level3_impl.h revision 7faaa9f3f0df9d23790277834d426c3d992ac3ba
1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
5//
6// This Source Code Form is subject to the terms of the Mozilla
7// Public License v. 2.0. If a copy of the MPL was not distributed
8// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10#include "common.h"
11
12int EIGEN_BLAS_FUNC(gemm)(char *opa, char *opb, int *m, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
13{
14//   std::cerr << "in gemm " << *opa << " " << *opb << " " << *m << " " << *n << " " << *k << " " << *lda << " " << *ldb << " " << *ldc << " " << *palpha << " " << *pbeta << "\n";
15  typedef void (*functype)(DenseIndex, DenseIndex, DenseIndex, const Scalar *, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, Scalar, internal::level3_blocking<Scalar,Scalar>&, Eigen::internal::GemmParallelInfo<DenseIndex>*);
16  static functype func[12];
17
18  static bool init = false;
19  if(!init)
20  {
21    for(int k=0; k<12; ++k)
22      func[k] = 0;
23    func[NOTR  | (NOTR << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,ColMajor,false,Scalar,ColMajor,false,ColMajor>::run);
24    func[TR    | (NOTR << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,false,Scalar,ColMajor,false,ColMajor>::run);
25    func[ADJ   | (NOTR << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,false,ColMajor>::run);
26    func[NOTR  | (TR   << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,false,ColMajor>::run);
27    func[TR    | (TR   << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,false,Scalar,RowMajor,false,ColMajor>::run);
28    func[ADJ   | (TR   << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,RowMajor,false,ColMajor>::run);
29    func[NOTR  | (ADJ  << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,Conj, ColMajor>::run);
30    func[TR    | (ADJ  << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,false,Scalar,RowMajor,Conj, ColMajor>::run);
31    func[ADJ   | (ADJ  << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,RowMajor,Conj, ColMajor>::run);
32    init = true;
33  }
34
35  Scalar* a = reinterpret_cast<Scalar*>(pa);
36  Scalar* b = reinterpret_cast<Scalar*>(pb);
37  Scalar* c = reinterpret_cast<Scalar*>(pc);
38  Scalar alpha  = *reinterpret_cast<Scalar*>(palpha);
39  Scalar beta   = *reinterpret_cast<Scalar*>(pbeta);
40
41  int info = 0;
42  if(OP(*opa)==INVALID)                                               info = 1;
43  else if(OP(*opb)==INVALID)                                          info = 2;
44  else if(*m<0)                                                       info = 3;
45  else if(*n<0)                                                       info = 4;
46  else if(*k<0)                                                       info = 5;
47  else if(*lda<std::max(1,(OP(*opa)==NOTR)?*m:*k))                    info = 8;
48  else if(*ldb<std::max(1,(OP(*opb)==NOTR)?*k:*n))                    info = 10;
49  else if(*ldc<std::max(1,*m))                                        info = 13;
50  if(info)
51    return xerbla_(SCALAR_SUFFIX_UP"GEMM ",&info,6);
52
53  if(beta!=Scalar(1))
54  {
55    if(beta==Scalar(0)) matrix(c, *m, *n, *ldc).setZero();
56    else                matrix(c, *m, *n, *ldc) *= beta;
57  }
58
59  internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic> blocking(*m,*n,*k);
60
61  int code = OP(*opa) | (OP(*opb) << 2);
62  func[code](*m, *n, *k, a, *lda, b, *ldb, c, *ldc, alpha, blocking, 0);
63  return 0;
64}
65
66int EIGEN_BLAS_FUNC(trsm)(char *side, char *uplo, char *opa, char *diag, int *m, int *n, RealScalar *palpha,  RealScalar *pa, int *lda, RealScalar *pb, int *ldb)
67{
68//   std::cerr << "in trsm " << *side << " " << *uplo << " " << *opa << " " << *diag << " " << *m << "," << *n << " " << *palpha << " " << *lda << " " << *ldb<< "\n";
69  typedef void (*functype)(DenseIndex, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, internal::level3_blocking<Scalar,Scalar>&);
70  static functype func[32];
71
72  static bool init = false;
73  if(!init)
74  {
75    for(int k=0; k<32; ++k)
76      func[k] = 0;
77
