1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
|
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, 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.
//
// Eigen 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 Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#ifndef EIGEN_SELFADJOINTRANK2UPTADE_H
#define EIGEN_SELFADJOINTRANK2UPTADE_H
/* Optimized selfadjoint matrix += alpha * uv' + vu'
* It corresponds to the Level2 syr2 BLAS routine
*/
template<typename Scalar, typename Index, typename UType, typename VType, int UpLo>
struct ei_selfadjoint_rank2_update_selector;
template<typename Scalar, typename Index, typename UType, typename VType>
struct ei_selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Lower>
{
static void run(Scalar* mat, Index stride, const UType& u, const VType& v, Scalar alpha)
{
const Index size = u.size();
for (Index i=0; i<size; ++i)
{
Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+i, size-i) +=
(alpha * ei_conj(u.coeff(i))) * v.tail(size-i)
+ (alpha * ei_conj(v.coeff(i))) * u.tail(size-i);
}
}
};
template<typename Scalar, typename Index, typename UType, typename VType>
struct ei_selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Upper>
{
static void run(Scalar* mat, Index stride, const UType& u, const VType& v, Scalar alpha)
{
const Index size = u.size();
for (Index i=0; i<size; ++i)
Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i, i+1) +=
(alpha * ei_conj(u.coeff(i))) * v.head(i+1)
+ (alpha * ei_conj(v.coeff(i))) * u.head(i+1);
}
};
template<bool Cond, typename T> struct ei_conj_expr_if
: ei_meta_if<!Cond, const T&,
CwiseUnaryOp<ei_scalar_conjugate_op<typename ei_traits<T>::Scalar>,T> > {};
template<typename MatrixType, unsigned int UpLo>
template<typename DerivedU, typename DerivedV>
SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
::rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, Scalar alpha)
{
typedef ei_blas_traits<DerivedU> UBlasTraits;
typedef typename UBlasTraits::DirectLinearAccessType ActualUType;
typedef typename ei_cleantype<ActualUType>::type _ActualUType;
const ActualUType actualU = UBlasTraits::extract(u.derived());
typedef ei_blas_traits<DerivedV> VBlasTraits;
typedef typename VBlasTraits::DirectLinearAccessType ActualVType;
typedef typename ei_cleantype<ActualVType>::type _ActualVType;
const ActualVType actualV = VBlasTraits::extract(v.derived());
Scalar actualAlpha = alpha * UBlasTraits::extractScalarFactor(u.derived())
* VBlasTraits::extractScalarFactor(v.derived());
enum { IsRowMajor = (ei_traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
ei_selfadjoint_rank2_update_selector<Scalar, Index,
typename ei_cleantype<typename ei_conj_expr_if<IsRowMajor ^ UBlasTraits::NeedToConjugate,_ActualUType>::ret>::type,
typename ei_cleantype<typename ei_conj_expr_if<IsRowMajor ^ VBlasTraits::NeedToConjugate,_ActualVType>::ret>::type,
(IsRowMajor ? int(UpLo==Upper ? Lower : Upper) : UpLo)>
::run(const_cast<Scalar*>(_expression().data()),_expression().outerStride(),actualU,actualV,actualAlpha);
return *this;
}
#endif // EIGEN_SELFADJOINTRANK2UPTADE_H
|
