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+//=====================================================
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+//=====================================================
+//
+// This program is free software; 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.
+//
+// This program 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 General Public License for more details.
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software
+// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+//
+#ifndef EIGEN2_INTERFACE_HH
+#define EIGEN2_INTERFACE_HH
+// #include <cblas.h>
+#include <Eigen/Core>
+#include <Eigen/Cholesky>
+#include <Eigen/LU>
+#include <Eigen/QR>
+#include <vector>
+#include "btl.hh"
+
+using namespace Eigen;
+
+template<class real, int SIZE=Dynamic>
+class eigen2_interface
+{
+
+public :
+
+ enum {IsFixedSize = (SIZE!=Dynamic)};
+
+ typedef real real_type;
+
+ typedef std::vector<real> stl_vector;
+ typedef std::vector<stl_vector> stl_matrix;
+
+ typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix;
+ typedef Eigen::Matrix<real,SIZE,1> gene_vector;
+
+ static inline std::string name( void )
+ {
+ #if defined(EIGEN_VECTORIZE_SSE)
+ if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2";
+ #elif defined(EIGEN_VECTORIZE_ALTIVEC)
+ if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2";
+ #else
+ if (SIZE==Dynamic) return "eigen2_novec"; else return "tiny_eigen2_novec";
+ #endif
+ }
+
+ static void free_matrix(gene_matrix & A, int N) {}
+
+ static void free_vector(gene_vector & B) {}
+
+ static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
+ A.resize(A_stl[0].size(), A_stl.size());
+
+ for (int j=0; j<A_stl.size() ; j++){
+ for (int i=0; i<A_stl[j].size() ; i++){
+ A.coeffRef(i,j) = A_stl[j][i];
+ }
+ }
+ }
+
+ static BTL_DONT_INLINE void vector_from_stl(gene_vector & B, stl_vector & B_stl){
+ B.resize(B_stl.size(),1);
+
+ for (int i=0; i<B_stl.size() ; i++){
+ B.coeffRef(i) = B_stl[i];
+ }
+ }
+
+ static BTL_DONT_INLINE void vector_to_stl(gene_vector & B, stl_vector & B_stl){
+ for (int i=0; i<B_stl.size() ; i++){
+ B_stl[i] = B.coeff(i);
+ }
+ }
+
+ static BTL_DONT_INLINE void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
+ int N=A_stl.size();
+
+ for (int j=0;j<N;j++){
+ A_stl[j].resize(N);
+ for (int i=0;i<N;i++){
+ A_stl[j][i] = A.coeff(i,j);
+ }
+ }
+ }
+
+ static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
+ X = (A*B).lazy();
+ }
+
+ static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
+ X = (A.transpose()*B.transpose()).lazy();
+ }
+
+ static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){
+ X = (A.transpose()*A).lazy();
+ }
+
+ static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){
+ X = (A*A.transpose()).lazy();
+ }
+
+ static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){
+ X = (A*B)/*.lazy()*/;
+ }
+
+ static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
+ X = (A.transpose()*B)/*.lazy()*/;
+ }
+
+ static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){
+ Y += coef * X;
+ }
+
+ static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
+ Y = a*X + b*Y;
+ }
+
+ static inline void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){
+ cible = source;
+ }
+
+ static inline void copy_vector(const gene_vector & source, gene_vector & cible, int N){
+ cible = source;
+ }
+
+ static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int N){
+ X = L.template marked<LowerTriangular>().solveTriangular(B);
+ }
+
+ static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){
+ X = L.template marked<LowerTriangular>().solveTriangular(B);
+ }
+
+ static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){
+ C = X.llt().matrixL();
+// C = X;
+// Cholesky<gene_matrix>::computeInPlace(C);
+// Cholesky<gene_matrix>::computeInPlaceBlock(C);
+ }
+
+ static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
+ C = X.lu().matrixLU();
+// C = X.inverse();
+ }
+
+ static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){
+ C = Tridiagonalization<gene_matrix>(X).packedMatrix();
+ }
+
+ static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){
+ C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
+ }
+
+
+
+};
+
+#endif