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- /*
- Copyright (c) 2011, Intel Corporation. All rights reserved.
- Redistribution and use in source and binary forms, with or without modification,
- are permitted provided that the following conditions are met:
- * Redistributions of source code must retain the above copyright notice, this
- 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
- be used to endorse or promote products derived from this software without
- 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
- ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
- (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
- LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
- ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
- (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
- SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
- ********************************************************************************
- * Content : Eigen bindings to LAPACKe
- * LLt decomposition based on LAPACKE_?potrf function.
- ********************************************************************************
- */
- #ifndef EIGEN_LLT_LAPACKE_H
- #define EIGEN_LLT_LAPACKE_H
- namespace Eigen {
- namespace internal {
- template<typename Scalar> struct lapacke_llt;
- #define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \
- template<> struct lapacke_llt<EIGTYPE> \
- { \
- template<typename MatrixType> \
- static inline Index potrf(MatrixType& m, char uplo) \
- { \
- lapack_int matrix_order; \
- lapack_int size, lda, info, StorageOrder; \
- EIGTYPE* a; \
- eigen_assert(m.rows()==m.cols()); \
- /* Set up parameters for ?potrf */ \
- size = convert_index<lapack_int>(m.rows()); \
- StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
- matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
- a = &(m.coeffRef(0,0)); \
- lda = convert_index<lapack_int>(m.outerStride()); \
- \
- info = LAPACKE_##LAPACKE_PREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \
- info = (info==0) ? -1 : info>0 ? info-1 : size; \
- return info; \
- } \
- }; \
- template<> struct llt_inplace<EIGTYPE, Lower> \
- { \
- template<typename MatrixType> \
- static Index blocked(MatrixType& m) \
- { \
- return lapacke_llt<EIGTYPE>::potrf(m, 'L'); \
- } \
- template<typename MatrixType, typename VectorType> \
- static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
- { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \
- }; \
- template<> struct llt_inplace<EIGTYPE, Upper> \
- { \
- template<typename MatrixType> \
- static Index blocked(MatrixType& m) \
- { \
- return lapacke_llt<EIGTYPE>::potrf(m, 'U'); \
- } \
- template<typename MatrixType, typename VectorType> \
- static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
- { \
- Transpose<MatrixType> matt(mat); \
- return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
- } \
- };
- EIGEN_LAPACKE_LLT(double, double, d)
- EIGEN_LAPACKE_LLT(float, float, s)
- EIGEN_LAPACKE_LLT(dcomplex, lapack_complex_double, z)
- EIGEN_LAPACKE_LLT(scomplex, lapack_complex_float, c)
- } // end namespace internal
- } // end namespace Eigen
- #endif // EIGEN_LLT_LAPACKE_H
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