Eigen  3.3.0
 
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SelfadjointRank2Update.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_SELFADJOINTRANK2UPTADE_H
11#define EIGEN_SELFADJOINTRANK2UPTADE_H
12
13namespace Eigen {
14
15namespace internal {
16
17/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
18 * It corresponds to the Level2 syr2 BLAS routine
19 */
20
21template<typename Scalar, typename Index, typename UType, typename VType, int UpLo>
22struct selfadjoint_rank2_update_selector;
23
24template<typename Scalar, typename Index, typename UType, typename VType>
25struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Lower>
26{
27 static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
28 {
29 const Index size = u.size();
30 for (Index i=0; i<size; ++i)
31 {
32 Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+i, size-i) +=
33 (numext::conj(alpha) * numext::conj(u.coeff(i))) * v.tail(size-i)
34 + (alpha * numext::conj(v.coeff(i))) * u.tail(size-i);
35 }
36 }
37};
38
39template<typename Scalar, typename Index, typename UType, typename VType>
40struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Upper>
41{
42 static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
43 {
44 const Index size = u.size();
45 for (Index i=0; i<size; ++i)
46 Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i, i+1) +=
47 (numext::conj(alpha) * numext::conj(u.coeff(i))) * v.head(i+1)
48 + (alpha * numext::conj(v.coeff(i))) * u.head(i+1);
49 }
50};
51
52template<bool Cond, typename T> struct conj_expr_if
53 : conditional<!Cond, const T&,
54 CwiseUnaryOp<scalar_conjugate_op<typename traits<T>::Scalar>,T> > {};
55
56} // end namespace internal
57
58template<typename MatrixType, unsigned int UpLo>
59template<typename DerivedU, typename DerivedV>
60SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
61::rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha)
62{
63 typedef internal::blas_traits<DerivedU> UBlasTraits;
64 typedef typename UBlasTraits::DirectLinearAccessType ActualUType;
65 typedef typename internal::remove_all<ActualUType>::type _ActualUType;
66 typename internal::add_const_on_value_type<ActualUType>::type actualU = UBlasTraits::extract(u.derived());
67
68 typedef internal::blas_traits<DerivedV> VBlasTraits;
69 typedef typename VBlasTraits::DirectLinearAccessType ActualVType;
70 typedef typename internal::remove_all<ActualVType>::type _ActualVType;
71 typename internal::add_const_on_value_type<ActualVType>::type actualV = VBlasTraits::extract(v.derived());
72
73 // If MatrixType is row major, then we use the routine for lower triangular in the upper triangular case and
74 // vice versa, and take the complex conjugate of all coefficients and vector entries.
75
76 enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
77 Scalar actualAlpha = alpha * UBlasTraits::extractScalarFactor(u.derived())
78 * numext::conj(VBlasTraits::extractScalarFactor(v.derived()));
79 if (IsRowMajor)
80 actualAlpha = numext::conj(actualAlpha);
81
82 typedef typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ UBlasTraits::NeedToConjugate,_ActualUType>::type>::type UType;
83 typedef typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ VBlasTraits::NeedToConjugate,_ActualVType>::type>::type VType;
84 internal::selfadjoint_rank2_update_selector<Scalar, Index, UType, VType,
85 (IsRowMajor ? int(UpLo==Upper ? Lower : Upper) : UpLo)>
86 ::run(_expression().const_cast_derived().data(),_expression().outerStride(),UType(actualU),VType(actualV),actualAlpha);
87
88 return *this;
89}
90
91} // end namespace Eigen
92
93#endif // EIGEN_SELFADJOINTRANK2UPTADE_H
@ Lower
Definition: Constants.h:204
@ Upper
Definition: Constants.h:206
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