| /* |
| Copyright (c) 2011, Intel Corporation. All rights reserved. |
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| |
| THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND |
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| |
| ******************************************************************************** |
| * Content : Eigen bindings to Intel(R) MKL |
| * Triangular matrix * matrix product functionality based on ?TRMM. |
| ******************************************************************************** |
| */ |
| |
| #ifndef EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H |
| #define EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H |
| |
| namespace Eigen { |
| |
| namespace internal { |
| |
| |
| template <typename Scalar, typename Index, |
| int Mode, bool LhsIsTriangular, |
| int LhsStorageOrder, bool ConjugateLhs, |
| int RhsStorageOrder, bool ConjugateRhs, |
| int ResStorageOrder> |
| struct product_triangular_matrix_matrix_trmm : |
| product_triangular_matrix_matrix<Scalar,Index,Mode, |
| LhsIsTriangular,LhsStorageOrder,ConjugateLhs, |
| RhsStorageOrder, ConjugateRhs, ResStorageOrder, BuiltIn> {}; |
| |
| |
| // try to go to BLAS specialization |
| #define EIGEN_MKL_TRMM_SPECIALIZE(Scalar, LhsIsTriangular) \ |
| template <typename Index, int Mode, \ |
| int LhsStorageOrder, bool ConjugateLhs, \ |
| int RhsStorageOrder, bool ConjugateRhs> \ |
| struct product_triangular_matrix_matrix<Scalar,Index, Mode, LhsIsTriangular, \ |
| LhsStorageOrder,ConjugateLhs, RhsStorageOrder,ConjugateRhs,ColMajor,Specialized> { \ |
| static inline void run(Index _rows, Index _cols, Index _depth, const Scalar* _lhs, Index lhsStride,\ |
| const Scalar* _rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha) { \ |
| product_triangular_matrix_matrix_trmm<Scalar,Index,Mode, \ |
| LhsIsTriangular,LhsStorageOrder,ConjugateLhs, \ |
| RhsStorageOrder, ConjugateRhs, ColMajor>::run( \ |
| _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha); \ |
| } \ |
| }; |
| |
| EIGEN_MKL_TRMM_SPECIALIZE(double, true) |
| EIGEN_MKL_TRMM_SPECIALIZE(double, false) |
| EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, true) |
| EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, false) |
| EIGEN_MKL_TRMM_SPECIALIZE(float, true) |
| EIGEN_MKL_TRMM_SPECIALIZE(float, false) |
| EIGEN_MKL_TRMM_SPECIALIZE(scomplex, true) |
| EIGEN_MKL_TRMM_SPECIALIZE(scomplex, false) |
| |
| // implements col-major += alpha * op(triangular) * op(general) |
| #define EIGEN_MKL_TRMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ |
| template <typename Index, int Mode, \ |
| int LhsStorageOrder, bool ConjugateLhs, \ |
| int RhsStorageOrder, bool ConjugateRhs> \ |
| struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,true, \ |
| LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \ |
| { \ |
| enum { \ |
| IsLower = (Mode&Lower) == Lower, \ |
| SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ |
| IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ |
| IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ |
| LowUp = IsLower ? Lower : Upper, \ |
| conjA = ((LhsStorageOrder==ColMajor) && ConjugateLhs) ? 1 : 0 \ |
| }; \ |
| \ |
| static EIGEN_DONT_INLINE void run( \ |
| Index _rows, Index _cols, Index _depth, \ |
| const EIGTYPE* _lhs, Index lhsStride, \ |
| const EIGTYPE* _rhs, Index rhsStride, \ |
| EIGTYPE* res, Index resStride, \ |
| EIGTYPE alpha) \ |
| { \ |
| Index diagSize = (std::min)(_rows,_depth); \ |
| Index rows = IsLower ? _rows : diagSize; \ |
| Index depth = IsLower ? diagSize : _depth; \ |
| Index cols = _cols; \ |
| \ |
| typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \ |
| typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \ |
