Squashed 'third_party/eigen/' content from commit 61d72f6
Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/blas/level3_impl.h b/blas/level3_impl.h
new file mode 100644
index 0000000..07dbc22
--- /dev/null
+++ b/blas/level3_impl.h
@@ -0,0 +1,634 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#include "common.h"
+
+int EIGEN_BLAS_FUNC(gemm)(char *opa, char *opb, int *m, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
+{
+// std::cerr << "in gemm " << *opa << " " << *opb << " " << *m << " " << *n << " " << *k << " " << *lda << " " << *ldb << " " << *ldc << " " << *palpha << " " << *pbeta << "\n";
+ typedef void (*functype)(DenseIndex, DenseIndex, DenseIndex, const Scalar *, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, Scalar, internal::level3_blocking<Scalar,Scalar>&, Eigen::internal::GemmParallelInfo<DenseIndex>*);
+ static functype func[12];
+
+ static bool init = false;
+ if(!init)
+ {
+ for(int k=0; k<12; ++k)
+ func[k] = 0;
+ func[NOTR | (NOTR << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,ColMajor,false,Scalar,ColMajor,false,ColMajor>::run);
+ func[TR | (NOTR << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,false,Scalar,ColMajor,false,ColMajor>::run);
+ func[ADJ | (NOTR << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,false,ColMajor>::run);
+ func[NOTR | (TR << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,false,ColMajor>::run);
+ func[TR | (TR << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,false,Scalar,RowMajor,false,ColMajor>::run);
+ func[ADJ | (TR << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,RowMajor,false,ColMajor>::run);
+ func[NOTR | (ADJ << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,Conj, ColMajor>::run);
+ func[TR | (ADJ << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,false,Scalar,RowMajor,Conj, ColMajor>::run);
+ func[ADJ | (ADJ << 2)] = (internal::general_matrix_matrix_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,RowMajor,Conj, ColMajor>::run);
+ init = true;
+ }
+
+ Scalar* a = reinterpret_cast<Scalar*>(pa);
+ Scalar* b = reinterpret_cast<Scalar*>(pb);
+ Scalar* c = reinterpret_cast<Scalar*>(pc);
+ Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+ Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
+
+ int info = 0;
+ if(OP(*opa)==INVALID) info = 1;
+ else if(OP(*opb)==INVALID) info = 2;
+ else if(*m<0) info = 3;
+ else if(*n<0) info = 4;
+ else if(*k<0) info = 5;
+ else if(*lda<std::max(1,(OP(*opa)==NOTR)?*m:*k)) info = 8;
+ else if(*ldb<std::max(1,(OP(*opb)==NOTR)?*k:*n)) info = 10;
+ else if(*ldc<std::max(1,*m)) info = 13;
+ if(info)
+ return xerbla_(SCALAR_SUFFIX_UP"GEMM ",&info,6);
+
+ if(beta!=Scalar(1))
+ {
+ if(beta==Scalar(0)) matrix(c, *m, *n, *ldc).setZero();
+ else matrix(c, *m, *n, *ldc) *= beta;
+ }
+
+ internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic> blocking(*m,*n,*k);
+
+ int code = OP(*opa) | (OP(*opb) << 2);
+ func[code](*m, *n, *k, a, *lda, b, *ldb, c, *ldc, alpha, blocking, 0);
+ return 0;
+}
+
+int EIGEN_BLAS_FUNC(trsm)(char *side, char *uplo, char *opa, char *diag, int *m, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb)
+{
+// std::cerr << "in trsm " << *side << " " << *uplo << " " << *opa << " " << *diag << " " << *m << "," << *n << " " << *palpha << " " << *lda << " " << *ldb<< "\n";
+ typedef void (*functype)(DenseIndex, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, internal::level3_blocking<Scalar,Scalar>&);
