HouseholderQR_MKL.h
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27  ********************************************************************************
28  * Content : Eigen bindings to Intel(R) MKL
29  * Householder QR decomposition of a matrix w/o pivoting based on
30  * LAPACKE_?geqrf function.
31  ********************************************************************************
32 */
33 
34 #ifndef EIGEN_QR_MKL_H
35 #define EIGEN_QR_MKL_H
36 
38 
39 namespace Eigen {
40 
41 namespace internal {
42 
45 #define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
46 template<typename MatrixQR, typename HCoeffs> \
47 void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, \
48  typename MatrixQR::Index maxBlockSize=32, \
49  EIGTYPE* tempData = 0) \
50 { \
51  lapack_int m = mat.rows(); \
52  lapack_int n = mat.cols(); \
53  lapack_int lda = mat.outerStride(); \
54  lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
55  LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \
56  hCoeffs.adjointInPlace(); \
57 \
58 }
59 
60 EIGEN_MKL_QR_NOPIV(double, double, d)
61 EIGEN_MKL_QR_NOPIV(float, float, s)
62 EIGEN_MKL_QR_NOPIV(dcomplex, MKL_Complex16, z)
63 EIGEN_MKL_QR_NOPIV(scomplex, MKL_Complex8, c)
64 
65 } // end namespace internal
66 
67 } // end namespace Eigen
68 
69 #endif // EIGEN_QR_MKL_H
iterative scaling algorithm to equilibrate rows and column norms in matrices
Definition: matrix.hpp:471
#define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX)


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Mon Jun 10 2019 12:34:41