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 * 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 92