78    func[NOTR  | (LEFT  << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|0,          false,ColMajor,ColMajor>::run);
79    func[TR    | (LEFT  << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|0,          false,RowMajor,ColMajor>::run);
80    func[ADJ   | (LEFT  << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|0,          Conj, RowMajor,ColMajor>::run);
81
82    func[NOTR  | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|0,          false,ColMajor,ColMajor>::run);
83    func[TR    | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|0,          false,RowMajor,ColMajor>::run);
84    func[ADJ   | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|0,          Conj, RowMajor,ColMajor>::run);
85
86    func[NOTR  | (LEFT  << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|0,          false,ColMajor,ColMajor>::run);
87    func[TR    | (LEFT  << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|0,          false,RowMajor,ColMajor>::run);
88    func[ADJ   | (LEFT  << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|0,          Conj, RowMajor,ColMajor>::run);
89
90    func[NOTR  | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|0,          false,ColMajor,ColMajor>::run);
91    func[TR    | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|0,          false,RowMajor,ColMajor>::run);
92    func[ADJ   | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|0,          Conj, RowMajor,ColMajor>::run);
93
94
95    func[NOTR  | (LEFT  << 2) | (UP << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|UnitDiag,false,ColMajor,ColMajor>::run);
96    func[TR    | (LEFT  << 2) | (UP << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|UnitDiag,false,RowMajor,ColMajor>::run);
97    func[ADJ   | (LEFT  << 2) | (UP << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|UnitDiag,Conj, RowMajor,ColMajor>::run);
98
99    func[NOTR  | (RIGHT << 2) | (UP << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|UnitDiag,false,ColMajor,ColMajor>::run);
100    func[TR    | (RIGHT << 2) | (UP << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|UnitDiag,false,RowMajor,ColMajor>::run);
101    func[ADJ   | (RIGHT << 2) | (UP << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|UnitDiag,Conj, RowMajor,ColMajor>::run);
102
103    func[NOTR  | (LEFT  << 2) | (LO << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|UnitDiag,false,ColMajor,ColMajor>::run);
104    func[TR    | (LEFT  << 2) | (LO << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|UnitDiag,false,RowMajor,ColMajor>::run);
105    func[ADJ   | (LEFT  << 2) | (LO << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|UnitDiag,Conj, RowMajor,ColMajor>::run);
106
107    func[NOTR  | (RIGHT << 2) | (LO << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|UnitDiag,false,ColMajor,ColMajor>::run);
108    func[TR    | (RIGHT << 2) | (LO << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|UnitDiag,false,RowMajor,ColMajor>::run);
109    func[ADJ   | (RIGHT << 2) | (LO << 3) | (UNIT  << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|UnitDiag,Conj, RowMajor,ColMajor>::run);
110
111    init = true;
112  }
113
114  Scalar* a = reinterpret_cast<Scalar*>(pa);
115  Scalar* b = reinterpret_cast<Scalar*>(pb);
116  Scalar  alpha = *reinterpret_cast<Scalar*>(palpha);
117
118  int info = 0;
119  if(SIDE(*side)==INVALID)                                            info = 1;
120  else if(UPLO(*uplo)==INVALID)                                       info = 2;
121  else if(OP(*opa)==INVALID)                                          info = 3;
122  else if(DIAG(*diag)==INVALID)                                       info = 4;
123  else if(*m<0)                                                       info = 5;
124  else if(*n<0)                                                       info = 6;
125  else if(*lda<std::max(1,(SIDE(*side)==LEFT)?*m:*n))                 info = 9;
126  else if(*ldb<std::max(1,*m))                                        info = 11;
127  if(info)
128    return xerbla_(SCALAR_SUFFIX_UP"TRSM ",&info,6);
129
130  int code = OP(*opa) | (SIDE(*side) << 2) | (UPLO(*uplo) << 3) | (DIAG(*diag) << 4);
131
