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Eigen  5.0.1-dev
SelfadjointProduct.h
1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 #ifndef EIGEN_SELFADJOINT_PRODUCT_H
11 #define EIGEN_SELFADJOINT_PRODUCT_H
12 
13 /**********************************************************************
14  * This file implements a self adjoint product: C += A A^T updating only
15  * half of the selfadjoint matrix C.
16  * It corresponds to the level 3 SYRK and level 2 SYR Blas routines.
17  **********************************************************************/
18 
19 // IWYU pragma: private
20 #include "../InternalHeaderCheck.h"
21 
22 namespace Eigen {
23 
24 template <typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
25 struct selfadjoint_rank1_update<Scalar, Index, ColMajor, UpLo, ConjLhs, ConjRhs> {
26  static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha) {
27  internal::conj_if<ConjRhs> cj;
28  typedef Map<const Matrix<Scalar, Dynamic, 1> > OtherMap;
29  typedef std::conditional_t<ConjLhs, typename OtherMap::ConjugateReturnType, const OtherMap&> ConjLhsType;
30  for (Index i = 0; i < size; ++i) {
31  Map<Matrix<Scalar, Dynamic, 1> >(mat + stride * i + (UpLo == Lower ? i : 0),
32  (UpLo == Lower ? size - i : (i + 1))) +=
33  (alpha * cj(vecY[i])) *
34  ConjLhsType(OtherMap(vecX + (UpLo == Lower ? i : 0), UpLo == Lower ? size - i : (i + 1)));
35  }
36  }
37 };
38 
39 template <typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
40 struct selfadjoint_rank1_update<Scalar, Index, RowMajor, UpLo, ConjLhs, ConjRhs> {
41  static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha) {
42  selfadjoint_rank1_update<Scalar, Index, ColMajor, UpLo == Lower ? Upper : Lower, ConjRhs, ConjLhs>::run(
43  size, mat, stride, vecY, vecX, alpha);
44  }
45 };
46 
47 template <typename MatrixType, typename OtherType, int UpLo, bool OtherIsVector = OtherType::IsVectorAtCompileTime>
48 struct selfadjoint_product_selector;
49 
50 template <typename MatrixType, typename OtherType, int UpLo>
51 struct selfadjoint_product_selector<MatrixType, OtherType, UpLo, true> {
52  static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha) {
53  typedef typename MatrixType::Scalar Scalar;
54  typedef internal::blas_traits<OtherType> OtherBlasTraits;
55  typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
56  typedef internal::remove_all_t<ActualOtherType> ActualOtherType_;
57  internal::add_const_on_value_type_t<ActualOtherType> actualOther = OtherBlasTraits::extract(other.derived());
58 
59  Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
60 
61  enum {
62  StorageOrder = (internal::traits<MatrixType>::Flags & RowMajorBit) ? RowMajor : ColMajor,
63  UseOtherDirectly = ActualOtherType_::InnerStrideAtCompileTime == 1
64  };
65  internal::gemv_static_vector_if<Scalar, OtherType::SizeAtCompileTime, OtherType::MaxSizeAtCompileTime,
66  !UseOtherDirectly>
67  static_other;
68 
69  ei_declare_aligned_stack_constructed_variable(
70  Scalar, actualOtherPtr, other.size(),
71  (UseOtherDirectly ? const_cast<Scalar*>(actualOther.data()) : static_other.data()));
72 
73  if (!UseOtherDirectly)
74  Map<typename ActualOtherType_::PlainObject>(actualOtherPtr, actualOther.size()) = actualOther;
75 
76  selfadjoint_rank1_update<
77  Scalar, Index, StorageOrder, UpLo, OtherBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex,
78  (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex>::run(other.size(), mat.data(),
79  mat.outerStride(), actualOtherPtr,
80  actualOtherPtr, actualAlpha);
81  }
82 };
83 
84 template <typename MatrixType, typename OtherType, int UpLo>
85 struct selfadjoint_product_selector<MatrixType, OtherType, UpLo, false> {
86  static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha) {
87  typedef typename MatrixType::Scalar Scalar;
88  typedef internal::blas_traits<OtherType> OtherBlasTraits;
89  typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
90  typedef internal::remove_all_t<ActualOtherType> ActualOtherType_;
91  internal::add_const_on_value_type_t<ActualOtherType> actualOther = OtherBlasTraits::extract(other.derived());
92 
93  Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
94 
95  enum {
96  IsRowMajor = (internal::traits<MatrixType>::Flags & RowMajorBit) ? 1 : 0,
97  OtherIsRowMajor = ActualOtherType_::Flags & RowMajorBit ? 1 : 0
98  };
99 
100  Index size = mat.cols();
101  Index depth = actualOther.cols();
102 
103  typedef internal::gemm_blocking_space<IsRowMajor ? RowMajor : ColMajor, Scalar, Scalar,
104  MatrixType::MaxColsAtCompileTime, MatrixType::MaxColsAtCompileTime,
105  ActualOtherType_::MaxColsAtCompileTime>
106  BlockingType;
107 
108  BlockingType blocking(size, size, depth, 1, false);
109 
110  internal::general_matrix_matrix_triangular_product<
111  Index, Scalar, OtherIsRowMajor ? RowMajor : ColMajor,
112  OtherBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex, Scalar, OtherIsRowMajor ? ColMajor : RowMajor,
113  (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex, IsRowMajor ? RowMajor : ColMajor,
114  MatrixType::InnerStrideAtCompileTime, UpLo>::run(size, depth, actualOther.data(), actualOther.outerStride(),
115  actualOther.data(), actualOther.outerStride(), mat.data(),
116  mat.innerStride(), mat.outerStride(), actualAlpha, blocking);
117  }
118 };
119 
120 // high level API
121 
122 template <typename MatrixType, unsigned int UpLo>
123 template <typename DerivedU>
124 EIGEN_DEVICE_FUNC SelfAdjointView<MatrixType, UpLo>& SelfAdjointView<MatrixType, UpLo>::rankUpdate(
125  const MatrixBase<DerivedU>& u, const Scalar& alpha) {
126  selfadjoint_product_selector<MatrixType, DerivedU, UpLo>::run(_expression().const_cast_derived(), u.derived(), alpha);
127 
128  return *this;
129 }
130 
131 } // end namespace Eigen
132 
133 #endif // EIGEN_SELFADJOINT_PRODUCT_H
Definition: Constants.h:318
Namespace containing all symbols from the Eigen library.
Definition: B01_Experimental.dox:1
const unsigned int RowMajorBit
Definition: Constants.h:70
Definition: Constants.h:211
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition: Meta.h:82
SelfAdjointView & rankUpdate(const MatrixBase< DerivedU > &u, const MatrixBase< DerivedV > &v, const Scalar &alpha=Scalar(1))
Definition: Constants.h:320