tomoto 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +22 -0
- data/README.md +123 -0
- data/ext/tomoto/ext.cpp +245 -0
- data/ext/tomoto/extconf.rb +28 -0
- data/lib/tomoto.rb +12 -0
- data/lib/tomoto/ct.rb +11 -0
- data/lib/tomoto/hdp.rb +11 -0
- data/lib/tomoto/lda.rb +67 -0
- data/lib/tomoto/version.rb +3 -0
- data/vendor/EigenRand/EigenRand/Core.h +1139 -0
- data/vendor/EigenRand/EigenRand/Dists/Basic.h +111 -0
- data/vendor/EigenRand/EigenRand/Dists/Discrete.h +877 -0
- data/vendor/EigenRand/EigenRand/Dists/GammaPoisson.h +108 -0
- data/vendor/EigenRand/EigenRand/Dists/NormalExp.h +626 -0
- data/vendor/EigenRand/EigenRand/EigenRand +19 -0
- data/vendor/EigenRand/EigenRand/Macro.h +24 -0
- data/vendor/EigenRand/EigenRand/MorePacketMath.h +978 -0
- data/vendor/EigenRand/EigenRand/PacketFilter.h +286 -0
- data/vendor/EigenRand/EigenRand/PacketRandomEngine.h +624 -0
- data/vendor/EigenRand/EigenRand/RandUtils.h +413 -0
- data/vendor/EigenRand/EigenRand/doc.h +220 -0
- data/vendor/EigenRand/LICENSE +21 -0
- data/vendor/EigenRand/README.md +288 -0
- data/vendor/eigen/COPYING.BSD +26 -0
- data/vendor/eigen/COPYING.GPL +674 -0
- data/vendor/eigen/COPYING.LGPL +502 -0
- data/vendor/eigen/COPYING.MINPACK +52 -0
- data/vendor/eigen/COPYING.MPL2 +373 -0
- data/vendor/eigen/COPYING.README +18 -0
- data/vendor/eigen/Eigen/CMakeLists.txt +19 -0
- data/vendor/eigen/Eigen/Cholesky +46 -0
- data/vendor/eigen/Eigen/CholmodSupport +48 -0
- data/vendor/eigen/Eigen/Core +537 -0
- data/vendor/eigen/Eigen/Dense +7 -0
- data/vendor/eigen/Eigen/Eigen +2 -0
- data/vendor/eigen/Eigen/Eigenvalues +61 -0
- data/vendor/eigen/Eigen/Geometry +62 -0
- data/vendor/eigen/Eigen/Householder +30 -0
- data/vendor/eigen/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/eigen/Eigen/Jacobi +33 -0
- data/vendor/eigen/Eigen/LU +50 -0
- data/vendor/eigen/Eigen/MetisSupport +35 -0
- data/vendor/eigen/Eigen/OrderingMethods +73 -0
- data/vendor/eigen/Eigen/PaStiXSupport +48 -0
- data/vendor/eigen/Eigen/PardisoSupport +35 -0
- data/vendor/eigen/Eigen/QR +51 -0
- data/vendor/eigen/Eigen/QtAlignedMalloc +40 -0
- data/vendor/eigen/Eigen/SPQRSupport +34 -0
- data/vendor/eigen/Eigen/SVD +51 -0
- data/vendor/eigen/Eigen/Sparse +36 -0
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- data/vendor/eigen/Eigen/SparseCore +69 -0
- data/vendor/eigen/Eigen/SparseLU +46 -0
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- data/vendor/eigen/Eigen/SuperLUSupport +64 -0
- data/vendor/eigen/Eigen/UmfPackSupport +40 -0
- data/vendor/eigen/Eigen/src/Cholesky/LDLT.h +673 -0
- data/vendor/eigen/Eigen/src/Cholesky/LLT.h +542 -0
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- data/vendor/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +639 -0
- data/vendor/eigen/Eigen/src/Core/Array.h +329 -0
- data/vendor/eigen/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/eigen/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/eigen/Eigen/src/Core/Assign.h +90 -0
- data/vendor/eigen/Eigen/src/Core/AssignEvaluator.h +935 -0
- data/vendor/eigen/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/eigen/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/eigen/Eigen/src/Core/Block.h +452 -0
- data/vendor/eigen/Eigen/src/Core/BooleanRedux.h +164 -0
- data/vendor/eigen/Eigen/src/Core/CommaInitializer.h +160 -0
- data/vendor/eigen/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/eigen/Eigen/src/Core/CoreEvaluators.h +1688 -0
- data/vendor/eigen/Eigen/src/Core/CoreIterators.h +127 -0
- data/vendor/eigen/Eigen/src/Core/CwiseBinaryOp.h +184 -0
- data/vendor/eigen/Eigen/src/Core/CwiseNullaryOp.h +866 -0
- data/vendor/eigen/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryView.h +128 -0
- data/vendor/eigen/Eigen/src/Core/DenseBase.h +611 -0
- data/vendor/eigen/Eigen/src/Core/DenseCoeffsBase.h +681 -0
- data/vendor/eigen/Eigen/src/Core/DenseStorage.h +570 -0
- data/vendor/eigen/Eigen/src/Core/Diagonal.h +260 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalMatrix.h +343 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/eigen/Eigen/src/Core/Dot.h +318 -0
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- data/vendor/eigen/Eigen/src/Core/GeneralProduct.h +455 -0
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- data/vendor/eigen/Eigen/src/Core/Random.h +182 -0
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- data/vendor/eigen/Eigen/src/Core/Select.h +162 -0
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- data/vendor/eigen/Eigen/src/Core/Stride.h +111 -0
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- data/vendor/eigen/Eigen/src/Core/Transpose.h +403 -0
- data/vendor/eigen/Eigen/src/Core/Transpositions.h +407 -0
- data/vendor/eigen/Eigen/src/Core/TriangularMatrix.h +983 -0
- data/vendor/eigen/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/eigen/Eigen/src/Core/VectorwiseOp.h +695 -0
- data/vendor/eigen/Eigen/src/Core/Visitor.h +273 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/Complex.h +451 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +439 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +637 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +51 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +391 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1316 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +430 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +322 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +1061 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/Complex.h +103 -0
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- data/vendor/eigen/Eigen/src/Core/arch/CUDA/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +333 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +1124 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +212 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +29 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/Complex.h +490 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +760 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/Complex.h +471 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +562 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +895 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +77 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/Complex.h +397 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +137 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +945 -0
