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#ifndef EIGEN3_INTERFACE_HH |
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#define EIGEN3_INTERFACE_HH |
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#include <Eigen/Eigen> |
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#include <vector> |
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#include "btl.hh" |
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using namespace Eigen; |
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template<class real, int SIZE=Dynamic> |
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class eigen3_interface |
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{ |
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public : |
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enum {IsFixedSize = (SIZE!=Dynamic)}; |
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typedef real real_type; |
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typedef std::vector<real> stl_vector; |
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typedef std::vector<stl_vector> stl_matrix; |
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typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix; |
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typedef Eigen::Matrix<real,SIZE,1> gene_vector; |
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static inline std::string name( void ) |
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{ |
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return EIGEN_MAKESTRING(BTL_PREFIX); |
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} |
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static void free_matrix(gene_matrix & , int ) {} |
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static void free_vector(gene_vector & ) {} |
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static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){ |
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A.resize(A_stl[0].size(), A_stl.size()); |
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for (unsigned int j=0; j<A_stl.size() ; j++){ |
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for (unsigned int i=0; i<A_stl[j].size() ; i++){ |
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A.coeffRef(i,j) = A_stl[j][i]; |
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} |
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} |
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} |
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static BTL_DONT_INLINE void vector_from_stl(gene_vector & B, stl_vector & B_stl){ |
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B.resize(B_stl.size(),1); |
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for (unsigned int i=0; i<B_stl.size() ; i++){ |
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B.coeffRef(i) = B_stl[i]; |
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} |
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} |
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static BTL_DONT_INLINE void vector_to_stl(gene_vector & B, stl_vector & B_stl){ |
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for (unsigned int i=0; i<B_stl.size() ; i++){ |
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B_stl[i] = B.coeff(i); |
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} |
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} |
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static BTL_DONT_INLINE void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){ |
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int N=A_stl.size(); |
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for (int j=0;j<N;j++){ |
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A_stl[j].resize(N); |
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for (int i=0;i<N;i++){ |
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A_stl[j][i] = A.coeff(i,j); |
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} |
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} |
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} |
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static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int ){ |
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X.noalias() = A*B; |
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} |
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static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int ){ |
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X.noalias() = A.transpose()*B.transpose(); |
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} |
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static inline void ata_product(const gene_matrix & A, gene_matrix & X, int ){ |
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X.template triangularView<Lower>().setZero(); |
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X.template selfadjointView<Lower>().rankUpdate(A.transpose()); |
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} |
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static inline void aat_product(const gene_matrix & A, gene_matrix & X, int ){ |
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X.template triangularView<Lower>().setZero(); |
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X.template selfadjointView<Lower>().rankUpdate(A); |
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} |
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static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int ){ |
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X.noalias() = A*B; |
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} |
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static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int ){ |
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X.noalias() = (A.template selfadjointView<Lower>() * B); |
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} |
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template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src) |
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{ |
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typedef typename Dest::Scalar Scalar; |
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typedef typename internal::packet_traits<Scalar>::type Packet; |
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const int PacketSize = sizeof(Packet)/sizeof(Scalar); |
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int size = dst.cols(); |
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for(int j=0; j<size; j+=1) |
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{ |
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Scalar* A0 = dst.data() + j*dst.stride(); |
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int starti = j; |
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int alignedEnd = starti; |
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int alignedStart = (starti) + internal::first_aligned(&A0[starti], size-starti); |
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alignedEnd = alignedStart + ((size-alignedStart)/(2*PacketSize))*(PacketSize*2); |
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for (int index = starti; index<alignedStart ; ++index) |
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{ |
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if(Dest::Flags&RowMajorBit) |
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dst.copyCoeff(j, index, src); |
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else |
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dst.copyCoeff(index, j, src); |
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} |
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for (int index = alignedStart; index<alignedEnd; index+=PacketSize) |
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{ |
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if(Dest::Flags&RowMajorBit) |
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dst.template copyPacket<Src, Aligned, Unaligned>(j, index, src); |
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else |
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dst.template copyPacket<Src, Aligned, Unaligned>(index, j, src); |
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} |
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for (int index = alignedEnd; index<size; ++index) |
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{ |
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if(Dest::Flags&RowMajorBit) |
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dst.copyCoeff(j, index, src); |
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else |
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dst.copyCoeff(index, j, src); |
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} |
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} |
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} |
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static EIGEN_DONT_INLINE void syr2(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){ |
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for(int j=0; j<N; ++j) |
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A.col(j).tail(N-j) += X[j] * Y.tail(N-j) + Y[j] * X.tail(N-j); |
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} |
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static EIGEN_DONT_INLINE void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){ |
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for(int j=0; j<N; ++j) |
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A.col(j) += X * Y[j]; |
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} |
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static EIGEN_DONT_INLINE void rot(gene_vector & A, gene_vector & B, real c, real s, int ){ |
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internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s)); |
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} |
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static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int ){ |
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X.noalias() = (A.transpose()*B); |
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} |
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static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int ){ |
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Y += coef * X; |
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} |
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static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int ){ |
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Y = a*X + b*Y; |
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} |
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static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int ){ |
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cible = source; |
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} |
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static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int ){ |
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cible = source; |
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} |
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static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int ){ |
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X = L.template triangularView<Lower>().solve(B); |
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} |
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static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int ){ |
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X = L.template triangularView<Upper>().solve(B); |
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} |
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static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int ){ |
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X.noalias() = L.template triangularView<Lower>() * B; |
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} |
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static inline void cholesky(const gene_matrix & X, gene_matrix & C, int ){ |
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C = X; |
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internal::llt_inplace<real,Lower>::blocked(C); |
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} |
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static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int ){ |
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C = X.fullPivLu().matrixLU(); |
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} |
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static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){ |
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Matrix<DenseIndex,1,Dynamic> piv(N); |
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DenseIndex nb; |
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C = X; |
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internal::partial_lu_inplace(C,piv,nb); |
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} |
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static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){ |
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typename Tridiagonalization<gene_matrix>::CoeffVectorType aux(N-1); |
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C = X; |
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internal::tridiagonalization_inplace(C, aux); |
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} |
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static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int ){ |
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C = HessenbergDecomposition<gene_matrix>(X).packedMatrix(); |
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} |
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}; |
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#endif |
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