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Diffstat (limited to 'eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h')
-rw-r--r-- | eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h | 83 |
1 files changed, 83 insertions, 0 deletions
diff --git a/eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h b/eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h new file mode 100644 index 0000000..755168a --- /dev/null +++ b/eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h @@ -0,0 +1,83 @@ +/* + 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 LAPACKe + * LU decomposition with partial pivoting based on LAPACKE_?getrf function. + ******************************************************************************** +*/ + +#ifndef EIGEN_PARTIALLU_LAPACK_H +#define EIGEN_PARTIALLU_LAPACK_H + +namespace Eigen { + +namespace internal { + +/** \internal Specialization for the data types supported by LAPACKe */ + +#define EIGEN_LAPACKE_LU_PARTPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX) \ +template<int StorageOrder> \ +struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \ +{ \ + /* \internal performs the LU decomposition in-place of the matrix represented */ \ + static lapack_int blocked_lu(Index rows, Index cols, EIGTYPE* lu_data, Index luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \ + { \ + EIGEN_UNUSED_VARIABLE(maxBlockSize);\ + lapack_int matrix_order, first_zero_pivot; \ + lapack_int m, n, lda, *ipiv, info; \ + EIGTYPE* a; \ +/* Set up parameters for ?getrf */ \ + matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ + lda = convert_index<lapack_int>(luStride); \ + a = lu_data; \ + ipiv = row_transpositions; \ + m = convert_index<lapack_int>(rows); \ + n = convert_index<lapack_int>(cols); \ + nb_transpositions = 0; \ +\ + info = LAPACKE_##LAPACKE_PREFIX##getrf( matrix_order, m, n, (LAPACKE_TYPE*)a, lda, ipiv ); \ +\ + for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \ +\ + eigen_assert(info >= 0); \ +/* something should be done with nb_transpositions */ \ +\ + first_zero_pivot = info; \ + return first_zero_pivot; \ + } \ +}; + +EIGEN_LAPACKE_LU_PARTPIV(double, double, d) +EIGEN_LAPACKE_LU_PARTPIV(float, float, s) +EIGEN_LAPACKE_LU_PARTPIV(dcomplex, lapack_complex_double, z) +EIGEN_LAPACKE_LU_PARTPIV(scomplex, lapack_complex_float, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_PARTIALLU_LAPACK_H |