- data/vendor/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +168 -0
- data/vendor/eigen/Eigen/src/Core/functors/BinaryFunctors.h +475 -0
- data/vendor/eigen/Eigen/src/Core/functors/NullaryFunctors.h +188 -0
- data/vendor/eigen/Eigen/src/Core/functors/StlFunctors.h +136 -0
- data/vendor/eigen/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/eigen/Eigen/src/Core/functors/UnaryFunctors.h +792 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2156 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +492 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +311 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +122 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +619 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/eigen/Eigen/src/Core/products/Parallelizer.h +163 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +521 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +287 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +260 -0
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- data/vendor/eigen/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
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- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +466 -0
- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +315 -0
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- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/eigen/Eigen/src/SparseQR/SparseQR.h +745 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdDeque.h +126 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/eigen/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +1027 -0
- data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +506 -0
- data/vendor/eigen/Eigen/src/misc/Image.h +82 -0
- data/vendor/eigen/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/eigen/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/eigen/Eigen/src/misc/blas.h +440 -0
- data/vendor/eigen/Eigen/src/misc/lapack.h +152 -0
- data/vendor/eigen/Eigen/src/misc/lapacke.h +16291 -0
- data/vendor/eigen/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +332 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +552 -0
- data/vendor/eigen/Eigen/src/plugins/BlockMethods.h +1058 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseUnaryOps.h +163 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +85 -0
- data/vendor/eigen/README.md +3 -0
- data/vendor/eigen/bench/README.txt +55 -0
- data/vendor/eigen/bench/btl/COPYING +340 -0
- data/vendor/eigen/bench/btl/README +154 -0
- data/vendor/eigen/bench/tensors/README +21 -0
- data/vendor/eigen/blas/README.txt +6 -0
- data/vendor/eigen/demos/mandelbrot/README +10 -0
- data/vendor/eigen/demos/mix_eigen_and_c/README +9 -0
- data/vendor/eigen/demos/opengl/README +13 -0
- data/vendor/eigen/unsupported/Eigen/CXX11/src/Tensor/README.md +1760 -0
- data/vendor/eigen/unsupported/README.txt +50 -0
- data/vendor/tomotopy/LICENSE +21 -0
- data/vendor/tomotopy/README.kr.rst +375 -0
- data/vendor/tomotopy/README.rst +382 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.cpp +362 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.h +88 -0
- data/vendor/tomotopy/src/Labeling/Labeler.h +50 -0
- data/vendor/tomotopy/src/TopicModel/CT.h +37 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.hpp +293 -0
- data/vendor/tomotopy/src/TopicModel/DMR.h +51 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.hpp +374 -0
- data/vendor/tomotopy/src/TopicModel/DT.h +65 -0
- data/vendor/tomotopy/src/TopicModel/DTM.h +22 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.cpp +15 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.hpp +572 -0
- data/vendor/tomotopy/src/TopicModel/GDMR.h +37 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.cpp +14 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.hpp +485 -0
- data/vendor/tomotopy/src/TopicModel/HDP.h +74 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.hpp +592 -0
- data/vendor/tomotopy/src/TopicModel/HLDA.h +40 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.hpp +681 -0
- data/vendor/tomotopy/src/TopicModel/HPA.h +27 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.cpp +21 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.hpp +588 -0
- data/vendor/tomotopy/src/TopicModel/LDA.h +144 -0
- data/vendor/tomotopy/src/TopicModel/LDACVB0Model.hpp +442 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.hpp +1058 -0
- data/vendor/tomotopy/src/TopicModel/LLDA.h +45 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.hpp +203 -0
- data/vendor/tomotopy/src/TopicModel/MGLDA.h +63 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.hpp +558 -0
- data/vendor/tomotopy/src/TopicModel/PA.h +43 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.hpp +467 -0
- data/vendor/tomotopy/src/TopicModel/PLDA.h +17 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.hpp +214 -0
- data/vendor/tomotopy/src/TopicModel/SLDA.h +54 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.hpp +456 -0
- data/vendor/tomotopy/src/TopicModel/TopicModel.hpp +692 -0
- data/vendor/tomotopy/src/Utils/AliasMethod.hpp +169 -0
- data/vendor/tomotopy/src/Utils/Dictionary.h +80 -0
- data/vendor/tomotopy/src/Utils/EigenAddonOps.hpp +181 -0
- data/vendor/tomotopy/src/Utils/LBFGS.h +202 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBacktracking.h +120 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBracketing.h +122 -0
- data/vendor/tomotopy/src/Utils/LBFGS/Param.h +213 -0
- data/vendor/tomotopy/src/Utils/LUT.hpp +82 -0
- data/vendor/tomotopy/src/Utils/MultiNormalDistribution.hpp +69 -0
- data/vendor/tomotopy/src/Utils/PolyaGamma.hpp +200 -0
- data/vendor/tomotopy/src/Utils/PolyaGammaHybrid.hpp +672 -0
- data/vendor/tomotopy/src/Utils/ThreadPool.hpp +150 -0
- data/vendor/tomotopy/src/Utils/Trie.hpp +220 -0
- data/vendor/tomotopy/src/Utils/TruncMultiNormal.hpp +94 -0
- data/vendor/tomotopy/src/Utils/Utils.hpp +337 -0
- data/vendor/tomotopy/src/Utils/avx_gamma.h +46 -0
- data/vendor/tomotopy/src/Utils/avx_mathfun.h +736 -0
- data/vendor/tomotopy/src/Utils/exception.h +28 -0
- data/vendor/tomotopy/src/Utils/math.h +281 -0
