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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2009 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_SOLVETRIANGULAR_H
11 #define EIGEN_SOLVETRIANGULAR_H
12 
13 namespace Eigen {
14 
15 namespace internal {
16 
17 // Forward declarations:
18 // The following two routines are implemented in the products/TriangularSolver*.h files
19 template<typename LhsScalar, typename RhsScalar, typename Index, int Side, int Mode, bool Conjugate, int StorageOrder>
20 struct triangular_solve_vector;
21 
22 template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder, int OtherStorageOrder>
23 struct triangular_solve_matrix;
24 
25 // small helper struct extracting some traits on the underlying solver operation
26 template<typename Lhs, typename Rhs, int Side>
27 class trsolve_traits
28 {
29   private:
30     enum {
31       RhsIsVectorAtCompileTime = (Side==OnTheLeft ? Rhs::ColsAtCompileTime : Rhs::RowsAtCompileTime)==1
32     };
33   public:
34     enum {
35       Unrolling   = (RhsIsVectorAtCompileTime && Rhs::SizeAtCompileTime != Dynamic && Rhs::SizeAtCompileTime <= 8)
36                   ? CompleteUnrolling : NoUnrolling,
37       RhsVectors  = RhsIsVectorAtCompileTime ? 1 : Dynamic
38     };
39 };
40 
41 template<typename Lhs, typename Rhs,
42   int Side, // can be OnTheLeft/OnTheRight
43   int Mode, // can be Upper/Lower | UnitDiag
44   int Unrolling = trsolve_traits<Lhs,Rhs,Side>::Unrolling,
45   int RhsVectors = trsolve_traits<Lhs,Rhs,Side>::RhsVectors
46   >
47 struct triangular_solver_selector;
48 
49 template<typename Lhs, typename Rhs, int Side, int Mode>
50 struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,1>
51 {
52   typedef typename Lhs::Scalar LhsScalar;
53   typedef typename Rhs::Scalar RhsScalar;
54   typedef blas_traits<Lhs> LhsProductTraits;
55   typedef typename LhsProductTraits::ExtractType ActualLhsType;
56   typedef Map<Matrix<RhsScalar,Dynamic,1>, Aligned> MappedRhs;
57   static void run(const Lhs& lhs, Rhs& rhs)
58   {
59     ActualLhsType actualLhs = LhsProductTraits::extract(lhs);
60 
61     // FIXME find a way to allow an inner stride if packet_traits<Scalar>::size==1
62 
63     bool useRhsDirectly = Rhs::InnerStrideAtCompileTime==1 || rhs.innerStride()==1;
64 
65     ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhs,rhs.size(),
66                                                   (useRhsDirectly ? rhs.data() : 0));
67 
68     if(!useRhsDirectly)
69       MappedRhs(actualRhs,rhs.size()) = rhs;
70 
71     triangular_solve_vector<LhsScalar, RhsScalar, typename Lhs::Index, Side, Mode, LhsProductTraits::NeedToConjugate,
72                             (int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor>
73       ::run(actualLhs.cols(), actualLhs.data(), actualLhs.outerStride(), actualRhs);
74 
75     if(!useRhsDirectly)
76       rhs = MappedRhs(actualRhs, rhs.size());
77   }
78 };
79 
80 // the rhs is a matrix
81 template<typename Lhs, typename Rhs, int Side, int Mode>
82 struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,Dynamic>
83 {
84   typedef typename Rhs::Scalar Scalar;
85   typedef typename Rhs::Index Index;
86   typedef blas_traits<Lhs> LhsProductTraits;
87   typedef typename LhsProductTraits::DirectLinearAccessType ActualLhsType;
88 
89   static void run(const Lhs& lhs, Rhs& rhs)
90   {
91     typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsProductTraits::extract(lhs);
92 
93     const Index size = lhs.rows();
94     const Index othersize = Side==OnTheLeft? rhs.cols() : rhs.rows();
95 
96     typedef internal::gemm_blocking_space<(Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
97               Rhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxRowsAtCompileTime,4> BlockingType;
98 
99     BlockingType blocking(rhs.rows(), rhs.cols(), size);
100 
101     triangular_solve_matrix<Scalar,Index,Side,Mode,LhsProductTraits::NeedToConjugate,(int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor,
102                                (Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor>
103       ::run(size, othersize, &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &rhs.coeffRef(0,0), rhs.outerStride(), blocking);
104   }
105 };
106 
107 /***************************************************************************
108 * meta-unrolling implementation
109 ***************************************************************************/
110 
111 template<typename Lhs, typename Rhs, int Mode, int Index, int Size,
112          bool Stop = Index==Size>
113 struct triangular_solver_unroller;
114 
115 template<typename Lhs, typename Rhs, int Mode, int Index, int Size>
116 struct triangular_solver_unroller<Lhs,Rhs,Mode,Index,Size,false> {
117   enum {
118     IsLower = ((Mode&Lower)==Lower),
119     I = IsLower ? Index : Size - Index - 1,
120     S = IsLower ? 0     : I+1
121   };
122   static void run(const Lhs& lhs, Rhs& rhs)
123   {
124     if (Index>0)
125       rhs.coeffRef(I) -= lhs.row(I).template segment<Index>(S).transpose()
126                          .cwiseProduct(rhs.template segment<Index>(S)).sum();
127 
128     if(!(Mode & UnitDiag))
129       rhs.coeffRef(I) /= lhs.coeff(I,I);
130 
131     triangular_solver_unroller<Lhs,Rhs,Mode,Index+1,Size>::run(lhs,rhs);
132   }
133 };
134 
135 template<typename Lhs, typename Rhs, int Mode, int Index, int Size>
136 struct triangular_solver_unroller<Lhs,Rhs,Mode,Index,Size,true> {
137   static void run(const Lhs&, Rhs&) {}
138 };
139 
140 template<typename Lhs, typename Rhs, int Mode>
141 struct triangular_solver_selector<Lhs,Rhs,OnTheLeft,Mode,CompleteUnrolling,1> {
142   static void run(const Lhs& lhs, Rhs& rhs)
143   { triangular_solver_unroller<Lhs,Rhs,Mode,0,Rhs::SizeAtCompileTime>::run(lhs,rhs); }
144 };
145 
146 template<typename Lhs, typename Rhs, int Mode>
147 struct triangular_solver_selector<Lhs,Rhs,OnTheRight,Mode,CompleteUnrolling,1> {
148   static void run(const Lhs& lhs, Rhs& rhs)
149   {
150     Transpose<const Lhs> trLhs(lhs);
151     Transpose<Rhs> trRhs(rhs);
152 
153     triangular_solver_unroller<Transpose<const Lhs>,Transpose<Rhs>,
154                               ((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag),
155                               0,Rhs::SizeAtCompileTime>::run(trLhs,trRhs);
156   }
157 };
158 
159 } // end namespace internal
160 
161 /***************************************************************************
162 * TriangularView methods
163 ***************************************************************************/
164 
165 /** "in-place" version of TriangularView::solve() where the result is written in \a other
166   *
167   * \warning The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
168   * This function will const_cast it, so constness isn't honored here.
