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bug #173: remove dependency to MKL for LAPACKe backend.

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This commit is contained in:
Gael Guennebaud
2016-07-25 17:55:07 +02:00
parent 34b483e25d
commit 4d54e3dd33
10 changed files with 16349 additions and 42 deletions
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24
Eigen/src/SVD/JacobiSVD_MKL.h
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@@ -52,40 +52,40 @@ JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPiv
/*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \
m_nonzeroSingularValues = m_diagSize; \
\
lapack_int lda = matrix.outerStride(), ldu, ldvt; \
lapack_int lda = internal::convert_index<lapack_int>(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(); \
ldu = internal::convert_index<lapack_int>(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; \
ldvt = (m_computeFullV) ? internal::convert_index<lapack_int>(m_cols) : (m_computeThinV) ? internal::convert_index<lapack_int>(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()); \
LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, internal::convert_index<lapack_int>(m_rows), internal::convert_index<lapack_int>(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, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SVD(dcomplex, lapack_complex_double, double, z, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SVD(scomplex, lapack_complex_float, 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)
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, lapack_complex_double, double, z, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_SVD(scomplex, lapack_complex_float, float , c, RowMajor, LAPACK_ROW_MAJOR)
} // end namespace Eigen