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Intel(R) MKL support added.

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* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.
This commit is contained in:
karturov 2011-12-05 14:52:21 +07:00
parent e270a5656a
commit 015c331252
41 changed files with 3494 additions and 58 deletions
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375
CMakeLists_mkl.txt Normal file
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@ -0,0 +1,375 @@
project(Eigen)
cmake_minimum_required(VERSION 2.6.2)
# guard against in-source builds
if(${CMAKE_SOURCE_DIR} STREQUAL ${CMAKE_BINARY_DIR})
message(FATAL_ERROR "In-source builds not allowed. Please make a new directory (called a build directory) and run CMake from there. You may need to remove CMakeCache.txt. ")
endif()
# guard against bad build-type strings
if (NOT CMAKE_BUILD_TYPE)
set(CMAKE_BUILD_TYPE "Release")
endif()
string(TOLOWER "${CMAKE_BUILD_TYPE}" cmake_build_type_tolower)
if( NOT cmake_build_type_tolower STREQUAL "debug"
AND NOT cmake_build_type_tolower STREQUAL "release"
AND NOT cmake_build_type_tolower STREQUAL "relwithdebinfo")
message(FATAL_ERROR "Unknown build type \"${CMAKE_BUILD_TYPE}\". Allowed values are Debug, Release, RelWithDebInfo (case-insensitive).")
endif()
#############################################################################
# retrieve version infomation #
#############################################################################
# automatically parse the version number
file(READ "${PROJECT_SOURCE_DIR}/Eigen/src/Core/util/Macros.h" _eigen_version_header)
string(REGEX MATCH "define[ \t]+EIGEN_WORLD_VERSION[ \t]+([0-9]+)" _eigen_world_version_match "${_eigen_version_header}")
set(EIGEN_WORLD_VERSION "${CMAKE_MATCH_1}")
string(REGEX MATCH "define[ \t]+EIGEN_MAJOR_VERSION[ \t]+([0-9]+)" _eigen_major_version_match "${_eigen_version_header}")
set(EIGEN_MAJOR_VERSION "${CMAKE_MATCH_1}")
string(REGEX MATCH "define[ \t]+EIGEN_MINOR_VERSION[ \t]+([0-9]+)" _eigen_minor_version_match "${_eigen_version_header}")
set(EIGEN_MINOR_VERSION "${CMAKE_MATCH_1}")
set(EIGEN_VERSION_NUMBER ${EIGEN_WORLD_VERSION}.${EIGEN_MAJOR_VERSION}.${EIGEN_MINOR_VERSION})
# if the mercurial program is absent, this will leave the EIGEN_HG_CHANGESET string empty,
# but won't stop CMake.
execute_process(COMMAND hg tip -R ${CMAKE_SOURCE_DIR} OUTPUT_VARIABLE EIGEN_HGTIP_OUTPUT)
execute_process(COMMAND hg branch -R ${CMAKE_SOURCE_DIR} OUTPUT_VARIABLE EIGEN_BRANCH_OUTPUT)
# if this is the default (aka development) branch, extract the mercurial changeset number from the hg tip output...
if(EIGEN_BRANCH_OUTPUT MATCHES "default")
string(REGEX MATCH "^changeset: *[0-9]*:([0-9;a-f]+).*" EIGEN_HG_CHANGESET_MATCH "${EIGEN_HGTIP_OUTPUT}")
set(EIGEN_HG_CHANGESET "${CMAKE_MATCH_1}")
endif(EIGEN_BRANCH_OUTPUT MATCHES "default")
#...and show it next to the version number
if(EIGEN_HG_CHANGESET)
set(EIGEN_VERSION "${EIGEN_VERSION_NUMBER} (mercurial changeset ${EIGEN_HG_CHANGESET})")
else(EIGEN_HG_CHANGESET)
set(EIGEN_VERSION "${EIGEN_VERSION_NUMBER}")
endif(EIGEN_HG_CHANGESET)
include(CheckCXXCompilerFlag)
set(CMAKE_MODULE_PATH ${PROJECT_SOURCE_DIR}/cmake)
#############################################################################
# find how to link to the standard libraries #
#############################################################################
find_package(StandardMathLibrary)
set(MKLROOT "/nfs/ins/home/karturov/mkl/MKLQA/mkl_release/mkl1038_20111114/__release_lnx/mkl")
set(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO ${MKLROOT}/lib/intel64/libmkl_intel_lp64.so ${MKLROOT}/lib/intel64/libmkl_intel_thread.so ${MKLROOT}/lib/intel64/libmkl_core.so /nfs/ins/home/karturov/mkl/mirror/NS/MKLQA/tools/ess/l_compxe_p_12.1/32e/lib/libiomp5.so libpthread.so)
if(NOT STANDARD_MATH_LIBRARY_FOUND)
message(FATAL_ERROR
"Can't link to the standard math library. Please report to the Eigen developers, telling them about your platform.")
else()
# if(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO)
# set(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO "${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO} ${STANDARD_MATH_LIBRARY}")
# else()
# set(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO "${STANDARD_MATH_LIBRARY}")
# endif()
endif()
if(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO)
message(STATUS "Standard libraries to link to explicitly: ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO}")
else()
message(STATUS "Standard libraries to link to explicitly: none")
endif()
option(EIGEN_BUILD_BTL "Build benchmark suite" OFF)
if(NOT WIN32)
option(EIGEN_BUILD_PKGCONFIG "Build pkg-config .pc file for Eigen" ON)
endif(NOT WIN32)
set(CMAKE_INCLUDE_CURRENT_DIR ON)
option(EIGEN_SPLIT_LARGE_TESTS "Split large tests into smaller executables" ON)
option(EIGEN_DEFAULT_TO_ROW_MAJOR "Use row-major as default matrix storage order" OFF)
if(EIGEN_DEFAULT_TO_ROW_MAJOR)
add_definitions("-DEIGEN_DEFAULT_TO_ROW_MAJOR")
endif()
add_definitions("-DEIGEN_MKL")
add_definitions("-DEIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS")
set(EIGEN_TEST_MAX_SIZE "320" CACHE STRING "Maximal matrix/vector size, default is 320")
if(CMAKE_COMPILER_IS_GNUCXX)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wnon-virtual-dtor -Wno-long-long -ansi -Wundef -Wcast-align -Wchar-subscripts -Wall -W -Wpointer-arith -Wwrite-strings -Wformat-security -fexceptions -fno-check-new -fno-common -fstrict-aliasing")
set(CMAKE_CXX_FLAGS_DEBUG "-g3")
set(CMAKE_CXX_FLAGS_RELEASE "-g0 -O2")
check_cxx_compiler_flag("-Wno-variadic-macros" COMPILER_SUPPORT_WNOVARIADICMACRO)
if(COMPILER_SUPPORT_WNOVARIADICMACRO)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wno-variadic-macros")
endif()
check_cxx_compiler_flag("-Wextra" COMPILER_SUPPORT_WEXTRA)
if(COMPILER_SUPPORT_WEXTRA)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wextra")
endif()
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -pedantic")
option(EIGEN_TEST_SSE2 "Enable/Disable SSE2 in tests/examples" OFF)
if(EIGEN_TEST_SSE2)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -msse2")
message(STATUS "Enabling SSE2 in tests/examples")
endif()
option(EIGEN_TEST_SSE3 "Enable/Disable SSE3 in tests/examples" OFF)
if(EIGEN_TEST_SSE3)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -msse3")
message(STATUS "Enabling SSE3 in tests/examples")
endif()
option(EIGEN_TEST_SSSE3 "Enable/Disable SSSE3 in tests/examples" OFF)
if(EIGEN_TEST_SSSE3)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mssse3")
message(STATUS "Enabling SSSE3 in tests/examples")
endif()
option(EIGEN_TEST_SSE4_1 "Enable/Disable SSE4.1 in tests/examples" OFF)
if(EIGEN_TEST_SSE4_1)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -msse4.1")
message(STATUS "Enabling SSE4.1 in tests/examples")
endif()
option(EIGEN_TEST_SSE4_2 "Enable/Disable SSE4.2 in tests/examples" OFF)
if(EIGEN_TEST_SSE4_2)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -msse4.2")
message(STATUS "Enabling SSE4.2 in tests/examples")
endif()
option(EIGEN_TEST_ALTIVEC "Enable/Disable AltiVec in tests/examples" OFF)
if(EIGEN_TEST_ALTIVEC)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -maltivec -mabi=altivec")
message(STATUS "Enabling AltiVec in tests/examples")
endif()
option(EIGEN_TEST_NEON "Enable/Disable Neon in tests/examples" OFF)
if(EIGEN_TEST_NEON)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfloat-abi=softfp -mfpu=neon -mcpu=cortex-a8")
message(STATUS "Enabling NEON in tests/examples")
endif()
check_cxx_compiler_flag("-fopenmp" COMPILER_SUPPORT_OPENMP)
if(COMPILER_SUPPORT_OPENMP)
option(EIGEN_TEST_OPENMP "Enable/Disable OpenMP in tests/examples" OFF)
if(EIGEN_TEST_OPENMP)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fopenmp")
message(STATUS "Enabling OpenMP in tests/examples")
endif()
endif()
endif(CMAKE_COMPILER_IS_GNUCXX)
if(MSVC)
# C4127 - conditional expression is constant
# C4714 - marked as __forceinline not inlined (I failed to deactivate it selectively)
# We can disable this warning in the unit tests since it is clear that it occurs
# because we are oftentimes returning objects that have a destructor or may
# throw exceptions - in particular in the unit tests we are throwing extra many
# exceptions to cover indexing errors.
# C4505 - unreferenced local function has been removed (impossible to deactive selectively)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /EHsc /wd4127 /wd4505 /wd4714")
# replace all /Wx by /W4
string(REGEX REPLACE "/W[0-9]" "/W4" CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS}")
check_cxx_compiler_flag("/openmp" COMPILER_SUPPORT_OPENMP)
if(COMPILER_SUPPORT_OPENMP)
option(EIGEN_TEST_OPENMP "Enable/Disable OpenMP in tests/examples" OFF)
if(EIGEN_TEST_OPENMP)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /openmp")
message(STATUS "Enabling OpenMP in tests/examples")
endif()
endif()
option(EIGEN_TEST_SSE2 "Enable/Disable SSE2 in tests/examples" OFF)
if(EIGEN_TEST_SSE2)
if(NOT CMAKE_CL_64)
# arch is not supported on 64 bit systems, SSE is enabled automatically.
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /arch:SSE2")
endif(NOT CMAKE_CL_64)
message(STATUS "Enabling SSE2 in tests/examples")
endif(EIGEN_TEST_SSE2)
endif(MSVC)
option(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION "Disable explicit vectorization in tests/examples" OFF)
option(EIGEN_TEST_X87 "Force using X87 instructions. Implies no vectorization." OFF)
option(EIGEN_TEST_32BIT "Force generating 32bit code." OFF)
if(EIGEN_TEST_X87)
set(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION ON)
if(CMAKE_COMPILER_IS_GNUCXX)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfpmath=387")
message(STATUS "Forcing use of x87 instructions in tests/examples")
else()
message(STATUS "EIGEN_TEST_X87 ignored on your compiler")
endif()
endif()
if(EIGEN_TEST_32BIT)
if(CMAKE_COMPILER_IS_GNUCXX)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32")
message(STATUS "Forcing generation of 32-bit code in tests/examples")
else()
message(STATUS "EIGEN_TEST_32BIT ignored on your compiler")
endif()
endif()
if(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION)
add_definitions(-DEIGEN_DONT_VECTORIZE=1)
message(STATUS "Disabling vectorization in tests/examples")
endif()
option(EIGEN_TEST_NO_EXPLICIT_ALIGNMENT "Disable explicit alignment (hence vectorization) in tests/examples" OFF)
if(EIGEN_TEST_NO_EXPLICIT_ALIGNMENT)
add_definitions(-DEIGEN_DONT_ALIGN=1)
message(STATUS "Disabling alignment in tests/examples")
endif()
option(EIGEN_TEST_C++0x "Enables all C++0x features." OFF)
include_directories(${CMAKE_CURRENT_SOURCE_DIR} ${CMAKE_CURRENT_BINARY_DIR} "${MKLROOT}/include")
# the user modifiable install path for header files
set(EIGEN_INCLUDE_INSTALL_DIR ${EIGEN_INCLUDE_INSTALL_DIR} CACHE PATH "The directory where we install the header files (optional)")
# set the internal install path for header files which depends on wether the user modifiable
# EIGEN_INCLUDE_INSTALL_DIR has been set by the user or not.
if(EIGEN_INCLUDE_INSTALL_DIR)
set(INCLUDE_INSTALL_DIR
${EIGEN_INCLUDE_INSTALL_DIR}
CACHE INTERNAL
"The directory where we install the header files (internal)"
)
else()
set(INCLUDE_INSTALL_DIR
"${CMAKE_INSTALL_PREFIX}/include/eigen3"
CACHE INTERNAL
"The directory where we install the header files (internal)"
)
endif()
# similar to set_target_properties but append the property instead of overwriting it
macro(ei_add_target_property target prop value)
get_target_property(previous ${target} ${prop})
# if the property wasn't previously set, ${previous} is now "previous-NOTFOUND" which cmake allows catching with plain if()
if(NOT previous)
set(previous "")
endif(NOT previous)
set_target_properties(${target} PROPERTIES ${prop} "${previous} ${value}")
endmacro(ei_add_target_property)
install(FILES
signature_of_eigen3_matrix_library
DESTINATION ${INCLUDE_INSTALL_DIR} COMPONENT Devel
)
if(EIGEN_BUILD_PKGCONFIG)
SET(path_separator ":")
STRING(REPLACE ${path_separator} ";" pkg_config_libdir_search "$ENV{PKG_CONFIG_LIBDIR}")
message(STATUS "searching for 'pkgconfig' directory in PKG_CONFIG_LIBDIR ( $ENV{PKG_CONFIG_LIBDIR} ), ${CMAKE_INSTALL_PREFIX}/share, and ${CMAKE_INSTALL_PREFIX}/lib")
FIND_PATH(pkg_config_libdir pkgconfig ${pkg_config_libdir_search} ${CMAKE_INSTALL_PREFIX}/share ${CMAKE_INSTALL_PREFIX}/lib ${pkg_config_libdir_search})
if(pkg_config_libdir)
SET(pkg_config_install_dir ${pkg_config_libdir})
message(STATUS "found ${pkg_config_libdir}/pkgconfig" )
else(pkg_config_libdir)
SET(pkg_config_install_dir ${CMAKE_INSTALL_PREFIX}/share)
message(STATUS "pkgconfig not found; installing in ${pkg_config_install_dir}" )
endif(pkg_config_libdir)
configure_file(eigen3.pc.in eigen3.pc)
install(FILES ${CMAKE_CURRENT_BINARY_DIR}/eigen3.pc
DESTINATION ${pkg_config_install_dir}/pkgconfig
)
endif(EIGEN_BUILD_PKGCONFIG)
add_subdirectory(Eigen)
add_subdirectory(doc EXCLUDE_FROM_ALL)
include(EigenConfigureTesting)
# fixme, not sure this line is still needed:
enable_testing() # must be called from the root CMakeLists, see man page
if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
add_subdirectory(test) # can't do EXCLUDE_FROM_ALL here, breaks CTest
else()
add_subdirectory(test EXCLUDE_FROM_ALL)
endif()
if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
add_subdirectory(blas)
add_subdirectory(lapack)
else()
add_subdirectory(blas EXCLUDE_FROM_ALL)
add_subdirectory(lapack EXCLUDE_FROM_ALL)
endif()
add_subdirectory(unsupported)
add_subdirectory(demos EXCLUDE_FROM_ALL)
# must be after test and unsupported, for configuring buildtests.in
add_subdirectory(scripts EXCLUDE_FROM_ALL)
# TODO: consider also replacing EIGEN_BUILD_BTL by a custom target "make btl"?
if(EIGEN_BUILD_BTL)
add_subdirectory(bench/btl EXCLUDE_FROM_ALL)
endif(EIGEN_BUILD_BTL)
ei_testing_print_summary()
message(STATUS "")
message(STATUS "Configured Eigen ${EIGEN_VERSION_NUMBER}")
message(STATUS "")
option(EIGEN_FAILTEST "Enable failtests." OFF)
if(EIGEN_FAILTEST)
add_subdirectory(failtest)
endif()
string(TOLOWER "${CMAKE_GENERATOR}" cmake_generator_tolower)
if(cmake_generator_tolower MATCHES "makefile")
message(STATUS "Some things you can do now:")
message(STATUS "--------------+--------------------------------------------------------------")
message(STATUS "Command | Description")
message(STATUS "--------------+--------------------------------------------------------------")
message(STATUS "make install | Install to ${CMAKE_INSTALL_PREFIX}. To change that:")
message(STATUS " | cmake . -DCMAKE_INSTALL_PREFIX=yourpath")
message(STATUS " | Eigen headers will then be installed to:")
message(STATUS " | ${INCLUDE_INSTALL_DIR}")
message(STATUS " | To install Eigen headers to a separate location, do:")
message(STATUS " | cmake . -DEIGEN_INCLUDE_INSTALL_DIR=yourpath")
message(STATUS "make doc | Generate the API documentation, requires Doxygen & LaTeX")
message(STATUS "make check | Build and run the unit-tests. Read this page:")
message(STATUS " | http://eigen.tuxfamily.org/index.php?title=Tests")
message(STATUS "make blas | Build BLAS library (not the same thing as Eigen)")
message(STATUS "--------------+--------------------------------------------------------------")
else()
message(STATUS "To build/run the unit tests, read this page:")
message(STATUS " http://eigen.tuxfamily.org/index.php?title=Tests")
endif()
message(STATUS "")

