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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_TRIANGULAR_MATRIX_MATRIX_H
11 #define EIGEN_TRIANGULAR_MATRIX_MATRIX_H
12 
13 namespace Eigen {
14 
15 namespace internal {
16 
17 // template<typename Scalar, int mr, int StorageOrder, bool Conjugate, int Mode>
18 // struct gemm_pack_lhs_triangular
19 // {
20 //   Matrix<Scalar,mr,mr,
21 //   void operator()(Scalar* blockA, const EIGEN_RESTRICT Scalar* _lhs, int lhsStride, int depth, int rows)
22 //   {
23 //     conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj;
24 //     const_blas_data_mapper<Scalar, StorageOrder> lhs(_lhs,lhsStride);
25 //     int count = 0;
26 //     const int peeled_mc = (rows/mr)*mr;
27 //     for(int i=0; i<peeled_mc; i+=mr)
28 //     {
29 //       for(int k=0; k<depth; k++)
30 //         for(int w=0; w<mr; w++)
31 //           blockA[count++] = cj(lhs(i+w, k));
32 //     }
33 //     for(int i=peeled_mc; i<rows; i++)
34 //     {
35 //       for(int k=0; k<depth; k++)
36 //         blockA[count++] = cj(lhs(i, k));
37 //     }
38 //   }
39 // };
40 
41 /* Optimized triangular matrix * matrix (_TRMM++) product built on top of
42  * the general matrix matrix product.
43  */
44 template <typename Scalar, typename Index,
45           int Mode, bool LhsIsTriangular,
46           int LhsStorageOrder, bool ConjugateLhs,
47           int RhsStorageOrder, bool ConjugateRhs,
48           int ResStorageOrder, int Version = Specialized>
49 struct product_triangular_matrix_matrix;
50 
51 template <typename Scalar, typename Index,
52           int Mode, bool LhsIsTriangular,
53           int LhsStorageOrder, bool ConjugateLhs,
54           int RhsStorageOrder, bool ConjugateRhs, int Version>
55 struct product_triangular_matrix_matrix<Scalar,Index,Mode,LhsIsTriangular,
56                                            LhsStorageOrder,ConjugateLhs,
57                                            RhsStorageOrder,ConjugateRhs,RowMajor,Version>
58 {
59   static EIGEN_STRONG_INLINE void run(
60     Index rows, Index cols, Index depth,
61     const Scalar* lhs, Index lhsStride,
62     const Scalar* rhs, Index rhsStride,
63     Scalar* res,       Index resStride,
64     Scalar alpha, level3_blocking<Scalar,Scalar>& blocking)
65   {
66     product_triangular_matrix_matrix<Scalar, Index,
67       (Mode&(UnitDiag|ZeroDiag)) | ((Mode&Upper) ? Lower : Upper),
68       (!LhsIsTriangular),
69       RhsStorageOrder==RowMajor ? ColMajor : RowMajor,
70       ConjugateRhs,
71       LhsStorageOrder==RowMajor ? ColMajor : RowMajor,
72       ConjugateLhs,
73       ColMajor>
74       ::run(cols, rows, depth, rhs, rhsStride, lhs, lhsStride, res, resStride, alpha, blocking);
75   }
76 };
77 
78 // implements col-major += alpha * op(triangular) * op(general)
79 template <typename Scalar, typename Index, int Mode,
80           int LhsStorageOrder, bool ConjugateLhs,
81           int RhsStorageOrder, bool ConjugateRhs, int Version>
82 struct product_triangular_matrix_matrix<Scalar,Index,Mode,true,
83                                            LhsStorageOrder,ConjugateLhs,
84                                            RhsStorageOrder,ConjugateRhs,ColMajor,Version>
85 {
86 
87   typedef gebp_traits<Scalar,Scalar> Traits;
88   enum {
89     SmallPanelWidth   = 2 * EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
90     IsLower = (Mode&Lower) == Lower,
91     SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
92   };
93 
94   static EIGEN_DONT_INLINE void run(
95     Index _rows, Index _cols, Index _depth,
96     const Scalar* _lhs, Index lhsStride,
97     const Scalar* _rhs, Index rhsStride,
98     Scalar* res,        Index resStride,
99     Scalar alpha, level3_blocking<Scalar,Scalar>& blocking)
100   {
101     // strip zeros
102     Index diagSize  = (std::min)(_rows,_depth);
103     Index rows      = IsLower ? _rows : diagSize;
104     Index depth     = IsLower ? diagSize : _depth;
105     Index cols      = _cols;
106 
107     const_blas_data_mapper<Scalar, Index, LhsStorageOrder> lhs(_lhs,lhsStride);
108     const_blas_data_mapper<Scalar, Index, RhsStorageOrder> rhs(_rhs,rhsStride);
109 
110     Index kc = blocking.kc();                   // cache block size along the K direction
111     Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
112 
113     std::size_t sizeA = kc*mc;
114     std::size_t sizeB = kc*cols;
115     std::size_t sizeW = kc*Traits::WorkSpaceFactor;
