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Fix SVD for MSVC+CUDA.

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This commit is contained in:
Antonio Sánchez 2022-03-01 21:35:22 +00:00
parent bf6726a0c6
commit b48922cb5c
3 changed files with 15 additions and 14 deletions
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2
Eigen/src/Core/util/Memory.h
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@ -300,13 +300,13 @@ template<typename T> EIGEN_DEVICE_FUNC inline T* construct_elements_of_array(T *
EIGEN_TRY
{
for (i = 0; i < size; ++i) ::new (ptr + i) T;
return ptr;
}
EIGEN_CATCH(...)
{
destruct_elements_of_array(ptr, i);
EIGEN_THROW;
}
return ptr;
}
/*****************************************************************************

24
Eigen/src/SVD/BDCSVD.h
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@ -107,7 +107,7 @@ public:
typedef typename Base::Scalar Scalar;
typedef typename Base::RealScalar RealScalar;
typedef typename NumTraits<RealScalar>::Literal Literal;
typedef typename Base::Index Index;
enum {
Options = Options_,
RowsAtCompileTime = Base::RowsAtCompileTime,
@ -271,7 +271,7 @@ private:
// Method to allocate and initialize matrix and attributes
template <typename MatrixType, int Options>
void BDCSVD<MatrixType, Options>::allocate(Eigen::Index rows, Eigen::Index cols, unsigned int computationOptions) {
void BDCSVD<MatrixType, Options>::allocate(Index rows, Index cols, unsigned int computationOptions) {
if (Base::allocate(rows, cols, computationOptions))
return;
@ -477,8 +477,8 @@ void BDCSVD<MatrixType, Options>::computeBaseCase(SVDType& svd, Index n, Index f
//@param shift : Each time one takes the left submatrix, one must add 1 to the shift. Why? Because! We actually want the last column of the U submatrix
// to become the first column (*coeff) and to shift all the other columns to the right. There are more details on the reference paper.
template <typename MatrixType, int Options>
void BDCSVD<MatrixType, Options>::divide(Eigen::Index firstCol, Eigen::Index lastCol, Eigen::Index firstRowW,
Eigen::Index firstColW, Eigen::Index shift) {
void BDCSVD<MatrixType, Options>::divide(Index firstCol, Index lastCol, Index firstRowW,
Index firstColW, Index shift) {
// requires rows = cols + 1;
using std::pow;
using std::sqrt;
@ -655,7 +655,7 @@ void BDCSVD<MatrixType, Options>::divide(Eigen::Index firstCol, Eigen::Index las
// handling of round-off errors, be consistent in ordering
// For instance, to solve the secular equation using FMM, see http://www.stat.uchicago.edu/~lekheng/courses/302/classics/greengard-rokhlin.pdf
template <typename MatrixType, int Options>
void BDCSVD<MatrixType, Options>::computeSVDofM(Eigen::Index firstCol, Eigen::Index n, MatrixXr& U,
void BDCSVD<MatrixType, Options>::computeSVDofM(Index firstCol, Index n, MatrixXr& U,
VectorType& singVals, MatrixXr& V) {
const RealScalar considerZero = (std::numeric_limits<RealScalar>::min)();
using std::abs;
@ -1174,8 +1174,8 @@ void BDCSVD<MatrixType, Options>::computeSingVecs(const ArrayRef& zhat, const Ar
// i >= 1, di almost null and zi non null.
// We use a rotation to zero out zi applied to the left of M
template <typename MatrixType, int Options>
void BDCSVD<MatrixType, Options>::deflation43(Eigen::Index firstCol, Eigen::Index shift, Eigen::Index i,
Eigen::Index size) {
void BDCSVD<MatrixType, Options>::deflation43(Index firstCol, Index shift, Index i,
Index size) {
using std::abs;
using std::sqrt;
using std::pow;
@ -1202,9 +1202,9 @@ void BDCSVD<MatrixType, Options>::deflation43(Eigen::Index firstCol, Eigen::Inde
// We apply two rotations to have zj = 0;
// TODO deflation44 is still broken and not properly tested
template <typename MatrixType, int Options>
void BDCSVD<MatrixType, Options>::deflation44(Eigen::Index firstColu, Eigen::Index firstColm, Eigen::Index firstRowW,
Eigen::Index firstColW, Eigen::Index i, Eigen::Index j,
Eigen::Index size) {
void BDCSVD<MatrixType, Options>::deflation44(Index firstColu, Index firstColm, Index firstRowW,
Index firstColW, Index i, Index j,
Index size) {
using std::abs;
using std::sqrt;
using std::conj;
@ -1242,8 +1242,8 @@ void BDCSVD<MatrixType, Options>::deflation44(Eigen::Index firstColu, Eigen::Ind
// acts on block from (firstCol+shift, firstCol+shift) to (lastCol+shift, lastCol+shift) [inclusive]
template <typename MatrixType, int Options>
void BDCSVD<MatrixType, Options>::deflation(Eigen::Index firstCol, Eigen::Index lastCol, Eigen::Index k,
Eigen::Index firstRowW, Eigen::Index firstColW, Eigen::Index shift) {
void BDCSVD<MatrixType, Options>::deflation(Index firstCol, Index lastCol, Index k,
Index firstRowW, Index firstColW, Index shift) {
using std::sqrt;
using std::abs;
const Index length = lastCol + 1 - firstCol;

3
Eigen/src/SVD/JacobiSVD.h
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@ -518,6 +518,7 @@ class JacobiSVD : public SVDBase<JacobiSVD<MatrixType_, Options_> > {
typedef MatrixType_ MatrixType;
typedef typename Base::Scalar Scalar;
typedef typename Base::RealScalar RealScalar;
typedef typename Base::Index Index;
enum {
Options = Options_,
QRPreconditioner = internal::get_qr_preconditioner(Options),
@ -670,7 +671,7 @@ class JacobiSVD : public SVDBase<JacobiSVD<MatrixType_, Options_> > {
};
template <typename MatrixType, int Options>
void JacobiSVD<MatrixType, Options>::allocate(Eigen::Index rows, Eigen::Index cols, unsigned int computationOptions) {
void JacobiSVD<MatrixType, Options>::allocate(Index rows, Index cols, unsigned int computationOptions) {
if (Base::allocate(rows, cols, computationOptions)) return;
eigen_assert(!(ShouldComputeThinU && int(QRPreconditioner) == int(FullPivHouseholderQRPreconditioner)) &&