SelfadjointProduct.h

00001 // This file is part of Eigen, a lightweight C++ template library
00002 // for linear algebra.
00003 //
00004 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
00005 //
00006 // This Source Code Form is subject to the terms of the Mozilla
00007 // Public License v. 2.0. If a copy of the MPL was not distributed
00008 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
00009 
00010 #ifndef EIGEN_SELFADJOINT_PRODUCT_H
00011 #define EIGEN_SELFADJOINT_PRODUCT_H
00012 
00013 /**********************************************************************
00014 * This file implements a self adjoint product: C += A A^T updating only
00015 * half of the selfadjoint matrix C.
00016 * It corresponds to the level 3 SYRK and level 2 SYR Blas routines.
00017 **********************************************************************/
00018 
00019 namespace Eigen { 
00020 
00021 
00022 template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
00023 struct selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo,ConjLhs,ConjRhs>
00024 {
00025   static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha)
00026   {
00027     internal::conj_if<ConjRhs> cj;
00028     typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
00029     typedef typename internal::conditional<ConjLhs,typename OtherMap::ConjugateReturnType,const OtherMap&>::type ConjLhsType;
00030     for (Index i=0; i<size; ++i)
00031     {
00032       Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+(UpLo==Lower ? i : 0), (UpLo==Lower ? size-i : (i+1)))
00033           += (alpha * cj(vecY[i])) * ConjLhsType(OtherMap(vecX+(UpLo==Lower ? i : 0),UpLo==Lower ? size-i : (i+1)));
00034     }
00035   }
00036 };
00037 
00038 template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
00039 struct selfadjoint_rank1_update<Scalar,Index,RowMajor,UpLo,ConjLhs,ConjRhs>
00040 {
00041   static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha)
00042   {
00043     selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo==Lower?Upper:Lower,ConjRhs,ConjLhs>::run(size,mat,stride,vecY,vecX,alpha);
00044   }
00045 };
00046 
00047 template<typename MatrixType, typename OtherType, int UpLo, bool OtherIsVector = OtherType::IsVectorAtCompileTime>
00048 struct selfadjoint_product_selector;
00049 
00050 template<typename MatrixType, typename OtherType, int UpLo>
00051 struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,true>
00052 {
00053   static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha)
00054   {
00055     typedef typename MatrixType::Scalar Scalar;
00056     typedef typename MatrixType::Index Index;
00057     typedef internal::blas_traits<OtherType> OtherBlasTraits;
00058     typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
00059     typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType;
00060     typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived());
00061 
00062     Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
00063 
00064     enum {
00065       StorageOrder = (internal::traits<MatrixType>::Flags&RowMajorBit) ? RowMajor : ColMajor,
00066       UseOtherDirectly = _ActualOtherType::InnerStrideAtCompileTime==1
00067     };
00068     internal::gemv_static_vector_if<Scalar,OtherType::SizeAtCompileTime,OtherType::MaxSizeAtCompileTime,!UseOtherDirectly> static_other;
00069 
00070     ei_declare_aligned_stack_constructed_variable(Scalar, actualOtherPtr, other.size(),
00071       (UseOtherDirectly ? const_cast<Scalar*>(actualOther.data()) : static_other.data()));
00072       
00073     if(!UseOtherDirectly)
00074       Map<typename _ActualOtherType::PlainObject>(actualOtherPtr, actualOther.size()) = actualOther;
00075     
00076     selfadjoint_rank1_update<Scalar,Index,StorageOrder,UpLo,
00077                               OtherBlasTraits::NeedToConjugate  && NumTraits<Scalar>::IsComplex,
00078                             (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex>
00079           ::run(other.size(), mat.data(), mat.outerStride(), actualOtherPtr, actualOtherPtr, actualAlpha);
00080   }
00081 };
00082 
00083 template<typename MatrixType, typename OtherType, int UpLo>
00084 struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,false>
00085 {
00086   static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha)
00087   {
00088     typedef typename MatrixType::Scalar Scalar;
00089     typedef typename MatrixType::Index Index;
00090     typedef internal::blas_traits<OtherType> OtherBlasTraits;
00091     typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
00092     typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType;
00093     typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived());
00094 
00095     Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
00096 
00097     enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
00098 
00099     internal::general_matrix_matrix_triangular_product<Index,
00100       Scalar, _ActualOtherType::Flags&RowMajorBit ? RowMajor : ColMajor,   OtherBlasTraits::NeedToConjugate  && NumTraits<Scalar>::IsComplex,
00101       Scalar, _ActualOtherType::Flags&RowMajorBit ? ColMajor : RowMajor, (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex,
00102       MatrixType::Flags&RowMajorBit ? RowMajor : ColMajor, UpLo>
00103       ::run(mat.cols(), actualOther.cols(),
00104             &actualOther.coeffRef(0,0), actualOther.outerStride(), &actualOther.coeffRef(0,0), actualOther.outerStride(),
00105             mat.data(), mat.outerStride(), actualAlpha);
00106   }
00107 };
00108 
00109 // high level API
00110 
00111 template<typename MatrixType, unsigned int UpLo>
00112 template<typename DerivedU>
00113 SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
00114 ::rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha)
00115 {
00116   selfadjoint_product_selector<MatrixType,DerivedU,UpLo>::run(_expression().const_cast_derived(), u.derived(), alpha);
00117 
00118   return *this;
00119 }
00120 
00121 } // end namespace Eigen
00122 
00123 #endif // EIGEN_SELFADJOINT_PRODUCT_H