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
|
// 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);
}
}
};
/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
* The matrix is in packed form.
*/
template<typename Scalar, typename Index, int UpLo>
struct packed_rank2_update_selector;
template<typename Scalar, typename Index>
struct packed_rank2_update_selector<Scalar,Index,Upper>
{
static void run(Index size, Scalar* mat, const Scalar* _u, const Scalar* _v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
Map<const PlainVector> u(_u, size), v(_v, size);
Index offset = 0;
for (Index i=0; i<size; ++i)
{
offset += i;
Map<PlainVector>(mat+offset, i+1) += conj(alpha) * conj(_u[i]) * v.head(i+1)
+ alpha * conj(_v[i]) * u.head(i+1);
mat[offset+i] = real(mat[offset+i]);
}
}
};
template<typename Scalar, typename Index>
struct packed_rank2_update_selector<Scalar,Index,Lower>
{
static void run(Index size, Scalar* mat, const Scalar* _u, const Scalar* _v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
Map<const PlainVector> u(_u, size), v(_v, size);
Index offset = 0;
for (Index i=0; i<size; ++i)
{
Map<PlainVector>(mat+offset, size-i) += conj(alpha) * conj(_u[i]) * v.tail(size-i)
+ alpha * conj(_v[i]) * u.tail(size-i);
mat[offset] = real(mat[offset]);
offset += size-i;
}
}
};
} // end namespace internal
#endif // EIGEN_RANK2UPDATE_H
|