| \ |
| /* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \ |
| if (rows != depth) { \ |
| \ |
| int nthr = mkl_domain_get_max_threads(MKL_BLAS); \ |
| \ |
| if (((nthr==1) && (((std::max)(rows,depth)-diagSize)/(double)diagSize < 0.5))) { \ |
| /* Most likely no benefit to call TRMM or GEMM from MKL*/ \ |
| product_triangular_matrix_matrix<EIGTYPE,Index,Mode,true, \ |
| LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \ |
| _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha); \ |
| /*std::cout << "TRMM_L: A is not square! Go to Eigen TRMM implementation!\n";*/ \ |
| } else { \ |
| /* Make sense to call GEMM */ \ |
| Map<const MatrixLhs, 0, OuterStride<> > lhsMap(_lhs,rows,depth,OuterStride<>(lhsStride)); \ |
| MatrixLhs aa_tmp=lhsMap.template triangularView<Mode>(); \ |
| MKL_INT aStride = aa_tmp.outerStride(); \ |
| gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> blocking(_rows,_cols,_depth); \ |
| general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \ |
| rows, cols, depth, aa_tmp.data(), aStride, _rhs, rhsStride, res, resStride, alpha, blocking, 0); \ |
| \ |
| /*std::cout << "TRMM_L: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \ |
| } \ |
| return; \ |
| } \ |
| char side = 'L', transa, uplo, diag = 'N'; \ |
| EIGTYPE *b; \ |
| const EIGTYPE *a; \ |
| MKL_INT m, n, lda, ldb; \ |
| MKLTYPE alpha_; \ |
| \ |
| /* Set alpha_*/ \ |
| assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \ |
| \ |
| /* Set m, n */ \ |
| m = (MKL_INT)diagSize; \ |
| n = (MKL_INT)cols; \ |
| \ |
| /* Set trans */ \ |
| transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \ |
| \ |
| /* Set b, ldb */ \ |
| Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols,OuterStride<>(rhsStride)); \ |
| MatrixX##EIGPREFIX b_tmp; \ |
| \ |
| if (ConjugateRhs) b_tmp = rhs.conjugate(); else b_tmp = rhs; \ |
| b = b_tmp.data(); \ |
| ldb = b_tmp.outerStride(); \ |
| \ |
| /* Set uplo */ \ |
| uplo = IsLower ? 'L' : 'U'; \ |
| if (LhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \ |
| /* Set a, lda */ \ |
| Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \ |
| MatrixLhs a_tmp; \ |
| \ |
| if ((conjA!=0) || (SetDiag==0)) { \ |
| if (conjA) a_tmp = lhs.conjugate(); else a_tmp = lhs; \ |
| if (IsZeroDiag) \ |
| a_tmp.diagonal().setZero(); \ |
| else if (IsUnitDiag) \ |
| a_tmp.diagonal().setOnes();\ |
| a = a_tmp.data(); \ |
| lda = a_tmp.outerStride(); \ |
| } else { \ |
| a = _lhs; \ |
| lda = lhsStride; \ |
| } \ |
| /*std::cout << "TRMM_L: A is square! Go to MKL TRMM implementation! \n";*/ \ |
| /* call ?trmm*/ \ |
| MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \ |
| \ |
| /* Add op(a_triangular)*b into res*/ \ |
| Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \ |
| res_tmp=res_tmp+b_tmp; \ |
| } \ |
| }; |
| |
| EIGEN_MKL_TRMM_L(double, double, d, d) |
| EIGEN_MKL_TRMM_L(dcomplex, MKL_Complex16, cd, z) |
| EIGEN_MKL_TRMM_L(float, float, f, s) |
| EIGEN_MKL_TRMM_L(scomplex, MKL_Complex8, cf, c) |
| |
| // implements col-major += alpha * op(general) * op(triangular) |
| #define EIGEN_MKL_TRMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ |
| template <typename Index, int Mode, \ |
| int LhsStorageOrder, bool ConjugateLhs, \ |
| int RhsStorageOrder, bool ConjugateRhs> \ |
| struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,false, \ |
| LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \ |
| { \ |
| enum { \ |
| IsLower = (Mode&Lower) == Lower, \ |
| SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ |
| IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ |
| IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ |
| LowUp = IsLower ? Lower : Upper, \ |
