aboutsummaryrefslogtreecommitdiffhomepage
path: root/Eigen/src/Core/products/TriangularMatrixVector.h
blob: 67c131ab2c1f3679eff355c7c69149c65051a896 (plain)
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
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
// 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_TRIANGULARMATRIXVECTOR_H
#define EIGEN_TRIANGULARMATRIXVECTOR_H

template<bool LhsIsTriangular, typename Lhs, typename Rhs, typename Result,
         int Mode, bool ConjLhs, bool ConjRhs, int StorageOrder>
struct ei_product_triangular_vector_selector;

template<typename Lhs, typename Rhs, typename Result, int Mode, bool ConjLhs, bool ConjRhs, int StorageOrder>
struct ei_product_triangular_vector_selector<false,Lhs,Rhs,Result,Mode,ConjLhs,ConjRhs,StorageOrder>
{
  static EIGEN_DONT_INLINE  void run(const Lhs& lhs, const Rhs& rhs, Result& res, typename ei_traits<Lhs>::Scalar alpha)
  {
    typedef Transpose<Rhs>    TrRhs;  TrRhs trRhs(rhs);
    typedef Transpose<Lhs>    TrLhs;  TrLhs trLhs(lhs);
    typedef Transpose<Result> TrRes;  TrRes trRes(res);
    ei_product_triangular_vector_selector<true,TrRhs,TrLhs,TrRes,
      (Mode & UnitDiag) | (Mode & Lower) ? Upper : Lower, ConjRhs, ConjLhs, StorageOrder==RowMajor ? ColMajor : RowMajor>
      ::run(trRhs,trLhs,trRes,alpha);
  }
};

template<typename Lhs, typename Rhs, typename Result, int Mode, bool ConjLhs, bool ConjRhs>
struct ei_product_triangular_vector_selector<true,Lhs,Rhs,Result,Mode,ConjLhs,ConjRhs,ColMajor>
{
  typedef typename Rhs::Scalar Scalar;
  typedef typename Rhs::Index Index;
  enum {
    IsLower = ((Mode&Lower)==Lower),
    HasUnitDiag = (Mode & UnitDiag)==UnitDiag
  };
  static EIGEN_DONT_INLINE  void run(const Lhs& lhs, const Rhs& rhs, Result& res, typename ei_traits<Lhs>::Scalar alpha)
  {
    static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
    typename ei_conj_expr_if<ConjLhs,Lhs>::ret cjLhs(lhs);
    typename ei_conj_expr_if<ConjRhs,Rhs>::ret cjRhs(rhs);

    Index size = lhs.cols();
    for (Index pi=0; pi<size; pi+=PanelWidth)
    {
      Index actualPanelWidth = std::min(PanelWidth, size-pi);
      for (Index k=0; k<actualPanelWidth; ++k)
      {
        Index i = pi + k;
        Index s = IsLower ? (HasUnitDiag ? i+1 : i ) : pi;
        Index r = IsLower ? actualPanelWidth-k : k+1;
        if ((!HasUnitDiag) || (--r)>0)
          res.segment(s,r) += (alpha * cjRhs.coeff(i)) * cjLhs.col(i).segment(s,r);
        if (HasUnitDiag)
          res.coeffRef(i) += alpha * cjRhs.coeff(i);
      }
      Index r = IsLower ? size - pi - actualPanelWidth : pi;
      if (r>0)
      {
        Index s = IsLower ? pi+actualPanelWidth : 0;
        ei_general_matrix_vector_product<Index,Scalar,ColMajor,ConjLhs,Scalar,ConjRhs>::run(
            r, actualPanelWidth,
            &(lhs.const_cast_derived().coeffRef(s,pi)), lhs.outerStride(),
            &rhs.coeff(pi), rhs.innerStride(),
            &res.coeffRef(s), res.innerStride(), alpha);
      }
    }
  }
};

