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Diffstat (limited to 'eigen/Eigen/src/Eigenvalues/ComplexSchur_MKL.h')
| -rw-r--r-- | eigen/Eigen/src/Eigenvalues/ComplexSchur_MKL.h | 93 |
1 files changed, 93 insertions, 0 deletions
diff --git a/eigen/Eigen/src/Eigenvalues/ComplexSchur_MKL.h b/eigen/Eigen/src/Eigenvalues/ComplexSchur_MKL.h new file mode 100644 index 0000000..27aed92 --- /dev/null +++ b/eigen/Eigen/src/Eigenvalues/ComplexSchur_MKL.h @@ -0,0 +1,93 @@ +/* + 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 + * Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors. + ******************************************************************************** +*/ + +#ifndef EIGEN_COMPLEX_SCHUR_MKL_H +#define EIGEN_COMPLEX_SCHUR_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \ +template<> inline \ +ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \ +ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \ +{ \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \ + typedef MatrixType::RealScalar RealScalar; \ + typedef std::complex<RealScalar> ComplexScalar; \ +\ + eigen_assert(matrix.cols() == matrix.rows()); \ +\ + m_matUisUptodate = false; \ + if(matrix.cols() == 1) \ + { \ + m_matT = matrix.cast<ComplexScalar>(); \ + if(computeU) m_matU = ComplexMatrixType::Identity(1,1); \ + m_info = Success; \ + m_isInitialized = true; \ + m_matUisUptodate = computeU; \ + return *this; \ + } \ + lapack_int n = matrix.cols(), sdim, info; \ + lapack_int lda = matrix.outerStride(); \ + lapack_int matrix_order = MKLCOLROW; \ + char jobvs, sort='N'; \ + LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \ + jobvs = (computeU) ? 'V' : 'N'; \ + m_matU.resize(n, n); \ + lapack_int ldvs = m_matU.outerStride(); \ + m_matT = matrix; \ + Matrix<EIGTYPE, Dynamic, Dynamic> w; \ + w.resize(n, 1);\ + info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \ + if(info == 0) \ + m_info = Success; \ + else \ + m_info = NoConvergence; \ +\ + m_isInitialized = true; \ + m_matUisUptodate = computeU; \ + return *this; \ +\ +} + +EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, RowMajor, LAPACK_ROW_MAJOR) + +} // end namespace Eigen + +#endif // EIGEN_COMPLEX_SCHUR_MKL_H |