HouseholderQR_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 w/o pivoting based on
00030  *    LAPACKE_?geqrf function.
00031  ********************************************************************************
00032 */
00033 
00034 #ifndef EIGEN_QR_MKL_H
00035 #define EIGEN_QR_MKL_H
00036 
00037 #include "Eigen/src/Core/util/MKL_support.h"
00038 
00039 namespace Eigen { 
00040 
00041 namespace internal {
00042 
00045 #define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
00046 template<typename MatrixQR, typename HCoeffs> \
00047 void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, \
00048                                        typename MatrixQR::Index maxBlockSize=32, \
00049                                        EIGTYPE* tempData = 0) \
00050 { \
00051   lapack_int m = mat.rows(); \
00052   lapack_int n = mat.cols(); \
00053   lapack_int lda = mat.outerStride(); \
00054   lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
00055   LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \
00056   hCoeffs.adjointInPlace(); \
00057 \
00058 }
00059 
00060 EIGEN_MKL_QR_NOPIV(double, double, d)
00061 EIGEN_MKL_QR_NOPIV(float, float, s)
00062 EIGEN_MKL_QR_NOPIV(dcomplex, MKL_Complex16, z)
00063 EIGEN_MKL_QR_NOPIV(scomplex, MKL_Complex8, c)
00064 
00065 } // end namespace internal
00066 
00067 } // end namespace Eigen
00068 
00069 #endif // EIGEN_QR_MKL_H


win_eigen
Author(s): Daniel Stonier
autogenerated on Wed Sep 16 2015 07:10:46