100 lines
3.9 KiB
C
100 lines
3.9 KiB
C
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/*
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Copyright (c) 2011, Intel Corporation. All rights reserved.
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Redistribution and use in source and binary forms, with or without modification,
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are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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* Neither the name of Intel Corporation nor the names of its contributors may
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be used to endorse or promote products derived from this software without
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specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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********************************************************************************
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* Content : Eigen bindings to LAPACKe
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* LLt decomposition based on LAPACKE_?potrf function.
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********************************************************************************
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*/
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#ifndef EIGEN_LLT_LAPACKE_H
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#define EIGEN_LLT_LAPACKE_H
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namespace Eigen {
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namespace internal {
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template<typename Scalar> struct lapacke_llt;
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#define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \
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template<> struct lapacke_llt<EIGTYPE> \
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{ \
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template<typename MatrixType> \
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static inline Index potrf(MatrixType& m, char uplo) \
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{ \
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lapack_int matrix_order; \
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lapack_int size, lda, info, StorageOrder; \
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EIGTYPE* a; \
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eigen_assert(m.rows()==m.cols()); \
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/* Set up parameters for ?potrf */ \
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size = convert_index<lapack_int>(m.rows()); \
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StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
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matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
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a = &(m.coeffRef(0,0)); \
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lda = convert_index<lapack_int>(m.outerStride()); \
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\
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info = LAPACKE_##LAPACKE_PREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \
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info = (info==0) ? -1 : info>0 ? info-1 : size; \
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return info; \
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} \
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}; \
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template<> struct llt_inplace<EIGTYPE, Lower> \
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{ \
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template<typename MatrixType> \
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static Index blocked(MatrixType& m) \
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{ \
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return lapacke_llt<EIGTYPE>::potrf(m, 'L'); \
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} \
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template<typename MatrixType, typename VectorType> \
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static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
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{ return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \
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}; \
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template<> struct llt_inplace<EIGTYPE, Upper> \
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{ \
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template<typename MatrixType> \
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static Index blocked(MatrixType& m) \
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{ \
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return lapacke_llt<EIGTYPE>::potrf(m, 'U'); \
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} \
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template<typename MatrixType, typename VectorType> \
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static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
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{ \
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Transpose<MatrixType> matt(mat); \
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return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
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} \
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};
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EIGEN_LAPACKE_LLT(double, double, d)
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EIGEN_LAPACKE_LLT(float, float, s)
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EIGEN_LAPACKE_LLT(dcomplex, lapack_complex_double, z)
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EIGEN_LAPACKE_LLT(scomplex, lapack_complex_float, c)
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} // end namespace internal
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} // end namespace Eigen
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#endif // EIGEN_LLT_LAPACKE_H
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