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diff --git a/src/Eigen/src/QR/ColPivHouseholderQR_MKL.h b/src/Eigen/src/QR/ColPivHouseholderQR_MKL.h
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-/*
- Copyright (c) 2011, Intel Corporation. All rights reserved.
-
- Redistribution and use in source and binary forms, with or without modification,
- are permitted provided that the following conditions are met:
-
- * Redistributions of source code must retain the above copyright notice, this
- list of conditions and the following disclaimer.
- * Redistributions in binary form must reproduce the above copyright notice,
- this list of conditions and the following disclaimer in the documentation
- and/or other materials provided with the distribution.
- * Neither the name of Intel Corporation nor the names of its contributors may
- be used to endorse or promote products derived from this software without
- specific prior written permission.
-
- THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
- ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
- WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
- DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
- ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
- (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
- LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
- ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
- (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
- SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
-
- ********************************************************************************
- * Content : Eigen bindings to Intel(R) MKL
- * Householder QR decomposition of a matrix with column pivoting based on
- * LAPACKE_?geqp3 function.
- ********************************************************************************
-*/
-
-#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
-#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
-
-#include "Eigen/src/Core/util/MKL_support.h"
-
-namespace Eigen {
-
-/** \internal Specialization for the data types supported by MKL */
-
-#define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
-template<> inline \
-ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \
-ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \
- const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \
-\
-{ \
- using std::abs; \
- typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
- typedef MatrixType::Scalar Scalar; \
- typedef MatrixType::RealScalar RealScalar; \
- Index rows = matrix.rows();\
- Index cols = matrix.cols();\
- Index size = matrix.diagonalSize();\
-\
- m_qr = matrix;\
- m_hCoeffs.resize(size);\
-\
- m_colsTranspositions.resize(cols);\
- /*Index number_of_transpositions = 0;*/ \
-\
- m_nonzero_pivots = 0; \
- m_maxpivot = RealScalar(0);\
- m_colsPermutation.resize(cols); \
- m_colsPermutation.indices().setZero(); \
-\
- lapack_int lda = m_qr.outerStride(), i; \
- lapack_int matrix_order = MKLCOLROW; \
- LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
- m_isInitialized = true; \
- m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
- m_hCoeffs.adjointInPlace(); \
- RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \
- lapack_int *perm = m_colsPermutation.indices().data(); \
- for(i=0;i<size;i++) { \
- m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\
- } \
- for(i=0;i<cols;i++) perm[i]--;\
-\
- /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \
-\
- return *this; \
-}
-
-EIGEN_MKL_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR)
-EIGEN_MKL_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR)
-EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR)
-EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, ColMajor, LAPACK_COL_MAJOR)
-
-EIGEN_MKL_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR)
-EIGEN_MKL_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR)
-EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR)
-EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, RowMajor, LAPACK_ROW_MAJOR)
-
-} // end namespace Eigen
-
-#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H