• Home
  • Line#
  • Scopes#
  • Navigate#
  • Raw
  • Download
1 //=====================================================
2 // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
3 //=====================================================
4 //
5 // This program is free software; you can redistribute it and/or
6 // modify it under the terms of the GNU General Public License
7 // as published by the Free Software Foundation; either version 2
8 // of the License, or (at your option) any later version.
9 //
10 // This program is distributed in the hope that it will be useful,
11 // but WITHOUT ANY WARRANTY; without even the implied warranty of
12 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
13 // GNU General Public License for more details.
14 // You should have received a copy of the GNU General Public License
15 // along with this program; if not, write to the Free Software
16 // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
17 //
18 #ifndef EIGEN3_INTERFACE_HH
19 #define EIGEN3_INTERFACE_HH
20 
21 #include <Eigen/Eigen>
22 #include <vector>
23 #include "btl.hh"
24 
25 using namespace Eigen;
26 
27 template<class real, int SIZE=Dynamic>
28 class eigen3_interface
29 {
30 
31 public :
32 
33   enum {IsFixedSize = (SIZE!=Dynamic)};
34 
35   typedef real real_type;
36 
37   typedef std::vector<real> stl_vector;
38   typedef std::vector<stl_vector> stl_matrix;
39 
40   typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix;
41   typedef Eigen::Matrix<real,SIZE,1> gene_vector;
42 
name(void)43   static inline std::string name( void )
44   {
45     return EIGEN_MAKESTRING(BTL_PREFIX);
46   }
47 
free_matrix(gene_matrix &,int)48   static void free_matrix(gene_matrix & /*A*/, int /*N*/) {}
49 
free_vector(gene_vector &)50   static void free_vector(gene_vector & /*B*/) {}
51 
matrix_from_stl(gene_matrix & A,stl_matrix & A_stl)52   static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
53     A.resize(A_stl[0].size(), A_stl.size());
54 
55     for (unsigned int j=0; j<A_stl.size() ; j++){
56       for (unsigned int i=0; i<A_stl[j].size() ; i++){
57         A.coeffRef(i,j) = A_stl[j][i];
58       }
59     }
60   }
61 
vector_from_stl(gene_vector & B,stl_vector & B_stl)62   static BTL_DONT_INLINE  void vector_from_stl(gene_vector & B, stl_vector & B_stl){
63     B.resize(B_stl.size(),1);
64 
65     for (unsigned int i=0; i<B_stl.size() ; i++){
66       B.coeffRef(i) = B_stl[i];
67     }
68   }
69 
vector_to_stl(gene_vector & B,stl_vector & B_stl)70   static BTL_DONT_INLINE  void vector_to_stl(gene_vector & B, stl_vector & B_stl){
71     for (unsigned int i=0; i<B_stl.size() ; i++){
72       B_stl[i] = B.coeff(i);
73     }
74   }
75 
matrix_to_stl(gene_matrix & A,stl_matrix & A_stl)76   static BTL_DONT_INLINE  void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
77     int  N=A_stl.size();
78 
79     for (int j=0;j<N;j++){
80       A_stl[j].resize(N);
81       for (int i=0;i<N;i++){
82         A_stl[j][i] = A.coeff(i,j);
83       }
84     }
85   }
86 
matrix_matrix_product(const gene_matrix & A,const gene_matrix & B,gene_matrix & X,int)87   static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int  /*N*/){
88     X.noalias() = A*B;
89   }
90 
transposed_matrix_matrix_product(const gene_matrix & A,const gene_matrix & B,gene_matrix & X,int)91   static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int  /*N*/){
92     X.noalias() = A.transpose()*B.transpose();
93   }
94 
95 //   static inline void ata_product(const gene_matrix & A, gene_matrix & X, int  /*N*/){
96 //     X.noalias() = A.transpose()*A;
97 //   }
98 
aat_product(const gene_matrix & A,gene_matrix & X,int)99   static inline void aat_product(const gene_matrix & A, gene_matrix & X, int  /*N*/){
100     X.template triangularView<Lower>().setZero();
101     X.template selfadjointView<Lower>().rankUpdate(A);
102   }
103 
matrix_vector_product(const gene_matrix & A,const gene_vector & B,gene_vector & X,int)104   static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int  /*N*/){
105     X.noalias() = A*B;
106   }
107 
symv(const gene_matrix & A,const gene_vector & B,gene_vector & X,int)108   static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int  /*N*/){
109     X.noalias() = (A.template selfadjointView<Lower>() * B);
110 //     internal::product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1);
111   }
112 
triassign(Dest & dst,const Src & src)113   template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src)
114   {
115     typedef typename Dest::Scalar Scalar;
116     typedef typename internal::packet_traits<Scalar>::type Packet;
117     const int PacketSize = sizeof(Packet)/sizeof(Scalar);
118     int size = dst.cols();
119     for(int j=0; j<size; j+=1)
120     {
121 //       const int alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask);
122       Scalar* A0 = dst.data() + j*dst.stride();
123       int starti = j;
124       int alignedEnd = starti;
125       int alignedStart = (starti) + internal::first_aligned(&A0[starti], size-starti);
