GeneralMatrixVector_MKL.h

/*
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 ********************************************************************************
 *   Content : Eigen bindings to Intel(R) MKL
 *   General matrix-vector product functionality based on ?GEMV.
 ********************************************************************************
*/
 
#ifndef EIGEN_GENERAL_MATRIX_VECTOR_MKL_H
#define EIGEN_GENERAL_MATRIX_VECTOR_MKL_H
 
namespace Eigen { 
 
namespace internal {
 
/**********************************************************************
* This file implements general matrix-vector multiplication using BLAS
* gemv function via partial specialization of
* general_matrix_vector_product::run(..) method for float, double,
* std::complex<float> and std::complex<double> types
**********************************************************************/
 
// gemv specialization
 
template<typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs>
struct general_matrix_vector_product_gemv :
  general_matrix_vector_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,ConjugateRhs,BuiltIn> {};
 
#define EIGEN_MKL_GEMV_SPECIALIZE(Scalar) \
template<typename Index, bool ConjugateLhs, bool ConjugateRhs> \
struct general_matrix_vector_product<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs,Specialized> { \
static EIGEN_DONT_INLINE void run( \
  Index rows, Index cols, \
  const Scalar* lhs, Index lhsStride, \
  const Scalar* rhs, Index rhsIncr, \
  Scalar* res, Index resIncr, Scalar alpha) \
{ \
  if (ConjugateLhs) { \
    general_matrix_vector_product<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs,BuiltIn>::run( \
      rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \
  } else { \
    general_matrix_vector_product_gemv<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs>::run( \
      rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \
  } \
} \
}; \
template<typename Index, bool ConjugateLhs, bool ConjugateRhs> \
struct general_matrix_vector_product<Index,Scalar,RowMajor,ConjugateLhs,Scalar,ConjugateRhs,Specialized> { \
static EIGEN_DONT_INLINE void run( \
  Index rows, Index cols, \
  const Scalar* lhs, Index lhsStride, \
  const Scalar* rhs, Index rhsIncr, \
  Scalar* res, Index resIncr, Scalar alpha) \
{ \
    general_matrix_vector_product_gemv<Index,Scalar,RowMajor,ConjugateLhs,Scalar,ConjugateRhs>::run( \
      rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \
} \
}; \
 
EIGEN_MKL_GEMV_SPECIALIZE(double)
EIGEN_MKL_GEMV_SPECIALIZE(float)
EIGEN_MKL_GEMV_SPECIALIZE(dcomplex)
EIGEN_MKL_GEMV_SPECIALIZE(scomplex)
 
#define EIGEN_MKL_GEMV_SPECIALIZATION(EIGTYPE,MKLTYPE,MKLPREFIX) \
template<typename Index, int LhsStorageOrder, bool ConjugateLhs, bool ConjugateRhs> \
struct general_matrix_vector_product_gemv<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,ConjugateRhs> \
{ \
typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> GEMVVector;\
\
static EIGEN_DONT_INLINE void run( \
  Index rows, Index cols, \
  const EIGTYPE* lhs, Index lhsStride, \
  const EIGTYPE* rhs, Index rhsIncr, \
  EIGTYPE* res, Index resIncr, EIGTYPE alpha) \
{ \
  MKL_INT m=rows, n=cols, lda=lhsStride, incx=rhsIncr, incy=resIncr; \
  MKLTYPE alpha_, beta_; \
  const EIGTYPE *x_ptr, myone(1); \
  char trans=(LhsStorageOrder==ColMajor) ? 'N' : (ConjugateLhs) ? 'C' : 'T'; \
  if (LhsStorageOrder==RowMajor) { \
    m=cols; \
    n=rows; \
  }\
  assign_scalar_eig2mkl(alpha_, alpha); \
  assign_scalar_eig2mkl(beta_, myone); \
  GEMVVector x_tmp; \
  if (ConjugateRhs) { \
    Map<const GEMVVector, 0, InnerStride<> > map_x(rhs,cols,1,InnerStride<>(incx)); \
    x_tmp=map_x.conjugate(); \
    x_ptr=x_tmp.data(); \
    incx=1; \
  } else x_ptr=rhs; \
  MKLPREFIX##gemv(&trans, &m, &n, &alpha_, (const MKLTYPE*)lhs, &lda, (const MKLTYPE*)x_ptr, &incx, &beta_, (MKLTYPE*)res, &incy); \
}\
};
 
EIGEN_MKL_GEMV_SPECIALIZATION(double,   double,        d)
EIGEN_MKL_GEMV_SPECIALIZATION(float,    float,         s)
EIGEN_MKL_GEMV_SPECIALIZATION(dcomplex, MKL_Complex16, z)
EIGEN_MKL_GEMV_SPECIALIZATION(scomplex, MKL_Complex8,  c)
 
} // end namespase internal
 
} // end namespace Eigen
 
#endif // EIGEN_GENERAL_MATRIX_VECTOR_MKL_H