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122 lines
4.9 KiB
C++
122 lines
4.9 KiB
C++
/*
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Copyright (c) 2011, Intel Corporation. All rights reserved.
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Redistribution and use in source and binary forms, with or without modification,
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are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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* Neither the name of Intel Corporation nor the names of its contributors may
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be used to endorse or promote products derived from this software without
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specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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********************************************************************************
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* Content : Eigen bindings to LAPACKe
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* LLt decomposition based on LAPACKE_?potrf function.
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********************************************************************************
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*/
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#ifndef EIGEN_LLT_LAPACKE_H
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#define EIGEN_LLT_LAPACKE_H
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#include "./InternalHeaderCheck.h"
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namespace Eigen {
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namespace internal {
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namespace lapacke_helpers {
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// -------------------------------------------------------------------------------------------------------------------
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// Dispatch for rank update handling upper and lower parts
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// -------------------------------------------------------------------------------------------------------------------
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template<UpLoType Mode>
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struct rank_update {};
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template<>
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struct rank_update<Lower> {
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template<typename MatrixType, typename VectorType>
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static Index run(MatrixType &mat, const VectorType &vec, const typename MatrixType::RealScalar &sigma) {
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return Eigen::internal::llt_rank_update_lower(mat, vec, sigma);
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}
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};
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template<>
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struct rank_update<Upper> {
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template<typename MatrixType, typename VectorType>
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static Index run(MatrixType &mat, const VectorType &vec, const typename MatrixType::RealScalar &sigma) {
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Transpose<MatrixType> matt(mat);
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return Eigen::internal::llt_rank_update_lower(matt, vec.conjugate(), sigma);
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}
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};
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// -------------------------------------------------------------------------------------------------------------------
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// Generic lapacke llt implementation that hands of to the dispatches
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// -------------------------------------------------------------------------------------------------------------------
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template<typename Scalar, UpLoType Mode>
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struct lapacke_llt {
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template<typename MatrixType>
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static Index blocked(MatrixType& m)
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{
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eigen_assert(m.rows() == m.cols());
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if(m.rows() == 0) {
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return -1;
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}
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/* Set up parameters for ?potrf */
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lapack_int size = to_lapack(m.rows());
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lapack_int matrix_order = lapack_storage_of(m);
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Scalar* a = &(m.coeffRef(0,0));
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lapack_int lda = to_lapack(m.outerStride());
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lapack_int info = potrf(matrix_order, translate_mode<Mode>, size, to_lapack(a), lda );
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info = (info==0) ? -1 : info>0 ? info-1 : size;
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return info;
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}
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template<typename MatrixType, typename VectorType>
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static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma)
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{
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return rank_update<Mode>::run(mat, vec, sigma);
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}
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};
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}
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// end namespace lapacke_helpers
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/*
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* Here, we just put the generic implementation from lapacke_llt into a full specialization of the llt_inplace
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* type. By being a full specialization, the versions defined here thus get precedence over the generic implementation
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* in LLT.h for double, float and complex double, complex float types.
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*/
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#define EIGEN_LAPACKE_LLT(EIGTYPE) \
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template<> struct llt_inplace<EIGTYPE, Lower> : public lapacke_helpers::lapacke_llt<EIGTYPE, Lower> {}; \
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template<> struct llt_inplace<EIGTYPE, Upper> : public lapacke_helpers::lapacke_llt<EIGTYPE, Upper> {};
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EIGEN_LAPACKE_LLT(double)
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EIGEN_LAPACKE_LLT(float)
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EIGEN_LAPACKE_LLT(std::complex<double>)
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EIGEN_LAPACKE_LLT(std::complex<float>)
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#undef EIGEN_LAPACKE_LLT
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} // end namespace internal
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} // end namespace Eigen
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#endif // EIGEN_LLT_LAPACKE_H
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