[GitHub] piiswrong commented on a change in pull request #8577: support for lapack functions with mkl

[GitBox <gi...@apache.org>]

piiswrong commented on a change in pull request #8577: support for lapack functions with mkl
URL: https://github.com/apache/incubator-mxnet/pull/8577#discussion_r150136856
 
 

 ##########
 File path: src/operator/c_lapack_api.h
 ##########
 @@ -160,7 +162,75 @@ inline void flip<cpu, double>(int m, int n,
 }
 
 
-#if MXNET_USE_LAPACK
+#if (MSHADOW_USE_MKL && MXNET_USE_LAPACK)
+
+  // We interface with the C-interface of MKL
+  // as this is the preferred way.
+  #include <mkl_lapacke.h>
+
+  #define MXNET_LAPACK_ROW_MAJOR LAPACK_ROW_MAJOR
+  #define MXNET_LAPACK_COL_MAJOR LAPACK_COL_MAJOR
+
+  // These function have already matching signature.
+  #define MXNET_LAPACK_spotrf LAPACKE_spotrf
+  #define MXNET_LAPACK_dpotrf LAPACKE_dpotrf
+  #define MXNET_LAPACK_spotri LAPACKE_spotri
+  #define MXNET_LAPACK_dpotri LAPACKE_dpotri
+  #define mxnet_lapack_sposv  LAPACKE_sposv
+  #define mxnet_lapack_dposv  LAPACKE_dposv
+
+  // The following functions differ in signature from the
+  // MXNET_LAPACK-signature and have to be wrapped.
+  #define MXNET_LAPACK_CWRAP_GELQF(prefix, dtype) \
+  inline int MXNET_LAPACK_##prefix##gelqf(int matrix_layout, int m, int n, \
+                                          dtype *a, int lda, dtype* tau, \
+                                          dtype* work, int lwork) { \
+    if (lwork != -1) { \
+      return LAPACKE_##prefix##gelqf(matrix_layout, m, n, a, lda, tau); \
+    } \
+    *work = 0; \
+    return 0; \
+  }
+  MXNET_LAPACK_CWRAP_GELQF(s, float)
+  MXNET_LAPACK_CWRAP_GELQF(d, double)
+
+  #define MXNET_LAPACK_CWRAP_ORGLQ(prefix, dtype) \
+  inline int MXNET_LAPACK_##prefix##orglq(int matrix_layout, int m, int n, \
+                                          dtype *a, int lda, dtype* tau, \
+                                          dtype* work, int lwork) { \
+    if (lwork != -1) { \
+      return LAPACKE_##prefix##orglq(matrix_layout, m, n, m, a, lda, tau); \
+    } \
+    *work = 0; \
+    return 0; \
+  }
+  MXNET_LAPACK_CWRAP_ORGLQ(s, float)
+  MXNET_LAPACK_CWRAP_ORGLQ(d, double)
+
+  // This has to be called internally in COL_MAJOR format even when matrix_layout
+  // is row-major as otherwise the eigenvectors would be returned as cols in a
+  // row-major matrix layout (see MKL documentation).
+  // We also have to allocate at least one DType element as workspace as the
+  // calling code assumes that the workspace has at least that size.
+  #define MXNET_LAPACK_CWRAP_SYEVD(prefix, dtype) \
+  inline int MXNET_LAPACK_##prefix##syevd(int matrix_layout, char uplo, int n, dtype *a, \
 
 Review comment:
   I've been meaning to say this: why use all capitals for MXNET_LAPACK_? Its a function name right?

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