+ static functype func[32];
+
+ static bool init = false;
+ if(!init)
+ {
+ for(int k=0; k<32; ++k)
+ func[k] = 0;
+
+ func[NOTR | (LEFT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|0, false,ColMajor,ColMajor>::run);
+ func[TR | (LEFT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|0, false,RowMajor,ColMajor>::run);
+ func[ADJ | (LEFT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|0, Conj, RowMajor,ColMajor>::run);
+
+ func[NOTR | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|0, false,ColMajor,ColMajor>::run);
+ func[TR | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|0, false,RowMajor,ColMajor>::run);
+ func[ADJ | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|0, Conj, RowMajor,ColMajor>::run);
+
+ func[NOTR | (LEFT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|0, false,ColMajor,ColMajor>::run);
+ func[TR | (LEFT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|0, false,RowMajor,ColMajor>::run);
+ func[ADJ | (LEFT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|0, Conj, RowMajor,ColMajor>::run);
+
+ func[NOTR | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|0, false,ColMajor,ColMajor>::run);
+ func[TR | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|0, false,RowMajor,ColMajor>::run);
+ func[ADJ | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|0, Conj, RowMajor,ColMajor>::run);
+
+
+ func[NOTR | (LEFT << 2) | (UP << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|UnitDiag,false,ColMajor,ColMajor>::run);
+ func[TR | (LEFT << 2) | (UP << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|UnitDiag,false,RowMajor,ColMajor>::run);
+ func[ADJ | (LEFT << 2) | (UP << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|UnitDiag,Conj, RowMajor,ColMajor>::run);
+
+ func[NOTR | (RIGHT << 2) | (UP << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|UnitDiag,false,ColMajor,ColMajor>::run);
+ func[TR | (RIGHT << 2) | (UP << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|UnitDiag,false,RowMajor,ColMajor>::run);
+ func[ADJ | (RIGHT << 2) | (UP << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|UnitDiag,Conj, RowMajor,ColMajor>::run);
+
+ func[NOTR | (LEFT << 2) | (LO << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Lower|UnitDiag,false,ColMajor,ColMajor>::run);
+ func[TR | (LEFT << 2) | (LO << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|UnitDiag,false,RowMajor,ColMajor>::run);
+ func[ADJ | (LEFT << 2) | (LO << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheLeft, Upper|UnitDiag,Conj, RowMajor,ColMajor>::run);
+
+ func[NOTR | (RIGHT << 2) | (LO << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Lower|UnitDiag,false,ColMajor,ColMajor>::run);
+ func[TR | (RIGHT << 2) | (LO << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|UnitDiag,false,RowMajor,ColMajor>::run);
+ func[ADJ | (RIGHT << 2) | (LO << 3) | (UNIT << 4)] = (internal::triangular_solve_matrix<Scalar,DenseIndex,OnTheRight,Upper|UnitDiag,Conj, RowMajor,ColMajor>::run);
+
+ init = true;
+ }
+
+ Scalar* a = reinterpret_cast<Scalar*>(pa);
+ Scalar* b = reinterpret_cast<Scalar*>(pb);
+ Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+
+ int info = 0;
+ if(SIDE(*side)==INVALID) info = 1;
+ else if(UPLO(*uplo)==INVALID) info = 2;
+ else if(OP(*opa)==INVALID) info = 3;
+ else if(DIAG(*diag)==INVALID) info = 4;
+ else if(*m<0) info = 5;
+ else if(*n<0) info = 6;
+ else if(*lda<std::max(1,(SIDE(*side)==LEFT)?*m:*n)) info = 9;
