GeneralMatrixMatrixTriangular_MKL.h
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27  ********************************************************************************
28  * Content : Eigen bindings to Intel(R) MKL
29  * Level 3 BLAS SYRK/HERK implementation.
30  ********************************************************************************
31 */
32 
33 #ifndef EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H
34 #define EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H
35 
36 namespace Eigen {
37 
38 namespace internal {
39 
40 template <typename Index, typename Scalar, int AStorageOrder, bool ConjugateA, int ResStorageOrder, int UpLo>
43  Index,Scalar,AStorageOrder,ConjugateA,Scalar,AStorageOrder,ConjugateA,ResStorageOrder,UpLo,BuiltIn> {};
44 
45 
46 // try to go to BLAS specialization
47 #define EIGEN_MKL_RANKUPDATE_SPECIALIZE(Scalar) \
48 template <typename Index, int LhsStorageOrder, bool ConjugateLhs, \
49  int RhsStorageOrder, bool ConjugateRhs, int UpLo> \
50 struct general_matrix_matrix_triangular_product<Index,Scalar,LhsStorageOrder,ConjugateLhs, \
51  Scalar,RhsStorageOrder,ConjugateRhs,ColMajor,UpLo,Specialized> { \
52  static EIGEN_STRONG_INLINE void run(Index size, Index depth,const Scalar* lhs, Index lhsStride, \
53  const Scalar* rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha) \
54  { \
55  if (lhs==rhs) { \
56  general_matrix_matrix_rankupdate<Index,Scalar,LhsStorageOrder,ConjugateLhs,ColMajor,UpLo> \
57  ::run(size,depth,lhs,lhsStride,rhs,rhsStride,res,resStride,alpha); \
58  } else { \
59  general_matrix_matrix_triangular_product<Index, \
60  Scalar, LhsStorageOrder, ConjugateLhs, \
61  Scalar, RhsStorageOrder, ConjugateRhs, \
62  ColMajor, UpLo, BuiltIn> \
63  ::run(size,depth,lhs,lhsStride,rhs,rhsStride,res,resStride,alpha); \
64  } \
65  } \
66 };
67 
69 //EIGEN_MKL_RANKUPDATE_SPECIALIZE(dcomplex)
71 //EIGEN_MKL_RANKUPDATE_SPECIALIZE(scomplex)
72 
73 // SYRK for float/double
74 #define EIGEN_MKL_RANKUPDATE_R(EIGTYPE, MKLTYPE, MKLFUNC) \
75 template <typename Index, int AStorageOrder, bool ConjugateA, int UpLo> \
76 struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,ColMajor,UpLo> { \
77  enum { \
78  IsLower = (UpLo&Lower) == Lower, \
79  LowUp = IsLower ? Lower : Upper, \
80  conjA = ((AStorageOrder==ColMajor) && ConjugateA) ? 1 : 0 \
81  }; \
82  static EIGEN_STRONG_INLINE void run(Index size, Index depth,const EIGTYPE* lhs, Index lhsStride, \
83  const EIGTYPE* rhs, Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha) \
84  { \
85  /* typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs;*/ \
86 \
87  MKL_INT lda=lhsStride, ldc=resStride, n=size, k=depth; \
88  char uplo=(IsLower) ? 'L' : 'U', trans=(AStorageOrder==RowMajor) ? 'T':'N'; \
89  MKLTYPE alpha_, beta_; \
90 \
91 /* Set alpha_ & beta_ */ \
92  assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
93  assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \
94  MKLFUNC(&uplo, &trans, &n, &k, &alpha_, lhs, &lda, &beta_, res, &ldc); \
95  } \
96 };
97 
98 // HERK for complex data
99 #define EIGEN_MKL_RANKUPDATE_C(EIGTYPE, MKLTYPE, RTYPE, MKLFUNC) \
100 template <typename Index, int AStorageOrder, bool ConjugateA, int UpLo> \
101 struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,ColMajor,UpLo> { \
102  enum { \
103  IsLower = (UpLo&Lower) == Lower, \
104  LowUp = IsLower ? Lower : Upper, \
105  conjA = (((AStorageOrder==ColMajor) && ConjugateA) || ((AStorageOrder==RowMajor) && !ConjugateA)) ? 1 : 0 \
106  }; \
107  static EIGEN_STRONG_INLINE void run(Index size, Index depth,const EIGTYPE* lhs, Index lhsStride, \
108  const EIGTYPE* rhs, Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha) \
109  { \
110  typedef Matrix<EIGTYPE, Dynamic, Dynamic, AStorageOrder> MatrixType; \
111 \
112  MKL_INT lda=lhsStride, ldc=resStride, n=size, k=depth; \
113  char uplo=(IsLower) ? 'L' : 'U', trans=(AStorageOrder==RowMajor) ? 'C':'N'; \
114  RTYPE alpha_, beta_; \
115  const EIGTYPE* a_ptr; \
116 \
117 /* Set alpha_ & beta_ */ \
118 /* assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); */\
119 /* assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1));*/ \
120  alpha_ = alpha.real(); \
121  beta_ = 1.0; \
122 /* Copy with conjugation in some cases*/ \
123  MatrixType a; \
124  if (conjA) { \
125  Map<const MatrixType, 0, OuterStride<> > mapA(lhs,n,k,OuterStride<>(lhsStride)); \
126  a = mapA.conjugate(); \
127  lda = a.outerStride(); \
128  a_ptr = a.data(); \
129  } else a_ptr=lhs; \
130  MKLFUNC(&uplo, &trans, &n, &k, &alpha_, (MKLTYPE*)a_ptr, &lda, &beta_, (MKLTYPE*)res, &ldc); \
131  } \
132 };
133 
134 
135 EIGEN_MKL_RANKUPDATE_R(double, double, dsyrk)
136 EIGEN_MKL_RANKUPDATE_R(float, float, ssyrk)
137 
138 //EIGEN_MKL_RANKUPDATE_C(dcomplex, MKL_Complex16, double, zherk)
139 //EIGEN_MKL_RANKUPDATE_C(scomplex, MKL_Complex8, double, cherk)
140 
141 
142 } // end namespace internal
143 
144 } // end namespace Eigen
145 
146 #endif // EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H
iterative scaling algorithm to equilibrate rows and column norms in matrices
Definition: matrix.hpp:471
#define EIGEN_MKL_RANKUPDATE_R(EIGTYPE, MKLTYPE, MKLFUNC)
int BLASFUNC() dsyrk(char *, char *, int *, int *, double *, double *, int *, double *, double *, int *)
int BLASFUNC() ssyrk(char *, char *, int *, int *, float *, float *, int *, float *, float *, int *)
#define EIGEN_MKL_RANKUPDATE_SPECIALIZE(Scalar)


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Mon Jun 10 2019 12:34:38