Implement packed triangular solver.

1 files changed, 88 insertions, 0 deletions

diff --git a/blas/PackedTriangularSolverVector.h b/blas/PackedTriangularSolverVector.h
new file mode 100644
index 000000000..5c0bb4bd6
--- /dev/null
+++ b/blas/PackedTriangularSolverVector.h
@@ -0,0 +1,88 @@
+// 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_SOLVER_VECTOR_H
+#define EIGEN_PACKED_TRIANGULAR_SOLVER_VECTOR_H
+
+namespace internal {
+
+template<typename LhsScalar, typename RhsScalar, typename Index, int Side, int Mode, bool Conjugate, int StorageOrder>
+struct packed_triangular_solve_vector;
+
+// forward and backward substitution, row-major, rhs is a vector
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
+struct packed_triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, RowMajor>
+{
+  enum {
+    IsLower = (Mode&Lower)==Lower
+  };
+  static void run(Index size, const LhsScalar* lhs, RhsScalar* rhs)
+  {
+    internal::conj_if<Conjugate> cj;
+    typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap;
+    typedef typename conj_expr_if<Conjugate,LhsMap>::type ConjLhsType;
+
+    lhs += IsLower ? 0 : (size*(size+1)>>1)-1;
+    for(Index pi=0; pi<size; ++pi)
+    {
+      Index i = IsLower ? pi : size-pi-1;
+      Index s = IsLower ? 0 : 1;
+      if (pi>0)
+	rhs[i] -= (ConjLhsType(LhsMap(lhs+s,pi))
+	    .cwiseProduct(Map<const Matrix<RhsScalar,Dynamic,1> >(rhs+(IsLower ? 0 : i+1),pi))).sum();
+      if (!(Mode & UnitDiag))
+	rhs[i] /= cj(lhs[IsLower ? i : 0]);
+      IsLower ? lhs += pi+1 : lhs -= pi+2;
+    }
+  }
+};
+
+// forward and backward substitution, column-major, rhs is a vector
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
+struct packed_triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, ColMajor>
+{
+  enum {
+    IsLower = (Mode&Lower)==Lower
+  };
+  static void run(Index size, const LhsScalar* lhs, RhsScalar* rhs)
+  {
+    internal::conj_if<Conjugate> cj;
+    typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap;
+    typedef typename conj_expr_if<Conjugate,LhsMap>::type ConjLhsType;
+
+    lhs += IsLower ? 0 : size*(size-1)>>1;
+    for(Index pi=0; pi<size; ++pi)
+    {
+      Index i = IsLower ? pi : size-pi-1;
+      Index r = size - pi - 1;
+      if (!(Mode & UnitDiag))
+	rhs[i] /= cj(lhs[IsLower ? 0 : i]);
+      if (r>0)
+	Map<Matrix<RhsScalar,Dynamic,1> >(rhs+(IsLower? i+1 : 0),r) -=
+	    rhs[i] * ConjLhsType(LhsMap(lhs+(IsLower? 1 : 0),r));
+      IsLower ? lhs += size-pi : lhs -= r;
+    }
+  }
+};
+
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate, int StorageOrder>
+struct packed_triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheRight, Mode, Conjugate, StorageOrder>
+{
+  static void run(Index size, const LhsScalar* lhs, RhsScalar* rhs)
+  {
+    packed_triangular_solve_vector<LhsScalar,RhsScalar,Index,OnTheLeft,
+	((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag),
+	Conjugate,StorageOrder==RowMajor?ColMajor:RowMajor
+      >::run(size, lhs, rhs);
+  }
+};
+
+} // end namespace internal
+
+#endif // EIGEN_PACKED_TRIANGULAR_SOLVER_VECTOR_H