LLT_LAPACKE.h
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27  ********************************************************************************
28  * Content : Eigen bindings to LAPACKe
29  * LLt decomposition based on LAPACKE_?potrf function.
30  ********************************************************************************
31 */
32 
33 #ifndef EIGEN_LLT_LAPACKE_H
34 #define EIGEN_LLT_LAPACKE_H
35 
36 namespace Eigen {
37 
38 namespace internal {
39 
40 template<typename Scalar> struct lapacke_llt;
41 
42 #define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \
43 template<> struct lapacke_llt<EIGTYPE> \
44 { \
45  template<typename MatrixType> \
46  static inline Index potrf(MatrixType& m, char uplo) \
47  { \
48  lapack_int matrix_order; \
49  lapack_int size, lda, info, StorageOrder; \
50  EIGTYPE* a; \
51  eigen_assert(m.rows()==m.cols()); \
52  /* Set up parameters for ?potrf */ \
53  size = convert_index<lapack_int>(m.rows()); \
54  StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
55  matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
56  a = &(m.coeffRef(0,0)); \
57  lda = convert_index<lapack_int>(m.outerStride()); \
58 \
59  info = LAPACKE_##LAPACKE_PREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \
60  info = (info==0) ? -1 : info>0 ? info-1 : size; \
61  return info; \
62  } \
63 }; \
64 template<> struct llt_inplace<EIGTYPE, Lower> \
65 { \
66  template<typename MatrixType> \
67  static Index blocked(MatrixType& m) \
68  { \
69  return lapacke_llt<EIGTYPE>::potrf(m, 'L'); \
70  } \
71  template<typename MatrixType, typename VectorType> \
72  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
73  { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \
74 }; \
75 template<> struct llt_inplace<EIGTYPE, Upper> \
76 { \
77  template<typename MatrixType> \
78  static Index blocked(MatrixType& m) \
79  { \
80  return lapacke_llt<EIGTYPE>::potrf(m, 'U'); \
81  } \
82  template<typename MatrixType, typename VectorType> \
83  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
84  { \
85  Transpose<MatrixType> matt(mat); \
86  return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
87  } \
88 };
89 
90 EIGEN_LAPACKE_LLT(double, double, d)
91 EIGEN_LAPACKE_LLT(float, float, s)
94 
95 } // end namespace internal
96 
97 } // end namespace Eigen
98 
99 #endif // EIGEN_LLT_LAPACKE_H
#define lapack_complex_float
Definition: lapacke.h:80
Definition: LDLT.h:16
std::complex< float > scomplex
Definition: MKL_support.h:114
std::complex< double > dcomplex
Definition: MKL_support.h:113
#define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX)
Definition: LLT_LAPACKE.h:42
#define lapack_complex_double
Definition: lapacke.h:96


hebiros
Author(s): Xavier Artache , Matthew Tesch
autogenerated on Thu Sep 3 2020 04:08:21