26
COPYING.BSD Normal file
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@ -0,0 +1,26 @@
/*
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.
*/

3
Eigen/Cholesky
View File

@ -24,6 +24,9 @@ namespace Eigen {
#include "src/misc/Solve.h"
#include "src/Cholesky/LLT.h"
#include "src/Cholesky/LDLT.h"
#ifdef EIGEN_MKL
#include "src/Cholesky/LLT_MKL.h"
#endif
} // namespace Eigen

15
Eigen/Core
View File

@ -336,6 +336,16 @@ using std::ptrdiff_t;
#include "src/Core/products/TriangularMatrixVector.h"
#include "src/Core/products/TriangularMatrixMatrix.h"
#include "src/Core/products/TriangularSolverMatrix.h"
#ifdef EIGEN_MKL
#include "src/Core/products/GeneralMatrixMatrix_MKL.h"
#include "src/Core/products/GeneralMatrixVector_MKL.h"
#include "src/Core/products/GeneralMatrixMatrixTriangular_MKL.h"
#include "src/Core/products/SelfadjointMatrixMatrix_MKL.h"
#include "src/Core/products/SelfadjointMatrixVector_MKL.h"
#include "src/Core/products/TriangularMatrixMatrix_MKL.h"
#include "src/Core/products/TriangularMatrixVector_MKL.h"
#include "src/Core/products/TriangularSolverMatrix_MKL.h"
#endif
#include "src/Core/products/TriangularSolverVector.h"
#include "src/Core/BandMatrix.h"
@ -352,7 +362,10 @@ using std::ptrdiff_t;
#include "src/Core/Product.h"
#include "src/Core/CoreEvaluators.h"
#include "src/Core/AssignEvaluator.h"
#endif
#endif
#ifdef EIGEN_MKL
#include "src/Core/Assign_MKL.h"
#endif
} // namespace Eigen

5
Eigen/Eigenvalues
View File

@ -36,6 +36,11 @@ namespace Eigen {
#include "src/Eigenvalues/ComplexSchur.h"
#include "src/Eigenvalues/ComplexEigenSolver.h"
#include "src/Eigenvalues/MatrixBaseEigenvalues.h"
#ifdef EIGEN_MKL
#include "src/Eigenvalues/RealSchur_MKL.h"
#include "src/Eigenvalues/ComplexSchur_MKL.h"
#include "src/Eigenvalues/SelfAdjointEigenSolver_MKL.h"
#endif
} // namespace Eigen

3
Eigen/LU
View File

@ -23,6 +23,9 @@ namespace Eigen {
#include "src/misc/Image.h"
#include "src/LU/FullPivLU.h"
#include "src/LU/PartialPivLU.h"
#ifdef EIGEN_MKL
#include "src/LU/PartialPivLU_MKL.h"
#endif
#include "src/LU/Determinant.h"
#include "src/LU/Inverse.h"

30
Eigen/PARDISOSupport Normal file
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@ -0,0 +1,30 @@
#ifndef EIGEN_PARDISOSUPPORT_MODULE_H
#define EIGEN_PARDISOSUPPORT_MODULE_H
#include "SparseCore"
#include "src/Core/util/DisableStupidWarnings.h"
#include <mkl_pardiso.h>
#include <unsupported/Eigen/SparseExtra>
namespace Eigen {
/** \ingroup Sparse_modules
* \defgroup PARDISOSupport_Module Intel(R) MKL PARDISO support
*
*
*
* \code
* #include <Eigen/PARDISOSupport>
* \endcode
*/
#include "src/PARDISOSupport/PARDISOSupport.h"
} // namespace Eigen
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_PARDISOSUPPORT_MODULE_H

4
Eigen/QR
View File

@ -28,6 +28,10 @@ namespace Eigen {
#include "src/QR/HouseholderQR.h"
#include "src/QR/FullPivHouseholderQR.h"
#include "src/QR/ColPivHouseholderQR.h"
#ifdef EIGEN_MKL
#include "src/QR/HouseholderQR_MKL.h"
#include "src/QR/ColPivHouseholderQR_MKL.h"
#endif
#ifdef EIGEN2_SUPPORT
#include "src/Eigen2Support/QR.h"

3
Eigen/SVD
View File

@ -24,6 +24,9 @@ namespace Eigen {
#include "src/misc/Solve.h"
#include "src/SVD/JacobiSVD.h"
#ifdef EIGEN_MKL
#include "src/SVD/JacobiSVD_MKL.h"
#endif
#include "src/SVD/UpperBidiagonalization.h"
#ifdef EIGEN2_SUPPORT

20
Eigen/src/Cholesky/LLT.h
View File

@ -196,15 +196,15 @@ template<typename _MatrixType, int _UpLo> class LLT
namespace internal {
template<int UpLo> struct llt_inplace;
template<typename Scalar, int UpLo> struct llt_inplace;
template<> struct llt_inplace<Lower>
template<typename Scalar> struct llt_inplace<Scalar, Lower>
{
template<typename MatrixType>
static typename MatrixType::Index unblocked(MatrixType& mat)
{
typedef typename MatrixType::Index Index;
typedef typename MatrixType::Scalar Scalar;
// typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
eigen_assert(mat.rows()==mat.cols());
@ -291,25 +291,25 @@ template<> struct llt_inplace<Lower>
}
};
template<> struct llt_inplace<Upper>
template<typename Scalar> struct llt_inplace<Scalar, Upper>
{
template<typename MatrixType>
static EIGEN_STRONG_INLINE typename MatrixType::Index unblocked(MatrixType& mat)
{
Transpose<MatrixType> matt(mat);
return llt_inplace<Lower>::unblocked(matt);
return llt_inplace<Scalar, Lower>::unblocked(matt);
}
template<typename MatrixType>
static EIGEN_STRONG_INLINE typename MatrixType::Index blocked(MatrixType& mat)
{
Transpose<MatrixType> matt(mat);
return llt_inplace<Lower>::blocked(matt);
return llt_inplace<Scalar, Lower>::blocked(matt);
}
template<typename MatrixType, typename VectorType>
static void rankUpdate(MatrixType& mat, const VectorType& vec)
{
Transpose<MatrixType> matt(mat);
return llt_inplace<Lower>::rankUpdate(matt, vec.conjugate());
return llt_inplace<Scalar, Lower>::rankUpdate(matt, vec.conjugate());
}
};
@ -320,7 +320,7 @@ template<typename MatrixType> struct LLT_Traits<MatrixType,Lower>
inline static MatrixL getL(const MatrixType& m) { return m; }
inline static MatrixU getU(const MatrixType& m) { return m.adjoint(); }
static bool inplace_decomposition(MatrixType& m)
{ return llt_inplace<Lower>::blocked(m)==-1; }
{ return llt_inplace<typename MatrixType::Scalar, Lower>::blocked(m)==-1; }
};
template<typename MatrixType> struct LLT_Traits<MatrixType,Upper>
@ -330,7 +330,7 @@ template<typename MatrixType> struct LLT_Traits<MatrixType,Upper>
inline static MatrixL getL(const MatrixType& m) { return m.adjoint(); }
inline static MatrixU getU(const MatrixType& m) { return m; }
static bool inplace_decomposition(MatrixType& m)
{ return llt_inplace<Upper>::blocked(m)==-1; }
{ return llt_inplace<typename MatrixType::Scalar, Upper>::blocked(m)==-1; }
};
} // end namespace internal
@ -368,7 +368,7 @@ template<typename VectorType>
void LLT<MatrixType,_UpLo>::rankUpdate(const VectorType& v)
{
EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType);
internal::llt_inplace<UpLo>::rankUpdate(m_matrix,v);
internal::llt_inplace<typename MatrixType::Scalar, UpLo>::rankUpdate(m_matrix,v);
}
namespace internal {

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Eigen/src/Cholesky/LLT_MKL.h Normal file
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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
* LLt decomposition based on LAPACKE_?potrf function.
********************************************************************************
*/
#ifndef EIGEN_LLT_MKL_H
#define EIGEN_LLT_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
#include <iostream>
namespace internal {
template<typename Scalar> struct mkl_llt;
#define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \
template<> struct mkl_llt<EIGTYPE> \
{ \
template<typename MatrixType> \
static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \
{ \
lapack_int matrix_order; \
lapack_int size, lda, info, StorageOrder; \
EIGTYPE* a; \
eigen_assert(m.rows()==m.cols()); \
/* Set up parameters for ?potrf */ \
size = m.rows(); \
StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
a = &(m.coeffRef(0,0)); \
lda = m.outerStride(); \
\
info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \
info = (info==0) ? Success : NumericalIssue; \
return info; \
} \
}; \
template<> struct llt_inplace<EIGTYPE, Lower> \
{ \
template<typename MatrixType> \
static typename MatrixType::Index blocked(MatrixType& m) \
{ \
return mkl_llt<EIGTYPE>::potrf(m, 'L'); \
} \
template<typename MatrixType, typename VectorType> \
static void rankUpdate(MatrixType& mat, const VectorType& vec) \
{ \
typedef typename MatrixType::ColXpr ColXpr; \
typedef typename internal::remove_all<ColXpr>::type ColXprCleaned; \
typedef typename ColXprCleaned::SegmentReturnType ColXprSegment; \
typedef typename MatrixType::Scalar Scalar; \
typedef Matrix<Scalar,Dynamic,1> TempVectorType; \
typedef typename TempVectorType::SegmentReturnType TempVecSegment; \
\
int n = mat.cols(); \
eigen_assert(mat.rows()==n && vec.size()==n); \
TempVectorType temp(vec); \
\
for(int i=0; i<n; ++i) \
{ \
JacobiRotation<Scalar> g; \
g.makeGivens(mat(i,i), -temp(i), &mat(i,i)); \
\
int rs = n-i-1; \
if(rs>0) \
{ \
ColXprSegment x(mat.col(i).tail(rs)); \
TempVecSegment y(temp.tail(rs)); \
apply_rotation_in_the_plane(x, y, g); \
} \
} \
} \
}; \
template<> struct llt_inplace<EIGTYPE, Upper> \
{ \
template<typename MatrixType> \
static typename MatrixType::Index blocked(MatrixType& m) \
{ \
return mkl_llt<EIGTYPE>::potrf(m, 'U'); \
} \
template<typename MatrixType, typename VectorType> \
static void rankUpdate(MatrixType& mat, const VectorType& vec) \
{ \
Transpose<MatrixType> matt(mat); \
return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate()); \
} \
};
EIGEN_MKL_LLT(double, double, d)
EIGEN_MKL_LLT(float, float, s)
EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z)
EIGEN_MKL_LLT(scomplex, MKL_Complex8, c)
}
#endif // EIGEN_LLT_MKL_H

