| //===================================================== |
| // 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 |