diff options
Diffstat (limited to 'src/Eigen/src/QR/ColPivHouseholderQR_MKL.h')
| -rw-r--r-- | src/Eigen/src/QR/ColPivHouseholderQR_MKL.h | 99 |
1 files changed, 0 insertions, 99 deletions
diff --git a/src/Eigen/src/QR/ColPivHouseholderQR_MKL.h b/src/Eigen/src/QR/ColPivHouseholderQR_MKL.h deleted file mode 100644 index b5b1983..0000000 --- a/src/Eigen/src/QR/ColPivHouseholderQR_MKL.h +++ /dev/null @@ -1,99 +0,0 @@ -/* - 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 |