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Diffstat (limited to 'eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h')
| -rw-r--r-- | eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h | 92 |
1 files changed, 92 insertions, 0 deletions
diff --git a/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h b/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h new file mode 100644 index 0000000..17c0dad --- /dev/null +++ b/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h @@ -0,0 +1,92 @@ +/* + 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 + * Self-adjoint eigenvalues/eigenvectors. + ******************************************************************************** +*/ + +#ifndef EIGEN_SAEIGENSOLVER_MKL_H +#define EIGEN_SAEIGENSOLVER_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_EIG_SELFADJ(EIGTYPE, MKLTYPE, MKLRTYPE, MKLNAME, EIGCOLROW, MKLCOLROW ) \ +template<> inline \ +SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \ +SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, int options) \ +{ \ + eigen_assert(matrix.cols() == matrix.rows()); \ + eigen_assert((options&~(EigVecMask|GenEigMask))==0 \ + && (options&EigVecMask)!=EigVecMask \ + && "invalid option parameter"); \ + bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; \ + lapack_int n = matrix.cols(), lda, matrix_order, info; \ + m_eivalues.resize(n,1); \ + m_subdiag.resize(n-1); \ + m_eivec = matrix; \ +\ + if(n==1) \ + { \ + m_eivalues.coeffRef(0,0) = numext::real(matrix.coeff(0,0)); \ + if(computeEigenvectors) m_eivec.setOnes(n,n); \ + m_info = Success; \ + m_isInitialized = true; \ + m_eigenvectorsOk = computeEigenvectors; \ + return *this; \ + } \ +\ + lda = matrix.outerStride(); \ + matrix_order=MKLCOLROW; \ + char jobz, uplo='L'/*, range='A'*/; \ + jobz = computeEigenvectors ? 'V' : 'N'; \ +\ + info = LAPACKE_##MKLNAME( matrix_order, jobz, uplo, n, (MKLTYPE*)m_eivec.data(), lda, (MKLRTYPE*)m_eivalues.data() ); \ + m_info = (info==0) ? Success : NoConvergence; \ + m_isInitialized = true; \ + m_eigenvectorsOk = computeEigenvectors; \ + return *this; \ +} + + +EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, ColMajor, LAPACK_COL_MAJOR) + +EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, RowMajor, LAPACK_ROW_MAJOR) + +} // end namespace Eigen + +#endif // EIGEN_SAEIGENSOLVER_H |