126       alignedEnd = alignedStart + ((size-alignedStart)/(2*PacketSize))*(PacketSize*2);
127 
128       // do the non-vectorizable part of the assignment
129       for (int index = starti; index<alignedStart ; ++index)
130       {
131         if(Dest::Flags&RowMajorBit)
132           dst.copyCoeff(j, index, src);
133         else
134           dst.copyCoeff(index, j, src);
135       }
136 
137       // do the vectorizable part of the assignment
138       for (int index = alignedStart; index<alignedEnd; index+=PacketSize)
139       {
140         if(Dest::Flags&RowMajorBit)
141           dst.template copyPacket<Src, Aligned, Unaligned>(j, index, src);
142         else
143           dst.template copyPacket<Src, Aligned, Unaligned>(index, j, src);
144       }
145 
146       // do the non-vectorizable part of the assignment
147       for (int index = alignedEnd; index<size; ++index)
148       {
149         if(Dest::Flags&RowMajorBit)
150           dst.copyCoeff(j, index, src);
151         else
152           dst.copyCoeff(index, j, src);
153       }
154       //dst.col(j).tail(N-j) = src.col(j).tail(N-j);
155     }
156   }
157 
syr2(gene_matrix & A,gene_vector & X,gene_vector & Y,int N)158   static EIGEN_DONT_INLINE void syr2(gene_matrix & A,  gene_vector & X, gene_vector & Y, int  N){
159     // internal::product_selfadjoint_rank2_update<real,0,LowerTriangularBit>(N,A.data(),N, X.data(), 1, Y.data(), 1, -1);
160     for(int j=0; j<N; ++j)
161       A.col(j).tail(N-j) += X[j] * Y.tail(N-j) + Y[j] * X.tail(N-j);
162   }
163 
ger(gene_matrix & A,gene_vector & X,gene_vector & Y,int N)164   static EIGEN_DONT_INLINE void ger(gene_matrix & A,  gene_vector & X, gene_vector & Y, int  N){
165     for(int j=0; j<N; ++j)
166       A.col(j) += X * Y[j];
167   }
168 
rot(gene_vector & A,gene_vector & B,real c,real s,int)169   static EIGEN_DONT_INLINE void rot(gene_vector & A,  gene_vector & B, real c, real s, int  /*N*/){
170     internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s));
171   }
172 
atv_product(gene_matrix & A,gene_vector & B,gene_vector & X,int)173   static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int  /*N*/){
174     X.noalias() = (A.transpose()*B);
175   }
176 
axpy(real coef,const gene_vector & X,gene_vector & Y,int)177   static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int  /*N*/){
178     Y += coef * X;
179   }
180 
axpby(real a,const gene_vector & X,real b,gene_vector & Y,int)181   static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int  /*N*/){
182     Y = a*X + b*Y;
183   }
184 
copy_matrix(const gene_matrix & source,gene_matrix & cible,int)185   static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int  /*N*/){
186     cible = source;
187   }
188 
copy_vector(const gene_vector & source,gene_vector & cible,int)189   static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int  /*N*/){
190     cible = source;
191   }
192 
trisolve_lower(const gene_matrix & L,const gene_vector & B,gene_vector & X,int)193   static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int  /*N*/){
194     X = L.template triangularView<Lower>().solve(B);
195   }
196 
trisolve_lower_matrix(const gene_matrix & L,const gene_matrix & B,gene_matrix & X,int)197   static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int  /*N*/){
198     X = L.template triangularView<Upper>().solve(B);
199   }
200 
trmm(const gene_matrix & L,const gene_matrix & B,gene_matrix & X,int)201   static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int  /*N*/){
202     X.noalias() = L.template triangularView<Lower>() * B;
203   }
204 
cholesky(const gene_matrix & X,gene_matrix & C,int)205   static inline void cholesky(const gene_matrix & X, gene_matrix & C, int  /*N*/){
206     C = X;
207     internal::llt_inplace<real,Lower>::blocked(C);
208     //C = X.llt().matrixL();
209 //     C = X;
210 //     Cholesky<gene_matrix>::computeInPlace(C);
211 //     Cholesky<gene_matrix>::computeInPlaceBlock(C);
212   }
213 
lu_decomp(const gene_matrix & X,gene_matrix & C,int)214   static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int  /*N*/){
215     C = X.fullPivLu().matrixLU();
216   }
217 
partial_lu_decomp(const gene_matrix & X,gene_matrix & C,int N)218   static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int  N){
219     Matrix<DenseIndex,1,Dynamic> piv(N);
220     DenseIndex nb;
221     C = X;
222     internal::partial_lu_inplace(C,piv,nb);
223 //     C = X.partialPivLu().matrixLU();
224   }
225 
tridiagonalization(const gene_matrix & X,gene_matrix & C,int N)226   static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int  N){
227     typename Tridiagonalization<gene_matrix>::CoeffVectorType aux(N-1);
228     C = X;
229     internal::tridiagonalization_inplace(C, aux);
230   }
231 
hessenberg(const gene_matrix & X,gene_matrix & C,int)232   static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int  /*N*/){
233     C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
234   }
235 
236 
237 
238 };
239 
240 #endif
241