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
 
// IWYU pragma: private
#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);
  }
};
}  // namespace lapacke_helpers
// 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