169   *
170   * See TriangularView:solve() for the details.
171   */
172 template<typename MatrixType, unsigned int Mode>
173 template<int Side, typename OtherDerived>
174 void TriangularView<MatrixType,Mode>::solveInPlace(const MatrixBase<OtherDerived>& _other) const
175 {
176   OtherDerived& other = _other.const_cast_derived();
177   eigen_assert( cols() == rows() && ((Side==OnTheLeft && cols() == other.rows()) || (Side==OnTheRight && cols() == other.cols())) );
178   eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
179 
180   enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit  && OtherDerived::IsVectorAtCompileTime };
181   typedef typename internal::conditional<copy,
182     typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
183   OtherCopy otherCopy(other);
184 
185   internal::triangular_solver_selector<MatrixType, typename internal::remove_reference<OtherCopy>::type,
186     Side, Mode>::run(nestedExpression(), otherCopy);
187 
188   if (copy)
189     other = otherCopy;
190 }
191 
192 /** \returns the product of the inverse of \c *this with \a other, \a *this being triangular.
193   *
194   * This function computes the inverse-matrix matrix product inverse(\c *this) * \a other if
195   * \a Side==OnTheLeft (the default), or the right-inverse-multiply  \a other * inverse(\c *this) if
196   * \a Side==OnTheRight.
197   *
198   * The matrix \c *this must be triangular and invertible (i.e., all the coefficients of the
199   * diagonal must be non zero). It works as a forward (resp. backward) substitution if \c *this
200   * is an upper (resp. lower) triangular matrix.
201   *
202   * Example: \include MatrixBase_marked.cpp
203   * Output: \verbinclude MatrixBase_marked.out
204   *
205   * This function returns an expression of the inverse-multiply and can works in-place if it is assigned
206   * to the same matrix or vector \a other.
207   *
208   * For users coming from BLAS, this function (and more specifically solveInPlace()) offer
209   * all the operations supported by the \c *TRSV and \c *TRSM BLAS routines.
210   *
211   * \sa TriangularView::solveInPlace()
212   */
213 template<typename Derived, unsigned int Mode>
214 template<int Side, typename Other>
215 const internal::triangular_solve_retval<Side,TriangularView<Derived,Mode>,Other>
216 TriangularView<Derived,Mode>::solve(const MatrixBase<Other>& other) const
217 {
218   return internal::triangular_solve_retval<Side,TriangularView,Other>(*this, other.derived());
219 }
220 
221 namespace internal {
222 
223 
224 template<int Side, typename TriangularType, typename Rhs>
225 struct traits<triangular_solve_retval<Side, TriangularType, Rhs> >
226 {
227   typedef typename internal::plain_matrix_type_column_major<Rhs>::type ReturnType;
228 };
229 
230 template<int Side, typename TriangularType, typename Rhs> struct triangular_solve_retval
231  : public ReturnByValue<triangular_solve_retval<Side, TriangularType, Rhs> >
232 {
233   typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
234   typedef ReturnByValue<triangular_solve_retval> Base;
235   typedef typename Base::Index Index;
236 
237   triangular_solve_retval(const TriangularType& tri, const Rhs& rhs)
238     : m_triangularMatrix(tri), m_rhs(rhs)
239   {}
240 
241   inline Index rows() const { return m_rhs.rows(); }
242   inline Index cols() const { return m_rhs.cols(); }
243 
244   template<typename Dest> inline void evalTo(Dest& dst) const
245   {
246     if(!(is_same<RhsNestedCleaned,Dest>::value && extract_data(dst) == extract_data(m_rhs)))
247       dst = m_rhs;
248     m_triangularMatrix.template solveInPlace<Side>(dst);
249   }
250 
251   protected:
252     const TriangularType& m_triangularMatrix;
253     typename Rhs::Nested m_rhs;
254 };
255 
256 } // namespace internal
257 
258 } // end namespace Eigen
259 
260 #endif // EIGEN_SOLVETRIANGULAR_H
261