132  if(SIDE(*side)==LEFT)
133  {
134    internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic,4> blocking(*m,*n,*m);
135    func[code](*m, *n, a, *lda, b, *ldb, blocking);
136  }
137  else
138  {
139    internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic,4> blocking(*m,*n,*n);
140    func[code](*n, *m, a, *lda, b, *ldb, blocking);
141  }
142
143  if(alpha!=Scalar(1))
144    matrix(b,*m,*n,*ldb) *= alpha;
145
146  return 0;
147}
148
149
150// b = alpha*op(a)*b  for side = 'L'or'l'
151// b = alpha*b*op(a)  for side = 'R'or'r'
152int EIGEN_BLAS_FUNC(trmm)(char *side, char *uplo, char *opa, char *diag, int *m, int *n, RealScalar *palpha,  RealScalar *pa, int *lda, RealScalar *pb, int *ldb)
153{
154//   std::cerr << "in trmm " << *side << " " << *uplo << " " << *opa << " " << *diag << " " << *m << " " << *n << " " << *lda << " " << *ldb << " " << *palpha << "\n";
155  typedef void (*functype)(DenseIndex, DenseIndex, DenseIndex, const Scalar *, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, const Scalar&, internal::level3_blocking<Scalar,Scalar>&);
156  static functype func[32];
157  static bool init = false;
158  if(!init)
159  {
160    for(int k=0; k<32; ++k)
161      func[k] = 0;
162
163    func[NOTR  | (LEFT  << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0,          true, ColMajor,false,ColMajor,false,ColMajor>::run);
164    func[TR    | (LEFT  << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0,          true, RowMajor,false,ColMajor,false,ColMajor>::run);
165    func[ADJ   | (LEFT  << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0,          true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
166
167    func[NOTR  | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0,          false,ColMajor,false,ColMajor,false,ColMajor>::run);
168    func[TR    | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0,          false,ColMajor,false,RowMajor,false,ColMajor>::run);
169    func[ADJ   | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0,          false,ColMajor,false,RowMajor,Conj, ColMajor>::run);
170
171    func[NOTR  | (LEFT  << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0,          true, ColMajor,false,ColMajor,false,ColMajor>::run);
172    func[TR    | (LEFT  << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0,          true, RowMajor,false,ColMajor,false,ColMajor>::run);
173    func[ADJ   | (LEFT  << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0,          true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
174
175    func[NOTR  | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0,          false,ColMajor,false,ColMajor,false,ColMajor>::run);
176    func[TR    | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0,          false,ColMajor,false,RowMajor,false,ColMajor>::run);
177    func[ADJ   | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0,          false,ColMajor,false,RowMajor,Conj, ColMajor>::run);
178
179    func[NOTR  | (LEFT  << 2) | (UP << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,true, ColMajor,false,ColMajor,false,ColMajor>::run);
180    func[TR    | (LEFT  << 2) | (UP << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,true, RowMajor,false,ColMajor,false,ColMajor>::run);
181    func[ADJ   | (LEFT  << 2) | (UP << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
182
183    func[NOTR  | (RIGHT << 2) | (UP << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,false,ColMajor,false,ColMajor,false,ColMajor>::run);
184    func[TR    | (RIGHT << 2) | (UP << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,false,ColMajor,false,RowMajor,false,ColMajor>::run);
185    func[ADJ   | (RIGHT << 2) | (UP << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,false,ColMajor,false,RowMajor,Conj, ColMajor>::run);
186
187    func[NOTR  | (LEFT  << 2) | (LO << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,true, ColMajor,false,ColMajor,false,ColMajor>::run);
188    func[TR    | (LEFT  << 2) | (LO << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,true, RowMajor,false,ColMajor,false,ColMajor>::run);
