialization for the data types supported by MKL */ 00042 00043 #define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \ 00044 template<> inline \ 00045 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \ 00046 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \ 00047 const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \ 00048 \ 00049 { \ 00050 using std::abs; \ 00051 typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ 00052 typedef MatrixType::RealScalar RealScalar; \ 00053 Index rows = matrix.rows();\ 00054 Index cols = matrix.cols();\ 00055 Index size = matrix.diagonalSize();\ 00056 \ 00057 m_qr = matrix;\ 00058 m_hCoeffs.resize(size);\ 00059 \ 00060 m_colsTranspositions.resize(cols);\ 00061 /*Index number_of_transpositions = 0;*/ \ 00062 \ 00063 m_nonzero_pivots = 0; \ 00064 m_maxpivot = RealScalar(0);\ 00065 m_colsPermutation.resize(cols); \ 00066 m_colsPermutation.indices().setZero(); \ 00067 \ 00068 lapack_int lda = m_qr.outerStride(), i; \ 00069 lapack_int matrix_order = MKLCOLROW; \ 00070 LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \ 00071 m_isInitialized = true; \ 00072 m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \ 00073 m_hCoeffs.adjointInPlace(); \ 00074 RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \ 00075 lapack_int *perm = m_colsPermutation.indices().data(); \ 00076 for(i=0;i<size;i++) { \ 00077 m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\ 00078 } \ 00079 for(i=0;i<cols;i++) perm[i]--;\ 00080 \ 00081 /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \ 00082 \ 00083 return *this; \ 00084 } 00085 00086 EIGEN_MKL_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR) 00087 EIGEN_MKL_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR) 00088 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR) 00089 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, ColMajor, LAPACK_COL_MAJOR) 00090 00091 EIGEN_MKL_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR) 00092 EIGEN_MKL_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR) 00093 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR) 00094 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, RowMajor, LAPACK_ROW_MAJOR) 00095 00096 } // end namespace Eigen 00097 00098 #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
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