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Eigen
3.3.3
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00001 /* 00002 Copyright (c) 2011, Intel Corporation. All rights reserved. 00003 00004 Redistribution and use in source and binary forms, with or without modification, 00005 are permitted provided that the following conditions are met: 00006 00007 * Redistributions of source code must retain the above copyright notice, this 00008 list of conditions and the following disclaimer. 00009 * Redistributions in binary form must reproduce the above copyright notice, 00010 this list of conditions and the following disclaimer in the documentation 00011 and/or other materials provided with the distribution. 00012 * Neither the name of Intel Corporation nor the names of its contributors may 00013 be used to endorse or promote products derived from this software without 00014 specific prior written permission. 00015 00016 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND 00017 ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED 00018 WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE 00019 DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR 00020 ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES 00021 (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; 00022 LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON 00023 ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 00024 (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00025 SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00026 00027 ******************************************************************************** 00028 * Content : Eigen bindings to LAPACKe 00029 * LLt decomposition based on LAPACKE_?potrf function. 00030 ******************************************************************************** 00031 */ 00032 00033 #ifndef EIGEN_LLT_LAPACKE_H 00034 #define EIGEN_LLT_LAPACKE_H 00035 00036 namespace Eigen { 00037 00038 namespace internal { 00039 00040 template<typename Scalar> struct lapacke_llt; 00041 00042 #define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \ 00043 template<> struct lapacke_llt<EIGTYPE> \ 00044 { \ 00045 template<typename MatrixType> \ 00046 static inline Index potrf(MatrixType& m, char uplo) \ 00047 { \ 00048 lapack_int matrix_order; \ 00049 lapack_int size, lda, info, StorageOrder; \ 00050 EIGTYPE* a; \ 00051 eigen_assert(m.rows()==m.cols()); \ 00052 /* Set up parameters for ?potrf */ \ 00053 size = convert_index<lapack_int>(m.rows()); \ 00054 StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \ 00055 matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ 00056 a = &(m.coeffRef(0,0)); \ 00057 lda = convert_index<lapack_int>(m.outerStride()); \ 00058 \ 00059 info = LAPACKE_##LAPACKE_PREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \ 00060 info = (info==0) ? -1 : info>0 ? info-1 : size; \ 00061 return info; \ 00062 } \ 00063 }; \ 00064 template<> struct llt_inplace<EIGTYPE, Lower> \ 00065 { \ 00066 template<typename MatrixType> \ 00067 static Index blocked(MatrixType& m) \ 00068 { \ 00069 return lapacke_llt<EIGTYPE>::potrf(m, 'L'); \ 00070 } \ 00071 template<typename MatrixType, typename VectorType> \ 00072 static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ 00073 { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \ 00074 }; \ 00075 template<> struct llt_inplace<EIGTYPE, Upper> \ 00076 { \ 00077 template<typename MatrixType> \ 00078 static Index blocked(MatrixType& m) \ 00079 { \ 00080 return lapacke_llt<EIGTYPE>::potrf(m, 'U'); \ 00081 } \ 00082 template<typename MatrixType, typename VectorType> \ 00083 static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ 00084 { \ 00085 Transpose<MatrixType> matt(mat); \ 00086 return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \ 00087 } \ 00088 }; 00089 00090 EIGEN_LAPACKE_LLT(double, double, d) 00091 EIGEN_LAPACKE_LLT(float, float, s) 00092 EIGEN_LAPACKE_LLT(dcomplex, lapack_complex_double, z) 00093 EIGEN_LAPACKE_LLT(scomplex, lapack_complex_float, c) 00094 00095 } // end namespace internal 00096 00097 } // end namespace Eigen 00098 00099 #endif // EIGEN_LLT_LAPACKE_H