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<div class="title">JacobiSVD_MKL.h</div> </div>
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<div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">/*</span></div>
<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment"> Copyright (c) 2011, Intel Corporation. All rights reserved.</span></div>
<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment"></span></div>
<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment"> Redistribution and use in source and binary forms, with or without modification,</span></div>
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment"> are permitted provided that the following conditions are met:</span></div>
<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment"></span></div>
<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment"> * Redistributions of source code must retain the above copyright notice, this</span></div>
<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment"> list of conditions and the following disclaimer.</span></div>
<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment"> * Redistributions in binary form must reproduce the above copyright notice,</span></div>
<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment"> this list of conditions and the following disclaimer in the documentation</span></div>
<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment"> and/or other materials provided with the distribution.</span></div>
<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment"> * Neither the name of Intel Corporation nor the names of its contributors may</span></div>
<div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="comment"> be used to endorse or promote products derived from this software without</span></div>
<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="comment"> specific prior written permission.</span></div>
<div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="comment"></span></div>
<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="comment"> THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND</span></div>
<div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="comment"> ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED</span></div>
<div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="comment"> WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE</span></div>
<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="comment"> DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR</span></div>
<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="comment"> ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES</span></div>
<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="comment"> (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;</span></div>
<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="comment"> LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON</span></div>
<div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="comment"> ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT</span></div>
<div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="comment"> (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS</span></div>
<div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="comment"> SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.</span></div>
<div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="comment"></span></div>
<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="comment"> ********************************************************************************</span></div>
<div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="comment"> * Content : Eigen bindings to Intel(R) MKL</span></div>
<div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="comment"> * Singular Value Decomposition - SVD.</span></div>
<div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="comment"> ********************************************************************************</span></div>
<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="comment">*/</span></div>
<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> </div>
<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="preprocessor">#ifndef EIGEN_JACOBISVD_MKL_H</span></div>
<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> <span class="preprocessor"></span><span class="preprocessor">#define EIGEN_JACOBISVD_MKL_H</span></div>
<div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="preprocessor"></span></div>
<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="preprocessor">#include "Eigen/src/Core/util/MKL_support.h"</span></div>
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> </div>
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="keyword">namespace </span>Eigen { </div>
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span> </div>
<div class="line"><a name="l00042"></a><span class="lineno"> 42</span> <span class="preprocessor">#define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \</span></div>
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="preprocessor">template<> inline \</span></div>
<div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="preprocessor">JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \</span></div>
<div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="preprocessor">JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \</span></div>
<div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="preprocessor">{ \</span></div>
<div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="preprocessor"> typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \</span></div>
<div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="preprocessor"> typedef MatrixType::Scalar Scalar; \</span></div>
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="preprocessor"> typedef MatrixType::RealScalar RealScalar; \</span></div>
<div class="line"><a name="l00050"></a><span class="lineno"> 50</span> <span class="preprocessor"> allocate(matrix.rows(), matrix.cols(), computationOptions); \</span></div>
<div class="line"><a name="l00051"></a><span class="lineno"> 51</span> <span class="preprocessor">\</span></div>
<div class="line"><a name="l00052"></a><span class="lineno"> 52</span> <span class="preprocessor"> </span><span class="comment">/*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/</span><span class="preprocessor"> \</span></div>
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span> <span class="preprocessor"> m_nonzeroSingularValues = m_diagSize; \</span></div>
<div class="line"><a name="l00054"></a><span class="lineno"> 54</span> <span class="preprocessor">\</span></div>
<div class="line"><a name="l00055"></a><span class="lineno"> 55</span> <span class="preprocessor"> lapack_int lda = matrix.outerStride(), ldu, ldvt; \</span></div>