116 
117     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
118     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
119     ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
120 
121     Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,LhsStorageOrder> triangularBuffer;
122     triangularBuffer.setZero();
123     if((Mode&ZeroDiag)==ZeroDiag)
124       triangularBuffer.diagonal().setZero();
125     else
126       triangularBuffer.diagonal().setOnes();
127 
128     gebp_kernel<Scalar, Scalar, Index, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
129     gemm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
130     gemm_pack_rhs<Scalar, Index, Traits::nr,RhsStorageOrder> pack_rhs;
131 
132     for(Index k2=IsLower ? depth : 0;
133         IsLower ? k2>0 : k2<depth;
134         IsLower ? k2-=kc : k2+=kc)
135     {
136       Index actual_kc = (std::min)(IsLower ? k2 : depth-k2, kc);
137       Index actual_k2 = IsLower ? k2-actual_kc : k2;
138 
139       // align blocks with the end of the triangular part for trapezoidal lhs
140       if((!IsLower)&&(k2<rows)&&(k2+actual_kc>rows))
141       {
142         actual_kc = rows-k2;
143         k2 = k2+actual_kc-kc;
144       }
145 
146       pack_rhs(blockB, &rhs(actual_k2,0), rhsStride, actual_kc, cols);
147 
148       // the selected lhs's panel has to be split in three different parts:
149       //  1 - the part which is zero => skip it
150       //  2 - the diagonal block => special kernel
151       //  3 - the dense panel below (lower case) or above (upper case) the diagonal block => GEPP
152 
153       // the block diagonal, if any:
154       if(IsLower || actual_k2<rows)
155       {
156         // for each small vertical panels of lhs
157         for (Index k1=0; k1<actual_kc; k1+=SmallPanelWidth)
158         {
159           Index actualPanelWidth = std::min<Index>(actual_kc-k1, SmallPanelWidth);
160           Index lengthTarget = IsLower ? actual_kc-k1-actualPanelWidth : k1;
161           Index startBlock   = actual_k2+k1;
162           Index blockBOffset = k1;
163 
164           // => GEBP with the micro triangular block
165           // The trick is to pack this micro block while filling the opposite triangular part with zeros.
166           // To this end we do an extra triangular copy to a small temporary buffer
167           for (Index k=0;k<actualPanelWidth;++k)
168           {
169             if (SetDiag)
170               triangularBuffer.coeffRef(k,k) = lhs(startBlock+k,startBlock+k);
171             for (Index i=IsLower ? k+1 : 0; IsLower ? i<actualPanelWidth : i<k; ++i)
172               triangularBuffer.coeffRef(i,k) = lhs(startBlock+i,startBlock+k);
173           }
174           pack_lhs(blockA, triangularBuffer.data(), triangularBuffer.outerStride(), actualPanelWidth, actualPanelWidth);
175 
176           gebp_kernel(res+startBlock, resStride, blockA, blockB, actualPanelWidth, actualPanelWidth, cols, alpha,
177                       actualPanelWidth, actual_kc, 0, blockBOffset, blockW);
178 
179           // GEBP with remaining micro panel
180           if (lengthTarget>0)
181           {
182             Index startTarget  = IsLower ? actual_k2+k1+actualPanelWidth : actual_k2;
183 
184             pack_lhs(blockA, &lhs(startTarget,startBlock), lhsStride, actualPanelWidth, lengthTarget);
185 
186             gebp_kernel(res+startTarget, resStride, blockA, blockB, lengthTarget, actualPanelWidth, cols, alpha,
187                         actualPanelWidth, actual_kc, 0, blockBOffset, blockW);
188           }
189         }
190       }
191       // the part below (lower case) or above (upper case) the diagonal => GEPP
192       {
193         Index start = IsLower ? k2 : 0;
194         Index end   = IsLower ? rows : (std::min)(actual_k2,rows);
195         for(Index i2=start; i2<end; i2+=mc)
196         {
197           const Index actual_mc = (std::min)(i2+mc,end)-i2;
198           gemm_pack_lhs<Scalar, Index, Traits::mr,Traits::LhsProgress, LhsStorageOrder,false>()
199             (blockA, &lhs(i2, actual_k2), lhsStride, actual_kc, actual_mc);
200 
201           gebp_kernel(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, cols, alpha, -1, -1, 0, 0, blockW);
202         }
203       }
204     }
205   }
206 };
207 
208 // implements col-major += alpha * op(general) * op(triangular)
209 template <typename Scalar, typename Index, int Mode,