219
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@ -0,0 +1,219 @@
/*
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
* MKL VML support for coefficient-wise unary Eigen expressions like a=b.sin()
********************************************************************************
*/
#ifndef EIGEN_ASSIGN_VML_H
#define EIGEN_ASSIGN_VML_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
template<typename Op> struct vml_call
{ enum { IsSupported = 0 }; };
template<typename Dst, typename Src, typename UnaryOp>
class vml_assign_traits
{
private:
enum {
DstHasDirectAccess = Dst::Flags & DirectAccessBit,
SrcHasDirectAccess = Src::Flags & DirectAccessBit,
StorageOrdersAgree = (int(Dst::IsRowMajor) == int(Src::IsRowMajor)),
InnerSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::SizeAtCompileTime)
: int(Dst::Flags)&RowMajorBit ? int(Dst::ColsAtCompileTime)
: int(Dst::RowsAtCompileTime),
InnerMaxSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::MaxSizeAtCompileTime)
: int(Dst::Flags)&RowMajorBit ? int(Dst::MaxColsAtCompileTime)
: int(Dst::MaxRowsAtCompileTime),
MaxSizeAtCompileTime = Dst::SizeAtCompileTime,
MightEnableVml = vml_call<UnaryOp>::IsSupported && StorageOrdersAgree && DstHasDirectAccess && SrcHasDirectAccess
&& Src::InnerStrideAtCompileTime==1 && Dst::InnerStrideAtCompileTime==1,
MightLinearize = MightEnableVml && (int(Dst::Flags) & int(Src::Flags) & LinearAccessBit),
VmlSize = MightLinearize ? MaxSizeAtCompileTime : InnerMaxSize,
LargeEnough = VmlSize==Dynamic || VmlSize>=EIGEN_MKL_VML_THRESHOLD,
MayEnableVml = MightEnableVml && LargeEnough,
MayLinearize = MayEnableVml && MightLinearize
};
public:
enum {
Traversal = MayLinearize ? LinearVectorizedTraversal
: MayEnableVml ? InnerVectorizedTraversal
: DefaultTraversal
};
};
template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling,
int VmlTraversal = vml_assign_traits<Derived1, Derived2, UnaryOp>::Traversal >
struct vml_assign_impl
: assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>
{
};
template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling>
struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, InnerVectorizedTraversal>
{
typedef typename Derived1::Scalar Scalar;
typedef typename Derived1::Index Index;
inline static void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src)
{
// in case we want to (or have to) skip VML at runtime we can call:
// assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src);
const Index innerSize = dst.innerSize();
const Index outerSize = dst.outerSize();
for(Index outer = 0; outer < outerSize; ++outer) {
const Scalar *src_ptr = src.IsRowMajor ? &(src.nestedExpression().coeffRef(outer,0)) :
&(src.nestedExpression().coeffRef(0, outer));
Scalar *dst_ptr = dst.IsRowMajor ? &(dst.coeffRef(outer,0)) : &(dst.coeffRef(0, outer));
vml_call<UnaryOp>::run(src.functor(), innerSize, src_ptr, dst_ptr );
}
}
};
template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling>
struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, LinearVectorizedTraversal>
{
inline static void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src)
{
// in case we want to (or have to) skip VML at runtime we can call:
// assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src);
vml_call<UnaryOp>::run(src.functor(), dst.size(), src.nestedExpression().data(), dst.data() );
}
};
// Macroses
#define EIGEN_MKL_VML_SPECIALIZE_ASSIGN(TRAVERSAL,UNROLLING) \
template<typename Derived1, typename Derived2, typename UnaryOp> \
struct assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>, TRAVERSAL, UNROLLING, Specialized> { \
inline static void run(Derived1 &dst, const Eigen::CwiseUnaryOp<UnaryOp, Derived2> &src) { \
vml_assign_impl<Derived1,Derived2,UnaryOp,TRAVERSAL,UNROLLING>::run(dst, src); \
} \
};
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,NoUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,CompleteUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,InnerUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,NoUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,CompleteUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,NoUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,CompleteUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,InnerUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,CompleteUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,NoUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(SliceVectorizedTraversal,NoUnrolling)
#if !defined (EIGEN_FAST_MATH) || (EIGEN_FAST_MATH != 1)
#define EIGEN_MKL_VML_MODE VML_HA
#else
#define EIGEN_MKL_VML_MODE VML_LA
#endif
#define EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE) \
template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > { \
enum { IsSupported = 1 }; \
static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& func, \
int size, const EIGENTYPE* src, EIGENTYPE* dst) { \
VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst); \
} \
};
#define EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE) \
template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > { \
enum { IsSupported = 1 }; \
static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& func, \
int size, const EIGENTYPE* src, EIGENTYPE* dst) { \
MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE; \
VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst, vmlMode); \
} \
};
#define EIGEN_MKL_VML_DECLARE_POW_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE) \
template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > { \
enum { IsSupported = 1 }; \
static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& func, \
int size, const EIGENTYPE* src, EIGENTYPE* dst) { \
EIGENTYPE exponent = func.m_exponent; \
MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE; \
VMLOP(&size, (const VMLTYPE*)src, (const VMLTYPE*)&exponent, \
(VMLTYPE*)dst, &vmlMode); \
} \
};
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vs##VMLOP, float, float) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vd##VMLOP, double, double)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vc##VMLOP, scomplex, MKL_Complex8) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vz##VMLOP, dcomplex, MKL_Complex16)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vms##VMLOP, float, float) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmd##VMLOP, double, double)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmc##VMLOP, scomplex, MKL_Complex8) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmz##VMLOP, dcomplex, MKL_Complex16)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sin, Sin)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(asin, Asin)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(cos, Cos)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(acos, Acos)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(tan, Tan)
//EIGEN_MKL_VML_DECLARE_UNARY_CALLS(abs, Abs)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(exp, Exp)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(log, Ln)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sqrt, Sqrt)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(square, Sqr)
EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmspowx_, float, float)
EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmdpowx_, double, double)
EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmcpowx_, scomplex, MKL_Complex8)
EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmzpowx_, dcomplex, MKL_Complex16)
} // end namespace internal
#endif // EIGEN_ASSIGN_VML_H

12
Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h
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@ -42,14 +42,14 @@ struct tribb_kernel;
template <typename Index,
typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs,
int ResStorageOrder, int UpLo>
int ResStorageOrder, int UpLo, int Version = Specialized>
struct general_matrix_matrix_triangular_product;
// as usual if the result is row major => we transpose the product
template <typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int UpLo>
struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,RowMajor,UpLo>
{
typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int UpLo, int Version>
struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,RowMajor,UpLo,Version>
{
typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
static EIGEN_STRONG_INLINE void run(Index size, Index depth,const LhsScalar* lhs, Index lhsStride,
const RhsScalar* rhs, Index rhsStride, ResScalar* res, Index resStride, ResScalar alpha)
@ -63,8 +63,8 @@ struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,
};
template <typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int UpLo>
struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,ColMajor,UpLo>
typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int UpLo, int Version>
struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,ColMajor,UpLo,Version>
{
typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
static EIGEN_STRONG_INLINE void run(Index size, Index depth,const LhsScalar* _lhs, Index lhsStride,

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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
* Level 3 BLAS SYRK/HERK implementation.
********************************************************************************
*/
#ifndef EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H
#define EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
template <typename Index, typename Scalar, int AStorageOrder, bool ConjugateA, int ResStorageOrder, int UpLo>
struct general_matrix_matrix_rankupdate :
general_matrix_matrix_triangular_product<
Index,Scalar,AStorageOrder,ConjugateA,Scalar,AStorageOrder,ConjugateA,ResStorageOrder,UpLo,BuiltIn> {};
// try to go to BLAS specialization
#define EIGEN_MKL_RANKUPDATE_SPECIALIZE(Scalar) \
template <typename Index, int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs, int UpLo> \
struct general_matrix_matrix_triangular_product<Index,Scalar,LhsStorageOrder,ConjugateLhs, \
Scalar,RhsStorageOrder,ConjugateRhs,ColMajor,UpLo,Specialized> { \
static EIGEN_STRONG_INLINE void run(Index size, Index depth,const Scalar* lhs, Index lhsStride, \
const Scalar* rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha) \
{ \
if (lhs==rhs) { \
general_matrix_matrix_rankupdate<Index,Scalar,LhsStorageOrder,ConjugateLhs,ColMajor,UpLo> \
::run(size,depth,lhs,lhsStride,rhs,rhsStride,res,resStride,alpha); \
} else { \
general_matrix_matrix_triangular_product<Index, \
Scalar, LhsStorageOrder, ConjugateLhs, \
Scalar, RhsStorageOrder, ConjugateRhs, \
ColMajor, UpLo, BuiltIn> \
::run(size,depth,lhs,lhsStride,rhs,rhsStride,res,resStride,alpha); \
} \
} \
};
EIGEN_MKL_RANKUPDATE_SPECIALIZE(double)
//EIGEN_MKL_RANKUPDATE_SPECIALIZE(dcomplex)
EIGEN_MKL_RANKUPDATE_SPECIALIZE(float)
//EIGEN_MKL_RANKUPDATE_SPECIALIZE(scomplex)
// SYRK for float/double
#define EIGEN_MKL_RANKUPDATE_R(EIGTYPE, MKLTYPE, MKLFUNC) \
template <typename Index, int AStorageOrder, bool ConjugateA, int UpLo> \
struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,ColMajor,UpLo> { \
enum { \
IsLower = (UpLo&Lower) == Lower, \
LowUp = IsLower ? Lower : Upper, \
conjA = ((AStorageOrder==ColMajor) && ConjugateA) ? 1 : 0 \
}; \
static EIGEN_STRONG_INLINE void run(Index size, Index depth,const EIGTYPE* lhs, Index lhsStride, \
const EIGTYPE* rhs, Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha) \
{ \
/* typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs;*/ \
\
MKL_INT lda=lhsStride, ldc=resStride, n=size, k=depth; \
char uplo=(IsLower) ? 'L' : 'U', trans=(AStorageOrder==RowMajor) ? 'T':'N'; \
MKLTYPE alpha_, beta_; \
\
/* Set alpha_ & beta_ */ \
assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \
MKLFUNC(&uplo, &trans, &n, &k, &alpha_, lhs, &lda, &beta_, res, &ldc); \
} \
};
// HERK for complex data
#define EIGEN_MKL_RANKUPDATE_C(EIGTYPE, MKLTYPE, RTYPE, MKLFUNC) \
template <typename Index, int AStorageOrder, bool ConjugateA, int UpLo> \
struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,ColMajor,UpLo> { \
enum { \
IsLower = (UpLo&Lower) == Lower, \
LowUp = IsLower ? Lower : Upper, \
conjA = (((AStorageOrder==ColMajor) && ConjugateA) || ((AStorageOrder==RowMajor) && !ConjugateA)) ? 1 : 0 \
}; \
static EIGEN_STRONG_INLINE void run(Index size, Index depth,const EIGTYPE* lhs, Index lhsStride, \
const EIGTYPE* rhs, Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha) \
{ \
typedef Matrix<EIGTYPE, Dynamic, Dynamic, AStorageOrder> MatrixType; \
\
MKL_INT lda=lhsStride, ldc=resStride, n=size, k=depth; \
char uplo=(IsLower) ? 'L' : 'U', trans=(AStorageOrder==RowMajor) ? 'C':'N'; \
RTYPE alpha_, beta_; \
const EIGTYPE* a_ptr; \
\
/* Set alpha_ & beta_ */ \
/* assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); */\
/* assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1));*/ \
alpha_ = alpha.real(); \
beta_ = 1.0; \
/* Copy with conjugation in some cases*/ \
MatrixType a; \
if (conjA) { \
Map<const MatrixType, 0, OuterStride<> > mapA(lhs,n,k,OuterStride<>(lhsStride)); \
a = mapA.conjugate(); \
lda = a.outerStride(); \
a_ptr = a.data(); \
} else a_ptr=lhs; \
MKLFUNC(&uplo, &trans, &n, &k, &alpha_, (MKLTYPE*)a_ptr, &lda, &beta_, (MKLTYPE*)res, &ldc); \
} \
};
EIGEN_MKL_RANKUPDATE_R(double, double, dsyrk)
EIGEN_MKL_RANKUPDATE_R(float, float, ssyrk)
//EIGEN_MKL_RANKUPDATE_C(dcomplex, MKL_Complex16, double, zherk)
//EIGEN_MKL_RANKUPDATE_C(scomplex, MKL_Complex8, double, cherk)
} // end namespace internal
#endif // EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H

116
Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h Normal file
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@ -0,0 +1,116 @@
/*
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
* General matrix-matrix product functionality based on ?GEMM.
********************************************************************************
*/
#ifndef EIGEN_GENERAL_MATRIX_MATRIX_MKL_H
#define EIGEN_GENERAL_MATRIX_MATRIX_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
/**********************************************************************
* This file implements general matrix-matrix multiplication using BLAS
* gemm function via partial specialization of
* general_matrix_matrix_product::run(..) method for float, double,
* std::complex<float> and std::complex<double> types
**********************************************************************/
// gemm specialization
#define GEMM_SPECIALIZATION(EIGTYPE, EIGPREFIX, MKLTYPE, MKLPREFIX) \
template< \
typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
struct general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor> \
{ \
static void run(Index rows, Index cols, Index depth, \
const EIGTYPE* _lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsStride, \
EIGTYPE* res, Index resStride, \
EIGTYPE alpha, \
level3_blocking<EIGTYPE, EIGTYPE>& blocking, \
GemmParallelInfo<Index>* info = 0) \
{ \
using std::conj; \
\
char transa, transb; \
MKL_INT m, n, k, lda, ldb, ldc; \
const EIGTYPE *a, *b; \
MKLTYPE alpha_, beta_; \
MatrixX##EIGPREFIX a_tmp, b_tmp; \
EIGTYPE myone(1);\
\
/* Set transpose options */ \
transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \
transb = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \
\
/* Set m, n, k */ \
m = (MKL_INT)rows; \
n = (MKL_INT)cols; \
k = (MKL_INT)depth; \
\
/* Set alpha_ & beta_ */ \
assign_scalar_eig2mkl(alpha_, alpha); \
assign_scalar_eig2mkl(beta_, myone); \
\
/* Set lda, ldb, ldc */ \
lda = (MKL_INT)lhsStride; \
ldb = (MKL_INT)rhsStride; \
ldc = (MKL_INT)resStride; \
\
/* Set a, b, c */ \
if ((LhsStorageOrder==ColMajor) && (ConjugateLhs)) { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,k,OuterStride<>(lhsStride)); \
a_tmp = lhs.conjugate(); \
a = a_tmp.data(); \
lda = a_tmp.outerStride(); \
} else a = _lhs; \
\
if ((RhsStorageOrder==ColMajor) && (ConjugateRhs)) { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,k,n,OuterStride<>(rhsStride)); \
b_tmp = rhs.conjugate(); \
b = b_tmp.data(); \
ldb = b_tmp.outerStride(); \
} else b = _rhs; \
\
MKLPREFIX##gemm(&transa, &transb, &m, &n, &k, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
}};
GEMM_SPECIALIZATION(double, d, double, d)
GEMM_SPECIALIZATION(float, f, float, s)
GEMM_SPECIALIZATION(dcomplex, cd, MKL_Complex16, z)
GEMM_SPECIALIZATION(scomplex, cf, MKL_Complex8, c)
} //end of namespase
#endif // EIGEN_GENERAL_MATRIX_MATRIX_MKL_H