template<typename Lhs, typename Rhs, typename Result, int Mode, bool ConjLhs, bool ConjRhs>
struct ei_product_triangular_vector_selector<true,Lhs,Rhs,Result,Mode,ConjLhs,ConjRhs,RowMajor>
{
  typedef typename Rhs::Scalar Scalar;
  typedef typename Rhs::Index Index;
  enum {
    IsLower = ((Mode&Lower)==Lower),
    HasUnitDiag = (Mode & UnitDiag)==UnitDiag
  };
  static void run(const Lhs& lhs, const Rhs& rhs, Result& res, typename ei_traits<Lhs>::Scalar alpha)
  {
    static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
    typename ei_conj_expr_if<ConjLhs,Lhs>::ret cjLhs(lhs);
    typename ei_conj_expr_if<ConjRhs,Rhs>::ret cjRhs(rhs);
    Index size = lhs.cols();
    for (Index pi=0; pi<size; pi+=PanelWidth)
    {
      Index actualPanelWidth = std::min(PanelWidth, size-pi);
      for (Index k=0; k<actualPanelWidth; ++k)
      {
        Index i = pi + k;
        Index s = IsLower ? pi  : (HasUnitDiag ? i+1 : i);
        Index r = IsLower ? k+1 : actualPanelWidth-k;
        if ((!HasUnitDiag) || (--r)>0)
          res.coeffRef(i) += alpha * (cjLhs.row(i).segment(s,r).cwiseProduct(cjRhs.segment(s,r).transpose())).sum();
        if (HasUnitDiag)
          res.coeffRef(i) += alpha * cjRhs.coeff(i);
      }
      Index r = IsLower ? pi : size - pi - actualPanelWidth;
      if (r>0)
      {
        Index s = IsLower ? 0 : pi + actualPanelWidth;
        ei_general_matrix_vector_product<Index,Scalar,RowMajor,ConjLhs,Scalar,ConjRhs>::run(
            actualPanelWidth, r,
            &(lhs.const_cast_derived().coeffRef(pi,s)), lhs.outerStride(),
            &(rhs.const_cast_derived().coeffRef(s)), 1,
            &res.coeffRef(pi,0), res.innerStride(), alpha);
      }
    }
  }
};

/***************************************************************************
* Wrapper to ei_product_triangular_vector
***************************************************************************/

template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
struct ei_traits<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,true> >
 : ei_traits<ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,true>, Lhs, Rhs> >
{};

template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
struct ei_traits<TriangularProduct<Mode,LhsIsTriangular,Lhs,true,Rhs,false> >
 : ei_traits<ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,true,Rhs,false>, Lhs, Rhs> >
{};

template<int Mode, typename Lhs, typename Rhs>
struct TriangularProduct<Mode,true,Lhs,false,Rhs,true>
  : public ProductBase<TriangularProduct<Mode,true,Lhs,false,Rhs,true>, Lhs, Rhs >
{
  EIGEN_PRODUCT_PUBLIC_INTERFACE(TriangularProduct)

  TriangularProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}

  template<typename Dest> void scaleAndAddTo(Dest& dst, Scalar alpha) const
  {
    ei_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols());

    const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs);
    const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs);

    Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
                               * RhsBlasTraits::extractScalarFactor(m_rhs);

    ei_product_triangular_vector_selector
      <true,_ActualLhsType,_ActualRhsType,Dest,
       Mode,
       LhsBlasTraits::NeedToConjugate,
       RhsBlasTraits::NeedToConjugate,
       (int(ei_traits<Lhs>::Flags)&RowMajorBit) ? RowMajor : ColMajor>
      ::run(lhs,rhs,dst,actualAlpha);
  }
};

template<int Mode, typename Lhs, typename Rhs>
struct TriangularProduct<Mode,false,Lhs,true,Rhs,false>
  : public ProductBase<TriangularProduct<Mode,false,Lhs,true,Rhs,false>, Lhs, Rhs >
{
  EIGEN_PRODUCT_PUBLIC_INTERFACE(TriangularProduct)

  TriangularProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}

  template<typename Dest> void scaleAndAddTo(Dest& dst, Scalar alpha) const
  {

    ei_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols());

    const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs);
    const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs);

    Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
                               * RhsBlasTraits::extractScalarFactor(m_rhs);

    ei_product_triangular_vector_selector
      <false,_ActualLhsType,_ActualRhsType,Dest,
       Mode,
       LhsBlasTraits::NeedToConjugate,
       RhsBlasTraits::NeedToConjugate,
       (int(ei_traits<Rhs>::Flags)&RowMajorBit) ? RowMajor : ColMajor>
      ::run(lhs,rhs,dst,actualAlpha);
  }
};

#endif // EIGEN_TRIANGULARMATRIXVECTOR_H