123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242 |
- //=====================================================
- // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
- //=====================================================
- //
- // This program is free software; you can redistribute it and/or
- // modify it under the terms of the GNU General Public License
- // as published by the Free Software Foundation; either version 2
- // of the License, or (at your option) any later version.
- //
- // This program is distributed in the hope that it will be useful,
- // but WITHOUT ANY WARRANTY; without even the implied warranty of
- // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- // GNU General Public License for more details.
- // You should have received a copy of the GNU General Public License
- // along with this program; if not, write to the Free Software
- // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
- //
- #ifndef EIGEN3_INTERFACE_HH
- #define EIGEN3_INTERFACE_HH
- #include <Eigen/Eigen>
- #include <vector>
- #include "btl.hh"
- using namespace Eigen;
- template<class real, int SIZE=Dynamic>
- class eigen3_interface
- {
- public :
- enum {IsFixedSize = (SIZE!=Dynamic)};
- typedef real real_type;
- typedef std::vector<real> stl_vector;
- typedef std::vector<stl_vector> stl_matrix;
- typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix;
- typedef Eigen::Matrix<real,SIZE,1> gene_vector;
- static inline std::string name( void )
- {
- return EIGEN_MAKESTRING(BTL_PREFIX);
- }
- static void free_matrix(gene_matrix & /*A*/, int /*N*/) {}
- static void free_vector(gene_vector & /*B*/) {}
- static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
- A.resize(A_stl[0].size(), A_stl.size());
- for (unsigned int j=0; j<A_stl.size() ; j++){
- for (unsigned int i=0; i<A_stl[j].size() ; i++){
- A.coeffRef(i,j) = A_stl[j][i];
- }
- }
- }
- static BTL_DONT_INLINE void vector_from_stl(gene_vector & B, stl_vector & B_stl){
- B.resize(B_stl.size(),1);
- for (unsigned int i=0; i<B_stl.size() ; i++){
- B.coeffRef(i) = B_stl[i];
- }
- }
- static BTL_DONT_INLINE void vector_to_stl(gene_vector & B, stl_vector & B_stl){
- for (unsigned int i=0; i<B_stl.size() ; i++){
- B_stl[i] = B.coeff(i);
- }
- }
- static BTL_DONT_INLINE void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
- int N=A_stl.size();
- for (int j=0;j<N;j++){
- A_stl[j].resize(N);
- for (int i=0;i<N;i++){
- A_stl[j][i] = A.coeff(i,j);
- }
- }
- }
- static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int /*N*/){
- X.noalias() = A*B;
- }
- static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int /*N*/){
- X.noalias() = A.transpose()*B.transpose();
- }
- static inline void ata_product(const gene_matrix & A, gene_matrix & X, int /*N*/){
- //X.noalias() = A.transpose()*A;
- X.template triangularView<Lower>().setZero();
- X.template selfadjointView<Lower>().rankUpdate(A.transpose());
- }
- static inline void aat_product(const gene_matrix & A, gene_matrix & X, int /*N*/){
- X.template triangularView<Lower>().setZero();
- X.template selfadjointView<Lower>().rankUpdate(A);
- }
- static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int /*N*/){
- X.noalias() = A*B;
- }
- static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int /*N*/){
- X.noalias() = (A.template selfadjointView<Lower>() * B);
- // internal::product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1);
- }
- template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src)
- {
- typedef typename Dest::Scalar Scalar;
- typedef typename internal::packet_traits<Scalar>::type Packet;
- const int PacketSize = sizeof(Packet)/sizeof(Scalar);
- int size = dst.cols();
- for(int j=0; j<size; j+=1)
- {
- // const int alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask);
- Scalar* A0 = dst.data() + j*dst.stride();
- int starti = j;
- int alignedEnd = starti;
- int alignedStart = (starti) + internal::first_aligned(&A0[starti], size-starti);
- alignedEnd = alignedStart + ((size-alignedStart)/(2*PacketSize))*(PacketSize*2);
- // do the non-vectorizable part of the assignment
- for (int index = starti; index<alignedStart ; ++index)
- {
- if(Dest::Flags&RowMajorBit)
- dst.copyCoeff(j, index, src);
- else
- dst.copyCoeff(index, j, src);
- }
- // do the vectorizable part of the assignment
- for (int index = alignedStart; index<alignedEnd; index+=PacketSize)
- {
- if(Dest::Flags&RowMajorBit)
- dst.template copyPacket<Src, Aligned, Unaligned>(j, index, src);
- else
- dst.template copyPacket<Src, Aligned, Unaligned>(index, j, src);
- }
- // do the non-vectorizable part of the assignment
- for (int index = alignedEnd; index<size; ++index)
- {
- if(Dest::Flags&RowMajorBit)
- dst.copyCoeff(j, index, src);
- else
- dst.copyCoeff(index, j, src);
- }
- //dst.col(j).tail(N-j) = src.col(j).tail(N-j);
- }
- }
- static EIGEN_DONT_INLINE void syr2(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){
- // internal::product_selfadjoint_rank2_update<real,0,LowerTriangularBit>(N,A.data(),N, X.data(), 1, Y.data(), 1, -1);
- for(int j=0; j<N; ++j)
- A.col(j).tail(N-j) += X[j] * Y.tail(N-j) + Y[j] * X.tail(N-j);
- }
- static EIGEN_DONT_INLINE void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){
- for(int j=0; j<N; ++j)
- A.col(j) += X * Y[j];
- }
- static EIGEN_DONT_INLINE void rot(gene_vector & A, gene_vector & B, real c, real s, int /*N*/){
- internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s));
- }
- static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int /*N*/){
- X.noalias() = (A.transpose()*B);
- }
- static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int /*N*/){
- Y += coef * X;
- }
- static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int /*N*/){
- Y = a*X + b*Y;
- }
- static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int /*N*/){
- cible = source;
- }
- static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int /*N*/){
- cible = source;
- }
- static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int /*N*/){
- X = L.template triangularView<Lower>().solve(B);
- }
- static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int /*N*/){
- X = L.template triangularView<Upper>().solve(B);
- }
- static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int /*N*/){
- X.noalias() = L.template triangularView<Lower>() * B;
- }
- static inline void cholesky(const gene_matrix & X, gene_matrix & C, int /*N*/){
- C = X;
- internal::llt_inplace<real,Lower>::blocked(C);
- //C = X.llt().matrixL();
- // C = X;
- // Cholesky<gene_matrix>::computeInPlace(C);
- // Cholesky<gene_matrix>::computeInPlaceBlock(C);
- }
- static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int /*N*/){
- C = X.fullPivLu().matrixLU();
- }
- static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
- Matrix<DenseIndex,1,Dynamic> piv(N);
- DenseIndex nb;
- C = X;
- internal::partial_lu_inplace(C,piv,nb);
- // C = X.partialPivLu().matrixLU();
- }
- static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){
- typename Tridiagonalization<gene_matrix>::CoeffVectorType aux(N-1);
- C = X;
- internal::tridiagonalization_inplace(C, aux);
- }
- static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int /*N*/){
- C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
- }
- };
- #endif
|