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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
- * Singular Value Decomposition - SVD.
- ********************************************************************************
- */
- #ifndef EIGEN_JACOBISVD_LAPACKE_H
- #define EIGEN_JACOBISVD_LAPACKE_H
- namespace Eigen {
- /** \internal Specialization for the data types supported by LAPACKe */
- #define EIGEN_LAPACKE_SVD(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW) \
- 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 = internal::convert_index<lapack_int>(matrix.outerStride()), ldu, ldvt; \
- lapack_int matrix_order = LAPACKE_COLROW; \
- char jobu, jobvt; \
- LAPACKE_TYPE *u, *vt, dummy; \
- jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \
- jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \
- if (computeU()) { \
- ldu = internal::convert_index<lapack_int>(m_matrixU.outerStride()); \
- u = (LAPACKE_TYPE*)m_matrixU.data(); \
- } else { ldu=1; u=&dummy; }\
- MatrixType localV; \
- lapack_int vt_rows = (m_computeFullV) ? internal::convert_index<lapack_int>(m_cols) : (m_computeThinV) ? internal::convert_index<lapack_int>(m_diagSize) : 1; \
- if (computeV()) { \
- localV.resize(vt_rows, m_cols); \
- ldvt = internal::convert_index<lapack_int>(localV.outerStride()); \
- vt = (LAPACKE_TYPE*)localV.data(); \
- } else { ldvt=1; vt=&dummy; }\
- Matrix<LAPACKE_RTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
- MatrixType m_temp; m_temp = matrix; \
- 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()); \
- 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_LAPACKE_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR)
- EIGEN_LAPACKE_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR)
- EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, ColMajor, LAPACK_COL_MAJOR)
- EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float, float , c, ColMajor, LAPACK_COL_MAJOR)
- EIGEN_LAPACKE_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR)
- EIGEN_LAPACKE_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR)
- EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, RowMajor, LAPACK_ROW_MAJOR)
- EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float, float , c, RowMajor, LAPACK_ROW_MAJOR)
- } // end namespace Eigen
- #endif // EIGEN_JACOBISVD_LAPACKE_H
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