+ else if(*ldb<std::max(1,*m)) info = 11;
+ if(info)
+ return xerbla_(SCALAR_SUFFIX_UP"TRSM ",&info,6);
+
+ int code = OP(*opa) | (SIDE(*side) << 2) | (UPLO(*uplo) << 3) | (DIAG(*diag) << 4);
+
+ if(SIDE(*side)==LEFT)
+ {
+ internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic,4> blocking(*m,*n,*m);
+ func[code](*m, *n, a, *lda, b, *ldb, blocking);
+ }
+ else
+ {
+ internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic,4> blocking(*m,*n,*n);
+ func[code](*n, *m, a, *lda, b, *ldb, blocking);
+ }
+
+ if(alpha!=Scalar(1))
+ matrix(b,*m,*n,*ldb) *= alpha;
+
+ return 0;
+}
+
+
+// b = alpha*op(a)*b for side = 'L'or'l'
+// b = alpha*b*op(a) for side = 'R'or'r'
+int EIGEN_BLAS_FUNC(trmm)(char *side, char *uplo, char *opa, char *diag, int *m, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb)
+{
+// std::cerr << "in trmm " << *side << " " << *uplo << " " << *opa << " " << *diag << " " << *m << " " << *n << " " << *lda << " " << *ldb << " " << *palpha << "\n";
+ typedef void (*functype)(DenseIndex, DenseIndex, DenseIndex, const Scalar *, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, const Scalar&, internal::level3_blocking<Scalar,Scalar>&);
+ static functype func[32];
+ static bool init = false;
+ if(!init)
+ {
+ for(int k=0; k<32; ++k)
+ func[k] = 0;
+
+ func[NOTR | (LEFT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0, true, ColMajor,false,ColMajor,false,ColMajor>::run);
+ func[TR | (LEFT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0, true, RowMajor,false,ColMajor,false,ColMajor>::run);
+ func[ADJ | (LEFT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0, true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
+
+ func[NOTR | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0, false,ColMajor,false,ColMajor,false,ColMajor>::run);
+ func[TR | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0, false,ColMajor,false,RowMajor,false,ColMajor>::run);
+ func[ADJ | (RIGHT << 2) | (UP << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0, false,ColMajor,false,RowMajor,Conj, ColMajor>::run);
+
+ func[NOTR | (LEFT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0, true, ColMajor,false,ColMajor,false,ColMajor>::run);
+ func[TR | (LEFT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0, true, RowMajor,false,ColMajor,false,ColMajor>::run);
+ func[ADJ | (LEFT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0, true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
+
+ func[NOTR | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|0, false,ColMajor,false,ColMajor,false,ColMajor>::run);
+ func[TR | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0, false,ColMajor,false,RowMajor,false,ColMajor>::run);
+ func[ADJ | (RIGHT << 2) | (LO << 3) | (NUNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|0, false,ColMajor,false,RowMajor,Conj, ColMajor>::run);
+
+ func[NOTR | (LEFT << 2) | (UP << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,true, ColMajor,false,ColMajor,false,ColMajor>::run);
+ func[TR | (LEFT << 2) | (UP << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,true, RowMajor,false,ColMajor,false,ColMajor>::run);
+ func[ADJ | (LEFT << 2) | (UP << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
+
+ func[NOTR | (RIGHT << 2) | (UP << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,false,ColMajor,false,ColMajor,false,ColMajor>::run);
+ func[TR | (RIGHT << 2) | (UP << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,false,ColMajor,false,RowMajor,false,ColMajor>::run);
