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Improved lapacke binding code for HouseholderQR and PartialPivLU

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Erik Schultheis
2021-12-02 00:10:58 +00:00
committed by Rasmus Munk Larsen
parent 7ef5f0641f
commit d60f7fa518
7 changed files with 246 additions and 116 deletions
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81
Eigen/src/LU/PartialPivLU_LAPACKE.h
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@@ -39,44 +39,55 @@ namespace Eigen {
namespace internal {
/** \internal Specialization for the data types supported by LAPACKe */
namespace lapacke_helpers {
// -------------------------------------------------------------------------------------------------------------------
// Generic lapacke partial lu implementation that converts arguments and dispatches to the function above
// -------------------------------------------------------------------------------------------------------------------
#define EIGEN_LAPACKE_LU_PARTPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX) \
template<int StorageOrder> \
struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
{ \
/* \internal performs the LU decomposition in-place of the matrix represented */ \
static lapack_int blocked_lu(Index rows, Index cols, EIGTYPE* lu_data, Index luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
{ \
EIGEN_UNUSED_VARIABLE(maxBlockSize);\
lapack_int matrix_order, first_zero_pivot; \
lapack_int m, n, lda, *ipiv, info; \
EIGTYPE* a; \
/* Set up parameters for ?getrf */ \
matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
lda = convert_index<lapack_int>(luStride); \
a = lu_data; \
ipiv = row_transpositions; \
m = convert_index<lapack_int>(rows); \
n = convert_index<lapack_int>(cols); \
nb_transpositions = 0; \
\
info = LAPACKE_##LAPACKE_PREFIX##getrf( matrix_order, m, n, (LAPACKE_TYPE*)a, lda, ipiv ); \
\
for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
\
eigen_assert(info >= 0); \
/* something should be done with nb_transpositions */ \
\
first_zero_pivot = info; \
return first_zero_pivot; \
} \
template<typename Scalar, int StorageOrder>
struct lapacke_partial_lu {
/** \internal performs the LU decomposition in-place of the matrix represented */
static lapack_int blocked_lu(Index rows, Index cols, Scalar* lu_data, Index luStride, lapack_int* row_transpositions,
lapack_int& nb_transpositions, lapack_int maxBlockSize=256)
{
EIGEN_UNUSED_VARIABLE(maxBlockSize);
// Set up parameters for getrf
lapack_int matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR;
lapack_int lda = to_lapack(luStride);
Scalar* a = lu_data;
lapack_int* ipiv = row_transpositions;
lapack_int m = to_lapack(rows);
lapack_int n = to_lapack(cols);
nb_transpositions = 0;
lapack_int info = getrf(matrix_order, m, n, to_lapack(a), lda, ipiv );
eigen_assert(info >= 0);
for(int i=0; i<m; i++) {
ipiv[i]--;
if (ipiv[i] != i) nb_transpositions++;
}
lapack_int first_zero_pivot = info;
return first_zero_pivot;
}
};
} // end namespace lapacke_helpers
EIGEN_LAPACKE_LU_PARTPIV(double, double, d)
EIGEN_LAPACKE_LU_PARTPIV(float, float, s)
EIGEN_LAPACKE_LU_PARTPIV(dcomplex, lapack_complex_double, z)
EIGEN_LAPACKE_LU_PARTPIV(scomplex, lapack_complex_float, c)
/*
* Here, we just put the generic implementation from lapacke_partial_lu into a partial specialization of the partial_lu_impl
* type. This specialization is more specialized than the generic implementations that Eigen implements, so if the
* Scalar type matches they will be chosen.
*/
#define EIGEN_LAPACKE_PARTIAL_LU(EIGTYPE) \
template<int StorageOrder> \
struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int, Dynamic> : public lapacke_helpers::lapacke_partial_lu<EIGTYPE, StorageOrder> {};
EIGEN_LAPACKE_PARTIAL_LU(double)
EIGEN_LAPACKE_PARTIAL_LU(float)
EIGEN_LAPACKE_PARTIAL_LU(std::complex<double>)
EIGEN_LAPACKE_PARTIAL_LU(std::complex<float>)
#undef EIGEN_LAPACKE_PARTIAL_LU
} // end namespace internal