Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 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 Intel(R) MKL |
| 29 | * Triangular matrix-vector product functionality based on ?TRMV. |
| 30 | ******************************************************************************** |
| 31 | */ |
| 32 | |
| 33 | #ifndef EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H |
| 34 | #define EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H |
| 35 | |
| 36 | namespace Eigen { |
| 37 | |
| 38 | namespace internal { |
| 39 | |
| 40 | /********************************************************************** |
| 41 | * This file implements triangular matrix-vector multiplication using BLAS |
| 42 | **********************************************************************/ |
| 43 | |
| 44 | // trmv/hemv specialization |
| 45 | |
| 46 | template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder> |
| 47 | struct triangular_matrix_vector_product_trmv : |
| 48 | triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,StorageOrder,BuiltIn> {}; |
| 49 | |
| 50 | #define EIGEN_MKL_TRMV_SPECIALIZE(Scalar) \ |
| 51 | template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \ |
| 52 | struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor,Specialized> { \ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 53 | static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 54 | const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \ |
| 55 | triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor>::run( \ |
| 56 | _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ |
| 57 | } \ |
| 58 | }; \ |
| 59 | template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \ |
| 60 | struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor,Specialized> { \ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 61 | static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 62 | const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \ |
| 63 | triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor>::run( \ |
| 64 | _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ |
| 65 | } \ |
| 66 | }; |
| 67 | |
| 68 | EIGEN_MKL_TRMV_SPECIALIZE(double) |
| 69 | EIGEN_MKL_TRMV_SPECIALIZE(float) |
| 70 | EIGEN_MKL_TRMV_SPECIALIZE(dcomplex) |
| 71 | EIGEN_MKL_TRMV_SPECIALIZE(scomplex) |
| 72 | |
| 73 | // implements col-major: res += alpha * op(triangular) * vector |
| 74 | #define EIGEN_MKL_TRMV_CM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ |
| 75 | template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \ |
| 76 | struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor> { \ |
| 77 | enum { \ |
| 78 | IsLower = (Mode&Lower) == Lower, \ |
| 79 | SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ |
| 80 | IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ |
| 81 | IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ |
| 82 | LowUp = IsLower ? Lower : Upper \ |
| 83 | }; \ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 84 | static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \ |
| 85 | const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 86 | { \ |
| 87 | if (ConjLhs || IsZeroDiag) { \ |
| 88 | triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor,BuiltIn>::run( \ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 89 | _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 90 | return; \ |
| 91 | }\ |
| 92 | Index size = (std::min)(_rows,_cols); \ |
| 93 | Index rows = IsLower ? _rows : size; \ |
| 94 | Index cols = IsLower ? size : _cols; \ |
| 95 | \ |
| 96 | typedef VectorX##EIGPREFIX VectorRhs; \ |
| 97 | EIGTYPE *x, *y;\ |
| 98 | \ |
| 99 | /* Set x*/ \ |
| 100 | Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \ |
| 101 | VectorRhs x_tmp; \ |
| 102 | if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ |
| 103 | x = x_tmp.data(); \ |
| 104 | \ |
| 105 | /* Square part handling */\ |
| 106 | \ |
| 107 | char trans, uplo, diag; \ |
| 108 | MKL_INT m, n, lda, incx, incy; \ |
| 109 | EIGTYPE const *a; \ |
| 110 | MKLTYPE alpha_, beta_; \ |
| 111 | assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \ |
| 112 | assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \ |
| 113 | \ |
| 114 | /* Set m, n */ \ |
| 115 | n = (MKL_INT)size; \ |
| 116 | lda = lhsStride; \ |
| 117 | incx = 1; \ |
| 118 | incy = resIncr; \ |
| 119 | \ |
| 120 | /* Set uplo, trans and diag*/ \ |
| 121 | trans = 'N'; \ |
| 122 | uplo = IsLower ? 'L' : 'U'; \ |
| 123 | diag = IsUnitDiag ? 'U' : 'N'; \ |
| 124 | \ |
| 125 | /* call ?TRMV*/ \ |
| 126 | MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \ |
| 127 | \ |
| 128 | /* Add op(a_tr)rhs into res*/ \ |
