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fix MKL interface with LLT::rankUpdate

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This commit is contained in:
Gael Guennebaud
2012-02-28 16:19:40 +01:00
parent 309b27b545
commit fc85f91df0
2 changed files with 80 additions and 97 deletions
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35
Eigen/src/Cholesky/LLT_MKL.h
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@@ -50,7 +50,7 @@ template<> struct mkl_llt<EIGTYPE> \
lapack_int size, lda, info, StorageOrder; \
EIGTYPE* a; \
eigen_assert(m.rows()==m.cols()); \
/* Set up parameters for ?potrf */ \
/* Set up parameters for ?potrf */ \
size = m.rows(); \
StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
@@ -70,33 +70,8 @@ template<> struct llt_inplace<EIGTYPE, Lower> \
return mkl_llt<EIGTYPE>::potrf(m, 'L'); \
} \
template<typename MatrixType, typename VectorType> \
static void rankUpdate(MatrixType& mat, const VectorType& vec) \
{ \
typedef typename MatrixType::ColXpr ColXpr; \
typedef typename internal::remove_all<ColXpr>::type ColXprCleaned; \
typedef typename ColXprCleaned::SegmentReturnType ColXprSegment; \
typedef typename MatrixType::Scalar Scalar; \
typedef Matrix<Scalar,Dynamic,1> TempVectorType; \
typedef typename TempVectorType::SegmentReturnType TempVecSegment; \
\
int n = mat.cols(); \
eigen_assert(mat.rows()==n && vec.size()==n); \
TempVectorType temp(vec); \
\
for(int i=0; i<n; ++i) \
{ \
JacobiRotation<Scalar> g; \
g.makeGivens(mat(i,i), -temp(i), &mat(i,i)); \
\
int rs = n-i-1; \
if(rs>0) \
{ \
ColXprSegment x(mat.col(i).tail(rs)); \
TempVecSegment y(temp.tail(rs)); \
apply_rotation_in_the_plane(x, y, g); \
} \
} \
} \
static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
{ return llt_rank_update_lower(mat, vec, sigma); } \
}; \
template<> struct llt_inplace<EIGTYPE, Upper> \
{ \
@@ -106,10 +81,10 @@ template<> struct llt_inplace<EIGTYPE, Upper> \
return mkl_llt<EIGTYPE>::potrf(m, 'U'); \
} \
template<typename MatrixType, typename VectorType> \
static void rankUpdate(MatrixType& mat, const VectorType& vec) \
static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
{ \
Transpose<MatrixType> matt(mat); \
return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate()); \
return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
} \
};