acado: ComplexSchur_MKL.h Source File

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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  *    Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors.
00030  ********************************************************************************
00031 */
00032 
00033 #ifndef EIGEN_COMPLEX_SCHUR_MKL_H
00034 #define EIGEN_COMPLEX_SCHUR_MKL_H
00035 
00036 #include "Eigen/src/Core/util/MKL_support.h"
00037 
00038 namespace Eigen { 
00039 
00042 #define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
00043 template<> inline \
00044 ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
00045 ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
00046 { \
00047   typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
00048   typedef MatrixType::Scalar Scalar; \
00049   typedef MatrixType::RealScalar RealScalar; \
00050   typedef std::complex<RealScalar> ComplexScalar; \
00051 \
00052   eigen_assert(matrix.cols() == matrix.rows()); \
00053 \
00054   m_matUisUptodate = false; \
00055   if(matrix.cols() == 1) \
00056   { \
00057     m_matT = matrix.cast<ComplexScalar>(); \
00058     if(computeU)  m_matU = ComplexMatrixType::Identity(1,1); \
00059       m_info = Success; \
00060       m_isInitialized = true; \
00061       m_matUisUptodate = computeU; \
00062       return *this; \
00063   } \
00064   lapack_int n = matrix.cols(), sdim, info; \
00065   lapack_int lda = matrix.outerStride(); \
00066   lapack_int matrix_order = MKLCOLROW; \
00067   char jobvs, sort='N'; \
00068   LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \
00069   jobvs = (computeU) ? 'V' : 'N'; \
00070   m_matU.resize(n, n); \
00071   lapack_int ldvs  = m_matU.outerStride(); \
00072   m_matT = matrix; \
00073   Matrix<EIGTYPE, Dynamic, Dynamic> w; \
00074   w.resize(n, 1);\
00075   info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
00076   if(info == 0) \
00077     m_info = Success; \
00078   else \
00079     m_info = NoConvergence; \
00080 \
00081   m_isInitialized = true; \
00082   m_matUisUptodate = computeU; \
00083   return *this; \
00084 \
00085 }
00086 
00087 EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR)
00088 EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8,  c, C, ColMajor, LAPACK_COL_MAJOR)
00089 EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR)
00090 EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8,  c, C, RowMajor, LAPACK_ROW_MAJOR)
00091 
00092 } // end namespace Eigen
00093 
00094 #endif // EIGEN_COMPLEX_SCHUR_MKL_H