ColPivHouseholderQR_MKL.h
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27  ********************************************************************************
28  * Content : Eigen bindings to Intel(R) MKL
29  * Householder QR decomposition of a matrix with column pivoting based on
30  * LAPACKE_?geqp3 function.
31  ********************************************************************************
32 */
33 
34 #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
35 #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
36 
38 
39 namespace Eigen {
40 
43 #define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
44 template<> inline \
45 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \
46 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \
47  const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \
48 \
49 { \
50  using std::abs; \
51  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
52  typedef MatrixType::Scalar Scalar; \
53  typedef MatrixType::RealScalar RealScalar; \
54  Index rows = matrix.rows();\
55  Index cols = matrix.cols();\
56  Index size = matrix.diagonalSize();\
57 \
58  m_qr = matrix;\
59  m_hCoeffs.resize(size);\
60 \
61  m_colsTranspositions.resize(cols);\
62  /*Index number_of_transpositions = 0;*/ \
63 \
64  m_nonzero_pivots = 0; \
65  m_maxpivot = RealScalar(0);\
66  m_colsPermutation.resize(cols); \
67  m_colsPermutation.indices().setZero(); \
68 \
69  lapack_int lda = m_qr.outerStride(), i; \
70  lapack_int matrix_order = MKLCOLROW; \
71  LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
72  m_isInitialized = true; \
73  m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
74  m_hCoeffs.adjointInPlace(); \
75  RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \
76  lapack_int *perm = m_colsPermutation.indices().data(); \
77  for(i=0;i<size;i++) { \
78  m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\
79  } \
80  for(i=0;i<cols;i++) perm[i]--;\
81 \
82  /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \
83 \
84  return *this; \
85 }
86 
87 EIGEN_MKL_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR)
88 EIGEN_MKL_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR)
89 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR)
90 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, ColMajor, LAPACK_COL_MAJOR)
91 
92 EIGEN_MKL_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR)
93 EIGEN_MKL_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR)
94 EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR)
95 EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, RowMajor, LAPACK_ROW_MAJOR)
96 
97 } // end namespace Eigen
98 
99 #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
Definition: LDLT.h:16
#define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW)


tuw_aruco
Author(s): Lukas Pfeifhofer
autogenerated on Mon Feb 28 2022 23:57:51