win_eigen: SelfAdjointEigenSolver

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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
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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
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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
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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  *    Self-adjoint eigenvalues/eigenvectors.
00030  ********************************************************************************
00031 */
00032 
00033 #ifndef EIGEN_SAEIGENSOLVER_MKL_H
00034 #define EIGEN_SAEIGENSOLVER_MKL_H
00035 
00036 #include "Eigen/src/Core/util/MKL_support.h"
00037 
00038 namespace Eigen { 
00039 
00042 #define EIGEN_MKL_EIG_SELFADJ(EIGTYPE, MKLTYPE, MKLRTYPE, MKLNAME, EIGCOLROW, MKLCOLROW ) \
00043 template<> inline \
00044 SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
00045 SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, int options) \
00046 { \
00047   eigen_assert(matrix.cols() == matrix.rows()); \
00048   eigen_assert((options&~(EigVecMask|GenEigMask))==0 \
00049           && (options&EigVecMask)!=EigVecMask \
00050           && "invalid option parameter"); \
00051   bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; \
00052   lapack_int n = matrix.cols(), lda, matrix_order, info; \
00053   m_eivalues.resize(n,1); \
00054   m_subdiag.resize(n-1); \
00055   m_eivec = matrix; \
00056 \
00057   if(n==1) \
00058   { \
00059     m_eivalues.coeffRef(0,0) = internal::real(matrix.coeff(0,0)); \
00060     if(computeEigenvectors) m_eivec.setOnes(n,n); \
00061     m_info = Success; \
00062     m_isInitialized = true; \
00063     m_eigenvectorsOk = computeEigenvectors; \
00064     return *this; \
00065   } \
00066 \
00067   lda = matrix.outerStride(); \
00068   matrix_order=MKLCOLROW; \
00069   char jobz, uplo='L'/*, range='A'*/; \
00070   jobz = computeEigenvectors ? 'V' : 'N'; \
00071 \
00072   info = LAPACKE_##MKLNAME( matrix_order, jobz, uplo, n, (MKLTYPE*)m_eivec.data(), lda, (MKLRTYPE*)m_eivalues.data() ); \
00073   m_info = (info==0) ? Success : NoConvergence; \
00074   m_isInitialized = true; \
00075   m_eigenvectorsOk = computeEigenvectors; \
00076   return *this; \
00077 }
00078 
00079 
00080 EIGEN_MKL_EIG_SELFADJ(double,   double,        double, dsyev, ColMajor, LAPACK_COL_MAJOR)
00081 EIGEN_MKL_EIG_SELFADJ(float,    float,         float,  ssyev, ColMajor, LAPACK_COL_MAJOR)
00082 EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, ColMajor, LAPACK_COL_MAJOR)
00083 EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8,  float,  cheev, ColMajor, LAPACK_COL_MAJOR)
00084 
00085 EIGEN_MKL_EIG_SELFADJ(double,   double,        double, dsyev, RowMajor, LAPACK_ROW_MAJOR)
00086 EIGEN_MKL_EIG_SELFADJ(float,    float,         float,  ssyev, RowMajor, LAPACK_ROW_MAJOR)
00087 EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, RowMajor, LAPACK_ROW_MAJOR)
00088 EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8,  float,  cheev, RowMajor, LAPACK_ROW_MAJOR)
00089 
00090 } // end namespace Eigen
00091 
00092 #endif // EIGEN_SAEIGENSOLVER_H