/* 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-vector product functionality based on ?TRMV. ******************************************************************************** */ #ifndef EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H #define EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H namespace Eigen { namespace internal { /********************************************************************** * This file implements triangular matrix-vector multiplication using BLAS **********************************************************************/ // trmv/hemv specialization template struct triangular_matrix_vector_product_trmv : triangular_matrix_vector_product {}; #define EIGEN_MKL_TRMV_SPECIALIZE(Scalar) \ template \ struct triangular_matrix_vector_product { \ static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \ const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \ triangular_matrix_vector_product_trmv::run( \ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ } \ }; \ template \ struct triangular_matrix_vector_product { \ static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \ const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \ triangular_matrix_vector_product_trmv::run( \ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ } \ }; EIGEN_MKL_TRMV_SPECIALIZE(double) EIGEN_MKL_TRMV_SPECIALIZE(float) EIGEN_MKL_TRMV_SPECIALIZE(dcomplex) EIGEN_MKL_TRMV_SPECIALIZE(scomplex) // implements col-major: res += alpha * op(triangular) * vector #define EIGEN_MKL_TRMV_CM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ template \ struct triangular_matrix_vector_product_trmv { \ 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 \ }; \ static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \ const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \ { \ if (ConjLhs || IsZeroDiag) { \ triangular_matrix_vector_product::run( \ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ return; \ }\ Index size = (std::min)(_rows,_cols); \ Index rows = IsLower ? _rows : size; \ Index cols = IsLower ? size : _cols; \ \ typedef VectorX##EIGPREFIX VectorRhs; \ EIGTYPE *x, *y;\ \ /* Set x*/ \ Map > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \ VectorRhs x_tmp; \ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ x = x_tmp.data(); \ \ /* Square part handling */\ \ char trans, uplo, diag; \ MKL_INT m, n, lda, incx, incy; \ EIGTYPE const *a; \ MKLTYPE alpha_, beta_; \ assign_scalar_eig2mkl(alpha_, alpha); \ assign_scalar_eig2mkl(beta_, EIGTYPE(1)); \ \ /* Set m, n */ \ n = (MKL_INT)size; \ lda = lhsStride; \ incx = 1; \ incy = resIncr; \ \ /* Set uplo, trans and diag*/ \ trans = 'N'; \ uplo = IsLower ? 'L' : 'U'; \ diag = IsUnitDiag ? 'U' : 'N'; \ \ /* call ?TRMV*/ \ MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \ \ /* Add op(a_tr)rhs into res*/ \ MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \ /* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \ if (size<(std::max)(rows,cols)) { \ typedef Matrix MatrixLhs; \ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ x = x_tmp.data(); \ if (size \ struct triangular_matrix_vector_product_trmv { \ 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 \ }; \ static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \ const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \ { \ if (IsZeroDiag) { \ triangular_matrix_vector_product::run( \ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ return; \ }\ Index size = (std::min)(_rows,_cols); \ Index rows = IsLower ? _rows : size; \ Index cols = IsLower ? size : _cols; \ \ typedef VectorX##EIGPREFIX VectorRhs; \ EIGTYPE *x, *y;\ \ /* Set x*/ \ Map > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \ VectorRhs x_tmp; \ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ x = x_tmp.data(); \ \ /* Square part handling */\ \ char trans, uplo, diag; \ MKL_INT m, n, lda, incx, incy; \ EIGTYPE const *a; \ MKLTYPE alpha_, beta_; \ assign_scalar_eig2mkl(alpha_, alpha); \ assign_scalar_eig2mkl(beta_, EIGTYPE(1)); \ \ /* Set m, n */ \ n = (MKL_INT)size; \ lda = lhsStride; \ incx = 1; \ incy = resIncr; \ \ /* Set uplo, trans and diag*/ \ trans = ConjLhs ? 'C' : 'T'; \ uplo = IsLower ? 'U' : 'L'; \ diag = IsUnitDiag ? 'U' : 'N'; \ \ /* call ?TRMV*/ \ MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \ \ /* Add op(a_tr)rhs into res*/ \ MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \ /* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \ if (size<(std::max)(rows,cols)) { \ typedef Matrix MatrixLhs; \ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ x = x_tmp.data(); \ if (size