| conjA = ((RhsStorageOrder==ColMajor) && ConjugateRhs) ? 1 : 0 \ |
| }; \ |
| \ |
| static EIGEN_DONT_INLINE void run( \ |
| Index _rows, Index _cols, Index _depth, \ |
| const EIGTYPE* _lhs, Index lhsStride, \ |
| const EIGTYPE* _rhs, Index rhsStride, \ |
| EIGTYPE* res, Index resStride, \ |
| EIGTYPE alpha) \ |
| { \ |
| Index diagSize = (std::min)(_cols,_depth); \ |
| Index rows = _rows; \ |
| Index depth = IsLower ? _depth : diagSize; \ |
| Index cols = IsLower ? diagSize : _cols; \ |
| \ |
| typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \ |
| typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \ |
| \ |
| /* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \ |
| if (cols != depth) { \ |
| \ |
| int nthr = mkl_domain_get_max_threads(MKL_BLAS); \ |
| \ |
| if ((nthr==1) && (((std::max)(cols,depth)-diagSize)/(double)diagSize < 0.5)) { \ |
| /* Most likely no benefit to call TRMM or GEMM from MKL*/ \ |
| product_triangular_matrix_matrix<EIGTYPE,Index,Mode,false, \ |
| LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \ |
| _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha); \ |
| /*std::cout << "TRMM_R: A is not square! Go to Eigen TRMM implementation!\n";*/ \ |
| } else { \ |
| /* Make sense to call GEMM */ \ |
| Map<const MatrixRhs, 0, OuterStride<> > rhsMap(_rhs,depth,cols, OuterStride<>(rhsStride)); \ |
| MatrixRhs aa_tmp=rhsMap.template triangularView<Mode>(); \ |
| MKL_INT aStride = aa_tmp.outerStride(); \ |
| gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> blocking(_rows,_cols,_depth); \ |
| general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \ |
| rows, cols, depth, _lhs, lhsStride, aa_tmp.data(), aStride, res, resStride, alpha, blocking, 0); \ |
| \ |
| /*std::cout << "TRMM_R: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \ |
| } \ |
| return; \ |
| } \ |
| char side = 'R', transa, uplo, diag = 'N'; \ |
| EIGTYPE *b; \ |
| const EIGTYPE *a; \ |
| MKL_INT m, n, lda, ldb; \ |
| MKLTYPE alpha_; \ |
| \ |
| /* Set alpha_*/ \ |
| assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \ |
| \ |
| /* Set m, n */ \ |
| m = (MKL_INT)rows; \ |
| n = (MKL_INT)diagSize; \ |
| \ |
| /* Set trans */ \ |
| transa = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \ |
| \ |
| /* Set b, ldb */ \ |
| Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \ |
| MatrixX##EIGPREFIX b_tmp; \ |
| \ |
| if (ConjugateLhs) b_tmp = lhs.conjugate(); else b_tmp = lhs; \ |
| b = b_tmp.data(); \ |
| ldb = b_tmp.outerStride(); \ |
| \ |
| /* Set uplo */ \ |
| uplo = IsLower ? 'L' : 'U'; \ |
| if (RhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \ |
| /* Set a, lda */ \ |
| Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols, OuterStride<>(rhsStride)); \ |
| MatrixRhs a_tmp; \ |
| \ |
| if ((conjA!=0) || (SetDiag==0)) { \ |
| if (conjA) a_tmp = rhs.conjugate(); else a_tmp = rhs; \ |
| if (IsZeroDiag) \ |
| a_tmp.diagonal().setZero(); \ |
| else if (IsUnitDiag) \ |
| a_tmp.diagonal().setOnes();\ |
| a = a_tmp.data(); \ |
| lda = a_tmp.outerStride(); \ |
| } else { \ |
| a = _rhs; \ |
| lda = rhsStride; \ |
| } \ |
| /*std::cout << "TRMM_R: A is square! Go to MKL TRMM implementation! \n";*/ \ |
| /* call ?trmm*/ \ |
| MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \ |
| \ |
| /* Add op(a_triangular)*b into res*/ \ |
| Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \ |
| res_tmp=res_tmp+b_tmp; \ |
| } \ |
| }; |
| |
| EIGEN_MKL_TRMM_R(double, double, d, d) |
| EIGEN_MKL_TRMM_R(dcomplex, MKL_Complex16, cd, z) |
| EIGEN_MKL_TRMM_R(float, float, f, s) |
| EIGEN_MKL_TRMM_R(scomplex, MKL_Complex8, cf, c) |
| |
| } // end namespace internal |
| |
| } // end namespace Eigen |
| |
| #endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H |