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author | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:09:10 +0100 |
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committer | Stanislaw Halik <sthalik@misaki.pl> | 2019-03-03 21:10:13 +0100 |
commit | f0238cfb6997c4acfc2bd200de7295f3fa36968f (patch) | |
tree | b215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/doc/UsingBlasLapackBackends.dox | |
parent | 543edd372a5193d04b3de9f23c176ab439e51b31 (diff) |
don't index Eigen
Diffstat (limited to 'eigen/doc/UsingBlasLapackBackends.dox')
-rw-r--r-- | eigen/doc/UsingBlasLapackBackends.dox | 133 |
1 files changed, 0 insertions, 133 deletions
diff --git a/eigen/doc/UsingBlasLapackBackends.dox b/eigen/doc/UsingBlasLapackBackends.dox deleted file mode 100644 index caa5971..0000000 --- a/eigen/doc/UsingBlasLapackBackends.dox +++ /dev/null @@ -1,133 +0,0 @@ -/* - Copyright (c) 2011, Intel Corporation. All rights reserved. - Copyright (C) 2011-2016 Gael Guennebaud <gael.guennebaud@inria.fr> - - 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 : Documentation on the use of BLAS/LAPACK libraries through Eigen - ******************************************************************************** -*/ - -namespace Eigen { - -/** \page TopicUsingBlasLapack Using BLAS/LAPACK from %Eigen - - -Since %Eigen version 3.3 and later, any F77 compatible BLAS or LAPACK libraries can be used as backends for dense matrix products and dense matrix decompositions. -For instance, one can use <a href="http://eigen.tuxfamily.org/Counter/redirect_to_mkl.php">IntelĀ® MKL</a>, Apple's Accelerate framework on OSX, <a href="http://www.openblas.net/">OpenBLAS</a>, <a href="http://www.netlib.org/lapack">Netlib LAPACK</a>, etc. - -Do not miss this \link TopicUsingIntelMKL page \endlink for further discussions on the specific use of IntelĀ® MKL (also includes VML, PARDISO, etc.) - -In order to use an external BLAS and/or LAPACK library, you must link you own application to the respective libraries and their dependencies. -For LAPACK, you must also link to the standard <a href="http://www.netlib.org/lapack/lapacke.html">Lapacke</a> library, which is used as a convenient think layer between %Eigen's C++ code and LAPACK F77 interface. Then you must activate their usage by defining one or multiple of the following macros (\b before including any %Eigen's header): - -\note For Mac users, in order to use the lapack version shipped with the Accelerate framework, you also need the lapacke library. -Using <a href="https://www.macports.org/">MacPorts</a>, this is as easy as: -\code -sudo port install lapack -\endcode -and then use the following link flags: \c -framework \c Accelerate \c /opt/local/lib/lapack/liblapacke.dylib - -<table class="manual"> -<tr><td>\c EIGEN_USE_BLAS </td><td>Enables the use of external BLAS level 2 and 3 routines (compatible with any F77 BLAS interface)</td></tr> -<tr class="alt"><td>\c EIGEN_USE_LAPACKE </td><td>Enables the use of external Lapack routines via the <a href="http://www.netlib.org/lapack/lapacke.html">Lapacke</a> C interface to Lapack (compatible with any F77 LAPACK interface)</td></tr> -<tr><td>\c EIGEN_USE_LAPACKE_STRICT </td><td>Same as \c EIGEN_USE_LAPACKE but algorithms of lower numerical robustness are disabled. \n This currently concerns only JacobiSVD which otherwise would be replaced by \c gesvd that is less robust than Jacobi rotations.</td></tr> -</table> - -When doing so, a number of %Eigen's algorithms are silently substituted with calls to BLAS or LAPACK routines. -These substitutions apply only for \b Dynamic \b or \b large enough objects with one of the following four standard scalar types: \c float, \c double, \c complex<float>, and \c complex<double>. -Operations on other scalar types or mixing reals and complexes will continue to use the built-in algorithms. - -The breadth of %Eigen functionality that can be substituted is listed in the table below. -<table class="manual"> -<tr><th>Functional domain</th><th>Code example</th><th>BLAS/LAPACK routines</th></tr> -<tr><td>Matrix-matrix operations \n \c EIGEN_USE_BLAS </td><td>\code -m1*m2.transpose(); -m1.selfadjointView<Lower>()*m2; -m1*m2.triangularView<Upper>(); -m1.selfadjointView<Lower>().rankUpdate(m2,1.0); -\endcode</td><td>\code -?gemm -?symm/?hemm -?trmm -dsyrk/ssyrk -\endcode</td></tr> -<tr class="alt"><td>Matrix-vector operations \n \c EIGEN_USE_BLAS </td><td>\code -m1.adjoint()*b; -m1.selfadjointView<Lower>()*b; -m1.triangularView<Upper>()*b; -\endcode</td><td>\code -?gemv -?symv/?hemv -?trmv -\endcode</td></tr> -<tr><td>LU decomposition \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code -v1 = m1.lu().solve(v2); -\endcode</td><td>\code -?getrf -\endcode</td></tr> -<tr class="alt"><td>Cholesky decomposition \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code -v1 = m2.selfadjointView<Upper>().llt().solve(v2); -\endcode</td><td>\code -?potrf -\endcode</td></tr> -<tr><td>QR decomposition \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code -m1.householderQr(); -m1.colPivHouseholderQr(); -\endcode</td><td>\code -?geqrf -?geqp3 -\endcode</td></tr> -<tr class="alt"><td>Singular value decomposition \n \c EIGEN_USE_LAPACKE </td><td>\code -JacobiSVD<MatrixXd> svd; -svd.compute(m1, ComputeThinV); -\endcode</td><td>\code -?gesvd -\endcode</td></tr> -<tr><td>Eigen-value decompositions \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code -EigenSolver<MatrixXd> es(m1); -ComplexEigenSolver<MatrixXcd> ces(m1); -SelfAdjointEigenSolver<MatrixXd> saes(m1+m1.transpose()); -GeneralizedSelfAdjointEigenSolver<MatrixXd> - gsaes(m1+m1.transpose(),m2+m2.transpose()); -\endcode</td><td>\code -?gees -?gees -?syev/?heev -?syev/?heev, -?potrf -\endcode</td></tr> -<tr class="alt"><td>Schur decomposition \n \c EIGEN_USE_LAPACKE \n \c EIGEN_USE_LAPACKE_STRICT </td><td>\code -RealSchur<MatrixXd> schurR(m1); -ComplexSchur<MatrixXcd> schurC(m1); -\endcode</td><td>\code -?gees -\endcode</td></tr> -</table> -In the examples, m1 and m2 are dense matrices and v1 and v2 are dense vectors. - -*/ - -} |