aboutsummaryrefslogtreecommitdiffhomepage
path: root/third_party/eigen3/Eigen/src/Core/products/TriangularSolverVector.h
diff options
context:
space:
mode:
Diffstat (limited to 'third_party/eigen3/Eigen/src/Core/products/TriangularSolverVector.h')
-rw-r--r--third_party/eigen3/Eigen/src/Core/products/TriangularSolverVector.h145
1 files changed, 145 insertions, 0 deletions
diff --git a/third_party/eigen3/Eigen/src/Core/products/TriangularSolverVector.h b/third_party/eigen3/Eigen/src/Core/products/TriangularSolverVector.h
new file mode 100644
index 0000000000..b994759b26
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/TriangularSolverVector.h
@@ -0,0 +1,145 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_TRIANGULAR_SOLVER_VECTOR_H
+#define EIGEN_TRIANGULAR_SOLVER_VECTOR_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate, int StorageOrder>
+struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheRight, Mode, Conjugate, StorageOrder>
+{
+ static void run(Index size, const LhsScalar* _lhs, Index lhsStride, RhsScalar* rhs)
+ {
+ triangular_solve_vector<LhsScalar,RhsScalar,Index,OnTheLeft,
+ ((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag),
+ Conjugate,StorageOrder==RowMajor?ColMajor:RowMajor
+ >::run(size, _lhs, lhsStride, rhs);
+ }
+};
+
+// forward and backward substitution, row-major, rhs is a vector
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
+struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, RowMajor>
+{
+ enum {
+ IsLower = ((Mode&Lower)==Lower)
+ };
+ static void run(Index size, const LhsScalar* _lhs, Index lhsStride, RhsScalar* rhs)
+ {
+ typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,RowMajor>, 0, OuterStride<> > LhsMap;
+ const LhsMap lhs(_lhs,size,size,OuterStride<>(lhsStride));
+
+ typedef const_blas_data_mapper<LhsScalar,Index,RowMajor> LhsMapper;
+ typedef const_blas_data_mapper<RhsScalar,Index,ColMajor> RhsMapper;
+
+ typename internal::conditional<
+ Conjugate,
+ const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>,
+ const LhsMap&>
+ ::type cjLhs(lhs);
+ static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
+ for(Index pi=IsLower ? 0 : size;
+ IsLower ? pi<size : pi>0;
+ IsLower ? pi+=PanelWidth : pi-=PanelWidth)
+ {
+ Index actualPanelWidth = (std::min)(IsLower ? size - pi : pi, PanelWidth);
+
+ Index r = IsLower ? pi : size - pi; // remaining size
+ if (r > 0)
+ {
+ // let's directly call the low level product function because:
+ // 1 - it is faster to compile
+ // 2 - it is slighlty faster at runtime
+ Index startRow = IsLower ? pi : pi-actualPanelWidth;
+ Index startCol = IsLower ? 0 : pi;
+
+ general_matrix_vector_product<Index,LhsScalar,LhsMapper,RowMajor,Conjugate,RhsScalar,RhsMapper,false>::run(
+ actualPanelWidth, r,
+ LhsMapper(&lhs.coeffRef(startRow,startCol), lhsStride),
+ RhsMapper(rhs + startCol, 1),
+ rhs + startRow, 1,
+ RhsScalar(-1));
+ }
+
+ for(Index k=0; k<actualPanelWidth; ++k)
+ {
+ Index i = IsLower ? pi+k : pi-k-1;
+ Index s = IsLower ? pi : i+1;
+ if (k>0)
+ rhs[i] -= (cjLhs.row(i).segment(s,k).transpose().cwiseProduct(Map<const Matrix<RhsScalar,Dynamic,1> >(rhs+s,k))).sum();
+
+ if(!(Mode & UnitDiag))
+ rhs[i] /= cjLhs(i,i);
+ }
+ }
+ }
+};
+
+// forward and backward substitution, column-major, rhs is a vector
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
+struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, ColMajor>
+{
+ enum {
+ IsLower = ((Mode&Lower)==Lower)
+ };
+ static void run(Index size, const LhsScalar* _lhs, Index lhsStride, RhsScalar* rhs)
+ {
+ typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> > LhsMap;
+ const LhsMap lhs(_lhs,size,size,OuterStride<>(lhsStride));
+ typedef const_blas_data_mapper<LhsScalar,Index,ColMajor> LhsMapper;
+ typedef const_blas_data_mapper<RhsScalar,Index,ColMajor> RhsMapper;
+ typename internal::conditional<Conjugate,
+ const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>,
+ const LhsMap&
+ >::type cjLhs(lhs);
+ static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
+
+ for(Index pi=IsLower ? 0 : size;
+ IsLower ? pi<size : pi>0;
+ IsLower ? pi+=PanelWidth : pi-=PanelWidth)
+ {
+ Index actualPanelWidth = (std::min)(IsLower ? size - pi : pi, PanelWidth);
+ Index startBlock = IsLower ? pi : pi-actualPanelWidth;
+ Index endBlock = IsLower ? pi + actualPanelWidth : 0;
+
+ for(Index k=0; k<actualPanelWidth; ++k)
+ {
+ Index i = IsLower ? pi+k : pi-k-1;
+ if(!(Mode & UnitDiag))
+ rhs[i] /= cjLhs.coeff(i,i);
+
+ Index r = actualPanelWidth - k - 1; // remaining size
+ Index s = IsLower ? i+1 : i-r;
+ if (r>0)
+ Map<Matrix<RhsScalar,Dynamic,1> >(rhs+s,r) -= rhs[i] * cjLhs.col(i).segment(s,r);
+ }
+ Index r = IsLower ? size - endBlock : startBlock; // remaining size
+ if (r > 0)
+ {
+ // let's directly call the low level product function because:
+ // 1 - it is faster to compile
+ // 2 - it is slighlty faster at runtime
+ general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,Conjugate,RhsScalar,RhsMapper,false>::run(
+ r, actualPanelWidth,
+ LhsMapper(&lhs.coeffRef(endBlock,startBlock), lhsStride),
+ RhsMapper(rhs+startBlock, 1),
+ rhs+endBlock, 1, RhsScalar(-1));
+ }
+ }
+ }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULAR_SOLVER_VECTOR_H