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Clean references to MKL in LAPACKe support.

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This commit is contained in:
Gael Guennebaud
2016-07-25 18:20:08 +02:00
parent 0c06077efa
commit 9c663e4ee8
14 changed files with 112 additions and 128 deletions
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42
Eigen/src/SVD/JacobiSVD_LAPACKE.h
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@@ -25,21 +25,19 @@
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
********************************************************************************
* Content : Eigen bindings to Intel(R) MKL
* Content : Eigen bindings to LAPACKe
* Singular Value Decomposition - SVD.
********************************************************************************
*/
#ifndef EIGEN_JACOBISVD_MKL_H
#define EIGEN_JACOBISVD_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
#ifndef EIGEN_JACOBISVD_LAPACKE_H
#define EIGEN_JACOBISVD_LAPACKE_H
namespace Eigen {
/** \internal Specialization for the data types supported by MKL */
/** \internal Specialization for the data types supported by LAPACKe */
#define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
#define EIGEN_LAPACKE_SVD(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW) \
template<> inline \
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) \
@@ -53,40 +51,40 @@ JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPiv
m_nonzeroSingularValues = m_diagSize; \
\
lapack_int lda = internal::convert_index<lapack_int>(matrix.outerStride()), ldu, ldvt; \
lapack_int matrix_order = MKLCOLROW; \
lapack_int matrix_order = LAPACKE_COLROW; \
char jobu, jobvt; \
MKLTYPE *u, *vt, dummy; \
LAPACKE_TYPE *u, *vt, dummy; \
jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \
jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \
if (computeU()) { \
ldu = internal::convert_index<lapack_int>(m_matrixU.outerStride()); \
u = (MKLTYPE*)m_matrixU.data(); \
u = (LAPACKE_TYPE*)m_matrixU.data(); \
} else { ldu=1; u=&dummy; }\
MatrixType localV; \
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(); \
vt = (LAPACKE_TYPE*)localV.data(); \
} else { ldvt=1; vt=&dummy; }\
Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
Matrix<LAPACKE_RTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
MatrixType m_temp; m_temp = matrix; \
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()); \
LAPACKE_##LAPACKE_PREFIX##gesvd( matrix_order, jobu, jobvt, internal::convert_index<lapack_int>(m_rows), internal::convert_index<lapack_int>(m_cols), (LAPACKE_TYPE*)m_temp.data(), lda, (LAPACKE_RTYPE*)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, lapack_complex_double, double, z, ColMajor, LAPACK_COL_MAJOR)
EIGEN_MKL_SVD(scomplex, lapack_complex_float, float , c, ColMajor, LAPACK_COL_MAJOR)
EIGEN_LAPACKE_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR)
EIGEN_LAPACKE_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR)
EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, ColMajor, LAPACK_COL_MAJOR)
EIGEN_LAPACKE_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, lapack_complex_double, double, z, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_MKL_SVD(scomplex, lapack_complex_float, float , c, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_LAPACKE_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_LAPACKE_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, RowMajor, LAPACK_ROW_MAJOR)
EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float, float , c, RowMajor, LAPACK_ROW_MAJOR)
} // end namespace Eigen
#endif // EIGEN_JACOBISVD_MKL_H
#endif // EIGEN_JACOBISVD_LAPACKE_H