diff options
Diffstat (limited to 'Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h')
| -rw-r--r-- | Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h | 97 |
1 files changed, 97 insertions, 0 deletions
diff --git a/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h b/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h new file mode 100644 index 000000000..4e9651f83 --- /dev/null +++ b/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h @@ -0,0 +1,97 @@ +/* + 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 + * Householder QR decomposition of a matrix with column pivoting based on + * LAPACKE_?geqp3 function. + ******************************************************************************** +*/ + +#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H +#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H + +namespace Eigen { + +/** \internal Specialization for the data types supported by LAPACKe */ + +#define EIGEN_LAPACKE_QR_COLPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW) \ +template<> template<typename InputType> inline \ +ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \ +ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \ + const EigenBase<InputType>& matrix) \ +\ +{ \ + using std::abs; \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ + typedef MatrixType::RealScalar RealScalar; \ + Index rows = matrix.rows();\ + Index cols = matrix.cols();\ +\ + m_qr = matrix;\ + Index size = m_qr.diagonalSize();\ + m_hCoeffs.resize(size);\ +\ + m_colsTranspositions.resize(cols);\ + /*Index number_of_transpositions = 0;*/ \ +\ + m_nonzero_pivots = 0; \ + m_maxpivot = RealScalar(0);\ + m_colsPermutation.resize(cols); \ + m_colsPermutation.indices().setZero(); \ +\ + lapack_int lda = internal::convert_index<lapack_int,Index>(m_qr.outerStride()); \ + lapack_int matrix_order = LAPACKE_COLROW; \ + LAPACKE_##LAPACKE_PREFIX##geqp3( matrix_order, internal::convert_index<lapack_int,Index>(rows), internal::convert_index<lapack_int,Index>(cols), \ + (LAPACKE_TYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (LAPACKE_TYPE*)m_hCoeffs.data()); \ + m_isInitialized = true; \ + m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \ + m_hCoeffs.adjointInPlace(); \ + RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \ + lapack_int *perm = m_colsPermutation.indices().data(); \ + for(Index i=0;i<size;i++) { \ + m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\ + } \ + for(Index i=0;i<cols;i++) perm[i]--;\ +\ + /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \ +\ + return *this; \ +} + +EIGEN_LAPACKE_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR) +EIGEN_LAPACKE_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR) +EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, ColMajor, LAPACK_COL_MAJOR) +EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float, c, ColMajor, LAPACK_COL_MAJOR) + +EIGEN_LAPACKE_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_LAPACKE_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float, c, RowMajor, LAPACK_ROW_MAJOR) + +} // end namespace Eigen + +#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H |