210           int LhsStorageOrder, bool ConjugateLhs,
211           int RhsStorageOrder, bool ConjugateRhs, int Version>
212 struct product_triangular_matrix_matrix<Scalar,Index,Mode,false,
213                                            LhsStorageOrder,ConjugateLhs,
214                                            RhsStorageOrder,ConjugateRhs,ColMajor,Version>
215 {
216   typedef gebp_traits<Scalar,Scalar> Traits;
217   enum {
218     SmallPanelWidth   = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
219     IsLower = (Mode&Lower) == Lower,
220     SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
221   };
222 
223   static EIGEN_DONT_INLINE void run(
224     Index _rows, Index _cols, Index _depth,
225     const Scalar* _lhs, Index lhsStride,
226     const Scalar* _rhs, Index rhsStride,
227     Scalar* res,        Index resStride,
228     Scalar alpha, level3_blocking<Scalar,Scalar>& blocking)
229   {
230     // strip zeros
231     Index diagSize  = (std::min)(_cols,_depth);
232     Index rows      = _rows;
233     Index depth     = IsLower ? _depth : diagSize;
234     Index cols      = IsLower ? diagSize : _cols;
235 
236     const_blas_data_mapper<Scalar, Index, LhsStorageOrder> lhs(_lhs,lhsStride);
237     const_blas_data_mapper<Scalar, Index, RhsStorageOrder> rhs(_rhs,rhsStride);
238 
239     Index kc = blocking.kc();                   // cache block size along the K direction
240     Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
241 
242     std::size_t sizeA = kc*mc;
243     std::size_t sizeB = kc*cols;
244     std::size_t sizeW = kc*Traits::WorkSpaceFactor;
245 
246     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
247     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
248     ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
249 
250     Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,RhsStorageOrder> triangularBuffer;
251     triangularBuffer.setZero();
252     if((Mode&ZeroDiag)==ZeroDiag)
253       triangularBuffer.diagonal().setZero();
254     else
255       triangularBuffer.diagonal().setOnes();
256 
257     gebp_kernel<Scalar, Scalar, Index, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
258     gemm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
259     gemm_pack_rhs<Scalar, Index, Traits::nr,RhsStorageOrder> pack_rhs;
260     gemm_pack_rhs<Scalar, Index, Traits::nr,RhsStorageOrder,false,true> pack_rhs_panel;
261 
262     for(Index k2=IsLower ? 0 : depth;
263         IsLower ? k2<depth  : k2>0;
264         IsLower ? k2+=kc   : k2-=kc)
265     {
266       Index actual_kc = (std::min)(IsLower ? depth-k2 : k2, kc);
267       Index actual_k2 = IsLower ? k2 : k2-actual_kc;
268 
269       // align blocks with the end of the triangular part for trapezoidal rhs
270       if(IsLower && (k2<cols) && (actual_k2+actual_kc>cols))
271       {
272         actual_kc = cols-k2;
273         k2 = actual_k2 + actual_kc - kc;
274       }
275 
276       // remaining size
277       Index rs = IsLower ? (std::min)(cols,actual_k2) : cols - k2;
278       // size of the triangular part
279       Index ts = (IsLower && actual_k2>=cols) ? 0 : actual_kc;
280 
281       Scalar* geb = blockB+ts*ts;
282 
283       pack_rhs(geb, &rhs(actual_k2,IsLower ? 0 : k2), rhsStride, actual_kc, rs);
284 
285       // pack the triangular part of the rhs padding the unrolled blocks with zeros
286       if(ts>0)
287       {
288         for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
289         {
290           Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
291           Index actual_j2 = actual_k2 + j2;
292           Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
293           Index panelLength = IsLower ? actual_kc-j2-actualPanelWidth : j2;
294           // general part
295           pack_rhs_panel(blockB+j2*actual_kc,
296                          &rhs(actual_k2+panelOffset, actual_j2), rhsStride,
297                          panelLength, actualPanelWidth,
298                          actual_kc, panelOffset);
299 
300           // append the triangular part via a temporary buffer
301           for (Index j=0;j<actualPanelWidth;++j)
302           {
303             if (SetDiag)
304               triangularBuffer.coeffRef(j,j) = rhs(actual_j2+j,actual_j2+j);
305             for (Index k=IsLower ? j+1 : 0; IsLower ? k<actualPanelWidth : k<j; ++k)
306               triangularBuffer.coeffRef(k,j) = rhs(actual_j2+k,actual_j2+j);
