Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 1 | /* |
| 2 | Copyright (c) 2011, Intel Corporation. All rights reserved. |
| 3 | |
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Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 26 | // |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 27 | ******************************************************************************** |
| 28 | * Content : Eigen bindings to Intel(R) MKL |
| 29 | * Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM. |
| 30 | ******************************************************************************** |
| 31 | */ |
| 32 | |
| 33 | #ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H |
| 34 | #define EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H |
| 35 | |
| 36 | namespace Eigen { |
| 37 | |
| 38 | namespace internal { |
| 39 | |
| 40 | |
| 41 | /* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */ |
| 42 | |
| 43 | #define EIGEN_MKL_SYMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ |
| 44 | template <typename Index, \ |
| 45 | int LhsStorageOrder, bool ConjugateLhs, \ |
| 46 | int RhsStorageOrder, bool ConjugateRhs> \ |
| 47 | struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \ |
| 48 | {\ |
| 49 | \ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 50 | static void run( \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 51 | Index rows, Index cols, \ |
| 52 | const EIGTYPE* _lhs, Index lhsStride, \ |
| 53 | const EIGTYPE* _rhs, Index rhsStride, \ |
| 54 | EIGTYPE* res, Index resStride, \ |
| 55 | EIGTYPE alpha) \ |
| 56 | { \ |
| 57 | char side='L', uplo='L'; \ |
| 58 | MKL_INT m, n, lda, ldb, ldc; \ |
| 59 | const EIGTYPE *a, *b; \ |
| 60 | MKLTYPE alpha_, beta_; \ |
| 61 | MatrixX##EIGPREFIX b_tmp; \ |
| 62 | EIGTYPE myone(1);\ |
| 63 | \ |
| 64 | /* Set transpose options */ \ |
| 65 | /* Set m, n, k */ \ |
| 66 | m = (MKL_INT)rows; \ |
| 67 | n = (MKL_INT)cols; \ |
| 68 | \ |
| 69 | /* Set alpha_ & beta_ */ \ |
| 70 | assign_scalar_eig2mkl(alpha_, alpha); \ |
| 71 | assign_scalar_eig2mkl(beta_, myone); \ |
| 72 | \ |
| 73 | /* Set lda, ldb, ldc */ \ |
| 74 | lda = (MKL_INT)lhsStride; \ |
| 75 | ldb = (MKL_INT)rhsStride; \ |
| 76 | ldc = (MKL_INT)resStride; \ |
| 77 | \ |
| 78 | /* Set a, b, c */ \ |
| 79 | if (LhsStorageOrder==RowMajor) uplo='U'; \ |
| 80 | a = _lhs; \ |
| 81 | \ |
| 82 | if (RhsStorageOrder==RowMajor) { \ |
| 83 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \ |
| 84 | b_tmp = rhs.adjoint(); \ |
| 85 | b = b_tmp.data(); \ |
| 86 | ldb = b_tmp.outerStride(); \ |
| 87 | } else b = _rhs; \ |
| 88 | \ |
| 89 | MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ |
| 90 | \ |
| 91 | } \ |
| 92 | }; |
| 93 | |
| 94 | |
| 95 | #define EIGEN_MKL_HEMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ |
| 96 | template <typename Index, \ |
| 97 | int LhsStorageOrder, bool ConjugateLhs, \ |
| 98 | int RhsStorageOrder, bool ConjugateRhs> \ |
| 99 | struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \ |
| 100 | {\ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 101 | static void run( \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 102 | Index rows, Index cols, \ |
| 103 | const EIGTYPE* _lhs, Index lhsStride, \ |
| 104 | const EIGTYPE* _rhs, Index rhsStride, \ |
| 105 | EIGTYPE* res, Index resStride, \ |
| 106 | EIGTYPE alpha) \ |
| 107 | { \ |
| 108 | char side='L', uplo='L'; \ |
