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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 * Householder QR decomposition of a matrix with column pivoting based on 00030 * LAPACKE_?geqp3 function. 00031 ******************************************************************************** 00032 */ 00033 00034 #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H 00035 #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H 00036 00037 namespace Eigen { 00038 00041 #define EIGEN_LAPACKE_QR_COLPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW) \ 00042 template<> template<typename InputType> inline \ 00043 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \ 00044 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \ 00045 const EigenBase<InputType>& matrix) \ 00046 \ 00047 { \ 00048 using std::abs; \ 00049 typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ 00050 typedef MatrixType::RealScalar RealScalar; \ 00051 Index rows = matrix.rows();\ 00052 Index cols = matrix.cols();\ 00053 \ 00054 m_qr = matrix;\ 00055 Index size = m_qr.diagonalSize();\ 00056 m_hCoeffs.resize(size);\ 00057 \ 00058 m_colsTranspositions.resize(cols);\ 00059 /*Index number_of_transpositions = 0;*/ \ 00060 \ 00061 m_nonzero_pivots = 0; \ 00062 m_maxpivot = RealScalar(0);\ 00063 m_colsPermutation.resize(cols); \ 00064 m_colsPermutation.indices().setZero(); \ 00065 \ 00066 lapack_int lda = internal::convert_index<lapack_int,Index>(m_qr.outerStride()); \ 00067 lapack_int matrix_order = LAPACKE_COLROW; \ 00068 LAPACKE_##LAPACKE_PREFIX##geqp3( matrix_order, internal::convert_index<lapack_int,Index>(rows), internal::convert_index<lapack_int,Index>(cols), \ 00069 (LAPACKE_TYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (LAPACKE_TYPE*)m_hCoeffs.data()); \ 00070 m_isInitialized = true; \ 00071 m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \ 00072 m_hCoeffs.adjointInPlace(); \ 00073 RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \ 00074 lapack_int *perm = m_colsPermutation.indices().data(); \ 00075 for(Index i=0;i<size;i++) { \ 00076 m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\ 00077 } \ 00078 for(Index i=0;i<cols;i++) perm[i]--;\ 00079 \ 00080 /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \ 00081 \ 00082 return *this; \ 00083 } 00084 00085 EIGEN_LAPACKE_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR) 00086 EIGEN_LAPACKE_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR) 00087 EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, ColMajor, LAPACK_COL_MAJOR) 00088 EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float, c, ColMajor, LAPACK_COL_MAJOR) 00089 00090 EIGEN_LAPACKE_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR) 00091 EIGEN_LAPACKE_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR) 00092 EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, RowMajor, LAPACK_ROW_MAJOR) 00093 EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float, c, RowMajor, LAPACK_ROW_MAJOR) 00094 00095 } // end namespace Eigen 00096 00097 #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H