move sparse solvers from unsupported/ to main Eigen/ and remove the "not stable yet" warning

1 files changed, 239 insertions, 0 deletions

diff --git a/Eigen/src/SparseCore/SparseDenseProduct.h b/Eigen/src/SparseCore/SparseDenseProduct.h
new file mode 100644
index 000000000..fff97ccd1
--- /dev/null
+++ b/Eigen/src/SparseCore/SparseDenseProduct.h
@@ -0,0 +1,239 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, 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.
+//
+// Eigen 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 Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_SPARSEDENSEPRODUCT_H
+#define EIGEN_SPARSEDENSEPRODUCT_H
+
+template<typename Lhs, typename Rhs, int InnerSize> struct SparseDenseProductReturnType
+{
+  typedef SparseTimeDenseProduct<Lhs,Rhs> Type;
+};
+
+template<typename Lhs, typename Rhs> struct SparseDenseProductReturnType<Lhs,Rhs,1>
+{
+  typedef SparseDenseOuterProduct<Lhs,Rhs,false> Type;
+};
+
+template<typename Lhs, typename Rhs, int InnerSize> struct DenseSparseProductReturnType
+{
+  typedef DenseTimeSparseProduct<Lhs,Rhs> Type;
+};
+
+template<typename Lhs, typename Rhs> struct DenseSparseProductReturnType<Lhs,Rhs,1>
+{
+  typedef SparseDenseOuterProduct<Rhs,Lhs,true> Type;
+};
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, bool Tr>
+struct traits<SparseDenseOuterProduct<Lhs,Rhs,Tr> >
+{
+  typedef Sparse StorageKind;
+  typedef typename scalar_product_traits<typename traits<Lhs>::Scalar,
+                                            typename traits<Rhs>::Scalar>::ReturnType Scalar;
+  typedef typename Lhs::Index Index;
+  typedef typename Lhs::Nested LhsNested;
+  typedef typename Rhs::Nested RhsNested;
+  typedef typename remove_all<LhsNested>::type _LhsNested;
+  typedef typename remove_all<RhsNested>::type _RhsNested;
+
+  enum {
+    LhsCoeffReadCost = traits<_LhsNested>::CoeffReadCost,
+    RhsCoeffReadCost = traits<_RhsNested>::CoeffReadCost,
+
+    RowsAtCompileTime    = Tr ? int(traits<Rhs>::RowsAtCompileTime)     : int(traits<Lhs>::RowsAtCompileTime),
+    ColsAtCompileTime    = Tr ? int(traits<Lhs>::ColsAtCompileTime)     : int(traits<Rhs>::ColsAtCompileTime),
+    MaxRowsAtCompileTime = Tr ? int(traits<Rhs>::MaxRowsAtCompileTime)  : int(traits<Lhs>::MaxRowsAtCompileTime),
+    MaxColsAtCompileTime = Tr ? int(traits<Lhs>::MaxColsAtCompileTime)  : int(traits<Rhs>::MaxColsAtCompileTime),
+
+    Flags = Tr ? RowMajorBit : 0,
+
+    CoeffReadCost = LhsCoeffReadCost + RhsCoeffReadCost + NumTraits<Scalar>::MulCost
+  };
+};
+
+} // end namespace internal
+
+template<typename Lhs, typename Rhs, bool Tr>
+class SparseDenseOuterProduct
+ : public SparseMatrixBase<SparseDenseOuterProduct<Lhs,Rhs,Tr> >
+{
+  public:
+
+    typedef SparseMatrixBase<SparseDenseOuterProduct> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(SparseDenseOuterProduct)
+    typedef internal::traits<SparseDenseOuterProduct> Traits;
+
+  private:
+
+    typedef typename Traits::LhsNested LhsNested;
+    typedef typename Traits::RhsNested RhsNested;
+    typedef typename Traits::_LhsNested _LhsNested;
+    typedef typename Traits::_RhsNested _RhsNested;
+
+  public:
+
+    class InnerIterator;
+
+    EIGEN_STRONG_INLINE SparseDenseOuterProduct(const Lhs& lhs, const Rhs& rhs)
+      : m_lhs(lhs), m_rhs(rhs)
+    {
+      EIGEN_STATIC_ASSERT(!Tr,YOU_MADE_A_PROGRAMMING_MISTAKE);
+    }
+
+    EIGEN_STRONG_INLINE SparseDenseOuterProduct(const Rhs& rhs, const Lhs& lhs)
+      : m_lhs(lhs), m_rhs(rhs)
+    {
+      EIGEN_STATIC_ASSERT(Tr,YOU_MADE_A_PROGRAMMING_MISTAKE);
+    }
+
+    EIGEN_STRONG_INLINE Index rows() const { return Tr ? m_rhs.rows() : m_lhs.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return Tr ? m_lhs.cols() : m_rhs.cols(); }
+
+    EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; }
+    EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; }
+
+  protected:
