Eigen  5.0.1
 
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JacobiSVD_LAPACKE.h
1/*
2 Copyright (c) 2011, Intel Corporation. All rights reserved.
3
4 Redistribution and use in source and binary forms, with or without modification,
5 are permitted provided that the following conditions are met:
6
7 * Redistributions of source code must retain the above copyright notice, this
8 list of conditions and the following disclaimer.
9 * Redistributions in binary form must reproduce the above copyright notice,
10 this list of conditions and the following disclaimer in the documentation
11 and/or other materials provided with the distribution.
12 * Neither the name of Intel Corporation nor the names of its contributors may
13 be used to endorse or promote products derived from this software without
14 specific prior written permission.
15
16 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
17 ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
18 WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
19 DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
20 ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
21 (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
22 LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
23 ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
24 (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
25 SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
26
27 ********************************************************************************
28 * Content : Eigen bindings to LAPACKe
29 * Singular Value Decomposition - SVD.
30 ********************************************************************************
31*/
32// SPDX-License-Identifier: BSD-3-Clause
33
34#ifndef EIGEN_JACOBISVD_LAPACKE_H
35#define EIGEN_JACOBISVD_LAPACKE_H
36
37// IWYU pragma: private
38#include "./InternalHeaderCheck.h"
39
40namespace Eigen {
41
43
44#define EIGEN_LAPACKE_SVD(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW, OPTIONS) \
45 template <> \
46 template <typename Derived> \
47 inline JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, OPTIONS>& \
48 JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, OPTIONS>::compute_impl( \
49 const MatrixBase<Derived>& matrix, unsigned int computationOptions) { \
50 /*typedef MatrixType::Scalar Scalar;*/ \
51 /*typedef MatrixType::RealScalar RealScalar;*/ \
52 allocate(matrix.rows(), matrix.cols(), computationOptions); \
53 \
54 /*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \
55 m_nonzeroSingularValues = diagSize(); \
56 \
57 lapack_int lda = internal::convert_index<lapack_int>(matrix.outerStride()), ldu, ldvt; \
58 lapack_int matrix_order = LAPACKE_COLROW; \
59 char jobu, jobvt; \
60 LAPACKE_TYPE *u, *vt, dummy; \
61 jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \
62 jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \
63 if (computeU()) { \
64 ldu = internal::convert_index<lapack_int>(m_matrixU.outerStride()); \
65 u = (LAPACKE_TYPE*)m_matrixU.data(); \
66 } else { \
67 ldu = 1; \
68 u = &dummy; \
69 } \
70 MatrixType localV; \
71 lapack_int vt_rows = (m_computeFullV) ? internal::convert_index<lapack_int>(cols()) \
72 : (m_computeThinV) ? internal::convert_index<lapack_int>(diagSize()) \
73 : 1; \
74 if (computeV()) { \
75 localV.resize(vt_rows, cols()); \
76 ldvt = internal::convert_index<lapack_int>(localV.outerStride()); \
77 vt = (LAPACKE_TYPE*)localV.data(); \
78 } else { \
79 ldvt = 1; \
80 vt = &dummy; \
81 } \
82 Matrix<LAPACKE_RTYPE, Dynamic, Dynamic> superb; \
83 superb.resize(diagSize(), 1); \
84 MatrixType m_temp; \
85 m_temp = matrix; \
86 lapack_int info = LAPACKE_##LAPACKE_PREFIX##gesvd( \
87 matrix_order, jobu, jobvt, internal::convert_index<lapack_int>(rows()), \
88 internal::convert_index<lapack_int>(cols()), (LAPACKE_TYPE*)m_temp.data(), lda, \
89 (LAPACKE_RTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \
90 /* Check the result of the LAPACK call */ \
91 if (info < 0 || !m_singularValues.allFinite()) { \
92 m_info = InvalidInput; \
93 } else if (info > 0) { \
94 m_info = NoConvergence; \
95 } else { \
96 m_info = Success; \
97 if (computeV()) m_matrixV = localV.adjoint(); \
98 } \
99 /* for(int i=0;i<diagSize();i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; \
100 * m_singularValues.coeffRef(i)=RealScalar(0);}*/ \
101 m_isInitialized = true; \
102 return *this; \
103 }
104
105#define EIGEN_LAPACK_SVD_OPTIONS(OPTIONS) \
106 EIGEN_LAPACKE_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR, OPTIONS) \
107 EIGEN_LAPACKE_SVD(float, float, float, s, ColMajor, LAPACK_COL_MAJOR, OPTIONS) \
108 EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, ColMajor, LAPACK_COL_MAJOR, OPTIONS) \
109 EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float, float, c, ColMajor, LAPACK_COL_MAJOR, OPTIONS) \
110 \
111 EIGEN_LAPACKE_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR, OPTIONS) \
112 EIGEN_LAPACKE_SVD(float, float, float, s, RowMajor, LAPACK_ROW_MAJOR, OPTIONS) \
113 EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, RowMajor, LAPACK_ROW_MAJOR, OPTIONS) \
114 EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float, float, c, RowMajor, LAPACK_ROW_MAJOR, OPTIONS)
115
116EIGEN_LAPACK_SVD_OPTIONS(0)
117EIGEN_LAPACK_SVD_OPTIONS(ComputeThinU)
118EIGEN_LAPACK_SVD_OPTIONS(ComputeThinV)
119EIGEN_LAPACK_SVD_OPTIONS(ComputeFullU)
120EIGEN_LAPACK_SVD_OPTIONS(ComputeFullV)
121EIGEN_LAPACK_SVD_OPTIONS(ComputeThinU | ComputeThinV)
122EIGEN_LAPACK_SVD_OPTIONS(ComputeFullU | ComputeFullV)
123EIGEN_LAPACK_SVD_OPTIONS(ComputeThinU | ComputeFullV)
124EIGEN_LAPACK_SVD_OPTIONS(ComputeFullU | ComputeThinV)
125
126#undef EIGEN_LAPACK_SVD_OPTIONS
127
128#undef EIGEN_LAPACKE_SVD
129
130} // end namespace Eigen
131
132#endif // EIGEN_JACOBISVD_LAPACKE_H
Eigen::ComputeFullV
@ ComputeFullV
Definition Constants.h:398
Eigen::ComputeThinV
@ ComputeThinV
Definition Constants.h:400
Eigen::ComputeFullU
@ ComputeFullU
Definition Constants.h:394
Eigen::ComputeThinU
@ ComputeThinU
Definition Constants.h:396