189    func[ADJ   | (LEFT  << 2) | (LO << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
190
191    func[NOTR  | (RIGHT << 2) | (LO << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,false,ColMajor,false,ColMajor,false,ColMajor>::run);
192    func[TR    | (RIGHT << 2) | (LO << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,false,ColMajor,false,RowMajor,false,ColMajor>::run);
193    func[ADJ   | (RIGHT << 2) | (LO << 3) | (UNIT  << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,false,ColMajor,false,RowMajor,Conj, ColMajor>::run);
194
195    init = true;
196  }
197
198  Scalar* a = reinterpret_cast<Scalar*>(pa);
199  Scalar* b = reinterpret_cast<Scalar*>(pb);
200  Scalar  alpha = *reinterpret_cast<Scalar*>(palpha);
201
202  int info = 0;
203  if(SIDE(*side)==INVALID)                                            info = 1;
204  else if(UPLO(*uplo)==INVALID)                                       info = 2;
205  else if(OP(*opa)==INVALID)                                          info = 3;
206  else if(DIAG(*diag)==INVALID)                                       info = 4;
207  else if(*m<0)                                                       info = 5;
208  else if(*n<0)                                                       info = 6;
209  else if(*lda<std::max(1,(SIDE(*side)==LEFT)?*m:*n))                 info = 9;
210  else if(*ldb<std::max(1,*m))                                        info = 11;
211  if(info)
212    return xerbla_(SCALAR_SUFFIX_UP"TRMM ",&info,6);
213
214  int code = OP(*opa) | (SIDE(*side) << 2) | (UPLO(*uplo) << 3) | (DIAG(*diag) << 4);
215
216  if(*m==0 || *n==0)
217    return 1;
218
219  // FIXME find a way to avoid this copy
220  Matrix<Scalar,Dynamic,Dynamic,ColMajor> tmp = matrix(b,*m,*n,*ldb);
221  matrix(b,*m,*n,*ldb).setZero();
222
223  if(SIDE(*side)==LEFT)
224  {
225    internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic,4> blocking(*m,*n,*m);
226    func[code](*m, *n, *m, a, *lda, tmp.data(), tmp.outerStride(), b, *ldb, alpha, blocking);
227  }
228  else
229  {
230    internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic,4> blocking(*m,*n,*n);
231    func[code](*m, *n, *n, tmp.data(), tmp.outerStride(), a, *lda, b, *ldb, alpha, blocking);
232  }
233  return 1;
234}
235
236// c = alpha*a*b + beta*c  for side = 'L'or'l'
237// c = alpha*b*a + beta*c  for side = 'R'or'r
238int EIGEN_BLAS_FUNC(symm)(char *side, char *uplo, int *m, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
239{
240//   std::cerr << "in symm " << *side << " " << *uplo << " " << *m << "x" << *n << " lda:" << *lda << " ldb:" << *ldb << " ldc:" << *ldc << " alpha:" << *palpha << " beta:" << *pbeta << "\n";
241  Scalar* a = reinterpret_cast<Scalar*>(pa);
242  Scalar* b = reinterpret_cast<Scalar*>(pb);
243  Scalar* c = reinterpret_cast<Scalar*>(pc);
244  Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
245  Scalar beta  = *reinterpret_cast<Scalar*>(pbeta);
246
247  int info = 0;
248  if(SIDE(*side)==INVALID)                                            info = 1;
249  else if(UPLO(*uplo)==INVALID)                                       info = 2;
250  else if(*m<0)                                                       info = 3;
251  else if(*n<0)                                                       info = 4;
252  else if(*lda<std::max(1,(SIDE(*side)==LEFT)?*m:*n))                 info = 7;
253  else if(*ldb<std::max(1,*m))                                        info = 9;
254  else if(*ldc<std::max(1,*m))                                        info = 12;
255  if(info)
256    return xerbla_(SCALAR_SUFFIX_UP"SYMM ",&info,6);
257
258  if(beta!=Scalar(1))
259  {
260    if(beta==Scalar(0)) matrix(c, *m, *n, *ldc).setZero();
261    else                matrix(c, *m, *n, *ldc) *= beta;
262  }
263
264  if(*m==0 || *n==0)
265  {
266    return 1;
267  }
268
269  #if ISCOMPLEX
270  // FIXME add support for symmetric complex matrix
271  int size = (SIDE(*side)==LEFT) ? (*m) : (*n);
272  Matrix<Scalar,Dynamic,Dynamic,ColMajor> matA(size,size);
273  if(UPLO(*uplo)==UP)
274  {
275    matA.triangularView<Upper>() = matrix(a,size,size,*lda);
276    matA.triangularView<Lower>() = matrix(a,size,size,*lda).transpose();