<div class="line"><a name="l00056"></a><span class="lineno"> 56</span> <span class="preprocessor"> lapack_int matrix_order = MKLCOLROW; \</span></div>
<div class="line"><a name="l00057"></a><span class="lineno"> 57</span> <span class="preprocessor"> char jobu, jobvt; \</span></div>
<div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="preprocessor"> MKLTYPE *u, *vt, dummy; \</span></div>
<div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="preprocessor"> jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \</span></div>
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span> <span class="preprocessor"> jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \</span></div>
<div class="line"><a name="l00061"></a><span class="lineno"> 61</span> <span class="preprocessor"> if (computeU()) { \</span></div>
<div class="line"><a name="l00062"></a><span class="lineno"> 62</span> <span class="preprocessor"> ldu = m_matrixU.outerStride(); \</span></div>
<div class="line"><a name="l00063"></a><span class="lineno"> 63</span> <span class="preprocessor"> u = (MKLTYPE*)m_matrixU.data(); \</span></div>
<div class="line"><a name="l00064"></a><span class="lineno"> 64</span> <span class="preprocessor"> } else { ldu=1; u=&dummy; }\</span></div>
<div class="line"><a name="l00065"></a><span class="lineno"> 65</span> <span class="preprocessor"> MatrixType localV; \</span></div>
<div class="line"><a name="l00066"></a><span class="lineno"> 66</span> <span class="preprocessor"> ldvt = (m_computeFullV) ? m_cols : (m_computeThinV) ? m_diagSize : 1; \</span></div>
<div class="line"><a name="l00067"></a><span class="lineno"> 67</span> <span class="preprocessor"> if (computeV()) { \</span></div>
<div class="line"><a name="l00068"></a><span class="lineno"> 68</span> <span class="preprocessor"> localV.resize(ldvt, m_cols); \</span></div>
<div class="line"><a name="l00069"></a><span class="lineno"> 69</span> <span class="preprocessor"> vt = (MKLTYPE*)localV.data(); \</span></div>
<div class="line"><a name="l00070"></a><span class="lineno"> 70</span> <span class="preprocessor"> } else { ldvt=1; vt=&dummy; }\</span></div>
<div class="line"><a name="l00071"></a><span class="lineno"> 71</span> <span class="preprocessor"> Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \</span></div>
<div class="line"><a name="l00072"></a><span class="lineno"> 72</span> <span class="preprocessor"> MatrixType m_temp; m_temp = matrix; \</span></div>
<div class="line"><a name="l00073"></a><span class="lineno"> 73</span> <span class="preprocessor"> LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, m_rows, m_cols, (MKLTYPE*)m_temp.data(), lda, (MKLRTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \</span></div>
<div class="line"><a name="l00074"></a><span class="lineno"> 74</span> <span class="preprocessor"> if (computeV()) m_matrixV = localV.adjoint(); \</span></div>
<div class="line"><a name="l00075"></a><span class="lineno"> 75</span> <span class="preprocessor"> </span><span class="comment">/* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/</span><span class="preprocessor"> \</span></div>
<div class="line"><a name="l00076"></a><span class="lineno"> 76</span> <span class="preprocessor"> m_isInitialized = true; \</span></div>
<div class="line"><a name="l00077"></a><span class="lineno"> 77</span> <span class="preprocessor"> return *this; \</span></div>
<div class="line"><a name="l00078"></a><span class="lineno"> 78</span> <span class="preprocessor">}</span></div>
<div class="line"><a name="l00079"></a><span class="lineno"> 79</span> <span class="preprocessor"></span></div>
<div class="line"><a name="l00080"></a><span class="lineno"> 80</span> EIGEN_MKL_SVD(<span class="keywordtype">double</span>, <span class="keywordtype">double</span>, <span class="keywordtype">double</span>, d, <a class="code" href="group__enums.html#gga0c5bde183ecefe103f70b49ad9740bcdac86184b0e3be936fbfd20249a057a0bf">ColMajor</a>, LAPACK_COL_MAJOR)</div>
<div class="line"><a name="l00081"></a><span class="lineno"> 81</span> EIGEN_MKL_SVD(<span class="keywordtype">float</span>, <span class="keywordtype">float</span>, <span class="keywordtype">float</span> , s, <a class="code" href="group__enums.html#gga0c5bde183ecefe103f70b49ad9740bcdac86184b0e3be936fbfd20249a057a0bf">ColMajor</a>, LAPACK_COL_MAJOR)</div>
<div class="line"><a name="l00082"></a><span class="lineno"> 82</span> EIGEN_MKL_SVD(dcomplex, MKL_Complex16, <span class="keywordtype">double</span>, z, ColMajor, LAPACK_COL_MAJOR)</div>
<div class="line"><a name="l00083"></a><span class="lineno"> 83</span> EIGEN_MKL_SVD(scomplex, MKL_Complex8, <span class="keywordtype">float</span> , c, ColMajor, LAPACK_COL_MAJOR)</div>
<div class="line"><a name="l00084"></a><span class="lineno"> 84</span> </div>
<div class="line"><a name="l00085"></a><span class="lineno"> 85</span> EIGEN_MKL_SVD(<span class="keywordtype">double</span>, <span class="keywordtype">double</span>, <span class="keywordtype">double</span>, d, <a class="code" href="group__enums.html#gga0c5bde183ecefe103f70b49ad9740bcda1e16fa1b92ed7a058cd4ce7a9a0db044">RowMajor</a>, LAPACK_ROW_MAJOR)</div>
<div class="line"><a name="l00086"></a><span class="lineno"> 86</span> EIGEN_MKL_SVD(<span class="keywordtype">float</span>, <span class="keywordtype">float</span>, <span class="keywordtype">float</span> , s, RowMajor, LAPACK_ROW_MAJOR)</div>
<div class="line"><a name="l00087"></a><span class="lineno"> 87</span> EIGEN_MKL_SVD(dcomplex, MKL_Complex16, <span class="keywordtype">double</span>, z, RowMajor, LAPACK_ROW_MAJOR)</div>
<div class="line"><a name="l00088"></a><span class="lineno"> 88</span> EIGEN_MKL_SVD(scomplex, MKL_Complex8, <span class="keywordtype">float</span> , c, RowMajor, LAPACK_ROW_MAJOR)</div>
<div class="line"><a name="l00089"></a><span class="lineno"> 89</span> </div>
<div class="line"><a name="l00090"></a><span class="lineno"> 90</span> } <span class="comment">// end namespace Eigen</span></div>
<div class="line"><a name="l00091"></a><span class="lineno"> 91</span> </div>
<div class="line"><a name="l00092"></a><span class="lineno"> 92</span> <span class="preprocessor">#endif // EIGEN_JACOBISVD_MKL_H</span></div>
<div class="ttc" id="group__enums_html_gga0c5bde183ecefe103f70b49ad9740bcda1e16fa1b92ed7a058cd4ce7a9a0db044"><div class="ttname"><a href="group__enums.html#gga0c5bde183ecefe103f70b49ad9740bcda1e16fa1b92ed7a058cd4ce7a9a0db044">Eigen::RowMajor</a></div><div class="ttdef"><b>Definition:</b> Constants.h:266</div></div>
<div class="ttc" id="group__enums_html_gga0c5bde183ecefe103f70b49ad9740bcdac86184b0e3be936fbfd20249a057a0bf"><div class="ttname"><a href="group__enums.html#gga0c5bde183ecefe103f70b49ad9740bcdac86184b0e3be936fbfd20249a057a0bf">Eigen::ColMajor</a></div><div class="ttdef"><b>Definition:</b> Constants.h:264</div></div>
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