- data/vendor/tomotopy/src/Utils/rtnorm.hpp +2690 -0
- data/vendor/tomotopy/src/Utils/sample.hpp +192 -0
- data/vendor/tomotopy/src/Utils/serializer.hpp +695 -0
- data/vendor/tomotopy/src/Utils/slp.hpp +131 -0
- data/vendor/tomotopy/src/Utils/sse_gamma.h +48 -0
- data/vendor/tomotopy/src/Utils/sse_mathfun.h +710 -0
- data/vendor/tomotopy/src/Utils/text.hpp +49 -0
- data/vendor/tomotopy/src/Utils/tvector.hpp +543 -0
- metadata +531 -0
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/*
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Copyright (c) 2011, Intel Corporation. All rights reserved.
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Redistribution and use in source and binary forms, with or without modification,
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are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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* Neither the name of Intel Corporation nor the names of its contributors may
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be used to endorse or promote products derived from this software without
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specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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********************************************************************************
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* Content : Eigen bindings to BLAS F77
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* Triangular matrix * matrix product functionality based on ?TRMM.
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********************************************************************************
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*/
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#ifndef EIGEN_TRIANGULAR_MATRIX_MATRIX_BLAS_H
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#define EIGEN_TRIANGULAR_MATRIX_MATRIX_BLAS_H
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namespace Eigen {
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namespace internal {
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template <typename Scalar, typename Index,
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int Mode, bool LhsIsTriangular,
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int LhsStorageOrder, bool ConjugateLhs,
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int RhsStorageOrder, bool ConjugateRhs,
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int ResStorageOrder>
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struct product_triangular_matrix_matrix_trmm :
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product_triangular_matrix_matrix<Scalar,Index,Mode,
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LhsIsTriangular,LhsStorageOrder,ConjugateLhs,
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RhsStorageOrder, ConjugateRhs, ResStorageOrder, BuiltIn> {};
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// try to go to BLAS specialization
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#define EIGEN_BLAS_TRMM_SPECIALIZE(Scalar, LhsIsTriangular) \
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template <typename Index, int Mode, \
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int LhsStorageOrder, bool ConjugateLhs, \
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int RhsStorageOrder, bool ConjugateRhs> \
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struct product_triangular_matrix_matrix<Scalar,Index, Mode, LhsIsTriangular, \
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LhsStorageOrder,ConjugateLhs, RhsStorageOrder,ConjugateRhs,ColMajor,Specialized> { \
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static inline void run(Index _rows, Index _cols, Index _depth, const Scalar* _lhs, Index lhsStride,\
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const Scalar* _rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha, level3_blocking<Scalar,Scalar>& blocking) { \
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product_triangular_matrix_matrix_trmm<Scalar,Index,Mode, \
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LhsIsTriangular,LhsStorageOrder,ConjugateLhs, \
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RhsStorageOrder, ConjugateRhs, ColMajor>::run( \
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_rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha, blocking); \
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} \
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};
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EIGEN_BLAS_TRMM_SPECIALIZE(double, true)
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EIGEN_BLAS_TRMM_SPECIALIZE(double, false)
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EIGEN_BLAS_TRMM_SPECIALIZE(dcomplex, true)
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EIGEN_BLAS_TRMM_SPECIALIZE(dcomplex, false)
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EIGEN_BLAS_TRMM_SPECIALIZE(float, true)
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EIGEN_BLAS_TRMM_SPECIALIZE(float, false)
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EIGEN_BLAS_TRMM_SPECIALIZE(scomplex, true)
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EIGEN_BLAS_TRMM_SPECIALIZE(scomplex, false)
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// implements col-major += alpha * op(triangular) * op(general)
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#define EIGEN_BLAS_TRMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
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template <typename Index, int Mode, \
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int LhsStorageOrder, bool ConjugateLhs, \
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int RhsStorageOrder, bool ConjugateRhs> \
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struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,true, \
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LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \
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{ \
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enum { \
