PartialPivLU_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  *     LU decomposition with partial pivoting based on LAPACKE_?getrf function.
00030  ********************************************************************************
00031 */
00032 
00033 #ifndef EIGEN_PARTIALLU_LAPACK_H
00034 #define EIGEN_PARTIALLU_LAPACK_H
00035 
00036 #include "Eigen/src/Core/util/MKL_support.h"
00037 
00038 namespace Eigen { 
00039 
00040 namespace internal {
00041 
00044 #define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
00045 template<int StorageOrder> \
00046 struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
00047 { \
00048   /* \internal performs the LU decomposition in-place of the matrix represented */ \
00049   static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
00050   { \
00051     EIGEN_UNUSED_VARIABLE(maxBlockSize);\
00052     lapack_int matrix_order, first_zero_pivot; \
00053     lapack_int m, n, lda, *ipiv, info; \
00054     EIGTYPE* a; \
00055 /* Set up parameters for ?getrf */ \
00056     matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
00057     lda = luStride; \
00058     a = lu_data; \
00059     ipiv = row_transpositions; \
00060     m = rows; \
00061     n = cols; \
00062     nb_transpositions = 0; \
00063 \
00064     info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
00065 \
00066     for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
00067 \
00068     eigen_assert(info >= 0); \
00069 /* something should be done with nb_transpositions */ \
00070 \
00071     first_zero_pivot = info; \
00072     return first_zero_pivot; \
00073   } \
00074 };
00075 
00076 EIGEN_MKL_LU_PARTPIV(double, double, d)
00077 EIGEN_MKL_LU_PARTPIV(float, float, s)
00078 EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
00079 EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)
00080 
00081 } // end namespace internal
00082 
00083 } // end namespace Eigen
00084 
00085 #endif // EIGEN_PARTIALLU_LAPACK_H


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Thu Aug 27 2015 11:59:42