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98 lines
4.2 KiB
C++
98 lines
4.2 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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* LU decomposition with partial pivoting based on LAPACKE_?getrf function.
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********************************************************************************
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*/
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#ifndef EIGEN_PARTIALLU_LAPACK_H
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#define EIGEN_PARTIALLU_LAPACK_H
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// IWYU pragma: private
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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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// Generic lapacke partial lu implementation that converts arguments and dispatches to the function above
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// -------------------------------------------------------------------------------------------------------------------
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template <typename Scalar, int StorageOrder>
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struct lapacke_partial_lu {
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/** \internal performs the LU decomposition in-place of the matrix represented */
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static lapack_int blocked_lu(Index rows, Index cols, Scalar* lu_data, Index luStride, lapack_int* row_transpositions,
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lapack_int& nb_transpositions, lapack_int maxBlockSize = 256) {
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EIGEN_UNUSED_VARIABLE(maxBlockSize);
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// Set up parameters for getrf
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lapack_int matrix_order = StorageOrder == RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR;
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lapack_int lda = to_lapack(luStride);
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Scalar* a = lu_data;
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lapack_int* ipiv = row_transpositions;
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lapack_int m = to_lapack(rows);
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lapack_int n = to_lapack(cols);
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nb_transpositions = 0;
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lapack_int info = getrf(matrix_order, m, n, to_lapack(a), lda, ipiv);
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eigen_assert(info >= 0);
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for (int i = 0; i < m; i++) {
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ipiv[i]--;
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if (ipiv[i] != i) nb_transpositions++;
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}
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lapack_int first_zero_pivot = info;
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return first_zero_pivot;
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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_partial_lu into a partial specialization of the
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* partial_lu_impl type. This specialization is more specialized than the generic implementations that Eigen implements,
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* so if the Scalar type matches they will be chosen.
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*/
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#define EIGEN_LAPACKE_PARTIAL_LU(EIGTYPE) \
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template <int StorageOrder> \
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struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int, Dynamic> \
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: public lapacke_helpers::lapacke_partial_lu<EIGTYPE, StorageOrder> {};
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EIGEN_LAPACKE_PARTIAL_LU(double)
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EIGEN_LAPACKE_PARTIAL_LU(float)
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EIGEN_LAPACKE_PARTIAL_LU(std::complex<double>)
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EIGEN_LAPACKE_PARTIAL_LU(std::complex<float>)
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#undef EIGEN_LAPACKE_PARTIAL_LU
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} // end namespace internal
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} // end namespace Eigen
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#endif // EIGEN_PARTIALLU_LAPACK_H
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