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IsLower = (Mode&Lower) == Lower, \
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SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
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IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
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IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
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LowUp = IsLower ? Lower : Upper, \
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conjA = ((LhsStorageOrder==ColMajor) && ConjugateLhs) ? 1 : 0 \
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}; \
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\
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static void run( \
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Index _rows, Index _cols, Index _depth, \
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const EIGTYPE* _lhs, Index lhsStride, \
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const EIGTYPE* _rhs, Index rhsStride, \
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EIGTYPE* res, Index resStride, \
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EIGTYPE alpha, level3_blocking<EIGTYPE,EIGTYPE>& blocking) \
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{ \
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Index diagSize = (std::min)(_rows,_depth); \
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Index rows = IsLower ? _rows : diagSize; \
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Index depth = IsLower ? diagSize : _depth; \
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Index cols = _cols; \
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\
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typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \
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typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \
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\
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/* Non-square case - doesn't fit to BLAS ?TRMM. Fall to default triangular product or call BLAS ?GEMM*/ \
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if (rows != depth) { \
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\
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/* FIXME handle mkl_domain_get_max_threads */ \
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/*int nthr = mkl_domain_get_max_threads(EIGEN_BLAS_DOMAIN_BLAS);*/ int nthr = 1;\
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\
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if (((nthr==1) && (((std::max)(rows,depth)-diagSize)/(double)diagSize < 0.5))) { \
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/* Most likely no benefit to call TRMM or GEMM from BLAS */ \
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product_triangular_matrix_matrix<EIGTYPE,Index,Mode,true, \
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LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \
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_rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha, blocking); \
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/*std::cout << "TRMM_L: A is not square! Go to Eigen TRMM implementation!\n";*/ \
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} else { \
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/* Make sense to call GEMM */ \
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Map<const MatrixLhs, 0, OuterStride<> > lhsMap(_lhs,rows,depth,OuterStride<>(lhsStride)); \
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MatrixLhs aa_tmp=lhsMap.template triangularView<Mode>(); \
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BlasIndex aStride = convert_index<BlasIndex>(aa_tmp.outerStride()); \
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gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> gemm_blocking(_rows,_cols,_depth, 1, true); \
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general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \
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rows, cols, depth, aa_tmp.data(), aStride, _rhs, rhsStride, res, resStride, alpha, gemm_blocking, 0); \
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\
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/*std::cout << "TRMM_L: A is not square! Go to BLAS GEMM implementation! " << nthr<<" \n";*/ \
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} \
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return; \
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} \
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char side = 'L', transa, uplo, diag = 'N'; \
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EIGTYPE *b; \
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const EIGTYPE *a; \
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BlasIndex m, n, lda, ldb; \
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\
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/* Set m, n */ \
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m = convert_index<BlasIndex>(diagSize); \
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n = convert_index<BlasIndex>(cols); \
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\
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/* Set trans */ \
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transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \
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\
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/* Set b, ldb */ \
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Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols,OuterStride<>(rhsStride)); \
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MatrixX##EIGPREFIX b_tmp; \
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\
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if (ConjugateRhs) b_tmp = rhs.conjugate(); else b_tmp = rhs; \
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b = b_tmp.data(); \
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ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