+ func[ADJ | (RIGHT << 2) | (UP << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,false,ColMajor,false,RowMajor,Conj, ColMajor>::run);
+
+ func[NOTR | (LEFT << 2) | (LO << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,true, ColMajor,false,ColMajor,false,ColMajor>::run);
+ func[TR | (LEFT << 2) | (LO << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,true, RowMajor,false,ColMajor,false,ColMajor>::run);
+ func[ADJ | (LEFT << 2) | (LO << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
+
+ func[NOTR | (RIGHT << 2) | (LO << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Lower|UnitDiag,false,ColMajor,false,ColMajor,false,ColMajor>::run);
+ func[TR | (RIGHT << 2) | (LO << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,false,ColMajor,false,RowMajor,false,ColMajor>::run);
+ func[ADJ | (RIGHT << 2) | (LO << 3) | (UNIT << 4)] = (internal::product_triangular_matrix_matrix<Scalar,DenseIndex,Upper|UnitDiag,false,ColMajor,false,RowMajor,Conj, ColMajor>::run);
+
+ init = true;
+ }
+
+ Scalar* a = reinterpret_cast<Scalar*>(pa);
+ Scalar* b = reinterpret_cast<Scalar*>(pb);
+ Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+
+ int info = 0;
+ if(SIDE(*side)==INVALID) info = 1;
+ else if(UPLO(*uplo)==INVALID) info = 2;
+ else if(OP(*opa)==INVALID) info = 3;
+ else if(DIAG(*diag)==INVALID) info = 4;
+ else if(*m<0) info = 5;
+ else if(*n<0) info = 6;
+ else if(*lda<std::max(1,(SIDE(*side)==LEFT)?*m:*n)) info = 9;
+ else if(*ldb<std::max(1,*m)) info = 11;
+ if(info)
+ return xerbla_(SCALAR_SUFFIX_UP"TRMM ",&info,6);
+
+ int code = OP(*opa) | (SIDE(*side) << 2) | (UPLO(*uplo) << 3) | (DIAG(*diag) << 4);
+
+ if(*m==0 || *n==0)
+ return 1;
+
+ // FIXME find a way to avoid this copy
+ Matrix<Scalar,Dynamic,Dynamic,ColMajor> tmp = matrix(b,*m,*n,*ldb);
+ matrix(b,*m,*n,*ldb).setZero();
+
+ if(SIDE(*side)==LEFT)
+ {
+ internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic,4> blocking(*m,*n,*m);
+ func[code](*m, *n, *m, a, *lda, tmp.data(), tmp.outerStride(), b, *ldb, alpha, blocking);
+ }
+ else
+ {
+ internal::gemm_blocking_space<ColMajor,Scalar,Scalar,Dynamic,Dynamic,Dynamic,4> blocking(*m,*n,*n);
+ func[code](*m, *n, *n, tmp.data(), tmp.outerStride(), a, *lda, b, *ldb, alpha, blocking);
+ }
+ return 1;
+}
+
+// c = alpha*a*b + beta*c for side = 'L'or'l'
+// c = alpha*b*a + beta*c for side = 'R'or'r
+int EIGEN_BLAS_FUNC(symm)(char *side, char *uplo, int *m, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
+{
+// std::cerr << "in symm " << *side << " " << *uplo << " " << *m << "x" << *n << " lda:" << *lda << " ldb:" << *ldb << " ldc:" << *ldc << " alpha:" << *palpha << " beta:" << *pbeta << "\n";
+ Scalar* a = reinterpret_cast<Scalar*>(pa);
+ Scalar* b = reinterpret_cast<Scalar*>(pb);
+ Scalar* c = reinterpret_cast<Scalar*>(pc);
+ Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+ Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
+
+ int info = 0;
+ if(SIDE(*side)==INVALID) info = 1;
+ else if(UPLO(*uplo)==INVALID) info = 2;
+ else if(*m<0) info = 3;
+ else if(*n<0) info = 4;
+ else if(*lda<std::max(1,(SIDE(*side)==LEFT)?*m:*n)) info = 7;
+ else if(*ldb<std::max(1,*m)) info = 9;
+ else if(*ldc<std::max(1,*m)) info = 12;
+ if(info)
+ return xerbla_(SCALAR_SUFFIX_UP"SYMM ",&info,6);
+
+ if(beta!=Scalar(1))
+ {
+ if(beta==Scalar(0)) matrix(c, *m, *n, *ldc).setZero();
+ else matrix(c, *m, *n, *ldc) *= beta;
+ }
+
+ if(*m==0 || *n==0)
