| /* |
| Copyright (c) 2011, Intel Corporation. All rights reserved. |
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| are permitted provided that the following conditions are met: |
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| * 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 |
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| |
| 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 |
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| |
| ******************************************************************************** |
| * Content : Eigen bindings to LAPACKe |
| * Householder QR decomposition of a matrix with column pivoting based on |
| * LAPACKE_?geqp3 function. |
| ******************************************************************************** |
| */ |
| |
| #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H |
| #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H |
| |
| #include "./InternalHeaderCheck.h" |
| |
| namespace Eigen { |
| |
| #if defined(EIGEN_USE_LAPACKE) |
| |
| template<typename Scalar> |
| inline lapack_int call_geqp3(int matrix_layout, lapack_int m, lapack_int n, Scalar* a, lapack_int lda, lapack_int* jpvt, Scalar* tau); |
| template<> |
| inline lapack_int call_geqp3(int matrix_layout, lapack_int m, lapack_int n, float* a, lapack_int lda, lapack_int* jpvt, float* tau) |
| { return LAPACKE_sgeqp3(matrix_layout, m, n, a, lda, jpvt, tau); } |
| template<> |
| inline lapack_int call_geqp3(int matrix_layout, lapack_int m, lapack_int n, double* a, lapack_int lda, lapack_int* jpvt, double* tau) |
| { return LAPACKE_dgeqp3(matrix_layout, m, n, a, lda, jpvt, tau); } |
| template<> |
| inline lapack_int call_geqp3(int matrix_layout, lapack_int m, lapack_int n, lapack_complex_float* a, lapack_int lda, lapack_int* jpvt, lapack_complex_float* tau) |
| { return LAPACKE_cgeqp3(matrix_layout, m, n, a, lda, jpvt, tau); } |
| template<> |
| inline lapack_int call_geqp3(int matrix_layout, lapack_int m, lapack_int n, lapack_complex_double* a, lapack_int lda, lapack_int* jpvt, lapack_complex_double* tau) |
| { return LAPACKE_zgeqp3(matrix_layout, m, n, a, lda, jpvt, tau); } |
| |
| template <typename MatrixType> |
| struct ColPivHouseholderQR_LAPACKE_impl { |
| typedef typename MatrixType::Scalar Scalar; |
| typedef typename MatrixType::RealScalar RealScalar; |
| typedef typename internal::lapacke_helpers::translate_type_imp<Scalar>::type LapackeType; |
| static constexpr int LapackeStorage = MatrixType::IsRowMajor ? (LAPACK_ROW_MAJOR) : (LAPACK_COL_MAJOR); |
| |
| typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; |
| typedef PermutationMatrix<Dynamic, Dynamic, lapack_int> PermutationType; |
| typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType; |
| |
| static void run(MatrixType& qr, HCoeffsType& hCoeffs, PermutationType& colsPermutation, |
| IntRowVectorType& colsTranspositions, Index& nonzero_pivots, RealScalar& maxpivot, |
| bool usePrescribedThreshold, RealScalar prescribedThreshold, Index& det_p, bool& isInitialized) { |
| using std::abs; |
| |
| isInitialized = false; |
| hCoeffs.resize(qr.diagonalSize()); |
| colsTranspositions.resize(qr.cols()); |
| nonzero_pivots = 0; |
| maxpivot = RealScalar(0); |
| colsPermutation.resize(qr.cols()); |
| colsPermutation.indices().setZero(); |
| |
| lapack_int rows = internal::lapacke_helpers::to_lapack(qr.rows()); |
| lapack_int cols = internal::lapacke_helpers::to_lapack(qr.cols()); |
| LapackeType* qr_data = (LapackeType*)(qr.data()); |
| lapack_int lda = internal::lapacke_helpers::to_lapack(qr.outerStride()); |
| lapack_int* perm_data = colsPermutation.indices().data(); |
| LapackeType* hCoeffs_data = (LapackeType*)(hCoeffs.data()); |
