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Eigen  5.0.1-dev
LLT_LAPACKE.h
1 /*
2  Copyright (c) 2011, Intel Corporation. All rights reserved.
3 
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10  this list of conditions and the following disclaimer in the documentation
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26 
27  ********************************************************************************
28  * Content : Eigen bindings to LAPACKe
29  * LLt decomposition based on LAPACKE_?potrf function.
30  ********************************************************************************
31 */
32 
33 #ifndef EIGEN_LLT_LAPACKE_H
34 #define EIGEN_LLT_LAPACKE_H
35 
36 // IWYU pragma: private
37 #include "./InternalHeaderCheck.h"
38 
39 namespace Eigen {
40 
41 namespace internal {
42 
43 namespace lapacke_helpers {
44 // -------------------------------------------------------------------------------------------------------------------
45 // Dispatch for rank update handling upper and lower parts
46 // -------------------------------------------------------------------------------------------------------------------
47 
48 template <UpLoType Mode>
49 struct rank_update {};
50 
51 template <>
52 struct rank_update<Lower> {
53  template <typename MatrixType, typename VectorType>
54  static Index run(MatrixType &mat, const VectorType &vec, const typename MatrixType::RealScalar &sigma) {
55  return Eigen::internal::llt_rank_update_lower(mat, vec, sigma);
56  }
57 };
58 
59 template <>
60 struct rank_update<Upper> {
61  template <typename MatrixType, typename VectorType>
62  static Index run(MatrixType &mat, const VectorType &vec, const typename MatrixType::RealScalar &sigma) {
63  Transpose<MatrixType> matt(mat);
64  return Eigen::internal::llt_rank_update_lower(matt, vec.conjugate(), sigma);
65  }
66 };
67 
68 // -------------------------------------------------------------------------------------------------------------------
69 // Generic lapacke llt implementation that hands of to the dispatches
70 // -------------------------------------------------------------------------------------------------------------------
71 
72 template <typename Scalar, UpLoType Mode>
73 struct lapacke_llt {
74  EIGEN_STATIC_ASSERT(((Mode == Lower) || (Mode == Upper)), MODE_MUST_BE_UPPER_OR_LOWER)
75  template <typename MatrixType>
76  static Index blocked(MatrixType &m) {
77  eigen_assert(m.rows() == m.cols());
78  if (m.rows() == 0) {
79  return -1;
80  }
81  /* Set up parameters for ?potrf */
82  lapack_int size = to_lapack(m.rows());
83  lapack_int matrix_order = lapack_storage_of(m);
84  constexpr char uplo = Mode == Upper ? 'U' : 'L';
85  Scalar *a = &(m.coeffRef(0, 0));
86  lapack_int lda = to_lapack(m.outerStride());
87 
88  lapack_int info = potrf(matrix_order, uplo, size, to_lapack(a), lda);
89  info = (info == 0) ? -1 : info > 0 ? info - 1 : size;
90  return info;
91  }
92 
93  template <typename MatrixType, typename VectorType>
94  static Index rankUpdate(MatrixType &mat, const VectorType &vec, const typename MatrixType::RealScalar &sigma) {
95  return rank_update<Mode>::run(mat, vec, sigma);
96  }
97 };
98 } // namespace lapacke_helpers
99 // end namespace lapacke_helpers
100 
101 /*
102  * Here, we just put the generic implementation from lapacke_llt into a full specialization of the llt_inplace
103  * type. By being a full specialization, the versions defined here thus get precedence over the generic implementation
104  * in LLT.h for double, float and complex double, complex float types.
105  */
106 
107 #define EIGEN_LAPACKE_LLT(EIGTYPE) \
108  template <> \
109  struct llt_inplace<EIGTYPE, Lower> : public lapacke_helpers::lapacke_llt<EIGTYPE, Lower> {}; \
110  template <> \
111  struct llt_inplace<EIGTYPE, Upper> : public lapacke_helpers::lapacke_llt<EIGTYPE, Upper> {};
112 
113 EIGEN_LAPACKE_LLT(double)
114 EIGEN_LAPACKE_LLT(float)
115 EIGEN_LAPACKE_LLT(std::complex<double>)
116 EIGEN_LAPACKE_LLT(std::complex<float>)
117 
118 #undef EIGEN_LAPACKE_LLT
119 
120 } // end namespace internal
121 
122 } // end namespace Eigen
123 
124 #endif // EIGEN_LLT_LAPACKE_H
Namespace containing all symbols from the Eigen library.
Definition: B01_Experimental.dox:1
Definition: Constants.h:211
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition: Meta.h:82
Definition: Constants.h:213