8
Eigen/src/Core/products/GeneralMatrixVector.h
View File

@ -40,8 +40,8 @@ namespace internal {
* |cplx |real |cplx | invalid, the caller has to do tmp: = A * B; C += alpha*tmp
* |cplx |real |real | optimal case, vectorization possible via real-cplx mul
*/
template<typename Index, typename LhsScalar, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs>
struct general_matrix_vector_product<Index,LhsScalar,ColMajor,ConjugateLhs,RhsScalar,ConjugateRhs>
template<typename Index, typename LhsScalar, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs, int Version>
struct general_matrix_vector_product<Index,LhsScalar,ColMajor,ConjugateLhs,RhsScalar,ConjugateRhs,Version>
{
typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
@ -296,8 +296,8 @@ EIGEN_DONT_INLINE static void run(
* - alpha is always a complex (or converted to a complex)
* - no vectorization
*/
template<typename Index, typename LhsScalar, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs>
struct general_matrix_vector_product<Index,LhsScalar,RowMajor,ConjugateLhs,RhsScalar,ConjugateRhs>
template<typename Index, typename LhsScalar, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs, int Version>
struct general_matrix_vector_product<Index,LhsScalar,RowMajor,ConjugateLhs,RhsScalar,ConjugateRhs,Version>
{
typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;

129
Eigen/src/Core/products/GeneralMatrixVector_MKL.h Normal file
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@ -0,0 +1,129 @@
/*
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
* General matrix-vector product functionality based on ?GEMV.
********************************************************************************
*/
#ifndef EIGEN_GENERAL_MATRIX_VECTOR_MKL_H
#define EIGEN_GENERAL_MATRIX_VECTOR_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
/**********************************************************************
* This file implements general matrix-vector multiplication using BLAS
* gemv function via partial specialization of
* general_matrix_vector_product::run(..) method for float, double,
* std::complex<float> and std::complex<double> types
**********************************************************************/
// gemv specialization
template<typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs>
struct general_matrix_vector_product_gemv :
general_matrix_vector_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,ConjugateRhs,BuiltIn> {};
#define EIGEN_MKL_GEMV_SPECIALIZE(Scalar) \
template<typename Index, bool ConjugateLhs, bool ConjugateRhs> \
struct general_matrix_vector_product<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs,Specialized> { \
static EIGEN_DONT_INLINE void run( \
Index rows, Index cols, \
const Scalar* lhs, Index lhsStride, \
const Scalar* rhs, Index rhsIncr, \
Scalar* res, Index resIncr, Scalar alpha) \
{ \
if (ConjugateLhs) { \
general_matrix_vector_product<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs,BuiltIn>::run( \
rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \
} else { \
general_matrix_vector_product_gemv<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs>::run( \
rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \
} \
} \
}; \
template<typename Index, bool ConjugateLhs, bool ConjugateRhs> \
struct general_matrix_vector_product<Index,Scalar,RowMajor,ConjugateLhs,Scalar,ConjugateRhs,Specialized> { \
static EIGEN_DONT_INLINE void run( \
Index rows, Index cols, \
const Scalar* lhs, Index lhsStride, \
const Scalar* rhs, Index rhsIncr, \
Scalar* res, Index resIncr, Scalar alpha) \
{ \
general_matrix_vector_product_gemv<Index,Scalar,RowMajor,ConjugateLhs,Scalar,ConjugateRhs>::run( \
rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \
} \
}; \
EIGEN_MKL_GEMV_SPECIALIZE(double)
EIGEN_MKL_GEMV_SPECIALIZE(float)
EIGEN_MKL_GEMV_SPECIALIZE(dcomplex)
EIGEN_MKL_GEMV_SPECIALIZE(scomplex)
#define EIGEN_MKL_GEMV_SPECIALIZATION(EIGTYPE,MKLTYPE,MKLPREFIX) \
template<typename Index, int LhsStorageOrder, bool ConjugateLhs, bool ConjugateRhs> \
struct general_matrix_vector_product_gemv<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,ConjugateRhs> \
{ \
typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> GEMVVector;\
\
static EIGEN_DONT_INLINE void run( \
Index rows, Index cols, \
const EIGTYPE* lhs, Index lhsStride, \
const EIGTYPE* rhs, Index rhsIncr, \
EIGTYPE* res, Index resIncr, EIGTYPE alpha) \
{ \
MKL_INT m=rows, n=cols, lda=lhsStride, incx=rhsIncr, incy=resIncr; \
MKLTYPE alpha_, beta_; \
const EIGTYPE *x_ptr, myone(1); \
char trans=(LhsStorageOrder==ColMajor) ? 'N' : (ConjugateLhs) ? 'C' : 'T'; \
if (LhsStorageOrder==RowMajor) { \
m=cols; \
n=rows; \
}\
assign_scalar_eig2mkl(alpha_, alpha); \
assign_scalar_eig2mkl(beta_, myone); \
GEMVVector x_tmp; \
if (ConjugateRhs) { \
Map<const GEMVVector, 0, InnerStride<> > map_x(rhs,cols,1,InnerStride<>(incx)); \
x_tmp=map_x.conjugate(); \
x_ptr=x_tmp.data(); \
incx=1; \
} else x_ptr=rhs; \
MKLPREFIX##gemv(&trans, &m, &n, &alpha_, (const MKLTYPE*)lhs, &lda, (const MKLTYPE*)x_ptr, &incx, &beta_, (MKLTYPE*)res, &incy); \
}\
};
EIGEN_MKL_GEMV_SPECIALIZATION(double, double, d)
EIGEN_MKL_GEMV_SPECIALIZATION(float, float, s)
EIGEN_MKL_GEMV_SPECIALIZATION(dcomplex, MKL_Complex16, z)
EIGEN_MKL_GEMV_SPECIALIZATION(scomplex, MKL_Complex8, c)
} //end of namespase
#endif // EIGEN_GENERAL_MATRIX_VECTOR_MKL_H

2
Eigen/src/Core/products/Parallelizer.h
View File

@ -85,7 +85,7 @@ template<typename Index> struct GemmParallelInfo
template<bool Condition, typename Functor, typename Index>
void parallelize_gemm(const Functor& func, Index rows, Index cols, bool transpose)
{
#ifndef EIGEN_HAS_OPENMP
#if !(defined (EIGEN_HAS_OPENMP)) || defined (EIGEN_MKL)
// FIXME the transpose variable is only needed to properly split
// the matrix product when multithreading is enabled. This is a temporary
// fix to support row-major destination matrices. This whole

293
Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h Normal file
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@ -0,0 +1,293 @@
/*
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
* Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM.
********************************************************************************
*/
#ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
#define EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
/* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */
#define EIGEN_MKL_SYMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
{\
\
static EIGEN_DONT_INLINE void run( \
Index rows, Index cols, \
const EIGTYPE* _lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsStride, \
EIGTYPE* res, Index resStride, \
EIGTYPE alpha) \
{ \
char side='L', uplo='L'; \
MKL_INT m, n, lda, ldb, ldc; \
const EIGTYPE *a, *b; \
MKLTYPE alpha_, beta_; \
MatrixX##EIGPREFIX b_tmp; \
EIGTYPE myone(1);\
\
/* Set transpose options */ \
/* Set m, n, k */ \
m = (MKL_INT)rows; \
n = (MKL_INT)cols; \
\
/* Set alpha_ & beta_ */ \
assign_scalar_eig2mkl(alpha_, alpha); \
assign_scalar_eig2mkl(beta_, myone); \
\
/* Set lda, ldb, ldc */ \
lda = (MKL_INT)lhsStride; \
ldb = (MKL_INT)rhsStride; \
ldc = (MKL_INT)resStride; \
\
/* Set a, b, c */ \
if (LhsStorageOrder==RowMajor) uplo='U'; \
a = _lhs; \
\
if (RhsStorageOrder==RowMajor) { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
b_tmp = rhs.adjoint(); \
b = b_tmp.data(); \
ldb = b_tmp.outerStride(); \
} else b = _rhs; \
\
MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
\
} \
};
#define EIGEN_MKL_HEMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
{\
static EIGEN_DONT_INLINE void run( \
Index rows, Index cols, \
const EIGTYPE* _lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsStride, \
EIGTYPE* res, Index resStride, \
EIGTYPE alpha) \
{ \
char side='L', uplo='L'; \
MKL_INT m, n, lda, ldb, ldc; \
const EIGTYPE *a, *b; \
MKLTYPE alpha_, beta_; \
MatrixX##EIGPREFIX b_tmp; \
Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \
EIGTYPE myone(1); \
\
/* Set transpose options */ \
/* Set m, n, k */ \
m = (MKL_INT)rows; \
n = (MKL_INT)cols; \
\
/* Set alpha_ & beta_ */ \
assign_scalar_eig2mkl(alpha_, alpha); \
assign_scalar_eig2mkl(beta_, myone); \
\
/* Set lda, ldb, ldc */ \
lda = (MKL_INT)lhsStride; \
ldb = (MKL_INT)rhsStride; \
ldc = (MKL_INT)resStride; \
\
/* Set a, b, c */ \
if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \
Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \
a_tmp = lhs.conjugate(); \
a = a_tmp.data(); \
lda = a_tmp.outerStride(); \
} else a = _lhs; \
if (LhsStorageOrder==RowMajor) uplo='U'; \
\
if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \
b = _rhs; } \
else { \
if (RhsStorageOrder==ColMajor && ConjugateRhs) { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \
b_tmp = rhs.conjugate(); \
} else \
if (ConjugateRhs) { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
b_tmp = rhs.adjoint(); \
} else { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
b_tmp = rhs.transpose(); \
} \
b = b_tmp.data(); \
ldb = b_tmp.outerStride(); \
} \
\
MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
\
} \
};
EIGEN_MKL_SYMM_L(double, double, d, d)
EIGEN_MKL_SYMM_L(float, float, f, s)
EIGEN_MKL_HEMM_L(dcomplex, MKL_Complex16, cd, z)
EIGEN_MKL_HEMM_L(scomplex, MKL_Complex8, cf, c)
/* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */
#define EIGEN_MKL_SYMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
{\
\
static EIGEN_DONT_INLINE void run( \
Index rows, Index cols, \
const EIGTYPE* _lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsStride, \
EIGTYPE* res, Index resStride, \
EIGTYPE alpha) \
{ \
char side='R', uplo='L'; \
MKL_INT m, n, lda, ldb, ldc; \
const EIGTYPE *a, *b; \
MKLTYPE alpha_, beta_; \
MatrixX##EIGPREFIX b_tmp; \
EIGTYPE myone(1);\
\
/* Set m, n, k */ \
m = (MKL_INT)rows; \
n = (MKL_INT)cols; \
\
/* Set alpha_ & beta_ */ \
assign_scalar_eig2mkl(alpha_, alpha); \
assign_scalar_eig2mkl(beta_, myone); \
\
/* Set lda, ldb, ldc */ \
lda = (MKL_INT)rhsStride; \
ldb = (MKL_INT)lhsStride; \
ldc = (MKL_INT)resStride; \
\
/* Set a, b, c */ \
if (RhsStorageOrder==RowMajor) uplo='U'; \
a = _rhs; \
\
if (LhsStorageOrder==RowMajor) { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \
b_tmp = lhs.adjoint(); \
b = b_tmp.data(); \
ldb = b_tmp.outerStride(); \
} else b = _lhs; \
\
MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
\
} \
};
#define EIGEN_MKL_HEMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
{\
static EIGEN_DONT_INLINE void run( \
Index rows, Index cols, \
const EIGTYPE* _lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsStride, \
EIGTYPE* res, Index resStride, \
EIGTYPE alpha) \
{ \
char side='R', uplo='L'; \
MKL_INT m, n, lda, ldb, ldc; \
const EIGTYPE *a, *b; \
MKLTYPE alpha_, beta_; \
MatrixX##EIGPREFIX b_tmp; \
Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \
EIGTYPE myone(1); \
\
/* Set m, n, k */ \
m = (MKL_INT)rows; \
n = (MKL_INT)cols; \
\
/* Set alpha_ & beta_ */ \
assign_scalar_eig2mkl(alpha_, alpha); \
assign_scalar_eig2mkl(beta_, myone); \
\
/* Set lda, ldb, ldc */ \
lda = (MKL_INT)rhsStride; \
ldb = (MKL_INT)lhsStride; \
ldc = (MKL_INT)resStride; \
\
/* Set a, b, c */ \
if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \
Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \
a_tmp = rhs.conjugate(); \
a = a_tmp.data(); \
lda = a_tmp.outerStride(); \
} else a = _rhs; \
if (RhsStorageOrder==RowMajor) uplo='U'; \
\
if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \
b = _lhs; } \
else { \
if (LhsStorageOrder==ColMajor && ConjugateLhs) { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \
b_tmp = lhs.conjugate(); \
} else \
if (ConjugateLhs) { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
b_tmp = lhs.adjoint(); \
} else { \
Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
b_tmp = lhs.transpose(); \
} \
b = b_tmp.data(); \
ldb = b_tmp.outerStride(); \
} \
\
MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
} \
};
EIGEN_MKL_SYMM_R(double, double, d, d)
EIGEN_MKL_SYMM_R(float, float, f, s)
EIGEN_MKL_HEMM_R(dcomplex, MKL_Complex16, cd, z)
EIGEN_MKL_HEMM_R(scomplex, MKL_Complex8, cf, c)
} // end namespace internal
#endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H