+ {
+ return 1;
+ }
+
+ #if ISCOMPLEX
+ // FIXME add support for symmetric complex matrix
+ int size = (SIDE(*side)==LEFT) ? (*m) : (*n);
+ Matrix<Scalar,Dynamic,Dynamic,ColMajor> matA(size,size);
+ if(UPLO(*uplo)==UP)
+ {
+ matA.triangularView<Upper>() = matrix(a,size,size,*lda);
+ matA.triangularView<Lower>() = matrix(a,size,size,*lda).transpose();
+ }
+ else if(UPLO(*uplo)==LO)
+ {
+ matA.triangularView<Lower>() = matrix(a,size,size,*lda);
+ matA.triangularView<Upper>() = matrix(a,size,size,*lda).transpose();
+ }
+ if(SIDE(*side)==LEFT)
+ matrix(c, *m, *n, *ldc) += alpha * matA * matrix(b, *m, *n, *ldb);
+ else if(SIDE(*side)==RIGHT)
+ matrix(c, *m, *n, *ldc) += alpha * matrix(b, *m, *n, *ldb) * matA;
+ #else
+ if(SIDE(*side)==LEFT)
+ if(UPLO(*uplo)==UP) internal::product_selfadjoint_matrix<Scalar, DenseIndex, RowMajor,true,false, ColMajor,false,false, ColMajor>::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
+ else if(UPLO(*uplo)==LO) internal::product_selfadjoint_matrix<Scalar, DenseIndex, ColMajor,true,false, ColMajor,false,false, ColMajor>::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
+ else return 0;
+ else if(SIDE(*side)==RIGHT)
+ if(UPLO(*uplo)==UP) internal::product_selfadjoint_matrix<Scalar, DenseIndex, ColMajor,false,false, RowMajor,true,false, ColMajor>::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);
+ else if(UPLO(*uplo)==LO) internal::product_selfadjoint_matrix<Scalar, DenseIndex, ColMajor,false,false, ColMajor,true,false, ColMajor>::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);
+ else return 0;
+ else
+ return 0;
+ #endif
+
+ return 0;
+}
+
+// c = alpha*a*a' + beta*c for op = 'N'or'n'
+// c = alpha*a'*a + beta*c for op = 'T'or't','C'or'c'
+int EIGEN_BLAS_FUNC(syrk)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pbeta, RealScalar *pc, int *ldc)
+{
+// std::cerr << "in syrk " << *uplo << " " << *op << " " << *n << " " << *k << " " << *palpha << " " << *lda << " " << *pbeta << " " << *ldc << "\n";
+ #if !ISCOMPLEX
+ typedef void (*functype)(DenseIndex, DenseIndex, const Scalar *, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, const Scalar&);
+ static functype func[8];
+
+ static bool init = false;
+ if(!init)
+ {
+ for(int k=0; k<8; ++k)
+ func[k] = 0;
+
+ func[NOTR | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,ColMajor,Conj, Upper>::run);
+ func[TR | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,false,Scalar,ColMajor,ColMajor,Conj, Upper>::run);
+ func[ADJ | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,ColMajor,false,Upper>::run);
+
+ func[NOTR | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,ColMajor,Conj, Lower>::run);
+ func[TR | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,false,Scalar,ColMajor,ColMajor,Conj, Lower>::run);
+ func[ADJ | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,ColMajor,false,Lower>::run);
+
+ init = true;
+ }
+ #endif
+
+ Scalar* a = reinterpret_cast<Scalar*>(pa);
+ Scalar* c = reinterpret_cast<Scalar*>(pc);
+ Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+ Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
+
+ int info = 0;
+ if(UPLO(*uplo)==INVALID) info = 1;
+ else if(OP(*op)==INVALID) info = 2;
+ else if(*n<0) info = 3;
+ else if(*k<0) info = 4;
+ else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k)) info = 7;
+ else if(*ldc<std::max(1,*n)) info = 10;
+ if(info)
+ return xerbla_(SCALAR_SUFFIX_UP"SYRK ",&info,6);
+
+ if(beta!=Scalar(1))
+ {
