Implement functors for rank-1 and rank-2 update.

1 files changed, 57 insertions, 0 deletions

diff --git a/blas/Rank2Update.h b/blas/Rank2Update.h
new file mode 100644
index 000000000..e7a5eeaba
--- /dev/null
+++ b/blas/Rank2Update.h
@@ -0,0 +1,57 @@
+// 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_RANK2UPDATE_H
+#define EIGEN_RANK2UPDATE_H
+
+namespace internal {
+
+/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
+ * This is the low-level version of SelfadjointRank2Update.h
+ */
+template<typename Scalar, typename Index, int UpLo>
+struct rank2_update_selector;
+
+template<typename Scalar, typename Index>
+struct rank2_update_selector<Scalar,Index,Upper>
+{
+  static void run(Index size, Scalar* mat, Index stride, const Scalar* _u, const Scalar* _v, Scalar alpha)
+  {
+    typedef Matrix<Scalar,Dynamic,1> PlainVector;
+    Map<const PlainVector> u(_u, size), v(_v, size);
+
+    for (Index i=0; i<size; ++i)
+    {
+      Map<PlainVector>(mat+stride*i, i+1) +=
+		  conj(alpha) * conj(_u[i]) * v.head(i+1)
+		+ alpha * conj(_v[i]) * u.head(i+1);
+    }
+  }
+};
+
+template<typename Scalar, typename Index>
+struct rank2_update_selector<Scalar,Index,Lower>
+{
+  static void run(Index size, Scalar* mat, Index stride, const Scalar* _u, const Scalar* _v, Scalar alpha)
+  {
+    typedef Matrix<Scalar,Dynamic,1> PlainVector;
+    Map<const PlainVector> u(_u, size), v(_v, size);
+
+    for (Index i=0; i<size; ++i)
+    {
+      Map<PlainVector>(mat+(stride+1)*i, size-i) +=
+		  conj(alpha) * conj(_u[i]) * v.tail(size-i)
+		+ alpha * conj(_v[i]) * u.tail(size-i);
+    }
+  }
+};
+
+} // end namespace internal
+
+#endif // EIGEN_RANK2UPDATE_H