| 109 | MKL_INT m, n, lda, ldb, ldc; \ |
| 110 | const EIGTYPE *a, *b; \ |
| 111 | MKLTYPE alpha_, beta_; \ |
| 112 | MatrixX##EIGPREFIX b_tmp; \ |
| 113 | Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \ |
| 114 | EIGTYPE myone(1); \ |
| 115 | \ |
| 116 | /* Set transpose options */ \ |
| 117 | /* Set m, n, k */ \ |
| 118 | m = (MKL_INT)rows; \ |
| 119 | n = (MKL_INT)cols; \ |
| 120 | \ |
| 121 | /* Set alpha_ & beta_ */ \ |
| 122 | assign_scalar_eig2mkl(alpha_, alpha); \ |
| 123 | assign_scalar_eig2mkl(beta_, myone); \ |
| 124 | \ |
| 125 | /* Set lda, ldb, ldc */ \ |
| 126 | lda = (MKL_INT)lhsStride; \ |
| 127 | ldb = (MKL_INT)rhsStride; \ |
| 128 | ldc = (MKL_INT)resStride; \ |
| 129 | \ |
| 130 | /* Set a, b, c */ \ |
| 131 | if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \ |
| 132 | Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \ |
| 133 | a_tmp = lhs.conjugate(); \ |
| 134 | a = a_tmp.data(); \ |
| 135 | lda = a_tmp.outerStride(); \ |
| 136 | } else a = _lhs; \ |
| 137 | if (LhsStorageOrder==RowMajor) uplo='U'; \ |
| 138 | \ |
| 139 | if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \ |
| 140 | b = _rhs; } \ |
| 141 | else { \ |
| 142 | if (RhsStorageOrder==ColMajor && ConjugateRhs) { \ |
| 143 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \ |
| 144 | b_tmp = rhs.conjugate(); \ |
| 145 | } else \ |
| 146 | if (ConjugateRhs) { \ |
| 147 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \ |
| 148 | b_tmp = rhs.adjoint(); \ |
| 149 | } else { \ |
| 150 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \ |
| 151 | b_tmp = rhs.transpose(); \ |
| 152 | } \ |
| 153 | b = b_tmp.data(); \ |
| 154 | ldb = b_tmp.outerStride(); \ |
| 155 | } \ |
| 156 | \ |
| 157 | MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ |
| 158 | \ |
| 159 | } \ |
| 160 | }; |
| 161 | |
| 162 | EIGEN_MKL_SYMM_L(double, double, d, d) |
| 163 | EIGEN_MKL_SYMM_L(float, float, f, s) |
| 164 | EIGEN_MKL_HEMM_L(dcomplex, MKL_Complex16, cd, z) |
| 165 | EIGEN_MKL_HEMM_L(scomplex, MKL_Complex8, cf, c) |
| 166 | |
| 167 | |
| 168 | /* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */ |
| 169 | |
| 170 | #define EIGEN_MKL_SYMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ |
| 171 | template <typename Index, \ |
| 172 | int LhsStorageOrder, bool ConjugateLhs, \ |
| 173 | int RhsStorageOrder, bool ConjugateRhs> \ |
| 174 | struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \ |
| 175 | {\ |
| 176 | \ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 177 | static void run( \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 178 | Index rows, Index cols, \ |
| 179 | const EIGTYPE* _lhs, Index lhsStride, \ |
| 180 | const EIGTYPE* _rhs, Index rhsStride, \ |
| 181 | EIGTYPE* res, Index resStride, \ |
| 182 | EIGTYPE alpha) \ |
| 183 | { \ |
| 184 | char side='R', uplo='L'; \ |
| 185 | MKL_INT m, n, lda, ldb, ldc; \ |
| 186 | const EIGTYPE *a, *b; \ |
| 187 | MKLTYPE alpha_, beta_; \ |
| 188 | MatrixX##EIGPREFIX b_tmp; \ |
| 189 | EIGTYPE myone(1);\ |
| 190 | \ |
| 191 | /* Set m, n, k */ \ |
| 192 | m = (MKL_INT)rows; \ |
| 193 | n = (MKL_INT)cols; \ |
| 194 | \ |
| 195 | /* Set alpha_ & beta_ */ \ |
| 196 | assign_scalar_eig2mkl(alpha_, alpha); \ |
| 197 | assign_scalar_eig2mkl(beta_, myone); \ |
| 198 | \ |
| 199 | /* Set lda, ldb, ldc */ \ |
| 200 | lda = (MKL_INT)rhsStride; \ |
| 201 | ldb = (MKL_INT)lhsStride; \ |
