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Diffstat (limited to 'bench/btl/libs/eigen2/eigen2_interface.hh')
-rw-r--r-- | bench/btl/libs/eigen2/eigen2_interface.hh | 168 |
1 files changed, 168 insertions, 0 deletions
diff --git a/bench/btl/libs/eigen2/eigen2_interface.hh b/bench/btl/libs/eigen2/eigen2_interface.hh new file mode 100644 index 000000000..47fe58135 --- /dev/null +++ b/bench/btl/libs/eigen2/eigen2_interface.hh @@ -0,0 +1,168 @@ +//===================================================== +// 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 |