+ if(UPLO(*uplo)==UP)
+ if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Upper>().setZero();
+ else matrix(c, *n, *n, *ldc).triangularView<Upper>() *= beta;
+ else
+ if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Lower>().setZero();
+ else matrix(c, *n, *n, *ldc).triangularView<Lower>() *= beta;
+ }
+
+ #if ISCOMPLEX
+ // FIXME add support for symmetric complex matrix
+ if(UPLO(*uplo)==UP)
+ {
+ if(OP(*op)==NOTR)
+ matrix(c, *n, *n, *ldc).triangularView<Upper>() += alpha * matrix(a,*n,*k,*lda) * matrix(a,*n,*k,*lda).transpose();
+ else
+ matrix(c, *n, *n, *ldc).triangularView<Upper>() += alpha * matrix(a,*k,*n,*lda).transpose() * matrix(a,*k,*n,*lda);
+ }
+ else
+ {
+ if(OP(*op)==NOTR)
+ matrix(c, *n, *n, *ldc).triangularView<Lower>() += alpha * matrix(a,*n,*k,*lda) * matrix(a,*n,*k,*lda).transpose();
+ else
+ matrix(c, *n, *n, *ldc).triangularView<Lower>() += alpha * matrix(a,*k,*n,*lda).transpose() * matrix(a,*k,*n,*lda);
+ }
+ #else
+ int code = OP(*op) | (UPLO(*uplo) << 2);
+ func[code](*n, *k, a, *lda, a, *lda, c, *ldc, alpha);
+ #endif
+
+ return 0;
+}
+
+// c = alpha*a*b' + alpha*b*a' + beta*c for op = 'N'or'n'
+// c = alpha*a'*b + alpha*b'*a + beta*c for op = 'T'or't'
+int EIGEN_BLAS_FUNC(syr2k)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
+{
+ Scalar* a = reinterpret_cast<Scalar*>(pa);
+ Scalar* b = reinterpret_cast<Scalar*>(pb);
+ Scalar* c = reinterpret_cast<Scalar*>(pc);
+ Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+ Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
+
+ int info = 0;
+ if(UPLO(*uplo)==INVALID) info = 1;
+ else if(OP(*op)==INVALID) info = 2;
+ else if(*n<0) info = 3;
+ else if(*k<0) info = 4;
+ else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k)) info = 7;
+ else if(*ldb<std::max(1,(OP(*op)==NOTR)?*n:*k)) info = 9;
+ else if(*ldc<std::max(1,*n)) info = 12;
+ if(info)
+ return xerbla_(SCALAR_SUFFIX_UP"SYR2K",&info,6);
+
+ if(beta!=Scalar(1))
+ {
+ if(UPLO(*uplo)==UP)
+ if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Upper>().setZero();
+ else matrix(c, *n, *n, *ldc).triangularView<Upper>() *= beta;
+ else
+ if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Lower>().setZero();
+ else matrix(c, *n, *n, *ldc).triangularView<Lower>() *= beta;
+ }
+
+ if(*k==0)
+ return 1;
+
+ if(OP(*op)==NOTR)
+ {
+ if(UPLO(*uplo)==UP)
+ {
+ matrix(c, *n, *n, *ldc).triangularView<Upper>()
+ += alpha *matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).transpose()
+ + alpha*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).transpose();
+ }
+ else if(UPLO(*uplo)==LO)
+ matrix(c, *n, *n, *ldc).triangularView<Lower>()
+ += alpha*matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).transpose()
+ + alpha*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).transpose();
+ }
+ else if(OP(*op)==TR || OP(*op)==ADJ)
+ {
+ if(UPLO(*uplo)==UP)
+ matrix(c, *n, *n, *ldc).triangularView<Upper>()
+ += alpha*matrix(a, *k, *n, *lda).transpose()*matrix(b, *k, *n, *ldb)
+ + alpha*matrix(b, *k, *n, *ldb).transpose()*matrix(a, *k, *n, *lda);
+ else if(UPLO(*uplo)==LO)
+ matrix(c, *n, *n, *ldc).triangularView<Lower>()
+ += alpha*matrix(a, *k, *n, *lda).transpose()*matrix(b, *k, *n, *ldb)
+ + alpha*matrix(b, *k, *n, *ldb).transpose()*matrix(a, *k, *n, *lda);
+ }
+
+ return 0;
+}
+
+
+#if ISCOMPLEX
+
+// c = alpha*a*b + beta*c for side = 'L'or'l'
+// c = alpha*b*a + beta*c for side = 'R'or'r
