@smake/eigen 1.0.2 → 1.1.1

package/eigen/Eigen/src/SVD/BDCSVD_LAPACKE.h

@@ -0,0 +1,174 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2022 Melven Roehrig-Zoellner <Melven.Roehrig-Zoellner@DLR.de>
+// Copyright (c) 2011, Intel Corporation. All rights reserved.
+//
+// This file is based on the JacobiSVD_LAPACKE.h originally from Intel -
+// see license notice below:
+/*
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to LAPACKe
+ *    Singular Value Decomposition - SVD (divide and conquer variant)
+ ********************************************************************************
+*/
+#ifndef EIGEN_BDCSVD_LAPACKE_H
+#define EIGEN_BDCSVD_LAPACKE_H
+
+namespace Eigen {
+
+namespace internal {
+
+namespace lapacke_helpers {
+
+/** \internal Specialization for the data types supported by LAPACKe */
+
+// defining a derived class to allow access to protected members
+template <typename MatrixType_, int Options>
+class BDCSVD_LAPACKE : public BDCSVD<MatrixType_, Options> {
+  typedef BDCSVD<MatrixType_, Options> SVD;
+  typedef typename SVD::MatrixType MatrixType;
+  typedef typename SVD::Scalar Scalar;
+  typedef typename SVD::RealScalar RealScalar;
+
+ public:
+  // construct this by moving from a parent object
+  BDCSVD_LAPACKE(SVD&& svd) : SVD(std::move(svd)) {}
+
+  template <typename Derived>
+  void compute_impl_lapacke(const MatrixBase<Derived>& matrix, unsigned int computationOptions) {
+    SVD::allocate(matrix.rows(), matrix.cols(), computationOptions);
+
+    SVD::m_nonzeroSingularValues = SVD::m_diagSize;
+
+    // prepare arguments to ?gesdd
+    const lapack_int matrix_order = lapack_storage_of(matrix);
+    const char jobz = (SVD::m_computeFullU || SVD::m_computeFullV)   ? 'A'
+                      : (SVD::m_computeThinU || SVD::m_computeThinV) ? 'S'
+                                                                     : 'N';
+    const lapack_int u_cols = (jobz == 'A') ? to_lapack(SVD::rows()) : (jobz == 'S') ? to_lapack(SVD::diagSize()) : 1;
+    const lapack_int vt_rows = (jobz == 'A') ? to_lapack(SVD::cols()) : (jobz == 'S') ? to_lapack(SVD::diagSize()) : 1;
+    lapack_int ldu, ldvt;
+    Scalar *u, *vt, dummy;
+    MatrixType localU;
+    if (SVD::computeU() && !(SVD::m_computeThinU && SVD::m_computeFullV)) {
+      ldu = to_lapack(SVD::m_matrixU.outerStride());
+      u = SVD::m_matrixU.data();
+    } else if (SVD::computeV()) {
+      localU.resize(SVD::rows(), u_cols);
+      ldu = to_lapack(localU.outerStride());
+      u = localU.data();
+    } else {
+      ldu = 1;
+      u = &dummy;
+    }
+    MatrixType localV;
+    if (SVD::computeU() || SVD::computeV()) {
+      localV.resize(vt_rows, SVD::cols());
+      ldvt = to_lapack(localV.outerStride());
+      vt = localV.data();
+    } else {
+      ldvt = 1;
+      vt = &dummy;
+    }
+    MatrixType temp;
+    temp = matrix;
+
+    // actual call to ?gesdd
+    lapack_int info = gesdd(matrix_order, jobz, to_lapack(SVD::rows()), to_lapack(SVD::cols()), to_lapack(temp.data()),
+                            to_lapack(temp.outerStride()), (RealScalar*)SVD::m_singularValues.data(), to_lapack(u), ldu,
