| /* |
| Copyright (c) 2011, Intel Corporation. All rights reserved. |
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| are permitted provided that the following conditions are met: |
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| list of conditions and the following disclaimer. |
| * Redistributions in binary form must reproduce the above copyright notice, |
| this list of conditions and the following disclaimer in the documentation |
| and/or other materials provided with the distribution. |
| * Neither the name of Intel Corporation nor the names of its contributors may |
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| specific prior written permission. |
| |
| THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND |
| ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED |
| WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE |
| DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR |
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| (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; |
| LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON |
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| |
| ******************************************************************************** |
| * Content : Eigen bindings to Intel(R) MKL |
| * Singular Value Decomposition - SVD. |
| ******************************************************************************** |
| */ |
| |
| #ifndef EIGEN_JACOBISVD_MKL_H |
| #define EIGEN_JACOBISVD_MKL_H |
| |
| #include "Eigen/src/Core/util/MKL_support.h" |
| |
| namespace Eigen { |
| |
| /** \internal Specialization for the data types supported by MKL */ |
| |
| #define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \ |
| template<> inline\ |
| JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \ |
| JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \ |
| { \ |
| typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ |
| typedef MatrixType::Scalar Scalar; \ |
| typedef MatrixType::RealScalar RealScalar; \ |
| allocate(matrix.rows(), matrix.cols(), computationOptions); \ |
| \ |
| /*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \ |
| m_nonzeroSingularValues = m_diagSize; \ |
| \ |
| lapack_int lda = matrix.outerStride(), ldu, ldvt; \ |
| lapack_int matrix_order = MKLCOLROW; \ |
| char jobu, jobvt; \ |
| MKLTYPE *u, *vt, dummy; \ |
| jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \ |
| jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \ |
| if (computeU()) { \ |
| ldu = m_matrixU.outerStride(); \ |
| u = (MKLTYPE*)m_matrixU.data(); \ |
| } else { ldu=1; u=&dummy; }\ |
| MatrixType localV; \ |
| ldvt = (m_computeFullV) ? m_cols : (m_computeThinV) ? m_diagSize : 1; \ |
| if (computeV()) { \ |
| localV.resize(ldvt, m_cols); \ |
| vt = (MKLTYPE*)localV.data(); \ |
| } else { ldvt=1; vt=&dummy; }\ |
| Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \ |
| MatrixType m_temp; m_temp = matrix; \ |
| LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, m_rows, m_cols, (MKLTYPE*)m_temp.data(), lda, (MKLRTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \ |
| if (computeV()) m_matrixV = localV.adjoint(); \ |
| /* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \ |
| m_isInitialized = true; \ |
| return *this; \ |
| } |
| |
| EIGEN_MKL_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR) |
| EIGEN_MKL_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR) |
| EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, ColMajor, LAPACK_COL_MAJOR) |
| EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, ColMajor, LAPACK_COL_MAJOR) |
| |
| EIGEN_MKL_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR) |
| EIGEN_MKL_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR) |
| EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, RowMajor, LAPACK_ROW_MAJOR) |
| EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, RowMajor, LAPACK_ROW_MAJOR) |
| |
| } // end namespace Eigen |
| |
| #endif // EIGEN_JACOBISVD_MKL_H |