RealSchur_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  *    Real Schur needed to real unsymmetrical eigenvalues/eigenvectors.
00030  ********************************************************************************
00031 */
00032 
00033 #ifndef EIGEN_REAL_SCHUR_MKL_H
00034 #define EIGEN_REAL_SCHUR_MKL_H
00035 
00036 #include "Eigen/src/Core/util/MKL_support.h"
00037 
00038 namespace Eigen { 
00039 
00040 /** \internal Specialization for the data types supported by MKL */
00041 
00042 #define EIGEN_MKL_SCHUR_REAL(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
00043 template<> inline \
00044 RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
00045 RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
00046 { \
00047   eigen_assert(matrix.cols() == matrix.rows()); \
00048 \
00049   lapack_int n = matrix.cols(), sdim, info; \
00050   lapack_int lda = matrix.outerStride(); \
00051   lapack_int matrix_order = MKLCOLROW; \
00052   char jobvs, sort='N'; \
00053   LAPACK_##MKLPREFIX_U##_SELECT2 select = 0; \
00054   jobvs = (computeU) ? 'V' : 'N'; \
00055   m_matU.resize(n, n); \
00056   lapack_int ldvs  = m_matU.outerStride(); \
00057   m_matT = matrix; \
00058   Matrix<EIGTYPE, Dynamic, Dynamic> wr, wi; \
00059   wr.resize(n, 1); wi.resize(n, 1); \
00060   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 ); \
00061   if(info == 0) \
00062     m_info = Success; \
00063   else \
00064     m_info = NoConvergence; \
00065 \
00066   m_isInitialized = true; \
00067   m_matUisUptodate = computeU; \
00068   return *this; \
00069 \
00070 }
00071 
00072 EIGEN_MKL_SCHUR_REAL(double,   double, d, D, ColMajor, LAPACK_COL_MAJOR)
00073 EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, ColMajor, LAPACK_COL_MAJOR)
00074 EIGEN_MKL_SCHUR_REAL(double,   double, d, D, RowMajor, LAPACK_ROW_MAJOR)
00075 EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, RowMajor, LAPACK_ROW_MAJOR)
00076 
00077 } // end namespace Eigen
00078 
00079 #endif // EIGEN_REAL_SCHUR_MKL_H