277  }
278  else if(UPLO(*uplo)==LO)
279  {
280    matA.triangularView<Lower>() = matrix(a,size,size,*lda);
281    matA.triangularView<Upper>() = matrix(a,size,size,*lda).transpose();
282  }
283  if(SIDE(*side)==LEFT)
284    matrix(c, *m, *n, *ldc) += alpha * matA * matrix(b, *m, *n, *ldb);
285  else if(SIDE(*side)==RIGHT)
286    matrix(c, *m, *n, *ldc) += alpha * matrix(b, *m, *n, *ldb) * matA;
287  #else
288  if(SIDE(*side)==LEFT)
289    if(UPLO(*uplo)==UP)       internal::product_selfadjoint_matrix<Scalar, DenseIndex, RowMajor,true,false, ColMajor,false,false, ColMajor>::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
290    else if(UPLO(*uplo)==LO)  internal::product_selfadjoint_matrix<Scalar, DenseIndex, ColMajor,true,false, ColMajor,false,false, ColMajor>::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
291    else                      return 0;
292  else if(SIDE(*side)==RIGHT)
293    if(UPLO(*uplo)==UP)       internal::product_selfadjoint_matrix<Scalar, DenseIndex, ColMajor,false,false, RowMajor,true,false, ColMajor>::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);
294    else if(UPLO(*uplo)==LO)  internal::product_selfadjoint_matrix<Scalar, DenseIndex, ColMajor,false,false, ColMajor,true,false, ColMajor>::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);
295    else                      return 0;
296  else
297    return 0;
298  #endif
299
300  return 0;
301}
302
303// c = alpha*a*a' + beta*c  for op = 'N'or'n'
304// c = alpha*a'*a + beta*c  for op = 'T'or't','C'or'c'
305int EIGEN_BLAS_FUNC(syrk)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pbeta, RealScalar *pc, int *ldc)
306{
307//   std::cerr << "in syrk " << *uplo << " " << *op << " " << *n << " " << *k << " " << *palpha << " " << *lda << " " << *pbeta << " " << *ldc << "\n";
308  #if !ISCOMPLEX
309  typedef void (*functype)(DenseIndex, DenseIndex, const Scalar *, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, const Scalar&);
310  static functype func[8];
311
312  static bool init = false;
313  if(!init)
314  {
315    for(int k=0; k<8; ++k)
316      func[k] = 0;
317
318    func[NOTR  | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,ColMajor,Conj, Upper>::run);
319    func[TR    | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,false,Scalar,ColMajor,ColMajor,Conj, Upper>::run);
320    func[ADJ   | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,ColMajor,false,Upper>::run);
321
322    func[NOTR  | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,ColMajor,Conj, Lower>::run);
323    func[TR    | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,false,Scalar,ColMajor,ColMajor,Conj, Lower>::run);
324    func[ADJ   | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,ColMajor,false,Lower>::run);
325
326    init = true;
327  }
328  #endif
329
330  Scalar* a = reinterpret_cast<Scalar*>(pa);
331  Scalar* c = reinterpret_cast<Scalar*>(pc);
332  Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
333  Scalar beta  = *reinterpret_cast<Scalar*>(pbeta);
334
335  int info = 0;
336  if(UPLO(*uplo)==INVALID)                                            info = 1;
337  else if(OP(*op)==INVALID)                                           info = 2;
338  else if(*n<0)                                                       info = 3;
339  else if(*k<0)                                                       info = 4;
340  else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k))                     info = 7;
341  else if(*ldc<std::max(1,*n))                                        info = 10;
342  if(info)
343    return xerbla_(SCALAR_SUFFIX_UP"SYRK ",&info,6);
344
345  if(beta!=Scalar(1))
346  {
347    if(UPLO(*uplo)==UP)
348      if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Upper>().setZero();
349      else                matrix(c, *n, *n, *ldc).triangularView<Upper>() *= beta;
350    else
351      if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Lower>().setZero();
352      else                matrix(c, *n, *n, *ldc).triangularView<Lower>() *= beta;
353  }
354
355  #if ISCOMPLEX
