Merge branch 'mkl-consistency'

Conflicts:
	src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs

src/NativeWrappers/MKL/lapack.cpp

@@ -8,6 +8,8 @@
 #include "lapack_common.h"
 #include "wrapper_common.h"
 #include "mkl_lapacke.h"
+#include "mkl.h"
+#include "mkl_trans.h"
 
 template<typename T>
 inline MKL_INT lu_factor(MKL_INT m, T a[], MKL_INT ipiv[],
@@ -748,4 +750,11 @@ extern "C" {
 			return eigen_complex_factor<MKL_Complex16>(n, a, vectors, values, d, LAPACKE_zgees, LAPACKE_ztrevc);
 		}
     }
+
+    DLLEXPORT void SetImprovedConsistency(void)
+    {
+        // set improved consistency for mkl and vector functions
+        mkl_cbwr_set(MKL_CBWR_COMPATIBLE);
+        vmlSetMode(VML_HA|VML_DOUBLE_CONSISTENT);
+    }
 }

src/Numerics/Numerics.csproj

@@ -156,6 +156,7 @@
     <Compile Include="Providers\LinearAlgebra\ManagedLinearAlgebraProvider.Double.cs" />
     <Compile Include="Providers\LinearAlgebra\Mkl\MklLinearAlgebraProvider.Complex.cs" />
     <Compile Include="Providers\LinearAlgebra\Mkl\MklLinearAlgebraProvider.Complex32.cs" />
+    <Compile Include="Providers\LinearAlgebra\Mkl\MklLinearAlgebraProvider.cs" />
     <Compile Include="Providers\LinearAlgebra\Mkl\MklLinearAlgebraProvider.Double.cs" />
     <Compile Include="Providers\LinearAlgebra\Mkl\MklLinearAlgebraProvider.Single.cs" />
     <Compile Include="Providers\LinearAlgebra\Mkl\SafeNativeMethods.cs" />

src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.Complex.cs

@@ -41,7 +41,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
     /// <summary>
     /// Intel's Math Kernel Library (MKL) linear algebra provider.
     /// </summary>
-    public partial class MklLinearAlgebraProvider : ManagedLinearAlgebraProvider
+    public partial class MklLinearAlgebraProvider
     {
         /// <summary>
         /// Computes the requested <see cref="Norm"/> of the matrix.

src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.Complex32.cs

@@ -40,7 +40,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
     /// <summary>
     /// Intel's Math Kernel Library (MKL) linear algebra provider.
     /// </summary>
-    public partial class MklLinearAlgebraProvider : ManagedLinearAlgebraProvider
+    public partial class MklLinearAlgebraProvider
     {
         /// <summary>
         /// Computes the requested <see cref="Norm"/> of the matrix.

src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.Single.cs

@@ -41,7 +41,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
     /// <summary>
     /// Intel's Math Kernel Library (MKL) linear algebra provider.
     /// </summary>
-    public partial class MklLinearAlgebraProvider : ManagedLinearAlgebraProvider
+    public partial class MklLinearAlgebraProvider
     {
         /// <summary>
         /// Computes the requested <see cref="Norm"/> of the matrix.

src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs

@@ -0,0 +1,51 @@
+// <copyright file="MklLinearAlgebraProvider.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2013 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+#if NATIVEMKL
+
+namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
+{
+    /// <summary>
+    /// Intel's Math Kernel Library (MKL) linear algebra provider.
+    /// </summary>
+    public partial class MklLinearAlgebraProvider : ManagedLinearAlgebraProvider
+    {
+        /// <param name="bitConsistent">If true improves MKL Consistency to get bit consistent results on repeated identical calculations</param>
+        public MklLinearAlgebraProvider(bool bitConsistent = false)
+        {
+            if (bitConsistent)
+            {
+                SafeNativeMethods.SetImprovedConsistency();
+            }
+        }
+    }
+}
+
+#endif

src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.double.cs

@@ -41,7 +41,7 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
     /// <summary>
     /// Intel's Math Kernel Library (MKL) linear algebra provider.
     /// </summary>
-    public partial class MklLinearAlgebraProvider : ManagedLinearAlgebraProvider
+    public partial class MklLinearAlgebraProvider
     {
         /// <summary>
         /// Computes the requested <see cref="Norm"/> of the matrix.

src/Numerics/Providers/LinearAlgebra/Mkl/SafeNativeMethods.cs

@@ -100,6 +100,9 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
 
         #region LAPACK
 
+        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern void SetImprovedConsistency();
+
         [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
         internal static extern float s_matrix_norm(byte norm, int rows, int columns, [In] float[] a, [In, Out] float[] work);