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Diffstat (limited to 'runtimes/nn/depend/external/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h')
| -rw-r--r-- | runtimes/nn/depend/external/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h | 99 |
1 files changed, 99 insertions, 0 deletions
diff --git a/runtimes/nn/depend/external/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h b/runtimes/nn/depend/external/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h new file mode 100644 index 000000000..bc6489e69 --- /dev/null +++ b/runtimes/nn/depend/external/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h @@ -0,0 +1,99 @@ +/* + 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 + * LLt decomposition based on LAPACKE_?potrf function. + ******************************************************************************** +*/ + +#ifndef EIGEN_LLT_LAPACKE_H +#define EIGEN_LLT_LAPACKE_H + +namespace Eigen { + +namespace internal { + +template<typename Scalar> struct lapacke_llt; + +#define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \ +template<> struct lapacke_llt<EIGTYPE> \ +{ \ + template<typename MatrixType> \ + static inline Index potrf(MatrixType& m, char uplo) \ + { \ + lapack_int matrix_order; \ + lapack_int size, lda, info, StorageOrder; \ + EIGTYPE* a; \ + eigen_assert(m.rows()==m.cols()); \ + /* Set up parameters for ?potrf */ \ + size = convert_index<lapack_int>(m.rows()); \ + StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \ + matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ + a = &(m.coeffRef(0,0)); \ + lda = convert_index<lapack_int>(m.outerStride()); \ +\ + info = LAPACKE_##LAPACKE_PREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \ + info = (info==0) ? -1 : info>0 ? info-1 : size; \ + return info; \ + } \ +}; \ +template<> struct llt_inplace<EIGTYPE, Lower> \ +{ \ + template<typename MatrixType> \ + static Index blocked(MatrixType& m) \ + { \ + return lapacke_llt<EIGTYPE>::potrf(m, 'L'); \ + } \ + template<typename MatrixType, typename VectorType> \ + static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ + { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \ +}; \ +template<> struct llt_inplace<EIGTYPE, Upper> \ +{ \ + template<typename MatrixType> \ + static Index blocked(MatrixType& m) \ + { \ + return lapacke_llt<EIGTYPE>::potrf(m, 'U'); \ + } \ + template<typename MatrixType, typename VectorType> \ + static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ + { \ + Transpose<MatrixType> matt(mat); \ + return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \ + } \ +}; + +EIGEN_LAPACKE_LLT(double, double, d) +EIGEN_LAPACKE_LLT(float, float, s) +EIGEN_LAPACKE_LLT(dcomplex, lapack_complex_double, z) +EIGEN_LAPACKE_LLT(scomplex, lapack_complex_float, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_LLT_LAPACKE_H |