14
Eigen/src/Core/products/SelfadjointMatrixVector.h
View File

@ -32,8 +32,15 @@ namespace internal {
* the number of load/stores of the result by a factor 2 and to reduce
* the instruction dependency.
*/
template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs>
static EIGEN_DONT_INLINE void product_selfadjoint_vector(
template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version=Specialized>
struct selfadjoint_matrix_vector_product;
template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
struct selfadjoint_matrix_vector_product
{
static EIGEN_DONT_INLINE void run(
Index size,
const Scalar* lhs, Index lhsStride,
const Scalar* _rhs, Index rhsIncr,
@ -159,6 +166,7 @@ static EIGEN_DONT_INLINE void product_selfadjoint_vector(
res[j] += alpha * t2;
}
}
};
} // end namespace internal
@ -232,7 +240,7 @@ struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>
}
internal::product_selfadjoint_vector<Scalar, Index, (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)>
internal::selfadjoint_matrix_vector_product<Scalar, Index, (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)>::run
(
lhs.rows(), // size
&lhs.coeffRef(0,0), lhs.outerStride(), // lhs info

112
Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h Normal file
View File

@ -0,0 +1,112 @@
/*
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
* Selfadjoint matrix-vector product functionality based on ?SYMV/HEMV.
********************************************************************************
*/
#ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H
#define EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
/**********************************************************************
* This file implements selfadjoint matrix-vector multiplication using BLAS
**********************************************************************/
// symv/hemv specialization
template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs>
struct selfadjoint_matrix_vector_product_symv :
selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn> {};
#define EIGEN_MKL_SYMV_SPECIALIZE(Scalar) \
template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \
struct selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Specialized> { \
static EIGEN_DONT_INLINE void run( \
Index size, const Scalar* lhs, Index lhsStride, \
const Scalar* _rhs, Index rhsIncr, Scalar* res, Scalar alpha) { \
enum {\
IsColMajor = StorageOrder==ColMajor \
}; \
if (IsColMajor == ConjugateLhs) {\
selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn>::run( \
size, lhs, lhsStride, _rhs, rhsIncr, res, alpha); \
} else {\
selfadjoint_matrix_vector_product_symv<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs>::run( \
size, lhs, lhsStride, _rhs, rhsIncr, res, alpha); \
}\
} \
}; \
EIGEN_MKL_SYMV_SPECIALIZE(double)
EIGEN_MKL_SYMV_SPECIALIZE(float)
EIGEN_MKL_SYMV_SPECIALIZE(dcomplex)
EIGEN_MKL_SYMV_SPECIALIZE(scomplex)
#define EIGEN_MKL_SYMV_SPECIALIZATION(EIGTYPE,MKLTYPE,MKLFUNC) \
template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \
struct selfadjoint_matrix_vector_product_symv<EIGTYPE,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs> \
{ \
typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> SYMVVector;\
\
static EIGEN_DONT_INLINE void run( \
Index size, const EIGTYPE* lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* res, EIGTYPE alpha) \
{ \
enum {\
IsRowMajor = StorageOrder==RowMajor ? 1 : 0, \
IsLower = UpLo == Lower ? 1 : 0, \
}; \
MKL_INT n=size, lda=lhsStride, incx=rhsIncr, incy=1; \
MKLTYPE alpha_, beta_; \
const EIGTYPE *x_ptr, myone(1); \
char uplo=(IsRowMajor) ? (IsLower ? 'U' : 'L') : (IsLower ? 'L' : 'U'); \
assign_scalar_eig2mkl(alpha_, alpha); \
assign_scalar_eig2mkl(beta_, myone); \
SYMVVector x_tmp; \
if (ConjugateRhs) { \
Map<const SYMVVector, 0, InnerStride<> > map_x(_rhs,size,1,InnerStride<>(incx)); \
x_tmp=map_x.conjugate(); \
x_ptr=x_tmp.data(); \
incx=1; \
} else x_ptr=_rhs; \
MKLFUNC(&uplo, &n, &alpha_, (const MKLTYPE*)lhs, &lda, (const MKLTYPE*)x_ptr, &incx, &beta_, (MKLTYPE*)res, &incy); \
}\
};
EIGEN_MKL_SYMV_SPECIALIZATION(double, double, dsymv)
EIGEN_MKL_SYMV_SPECIALIZATION(float, float, ssymv)
EIGEN_MKL_SYMV_SPECIALIZATION(dcomplex, MKL_Complex16, zhemv)
EIGEN_MKL_SYMV_SPECIALIZATION(scomplex, MKL_Complex8, chemv)
} //end of namespase
#endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H

2
Eigen/src/Core/products/SelfadjointProduct.h
View File

@ -110,7 +110,7 @@ struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,false>
Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
internal::general_matrix_matrix_triangular_product<Index,
Scalar, _ActualOtherType::Flags&RowMajorBit ? RowMajor : ColMajor, OtherBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex,
Scalar, _ActualOtherType::Flags&RowMajorBit ? ColMajor : RowMajor, (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex,

14
Eigen/src/Core/products/TriangularMatrixMatrix.h
View File

@ -58,16 +58,16 @@ template <typename Scalar, typename Index,
int Mode, bool LhsIsTriangular,
int LhsStorageOrder, bool ConjugateLhs,
int RhsStorageOrder, bool ConjugateRhs,
int ResStorageOrder>
int ResStorageOrder, int Version = Specialized>
struct product_triangular_matrix_matrix;
template <typename Scalar, typename Index,
int Mode, bool LhsIsTriangular,
int LhsStorageOrder, bool ConjugateLhs,
int RhsStorageOrder, bool ConjugateRhs>
int RhsStorageOrder, bool ConjugateRhs, int Version>
struct product_triangular_matrix_matrix<Scalar,Index,Mode,LhsIsTriangular,
LhsStorageOrder,ConjugateLhs,
RhsStorageOrder,ConjugateRhs,RowMajor>
RhsStorageOrder,ConjugateRhs,RowMajor,Version>
{
static EIGEN_STRONG_INLINE void run(
Index rows, Index cols, Index depth,
@ -91,10 +91,10 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,LhsIsTriangular,
// implements col-major += alpha * op(triangular) * op(general)
template <typename Scalar, typename Index, int Mode,
int LhsStorageOrder, bool ConjugateLhs,
int RhsStorageOrder, bool ConjugateRhs>
int RhsStorageOrder, bool ConjugateRhs, int Version>
struct product_triangular_matrix_matrix<Scalar,Index,Mode,true,
LhsStorageOrder,ConjugateLhs,
RhsStorageOrder,ConjugateRhs,ColMajor>
RhsStorageOrder,ConjugateRhs,ColMajor,Version>
{
typedef gebp_traits<Scalar,Scalar> Traits;
@ -220,10 +220,10 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,true,
// implements col-major += alpha * op(general) * op(triangular)
template <typename Scalar, typename Index, int Mode,
int LhsStorageOrder, bool ConjugateLhs,
int RhsStorageOrder, bool ConjugateRhs>
int RhsStorageOrder, bool ConjugateRhs, int Version>
struct product_triangular_matrix_matrix<Scalar,Index,Mode,false,
LhsStorageOrder,ConjugateLhs,
RhsStorageOrder,ConjugateRhs,ColMajor>
RhsStorageOrder,ConjugateRhs,ColMajor,Version>
{
typedef gebp_traits<Scalar,Scalar> Traits;
enum {

307
Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h Normal file
View File

@ -0,0 +1,307 @@
/*
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
* Triangular matrix * matrix product functionality based on ?TRMM.
********************************************************************************
*/
#ifndef EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H
#define EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
template <typename Scalar, typename Index,
int Mode, bool LhsIsTriangular,
int LhsStorageOrder, bool ConjugateLhs,
int RhsStorageOrder, bool ConjugateRhs,
int ResStorageOrder>
struct product_triangular_matrix_matrix_trmm :
product_triangular_matrix_matrix<Scalar,Index,Mode,
LhsIsTriangular,LhsStorageOrder,ConjugateLhs,
RhsStorageOrder, ConjugateRhs, ResStorageOrder, BuiltIn> {};
// try to go to BLAS specialization
#define EIGEN_MKL_TRMM_SPECIALIZE(Scalar, LhsIsTriangular) \
template <typename Index, int Mode, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
struct product_triangular_matrix_matrix<Scalar,Index, Mode, LhsIsTriangular, \
LhsStorageOrder,ConjugateLhs, RhsStorageOrder,ConjugateRhs,ColMajor,Specialized> { \
inline static void run(Index _rows, Index _cols, Index _depth, const Scalar* _lhs, Index lhsStride,\
const Scalar* _rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha) { \
product_triangular_matrix_matrix_trmm<Scalar,Index,Mode, \
LhsIsTriangular,LhsStorageOrder,ConjugateLhs, \
RhsStorageOrder, ConjugateRhs, ColMajor>::run( \
_rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha); \
} \
};
EIGEN_MKL_TRMM_SPECIALIZE(double, true)
EIGEN_MKL_TRMM_SPECIALIZE(double, false)
EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, true)
EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, false)
EIGEN_MKL_TRMM_SPECIALIZE(float, true)
EIGEN_MKL_TRMM_SPECIALIZE(float, false)
EIGEN_MKL_TRMM_SPECIALIZE(scomplex, true)
EIGEN_MKL_TRMM_SPECIALIZE(scomplex, false)
// implements col-major += alpha * op(triangular) * op(general)
#define EIGEN_MKL_TRMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, int Mode, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,true, \
LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \
{ \
enum { \
IsLower = (Mode&Lower) == Lower, \
SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
LowUp = IsLower ? Lower : Upper, \
conjA = ((LhsStorageOrder==ColMajor) && ConjugateLhs) ? 1 : 0 \
}; \
\
static EIGEN_DONT_INLINE void run( \
Index _rows, Index _cols, Index _depth, \
const EIGTYPE* _lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsStride, \
EIGTYPE* res, Index resStride, \
EIGTYPE alpha) \
{ \
Index diagSize = (std::min)(_rows,_depth); \
Index rows = IsLower ? _rows : diagSize; \
Index depth = IsLower ? diagSize : _depth; \
Index cols = _cols; \
\
typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \
typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \
\
/* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \
if (rows != depth) { \
\
int nthr = mkl_domain_get_max_threads(MKL_BLAS); \
\
if (((nthr==1) && (((std::max)(rows,depth)-diagSize)/(double)diagSize < 0.5))) { \
/* Most likely no benefit to call TRMM or GEMM from MKL*/ \
product_triangular_matrix_matrix<EIGTYPE,Index,Mode,true, \
LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \
_rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha); \
/*std::cout << "TRMM_L: A is not square! Go to Eigen TRMM implementation!\n";*/ \
} else { \
/* Make sense to call GEMM */ \
Map<const MatrixLhs, 0, OuterStride<> > lhsMap(_lhs,rows,depth,OuterStride<>(lhsStride)); \
MatrixLhs aa_tmp=lhsMap.template triangularView<Mode>(); \
MKL_INT aStride = aa_tmp.outerStride(); \
gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> blocking(_rows,_cols,_depth); \
general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \
rows, cols, depth, aa_tmp.data(), aStride, _rhs, rhsStride, res, resStride, alpha, blocking); \
\
/*std::cout << "TRMM_L: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \
} \
return; \
} \
char side = 'L', transa, uplo, diag = 'N'; \
EIGTYPE *b; \
const EIGTYPE *a; \
MKL_INT m, n, k, lda, ldb, ldc; \
MKLTYPE alpha_; \
\
/* Set alpha_*/ \
assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
\
/* Set m, n */ \
m = (MKL_INT)diagSize; \
n = (MKL_INT)cols; \
\
/* Set trans */ \
transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \
\
/* Set b, ldb */ \
Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols,OuterStride<>(rhsStride)); \
MatrixX##EIGPREFIX b_tmp; \
\
if (ConjugateRhs) b_tmp = rhs.conjugate(); else b_tmp = rhs; \
b = b_tmp.data(); \
ldb = b_tmp.outerStride(); \
\
/* Set uplo */ \
uplo = IsLower ? 'L' : 'U'; \
if (LhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
/* Set a, lda */ \
Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \
MatrixLhs a_tmp; \
\
if ((conjA!=0) || (SetDiag==0)) { \
if (conjA) a_tmp = lhs.conjugate(); else a_tmp = lhs; \
if (IsZeroDiag) \
a_tmp.diagonal().setZero(); \
else if (IsUnitDiag) \
a_tmp.diagonal().setOnes();\
a = a_tmp.data(); \
lda = a_tmp.outerStride(); \
} else { \
a = _lhs; \
lda = lhsStride; \
} \
/*std::cout << "TRMM_L: A is square! Go to MKL TRMM implementation! \n";*/ \
/* call ?trmm*/ \
MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \
\
/* Add op(a_triangular)*b into res*/ \
Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \
res_tmp=res_tmp+b_tmp; \
} \
};
EIGEN_MKL_TRMM_L(double, double, d, d)
EIGEN_MKL_TRMM_L(dcomplex, MKL_Complex16, cd, z)
EIGEN_MKL_TRMM_L(float, float, f, s)
EIGEN_MKL_TRMM_L(scomplex, MKL_Complex8, cf, c)
// implements col-major += alpha * op(general) * op(triangular)
#define EIGEN_MKL_TRMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template <typename Index, int Mode, \
int LhsStorageOrder, bool ConjugateLhs, \
int RhsStorageOrder, bool ConjugateRhs> \
struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,false, \
LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \
{ \
enum { \
IsLower = (Mode&Lower) == Lower, \
SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
LowUp = IsLower ? Lower : Upper, \
conjA = ((RhsStorageOrder==ColMajor) && ConjugateRhs) ? 1 : 0 \
}; \
\
static EIGEN_DONT_INLINE void run( \
Index _rows, Index _cols, Index _depth, \
const EIGTYPE* _lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsStride, \
EIGTYPE* res, Index resStride, \
EIGTYPE alpha) \
{ \
Index diagSize = (std::min)(_cols,_depth); \
Index rows = _rows; \
Index depth = IsLower ? _depth : diagSize; \
Index cols = IsLower ? diagSize : _cols; \
\
typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \
typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \
\
/* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \
if (cols != depth) { \
\
int nthr = mkl_domain_get_max_threads(MKL_BLAS); \
\
if ((nthr==1) && (((std::max)(cols,depth)-diagSize)/(double)diagSize < 0.5)) { \
/* Most likely no benefit to call TRMM or GEMM from MKL*/ \
product_triangular_matrix_matrix<EIGTYPE,Index,Mode,false, \
LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \
_rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha); \
/*std::cout << "TRMM_R: A is not square! Go to Eigen TRMM implementation!\n";*/ \
} else { \
/* Make sense to call GEMM */ \
Map<const MatrixRhs, 0, OuterStride<> > rhsMap(_rhs,depth,cols, OuterStride<>(rhsStride)); \
MatrixRhs aa_tmp=rhsMap.template triangularView<Mode>(); \
MKL_INT aStride = aa_tmp.outerStride(); \
gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> blocking(_rows,_cols,_depth); \
general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \
rows, cols, depth, _lhs, lhsStride, aa_tmp.data(), aStride, res, resStride, alpha, blocking); \
\
/*std::cout << "TRMM_R: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \
} \
return; \
} \
char side = 'R', transa, uplo, diag = 'N'; \
EIGTYPE *b; \
const EIGTYPE *a; \
MKL_INT m, n, k, lda, ldb, ldc; \
MKLTYPE alpha_; \
\
/* Set alpha_*/ \
assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
\
/* Set m, n */ \
m = (MKL_INT)rows; \
n = (MKL_INT)diagSize; \
\
/* Set trans */ \
transa = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \
\
/* Set b, ldb */ \
Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \
MatrixX##EIGPREFIX b_tmp; \
\
if (ConjugateLhs) b_tmp = lhs.conjugate(); else b_tmp = lhs; \
b = b_tmp.data(); \
ldb = b_tmp.outerStride(); \
\
/* Set uplo */ \
uplo = IsLower ? 'L' : 'U'; \
if (RhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
/* Set a, lda */ \
Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols, OuterStride<>(rhsStride)); \
MatrixRhs a_tmp; \
\
if ((conjA!=0) || (SetDiag==0)) { \
if (conjA) a_tmp = rhs.conjugate(); else a_tmp = rhs; \
if (IsZeroDiag) \
a_tmp.diagonal().setZero(); \
else if (IsUnitDiag) \
a_tmp.diagonal().setOnes();\
a = a_tmp.data(); \
lda = a_tmp.outerStride(); \
} else { \
a = _rhs; \
lda = rhsStride; \
} \
/*std::cout << "TRMM_R: A is square! Go to MKL TRMM implementation! \n";*/ \
/* call ?trmm*/ \
MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \
\
/* Add op(a_triangular)*b into res*/ \
Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \
res_tmp=res_tmp+b_tmp; \
} \
};
EIGEN_MKL_TRMM_R(double, double, d, d)
EIGEN_MKL_TRMM_R(dcomplex, MKL_Complex16, cd, z)
EIGEN_MKL_TRMM_R(float, float, f, s)
EIGEN_MKL_TRMM_R(scomplex, MKL_Complex8, cf, c)
} // end namespace internal
#endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H

