//===================================================== // 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 (int j=0; j<A_stl.size() ; j++){ for (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 (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 (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; // } 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