//===================================================== // Copyright (C) 2008 Gael Guennebaud <g.gael@free.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 EIGEN2_INTERFACE_HH #define EIGEN2_INTERFACE_HH // #include <cblas.h> #include <Eigen/Core> #include <Eigen/Cholesky> #include <Eigen/LU> #include <Eigen/QR> #include <vector> #include "btl.hh" using namespace Eigen; template<class real, int SIZE=Dynamic> class eigen2_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 ) { #if defined(EIGEN_VECTORIZE_SSE) if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2"; #elif defined(EIGEN_VECTORIZE_ALTIVEC) if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2"; #else if (SIZE==Dynamic) return "eigen2_novec"; else return "tiny_eigen2_novec"; #endif } 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 = (A*B).lazy(); } static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){ X = (A.transpose()*B.transpose()).lazy(); } static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){ X = (A.transpose()*A).lazy(); } static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){ X = (A*A.transpose()).lazy(); } static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){ X = (A*B)/*.lazy()*/; } static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){ X = (A.transpose()*B)/*.lazy()*/; } 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 inline void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){ cible = source; } static 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 marked<LowerTriangular>().solveTriangular(B); } static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){ X = L.template marked<LowerTriangular>().solveTriangular(B); } static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){ 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.lu().matrixLU(); // C = X.inverse(); } static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){ C = Tridiagonalization<gene_matrix>(X).packedMatrix(); } static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){ C = HessenbergDecomposition<gene_matrix>(X).packedMatrix(); } }; #endif