//===================================================== // Copyright (C) 2008 Gael Guennebaud //===================================================== // // 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 #include #include "btl.hh" using namespace Eigen; template class eigen3_interface { public: enum { IsFixedSize = (SIZE != Dynamic) }; typedef real real_type; typedef std::vector stl_vector; typedef std::vector stl_matrix; typedef Eigen::Matrix gene_matrix; typedef Eigen::Matrix 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().setZero(); X.template selfadjointView().rankUpdate(A.transpose()); } static inline void aat_product(const gene_matrix& A, gene_matrix& X, int /*N*/) { X.template triangularView().setZero(); X.template selfadjointView().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() * B); // internal::product_selfadjoint_vector(N,A.data(),N, B.data(), 1, // X.data(), 1); } template static void triassign(Dest& dst, const Src& src) { typedef typename Dest::Scalar Scalar; typedef typename internal::packet_traits::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(j, index, src); else dst.template copyPacket(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(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(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().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().solve(B); } static inline void trmm(const gene_matrix& L, const gene_matrix& B, gene_matrix& X, int /*N*/) { X.noalias() = L.template triangularView() * B; } static inline void cholesky(const gene_matrix& X, gene_matrix& C, int /*N*/) { C = X; internal::llt_inplace::blocked(C); // C = X.llt().matrixL(); // C = X; // Cholesky::computeInPlace(C); // Cholesky::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 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::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(X).packedMatrix(); } }; #endif