src/QR/ColPivHouseholderQR_LAPACKE.h

0001 /*
0002  Copyright (c) 2011, Intel Corporation. All rights reserved.
0003
0004  Redistribution and use in source and binary forms, with or without modification,
0005  are permitted provided that the following conditions are met:
0006
0007  * Redistributions of source code must retain the above copyright notice, this
0008    list of conditions and the following disclaimer.
0009  * Redistributions in binary form must reproduce the above copyright notice,
0010    this list of conditions and the following disclaimer in the documentation
0011    and/or other materials provided with the distribution.
0012  * Neither the name of Intel Corporation nor the names of its contributors may
0013    be used to endorse or promote products derived from this software without
0014    specific prior written permission.
0015
0016  THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
0017  ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
0018  WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
0019  DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
0020  ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
0021  (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
0022  LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
0023  ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
0024  (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
0025  SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
0026
0027  ********************************************************************************
0028  *   Content : Eigen bindings to LAPACKe
0029  *    Householder QR decomposition of a matrix with column pivoting based on
0030  *    LAPACKE_?geqp3 function.
0031  ********************************************************************************
0032 */
0033
0034 #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H
0035 #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H
0036
0037 namespace RivetEigen {
0038
0039 /** \internal Specialization for the data types supported by LAPACKe */
0040
0041 #define EIGEN_LAPACKE_QR_COLPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW) \
0042 template<> template<typename InputType> inline \
0043 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \
0044 ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \
0045               const EigenBase<InputType>& matrix) \
0046 \
0047 { \
0048   using std::abs; \
0049   typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
0050   typedef MatrixType::RealScalar RealScalar; \
0051   Index rows = matrix.rows();\
0052   Index cols = matrix.cols();\
0053 \
0054   m_qr = matrix;\
0055   Index size = m_qr.diagonalSize();\
0056   m_hCoeffs.resize(size);\
0057 \
0058   m_colsTranspositions.resize(cols);\
0059   /*Index number_of_transpositions = 0;*/ \
0060 \
0061   m_nonzero_pivots = 0; \
0062   m_maxpivot = RealScalar(0);\
0063   m_colsPermutation.resize(cols); \
0064   m_colsPermutation.indices().setZero(); \
0065 \
0066   lapack_int lda = internal::convert_index<lapack_int,Index>(m_qr.outerStride()); \
0067   lapack_int matrix_order = LAPACKE_COLROW; \
0068   LAPACKE_##LAPACKE_PREFIX##geqp3( matrix_order, internal::convert_index<lapack_int,Index>(rows), internal::convert_index<lapack_int,Index>(cols), \
0069                               (LAPACKE_TYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (LAPACKE_TYPE*)m_hCoeffs.data()); \
0070   m_isInitialized = true; \
0071   m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
0072   m_hCoeffs.adjointInPlace(); \
0073   RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \
0074   lapack_int *perm = m_colsPermutation.indices().data(); \
0075   for(Index i=0;i<size;i++) { \
0076     m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\
0077   } \
0078   for(Index i=0;i<cols;i++) perm[i]--;\
0079 \
0080   /*m_det_pq = (number_of_transpositions%2) ? -1 : 1;  // TODO: It's not needed now; fix upon availability in Eigen */ \
0081 \
0082   return *this; \
0083 }
0084
0085 EIGEN_LAPACKE_QR_COLPIV(double,   double,        d, ColMajor, LAPACK_COL_MAJOR)
0086 EIGEN_LAPACKE_QR_COLPIV(float,    float,         s, ColMajor, LAPACK_COL_MAJOR)
0087 EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, ColMajor, LAPACK_COL_MAJOR)
0088 EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float,  c, ColMajor, LAPACK_COL_MAJOR)
0089
0090 EIGEN_LAPACKE_QR_COLPIV(double,   double,        d, RowMajor, LAPACK_ROW_MAJOR)
0091 EIGEN_LAPACKE_QR_COLPIV(float,    float,         s, RowMajor, LAPACK_ROW_MAJOR)
0092 EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, RowMajor, LAPACK_ROW_MAJOR)
0093 EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float,  c, RowMajor, LAPACK_ROW_MAJOR)
0094
0095 } // end namespace RivetEigen
0096
0097 #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H