1c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath/*
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27c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath ********************************************************************************
28c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath *   Content : Eigen bindings to Intel(R) MKL
29c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath *    Self-adjoint eigenvalues/eigenvectors.
30c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath ********************************************************************************
31c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath*/
32c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
33c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#ifndef EIGEN_SAEIGENSOLVER_MKL_H
34c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#define EIGEN_SAEIGENSOLVER_MKL_H
35c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
36c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#include "Eigen/src/Core/util/MKL_support.h"
37c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
38c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathnamespace Eigen {
39c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
40c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath/** \internal Specialization for the data types supported by MKL */
41c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
42c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#define EIGEN_MKL_EIG_SELFADJ(EIGTYPE, MKLTYPE, MKLRTYPE, MKLNAME, EIGCOLROW, MKLCOLROW ) \
437faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandeztemplate<> inline \
44c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathSelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
45c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathSelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, int options) \
46c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath{ \
47c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  eigen_assert(matrix.cols() == matrix.rows()); \
48c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  eigen_assert((options&~(EigVecMask|GenEigMask))==0 \
49c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath          && (options&EigVecMask)!=EigVecMask \
50c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath          && "invalid option parameter"); \
51c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; \
52c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  lapack_int n = matrix.cols(), lda, matrix_order, info; \
53c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  m_eivalues.resize(n,1); \
54c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  m_subdiag.resize(n-1); \
55c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  m_eivec = matrix; \
56c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath\
57c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  if(n==1) \
58c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  { \
597faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez    m_eivalues.coeffRef(0,0) = numext::real(matrix.coeff(0,0)); \
60c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath    if(computeEigenvectors) m_eivec.setOnes(n,n); \
61c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath    m_info = Success; \
62c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath    m_isInitialized = true; \
63c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath    m_eigenvectorsOk = computeEigenvectors; \
64c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath    return *this; \
65c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  } \
66c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath\
67c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  lda = matrix.outerStride(); \
68c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  matrix_order=MKLCOLROW; \
69c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  char jobz, uplo='L'/*, range='A'*/; \
70c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  jobz = computeEigenvectors ? 'V' : 'N'; \
71c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath\
72c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  info = LAPACKE_##MKLNAME( matrix_order, jobz, uplo, n, (MKLTYPE*)m_eivec.data(), lda, (MKLRTYPE*)m_eivalues.data() ); \
73c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  m_info = (info==0) ? Success : NoConvergence; \
74c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  m_isInitialized = true; \
75c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  m_eigenvectorsOk = computeEigenvectors; \
76c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath  return *this; \
77c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath}
78c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
79c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
80c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathEIGEN_MKL_EIG_SELFADJ(double,   double,        double, dsyev, ColMajor, LAPACK_COL_MAJOR)
81c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathEIGEN_MKL_EIG_SELFADJ(float,    float,         float,  ssyev, ColMajor, LAPACK_COL_MAJOR)
82c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathEIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, ColMajor, LAPACK_COL_MAJOR)
83c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathEIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8,  float,  cheev, ColMajor, LAPACK_COL_MAJOR)
84c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
85c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathEIGEN_MKL_EIG_SELFADJ(double,   double,        double, dsyev, RowMajor, LAPACK_ROW_MAJOR)
86c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathEIGEN_MKL_EIG_SELFADJ(float,    float,         float,  ssyev, RowMajor, LAPACK_ROW_MAJOR)
87c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathEIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, RowMajor, LAPACK_ROW_MAJOR)
88c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan KamathEIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8,  float,  cheev, RowMajor, LAPACK_ROW_MAJOR)
89c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
90c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath} // end namespace Eigen
91c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath
92c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#endif // EIGEN_SAEIGENSOLVER_H
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