1*bf2c3715SXin Li /* 2*bf2c3715SXin Li Copyright (c) 2011, Intel Corporation. All rights reserved. 3*bf2c3715SXin Li 4*bf2c3715SXin Li Redistribution and use in source and binary forms, with or without modification, 5*bf2c3715SXin Li are permitted provided that the following conditions are met: 6*bf2c3715SXin Li 7*bf2c3715SXin Li * Redistributions of source code must retain the above copyright notice, this 8*bf2c3715SXin Li list of conditions and the following disclaimer. 9*bf2c3715SXin Li * Redistributions in binary form must reproduce the above copyright notice, 10*bf2c3715SXin Li this list of conditions and the following disclaimer in the documentation 11*bf2c3715SXin Li and/or other materials provided with the distribution. 12*bf2c3715SXin Li * Neither the name of Intel Corporation nor the names of its contributors may 13*bf2c3715SXin Li be used to endorse or promote products derived from this software without 14*bf2c3715SXin Li specific prior written permission. 15*bf2c3715SXin Li 16*bf2c3715SXin Li THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND 17*bf2c3715SXin Li ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED 18*bf2c3715SXin Li WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE 19*bf2c3715SXin Li DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR 20*bf2c3715SXin Li ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES 21*bf2c3715SXin Li (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; 22*bf2c3715SXin Li LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON 23*bf2c3715SXin Li ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 24*bf2c3715SXin Li (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 25*bf2c3715SXin Li SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 26*bf2c3715SXin Li 27*bf2c3715SXin Li ******************************************************************************** 28*bf2c3715SXin Li * Content : Eigen bindings to LAPACKe 29*bf2c3715SXin Li * LU decomposition with partial pivoting based on LAPACKE_?getrf function. 30*bf2c3715SXin Li ******************************************************************************** 31*bf2c3715SXin Li */ 32*bf2c3715SXin Li 33*bf2c3715SXin Li #ifndef EIGEN_PARTIALLU_LAPACK_H 34*bf2c3715SXin Li #define EIGEN_PARTIALLU_LAPACK_H 35*bf2c3715SXin Li 36*bf2c3715SXin Li namespace Eigen { 37*bf2c3715SXin Li 38*bf2c3715SXin Li namespace internal { 39*bf2c3715SXin Li 40*bf2c3715SXin Li /** \internal Specialization for the data types supported by LAPACKe */ 41*bf2c3715SXin Li 42*bf2c3715SXin Li #define EIGEN_LAPACKE_LU_PARTPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX) \ 43*bf2c3715SXin Li template<int StorageOrder> \ 44*bf2c3715SXin Li struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \ 45*bf2c3715SXin Li { \ 46*bf2c3715SXin Li /* \internal performs the LU decomposition in-place of the matrix represented */ \ 47*bf2c3715SXin Li static lapack_int blocked_lu(Index rows, Index cols, EIGTYPE* lu_data, Index luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \ 48*bf2c3715SXin Li { \ 49*bf2c3715SXin Li EIGEN_UNUSED_VARIABLE(maxBlockSize);\ 50*bf2c3715SXin Li lapack_int matrix_order, first_zero_pivot; \ 51*bf2c3715SXin Li lapack_int m, n, lda, *ipiv, info; \ 52*bf2c3715SXin Li EIGTYPE* a; \ 53*bf2c3715SXin Li /* Set up parameters for ?getrf */ \ 54*bf2c3715SXin Li matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ 55*bf2c3715SXin Li lda = convert_index<lapack_int>(luStride); \ 56*bf2c3715SXin Li a = lu_data; \ 57*bf2c3715SXin Li ipiv = row_transpositions; \ 58*bf2c3715SXin Li m = convert_index<lapack_int>(rows); \ 59*bf2c3715SXin Li n = convert_index<lapack_int>(cols); \ 60*bf2c3715SXin Li nb_transpositions = 0; \ 61*bf2c3715SXin Li \ 62*bf2c3715SXin Li info = LAPACKE_##LAPACKE_PREFIX##getrf( matrix_order, m, n, (LAPACKE_TYPE*)a, lda, ipiv ); \ 63*bf2c3715SXin Li \ 64*bf2c3715SXin Li for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \ 65*bf2c3715SXin Li \ 66*bf2c3715SXin Li eigen_assert(info >= 0); \ 67*bf2c3715SXin Li /* something should be done with nb_transpositions */ \ 68*bf2c3715SXin Li \ 69*bf2c3715SXin Li first_zero_pivot = info; \ 70*bf2c3715SXin Li return first_zero_pivot; \ 71*bf2c3715SXin Li } \ 72*bf2c3715SXin Li }; 73*bf2c3715SXin Li 74*bf2c3715SXin Li EIGEN_LAPACKE_LU_PARTPIV(double, double, d) 75*bf2c3715SXin Li EIGEN_LAPACKE_LU_PARTPIV(float, float, s) 76*bf2c3715SXin Li EIGEN_LAPACKE_LU_PARTPIV(dcomplex, lapack_complex_double, z) 77*bf2c3715SXin Li EIGEN_LAPACKE_LU_PARTPIV(scomplex, lapack_complex_float, c) 78*bf2c3715SXin Li 79*bf2c3715SXin Li } // end namespace internal 80*bf2c3715SXin Li 81*bf2c3715SXin Li } // end namespace Eigen 82*bf2c3715SXin Li 83*bf2c3715SXin Li #endif // EIGEN_PARTIALLU_LAPACK_H 84