| |
| lapack_int info = call_geqp3(LapackeStorage, rows, cols, qr_data, lda, perm_data, hCoeffs_data); |
| if (info != 0) return; |
| |
| maxpivot = qr.diagonal().cwiseAbs().maxCoeff(); |
| hCoeffs.adjointInPlace(); |
| RealScalar defaultThreshold = NumTraits<RealScalar>::epsilon() * RealScalar(qr.diagonalSize()); |
| RealScalar threshold = usePrescribedThreshold ? prescribedThreshold : defaultThreshold; |
| RealScalar premultiplied_threshold = abs(maxpivot) * threshold; |
| nonzero_pivots = (qr.diagonal().cwiseAbs().array() > premultiplied_threshold).count(); |
| colsPermutation.indices().array() -= 1; |
| det_p = colsPermutation.determinant(); |
| isInitialized = true; |
| }; |
| }; |
| |
| typedef Matrix<float, Dynamic, Dynamic, RowMajor> MatrixXfR; |
| typedef Matrix<double, Dynamic, Dynamic, RowMajor> MatrixXdR; |
| typedef Matrix<scomplex, Dynamic, Dynamic, RowMajor> MatrixXcfR; |
| typedef Matrix<dcomplex, Dynamic, Dynamic, RowMajor> MatrixXcdR; |
| |
| template <> inline void ColPivHouseholderQR<MatrixXf, lapack_int>::computeInPlace() { |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::run(m_qr, m_hCoeffs, m_colsPermutation, m_colsTranspositions, |
| m_nonzero_pivots, m_maxpivot, m_usePrescribedThreshold, |
| m_prescribedThreshold, m_det_p, m_isInitialized); } |
| template <> inline void ColPivHouseholderQR<MatrixXd, lapack_int>::computeInPlace() { |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::run(m_qr, m_hCoeffs, m_colsPermutation, m_colsTranspositions, |
| m_nonzero_pivots, m_maxpivot, m_usePrescribedThreshold, |
| m_prescribedThreshold, m_det_p, m_isInitialized); } |
| template <> inline void ColPivHouseholderQR<MatrixXcf, lapack_int>::computeInPlace() { |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::run(m_qr, m_hCoeffs, m_colsPermutation, m_colsTranspositions, |
| m_nonzero_pivots, m_maxpivot, m_usePrescribedThreshold, |
| m_prescribedThreshold, m_det_p, m_isInitialized); } |
| template <> inline void ColPivHouseholderQR<MatrixXcd, lapack_int>::computeInPlace() { |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::run(m_qr, m_hCoeffs, m_colsPermutation, m_colsTranspositions, |
| m_nonzero_pivots, m_maxpivot, m_usePrescribedThreshold, |
| m_prescribedThreshold, m_det_p, m_isInitialized); } |
| template <> inline void ColPivHouseholderQR<MatrixXfR, lapack_int>::computeInPlace() { |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::run(m_qr, m_hCoeffs, m_colsPermutation, m_colsTranspositions, |
| m_nonzero_pivots, m_maxpivot, m_usePrescribedThreshold, |
| m_prescribedThreshold, m_det_p, m_isInitialized); } |
| template <> inline void ColPivHouseholderQR<MatrixXdR, lapack_int>::computeInPlace() { |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::run(m_qr, m_hCoeffs, m_colsPermutation, m_colsTranspositions, |
| m_nonzero_pivots, m_maxpivot, m_usePrescribedThreshold, |
| m_prescribedThreshold, m_det_p, m_isInitialized); } |
| template <> inline void ColPivHouseholderQR<MatrixXcfR, lapack_int>::computeInPlace() { |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::run(m_qr, m_hCoeffs, m_colsPermutation, m_colsTranspositions, |
| m_nonzero_pivots, m_maxpivot, m_usePrescribedThreshold, |
| m_prescribedThreshold, m_det_p, m_isInitialized); } |
| template <> inline void ColPivHouseholderQR<MatrixXcdR, lapack_int>::computeInPlace() { |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::run(m_qr, m_hCoeffs, m_colsPermutation, m_colsTranspositions, |
| m_nonzero_pivots, m_maxpivot, m_usePrescribedThreshold, |
| m_prescribedThreshold, m_det_p, m_isInitialized); } |
| |
| #endif |
| } // end namespace Eigen |
| |
| #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H |