356  // FIXME add support for symmetric complex matrix
357  if(UPLO(*uplo)==UP)
358  {
359    if(OP(*op)==NOTR)
360      matrix(c, *n, *n, *ldc).triangularView<Upper>() += alpha * matrix(a,*n,*k,*lda) * matrix(a,*n,*k,*lda).transpose();
361    else
362      matrix(c, *n, *n, *ldc).triangularView<Upper>() += alpha * matrix(a,*k,*n,*lda).transpose() * matrix(a,*k,*n,*lda);
363  }
364  else
365  {
366    if(OP(*op)==NOTR)
367      matrix(c, *n, *n, *ldc).triangularView<Lower>() += alpha * matrix(a,*n,*k,*lda) * matrix(a,*n,*k,*lda).transpose();
368    else
369      matrix(c, *n, *n, *ldc).triangularView<Lower>() += alpha * matrix(a,*k,*n,*lda).transpose() * matrix(a,*k,*n,*lda);
370  }
371  #else
372  int code = OP(*op) | (UPLO(*uplo) << 2);
373  func[code](*n, *k, a, *lda, a, *lda, c, *ldc, alpha);
374  #endif
375
376  return 0;
377}
378
379// c = alpha*a*b' + alpha*b*a' + beta*c  for op = 'N'or'n'
380// c = alpha*a'*b + alpha*b'*a + beta*c  for op = 'T'or't'
381int EIGEN_BLAS_FUNC(syr2k)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
382{
383  Scalar* a = reinterpret_cast<Scalar*>(pa);
384  Scalar* b = reinterpret_cast<Scalar*>(pb);
385  Scalar* c = reinterpret_cast<Scalar*>(pc);
386  Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
387  Scalar beta  = *reinterpret_cast<Scalar*>(pbeta);
388
389  int info = 0;
390  if(UPLO(*uplo)==INVALID)                                            info = 1;
391  else if(OP(*op)==INVALID)                                           info = 2;
392  else if(*n<0)                                                       info = 3;
393  else if(*k<0)                                                       info = 4;
394  else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k))                     info = 7;
395  else if(*ldb<std::max(1,(OP(*op)==NOTR)?*n:*k))                     info = 9;
396  else if(*ldc<std::max(1,*n))                                        info = 12;
397  if(info)
398    return xerbla_(SCALAR_SUFFIX_UP"SYR2K",&info,6);
399
400  if(beta!=Scalar(1))
401  {
402    if(UPLO(*uplo)==UP)
403      if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Upper>().setZero();
404      else                matrix(c, *n, *n, *ldc).triangularView<Upper>() *= beta;
405    else
406      if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Lower>().setZero();
407      else                matrix(c, *n, *n, *ldc).triangularView<Lower>() *= beta;
408  }
409
410  if(*k==0)
411    return 1;
412
413  if(OP(*op)==NOTR)
414  {
415    if(UPLO(*uplo)==UP)
416    {
417      matrix(c, *n, *n, *ldc).triangularView<Upper>()
418        += alpha *matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).transpose()
419        +  alpha*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).transpose();
420    }
421    else if(UPLO(*uplo)==LO)
422      matrix(c, *n, *n, *ldc).triangularView<Lower>()
423        += alpha*matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).transpose()
424        +  alpha*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).transpose();
425  }
426  else if(OP(*op)==TR || OP(*op)==ADJ)
427  {
428    if(UPLO(*uplo)==UP)
429      matrix(c, *n, *n, *ldc).triangularView<Upper>()
430        += alpha*matrix(a, *k, *n, *lda).transpose()*matrix(b, *k, *n, *ldb)
431        +  alpha*matrix(b, *k, *n, *ldb).transpose()*matrix(a, *k, *n, *lda);
432    else if(UPLO(*uplo)==LO)
433      matrix(c, *n, *n, *ldc).triangularView<Lower>()
434        += alpha*matrix(a, *k, *n, *lda).transpose()*matrix(b, *k, *n, *ldb)
435        +  alpha*matrix(b, *k, *n, *ldb).transpose()*matrix(a, *k, *n, *lda);
436  }
437
438  return 0;
439}
440
441
442#if ISCOMPLEX
443
444// c = alpha*a*b + beta*c  for side = 'L'or'l'
445// c = alpha*b*a + beta*c  for side = 'R'or'r
446int EIGEN_BLAS_FUNC(hemm)(char *side, char *uplo, int *m, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
447{
448  Scalar* a = reinterpret_cast<Scalar*>(pa);
449  Scalar* b = reinterpret_cast<Scalar*>(pb);
450  Scalar* c = reinterpret_cast<Scalar*>(pc);
451  Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
452  Scalar beta  = *reinterpret_cast<Scalar*>(pbeta);
453
