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Diffstat (limited to 'blas/Rank2Update.h')
-rw-r--r-- | blas/Rank2Update.h | 57 |
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 |