Eigen  3.3.0
 
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SelfadjointProduct.h
1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5//
6// This Source Code Form is subject to the terms of the Mozilla
7// Public License v. 2.0. If a copy of the MPL was not distributed
8// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10#ifndef EIGEN_SELFADJOINT_PRODUCT_H
11#define EIGEN_SELFADJOINT_PRODUCT_H
12
13/**********************************************************************
14* This file implements a self adjoint product: C += A A^T updating only
15* half of the selfadjoint matrix C.
16* It corresponds to the level 3 SYRK and level 2 SYR Blas routines.
17**********************************************************************/
18
19namespace Eigen {
20
21
22template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
23struct selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo,ConjLhs,ConjRhs>
24{
25 static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha)
26 {
27 internal::conj_if<ConjRhs> cj;
28 typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
29 typedef typename internal::conditional<ConjLhs,typename OtherMap::ConjugateReturnType,const OtherMap&>::type ConjLhsType;
30 for (Index i=0; i<size; ++i)
31 {
32 Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+(UpLo==Lower ? i : 0), (UpLo==Lower ? size-i : (i+1)))
33 += (alpha * cj(vecY[i])) * ConjLhsType(OtherMap(vecX+(UpLo==Lower ? i : 0),UpLo==Lower ? size-i : (i+1)));
34 }
35 }
36};
37
38template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
39struct selfadjoint_rank1_update<Scalar,Index,RowMajor,UpLo,ConjLhs,ConjRhs>
40{
41 static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha)
42 {
43 selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo==Lower?Upper:Lower,ConjRhs,ConjLhs>::run(size,mat,stride,vecY,vecX,alpha);
44 }
45};
46
47template<typename MatrixType, typename OtherType, int UpLo, bool OtherIsVector = OtherType::IsVectorAtCompileTime>
48struct selfadjoint_product_selector;
49
50template<typename MatrixType, typename OtherType, int UpLo>
51struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,true>
52{
53 static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha)
54 {
55 typedef typename MatrixType::Scalar Scalar;
56 typedef internal::blas_traits<OtherType> OtherBlasTraits;
57 typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
58 typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType;
59 typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived());
60
61 Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
62
63 enum {
64 StorageOrder = (internal::traits<MatrixType>::Flags&RowMajorBit) ? RowMajor : ColMajor,
65 UseOtherDirectly = _ActualOtherType::InnerStrideAtCompileTime==1
66 };
67 internal::gemv_static_vector_if<Scalar,OtherType::SizeAtCompileTime,OtherType::MaxSizeAtCompileTime,!UseOtherDirectly> static_other;
68
69 ei_declare_aligned_stack_constructed_variable(Scalar, actualOtherPtr, other.size(),
70 (UseOtherDirectly ? const_cast<Scalar*>(actualOther.data()) : static_other.data()));
71
72 if(!UseOtherDirectly)
73 Map<typename _ActualOtherType::PlainObject>(actualOtherPtr, actualOther.size()) = actualOther;
74
75 selfadjoint_rank1_update<Scalar,Index,StorageOrder,UpLo,
76 OtherBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex,
77 (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex>
78 ::run(other.size(), mat.data(), mat.outerStride(), actualOtherPtr, actualOtherPtr, actualAlpha);
79 }
80};
81
82template<typename MatrixType, typename OtherType, int UpLo>
83struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,false>
84{
85 static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha)
86 {
87 typedef typename MatrixType::Scalar Scalar;
88 typedef internal::blas_traits<OtherType> OtherBlasTraits;
89 typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
90 typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType;
91 typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived());
92
93 Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
94
95 enum {
96 IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0,
97 OtherIsRowMajor = _ActualOtherType::Flags&RowMajorBit ? 1 : 0
98 };
99
100 Index size = mat.cols();
101 Index depth = actualOther.cols();
102
103 typedef internal::gemm_blocking_space<IsRowMajor ? RowMajor : ColMajor,Scalar,Scalar,
104 MatrixType::MaxColsAtCompileTime, MatrixType::MaxColsAtCompileTime, _ActualOtherType::MaxColsAtCompileTime> BlockingType;
105
106 BlockingType blocking(size, size, depth, 1, false);
107
108
109 internal::general_matrix_matrix_triangular_product<Index,
110 Scalar, OtherIsRowMajor ? RowMajor : ColMajor, OtherBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex,
111 Scalar, OtherIsRowMajor ? ColMajor : RowMajor, (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex,
112 IsRowMajor ? RowMajor : ColMajor, UpLo>
113 ::run(size, depth,
114 &actualOther.coeffRef(0,0), actualOther.outerStride(), &actualOther.coeffRef(0,0), actualOther.outerStride(),
115 mat.data(), mat.outerStride(), actualAlpha, blocking);
116 }
117};
118
119// high level API
120
121template<typename MatrixType, unsigned int UpLo>
122template<typename DerivedU>
123SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
124::rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha)
125{
126 selfadjoint_product_selector<MatrixType,DerivedU,UpLo>::run(_expression().const_cast_derived(), u.derived(), alpha);
127
128 return *this;
129}
130
131} // end namespace Eigen
132
133#endif // EIGEN_SELFADJOINT_PRODUCT_H
@ Lower
Definition: Constants.h:204
@ ColMajor
Definition: Constants.h:320
@ RowMajor
Definition: Constants.h:322
const unsigned int RowMajorBit
Definition: Constants.h:61
Namespace containing all symbols from the Eigen library.
Definition: Core:287
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition: Meta.h:33