| /* |
| Copyright (c) 2011, Intel Corporation. All rights reserved. |
| |
| Redistribution and use in source and binary forms, with or without modification, |
| are permitted provided that the following conditions are met: |
| |
| * 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 |
| and/or other materials provided with the distribution. |
| * Neither the name of Intel Corporation nor the names of its contributors may |
| be used to endorse or promote products derived from this software without |
| specific prior written permission. |
| |
| 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 |
| ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES |
| (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; |
| LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON |
| ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT |
| (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS |
| SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
| |
| ******************************************************************************** |
| * 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 |
| |
| // IWYU pragma: private |
| #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; |
| |
| static void run(MatrixType& qr, HCoeffsType& hCoeffs, PermutationType& colsPermutation, Index& nonzero_pivots, |
| RealScalar& maxpivot, bool usePrescribedThreshold, RealScalar prescribedThreshold, Index& det_p, |
| bool& isInitialized) { |
| isInitialized = false; |
| hCoeffs.resize(qr.diagonalSize()); |
| 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 = maxpivot * threshold; |
| nonzero_pivots = (qr.diagonal().cwiseAbs().array() > premultiplied_threshold).count(); |
| colsPermutation.indices().array() -= 1; |
| det_p = colsPermutation.determinant(); |
| isInitialized = true; |
| }; |
| |
| static void init(Index rows, Index cols, HCoeffsType& hCoeffs, PermutationType& colsPermutation, |
| bool& usePrescribedThreshold, bool& isInitialized) { |
| Index diag = numext::mini(rows, cols); |
| hCoeffs.resize(diag); |
| colsPermutation.resize(cols); |
| usePrescribedThreshold = false; |
| isInitialized = false; |
| } |
| }; |
| |
| #define COLPIVQR_LAPACKE_COMPUTEINPLACE(EIGTYPE) \ |
| template <> \ |
| inline void ColPivHouseholderQR<EIGTYPE, lapack_int>::computeInPlace() { \ |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::run(m_qr, m_hCoeffs, m_colsPermutation, m_nonzero_pivots, \ |
| m_maxpivot, m_usePrescribedThreshold, m_prescribedThreshold, \ |
| m_det_p, m_isInitialized); \ |
| } |
| |
| #define COLPIVQR_LAPACKE_INIT(EIGTYPE) \ |
| template <> \ |
| inline void ColPivHouseholderQR<EIGTYPE, lapack_int>::init(Index rows, Index cols) { \ |
| ColPivHouseholderQR_LAPACKE_impl<MatrixType>::init(rows, cols, m_hCoeffs, m_colsPermutation, m_isInitialized, \ |
| m_usePrescribedThreshold); \ |
| } |
| |
| #define COLPIVQR_LAPACKE(EIGTYPE) \ |
| COLPIVQR_LAPACKE_COMPUTEINPLACE(EIGTYPE) \ |
| COLPIVQR_LAPACKE_INIT(EIGTYPE) \ |
| COLPIVQR_LAPACKE_COMPUTEINPLACE(Ref<EIGTYPE>) \ |
| COLPIVQR_LAPACKE_INIT(Ref<EIGTYPE>) |
| |
| typedef Matrix<float, Dynamic, Dynamic, ColMajor> MatrixXfC; |
| typedef Matrix<double, Dynamic, Dynamic, ColMajor> MatrixXdC; |
| typedef Matrix<std::complex<float>, Dynamic, Dynamic, ColMajor> MatrixXcfC; |
| typedef Matrix<std::complex<double>, Dynamic, Dynamic, ColMajor> MatrixXcdC; |
| typedef Matrix<float, Dynamic, Dynamic, RowMajor> MatrixXfR; |
| typedef Matrix<double, Dynamic, Dynamic, RowMajor> MatrixXdR; |
| typedef Matrix<std::complex<float>, Dynamic, Dynamic, RowMajor> MatrixXcfR; |
| typedef Matrix<std::complex<double>, Dynamic, Dynamic, RowMajor> MatrixXcdR; |
| |
| COLPIVQR_LAPACKE(MatrixXfC) |
| COLPIVQR_LAPACKE(MatrixXdC) |
| COLPIVQR_LAPACKE(MatrixXcfC) |
| COLPIVQR_LAPACKE(MatrixXcdC) |
| COLPIVQR_LAPACKE(MatrixXfR) |
| COLPIVQR_LAPACKE(MatrixXdR) |
| COLPIVQR_LAPACKE(MatrixXcfR) |
| COLPIVQR_LAPACKE(MatrixXcdR) |
| |
| #endif |
| } // end namespace Eigen |
| |
| #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H |