20
Eigen/src/Core/products/TriangularMatrixVector.h
View File

@ -27,11 +27,11 @@
namespace internal {
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder>
struct product_triangular_matrix_vector;
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder, int Version=Specialized>
struct triangular_matrix_vector_product;
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs>
struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor>
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int Version>
struct triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor,Version>
{
typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
enum {
@ -75,7 +75,7 @@ struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,C
if (r>0)
{
Index s = IsLower ? pi+actualPanelWidth : 0;
general_matrix_vector_product<Index,LhsScalar,ColMajor,ConjLhs,RhsScalar,ConjRhs>::run(
general_matrix_vector_product<Index,LhsScalar,ColMajor,ConjLhs,RhsScalar,ConjRhs,BuiltIn>::run(
r, actualPanelWidth,
&lhs.coeffRef(s,pi), lhsStride,
&rhs.coeffRef(pi), rhsIncr,
@ -93,8 +93,8 @@ struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,C
}
};
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs>
struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor>
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs,int Version>
struct triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor,Version>
{
typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
enum {
@ -138,7 +138,7 @@ struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,C
if (r>0)
{
Index s = IsLower ? 0 : pi + actualPanelWidth;
general_matrix_vector_product<Index,LhsScalar,RowMajor,ConjLhs,RhsScalar,ConjRhs>::run(
general_matrix_vector_product<Index,LhsScalar,RowMajor,ConjLhs,RhsScalar,ConjRhs,BuiltIn>::run(
actualPanelWidth, r,
&lhs.coeffRef(pi,s), lhsStride,
&rhs.coeffRef(s), rhsIncr,
@ -271,7 +271,7 @@ template<> struct trmv_selector<ColMajor>
MappedDest(actualDestPtr, dest.size()) = dest;
}
internal::product_triangular_matrix_vector
internal::triangular_matrix_vector_product
<Index,Mode,
LhsScalar, LhsBlasTraits::NeedToConjugate,
RhsScalar, RhsBlasTraits::NeedToConjugate,
@ -331,7 +331,7 @@ template<> struct trmv_selector<RowMajor>
Map<typename _ActualRhsType::PlainObject>(actualRhsPtr, actualRhs.size()) = actualRhs;
}
internal::product_triangular_matrix_vector
internal::triangular_matrix_vector_product
<Index,Mode,
LhsScalar, LhsBlasTraits::NeedToConjugate,
RhsScalar, RhsBlasTraits::NeedToConjugate,

247
Eigen/src/Core/products/TriangularMatrixVector_MKL.h Normal file
View File

@ -0,0 +1,247 @@
/*
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
* Triangular matrix-vector product functionality based on ?TRMV.
********************************************************************************
*/
#ifndef EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H
#define EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
/**********************************************************************
* This file implements triangular matrix-vector multiplication using BLAS
**********************************************************************/
// trmv/hemv specialization
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder>
struct triangular_matrix_vector_product_trmv :
triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,StorageOrder,BuiltIn> {};
#define EIGEN_MKL_TRMV_SPECIALIZE(Scalar) \
template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor,Specialized> { \
static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \
const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \
triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor>::run( \
_rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
} \
}; \
template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor,Specialized> { \
static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \
const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \
triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor>::run( \
_rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
} \
};
EIGEN_MKL_TRMV_SPECIALIZE(double)
EIGEN_MKL_TRMV_SPECIALIZE(float)
EIGEN_MKL_TRMV_SPECIALIZE(dcomplex)
EIGEN_MKL_TRMV_SPECIALIZE(scomplex)
// implements col-major: res += alpha * op(triangular) * vector
#define EIGEN_MKL_TRMV_CM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor> { \
enum { \
IsLower = (Mode&Lower) == Lower, \
SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
LowUp = IsLower ? Lower : Upper \
}; \
static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \
{ \
if (ConjLhs || IsZeroDiag) { \
triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor,BuiltIn>::run( \
_rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
return; \
}\
Index size = (std::min)(_rows,_cols); \
Index rows = IsLower ? _rows : size; \
Index cols = IsLower ? size : _cols; \
\
typedef VectorX##EIGPREFIX VectorRhs; \
EIGTYPE *x, *y;\
\
/* Set x*/ \
Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \
VectorRhs x_tmp; \
if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
x = x_tmp.data(); \
\
/* Square part handling */\
\
char trans, uplo, diag; \
MKL_INT m, n, k, lda, incx, incy; \
EIGTYPE const *a; \
MKLTYPE alpha_, beta_; \
assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \
\
/* Set m, n */ \
n = (MKL_INT)size; \
lda = lhsStride; \
incx = 1; \
incy = resIncr; \
\
/* Set uplo, trans and diag*/ \
trans = 'N'; \
uplo = IsLower ? 'L' : 'U'; \
diag = IsUnitDiag ? 'U' : 'N'; \
\
/* call ?TRMV*/ \
std::cout << "TRMV: CM\n";\
MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \
\
/* Add op(a_tr)rhs into res*/ \
MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \
/* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \
if (size<(std::max)(rows,cols)) { \
typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \
if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
x = x_tmp.data(); \
if (size<rows) { \
y = _res + size*resIncr; \
a = _lhs + size; \
m = rows-size; \
n = size; \
} \
if (size<cols) { \
x += size; \
y = _res; \
a = _lhs + size*lda; \
m = size; \
n = cols-size; \
} \
MKLPREFIX##gemv(&trans, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \
} \
} \
};
EIGEN_MKL_TRMV_CM(double, double, d, d)
EIGEN_MKL_TRMV_CM(dcomplex, MKL_Complex16, cd, z)
EIGEN_MKL_TRMV_CM(float, float, f, s)
EIGEN_MKL_TRMV_CM(scomplex, MKL_Complex8, cf, c)
// implements row-major: res += alpha * op(triangular) * vector
#define EIGEN_MKL_TRMV_RM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor> { \
enum { \
IsLower = (Mode&Lower) == Lower, \
SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
LowUp = IsLower ? Lower : Upper \
}; \
static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \
const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \
{ \
if (IsZeroDiag) { \
triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor,BuiltIn>::run( \
_rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
return; \
}\
Index size = (std::min)(_rows,_cols); \
Index rows = IsLower ? _rows : size; \
Index cols = IsLower ? size : _cols; \
\
typedef VectorX##EIGPREFIX VectorRhs; \
EIGTYPE *x, *y;\
\
/* Set x*/ \
Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \
VectorRhs x_tmp; \
if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
x = x_tmp.data(); \
\
/* Square part handling */\
\
char trans, uplo, diag; \
MKL_INT m, n, k, lda, incx, incy; \
EIGTYPE const *a; \
MKLTYPE alpha_, beta_; \
assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \
\
/* Set m, n */ \
n = (MKL_INT)size; \
lda = lhsStride; \
incx = 1; \
incy = resIncr; \
\
/* Set uplo, trans and diag*/ \
trans = ConjLhs ? 'C' : 'T'; \
uplo = IsLower ? 'U' : 'L'; \
diag = IsUnitDiag ? 'U' : 'N'; \
\
/* call ?TRMV*/ \
std::cout << "TRMV: RM\n";\
MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \
\
/* Add op(a_tr)rhs into res*/ \
MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \
/* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \
if (size<(std::max)(rows,cols)) { \
typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \
if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
x = x_tmp.data(); \
if (size<rows) { \
y = _res + size*resIncr; \
a = _lhs + size*lda; \
m = rows-size; \
n = size; \
} \
if (size<cols) { \
x += size; \
y = _res; \
a = _lhs + size; \
m = size; \
n = cols-size; \
} \
MKLPREFIX##gemv(&trans, &n, &m, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \
} \
} \
};
EIGEN_MKL_TRMV_RM(double, double, d, d)
EIGEN_MKL_TRMV_RM(dcomplex, MKL_Complex16, cd, z)
EIGEN_MKL_TRMV_RM(float, float, f, s)
EIGEN_MKL_TRMV_RM(scomplex, MKL_Complex8, cf, c)
} //end of namespase
#endif // EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H

153
Eigen/src/Core/products/TriangularSolverMatrix_MKL.h Normal file
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@ -0,0 +1,153 @@
/*
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
* Triangular matrix * matrix product functionality based on ?TRMM.
********************************************************************************
*/
#ifndef EIGEN_TRIANGULAR_SOLVER_MATRIX_MKL_H
#define EIGEN_TRIANGULAR_SOLVER_MATRIX_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
// implements LeftSide op(triangular)^-1 * general
#define EIGEN_MKL_TRSM_L(EIGTYPE, MKLTYPE, MKLPREFIX) \
template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \
struct triangular_solve_matrix<EIGTYPE,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor> \
{ \
enum { \
IsLower = (Mode&Lower) == Lower, \
IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
conjA = ((TriStorageOrder==ColMajor) && Conjugate) ? 1 : 0 \
}; \
static EIGEN_DONT_INLINE void run( \
Index size, Index otherSize, \
const EIGTYPE* _tri, Index triStride, \
EIGTYPE* _other, Index otherStride) \
{ \
MKL_INT m = size, n = otherSize, lda, ldb; \
char side = 'L', uplo, diag='N', transa; \
/* Set alpha_ */ \
MKLTYPE alpha; \
EIGTYPE myone(1); \
assign_scalar_eig2mkl(alpha, myone); \
ldb = otherStride;\
\
const EIGTYPE *a; \
/* Set trans */ \
transa = (TriStorageOrder==RowMajor) ? ((Conjugate) ? 'C' : 'T') : 'N'; \
/* Set uplo */ \
uplo = IsLower ? 'L' : 'U'; \
if (TriStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
/* Set a, lda */ \
typedef Matrix<EIGTYPE, Dynamic, Dynamic, TriStorageOrder> MatrixTri; \
Map<const MatrixTri, 0, OuterStride<> > tri(_tri,size,size,OuterStride<>(triStride)); \
MatrixTri a_tmp; \
\
if (conjA) { \
a_tmp = tri.conjugate(); \
a = a_tmp.data(); \
lda = a_tmp.outerStride(); \
} else { \
a = _tri; \
lda = triStride; \
} \
if (IsUnitDiag) diag='U'; \
/* call ?trsm*/ \
MKLPREFIX##trsm(&side, &uplo, &transa, &diag, &m, &n, &alpha, (const MKLTYPE*)a, &lda, (MKLTYPE*)_other, &ldb); \
} \
};
EIGEN_MKL_TRSM_L(double, double, d)
EIGEN_MKL_TRSM_L(dcomplex, MKL_Complex16, z)
EIGEN_MKL_TRSM_L(float, float, s)
EIGEN_MKL_TRSM_L(scomplex, MKL_Complex8, c)
// implements RightSide general * op(triangular)^-1
#define EIGEN_MKL_TRSM_R(EIGTYPE, MKLTYPE, MKLPREFIX) \
template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \
struct triangular_solve_matrix<EIGTYPE,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor> \
{ \
enum { \
IsLower = (Mode&Lower) == Lower, \
IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
conjA = ((TriStorageOrder==ColMajor) && Conjugate) ? 1 : 0 \
}; \
static EIGEN_DONT_INLINE void run( \
Index size, Index otherSize, \
const EIGTYPE* _tri, Index triStride, \
EIGTYPE* _other, Index otherStride) \
{ \
MKL_INT m = otherSize, n = size, lda, ldb; \
char side = 'R', uplo, diag='N', transa; \
/* Set alpha_ */ \
MKLTYPE alpha; \
EIGTYPE myone(1); \
assign_scalar_eig2mkl(alpha, myone); \
ldb = otherStride;\
\
const EIGTYPE *a; \
/* Set trans */ \
transa = (TriStorageOrder==RowMajor) ? ((Conjugate) ? 'C' : 'T') : 'N'; \
/* Set uplo */ \
uplo = IsLower ? 'L' : 'U'; \
if (TriStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
/* Set a, lda */ \
typedef Matrix<EIGTYPE, Dynamic, Dynamic, TriStorageOrder> MatrixTri; \
Map<const MatrixTri, 0, OuterStride<> > tri(_tri,size,size,OuterStride<>(triStride)); \
MatrixTri a_tmp; \
\
if (conjA) { \
a_tmp = tri.conjugate(); \
a = a_tmp.data(); \
lda = a_tmp.outerStride(); \
} else { \
a = _tri; \
lda = triStride; \
} \
if (IsUnitDiag) diag='U'; \
/* call ?trsm*/ \
MKLPREFIX##trsm(&side, &uplo, &transa, &diag, &m, &n, &alpha, (const MKLTYPE*)a, &lda, (MKLTYPE*)_other, &ldb); \
/*std::cout << "TRMS_L specialization!\n";*/ \
} \
};
EIGEN_MKL_TRSM_R(double, double, d)
EIGEN_MKL_TRSM_R(dcomplex, MKL_Complex16, z)
EIGEN_MKL_TRSM_R(float, float, s)
EIGEN_MKL_TRSM_R(scomplex, MKL_Complex8, c)
} // end namespace internal
#endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_MKL_H

