/* 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 * Triangular matrix * matrix product functionality based on ?TRMM. ******************************************************************************** */ #ifndef EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H #define EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H namespace Eigen { namespace internal { template struct product_triangular_matrix_matrix_trmm : product_triangular_matrix_matrix {}; // try to go to BLAS specialization #define EIGEN_MKL_TRMM_SPECIALIZE(Scalar, LhsIsTriangular) \ template \ struct product_triangular_matrix_matrix { \ static inline void run(Index _rows, Index _cols, Index _depth, const Scalar* _lhs, Index lhsStride,\ const Scalar* _rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha, level3_blocking& blocking) { \ product_triangular_matrix_matrix_trmm::run( \ _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha, blocking); \ } \ }; EIGEN_MKL_TRMM_SPECIALIZE(double, true) EIGEN_MKL_TRMM_SPECIALIZE(double, false) EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, true) EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, false) EIGEN_MKL_TRMM_SPECIALIZE(float, true) EIGEN_MKL_TRMM_SPECIALIZE(float, false) EIGEN_MKL_TRMM_SPECIALIZE(scomplex, true) EIGEN_MKL_TRMM_SPECIALIZE(scomplex, false) // implements col-major += alpha * op(triangular) * op(general) #define EIGEN_MKL_TRMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ template \ struct product_triangular_matrix_matrix_trmm \ { \ enum { \ IsLower = (Mode&Lower) == Lower, \ SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ LowUp = IsLower ? Lower : Upper, \ conjA = ((LhsStorageOrder==ColMajor) && ConjugateLhs) ? 1 : 0 \ }; \ \ static void run( \ Index _rows, Index _cols, Index _depth, \ const EIGTYPE* _lhs, Index lhsStride, \ const EIGTYPE* _rhs, Index rhsStride, \ EIGTYPE* res, Index resStride, \ EIGTYPE alpha, level3_blocking& blocking) \ { \ Index diagSize = (std::min)(_rows,_depth); \ Index rows = IsLower ? _rows : diagSize; \ Index depth = IsLower ? diagSize : _depth; \ Index cols = _cols; \ \ typedef Matrix MatrixLhs; \ typedef Matrix MatrixRhs; \ \ /* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \ if (rows != depth) { \ \ int nthr = mkl_domain_get_max_threads(MKL_BLAS); \ \ if (((nthr==1) && (((std::max)(rows,depth)-diagSize)/(double)diagSize < 0.5))) { \ /* Most likely no benefit to call TRMM or GEMM from MKL*/ \ product_triangular_matrix_matrix::run( \ _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha, blocking); \ /*std::cout << "TRMM_L: A is not square! Go to Eigen TRMM implementation!\n";*/ \ } else { \ /* Make sense to call GEMM */ \ Map > lhsMap(_lhs,rows,depth,OuterStride<>(lhsStride)); \ MatrixLhs aa_tmp=lhsMap.template triangularView(); \ MKL_INT aStride = aa_tmp.outerStride(); \ gemm_blocking_space gemm_blocking(_rows,_cols,_depth); \ general_matrix_matrix_product::run( \ rows, cols, depth, aa_tmp.data(), aStride, _rhs, rhsStride, res, resStride, alpha, gemm_blocking, 0); \ \ /*std::cout << "TRMM_L: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \ } \ return; \ } \ char side = 'L', transa, uplo, diag = 'N'; \ EIGTYPE *b; \ const EIGTYPE *a; \ MKL_INT m, n, lda, ldb; \ MKLTYPE alpha_; \ \ /* Set alpha_*/ \ assign_scalar_eig2mkl(alpha_, alpha); \ \ /* Set m, n */ \ m = (MKL_INT)diagSize; \ n = (MKL_INT)cols; \ \ /* Set trans */ \ transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \ \ /* Set b, ldb */ \ Map > rhs(_rhs,depth,cols,OuterStride<>(rhsStride)); \ MatrixX##EIGPREFIX b_tmp; \ \ if (ConjugateRhs) b_tmp = rhs.conjugate(); else b_tmp = rhs; \ b = b_tmp.data(); \ ldb = b_tmp.outerStride(); \ \ /* Set uplo */ \ uplo = IsLower ? 'L' : 'U'; \ if (LhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \ /* Set a, lda */ \ Map > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \ MatrixLhs a_tmp; \ \ if ((conjA!