JacobiSVD_LAPACKE.h
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27  ********************************************************************************
28  * Content : Eigen bindings to LAPACKe
29  * Singular Value Decomposition - SVD.
30  ********************************************************************************
31 */
32 
33 #ifndef EIGEN_JACOBISVD_LAPACKE_H
34 #define EIGEN_JACOBISVD_LAPACKE_H
35 
36 #include "./InternalHeaderCheck.h"
37 
38 namespace Eigen {
39 
42 #define EIGEN_LAPACKE_SVD(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW, OPTIONS) \
43 template<> inline \
44 JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, OPTIONS>& \
45 JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, OPTIONS>::compute_impl(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, \
46  unsigned int computationOptions) \
47 { \
48  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
49  /*typedef MatrixType::Scalar Scalar;*/ \
50  /*typedef MatrixType::RealScalar RealScalar;*/ \
51  allocate(matrix.rows(), matrix.cols(), computationOptions); \
52 \
53  /*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \
54  m_nonzeroSingularValues = m_diagSize; \
55 \
56  lapack_int lda = internal::convert_index<lapack_int>(matrix.outerStride()), ldu, ldvt; \
57  lapack_int matrix_order = LAPACKE_COLROW; \
58  char jobu, jobvt; \
59  LAPACKE_TYPE *u, *vt, dummy; \
60  jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \
61  jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \
62  if (computeU()) { \
63  ldu = internal::convert_index<lapack_int>(m_matrixU.outerStride()); \
64  u = (LAPACKE_TYPE*)m_matrixU.data(); \
65  } else { ldu=1; u=&dummy; }\
66  MatrixType localV; \
67  lapack_int vt_rows = (m_computeFullV) ? internal::convert_index<lapack_int>(m_cols) : (m_computeThinV) ? internal::convert_index<lapack_int>(m_diagSize) : 1; \
68  if (computeV()) { \
69  localV.resize(vt_rows, m_cols); \
70  ldvt = internal::convert_index<lapack_int>(localV.outerStride()); \
71  vt = (LAPACKE_TYPE*)localV.data(); \
72  } else { ldvt=1; vt=&dummy; }\
73  Matrix<LAPACKE_RTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
74  MatrixType m_temp; m_temp = matrix; \
75  lapack_int info = LAPACKE_##LAPACKE_PREFIX##gesvd( matrix_order, jobu, jobvt, internal::convert_index<lapack_int>(m_rows), internal::convert_index<lapack_int>(m_cols), (LAPACKE_TYPE*)m_temp.data(), lda, (LAPACKE_RTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \
76  /* Check the result of the LAPACK call */ \
77  if (info < 0 || !m_singularValues.allFinite()) { \
78  m_info = InvalidInput; \
79  } else if (info > 0 ) { \
80  m_info = NoConvergence; \
81  } else { \
82  m_info = Success; \
83  if (computeV()) m_matrixV = localV.adjoint(); \
84  } \
85  /* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \
86  m_isInitialized = true; \
87  return *this; \
88 }
89 
90 #define EIGEN_LAPACK_SVD_OPTIONS(OPTIONS) \
91  EIGEN_LAPACKE_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR, OPTIONS) \
92  EIGEN_LAPACKE_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR, OPTIONS) \
93  EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, ColMajor, LAPACK_COL_MAJOR, OPTIONS) \
94  EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float, float , c, ColMajor, LAPACK_COL_MAJOR, OPTIONS) \
95 \
96  EIGEN_LAPACKE_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR, OPTIONS) \
97  EIGEN_LAPACKE_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR, OPTIONS) \
98  EIGEN_LAPACKE_SVD(dcomplex, lapack_complex_double, double, z, RowMajor, LAPACK_ROW_MAJOR, OPTIONS) \
99  EIGEN_LAPACKE_SVD(scomplex, lapack_complex_float, float , c, RowMajor, LAPACK_ROW_MAJOR, OPTIONS)
100 
110 
111 } // end namespace Eigen
112 
113 #endif // EIGEN_JACOBISVD_LAPACKE_H
#define EIGEN_LAPACK_SVD_OPTIONS(OPTIONS)
@ ComputeFullV
Definition: Constants.h:399
@ ComputeThinV
Definition: Constants.h:401
@ ComputeFullU
Definition: Constants.h:395
@ ComputeThinU
Definition: Constants.h:397
: InteropHeaders
Definition: Core:139