2
Eigen/src/Core/util/BlasUtil.h
View File

@ -47,7 +47,7 @@ template<
int ResStorageOrder>
struct general_matrix_matrix_product;
template<typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs>
template<typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs, int Version=Specialized>
struct general_matrix_vector_product;

84
Eigen/src/Core/util/MKL_support.h Normal file
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@ -0,0 +1,84 @@
/*
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
* Include file with common MKL declarations
********************************************************************************
*/
#ifndef EIGEN_MKL_SUPPORT_H
#define EIGEN_MKL_SUPPORT_H
#include <mkl.h>
#include <mkl_lapacke.h>
#include <iostream>
#define EIGEN_MKL_VML_THRESHOLD 128
typedef std::complex<double> dcomplex;
typedef std::complex<float> scomplex;
namespace internal {
template<typename MKLType, typename EigenType>
static inline void assign_scalar_eig2mkl(MKLType& mklScalar, const EigenType& eigenScalar) {
mklScalar=eigenScalar;
}
template <>
inline void assign_scalar_eig2mkl<MKL_Complex16,dcomplex>(MKL_Complex16& mklScalar, const dcomplex& eigenScalar) {
mklScalar.real=eigenScalar.real();
mklScalar.imag=eigenScalar.imag();
}
template <>
inline void assign_scalar_eig2mkl<MKL_Complex8,scomplex>(MKL_Complex8& mklScalar, const scomplex& eigenScalar) {
mklScalar.real=eigenScalar.real();
mklScalar.imag=eigenScalar.imag();
}
template<typename MKLType, typename EigenType>
static inline void assign_conj_scalar_eig2mkl(MKLType& mklScalar, const EigenType& eigenScalar) {
mklScalar=eigenScalar;
}
template <>
inline void assign_conj_scalar_eig2mkl<MKL_Complex16,dcomplex>(MKL_Complex16& mklScalar, const dcomplex& eigenScalar) {
mklScalar.real=eigenScalar.real();
mklScalar.imag=-eigenScalar.imag();
}
template <>
inline void assign_conj_scalar_eig2mkl<MKL_Complex8,scomplex>(MKL_Complex8& mklScalar, const scomplex& eigenScalar) {
mklScalar.real=eigenScalar.real();
mklScalar.imag=-eigenScalar.imag();
}
} // end namespace internal
#endif

90
Eigen/src/Eigenvalues/ComplexSchur_MKL.h Normal file
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@ -0,0 +1,90 @@
/*
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
* Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors.
********************************************************************************
*/
#ifndef EIGEN_COMPLEX_SCHUR_MKL_H
#define EIGEN_COMPLEX_SCHUR_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
/** \internal Specialization for the data types supported by MKL */
#define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
template<> \
ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
{ \
typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
typedef MatrixType::Scalar Scalar; \
typedef MatrixType::RealScalar RealScalar; \
typedef std::complex<RealScalar> ComplexScalar; \
\
assert(matrix.cols() == matrix.rows()); \
\
m_matUisUptodate = false; \
if(matrix.cols() == 1) \
{ \
m_matT = matrix.cast<ComplexScalar>(); \
if(computeU) m_matU = ComplexMatrixType::Identity(1,1); \
m_info = Success; \
m_isInitialized = true; \
m_matUisUptodate = computeU; \
return *this; \
} \
lapack_int n = matrix.cols(), sdim, info; \
lapack_int lda = matrix.outerStride(); \
lapack_int matrix_order = MKLCOLROW; \
char jobvs, sort='N'; \
LAPACK_##MKLPREFIX_U##_SELECT1 select; \
jobvs = (computeU) ? 'V' : 'N'; \
m_matU.resize(n, n); \
lapack_int ldvs = m_matU.outerStride(); \
m_matT = matrix; \
Matrix<EIGTYPE, Dynamic, Dynamic> w; \
w.resize(n, 1);\
info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
if(info == 0) \
m_info = Success; \
else \
m_info = NoConvergence; \
\
m_isInitialized = true; \
m_matUisUptodate = computeU; \
return *this; \
\
}
EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, RowMajor, LAPACK_ROW_MAJOR)
#endif // EIGEN_COMPLEX_SCHUR_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
* Real Schur needed to real unsymmetrical eigenvalues/eigenvectors.
********************************************************************************
*/
#ifndef EIGEN_REAL_SCHUR_MKL_H
#define EIGEN_REAL_SCHUR_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
/** \internal Specialization for the data types supported by MKL */
#define EIGEN_MKL_SCHUR_REAL(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
template<> \
RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
{ \
typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
typedef MatrixType::Scalar Scalar; \
typedef MatrixType::RealScalar RealScalar; \
\
assert(matrix.cols() == matrix.rows()); \
\
lapack_int n = matrix.cols(), sdim, info; \
lapack_int lda = matrix.outerStride(); \
lapack_int matrix_order = MKLCOLROW; \
char jobvs, sort='N'; \
LAPACK_##MKLPREFIX_U##_SELECT2 select; \
jobvs = (computeU) ? 'V' : 'N'; \
m_matU.resize(n, n); \
lapack_int ldvs = m_matU.outerStride(); \
m_matT = matrix; \
Matrix<EIGTYPE, Dynamic, Dynamic> wr, wi; \
wr.resize(n, 1); wi.resize(n, 1); \
info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)wr.data(), (MKLTYPE*)wi.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
if(info == 0) \
m_info = Success; \
else \
m_info = NoConvergence; \
\
m_isInitialized = true; \
m_matUisUptodate = computeU; \
return *this; \
\
}
EIGEN_MKL_SCHUR_REAL(double, double, d, D, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SCHUR_REAL(float, float, s, S, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SCHUR_REAL(double, double, d, D, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_SCHUR_REAL(float, float, s, S, RowMajor, LAPACK_ROW_MAJOR)
#endif // EIGEN_REAL_SCHUR_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
* Self-adjoint eigenvalues/eigenvectors.
********************************************************************************
*/
#ifndef EIGEN_SAEIGENSOLVER_MKL_H
#define EIGEN_SAEIGENSOLVER_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
/** \internal Specialization for the data types supported by MKL */
#define EIGEN_MKL_EIG_SELFADJ(EIGTYPE, MKLTYPE, MKLRTYPE, MKLNAME, EIGCOLROW, MKLCOLROW ) \
template<> \
SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, int options) \
{ \
eigen_assert(matrix.cols() == matrix.rows()); \
eigen_assert((options&~(EigVecMask|GenEigMask))==0 \
&& (options&EigVecMask)!=EigVecMask \
&& "invalid option parameter"); \
bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; \
lapack_int n = matrix.cols(), lda, matrix_order, info; \
m_eivalues.resize(n,1); \
m_subdiag.resize(n-1); \
m_eivec = matrix; \
\
if(n==1) \
{ \
m_eivalues.coeffRef(0,0) = internal::real(matrix.coeff(0,0)); \
if(computeEigenvectors) m_eivec.setOnes(n,n); \
m_info = Success; \
m_isInitialized = true; \
m_eigenvectorsOk = computeEigenvectors; \
return *this; \
} \
\
lda = matrix.outerStride(); \
matrix_order=MKLCOLROW; \
char jobz, uplo='L', range='A'; \
jobz = computeEigenvectors ? 'V' : 'N'; \
\
info = LAPACKE_##MKLNAME( matrix_order, jobz, uplo, n, (MKLTYPE*)m_eivec.data(), lda, (MKLRTYPE*)m_eivalues.data() ); \
m_info = (info==0) ? Success : NoConvergence; \
m_isInitialized = true; \
m_eigenvectorsOk = computeEigenvectors; \
return *this; \
}
EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, RowMajor, LAPACK_ROW_MAJOR)
#endif // EIGEN_SAEIGENSOLVER_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
* LU decomposition with partial pivoting based on LAPACKE_?getrf function.
********************************************************************************
*/
#ifndef EIGEN_PARTIALLU_LAPACK_H
#define EIGEN_PARTIALLU_LAPACK_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
/** \internal Specialization for the data types supported by MKL */
#define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
template<int StorageOrder> \
struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
{ \
/* \internal performs the LU decomposition in-place of the matrix represented */ \
static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
{ \
lapack_int matrix_order, first_zero_pivot; \
lapack_int m, n, lda, *ipiv, info; \
EIGTYPE* a; \
/* Set up parameters for ?getrf */ \
matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
lda = luStride; \
a = lu_data; \
ipiv = row_transpositions; \
m = rows; \
n = cols; \
nb_transpositions = 0; \
\
info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
\
for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
\
eigen_assert(info >= 0); \
/* something should be done with nb_transpositions */ \
\
first_zero_pivot = info; \
return first_zero_pivot; \
} \
};
EIGEN_MKL_LU_PARTPIV(double, double, d)
EIGEN_MKL_LU_PARTPIV(float, float, s)
EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)
} // end namespace internal
#endif // EIGEN_PARTIALLU_LAPACK_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 PARDISO
********************************************************************************
*/
#ifndef EIGEN_PARDISOSUPPORT_H
#define EIGEN_PARDISOSUPPORT_H
template<typename _MatrixType>
class PardisoLU;
template<typename _MatrixType>
class PardisoLLT;
template<typename _MatrixType>
class PardisoLDLT;
namespace internal
{
template<typename Index>
struct pardiso_run_selector
{
static Index run(_MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a,
Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x)
{
Index error = 0;
::pardiso(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error);
return error;
}
};
template<>
struct pardiso_run_selector<long long int>
{
typedef long long int Index;
static Index run(_MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a,
Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x)
{
Index error = 0;
::pardiso_64(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error);
return error;
}
};
template<class Pardiso>
struct pardiso_traits;
template<typename _MatrixType>
struct pardiso_traits< PardisoLU<_MatrixType> >
{
typedef _MatrixType MatrixType;
typedef typename _MatrixType::Scalar Scalar;
typedef typename _MatrixType::RealScalar RealScalar;
typedef typename _MatrixType::Index Index;
};
template<typename _MatrixType>
struct pardiso_traits< PardisoLLT<_MatrixType> >
{
typedef _MatrixType MatrixType;
typedef typename _MatrixType::Scalar Scalar;
typedef typename _MatrixType::RealScalar RealScalar;
typedef typename _MatrixType::Index Index;
};
template<typename _MatrixType>
struct pardiso_traits< PardisoLDLT<_MatrixType> >
{
typedef _MatrixType MatrixType;
typedef typename _MatrixType::Scalar Scalar;
typedef typename _MatrixType::RealScalar RealScalar;
typedef typename _MatrixType::Index Index;
};
}
template<class Derived>
class PardisoImpl
{
public:
typedef typename internal::pardiso_traits<Derived>::MatrixType MatrixType;
typedef typename internal::pardiso_traits<Derived>::Scalar Scalar;
typedef typename internal::pardiso_traits<Derived>::RealScalar RealScalar;
typedef typename internal::pardiso_traits<Derived>::Index Index;
typedef Matrix<Scalar,Dynamic,1> VectorType;
typedef Matrix<Index, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
typedef Matrix<Index, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
enum {
ScalarIsComplex = NumTraits<Scalar>::IsComplex
};
PardisoImpl(int flags) : m_flags(flags)
{
eigen_assert((sizeof(Index) >= sizeof(_INTEGER_t) && sizeof(Index) <= 8) && "Non-supported index type");
memset(m_iparm, 0, sizeof(m_iparm));
m_msglvl = 0; /* No output */
m_initialized = false;
}
~PardisoImpl()
{
pardisoRelease();
}
inline Index cols() const { return m_matrix.cols(); }
inline Index rows() const { return m_matrix.rows(); }
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
* \c NumericalIssue if the matrix.appears to be negative.
*/
ComputationInfo info() const
{
eigen_assert(m_initialized && "Decomposition is not initialized.");
return m_info;
}
int orderingMethod() const
{
return m_flags&OrderingMask;
}
Derived& compute(const MatrixType& matrix);
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
template<typename Rhs>
inline const internal::solve_retval<PardisoImpl, Rhs>
solve(const MatrixBase<Rhs>& b, const int transposed = SvNoTrans) const
{
eigen_assert(m_initialized && "SimplicialCholesky is not initialized.");
eigen_assert(rows()==b.rows()
&& "PardisoImpl::solve(): invalid number of rows of the right hand side matrix b");
return internal::solve_retval<PardisoImpl, Rhs>(*this, b.derived(), transposed);
}
Derived& derived()
{
return *static_cast<Derived*>(this);
}
const Derived& derived() const
{
return *static_cast<const Derived*>(this);
}
template<typename BDerived, typename XDerived>
bool _solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>& x, const int transposed = SvNoTrans) const;
protected:
void pardisoRelease()
{
if(m_initialized) // Factorization ran at least once
{
internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, -1, m_matrix.rows(), NULL, NULL, NULL, m_perm.data(), 0,
m_iparm, m_msglvl, NULL, NULL);
memset(m_iparm, 0, sizeof(m_iparm));
}
}
protected:
// cached data to reduce reallocation, etc.
ComputationInfo m_info;
bool m_symmetric, m_initialized, m_succeeded;
int m_flags;
Index m_type, m_msglvl;
mutable void *m_pt[64];
mutable Index m_iparm[64];
mutable SparseMatrix<Scalar, RowMajor> m_matrix;
mutable IntColVectorType m_perm;
};
template<class Derived>
Derived& PardisoImpl<Derived>::compute(const MatrixType& a)
{
Index n = a.rows(), i;
eigen_assert(a.rows() == a.cols());
pardisoRelease();
memset(m_pt, 0, sizeof(m_pt));
m_initialized = true;
m_symmetric = abs(m_type) < 10;
switch (orderingMethod())
{
case MinimumDegree_AT_PLUS_A : m_iparm[1] = 0; break;
case NaturalOrdering : m_iparm[5] = 1; break;
case Metis : m_iparm[1] = 3; break;
default:
//std::cerr << "Eigen: ordering method \"" << Base::orderingMethod() << "\" not supported by the PARDISO backend\n";
m_iparm[1] = 0;
};
m_iparm[0] = 1; /* No solver default */
/* Numbers of processors, value of OMP_NUM_THREADS */
m_iparm[2] = 1;
m_iparm[3] = 0; /* No iterative-direct algorithm */
m_iparm[4] = 0; /* No user fill-in reducing permutation */
m_iparm[5] = 0; /* Write solution into x */
m_iparm[6] = 0; /* Not in use */
m_iparm[7] = 2; /* Max numbers of iterative refinement steps */
m_iparm[8] = 0; /* Not in use */
m_iparm[9] = 13; /* Perturb the pivot elements with 1E-13 */
m_iparm[10] = m_symmetric ? 0 : 1; /* Use nonsymmetric permutation and scaling MPS */
m_iparm[11] = 0; /* Not in use */
m_iparm[12] = m_symmetric ? 0 : 1; /* Maximum weighted matching algorithm is switched-off (default for symmetric). Try m_iparm[12] = 1 in case of inappropriate accuracy */
m_iparm[13] = 0; /* Output: Number of perturbed pivots */
m_iparm[14] = 0; /* Not in use */
m_iparm[15] = 0; /* Not in use */
m_iparm[16] = 0; /* Not in use */
m_iparm[17] = -1; /* Output: Number of nonzeros in the factor LU */
m_iparm[18] = -1; /* Output: Mflops for LU factorization */
m_iparm[19] = 0; /* Output: Numbers of CG Iterations */
m_iparm[20] = 0; /* 1x1 pivoting */
m_iparm[26] = 0; /* No matrix checker */
m_iparm[27] = (sizeof(RealScalar) == 4) ? 1 : 0;
m_iparm[34] = 0; /* Fortran indexing */
m_iparm[59] = 1; /* Automatic switch between In-Core and Out-of-Core modes */
m_perm.resize(n);
if(orderingMethod() == NaturalOrdering)
{
for(Index i = 0; i < n; i++)
m_perm[i] = i;
}
m_matrix = a;
/* Convert to Fortran-style indexing */
for(i = 0; i <= m_matrix.rows(); ++i)
++m_matrix._outerIndexPtr()[i];
for(i = 0; i < m_matrix.nonZeros(); ++i)
++m_matrix._innerIndexPtr()[i];
Index error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 12, n,
m_matrix._valuePtr(), m_matrix._outerIndexPtr(), m_matrix._innerIndexPtr(),
m_perm.data(), 0, m_iparm, m_msglvl, NULL, NULL);
switch(error)
{
case 0:
m_succeeded = true;
m_info = Success;
return derived();
case -4:
case -7:
m_info = NumericalIssue;
break;
default:
m_info = InvalidInput;
}
m_succeeded = false;
return derived();
}
template<class Base>
template<typename BDerived,typename XDerived>
bool PardisoImpl<Base>::_solve(const MatrixBase<BDerived> &b,
MatrixBase<XDerived>& x, const int transposed) const
{
if(m_iparm[0] == 0) // Factorization was not computed
return false;
Index n = m_matrix.rows();
Index nrhs = b.cols();
eigen_assert(n==b.rows());
eigen_assert(((MatrixBase<BDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major right hand sides are not supported");
eigen_assert(((MatrixBase<XDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major matrices of unknowns are not supported");
eigen_assert(((nrhs == 1) || b.outerStride() == b.rows()));
x.derived().resizeLike(b);
switch (transposed) {
case SvNoTrans : m_iparm[11] = 0 ; break;
case SvTranspose : m_iparm[11] = 2 ; break;
case SvAdjoint : m_iparm[11] = 1 ; break;
default:
//std::cerr << "Eigen: transposition option \"" << transposed << "\" not supported by the PARDISO backend\n";
m_iparm[11] = 0;
}
Index error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 33, n,
m_matrix._valuePtr(), m_matrix._outerIndexPtr(), m_matrix._innerIndexPtr(),
m_perm.data(), nrhs, m_iparm, m_msglvl, const_cast<Scalar*>(&b(0, 0)), &x(0, 0));
return error==0;
}
template<typename MatrixType>
class PardisoLU : public PardisoImpl< PardisoLU<MatrixType> >
{
protected:
typedef PardisoImpl< PardisoLU<MatrixType> > Base;
typedef typename Base::Scalar Scalar;
typedef typename Base::RealScalar RealScalar;
using Base::m_type;
public:
using Base::compute;
using Base::solve;
PardisoLU(int flags = Metis)
: Base(flags)
{
m_type = Base::ScalarIsComplex ? 13 : 11;
}
PardisoLU(const MatrixType& matrix, int flags = Metis)
: Base(flags)
{
m_type = Base::ScalarIsComplex ? 13 : 11;
compute(matrix);
}
};
template<typename MatrixType>
class PardisoLLT : public PardisoImpl< PardisoLLT<MatrixType> >
{
protected:
typedef PardisoImpl< PardisoLLT<MatrixType> > Base;
typedef typename Base::Scalar Scalar;
typedef typename Base::RealScalar RealScalar;
using Base::m_type;
public:
using Base::compute;
using Base::solve;
PardisoLLT(int flags = Metis)
: Base(flags)
{
m_type = Base::ScalarIsComplex ? 4 : 2;
}
PardisoLLT(const MatrixType& matrix, int flags = Metis)
: Base(flags)
{
m_type = Base::ScalarIsComplex ? 4 : 2;
compute(matrix);
}
};
template<typename MatrixType>
class PardisoLDLT : public PardisoImpl< PardisoLDLT<MatrixType> >
{
protected:
typedef PardisoImpl< PardisoLDLT<MatrixType> > Base;
typedef typename Base::Scalar Scalar;
typedef typename Base::RealScalar RealScalar;
using Base::m_type;
public:
using Base::compute;
using Base::solve;
PardisoLDLT(int flags = Metis)
: Base(flags)
{
m_type = Base::ScalarIsComplex ? -4 : -2;
}
PardisoLDLT(const MatrixType& matrix, int flags = Metis, bool hermitian = true)
: Base(flags)
{
compute(matrix, hermitian);
}
void compute(const MatrixType& matrix, bool hermitian = true)
{
m_type = Base::ScalarIsComplex ? (hermitian ? -4 : 6) : -2;
Base::compute(matrix);
}
};
namespace internal {
template<typename _Derived, typename Rhs>
struct solve_retval<PardisoImpl<_Derived>, Rhs>
: solve_retval_base<PardisoImpl<_Derived>, Rhs>
{
typedef PardisoImpl<_Derived> Dec;
EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
solve_retval(const PardisoImpl<_Derived>& dec, const Rhs& rhs, const int transposed)
: Base(dec, rhs), m_transposed(transposed) {}
template<typename Dest> void evalTo(Dest& dst) const
{
dec()._solve(rhs(),dst,m_transposed);
}
int m_transposed;
};
}
#endif // EIGEN_PARDISOSUPPORT_H