307           }
308 
309           pack_rhs_panel(blockB+j2*actual_kc,
310                          triangularBuffer.data(), triangularBuffer.outerStride(),
311                          actualPanelWidth, actualPanelWidth,
312                          actual_kc, j2);
313         }
314       }
315 
316       for (Index i2=0; i2<rows; i2+=mc)
317       {
318         const Index actual_mc = (std::min)(mc,rows-i2);
319         pack_lhs(blockA, &lhs(i2, actual_k2), lhsStride, actual_kc, actual_mc);
320 
321         // triangular kernel
322         if(ts>0)
323         {
324           for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
325           {
326             Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
327             Index panelLength = IsLower ? actual_kc-j2 : j2+actualPanelWidth;
328             Index blockOffset = IsLower ? j2 : 0;
329 
330             gebp_kernel(res+i2+(actual_k2+j2)*resStride, resStride,
331                         blockA, blockB+j2*actual_kc,
332                         actual_mc, panelLength, actualPanelWidth,
333                         alpha,
334                         actual_kc, actual_kc,  // strides
335                         blockOffset, blockOffset,// offsets
336                         blockW); // workspace
337           }
338         }
339         gebp_kernel(res+i2+(IsLower ? 0 : k2)*resStride, resStride,
340                     blockA, geb, actual_mc, actual_kc, rs,
341                     alpha,
342                     -1, -1, 0, 0, blockW);
343       }
344     }
345   }
346 };
347 
348 /***************************************************************************
349 * Wrapper to product_triangular_matrix_matrix
350 ***************************************************************************/
351 
352 template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
353 struct traits<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false> >
354   : traits<ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false>, Lhs, Rhs> >
355 {};
356 
357 } // end namespace internal
358 
359 template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
360 struct TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false>
361   : public ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false>, Lhs, Rhs >
362 {
363   EIGEN_PRODUCT_PUBLIC_INTERFACE(TriangularProduct)
364 
365   TriangularProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
366 
367   template<typename Dest> void scaleAndAddTo(Dest& dst, Scalar alpha) const
368   {
369     typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs);
370     typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs);
371 
372     Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
373                                * RhsBlasTraits::extractScalarFactor(m_rhs);
374 
375     typedef internal::gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
376               Lhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxColsAtCompileTime,4> BlockingType;
377 
378     enum { IsLower = (Mode&Lower) == Lower };
379     Index stripedRows  = ((!LhsIsTriangular) || (IsLower))  ? lhs.rows() : (std::min)(lhs.rows(),lhs.cols());
380     Index stripedCols  = ((LhsIsTriangular)  || (!IsLower)) ? rhs.cols() : (std::min)(rhs.cols(),rhs.rows());
381     Index stripedDepth = LhsIsTriangular ? ((!IsLower) ? lhs.cols() : (std::min)(lhs.cols(),lhs.rows()))
382                                          : ((IsLower)  ? rhs.rows() : (std::min)(rhs.rows(),rhs.cols()));
383 
384     BlockingType blocking(stripedRows, stripedCols, stripedDepth);
385 
386     internal::product_triangular_matrix_matrix<Scalar, Index,
387       Mode, LhsIsTriangular,
388       (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, LhsBlasTraits::NeedToConjugate,
389       (internal::traits<_ActualRhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, RhsBlasTraits::NeedToConjugate,
390       (internal::traits<Dest          >::Flags&RowMajorBit) ? RowMajor : ColMajor>
391       ::run(
392         stripedRows, stripedCols, stripedDepth,   // sizes
393         &lhs.coeffRef(0,0),    lhs.outerStride(), // lhs info
394         &rhs.coeffRef(0,0),    rhs.outerStride(), // rhs info
395         &dst.coeffRef(0,0), dst.outerStride(),    // result info
396         actualAlpha, blocking
397       );
398   }
399 };
400 
401 } // end namespace Eigen
402 
403 #endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_H
404