Eigen  3.2.10
PartialPivLU_MKL.h
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26 
27  ********************************************************************************
28  * Content : Eigen bindings to Intel(R) MKL
29  * LU decomposition with partial pivoting based on LAPACKE_?getrf function.
30  ********************************************************************************
31 */
32 
33 #ifndef EIGEN_PARTIALLU_LAPACK_H
34 #define EIGEN_PARTIALLU_LAPACK_H
35 
36 #include "Eigen/src/Core/util/MKL_support.h"
37 
38 namespace Eigen {
39 
40 namespace internal {
41 
44 #define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
45 template<int StorageOrder> \
46 struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
47 { \
48  /* \internal performs the LU decomposition in-place of the matrix represented */ \
49  static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
50  { \
51  EIGEN_UNUSED_VARIABLE(maxBlockSize);\
52  lapack_int matrix_order, first_zero_pivot; \
53  lapack_int m, n, lda, *ipiv, info; \
54  EIGTYPE* a; \
55 /* Set up parameters for ?getrf */ \
56  matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
57  lda = luStride; \
58  a = lu_data; \
59  ipiv = row_transpositions; \
60  m = rows; \
61  n = cols; \
62  nb_transpositions = 0; \
63 \
64  info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
65 \
66  for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
67 \
68  eigen_assert(info >= 0); \
69 /* something should be done with nb_transpositions */ \
70 \
71  first_zero_pivot = info; \
72  return first_zero_pivot; \
73  } \
74 };
75 
76 EIGEN_MKL_LU_PARTPIV(double, double, d)
77 EIGEN_MKL_LU_PARTPIV(float, float, s)
78 EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
79 EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)
80 
81 } // end namespace internal
82 
83 } // end namespace Eigen
84 
85 #endif // EIGEN_PARTIALLU_LAPACK_H
Definition: LDLT.h:16
Definition: Eigen_Colamd.h:50