94
Eigen/src/QR/ColPivHouseholderQR_MKL.h Normal file
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@ -0,0 +1,94 @@
/*
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"
/** \internal Specialization for the data types supported by MKL */
#define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
template<> \
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) \
\
{ \
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 = internal::abs(m_maxpivot) * threshold(); \
lapack_int *perm = m_colsPermutation.indices().data(); \
for(i=0;i<size;i++) { \
m_nonzero_pivots += (internal::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)
#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H

65
Eigen/src/QR/HouseholderQR_MKL.h Normal file
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@ -0,0 +1,65 @@
/*
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 w/o pivoting based on
* LAPACKE_?geqrf function.
********************************************************************************
*/
#ifndef EIGEN_QR_MKL_H
#define EIGEN_QR_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
namespace internal {
/** \internal Specialization for the data types supported by MKL */
#define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
template<typename MatrixQR, typename HCoeffs> \
void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, \
typename MatrixQR::Index maxBlockSize=32, \
EIGTYPE* tempData = 0) \
{ \
lapack_int m = mat.rows(); \
lapack_int n = mat.cols(); \
lapack_int lda = mat.outerStride(); \
lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \
hCoeffs.adjointInPlace(); \
\
}
EIGEN_MKL_QR_NOPIV(double, double, d)
EIGEN_MKL_QR_NOPIV(float, float, s)
EIGEN_MKL_QR_NOPIV(dcomplex, MKL_Complex16, z)
EIGEN_MKL_QR_NOPIV(scomplex, MKL_Complex8, c)
} // end namespace internal
#endif // EIGEN_QR_MKL_H

88
Eigen/src/SVD/JacobiSVD_MKL.h Normal file
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@ -0,0 +1,88 @@
/*
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
* Singular Value Decomposition - SVD.
********************************************************************************
*/
#ifndef EIGEN_JACOBISVD_MKL_H
#define EIGEN_JACOBISVD_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
/** \internal Specialization for the data types supported by MKL */
#define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
template<> \
JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \
JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \
{ \
typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
typedef MatrixType::Scalar Scalar; \
typedef MatrixType::RealScalar RealScalar; \
allocate(matrix.rows(), matrix.cols(), computationOptions); \
\
const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon(); \
m_nonzeroSingularValues = m_diagSize; \
\
lapack_int lda = matrix.outerStride(), ldu, ldvt; \
lapack_int matrix_order = MKLCOLROW; \
char jobu, jobvt; \
MKLTYPE *u, *vt, dummy; \
jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \
jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \
if (computeU()) { \
ldu = m_matrixU.outerStride(); \
u = (MKLTYPE*)m_matrixU.data(); \
} else { ldu=1; u=&dummy; }\
MatrixType localV; \
ldvt = (m_computeFullV) ? m_cols : (m_computeThinV) ? m_diagSize : 1; \
if (computeV()) { \
localV.resize(ldvt, m_cols); \
vt = (MKLTYPE*)localV.data(); \
} else { ldvt=1; vt=&dummy; }\
Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
MatrixType m_temp; m_temp = matrix; \
LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, m_rows, m_cols, (MKLTYPE*)m_temp.data(), lda, (MKLRTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \
if (computeV()) m_matrixV = localV.adjoint(); \
/* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \
m_isInitialized = true; \
return *this; \
};
EIGEN_MKL_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, RowMajor, LAPACK_ROW_MAJOR)
#endif // EIGEN_JACOBISVD_MKL_H

24
blas/level2_impl.h
View File

@ -151,21 +151,21 @@ int EIGEN_BLAS_FUNC(trmv)(char *uplo, char *opa, char *diag, int *n, RealScalar
for(int k=0; k<16; ++k)
func[k] = 0;
func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<int,Upper|0, Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (UP << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<int,Lower|0, Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<int,Lower|0, Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|0, Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|0, Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|0, Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<int,Lower|0, Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (LO << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<int,Upper|0, Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<int,Upper|0, Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|0, Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|0, Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|0, Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<int,Upper|UnitDiag,Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (UP << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<int,Lower|UnitDiag,Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<int,Lower|UnitDiag,Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|UnitDiag,Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (UP << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|UnitDiag,Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|UnitDiag,Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<int,Lower|UnitDiag,Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (LO << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<int,Upper|UnitDiag,Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<int,Upper|UnitDiag,Scalar,Conj, Scalar,false,RowMajor>::run);
func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Lower|UnitDiag,Scalar,false,Scalar,false,ColMajor>::run);
func[TR | (LO << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|UnitDiag,Scalar,false,Scalar,false,RowMajor>::run);
func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::triangular_matrix_vector_product<int,Upper|UnitDiag,Scalar,Conj, Scalar,false,RowMajor>::run);
init = true;
}

4
lapack/cholesky.cpp
View File

@ -41,8 +41,8 @@ EIGEN_LAPACK_FUNC(potrf,(char* uplo, int *n, RealScalar *pa, int *lda, int *info
Scalar* a = reinterpret_cast<Scalar*>(pa);
MatrixType A(a,*n,*n,*lda);
int ret;
if(UPLO(*uplo)==UP) ret = internal::llt_inplace<Upper>::blocked(A);
else ret = internal::llt_inplace<Lower>::blocked(A);
if(UPLO(*uplo)==UP) ret = internal::llt_inplace<Scalar, Upper>::blocked(A);
else ret = internal::llt_inplace<Scalar, Lower>::blocked(A);
if(ret>=0)
*info = ret+1;

1
test/CMakeLists.txt
View File

@ -67,6 +67,7 @@ if(TEST_LIB)
add_definitions("-DEIGEN_EXTERN_INSTANTIATIONS=1")
endif(TEST_LIB)
ei_add_test(pardiso_support)
ei_add_test(meta)
ei_add_test(sizeof)
ei_add_test(dynalloc)

26
test/pardiso_support.cpp Normal file
View File

@ -0,0 +1,26 @@
/*
Intel Copyright (C) ....
*/
#include "sparse_solver.h"
#include <Eigen/PARDISOSupport>
template<typename T> void test_pardiso_T()
{
//PardisoLLT < SparseMatrix<T, RowMajor> > pardiso_llt;
//PardisoLDLT< SparseMatrix<T, RowMajor> > pardiso_ldlt;
PardisoLU < SparseMatrix<T, RowMajor> > pardiso_lu;
//check_sparse_spd_solving(pardiso_llt);
check_sparse_square_solving(pardiso_lu);
}
void test_pardiso_support()
{
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST_1(test_pardiso_T<float>());
CALL_SUBTEST_2(test_pardiso_T<double>());
CALL_SUBTEST_3(test_pardiso_T< std::complex<float> >());
CALL_SUBTEST_4(test_pardiso_T< std::complex<double> >());
}
}