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Diffstat (limited to 'third_party/eigen3/Eigen/src/Core/SelfAdjointView.h')
| -rw-r--r-- | third_party/eigen3/Eigen/src/Core/SelfAdjointView.h | 338 |
1 files changed, 338 insertions, 0 deletions
diff --git a/third_party/eigen3/Eigen/src/Core/SelfAdjointView.h b/third_party/eigen3/Eigen/src/Core/SelfAdjointView.h new file mode 100644 index 0000000000..8231e3f5cd --- /dev/null +++ b/third_party/eigen3/Eigen/src/Core/SelfAdjointView.h @@ -0,0 +1,338 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> +// +// 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_SELFADJOINTMATRIX_H +#define EIGEN_SELFADJOINTMATRIX_H + +namespace Eigen { + +/** \class SelfAdjointView + * \ingroup Core_Module + * + * + * \brief Expression of a selfadjoint matrix from a triangular part of a dense matrix + * + * \param MatrixType the type of the dense matrix storing the coefficients + * \param TriangularPart can be either \c #Lower or \c #Upper + * + * This class is an expression of a sefladjoint matrix from a triangular part of a matrix + * with given dense storage of the coefficients. It is the return type of MatrixBase::selfadjointView() + * and most of the time this is the only way that it is used. + * + * \sa class TriangularBase, MatrixBase::selfadjointView() + */ + +namespace internal { +template<typename MatrixType, unsigned int UpLo> +struct traits<SelfAdjointView<MatrixType, UpLo> > : traits<MatrixType> +{ + typedef typename nested<MatrixType>::type MatrixTypeNested; + typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned; + typedef MatrixType ExpressionType; + typedef typename MatrixType::PlainObject DenseMatrixType; + enum { + Mode = UpLo | SelfAdjoint, + Flags = MatrixTypeNestedCleaned::Flags & (HereditaryBits) + & (~(PacketAccessBit | DirectAccessBit | LinearAccessBit)), // FIXME these flags should be preserved + CoeffReadCost = MatrixTypeNestedCleaned::CoeffReadCost + }; +}; +} + +template <typename Lhs, int LhsMode, bool LhsIsVector, + typename Rhs, int RhsMode, bool RhsIsVector> +struct SelfadjointProductMatrix; + +// FIXME could also be called SelfAdjointWrapper to be consistent with DiagonalWrapper ?? +template<typename MatrixType, unsigned int UpLo> class SelfAdjointView + : public TriangularBase<SelfAdjointView<MatrixType, UpLo> > +{ + public: + + typedef TriangularBase<SelfAdjointView> Base; + typedef typename internal::traits<SelfAdjointView>::MatrixTypeNested MatrixTypeNested; + typedef typename internal::traits<SelfAdjointView>::MatrixTypeNestedCleaned MatrixTypeNestedCleaned; + + /** \brief The type of coefficients in this matrix */ + typedef typename internal::traits<SelfAdjointView>::Scalar Scalar; + + typedef typename MatrixType::Index Index; + + enum { + Mode = internal::traits<SelfAdjointView>::Mode + }; + typedef typename MatrixType::PlainObject PlainObject; + + EIGEN_DEVICE_FUNC + inline SelfAdjointView(MatrixType& matrix) : m_matrix(matrix) + {} + + EIGEN_DEVICE_FUNC + inline Index rows() const { return m_matrix.rows(); } + EIGEN_DEVICE_FUNC + inline Index cols() const { return m_matrix.cols(); } + EIGEN_DEVICE_FUNC + inline Index outerStride() const { return m_matrix.outerStride(); } + EIGEN_DEVICE_FUNC + inline Index innerStride() const { return m_matrix.innerStride(); } + + /** \sa MatrixBase::coeff() + * \warning the coordinates must fit into the referenced triangular part + */ + EIGEN_DEVICE_FUNC + inline Scalar coeff(Index row, Index col) const + { + Base::check_coordinates_internal(row, col); + return m_matrix.coeff(row, col); + } + + /** \sa MatrixBase::coeffRef() + * \warning the coordinates must fit into the referenced triangular part + */ + EIGEN_DEVICE_FUNC + inline Scalar& coeffRef(Index row, Index col) + { + Base::check_coordinates_internal(row, col); + return m_matrix.const_cast_derived().coeffRef(row, col); + } + + /** \internal */ + EIGEN_DEVICE_FUNC + const MatrixTypeNestedCleaned& _expression() const { return m_matrix; } + + EIGEN_DEVICE_FUNC + const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; } + EIGEN_DEVICE_FUNC + MatrixTypeNestedCleaned& nestedExpression() { return *const_cast<MatrixTypeNestedCleaned*>(&m_matrix); } + + /** Efficient self-adjoint matrix times vector/matrix product */ + template<typename OtherDerived> + EIGEN_DEVICE_FUNC + SelfadjointProductMatrix<MatrixType,Mode,false,OtherDerived,0,OtherDerived::IsVectorAtCompileTime> + operator*(const MatrixBase<OtherDerived>& rhs) const + { + return SelfadjointProductMatrix + <MatrixType,Mode,false,OtherDerived,0,OtherDerived::IsVectorAtCompileTime> + (m_matrix, rhs.derived()); + } + + /** Efficient vector/matrix times self-adjoint matrix product */ + template<typename OtherDerived> friend + EIGEN_DEVICE_FUNC + SelfadjointProductMatrix<OtherDerived,0,OtherDerived::IsVectorAtCompileTime,MatrixType,Mode,false> + operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView& rhs) + { + return SelfadjointProductMatrix + <OtherDerived,0,OtherDerived::IsVectorAtCompileTime,MatrixType,Mode,false> + (lhs.derived(),rhs.m_matrix); + } + + /** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this: + * \f$ this = this + \alpha u v^* + conj(\alpha) v u^* \f$ + * \returns a reference to \c *this + * + * The vectors \a u and \c v \b must be column vectors, however they can be + * a adjoint expression without any overhead. Only the meaningful triangular + * part of the matrix is updated, the rest is left unchanged. + * + * \sa rankUpdate(const MatrixBase<DerivedU>&, Scalar) + */ + template<typename DerivedU, typename DerivedV> + EIGEN_DEVICE_FUNC + SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha = Scalar(1)); + + /** Perform a symmetric rank K update of the selfadjoint matrix \c *this: + * \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix. + * + * \returns a reference to \c *this + * + * Note that to perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply + * call this function with u.adjoint(). + * + * \sa rankUpdate(const MatrixBase<DerivedU>&, const MatrixBase<DerivedV>&, Scalar) + */ + template<typename DerivedU> + EIGEN_DEVICE_FUNC + SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha = Scalar(1)); + +/////////// Cholesky module /////////// + + const LLT<PlainObject, UpLo> llt() const; + const LDLT<PlainObject, UpLo> ldlt() const; + +/////////// Eigenvalue module /////////// + + /** Real part of #Scalar */ + typedef typename NumTraits<Scalar>::Real RealScalar; + /** Return type of eigenvalues() */ + typedef Matrix<RealScalar, internal::traits<MatrixType>::ColsAtCompileTime, 1> EigenvaluesReturnType; + + EIGEN_DEVICE_FUNC + EigenvaluesReturnType eigenvalues() const; + EIGEN_DEVICE_FUNC + RealScalar operatorNorm() const; + + #ifdef EIGEN2_SUPPORT + template<typename OtherDerived> + EIGEN_DEVICE_FUNC + SelfAdjointView& operator=(const MatrixBase<OtherDerived>& other) + { + enum { + OtherPart = UpLo == Upper ? StrictlyLower : StrictlyUpper + }; + m_matrix.const_cast_derived().template triangularView<UpLo>() = other; + m_matrix.const_cast_derived().template triangularView<OtherPart>() = other.adjoint(); + return *this; + } + template<typename OtherMatrixType, unsigned int OtherMode> + EIGEN_DEVICE_FUNC + SelfAdjointView& operator=(const TriangularView<OtherMatrixType, OtherMode>& other) + { + enum { + OtherPart = UpLo == Upper ? StrictlyLower : StrictlyUpper + }; + m_matrix.const_cast_derived().template triangularView<UpLo>() = other.toDenseMatrix(); + m_matrix.const_cast_derived().template triangularView<OtherPart>() = other.toDenseMatrix().adjoint(); + return *this; + } + #endif + + protected: + MatrixTypeNested m_matrix; +}; + + +// template<typename OtherDerived, typename MatrixType, unsigned int