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+};
+
+template<typename Lhs, typename Rhs, bool Transpose>
+class SparseDenseOuterProduct<Lhs,Rhs,Transpose>::InnerIterator : public _LhsNested::InnerIterator
+{
+    typedef typename _LhsNested::InnerIterator Base;
+  public:
+    EIGEN_STRONG_INLINE InnerIterator(const SparseDenseOuterProduct& prod, Index outer)
+      : Base(prod.lhs(), 0), m_outer(outer), m_factor(prod.rhs().coeff(outer))
+    {
+    }
+
+    inline Index outer() const { return m_outer; }
+    inline Index row() const { return Transpose ? Base::row() : m_outer; }
+    inline Index col() const { return Transpose ? m_outer : Base::row(); }
+
+    inline Scalar value() const { return Base::value() * m_factor; }
+
+  protected:
+    int m_outer;
+    Scalar m_factor;
+};
+
+namespace internal {
+template<typename Lhs, typename Rhs>
+struct traits<SparseTimeDenseProduct<Lhs,Rhs> >
+ : traits<ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs> >
+{
+  typedef Dense StorageKind;
+  typedef MatrixXpr XprKind;
+};
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class SparseTimeDenseProduct
+  : public ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(SparseTimeDenseProduct)
+
+    SparseTimeDenseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const
+    {
+      typedef typename internal::remove_all<Lhs>::type _Lhs;
+      typedef typename internal::remove_all<Rhs>::type _Rhs;
+      typedef typename _Lhs::InnerIterator LhsInnerIterator;
+      enum {
+        LhsIsRowMajor = (_Lhs::Flags&RowMajorBit)==RowMajorBit,
+        RhsIsVector   = Rhs::ColsAtCompileTime==1
+      };
+      Index j=0;
+      for(j=0; j<m_lhs.outerSize(); ++j)
+      {
+        typename Rhs::Scalar rhs_j = alpha * m_rhs.coeff(LhsIsRowMajor ? 0 : j,0);
+        typename Dest::RowXpr dest_j(dest.row(LhsIsRowMajor ? j : 0));
+        typename Dest::Scalar tmp(0);
+        for(LhsInnerIterator it(m_lhs,j); it ;++it)
+        {
+          if(LhsIsRowMajor && RhsIsVector)  tmp += (it.value()) * m_rhs.coeff(it.index());
+          else if(LhsIsRowMajor)            dest_j += (alpha*it.value()) * m_rhs.row(it.index());
+          else if(RhsIsVector)              dest.coeffRef(it.index()) += it.value() * rhs_j;
+          else                              dest.row(it.index()) += (alpha*it.value()) * m_rhs.row(j);
+        }
+        if(LhsIsRowMajor && RhsIsVector)
+          dest.coeffRef(LhsIsRowMajor ? j : 0) = alpha * tmp;
+      }
+    }
+
+  private:
+    SparseTimeDenseProduct& operator=(const SparseTimeDenseProduct&);
+};
+
+
+// dense = dense * sparse
+namespace internal {
+template<typename Lhs, typename Rhs>
+struct traits<DenseTimeSparseProduct<Lhs,Rhs> >
+ : traits<ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs> >
+{
+  typedef Dense StorageKind;
+};
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class DenseTimeSparseProduct
+  : public ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(DenseTimeSparseProduct)
+
+    DenseTimeSparseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const
+    {
+      typedef typename internal::remove_all<Rhs>::type _Rhs;
+      typedef typename _Rhs::InnerIterator RhsInnerIterator;
+      enum { RhsIsRowMajor = (_Rhs::Flags&RowMajorBit)==RowMajorBit };
+      for(Index j=0; j<m_rhs.outerSize(); ++j)
+        for(RhsInnerIterator i(m_rhs,j); i; ++i)
+          dest.col(RhsIsRowMajor ? i.index() : j) += (alpha*i.value()) * m_lhs.col(RhsIsRowMajor ? j : i.index());
+    }
+
+  private:
+    DenseTimeSparseProduct& operator=(const DenseTimeSparseProduct&);
+};
+
+// sparse * dense
+template<typename Derived>
+template<typename OtherDerived>
+inline const typename SparseDenseProductReturnType<Derived,OtherDerived>::Type
+SparseMatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const
+{
+  return typename SparseDenseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
+}
+
+#endif // EIGEN_SPARSEDENSEPRODUCT_H