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\
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/* Set uplo */ \
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uplo = IsLower ? 'L' : 'U'; \
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if (LhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
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/* Set a, lda */ \
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Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \
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MatrixLhs a_tmp; \
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\
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if ((conjA!=0) || (SetDiag==0)) { \
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if (conjA) a_tmp = lhs.conjugate(); else a_tmp = lhs; \
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if (IsZeroDiag) \
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a_tmp.diagonal().setZero(); \
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else if (IsUnitDiag) \
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a_tmp.diagonal().setOnes();\
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a = a_tmp.data(); \
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lda = convert_index<BlasIndex>(a_tmp.outerStride()); \
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} else { \
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a = _lhs; \
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lda = convert_index<BlasIndex>(lhsStride); \
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} \
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/*std::cout << "TRMM_L: A is square! Go to BLAS TRMM implementation! \n";*/ \
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/* call ?trmm*/ \
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BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)b, &ldb); \
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\
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/* Add op(a_triangular)*b into res*/ \
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Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \
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res_tmp=res_tmp+b_tmp; \
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} \
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};
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#ifdef EIGEN_USE_MKL
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EIGEN_BLAS_TRMM_L(double, double, d, dtrmm)
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EIGEN_BLAS_TRMM_L(dcomplex, MKL_Complex16, cd, ztrmm)
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EIGEN_BLAS_TRMM_L(float, float, f, strmm)
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EIGEN_BLAS_TRMM_L(scomplex, MKL_Complex8, cf, ctrmm)
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#else
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189
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EIGEN_BLAS_TRMM_L(double, double, d, dtrmm_)
|
190
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+
EIGEN_BLAS_TRMM_L(dcomplex, double, cd, ztrmm_)
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191
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+
EIGEN_BLAS_TRMM_L(float, float, f, strmm_)
|
192
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EIGEN_BLAS_TRMM_L(scomplex, float, cf, ctrmm_)
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193
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+
#endif
|
194
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+
|
195
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// implements col-major += alpha * op(general) * op(triangular)
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196
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#define EIGEN_BLAS_TRMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
|
197
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+
template <typename Index, int Mode, \
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198
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+
int LhsStorageOrder, bool ConjugateLhs, \
|
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int RhsStorageOrder, bool ConjugateRhs> \
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200
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+
struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,false, \
|
201
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+
LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \
|
202
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+
{ \
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203
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+
enum { \
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+
IsLower = (Mode&Lower) == Lower, \
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+
SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
|
206
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+
IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
|
207
|
+
IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
|
208
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+
LowUp = IsLower ? Lower : Upper, \
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209
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conjA = ((RhsStorageOrder==ColMajor) && ConjugateRhs) ? 1 : 0 \
|
210
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+
}; \
|
211
|
+
\
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212
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+
static void run( \
|
213
|
+
Index _rows, Index _cols, Index _depth, \
|
214
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+
const EIGTYPE* _lhs, Index lhsStride, \
|
215
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+
const EIGTYPE* _rhs, Index rhsStride, \
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216
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+
EIGTYPE* res, Index resStride, \
|
217
|
+
EIGTYPE alpha, level3_blocking<EIGTYPE,EIGTYPE>& blocking) \
|
218
|
+
{ \
|
219
|
+
Index diagSize = (std::min)(_cols,_depth); \
|
220
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+
Index rows = _rows; \
|
221
|
+