454//   std::cerr << "in hemm " << *side << " " << *uplo << " " << *m << " " << *n << " " << alpha << " " << *lda << " " << beta << " " << *ldc << "\n";
455
456  int info = 0;
457  if(SIDE(*side)==INVALID)                                            info = 1;
458  else if(UPLO(*uplo)==INVALID)                                       info = 2;
459  else if(*m<0)                                                       info = 3;
460  else if(*n<0)                                                       info = 4;
461  else if(*lda<std::max(1,(SIDE(*side)==LEFT)?*m:*n))                 info = 7;
462  else if(*ldb<std::max(1,*m))                                        info = 9;
463  else if(*ldc<std::max(1,*m))                                        info = 12;
464  if(info)
465    return xerbla_(SCALAR_SUFFIX_UP"HEMM ",&info,6);
466
467  if(beta==Scalar(0))       matrix(c, *m, *n, *ldc).setZero();
468  else if(beta!=Scalar(1))  matrix(c, *m, *n, *ldc) *= beta;
469
470  if(*m==0 || *n==0)
471  {
472    return 1;
473  }
474
475  if(SIDE(*side)==LEFT)
476  {
477    if(UPLO(*uplo)==UP)       internal::product_selfadjoint_matrix<Scalar,DenseIndex,RowMajor,true,Conj,  ColMajor,false,false, ColMajor>
478                                ::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
479    else if(UPLO(*uplo)==LO)  internal::product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,true,false, ColMajor,false,false, ColMajor>
480                                ::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
481    else                      return 0;
482  }
483  else if(SIDE(*side)==RIGHT)
484  {
485    if(UPLO(*uplo)==UP)       matrix(c,*m,*n,*ldc) += alpha * matrix(b,*m,*n,*ldb) * matrix(a,*n,*n,*lda).selfadjointView<Upper>();/*internal::product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,false,false, RowMajor,true,Conj,  ColMajor>
486                                ::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);*/
487    else if(UPLO(*uplo)==LO)  internal::product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,false,false, ColMajor,true,false, ColMajor>
488                                ::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);
489    else                      return 0;
490  }
491  else
492  {
493    return 0;
494  }
495
496  return 0;
497}
498
499// c = alpha*a*conj(a') + beta*c  for op = 'N'or'n'
500// c = alpha*conj(a')*a + beta*c  for op  = 'C'or'c'
501int EIGEN_BLAS_FUNC(herk)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pbeta, RealScalar *pc, int *ldc)
502{
503  typedef void (*functype)(DenseIndex, DenseIndex, const Scalar *, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, const Scalar&);
504  static functype func[8];
505
506  static bool init = false;
507  if(!init)
508  {
509    for(int k=0; k<8; ++k)
510      func[k] = 0;
511
512    func[NOTR  | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,Conj, ColMajor,Upper>::run);
513    func[ADJ   | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,false,ColMajor,Upper>::run);
514
515    func[NOTR  | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,Conj, ColMajor,Lower>::run);
516    func[ADJ   | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,false,ColMajor,Lower>::run);
517
518    init = true;
519  }
520
521  Scalar* a = reinterpret_cast<Scalar*>(pa);
522  Scalar* c = reinterpret_cast<Scalar*>(pc);
523  RealScalar alpha = *palpha;
524  RealScalar beta  = *pbeta;
525
526//   std::cerr << "in herk " << *uplo << " " << *op << " " << *n << " " << *k << " " << alpha << " " << *lda << " " << beta << " " << *ldc << "\n";
527
528  int info = 0;
529  if(UPLO(*uplo)==INVALID)                                            info = 1;
530  else if((OP(*op)==INVALID) || (OP(*op)==TR))                        info = 2;
531  else if(*n<0)                                                       info = 3;
532  else if(*k<0)                                                       info = 4;
533  else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k))                     info = 7;
534  else if(*ldc<std::max(1,*n))                                        info = 10;
535  if(info)
