1c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath/* 2c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Copyright (c) 2011, Intel Corporation. All rights reserved. 3c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 4c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Redistribution and use in source and binary forms, with or without modification, 5c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath are permitted provided that the following conditions are met: 6c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 7c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * Redistributions of source code must retain the above copyright notice, this 8c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath list of conditions and the following disclaimer. 9c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * Redistributions in binary form must reproduce the above copyright notice, 10c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath this list of conditions and the following disclaimer in the documentation 11c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath and/or other materials provided with the distribution. 12c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * Neither the name of Intel Corporation nor the names of its contributors may 13c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath be used to endorse or promote products derived from this software without 14c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath specific prior written permission. 15c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 16c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND 17c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED 18c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE 19c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR 20c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES 21c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; 22c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON 23c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 24c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 25c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 26c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 27c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath ******************************************************************************** 282b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang * Content : Eigen bindings to LAPACKe 29c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * LU decomposition with partial pivoting based on LAPACKE_?getrf function. 30c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath ******************************************************************************** 31c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath*/ 32c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 33c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#ifndef EIGEN_PARTIALLU_LAPACK_H 34c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#define EIGEN_PARTIALLU_LAPACK_H 35c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 36c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathnamespace Eigen { 37c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 38c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathnamespace internal { 39c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 402b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang/** \internal Specialization for the data types supported by LAPACKe */ 41c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 422b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang#define EIGEN_LAPACKE_LU_PARTPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX) \ 43c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathtemplate<int StorageOrder> \ 44c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathstruct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \ 45c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath{ \ 46c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath /* \internal performs the LU decomposition in-place of the matrix represented */ \ 472b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static lapack_int blocked_lu(Index rows, Index cols, EIGTYPE* lu_data, Index luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \ 48c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { \ 49c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath EIGEN_UNUSED_VARIABLE(maxBlockSize);\ 50c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath lapack_int matrix_order, first_zero_pivot; \ 51c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath lapack_int m, n, lda, *ipiv, info; \ 52c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath EIGTYPE* a; \ 53c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath/* Set up parameters for ?getrf */ \ 54c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ 552b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang lda = convert_index<lapack_int>(luStride); \ 56c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath a = lu_data; \ 57c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath ipiv = row_transpositions; \ 582b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang m = convert_index<lapack_int>(rows); \ 592b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang n = convert_index<lapack_int>(cols); \ 60c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath nb_transpositions = 0; \ 61c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath\ 622b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang info = LAPACKE_##LAPACKE_PREFIX##getrf( matrix_order, m, n, (LAPACKE_TYPE*)a, lda, ipiv ); \ 63c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath\ 64c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \ 65c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath\ 66c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath eigen_assert(info >= 0); \ 67c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath/* something should be done with nb_transpositions */ \ 68c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath\ 69c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath first_zero_pivot = info; \ 70c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath return first_zero_pivot; \ 71c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } \ 72c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath}; 73c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 742b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao WangEIGEN_LAPACKE_LU_PARTPIV(double, double, d) 752b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao WangEIGEN_LAPACKE_LU_PARTPIV(float, float, s) 762b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao WangEIGEN_LAPACKE_LU_PARTPIV(dcomplex, lapack_complex_double, z) 772b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao WangEIGEN_LAPACKE_LU_PARTPIV(scomplex, lapack_complex_float, c) 78c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 79c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath} // end namespace internal 80c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 81c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath} // end namespace Eigen 82c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 83c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#endif // EIGEN_PARTIALLU_LAPACK_H 84