| 202 | ldc = (MKL_INT)resStride; \ |
| 203 | \ |
| 204 | /* Set a, b, c */ \ |
| 205 | if (RhsStorageOrder==RowMajor) uplo='U'; \ |
| 206 | a = _rhs; \ |
| 207 | \ |
| 208 | if (LhsStorageOrder==RowMajor) { \ |
| 209 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \ |
| 210 | b_tmp = lhs.adjoint(); \ |
| 211 | b = b_tmp.data(); \ |
| 212 | ldb = b_tmp.outerStride(); \ |
| 213 | } else b = _lhs; \ |
| 214 | \ |
| 215 | MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ |
| 216 | \ |
| 217 | } \ |
| 218 | }; |
| 219 | |
| 220 | |
| 221 | #define EIGEN_MKL_HEMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ |
| 222 | template <typename Index, \ |
| 223 | int LhsStorageOrder, bool ConjugateLhs, \ |
| 224 | int RhsStorageOrder, bool ConjugateRhs> \ |
| 225 | struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \ |
| 226 | {\ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 227 | static void run( \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 228 | Index rows, Index cols, \ |
| 229 | const EIGTYPE* _lhs, Index lhsStride, \ |
| 230 | const EIGTYPE* _rhs, Index rhsStride, \ |
| 231 | EIGTYPE* res, Index resStride, \ |
| 232 | EIGTYPE alpha) \ |
| 233 | { \ |
| 234 | char side='R', uplo='L'; \ |
| 235 | MKL_INT m, n, lda, ldb, ldc; \ |
| 236 | const EIGTYPE *a, *b; \ |
| 237 | MKLTYPE alpha_, beta_; \ |
| 238 | MatrixX##EIGPREFIX b_tmp; \ |
| 239 | Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \ |
| 240 | EIGTYPE myone(1); \ |
| 241 | \ |
| 242 | /* Set m, n, k */ \ |
| 243 | m = (MKL_INT)rows; \ |
| 244 | n = (MKL_INT)cols; \ |
| 245 | \ |
| 246 | /* Set alpha_ & beta_ */ \ |
| 247 | assign_scalar_eig2mkl(alpha_, alpha); \ |
| 248 | assign_scalar_eig2mkl(beta_, myone); \ |
| 249 | \ |
| 250 | /* Set lda, ldb, ldc */ \ |
| 251 | lda = (MKL_INT)rhsStride; \ |
| 252 | ldb = (MKL_INT)lhsStride; \ |
| 253 | ldc = (MKL_INT)resStride; \ |
| 254 | \ |
| 255 | /* Set a, b, c */ \ |
| 256 | if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \ |
| 257 | Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \ |
| 258 | a_tmp = rhs.conjugate(); \ |
| 259 | a = a_tmp.data(); \ |
| 260 | lda = a_tmp.outerStride(); \ |
| 261 | } else a = _rhs; \ |
| 262 | if (RhsStorageOrder==RowMajor) uplo='U'; \ |
| 263 | \ |
| 264 | if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \ |
| 265 | b = _lhs; } \ |
| 266 | else { \ |
| 267 | if (LhsStorageOrder==ColMajor && ConjugateLhs) { \ |
| 268 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \ |
| 269 | b_tmp = lhs.conjugate(); \ |
| 270 | } else \ |
| 271 | if (ConjugateLhs) { \ |
| 272 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \ |
| 273 | b_tmp = lhs.adjoint(); \ |
| 274 | } else { \ |
| 275 | Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \ |
| 276 | b_tmp = lhs.transpose(); \ |
| 277 | } \ |
| 278 | b = b_tmp.data(); \ |
| 279 | ldb = b_tmp.outerStride(); \ |
| 280 | } \ |
| 281 | \ |
| 282 | MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ |
| 283 | } \ |
| 284 | }; |
| 285 | |
| 286 | EIGEN_MKL_SYMM_R(double, double, d, d) |
| 287 | EIGEN_MKL_SYMM_R(float, float, f, s) |
| 288 | EIGEN_MKL_HEMM_R(dcomplex, MKL_Complex16, cd, z) |
| 289 | EIGEN_MKL_HEMM_R(scomplex, MKL_Complex8, cf, c) |
| 290 | |
| 291 | } // end namespace internal |
| 292 | |
| 293 | } // end namespace Eigen |
| 294 | |
| 295 | #endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H |