xref: /aosp_15_r20/external/eigen/Eigen/src/SVD/JacobiSVD_LAPACKE.h (revision bf2c37156dfe67e5dfebd6d394bad8b2ab5804d4)
1*bf2c3715SXin Li /*
2*bf2c3715SXin Li  Copyright (c) 2011, Intel Corporation. All rights reserved.
3*bf2c3715SXin Li 
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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
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16*bf2c3715SXin Li  THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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26*bf2c3715SXin Li 
27*bf2c3715SXin Li  ********************************************************************************
28*bf2c3715SXin Li  *   Content : Eigen bindings to LAPACKe
29*bf2c3715SXin Li  *    Singular Value Decomposition - SVD.
30*bf2c3715SXin Li  ********************************************************************************
31*bf2c3715SXin Li */
32*bf2c3715SXin Li 
33*bf2c3715SXin Li #ifndef EIGEN_JACOBISVD_LAPACKE_H
34*bf2c3715SXin Li #define EIGEN_JACOBISVD_LAPACKE_H
35*bf2c3715SXin Li 
36*bf2c3715SXin Li namespace Eigen {
37*bf2c3715SXin Li 
38*bf2c3715SXin Li /** \internal Specialization for the data types supported by LAPACKe */
39*bf2c3715SXin Li 
40*bf2c3715SXin Li #define EIGEN_LAPACKE_SVD(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW) \
41*bf2c3715SXin Li template<> inline \
42*bf2c3715SXin Li JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \
43*bf2c3715SXin Li JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \
44*bf2c3715SXin Li { \
45*bf2c3715SXin Li   typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
46*bf2c3715SXin Li   /*typedef MatrixType::Scalar Scalar;*/ \
47*bf2c3715SXin Li   /*typedef MatrixType::RealScalar RealScalar;*/ \
48*bf2c3715SXin Li   allocate(matrix.rows(), matrix.cols(), computationOptions); \
49*bf2c3715SXin Li \
50*bf2c3715SXin Li   /*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \
51*bf2c3715SXin Li   m_nonzeroSingularValues = m_diagSize; \
52*bf2c3715SXin Li \
53*bf2c3715SXin Li   lapack_int lda = internal::convert_index<lapack_int>(matrix.outerStride()), ldu, ldvt; \
54*bf2c3715SXin Li   lapack_int matrix_order = LAPACKE_COLROW; \
55*bf2c3715SXin Li   char jobu, jobvt; \
56*bf2c3715SXin Li   LAPACKE_TYPE *u, *vt, dummy; \
57*bf2c3715SXin Li   jobu  = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \
58*bf2c3715SXin Li   jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \
59*bf2c3715SXin Li   if (computeU()) { \
60*bf2c3715SXin Li     ldu  = internal::convert_index<lapack_int>(m_matrixU.outerStride()); \
61*bf2c3715SXin Li     u    = (LAPACKE_TYPE*)m_matrixU.data(); \
62*bf2c3715SXin Li   } else { ldu=1; u=&dummy; }\
63*bf2c3715SXin Li   MatrixType localV; \
64*bf2c3715SXin Li   lapack_int vt_rows = (m_computeFullV) ? internal::convert_index<lapack_int>(m_cols) : (m_computeThinV) ? internal::convert_index<lapack_int>(m_diagSize) : 1; \
65*bf2c3715SXin Li   if (computeV()) { \
66*bf2c3715SXin Li     localV.resize(vt_rows, m_cols); \
67*bf2c3715SXin Li     ldvt  = internal::convert_index<lapack_int>(localV.outerStride()); \
68*bf2c3715SXin Li     vt   = (LAPACKE_TYPE*)localV.data(); \
69*bf2c3715SXin Li   } else { ldvt=1; vt=&dummy; }\
70*bf2c3715SXin Li   Matrix<LAPACKE_RTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
71*bf2c3715SXin Li   MatrixType m_temp; m_temp = matrix; \
72*bf2c3715SXin Li   LAPACKE_##LAPACKE_PREFIX##gesvd( matrix_order, jobu, jobvt, internal::convert_index<lapack_int>(m_rows), internal::convert_index<lapack_int>(m_cols), (LAPACKE_TYPE*)m_temp.data(), lda, (LAPACKE_RTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \
73*bf2c3715SXin Li   if (computeV()) m_matrixV = localV.adjoint(); \
74*bf2c3715SXin Li  /* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \
75*bf2c3715SXin Li   m_isInitialized = true; \
76*bf2c3715SXin Li   return *this; \
77*bf2c3715SXin Li }
78*bf2c3715SXin Li 
79*bf2c3715SXin Li EIGEN_LAPACKE_SVD(double,   double,                double, d, ColMajor, LAPACK_COL_MAJOR)
80*bf2c3715SXin Li EIGEN_LAPACKE_SVD(float,    float,                 float , s, ColMajor, LAPACK_COL_MAJOR)
81*bf2c3715SXin Li EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, ColMajor, LAPACK_COL_MAJOR)
82*bf2c3715SXin Li EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float,  float , c, ColMajor, LAPACK_COL_MAJOR)
83*bf2c3715SXin Li 
84*bf2c3715SXin Li EIGEN_LAPACKE_SVD(double,   double,                double, d, RowMajor, LAPACK_ROW_MAJOR)
85*bf2c3715SXin Li EIGEN_LAPACKE_SVD(float,    float,                 float , s, RowMajor, LAPACK_ROW_MAJOR)
86*bf2c3715SXin Li EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, RowMajor, LAPACK_ROW_MAJOR)
87*bf2c3715SXin Li EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float,  float , c, RowMajor, LAPACK_ROW_MAJOR)
88*bf2c3715SXin Li 
89*bf2c3715SXin Li } // end namespace Eigen
90*bf2c3715SXin Li 
91*bf2c3715SXin Li #endif // EIGEN_JACOBISVD_LAPACKE_H
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