LLT_LAPACKE.h

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 ********************************************************************************
 *   Content : Eigen bindings to LAPACKe
 *     LLt decomposition based on LAPACKE_?potrf function.
 ********************************************************************************
*/
 
#ifndef EIGEN_LLT_LAPACKE_H
#define EIGEN_LLT_LAPACKE_H
 
#include "./InternalHeaderCheck.h"
 
namespace Eigen {
 
namespace internal {
 
namespace lapacke_helpers {
  // -------------------------------------------------------------------------------------------------------------------
  //        Dispatch for rank update handling upper and lower parts
  // -------------------------------------------------------------------------------------------------------------------
 
  template<UpLoType Mode>
  struct rank_update {};
 
  template<>
  struct rank_update<Lower> {
      template<typename MatrixType, typename VectorType>
      static Index run(MatrixType &mat, const VectorType &vec, const typename MatrixType::RealScalar &sigma) {
        return Eigen::internal::llt_rank_update_lower(mat, vec, sigma);
      }
  };
 
  template<>
  struct rank_update<Upper> {
      template<typename MatrixType, typename VectorType>
      static Index run(MatrixType &mat, const VectorType &vec, const typename MatrixType::RealScalar &sigma) {
        Transpose<MatrixType> matt(mat);
        return Eigen::internal::llt_rank_update_lower(matt, vec.conjugate(), sigma);
      }
  };
 
  // -------------------------------------------------------------------------------------------------------------------
  //        Generic lapacke llt implementation that hands of to the dispatches
  // -------------------------------------------------------------------------------------------------------------------
 
  template<typename Scalar, UpLoType Mode>
  struct lapacke_llt {
    EIGEN_STATIC_ASSERT(((Mode == Lower) || (Mode == Upper)),MODE_MUST_BE_UPPER_OR_LOWER)
    template<typename MatrixType>
    static Index blocked(MatrixType& m)
    {
      eigen_assert(m.rows() == m.cols());
      if(m.rows() == 0) {
        return -1;
      }
      /* Set up parameters for ?potrf */
      lapack_int size = to_lapack(m.rows());
      lapack_int matrix_order = lapack_storage_of(m);
      constexpr char uplo = Mode == Upper ? 'U' : 'L';
      Scalar* a = &(m.coeffRef(0,0));
      lapack_int lda = to_lapack(m.outerStride());
 
      lapack_int info = potrf(matrix_order, uplo, size, to_lapack(a), lda );
      info = (info==0) ? -1 : info>0 ? info-1 : size;
      return info;
    }
 
    template<typename MatrixType, typename VectorType>
    static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma)
    {
      return rank_update<Mode>::run(mat, vec, sigma);
    }
  };
}
// end namespace lapacke_helpers
 
/*
 * Here, we just put the generic implementation from lapacke_llt into a full specialization of the llt_inplace
 * type. By being a full specialization, the versions defined here thus get precedence over the generic implementation
 * in LLT.h for double, float and complex double, complex float types.
 */
 
#define EIGEN_LAPACKE_LLT(EIGTYPE) \
template<> struct llt_inplace<EIGTYPE, Lower> : public lapacke_helpers::lapacke_llt<EIGTYPE, Lower> {}; \
template<> struct llt_inplace<EIGTYPE, Upper> : public lapacke_helpers::lapacke_llt<EIGTYPE, Upper> {};
 
EIGEN_LAPACKE_LLT(double)
EIGEN_LAPACKE_LLT(float)
EIGEN_LAPACKE_LLT(std::complex<double>)
EIGEN_LAPACKE_LLT(std::complex<float>)
 
#undef EIGEN_LAPACKE_LLT
 
} // end namespace internal
 
} // end namespace Eigen
 
#endif // EIGEN_LLT_LAPACKE_H