+int EIGEN_BLAS_FUNC(hemm)(char *side, char *uplo, int *m, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
+{
+ Scalar* a = reinterpret_cast<Scalar*>(pa);
+ Scalar* b = reinterpret_cast<Scalar*>(pb);
+ Scalar* c = reinterpret_cast<Scalar*>(pc);
+ Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+ Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
+
+// std::cerr << "in hemm " << *side << " " << *uplo << " " << *m << " " << *n << " " << alpha << " " << *lda << " " << beta << " " << *ldc << "\n";
+
+ int info = 0;
+ if(SIDE(*side)==INVALID) info = 1;
+ else if(UPLO(*uplo)==INVALID) info = 2;
+ else if(*m<0) info = 3;
+ else if(*n<0) info = 4;
+ else if(*lda<std::max(1,(SIDE(*side)==LEFT)?*m:*n)) info = 7;
+ else if(*ldb<std::max(1,*m)) info = 9;
+ else if(*ldc<std::max(1,*m)) info = 12;
+ if(info)
+ return xerbla_(SCALAR_SUFFIX_UP"HEMM ",&info,6);
+
+ if(beta==Scalar(0)) matrix(c, *m, *n, *ldc).setZero();
+ else if(beta!=Scalar(1)) matrix(c, *m, *n, *ldc) *= beta;
+
+ if(*m==0 || *n==0)
+ {
+ return 1;
+ }
+
+ if(SIDE(*side)==LEFT)
+ {
+ if(UPLO(*uplo)==UP) internal::product_selfadjoint_matrix<Scalar,DenseIndex,RowMajor,true,Conj, ColMajor,false,false, ColMajor>
+ ::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
+ else if(UPLO(*uplo)==LO) internal::product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,true,false, ColMajor,false,false, ColMajor>
+ ::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
+ else return 0;
+ }
+ else if(SIDE(*side)==RIGHT)
+ {
+ if(UPLO(*uplo)==UP) matrix(c,*m,*n,*ldc) += alpha * matrix(b,*m,*n,*ldb) * matrix(a,*n,*n,*lda).selfadjointView<Upper>();/*internal::product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,false,false, RowMajor,true,Conj, ColMajor>
+ ::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);*/
+ else if(UPLO(*uplo)==LO) internal::product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,false,false, ColMajor,true,false, ColMajor>
+ ::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);
+ else return 0;
+ }
+ else
+ {
+ return 0;
+ }
+
+ return 0;
+}
+
+// c = alpha*a*conj(a') + beta*c for op = 'N'or'n'
+// c = alpha*conj(a')*a + beta*c for op = 'C'or'c'
+int EIGEN_BLAS_FUNC(herk)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pbeta, RealScalar *pc, int *ldc)
+{
+ typedef void (*functype)(DenseIndex, DenseIndex, const Scalar *, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, const Scalar&);
+ static functype func[8];
+
+ static bool init = false;
+ if(!init)
+ {
+ for(int k=0; k<8; ++k)
+ func[k] = 0;
+
+ func[NOTR | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,Conj, ColMajor,Upper>::run);
+ func[ADJ | (UP << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,false,ColMajor,Upper>::run);
+
+ func[NOTR | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,ColMajor,false,Scalar,RowMajor,Conj, ColMajor,Lower>::run);
+ func[ADJ | (LO << 2)] = (internal::general_matrix_matrix_triangular_product<DenseIndex,Scalar,RowMajor,Conj, Scalar,ColMajor,false,ColMajor,Lower>::run);
+
+ init = true;
+ }
+
+ Scalar* a = reinterpret_cast<Scalar*>(pa);
+ Scalar* c = reinterpret_cast<Scalar*>(pc);
+ RealScalar alpha = *palpha;
+ RealScalar beta = *pbeta;
+
+// std::cerr << "in herk " << *uplo << " " << *op << " " << *n << " " << *k << " " << alpha << " " << *lda << " " << beta << " " << *ldc << "\n";
+
+ int info = 0;
+ if(UPLO(*uplo)==INVALID) info = 1;
+ else if((OP(*op)==INVALID) || (OP(*op)==TR)) info = 2;
+ else if(*n<0) info = 3;
+ else if(*k<0) info = 4;
