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Improved lapacke binding code for HouseholderQR and PartialPivLU

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This commit is contained in:
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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45
Eigen/src/QR/HouseholderQR_LAPACKE.h
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@@ -40,28 +40,35 @@ namespace Eigen {
namespace internal {
/** \internal Specialization for the data types supported by LAPACKe */
namespace lapacke_helpers {
#define EIGEN_LAPACKE_QR_NOPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX) \
template<typename MatrixQR, typename HCoeffs> \
struct householder_qr_inplace_blocked<MatrixQR, HCoeffs, EIGTYPE, true> \
{ \
static void run(MatrixQR& mat, HCoeffs& hCoeffs, Index = 32, \
typename MatrixQR::Scalar* = 0) \
{ \
lapack_int m = (lapack_int) mat.rows(); \
lapack_int n = (lapack_int) mat.cols(); \
lapack_int lda = (lapack_int) mat.outerStride(); \
lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
LAPACKE_##LAPACKE_PREFIX##geqrf( matrix_order, m, n, (LAPACKE_TYPE*)mat.data(), lda, (LAPACKE_TYPE*)hCoeffs.data()); \
hCoeffs.adjointInPlace(); \
} \
template<typename MatrixQR, typename HCoeffs>
struct lapacke_hqr
{
static void run(MatrixQR& mat, HCoeffs& hCoeffs, Index = 32, typename MatrixQR::Scalar* = 0)
{
lapack_int m = to_lapack(mat.rows());
lapack_int n = to_lapack(mat.cols());
lapack_int lda = to_lapack(mat.outerStride());
lapack_int matrix_order = lapack_storage_of(mat);
geqrf(matrix_order, m, n, to_lapack(mat.data()), lda, to_lapack(hCoeffs.data()));
hCoeffs.adjointInPlace();
}
};
EIGEN_LAPACKE_QR_NOPIV(double, double, d)
EIGEN_LAPACKE_QR_NOPIV(float, float, s)
EIGEN_LAPACKE_QR_NOPIV(dcomplex, lapack_complex_double, z)
EIGEN_LAPACKE_QR_NOPIV(scomplex, lapack_complex_float, c)
}
/** \internal Specialization for the data types supported by LAPACKe */
#define EIGEN_LAPACKE_HH_QR(EIGTYPE) \
template<typename MatrixQR, typename HCoeffs> \
struct householder_qr_inplace_blocked<MatrixQR, HCoeffs, EIGTYPE, true> : public lapacke_helpers::lapacke_hqr<MatrixQR, HCoeffs> {};
EIGEN_LAPACKE_HH_QR(double)
EIGEN_LAPACKE_HH_QR(float)
EIGEN_LAPACKE_HH_QR(std::complex<double>)
EIGEN_LAPACKE_HH_QR(std::complex<float>)
#undef EIGEN_LAPACKE_HH_QR
} // end namespace internal