File size: 8,187 Bytes
5236ead |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 |
//=====================================================
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
//=====================================================
//
// This program is free software; you can redistribute it and/or
// modify it under the terms of the GNU General Public License
// as published by the Free Software Foundation; either version 2
// of the License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
//
#ifndef EIGEN3_INTERFACE_HH
#define EIGEN3_INTERFACE_HH
#include <Eigen/Eigen>
#include <vector>
#include "btl.hh"
using namespace Eigen;
template<class real, int SIZE=Dynamic>
class eigen3_interface
{
public :
enum {IsFixedSize = (SIZE!=Dynamic)};
typedef real real_type;
typedef std::vector<real> stl_vector;
typedef std::vector<stl_vector> stl_matrix;
typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix;
typedef Eigen::Matrix<real,SIZE,1> gene_vector;
static inline std::string name( void )
{
return EIGEN_MAKESTRING(BTL_PREFIX);
}
static void free_matrix(gene_matrix & /*A*/, int /*N*/) {}
static void free_vector(gene_vector & /*B*/) {}
static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
A.resize(A_stl[0].size(), A_stl.size());
for (unsigned int j=0; j<A_stl.size() ; j++){
for (unsigned int i=0; i<A_stl[j].size() ; i++){
A.coeffRef(i,j) = A_stl[j][i];
}
}
}
static BTL_DONT_INLINE void vector_from_stl(gene_vector & B, stl_vector & B_stl){
B.resize(B_stl.size(),1);
for (unsigned int i=0; i<B_stl.size() ; i++){
B.coeffRef(i) = B_stl[i];
}
}
static BTL_DONT_INLINE void vector_to_stl(gene_vector & B, stl_vector & B_stl){
for (unsigned int i=0; i<B_stl.size() ; i++){
B_stl[i] = B.coeff(i);
}
}
static BTL_DONT_INLINE void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
int N=A_stl.size();
for (int j=0;j<N;j++){
A_stl[j].resize(N);
for (int i=0;i<N;i++){
A_stl[j][i] = A.coeff(i,j);
}
}
}
static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int /*N*/){
X.noalias() = A*B;
}
static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int /*N*/){
X.noalias() = A.transpose()*B.transpose();
}
static inline void ata_product(const gene_matrix & A, gene_matrix & X, int /*N*/){
//X.noalias() = A.transpose()*A;
X.template triangularView<Lower>().setZero();
X.template selfadjointView<Lower>().rankUpdate(A.transpose());
}
static inline void aat_product(const gene_matrix & A, gene_matrix & X, int /*N*/){
X.template triangularView<Lower>().setZero();
X.template selfadjointView<Lower>().rankUpdate(A);
}
static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int /*N*/){
X.noalias() = A*B;
}
static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int /*N*/){
X.noalias() = (A.template selfadjointView<Lower>() * B);
// internal::product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1);
}
template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src)
{
typedef typename Dest::Scalar Scalar;
typedef typename internal::packet_traits<Scalar>::type Packet;
const int PacketSize = sizeof(Packet)/sizeof(Scalar);
int size = dst.cols();
for(int j=0; j<size; j+=1)
{
// const int alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask);
Scalar* A0 = dst.data() + j*dst.stride();
int starti = j;
int alignedEnd = starti;
int alignedStart = (starti) + internal::first_aligned(&A0[starti], size-starti);
alignedEnd = alignedStart + ((size-alignedStart)/(2*PacketSize))*(PacketSize*2);
// do the non-vectorizable part of the assignment
for (int index = starti; index<alignedStart ; ++index)
{
if(Dest::Flags&RowMajorBit)
dst.copyCoeff(j, index, src);
else
dst.copyCoeff(index, j, src);
}
// do the vectorizable part of the assignment
for (int index = alignedStart; index<alignedEnd; index+=PacketSize)
{
if(Dest::Flags&RowMajorBit)
dst.template copyPacket<Src, Aligned, Unaligned>(j, index, src);
else
dst.template copyPacket<Src, Aligned, Unaligned>(index, j, src);
}
// do the non-vectorizable part of the assignment
for (int index = alignedEnd; index<size; ++index)
{
if(Dest::Flags&RowMajorBit)
dst.copyCoeff(j, index, src);
else
dst.copyCoeff(index, j, src);
}
//dst.col(j).tail(N-j) = src.col(j).tail(N-j);
}
}
static EIGEN_DONT_INLINE void syr2(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){
// internal::product_selfadjoint_rank2_update<real,0,LowerTriangularBit>(N,A.data(),N, X.data(), 1, Y.data(), 1, -1);
for(int j=0; j<N; ++j)
A.col(j).tail(N-j) += X[j] * Y.tail(N-j) + Y[j] * X.tail(N-j);
}
static EIGEN_DONT_INLINE void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){
for(int j=0; j<N; ++j)
A.col(j) += X * Y[j];
}
static EIGEN_DONT_INLINE void rot(gene_vector & A, gene_vector & B, real c, real s, int /*N*/){
internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s));
}
static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int /*N*/){
X.noalias() = (A.transpose()*B);
}
static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int /*N*/){
Y += coef * X;
}
static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int /*N*/){
Y = a*X + b*Y;
}
static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int /*N*/){
cible = source;
}
static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int /*N*/){
cible = source;
}
static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int /*N*/){
X = L.template triangularView<Lower>().solve(B);
}
static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int /*N*/){
X = L.template triangularView<Upper>().solve(B);
}
static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int /*N*/){
X.noalias() = L.template triangularView<Lower>() * B;
}
static inline void cholesky(const gene_matrix & X, gene_matrix & C, int /*N*/){
C = X;
internal::llt_inplace<real,Lower>::blocked(C);
//C = X.llt().matrixL();
// C = X;
// Cholesky<gene_matrix>::computeInPlace(C);
// Cholesky<gene_matrix>::computeInPlaceBlock(C);
}
static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int /*N*/){
C = X.fullPivLu().matrixLU();
}
static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
Matrix<DenseIndex,1,Dynamic> piv(N);
DenseIndex nb;
C = X;
internal::partial_lu_inplace(C,piv,nb);
// C = X.partialPivLu().matrixLU();
}
static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){
typename Tridiagonalization<gene_matrix>::CoeffVectorType aux(N-1);
C = X;
internal::tridiagonalization_inplace(C, aux);
}
static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int /*N*/){
C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
}
};
#endif
|