ColPivHouseholderQR_MKL.h
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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  *    Householder QR decomposition of a matrix with column pivoting based on
00030  *    LAPACKE_?geqp3 function.
00031  ********************************************************************************
00032 */
00033 
00034 #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
00035 #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
00036 
00037 #include "Eigen/src/Core/util/MKL_support.h"
00038 
00039 namespace Eigen { 
00040 
00043 #define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
00044 template<> inline \
00045 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \
00046 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \
00047               const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \
00048 \
00049 { \
00050   typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
00051   typedef MatrixType::Scalar Scalar; \
00052   typedef MatrixType::RealScalar RealScalar; \
00053   Index rows = matrix.rows();\
00054   Index cols = matrix.cols();\
00055   Index size = matrix.diagonalSize();\
00056 \
00057   m_qr = matrix;\
00058   m_hCoeffs.resize(size);\
00059 \
00060   m_colsTranspositions.resize(cols);\
00061   /*Index number_of_transpositions = 0;*/ \
00062 \
00063   m_nonzero_pivots = 0; \
00064   m_maxpivot = RealScalar(0);\
00065   m_colsPermutation.resize(cols); \
00066   m_colsPermutation.indices().setZero(); \
00067 \
00068   lapack_int lda = m_qr.outerStride(), i; \
00069   lapack_int matrix_order = MKLCOLROW; \
00070   LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
00071   m_isInitialized = true; \
00072   m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
00073   m_hCoeffs.adjointInPlace(); \
00074   RealScalar premultiplied_threshold = internal::abs(m_maxpivot) * threshold(); \
00075   lapack_int *perm = m_colsPermutation.indices().data(); \
00076   for(i=0;i<size;i++) { \
00077     m_nonzero_pivots += (internal::abs(m_qr.coeff(i,i)) > premultiplied_threshold);\
00078   } \
00079   for(i=0;i<cols;i++) perm[i]--;\
00080 \
00081   /*m_det_pq = (number_of_transpositions%2) ? -1 : 1;  // TODO: It's not needed now; fix upon availability in Eigen */ \
00082 \
00083   return *this; \
00084 }
00085 
00086 EIGEN_MKL_QR_COLPIV(double,   double,        d, ColMajor, LAPACK_COL_MAJOR)
00087 EIGEN_MKL_QR_COLPIV(float,    float,         s, ColMajor, LAPACK_COL_MAJOR)
00088 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR)
00089 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8,  c, ColMajor, LAPACK_COL_MAJOR)
00090 
00091 EIGEN_MKL_QR_COLPIV(double,   double,        d, RowMajor, LAPACK_ROW_MAJOR)
00092 EIGEN_MKL_QR_COLPIV(float,    float,         s, RowMajor, LAPACK_ROW_MAJOR)
00093 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR)
00094 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8,  c, RowMajor, LAPACK_ROW_MAJOR)
00095 
00096 } // end namespace Eigen
00097 
00098 #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H


win_eigen
Author(s): Daniel Stonier
autogenerated on Mon Oct 6 2014 12:24:18