Index depth = IsLower ? _depth : diagSize; \
|
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+
Index cols = IsLower ? diagSize : _cols; \
|
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+
\
|
224
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+
typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \
|
225
|
+
typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \
|
226
|
+
\
|
227
|
+
/* Non-square case - doesn't fit to BLAS ?TRMM. Fall to default triangular product or call BLAS ?GEMM*/ \
|
228
|
+
if (cols != depth) { \
|
229
|
+
\
|
230
|
+
int nthr = 1 /*mkl_domain_get_max_threads(EIGEN_BLAS_DOMAIN_BLAS)*/; \
|
231
|
+
\
|
232
|
+
if ((nthr==1) && (((std::max)(cols,depth)-diagSize)/(double)diagSize < 0.5)) { \
|
233
|
+
/* Most likely no benefit to call TRMM or GEMM from BLAS*/ \
|
234
|
+
product_triangular_matrix_matrix<EIGTYPE,Index,Mode,false, \
|
235
|
+
LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \
|
236
|
+
_rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha, blocking); \
|
237
|
+
/*std::cout << "TRMM_R: A is not square! Go to Eigen TRMM implementation!\n";*/ \
|
238
|
+
} else { \
|
239
|
+
/* Make sense to call GEMM */ \
|
240
|
+
Map<const MatrixRhs, 0, OuterStride<> > rhsMap(_rhs,depth,cols, OuterStride<>(rhsStride)); \
|
241
|
+
MatrixRhs aa_tmp=rhsMap.template triangularView<Mode>(); \
|
242
|
+
BlasIndex aStride = convert_index<BlasIndex>(aa_tmp.outerStride()); \
|
243
|
+
gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> gemm_blocking(_rows,_cols,_depth, 1, true); \
|
244
|
+
general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \
|
245
|
+
rows, cols, depth, _lhs, lhsStride, aa_tmp.data(), aStride, res, resStride, alpha, gemm_blocking, 0); \
|
246
|
+
\
|
247
|
+
/*std::cout << "TRMM_R: A is not square! Go to BLAS GEMM implementation! " << nthr<<" \n";*/ \
|
248
|
+
} \
|
249
|
+
return; \
|
250
|
+
} \
|
251
|
+
char side = 'R', transa, uplo, diag = 'N'; \
|
252
|
+
EIGTYPE *b; \
|
253
|
+
const EIGTYPE *a; \
|
254
|
+
BlasIndex m, n, lda, ldb; \
|
255
|
+
\
|
256
|
+
/* Set m, n */ \
|
257
|
+
m = convert_index<BlasIndex>(rows); \
|
258
|
+
n = convert_index<BlasIndex>(diagSize); \
|
259
|
+
\
|
260
|
+
/* Set trans */ \
|
261
|
+
transa = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \
|
262
|
+
\
|
263
|
+
/* Set b, ldb */ \
|
264
|
+
Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \
|
265
|
+
MatrixX##EIGPREFIX b_tmp; \
|
266
|
+
\
|
267
|
+
if (ConjugateLhs) b_tmp = lhs.conjugate(); else b_tmp = lhs; \
|
268
|
+
b = b_tmp.data(); \
|
269
|
+
ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
|
270
|
+
\
|
271
|
+
/* Set uplo */ \
|
272
|
+
uplo = IsLower ? 'L' : 'U'; \
|
273
|
+
if (RhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
|
274
|
+
/* Set a, lda */ \
|
275
|
+
Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols, OuterStride<>(rhsStride)); \
|
276
|
+
MatrixRhs a_tmp; \
|
277
|
+
\
|
278
|
+
if ((conjA!=0) || (SetDiag==0)) { \
|
279
|
+
if (conjA) a_tmp = rhs.conjugate(); else a_tmp = rhs; \
|
280
|
+
if (IsZeroDiag) \
|
281
|
+
a_tmp.diagonal().setZero(); \
|
282
|
+
else if (IsUnitDiag) \
|
283
|
+
a_tmp.diagonal().setOnes();\
|
284
|
+
a = a_tmp.data(); \
|
285
|
+
lda = convert_index<BlasIndex>(a_tmp.outerStride()); \
|
286
|
+
} else { \
|
287
|
+
a = _rhs; \
|
288
|
+
lda = convert_index<BlasIndex>(rhsStride); \
|
289
|
+
} \
|
290
|
+
/*std::cout << "TRMM_R: A is square! Go to BLAS TRMM implementation! \n";*/ \
|
291
|
+
/* call ?trmm*/ \
|
292
|
+
BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)b, &ldb); \
|
293
|
+
\
|
294
|
+
/* Add op(a_triangular)*b into res*/ \
|
295
|
+
Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \
|
296
|
+
res_tmp=res_tmp+b_tmp; \
|
297
|
+
} \
|
298
|
+
};
|
299
|
+
|
300
|
+
#ifdef EIGEN_USE_MKL
|
301
|
+
EIGEN_BLAS_TRMM_R(double, double, d, dtrmm)
|
302
|
+
EIGEN_BLAS_TRMM_R(dcomplex, MKL_Complex16, cd, ztrmm)
|
303
|
+
EIGEN_BLAS_TRMM_R(float, float, f, strmm)
|
304
|
+
EIGEN_BLAS_TRMM_R(scomplex, MKL_Complex8, cf, ctrmm)
|
305
|
+
#else
|
306
|
+
EIGEN_BLAS_TRMM_R(double, double, d, dtrmm_)
|
307
|
+
EIGEN_BLAS_TRMM_R(dcomplex, double, cd, ztrmm_)
|
308
|
+
EIGEN_BLAS_TRMM_R(float, float, f, strmm_)
|
309
|
+
EIGEN_BLAS_TRMM_R(scomplex, float, cf, ctrmm_)
|
310
|
+
#endif
|
311
|
+
} // end namespace internal
|
312
|
+
|
313
|
+
} // end namespace Eigen
|
314
|
+
|
315
|
+
#endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_BLAS_H
|
@@ -0,0 +1,350 @@
|
|
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_TRIANGULARMATRIXVECTOR_H
|
11
|
+
#define EIGEN_TRIANGULARMATRIXVECTOR_H
|
12
|
+
|
13
|
+
namespace Eigen {
|
14
|
+
|
15
|
+
namespace internal {
|
16
|
+
|
17
|
+
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder, int Version=Specialized>
|
18
|
+
struct triangular_matrix_vector_product;
|
19
|
+
|
20
|
+
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int Version>
|
21
|
+
struct triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor,Version>
|
22
|
+
{
|
23
|
+
typedef typename ScalarBinaryOpTraits<LhsScalar, RhsScalar>::ReturnType ResScalar;
|
24
|
+
enum {
|
25
|
+
IsLower = ((Mode&Lower)==Lower),
|
26
|
+
HasUnitDiag = (Mode & UnitDiag)==UnitDiag,
|
27
|
+
HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag
|
28
|
+
};
|
29
|
+
static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride,
|
30
|
+
const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, const RhsScalar& alpha);
|
31
|
+
};
|
32
|
+
|
33
|
+
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int Version>
|
34
|
+
EIGEN_DONT_INLINE void triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor,Version>
|
35
|
+
::run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride,
|
36
|
+
const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, const RhsScalar& alpha)
|
37
|
+
{
|
38
|
+
static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
|
39
|
+
Index size = (std::min)(_rows,_cols);
|
40
|
+
Index rows = IsLower ? _rows : (std::min)(_rows,_cols);
|
41
|
+
Index cols = IsLower ? (std::min)(_rows,_cols) : _cols;
|
42
|
+
|
43
|
+
typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> > LhsMap;
|
44
|
+
const LhsMap lhs(_lhs,rows,cols,OuterStride<>(lhsStride));
|
45
|
+
