aboutsummaryrefslogtreecommitdiff
path: root/Eigen/src/QR/HouseholderQR_MKL.h
diff options
context:
space:
mode:
Diffstat (limited to 'Eigen/src/QR/HouseholderQR_MKL.h')
-rw-r--r--Eigen/src/QR/HouseholderQR_MKL.h69
1 files changed, 69 insertions, 0 deletions
diff --git a/Eigen/src/QR/HouseholderQR_MKL.h b/Eigen/src/QR/HouseholderQR_MKL.h
new file mode 100644
index 000000000..5313de604
--- /dev/null
+++ b/Eigen/src/QR/HouseholderQR_MKL.h
@@ -0,0 +1,69 @@
+/*
+ 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 Intel(R) MKL
+ * Householder QR decomposition of a matrix w/o pivoting based on
+ * LAPACKE_?geqrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_QR_MKL_H
+#define EIGEN_QR_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen {
+
+namespace internal {
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template<typename MatrixQR, typename HCoeffs> \
+void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, \
+ typename MatrixQR::Index maxBlockSize=32, \
+ EIGTYPE* tempData = 0) \
+{ \
+ lapack_int m = mat.rows(); \
+ lapack_int n = mat.cols(); \
+ lapack_int lda = mat.outerStride(); \
+ lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
+ LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \
+ hCoeffs.adjointInPlace(); \
+\
+}
+
+EIGEN_MKL_QR_NOPIV(double, double, d)
+EIGEN_MKL_QR_NOPIV(float, float, s)
+EIGEN_MKL_QR_NOPIV(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_QR_NOPIV(scomplex, MKL_Complex8, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_QR_MKL_H