=0) || (SetDiag==0)) { \ if (conjA) a_tmp = lhs.conjugate(); else a_tmp = lhs; \ if (IsZeroDiag) \ a_tmp.diagonal().setZero(); \ else if (IsUnitDiag) \ a_tmp.diagonal().setOnes();\ a = a_tmp.data(); \ lda = a_tmp.outerStride(); \ } else { \ a = _lhs; \ lda = lhsStride; \ } \ /*std::cout << "TRMM_L: A is square! Go to MKL TRMM implementation! \n";*/ \ /* call ?trmm*/ \ MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \ \ /* Add op(a_triangular)*b into res*/ \ Map > res_tmp(res,rows,cols,OuterStride<>(resStride)); \ res_tmp=res_tmp+b_tmp; \ } \ }; EIGEN_MKL_TRMM_L(double, double, d, d) EIGEN_MKL_TRMM_L(dcomplex, MKL_Complex16, cd, z) EIGEN_MKL_TRMM_L(float, float, f, s) EIGEN_MKL_TRMM_L(scomplex, MKL_Complex8, cf, c) // implements col-major += alpha * op(general) * op(triangular) #define EIGEN_MKL_TRMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ template \ struct product_triangular_matrix_matrix_trmm \ { \ enum { \ IsLower = (Mode&Lower) == Lower, \ SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ LowUp = IsLower ? Lower : Upper, \ conjA = ((RhsStorageOrder==ColMajor) && ConjugateRhs) ? 1 : 0 \ }; \ \ static void run( \ Index _rows, Index _cols, Index _depth, \ const EIGTYPE* _lhs, Index lhsStride, \ const EIGTYPE* _rhs, Index rhsStride, \ EIGTYPE* res, Index resStride, \ EIGTYPE alpha, level3_blocking& blocking) \ { \ Index diagSize = (std::min)(_cols,_depth); \ Index rows = _rows; \ Index depth = IsLower ? _depth : diagSize; \ Index cols = IsLower ? diagSize : _cols; \ \ typedef Matrix MatrixLhs; \ typedef Matrix MatrixRhs; \ \ /* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \ if (cols != depth) { \ \ int nthr = mkl_domain_get_max_threads(MKL_BLAS); \ \ if ((nthr==1) && (((std::max)(cols,depth)-diagSize)/(double)diagSize < 0.5)) { \ /* Most likely no benefit to call TRMM or GEMM from MKL*/ \ product_triangular_matrix_matrix::run( \ _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha, blocking); \ /*std::cout << "TRMM_R: A is not square! Go to Eigen TRMM implementation!\n";*/ \ } else { \ /* Make sense to call GEMM */ \ Map > rhsMap(_rhs,depth,cols, OuterStride<>(rhsStride)); \ MatrixRhs aa_tmp=rhsMap.template triangularView(); \ MKL_INT aStride = aa_tmp.outerStride(); \ gemm_blocking_space gemm_blocking(_rows,_cols,_depth); \ general_matrix_matrix_product::run( \ rows, cols, depth, _lhs, lhsStride, aa_tmp.data(), aStride, res, resStride, alpha, gemm_blocking, 0); \ \ /*std::cout << "TRMM_R: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \ } \ return; \ } \ char side = 'R', transa, uplo, diag = 'N'; \ EIGTYPE *b; \ const EIGTYPE *a; \ MKL_INT m, n, lda, ldb; \ MKLTYPE alpha_; \ \ /* Set alpha_*/ \ assign_scalar_eig2mkl(alpha_, alpha); \ \ /* Set m, n */ \ m = (MKL_INT)rows; \ n = (MKL_INT)diagSize; \ \ /* Set trans */ \ transa = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \ \ /* Set b, ldb */ \ Map > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \ MatrixX##EIGPREFIX b_tmp; \ \ if (ConjugateLhs) b_tmp = lhs.conjugate(); else b_tmp = lhs; \ b = b_tmp.data(); \ ldb = b_tmp.outerStride(); \ \ /* Set uplo */ \ uplo = IsLower ? 'L' : 'U'; \ if (RhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \ /* Set a, lda */ \ Map > rhs(_rhs,depth,cols, OuterStride<>(rhsStride)); \ MatrixRhs a_tmp; \ \ if ((conjA!=0) || (SetDiag==0)) { \ if (conjA) a_tmp = rhs.conjugate(); else a_tmp = rhs; \ if (IsZeroDiag) \ a_tmp.diagonal().setZero(); \ else if (IsUnitDiag) \ a_tmp.diagonal().setOnes();\ a = a_tmp.data(); \ lda = a_tmp.outerStride(); \ } else { \ a = _rhs; \ lda = rhsStride; \ } \ /*std::cout << "TRMM_R: A is square! Go to MKL TRMM implementation! \n";*/ \ /* call ?trmm*/ \ MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \ \ /* Add op(a_triangular)*b into res*/ \ Map > res_tmp(res,rows,cols,OuterStride<>(resStride)); \ res_tmp=res_tmp+b_tmp; \ } \ }; EIGEN_MKL_TRMM_R(double, double, d, d) EIGEN_MKL_TRMM_R(dcomplex, MKL_Complex16, cd, z) EIGEN_MKL_TRMM_R(float, float, f, s) EIGEN_MKL_TRMM_R(scomplex, MKL_Complex8, cf, c) } // end namespace internal } // end namespace Eigen #endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H