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      1 /*
      2  Copyright (c) 2011, Intel Corporation. All rights reserved.
      3  Copyright (C) 2011 Gael Guennebaud <gael.guennebaud (at) inria.fr>
      4 
      5  Redistribution and use in source and binary forms, with or without modification,
      6  are permitted provided that the following conditions are met:
      7 
      8  * Redistributions of source code must retain the above copyright notice, this
      9    list of conditions and the following disclaimer.
     10  * Redistributions in binary form must reproduce the above copyright notice,
     11    this list of conditions and the following disclaimer in the documentation
     12    and/or other materials provided with the distribution.
     13  * Neither the name of Intel Corporation nor the names of its contributors may
     14    be used to endorse or promote products derived from this software without
     15    specific prior written permission.
     16 
     17  THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
     18  ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
     19  WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
     20  DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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     22  (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
     23  LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
     24  ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
     25  (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
     26  SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
     27 
     28  ********************************************************************************
     29  *   Content : Documentation on the use of Intel MKL through Eigen
     30  ********************************************************************************
     31 */
     32 
     33 namespace Eigen {
     34 
     35 /** \page TopicUsingIntelMKL Using Intel MKL from %Eigen
     36 
     37 <!-- \section TopicUsingIntelMKL_Intro Eigen and Intel Math Kernel Library (Intel MKL) -->
     38 
     39 Since %Eigen version 3.1 and later, users can benefit from built-in Intel Math Kernel Library (MKL) optimizations with an installed copy of Intel MKL 10.3 (or later).
     40 
     41 <a href="http://eigen.tuxfamily.org/Counter/redirect_to_mkl.php"> Intel MKL </a> provides highly optimized multi-threaded mathematical routines forx86-compatible architectures.
     42 Intel MKL is available on Linux, Mac and Windows for both Intel64 and IA32 architectures.
     43 
     44 \note
     45 Intel MKL is a proprietary software and it is the responsibility of users to buy or register for community (free) Intel MKL licenses for their products. Moreover, the license of the user product has to allow linking to proprietary software that excludes any unmodified versions of the GPL.
     46 
     47 Using Intel MKL through %Eigen is easy:
     48 -# define the \c EIGEN_USE_MKL_ALL macro before including any %Eigen's header
     49 -# link your program to MKL libraries (see the <a href="http://software.intel.com/en-us/articles/intel-mkl-link-line-advisor/">MKL linking advisor</a>)
     50 -# on a 64bits system, you must use the LP64 interface (not the ILP64 one)
     51 
     52 When doing so, a number of %Eigen's algorithms are silently substituted with calls to Intel MKL routines.
     53 These substitutions apply only for \b Dynamic \b or \b large enough objects with one of the following four standard scalar types: \c float, \c double, \c complex<float>, and \c complex<double>.
     54 Operations on other scalar types or mixing reals and complexes will continue to use the built-in algorithms.
     55 
     56 In addition you can choose which parts will be substituted by defining one or multiple of the following macros:
     57 
     58 <table class="manual">
     59 <tr><td>\c EIGEN_USE_BLAS </td><td>Enables the use of external BLAS level 2 and 3 routines</td></tr>
     60 <tr class="alt"><td>\c EIGEN_USE_LAPACKE </td><td>Enables the use of external Lapack routines via the <a href="http://www.netlib.org/lapack/lapacke.html">Lapacke</a> C interface to Lapack</td></tr>
     61 <tr><td>\c EIGEN_USE_LAPACKE_STRICT </td><td>Same as \c EIGEN_USE_LAPACKE but algorithm of lower robustness are disabled. \n This currently concerns only JacobiSVD which otherwise would be replaced by \c gesvd that is less robust than Jacobi rotations.</td></tr>
     62 <tr class="alt"><td>\c EIGEN_USE_MKL_VML </td><td>Enables the use of Intel VML (vector operations)</td></tr>
     63 <tr><td>\c EIGEN_USE_MKL_ALL </td><td>Defines \c EIGEN_USE_BLAS, \c EIGEN_USE_LAPACKE, and \c EIGEN_USE_MKL_VML </td></tr>
     64 </table>
     65 
     66 Note that the BLAS and LAPACKE backends can be enabled for any F77 compatible BLAS and LAPACK libraries. See this \link TopicUsingBlasLapack page \endlink for the details.
     67 
     68 Finally, the PARDISO sparse solver shipped with Intel MKL can be used through the \ref PardisoLU, \ref PardisoLLT and \ref PardisoLDLT classes of the \ref PardisoSupport_Module.
     69 
     70 The following table summarizes the list of functions covered by \c EIGEN_USE_MKL_VML:
     71 <table class="manual">
     72 <tr><th>Code example</th><th>MKL routines</th></tr>
     73 <tr><td>\code
     74 v2=v1.array().sin();
     75 v2=v1.array().asin();
     76 v2=v1.array().cos();
     77 v2=v1.array().acos();
     78 v2=v1.array().tan();
     79 v2=v1.array().exp();
     80 v2=v1.array().log();
     81 v2=v1.array().sqrt();
     82 v2=v1.array().square();
     83 v2=v1.array().pow(1.5);
     84 \endcode</td><td>\code
     85 v?Sin
     86 v?Asin
     87 v?Cos
     88 v?Acos
     89 v?Tan
     90 v?Exp
     91 v?Ln
     92 v?Sqrt
     93 v?Sqr
     94 v?Powx
     95 \endcode</td></tr>
     96 </table>
     97 In the examples, v1 and v2 are dense vectors.
     98 
     99 
    100 \section TopicUsingIntelMKL_Links Links
    101 - Intel MKL can be purchased and downloaded <a href="http://eigen.tuxfamily.org/Counter/redirect_to_mkl.php">here</a>.
    102 - Intel MKL is also bundled with <a href="http://software.intel.com/en-us/articles/intel-composer-xe/">Intel Composer XE</a>.
    103 
    104 
    105 */
    106 
    107 }
    108