536    return xerbla_(SCALAR_SUFFIX_UP"HERK ",&info,6);
537
538  int code = OP(*op) | (UPLO(*uplo) << 2);
539
540  if(beta!=RealScalar(1))
541  {
542    if(UPLO(*uplo)==UP)
543      if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Upper>().setZero();
544      else                matrix(c, *n, *n, *ldc).triangularView<StrictlyUpper>() *= beta;
545    else
546      if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Lower>().setZero();
547      else                matrix(c, *n, *n, *ldc).triangularView<StrictlyLower>() *= beta;
548
549    if(beta!=Scalar(0))
550    {
551      matrix(c, *n, *n, *ldc).diagonal().real() *= beta;
552      matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
553    }
554  }
555
556  if(*k>0 && alpha!=RealScalar(0))
557  {
558    func[code](*n, *k, a, *lda, a, *lda, c, *ldc, alpha);
559    matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
560  }
561  return 0;
562}
563
564// c = alpha*a*conj(b') + conj(alpha)*b*conj(a') + beta*c,  for op = 'N'or'n'
565// c = alpha*conj(a')*b + conj(alpha)*conj(b')*a + beta*c,  for op = 'C'or'c'
566int EIGEN_BLAS_FUNC(her2k)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
567{
568  Scalar* a = reinterpret_cast<Scalar*>(pa);
569  Scalar* b = reinterpret_cast<Scalar*>(pb);
570  Scalar* c = reinterpret_cast<Scalar*>(pc);
571  Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
572  RealScalar beta  = *pbeta;
573
574  int info = 0;
575  if(UPLO(*uplo)==INVALID)                                            info = 1;
576  else if((OP(*op)==INVALID) || (OP(*op)==TR))                        info = 2;
577  else if(*n<0)                                                       info = 3;
578  else if(*k<0)                                                       info = 4;
579  else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k))                     info = 7;
580  else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k))                     info = 9;
581  else if(*ldc<std::max(1,*n))                                        info = 12;
582  if(info)
583    return xerbla_(SCALAR_SUFFIX_UP"HER2K",&info,6);
584
585  if(beta!=RealScalar(1))
586  {
587    if(UPLO(*uplo)==UP)
588      if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Upper>().setZero();
589      else                matrix(c, *n, *n, *ldc).triangularView<StrictlyUpper>() *= beta;
590    else
591      if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Lower>().setZero();
592      else                matrix(c, *n, *n, *ldc).triangularView<StrictlyLower>() *= beta;
593
594    if(beta!=Scalar(0))
595    {
596      matrix(c, *n, *n, *ldc).diagonal().real() *= beta;
597      matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
598    }
599  }
600  else if(*k>0 && alpha!=Scalar(0))
601    matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
602
603  if(*k==0)
604    return 1;
605
606  if(OP(*op)==NOTR)
607  {
608    if(UPLO(*uplo)==UP)
609    {
610      matrix(c, *n, *n, *ldc).triangularView<Upper>()
611        +=            alpha *matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).adjoint()
612        +  numext::conj(alpha)*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).adjoint();
613    }
614    else if(UPLO(*uplo)==LO)
615      matrix(c, *n, *n, *ldc).triangularView<Lower>()
616        += alpha*matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).adjoint()
617        +  numext::conj(alpha)*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).adjoint();
618  }
619  else if(OP(*op)==ADJ)
620  {
621    if(UPLO(*uplo)==UP)
622      matrix(c, *n, *n, *ldc).triangularView<Upper>()
623        +=             alpha*matrix(a, *k, *n, *lda).adjoint()*matrix(b, *k, *n, *ldb)
624        +  numext::conj(alpha)*matrix(b, *k, *n, *ldb).adjoint()*matrix(a, *k, *n, *lda);
625    else if(UPLO(*uplo)==LO)
626      matrix(c, *n, *n, *ldc).triangularView<Lower>()
627        +=             alpha*matrix(a, *k, *n, *lda).adjoint()*matrix(b, *k, *n, *ldb)
628        +  numext::conj(alpha)*matrix(b, *k, *n, *ldb).adjoint()*matrix(a, *k, *n, *lda);
629  }
630
631  return 1;
632}
633
634#endif // ISCOMPLEX
635