+                            to_lapack(vt), ldvt);
+
+    // Check the result of the LAPACK call
+    if (info < 0 || !SVD::m_singularValues.allFinite()) {
+      // this includes info == -4 => NaN entry in A
+      SVD::m_info = InvalidInput;
+    } else if (info > 0) {
+      SVD::m_info = NoConvergence;
+    } else {
+      SVD::m_info = Success;
+      if (SVD::m_computeThinU && SVD::m_computeFullV) {
+        SVD::m_matrixU = localU.leftCols(SVD::m_matrixU.cols());
+      }
+      if (SVD::computeV()) {
+        SVD::m_matrixV = localV.adjoint().leftCols(SVD::m_matrixV.cols());
+      }
+    }
+    SVD::m_isInitialized = true;
+  }
+};
+
+template <typename MatrixType_, int Options, typename Derived>
+BDCSVD<MatrixType_, Options>& BDCSVD_wrapper(BDCSVD<MatrixType_, Options>& svd, const MatrixBase<Derived>& matrix,
+                                             int computationOptions) {
+  // we need to move to the wrapper type and back
+  BDCSVD_LAPACKE<MatrixType_, Options> tmpSvd(std::move(svd));
+  tmpSvd.compute_impl_lapacke(matrix, computationOptions);
+  svd = std::move(tmpSvd);
+  return svd;
+}
+
+}  // end namespace lapacke_helpers
+
+}  // end namespace internal
+
+#define EIGEN_LAPACKE_SDD(EIGTYPE, EIGCOLROW, OPTIONS)                                           \
+  template <>                                                                                    \
+  template <typename Derived>                                                                    \
+  inline BDCSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, OPTIONS>&        \
+  BDCSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, OPTIONS>::compute_impl( \
+      const MatrixBase<Derived>& matrix, unsigned int computationOptions) {                      \
+    return internal::lapacke_helpers::BDCSVD_wrapper(*this, matrix, computationOptions);         \
+  }
+
+#define EIGEN_LAPACK_SDD_OPTIONS(OPTIONS)        \
+  EIGEN_LAPACKE_SDD(double, ColMajor, OPTIONS)   \
+  EIGEN_LAPACKE_SDD(float, ColMajor, OPTIONS)    \
+  EIGEN_LAPACKE_SDD(dcomplex, ColMajor, OPTIONS) \
+  EIGEN_LAPACKE_SDD(scomplex, ColMajor, OPTIONS) \
+                                                 \
+  EIGEN_LAPACKE_SDD(double, RowMajor, OPTIONS)   \
+  EIGEN_LAPACKE_SDD(float, RowMajor, OPTIONS)    \
+  EIGEN_LAPACKE_SDD(dcomplex, RowMajor, OPTIONS) \
+  EIGEN_LAPACKE_SDD(scomplex, RowMajor, OPTIONS)
+
+EIGEN_LAPACK_SDD_OPTIONS(0)
+EIGEN_LAPACK_SDD_OPTIONS(ComputeThinU)
+EIGEN_LAPACK_SDD_OPTIONS(ComputeThinV)
+EIGEN_LAPACK_SDD_OPTIONS(ComputeFullU)
+EIGEN_LAPACK_SDD_OPTIONS(ComputeFullV)
+EIGEN_LAPACK_SDD_OPTIONS(ComputeThinU | ComputeThinV)
+EIGEN_LAPACK_SDD_OPTIONS(ComputeFullU | ComputeFullV)
+EIGEN_LAPACK_SDD_OPTIONS(ComputeThinU | ComputeFullV)
+EIGEN_LAPACK_SDD_OPTIONS(ComputeFullU | ComputeThinV)
+
+#undef EIGEN_LAPACK_SDD_OPTIONS
+
+#undef EIGEN_LAPACKE_SDD
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_BDCSVD_LAPACKE_H

package/eigen/Eigen/src/SVD/InternalHeaderCheck.h

@@ -0,0 +1,3 @@
+#ifndef EIGEN_SVD_MODULE_H
+#error "Please include Eigen/SVD instead of including headers inside the src directory directly."
+#endif