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Extend CUDA support to matrix inversion and selfadjointeigensolver

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This commit is contained in:
Andrea Bocci
2018-06-11 18:33:24 +02:00
parent 0537123953
commit f7124b3e46
27 changed files with 200 additions and 74 deletions
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9
Eigen/src/Eigenvalues/Tridiagonalization.h
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@@ -25,6 +25,7 @@ struct traits<TridiagonalizationMatrixTReturnType<MatrixType> >
};
template<typename MatrixType, typename CoeffVectorType>
EIGEN_DEVICE_FUNC
void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs);
}
@@ -344,6 +345,7 @@ namespace internal {
* \sa Tridiagonalization::packedMatrix()
*/
template<typename MatrixType, typename CoeffVectorType>
EIGEN_DEVICE_FUNC
void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs)
{
using numext::conj;
@@ -424,6 +426,7 @@ struct tridiagonalization_inplace_selector;
* \sa class Tridiagonalization
*/
template<typename MatrixType, typename DiagonalType, typename SubDiagonalType>
EIGEN_DEVICE_FUNC
void tridiagonalization_inplace(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
{
eigen_assert(mat.cols()==mat.rows() && diag.size()==mat.rows() && subdiag.size()==mat.rows()-1);
@@ -439,7 +442,8 @@ struct tridiagonalization_inplace_selector
typedef typename Tridiagonalization<MatrixType>::CoeffVectorType CoeffVectorType;
typedef typename Tridiagonalization<MatrixType>::HouseholderSequenceType HouseholderSequenceType;
template<typename DiagonalType, typename SubDiagonalType>
static void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
static EIGEN_DEVICE_FUNC
void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
{
CoeffVectorType hCoeffs(mat.cols()-1);
tridiagonalization_inplace(mat,hCoeffs);
@@ -508,7 +512,8 @@ struct tridiagonalization_inplace_selector<MatrixType,1,IsComplex>
typedef typename MatrixType::Scalar Scalar;
template<typename DiagonalType, typename SubDiagonalType>
static void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType&, bool extractQ)
static EIGEN_DEVICE_FUNC
void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType&, bool extractQ)
{
diag(0,0) = numext::real(mat(0,0));
if(extractQ)