Home | History | Annotate | Download | only in SVD
      1 /*
      2  Copyright (c) 2011, Intel Corporation. All rights reserved.
      3 
      4  Redistribution and use in source and binary forms, with or without modification,
      5  are permitted provided that the following conditions are met:
      6 
      7  * Redistributions of source code must retain the above copyright notice, this
      8    list of conditions and the following disclaimer.
      9  * Redistributions in binary form must reproduce the above copyright notice,
     10    this list of conditions and the following disclaimer in the documentation
     11    and/or other materials provided with the distribution.
     12  * Neither the name of Intel Corporation nor the names of its contributors may
     13    be used to endorse or promote products derived from this software without
     14    specific prior written permission.
     15 
     16  THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
     17  ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
     18  WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
     19  DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
     20  ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
     21  (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
     22  LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
     23  ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
     24  (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
     25  SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
     26 
     27  ********************************************************************************
     28  *   Content : Eigen bindings to Intel(R) MKL
     29  *    Singular Value Decomposition - SVD.
     30  ********************************************************************************
     31 */
     32 
     33 #ifndef EIGEN_JACOBISVD_MKL_H
     34 #define EIGEN_JACOBISVD_MKL_H
     35 
     36 #include "Eigen/src/Core/util/MKL_support.h"
     37 
     38 namespace Eigen {
     39 
     40 /** \internal Specialization for the data types supported by MKL */
     41 
     42 #define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
     43 template<> inline \
     44 JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \
     45 JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \
     46 { \
     47   typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
     48   typedef MatrixType::Scalar Scalar; \
     49   typedef MatrixType::RealScalar RealScalar; \
     50   allocate(matrix.rows(), matrix.cols(), computationOptions); \
     51 \
     52   /*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \
     53   m_nonzeroSingularValues = m_diagSize; \
     54 \
     55   lapack_int lda = matrix.outerStride(), ldu, ldvt; \
     56   lapack_int matrix_order = MKLCOLROW; \
     57   char jobu, jobvt; \
     58   MKLTYPE *u, *vt, dummy; \
     59   jobu  = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \
     60   jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \
     61   if (computeU()) { \
     62     ldu  = m_matrixU.outerStride(); \
     63     u    = (MKLTYPE*)m_matrixU.data(); \
     64   } else { ldu=1; u=&dummy; }\
     65   MatrixType localV; \
     66   ldvt = (m_computeFullV) ? m_cols : (m_computeThinV) ? m_diagSize : 1; \
     67   if (computeV()) { \
     68     localV.resize(ldvt, m_cols); \
     69     vt   = (MKLTYPE*)localV.data(); \
     70   } else { ldvt=1; vt=&dummy; }\
     71   Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
     72   MatrixType m_temp; m_temp = matrix; \
     73   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()); \
     74   if (computeV()) m_matrixV = localV.adjoint(); \
     75  /* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \
     76   m_isInitialized = true; \
     77   return *this; \
     78 }
     79 
     80 EIGEN_MKL_SVD(double,   double,        double, d, ColMajor, LAPACK_COL_MAJOR)
     81 EIGEN_MKL_SVD(float,    float,         float , s, ColMajor, LAPACK_COL_MAJOR)
     82 EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, ColMajor, LAPACK_COL_MAJOR)
     83 EIGEN_MKL_SVD(scomplex, MKL_Complex8,  float , c, ColMajor, LAPACK_COL_MAJOR)
     84 
     85 EIGEN_MKL_SVD(double,   double,        double, d, RowMajor, LAPACK_ROW_MAJOR)
     86 EIGEN_MKL_SVD(float,    float,         float , s, RowMajor, LAPACK_ROW_MAJOR)
     87 EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, RowMajor, LAPACK_ROW_MAJOR)
     88 EIGEN_MKL_SVD(scomplex, MKL_Complex8,  float , c, RowMajor, LAPACK_ROW_MAJOR)
     89 
     90 } // end namespace Eigen
     91 
     92 #endif // EIGEN_JACOBISVD_MKL_H
     93