UpLo> +// internal::selfadjoint_matrix_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> > +// operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView<MatrixType,UpLo>& rhs) +// { +// return internal::matrix_selfadjoint_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >(lhs.derived(),rhs); +// } + +// selfadjoint to dense matrix + +namespace internal { + +template<typename Derived1, typename Derived2, int UnrollCount, bool ClearOpposite> +struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Upper), UnrollCount, ClearOpposite> +{ + enum { + col = (UnrollCount-1) / Derived1::RowsAtCompileTime, + row = (UnrollCount-1) % Derived1::RowsAtCompileTime + }; + + EIGEN_DEVICE_FUNC + static inline void run(Derived1 &dst, const Derived2 &src) + { + triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Upper), UnrollCount-1, ClearOpposite>::run(dst, src); + + if(row == col) + dst.coeffRef(row, col) = numext::real(src.coeff(row, col)); + else if(row < col) + dst.coeffRef(col, row) = numext::conj(dst.coeffRef(row, col) = src.coeff(row, col)); + } +}; + +template<typename Derived1, typename Derived2, bool ClearOpposite> +struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Upper, 0, ClearOpposite> +{ + EIGEN_DEVICE_FUNC + static inline void run(Derived1 &, const Derived2 &) {} +}; + +template<typename Derived1, typename Derived2, int UnrollCount, bool ClearOpposite> +struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Lower), UnrollCount, ClearOpposite> +{ + enum { + col = (UnrollCount-1) / Derived1::RowsAtCompileTime, + row = (UnrollCount-1) % Derived1::RowsAtCompileTime + }; + + EIGEN_DEVICE_FUNC + static inline void run(Derived1 &dst, const Derived2 &src) + { + triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Lower), UnrollCount-1, ClearOpposite>::run(dst, src); + + if(row == col) + dst.coeffRef(row, col) = numext::real(src.coeff(row, col)); + else if(row > col) + dst.coeffRef(col, row) = numext::conj(dst.coeffRef(row, col) = src.coeff(row, col)); + } +}; + +template<typename Derived1, typename Derived2, bool ClearOpposite> +struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Lower, 0, ClearOpposite> +{ + EIGEN_DEVICE_FUNC + static inline void run(Derived1 &, const Derived2 &) {} +}; + +template<typename Derived1, typename Derived2, bool ClearOpposite> +struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Upper, Dynamic, ClearOpposite> +{ + typedef typename Derived1::Index Index; + EIGEN_DEVICE_FUNC + static inline void run(Derived1 &dst, const Derived2 &src) + { + for(Index j = 0; j < dst.cols(); ++j) + { + for(Index i = 0; i < j; ++i) + { + dst.copyCoeff(i, j, src); + dst.coeffRef(j,i) = numext::conj(dst.coeff(i,j)); + } + dst.copyCoeff(j, j, src); + } + } +}; + +template<typename Derived1, typename Derived2, bool ClearOpposite> +struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Lower, Dynamic, ClearOpposite> +{ + EIGEN_DEVICE_FUNC + static inline void run(Derived1 &dst, const Derived2 &src) + { + typedef typename Derived1::Index Index; + for(Index i = 0; i < dst.rows(); ++i) + { + for(Index j = 0; j < i; ++j) + { + dst.copyCoeff(i, j, src); + dst.coeffRef(j,i) = numext::conj(dst.coeff(i,j)); + } + dst.copyCoeff(i, i, src); + } + } +}; + +} // end namespace internal + +/*************************************************************************** +* Implementation of MatrixBase methods +***************************************************************************/ + +template<typename Derived> +template<unsigned int UpLo> +typename MatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type +MatrixBase<Derived>::selfadjointView() const +{ + return derived(); +} + +template<typename Derived> +template<unsigned int UpLo> +typename MatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type +MatrixBase<Derived>::selfadjointView() +{ + return derived(); +} + +} // end namespace Eigen + +#endif // EIGEN_SELFADJOINTMATRIX_H |