typename conj_expr_if<ConjLhs,LhsMap>::type cjLhs(lhs);
|
46
|
+
|
47
|
+
typedef Map<const Matrix<RhsScalar,Dynamic,1>, 0, InnerStride<> > RhsMap;
|
48
|
+
const RhsMap rhs(_rhs,cols,InnerStride<>(rhsIncr));
|
49
|
+
typename conj_expr_if<ConjRhs,RhsMap>::type cjRhs(rhs);
|
50
|
+
|
51
|
+
typedef Map<Matrix<ResScalar,Dynamic,1> > ResMap;
|
52
|
+
ResMap res(_res,rows);
|
53
|
+
|
54
|
+
typedef const_blas_data_mapper<LhsScalar,Index,ColMajor> LhsMapper;
|
55
|
+
typedef const_blas_data_mapper<RhsScalar,Index,RowMajor> RhsMapper;
|
56
|
+
|
57
|
+
for (Index pi=0; pi<size; pi+=PanelWidth)
|
58
|
+
{
|
59
|
+
Index actualPanelWidth = (std::min)(PanelWidth, size-pi);
|
60
|
+
for (Index k=0; k<actualPanelWidth; ++k)
|
61
|
+
{
|
62
|
+
Index i = pi + k;
|
63
|
+
Index s = IsLower ? ((HasUnitDiag||HasZeroDiag) ? i+1 : i ) : pi;
|
64
|
+
Index r = IsLower ? actualPanelWidth-k : k+1;
|
65
|
+
if ((!(HasUnitDiag||HasZeroDiag)) || (--r)>0)
|
66
|
+
res.segment(s,r) += (alpha * cjRhs.coeff(i)) * cjLhs.col(i).segment(s,r);
|
67
|
+
if (HasUnitDiag)
|
68
|
+
res.coeffRef(i) += alpha * cjRhs.coeff(i);
|
69
|
+
}
|
70
|
+
Index r = IsLower ? rows - pi - actualPanelWidth : pi;
|
71
|
+
if (r>0)
|
72
|
+
{
|
73
|
+
Index s = IsLower ? pi+actualPanelWidth : 0;
|
74
|
+
general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,ConjLhs,RhsScalar,RhsMapper,ConjRhs,BuiltIn>::run(
|
75
|
+
r, actualPanelWidth,
|
76
|
+
LhsMapper(&lhs.coeffRef(s,pi), lhsStride),
|
77
|
+
RhsMapper(&rhs.coeffRef(pi), rhsIncr),
|
78
|
+
&res.coeffRef(s), resIncr, alpha);
|
79
|
+
}
|
80
|
+
}
|
81
|
+
if((!IsLower) && cols>size)
|
82
|
+
{
|
83
|
+
general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,ConjLhs,RhsScalar,RhsMapper,ConjRhs>::run(
|
84
|
+
rows, cols-size,
|
85
|
+
LhsMapper(&lhs.coeffRef(0,size), lhsStride),
|
86
|
+
RhsMapper(&rhs.coeffRef(size), rhsIncr),
|
87
|
+
_res, resIncr, alpha);
|
88
|
+
}
|
89
|
+
}
|
90
|
+
|
91
|
+
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs,int Version>
|
92
|
+
struct triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor,Version>
|
93
|
+
{
|
94
|
+
typedef typename ScalarBinaryOpTraits<LhsScalar, RhsScalar>::ReturnType ResScalar;
|
95
|
+
enum {
|
96
|
+
IsLower = ((Mode&Lower)==Lower),
|
97
|
+
HasUnitDiag = (Mode & UnitDiag)==UnitDiag,
|
98
|
+
HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag
|
99
|
+
};
|
100
|
+
static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride,
|
101
|
+
const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, const ResScalar& alpha);
|
102
|
+
};
|
103
|
+
|
104
|
+
template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs,int Version>
|
105
|
+
EIGEN_DONT_INLINE void triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor,Version>
|
106
|
+
::run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride,
|
107
|
+
const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, const ResScalar& alpha)
|
108
|
+
{
|
109
|
+
static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
|
110
|
+
Index diagSize = (std::min)(_rows,_cols);
|
111
|
+
Index rows = IsLower ? _rows : diagSize;
|
112
|
+
Index cols = IsLower ? diagSize : _cols;
|
113
|
+
|
114
|
+
typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,RowMajor>, 0, OuterStride<> > LhsMap;
|
115
|
+
const LhsMap lhs(_lhs,rows,cols,OuterStride<>(lhsStride));
|
116
|
+
typename conj_expr_if<ConjLhs,LhsMap>::type cjLhs(lhs);
|
117
|
+
|
118
|
+
typedef Map<const Matrix<RhsScalar,Dynamic,1> > RhsMap;
|
119
|
+
const RhsMap rhs(_rhs,cols);
|
120
|
+
typename conj_expr_if<ConjRhs,RhsMap>::type cjRhs(rhs);
|
121
|
+
|
122
|
+
typedef Map<Matrix<ResScalar,Dynamic,1>, 0, InnerStride<> > ResMap;
|
123
|
+
ResMap res(_res,rows,InnerStride<>(resIncr));
|
124
|
+
|
125
|
+
typedef const_blas_data_mapper<LhsScalar,Index,RowMajor> LhsMapper;
|
126
|
+
typedef const_blas_data_mapper<RhsScalar,Index,RowMajor> RhsMapper;
|
127
|
+
|
128
|
+
for (Index pi=0; pi<diagSize; pi+=PanelWidth)
|
129
|
+
{
|
130
|
+
Index actualPanelWidth = (std::min)(PanelWidth, diagSize-pi);
|
131
|
+
for (Index k=0; k<actualPanelWidth; ++k)
|
132
|
+
{
|
133
|
+
Index i = pi + k;
|
134
|
+
Index s = IsLower ? pi : ((HasUnitDiag||HasZeroDiag) ? i+1 : i);
|
135
|
+
Index r = IsLower ? k+1 : actualPanelWidth-k;
|
136
|
+
if ((!(HasUnitDiag||HasZeroDiag)) || (--r)>0)
|
137
|
+
res.coeffRef(i) += alpha * (cjLhs.row(i).segment(s,r).cwiseProduct(cjRhs.segment(s,r).transpose())).sum();
|
138
|
+
if (HasUnitDiag)
|
139
|
+
res.coeffRef(i) += alpha * cjRhs.coeff(i);
|
140
|
+
}
|
141
|
+
Index r = IsLower ? pi : cols - pi - actualPanelWidth;
|
142
|
+
if (r>0)
|
143
|
+
{
|
144
|
+
Index s = IsLower ? 0 : pi + actualPanelWidth;
|
145
|
+
general_matrix_vector_product<Index,LhsScalar,LhsMapper,RowMajor,ConjLhs,RhsScalar,RhsMapper,ConjRhs,BuiltIn>::run(
|
146
|
+
actualPanelWidth, r,
|
147
|
+
LhsMapper(&lhs.coeffRef(pi,s), lhsStride),
|
148
|
+
RhsMapper(&rhs.coeffRef(s), rhsIncr),
|
149
|
+
&res.coeffRef(pi), resIncr, alpha);
|
150
|
+
}
|
151
|
+
}
|
152
|
+
if(IsLower && rows>diagSize)
|
153
|
+
{
|
154
|
+
general_matrix_vector_product<Index,LhsScalar,LhsMapper,RowMajor,ConjLhs,RhsScalar,RhsMapper,ConjRhs>::run(
|
155
|
+
rows-diagSize, cols,
|
156
|
+
LhsMapper(&lhs.coeffRef(diagSize,0), lhsStride),
|
157
|
+
RhsMapper(&rhs.coeffRef(0), rhsIncr),
|
158
|
+
&res.coeffRef(diagSize), resIncr, alpha);
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}
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}
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+
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162
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+
/***************************************************************************
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163
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* Wrapper to product_triangular_vector
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164
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+
***************************************************************************/
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165
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+
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166