| 129 | MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \ |
| 130 | /* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \ |
| 131 | if (size<(std::max)(rows,cols)) { \ |
| 132 | typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \ |
| 133 | if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ |
| 134 | x = x_tmp.data(); \ |
| 135 | if (size<rows) { \ |
| 136 | y = _res + size*resIncr; \ |
| 137 | a = _lhs + size; \ |
| 138 | m = rows-size; \ |
| 139 | n = size; \ |
| 140 | } \ |
| 141 | else { \ |
| 142 | x += size; \ |
| 143 | y = _res; \ |
| 144 | a = _lhs + size*lda; \ |
| 145 | m = size; \ |
| 146 | n = cols-size; \ |
| 147 | } \ |
| 148 | MKLPREFIX##gemv(&trans, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \ |
| 149 | } \ |
| 150 | } \ |
| 151 | }; |
| 152 | |
| 153 | EIGEN_MKL_TRMV_CM(double, double, d, d) |
| 154 | EIGEN_MKL_TRMV_CM(dcomplex, MKL_Complex16, cd, z) |
| 155 | EIGEN_MKL_TRMV_CM(float, float, f, s) |
| 156 | EIGEN_MKL_TRMV_CM(scomplex, MKL_Complex8, cf, c) |
| 157 | |
| 158 | // implements row-major: res += alpha * op(triangular) * vector |
| 159 | #define EIGEN_MKL_TRMV_RM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ |
| 160 | template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \ |
| 161 | struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor> { \ |
| 162 | enum { \ |
| 163 | IsLower = (Mode&Lower) == Lower, \ |
| 164 | SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ |
| 165 | IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ |
| 166 | IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ |
| 167 | LowUp = IsLower ? Lower : Upper \ |
| 168 | }; \ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 169 | static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \ |
| 170 | const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 171 | { \ |
| 172 | if (IsZeroDiag) { \ |
| 173 | triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor,BuiltIn>::run( \ |
Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 174 | _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ |
Narayan Kamath | c981c48 | 2012-11-02 10:59:05 +0000 | [diff] [blame] | 175 | return; \ |
| 176 | }\ |
| 177 | Index size = (std::min)(_rows,_cols); \ |
| 178 | Index rows = IsLower ? _rows : size; \ |
| 179 | Index cols = IsLower ? size : _cols; \ |
| 180 | \ |
| 181 | typedef VectorX##EIGPREFIX VectorRhs; \ |
| 182 | EIGTYPE *x, *y;\ |
| 183 | \ |
| 184 | /* Set x*/ \ |
| 185 | Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \ |
| 186 | VectorRhs x_tmp; \ |
| 187 | if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ |
| 188 | x = x_tmp.data(); \ |
| 189 | \ |
| 190 | /* Square part handling */\ |
| 191 | \ |
| 192 | char trans, uplo, diag; \ |
| 193 | MKL_INT m, n, lda, incx, incy; \ |
| 194 | EIGTYPE const *a; \ |
| 195 | MKLTYPE alpha_, beta_; \ |
| 196 | assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \ |
| 197 | assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \ |
| 198 | \ |
| 199 | /* Set m, n */ \ |
| 200 | n = (MKL_INT)size; \ |
| 201 | lda = lhsStride; \ |
| 202 | incx = 1; \ |
| 203 | incy = resIncr; \ |
| 204 | \ |
| 205 | /* Set uplo, trans and diag*/ \ |
| 206 | trans = ConjLhs ? 'C' : 'T'; \ |
| 207 | uplo = IsLower ? 'U' : 'L'; \ |
| 208 | diag = IsUnitDiag ? 'U' : 'N'; \ |
| 209 | \ |
| 210 | /* call ?TRMV*/ \ |
| 211 | MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \ |
| 212 | \ |
| 213 | /* Add op(a_tr)rhs into res*/ \ |
| 214 | MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \ |
| 215 | /* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \ |
| 216 | if (size<(std::max)(rows,cols)) { \ |
| 217 | typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \ |
| 218 | if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ |
| 219 | x = x_tmp.data(); \ |
| 220 | if (size<rows) { \ |
| 221 | y = _res + size*resIncr; \ |
| 222 | a = _lhs + size*lda; \ |
| 223 | m = rows-size; \ |
| 224 | n = size; \ |
| 225 | } \ |
| 226 | else { \ |
| 227 | x += size; \ |
| 228 | y = _res; \ |
| 229 | a = _lhs + size; \ |
| 230 | m = size; \ |
| 231 | n = cols-size; \ |
| 232 | } \ |
| 233 | MKLPREFIX##gemv(&trans, &n, &m, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \ |
| 234 | } \ |
| 235 | } \ |
| 236 | }; |
| 237 | |
| 238 | EIGEN_MKL_TRMV_RM(double, double, d, d) |
| 239 | EIGEN_MKL_TRMV_RM(dcomplex, MKL_Complex16, cd, z) |
| 240 | EIGEN_MKL_TRMV_RM(float, float, f, s) |
| 241 | EIGEN_MKL_TRMV_RM(scomplex, MKL_Complex8, cf, c) |
| 242 | |
| 243 | } // end namespase internal |
| 244 | |
| 245 | } // end namespace Eigen |
| 246 | |
| 247 | #endif // EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H |