+ else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k)) info = 7;
+ else if(*ldc<std::max(1,*n)) info = 10;
+ if(info)
+ return xerbla_(SCALAR_SUFFIX_UP"HERK ",&info,6);
+
+ int code = OP(*op) | (UPLO(*uplo) << 2);
+
+ if(beta!=RealScalar(1))
+ {
+ if(UPLO(*uplo)==UP)
+ if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Upper>().setZero();
+ else matrix(c, *n, *n, *ldc).triangularView<StrictlyUpper>() *= beta;
+ else
+ if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Lower>().setZero();
+ else matrix(c, *n, *n, *ldc).triangularView<StrictlyLower>() *= beta;
+
+ if(beta!=Scalar(0))
+ {
+ matrix(c, *n, *n, *ldc).diagonal().real() *= beta;
+ matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
+ }
+ }
+
+ if(*k>0 && alpha!=RealScalar(0))
+ {
+ func[code](*n, *k, a, *lda, a, *lda, c, *ldc, alpha);
+ matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
+ }
+ return 0;
+}
+
+// c = alpha*a*conj(b') + conj(alpha)*b*conj(a') + beta*c, for op = 'N'or'n'
+// c = alpha*conj(a')*b + conj(alpha)*conj(b')*a + beta*c, for op = 'C'or'c'
+int EIGEN_BLAS_FUNC(her2k)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
+{
+ Scalar* a = reinterpret_cast<Scalar*>(pa);
+ Scalar* b = reinterpret_cast<Scalar*>(pb);
+ Scalar* c = reinterpret_cast<Scalar*>(pc);
+ Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+ RealScalar beta = *pbeta;
+
+ int info = 0;
+ if(UPLO(*uplo)==INVALID) info = 1;
+ else if((OP(*op)==INVALID) || (OP(*op)==TR)) info = 2;
+ else if(*n<0) info = 3;
+ else if(*k<0) info = 4;
+ else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k)) info = 7;
+ else if(*lda<std::max(1,(OP(*op)==NOTR)?*n:*k)) info = 9;
+ else if(*ldc<std::max(1,*n)) info = 12;
+ if(info)
+ return xerbla_(SCALAR_SUFFIX_UP"HER2K",&info,6);
+
+ if(beta!=RealScalar(1))
+ {
+ if(UPLO(*uplo)==UP)
+ if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Upper>().setZero();
+ else matrix(c, *n, *n, *ldc).triangularView<StrictlyUpper>() *= beta;
+ else
+ if(beta==Scalar(0)) matrix(c, *n, *n, *ldc).triangularView<Lower>().setZero();
+ else matrix(c, *n, *n, *ldc).triangularView<StrictlyLower>() *= beta;
+
+ if(beta!=Scalar(0))
+ {
+ matrix(c, *n, *n, *ldc).diagonal().real() *= beta;
+ matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
+ }
+ }
+ else if(*k>0 && alpha!=Scalar(0))
+ matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
+
+ if(*k==0)
+ return 1;
+
+ if(OP(*op)==NOTR)
+ {
+ if(UPLO(*uplo)==UP)
+ {
+ matrix(c, *n, *n, *ldc).triangularView<Upper>()
+ += alpha *matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).adjoint()
+ + numext::conj(alpha)*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).adjoint();
+ }
+ else if(UPLO(*uplo)==LO)
+ matrix(c, *n, *n, *ldc).triangularView<Lower>()
+ += alpha*matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).adjoint()
+ + numext::conj(alpha)*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).adjoint();
+ }
+ else if(OP(*op)==ADJ)
+ {
+ if(UPLO(*uplo)==UP)
+ matrix(c, *n, *n, *ldc).triangularView<Upper>()
+ += alpha*matrix(a, *k, *n, *lda).adjoint()*matrix(b, *k, *n, *ldb)
+ + numext::conj(alpha)*matrix(b, *k, *n, *ldb).adjoint()*matrix(a, *k, *n, *lda);
+ else if(UPLO(*uplo)==LO)
+ matrix(c, *n, *n, *ldc).triangularView<Lower>()
+ += alpha*matrix(a, *k, *n, *lda).adjoint()*matrix(b, *k, *n, *ldb)
+ + numext::conj(alpha)*matrix(b, *k, *n, *ldb).adjoint()*matrix(a, *k, *n, *lda);
+ }
+
+ return 1;
+}
+
+#endif // ISCOMPLEX