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Diffstat (limited to 'third_party/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h')
| -rw-r--r-- | third_party/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h | 130 |
1 files changed, 130 insertions, 0 deletions
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h new file mode 100644 index 0000000000..0d0283b132 --- /dev/null +++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h @@ -0,0 +1,130 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr> +// Copyright (C) 2012 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 SPARSELU_KERNEL_BMOD_H +#define SPARSELU_KERNEL_BMOD_H + +namespace Eigen { +namespace internal { + +/** + * \brief Performs numeric block updates from a given supernode to a single column + * + * \param segsize Size of the segment (and blocks ) to use for updates + * \param[in,out] dense Packed values of the original matrix + * \param tempv temporary vector to use for updates + * \param lusup array containing the supernodes + * \param lda Leading dimension in the supernode + * \param nrow Number of rows in the rectangular part of the supernode + * \param lsub compressed row subscripts of supernodes + * \param lptr pointer to the first column of the current supernode in lsub + * \param no_zeros Number of nonzeros elements before the diagonal part of the supernode + * \return 0 on success + */ +template <int SegSizeAtCompileTime> struct LU_kernel_bmod +{ + template <typename BlockScalarVector, typename ScalarVector, typename IndexVector, typename Index> + static EIGEN_DONT_INLINE void run(const int segsize, BlockScalarVector& dense, ScalarVector& tempv, ScalarVector& lusup, Index& luptr, const Index lda, + const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros); +}; + +template <int SegSizeAtCompileTime> +template <typename BlockScalarVector, typename ScalarVector, typename IndexVector, typename Index> +EIGEN_DONT_INLINE void LU_kernel_bmod<SegSizeAtCompileTime>::run(const int segsize, BlockScalarVector& dense, ScalarVector& tempv, ScalarVector& lusup, Index& luptr, const Index lda, + const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros) +{ + typedef typename ScalarVector::Scalar Scalar; + // First, copy U[*,j] segment from dense(*) to tempv(*) + // The result of triangular solve is in tempv[*]; + // The result of matric-vector update is in dense[*] + Index isub = lptr + no_zeros; + int i; + Index irow; + for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++) + { + irow = lsub(isub); + tempv(i) = dense(irow); + ++isub; + } + // Dense triangular solve -- start effective triangle + luptr += lda * no_zeros + no_zeros; + // Form Eigen matrix and vector + Map<Matrix<Scalar,SegSizeAtCompileTime,SegSizeAtCompileTime>, 0, OuterStride<> > A( &(lusup.data()[luptr]), segsize, segsize, OuterStride<>(lda) ); + Map<Matrix<Scalar,SegSizeAtCompileTime,1> > u(tempv.data(), segsize); + + u = A.template triangularView<UnitLower>().solve(u); + + // Dense matrix-vector product y <-- B*x + luptr += segsize; + const Index PacketSize = internal::packet_traits<Scalar>::size; + Index ldl = internal::first_multiple(nrow, PacketSize); + Map<Matrix<Scalar,Dynamic,SegSizeAtCompileTime>, 0, OuterStride<> > B( &(lusup.data()[luptr]), nrow, segsize, OuterStride<>(lda) ); + Index aligned_offset = internal::first_aligned(tempv.data()+segsize, PacketSize); + Index aligned_with_B_offset = (PacketSize-internal::first_aligned(B.data(), PacketSize))%PacketSize; + Map<Matrix<Scalar,Dynamic,1>, 0, OuterStride<> > l(tempv.data()+segsize+aligned_offset+aligned_with_B_offset, nrow, OuterStride<>(ldl) ); + + l.setZero(); + internal::sparselu_gemm<Scalar>(l.rows(), l.cols(), B.cols(), B.data(), B.outerStride(), u.data(), u.outerStride(), l.data(), l.outerStride()); + + // Scatter tempv[] into SPA dense[] as a temporary storage + isub = lptr + no_zeros; + for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++) + { + irow = lsub(isub++); + dense(irow) = tempv(i); + } + + // Scatter l into SPA dense[] + for (i = 0; i < nrow; i++) + { + irow = lsub(isub++); + dense(irow) -= l(i); + } +} + +template <> struct LU_kernel_bmod<1> +{ + template <typename BlockScalarVector, typename ScalarVector, typename IndexVector, typename Index> + static EIGEN_DONT_INLINE void run(const int /*segsize*/, BlockScalarVector& dense, ScalarVector& /*tempv*/, ScalarVector& lusup, Index& luptr, + const Index lda, const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros); +}; + + +template <typename BlockScalarVector, typename ScalarVector, typename IndexVector, typename Index> +EIGEN_DONT_INLINE void LU_kernel_bmod<1>::run(const int /*segsize*/, BlockScalarVector& dense, ScalarVector& /*tempv*/, ScalarVector& lusup, Index& luptr, + const Index lda, const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros) +{ + typedef typename ScalarVector::Scalar Scalar; + Scalar f = dense(lsub(lptr + no_zeros)); + luptr += lda * no_zeros + no_zeros + 1; + const Scalar* a(lusup.data() + luptr); + const /*typename IndexVector::Scalar*/Index* irow(lsub.data()+lptr + no_zeros + 1); + Index i = 0; + for (; i+1 < nrow; i+=2) + { + Index i0 = *(irow++); + Index i1 = *(irow++); + Scalar a0 = *(a++); + Scalar a1 = *(a++); + Scalar d0 = dense.coeff(i0); + Scalar d1 = dense.coeff(i1); + d0 -= f*a0; + d1 -= f*a1; + dense.coeffRef(i0) = d0; + dense.coeffRef(i1) = d1; + } + if(i<nrow) + dense.coeffRef(*(irow++)) -= f * *(a++); +} + +} // end namespace internal + +} // end namespace Eigen +#endif // SPARSELU_KERNEL_BMOD_H |