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 
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00008    list of conditions and the following disclaimer.
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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   using std::abs; \
00051   typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
00052   typedef MatrixType::Scalar Scalar; \
00053   typedef MatrixType::RealScalar RealScalar; \
00054   Index rows = matrix.rows();\
00055   Index cols = matrix.cols();\
00056   Index size = matrix.diagonalSize();\
00057 \
00058   m_qr = matrix;\
00059   m_hCoeffs.resize(size);\
00060 \
00061   m_colsTranspositions.resize(cols);\
00062   /*Index number_of_transpositions = 0;*/ \
00063 \
00064   m_nonzero_pivots = 0; \
00065   m_maxpivot = RealScalar(0);\
00066   m_colsPermutation.resize(cols); \
00067   m_colsPermutation.indices().setZero(); \
00068 \
00069   lapack_int lda = m_qr.outerStride(), i; \
00070   lapack_int matrix_order = MKLCOLROW; \
00071   LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
00072   m_isInitialized = true; \
00073   m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
00074   m_hCoeffs.adjointInPlace(); \
00075   RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \
00076   lapack_int *perm = m_colsPermutation.indices().data(); \
00077   for(i=0;i<size;i++) { \
00078     m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\
00079   } \
00080   for(i=0;i<cols;i++) perm[i]--;\
00081 \
00082   /*m_det_pq = (number_of_transpositions%2) ? -1 : 1;  // TODO: It's not needed now; fix upon availability in Eigen */ \
00083 \
00084   return *this; \
00085 }
00086 
00087 EIGEN_MKL_QR_COLPIV(double,   double,        d, ColMajor, LAPACK_COL_MAJOR)
00088 EIGEN_MKL_QR_COLPIV(float,    float,         s, ColMajor, LAPACK_COL_MAJOR)
00089 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR)
00090 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8,  c, ColMajor, LAPACK_COL_MAJOR)
00091 
00092 EIGEN_MKL_QR_COLPIV(double,   double,        d, RowMajor, LAPACK_ROW_MAJOR)
00093 EIGEN_MKL_QR_COLPIV(float,    float,         s, RowMajor, LAPACK_ROW_MAJOR)
00094 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR)
00095 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8,  c, RowMajor, LAPACK_ROW_MAJOR)
00096 
00097 } // end namespace Eigen
00098 
00099 #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Thu Aug 27 2015 11:58:00