Implement packed triangular matrix-vector product.

1 files changed, 79 insertions, 0 deletions

diff --git a/blas/PackedTriangularMatrixVector.h b/blas/PackedTriangularMatrixVector.h
new file mode 100644
index 000000000..e9886d56f
--- /dev/null
+++ b/blas/PackedTriangularMatrixVector.h
@@ -0,0 +1,79 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_PACKED_TRIANGULAR_MATRIX_VECTOR_H
+#define EIGEN_PACKED_TRIANGULAR_MATRIX_VECTOR_H
+
+namespace internal {
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder>
+struct packed_triangular_matrix_vector_product;
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs>
+struct packed_triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor>
+{
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+  enum {
+    IsLower     = (Mode & Lower)   ==Lower,
+    HasUnitDiag = (Mode & UnitDiag)==UnitDiag,
+    HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag
+  };
+  static void run(Index size, const LhsScalar* lhs, const RhsScalar* rhs, ResScalar* res, ResScalar alpha)
+  {
+    internal::conj_if<ConjRhs> cj;
+    typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap;
+    typedef typename conj_expr_if<ConjLhs,LhsMap>::type ConjLhsType;
+    typedef Map<Matrix<ResScalar,Dynamic,1> > ResMap;
+
+    for (Index i=0; i<size; ++i)
+    {
+      Index s = IsLower&&(HasUnitDiag||HasZeroDiag) ? 1 : 0;
+      Index r = IsLower ? size-i: i+1;
+      if (EIGEN_IMPLIES(HasUnitDiag||HasZeroDiag, (--r)>0))
+	ResMap(res+(IsLower ? s+i : 0),r) += alpha * cj(rhs[i]) * ConjLhsType(LhsMap(lhs+s,r));
+      if (HasUnitDiag)
+	res[i] += alpha * cj(rhs[i]);
+      lhs += IsLower ? size-i: i+1;
+    }
+  };
+};
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs>
+struct packed_triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor>
+{
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+  enum {
+    IsLower     = (Mode & Lower)   ==Lower,
+    HasUnitDiag = (Mode & UnitDiag)==UnitDiag,
+    HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag
+  };
+  static void run(Index size, const LhsScalar* lhs, const RhsScalar* rhs, ResScalar* res, ResScalar alpha)
+  {
+    internal::conj_if<ConjRhs> cj;
+    typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap;
+    typedef typename conj_expr_if<ConjLhs,LhsMap>::type ConjLhsType;
+    typedef Map<const Matrix<RhsScalar,Dynamic,1> > RhsMap;
+    typedef typename conj_expr_if<ConjRhs,RhsMap>::type ConjRhsType;
+
+    for (Index i=0; i<size; ++i)
+    {
+      Index s = !IsLower&&(HasUnitDiag||HasZeroDiag) ? 1 : 0;
+      Index r = IsLower ? i+1 : size-i;
+      if (EIGEN_IMPLIES(HasUnitDiag||HasZeroDiag, (--r)>0))
+	res[i] += alpha * (ConjLhsType(LhsMap(lhs+s,r)).cwiseProduct(ConjRhsType(RhsMap(rhs+(IsLower ? 0 : s+i),r)))).sum();
+      if (HasUnitDiag)
+	res[i] += alpha * cj(rhs[i]);
+      lhs += IsLower ? i+1 : size-i;
+    }
+  };
+};
+
+} // end namespace internal
+
+#endif // EIGEN_PACKED_TRIANGULAR_MATRIX_VECTOR_H