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template<int Mode,int StorageOrder>
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struct trmv_selector;
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168
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+
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169
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+
} // end namespace internal
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170
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+
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171
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+
namespace internal {
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172
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+
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173
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+
template<int Mode, typename Lhs, typename Rhs>
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174
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+
struct triangular_product_impl<Mode,true,Lhs,false,Rhs,true>
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175
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+
{
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176
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template<typename Dest> static void run(Dest& dst, const Lhs &lhs, const Rhs &rhs, const typename Dest::Scalar& alpha)
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177
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+
{
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178
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+
eigen_assert(dst.rows()==lhs.rows() && dst.cols()==rhs.cols());
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179
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+
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180
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+
internal::trmv_selector<Mode,(int(internal::traits<Lhs>::Flags)&RowMajorBit) ? RowMajor : ColMajor>::run(lhs, rhs, dst, alpha);
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+
}
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+
};
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183
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+
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184
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+
template<int Mode, typename Lhs, typename Rhs>
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185
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+
struct triangular_product_impl<Mode,false,Lhs,true,Rhs,false>
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186
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+
{
|
187
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+
template<typename Dest> static void run(Dest& dst, const Lhs &lhs, const Rhs &rhs, const typename Dest::Scalar& alpha)
|
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+
{
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189
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+
eigen_assert(dst.rows()==lhs.rows() && dst.cols()==rhs.cols());
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190
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+
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191
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+
Transpose<Dest> dstT(dst);
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192
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+
internal::trmv_selector<(Mode & (UnitDiag|ZeroDiag)) | ((Mode & Lower) ? Upper : Lower),
|
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+
(int(internal::traits<Rhs>::Flags)&RowMajorBit) ? ColMajor : RowMajor>
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+
::run(rhs.transpose(),lhs.transpose(), dstT, alpha);
|
195
|
+
}
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+
};
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+
|
198
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+
} // end namespace internal
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199
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+
|
200
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+
namespace internal {
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+
|
202
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+
// TODO: find a way to factorize this piece of code with gemv_selector since the logic is exactly the same.
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+
|
204
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+
template<int Mode> struct trmv_selector<Mode,ColMajor>
|
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+
{
|
206
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+
template<typename Lhs, typename Rhs, typename Dest>
|
207
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+
static void run(const Lhs &lhs, const Rhs &rhs, Dest& dest, const typename Dest::Scalar& alpha)
|
208
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+
{
|
209
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+
typedef typename Lhs::Scalar LhsScalar;
|
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+
typedef typename Rhs::Scalar RhsScalar;
|
211
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+
typedef typename Dest::Scalar ResScalar;
|
212
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+
typedef typename Dest::RealScalar RealScalar;
|
213
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+
|
214
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+
typedef internal::blas_traits<Lhs> LhsBlasTraits;
|
215
|
+
typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
|
216
|
+
typedef internal::blas_traits<Rhs> RhsBlasTraits;
|
217
|
+
typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType;
|
218
|
+
|
219
|
+
typedef Map<Matrix<ResScalar,Dynamic,1>, EIGEN_PLAIN_ENUM_MIN(AlignedMax,internal::packet_traits<ResScalar>::size)> MappedDest;
|
220
|
+
|
221
|
+
typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(lhs);
|
222
|
+
typename internal::add_const_on_value_type<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(rhs);
|
223
|
+
|
224
|
+
LhsScalar lhs_alpha = LhsBlasTraits::extractScalarFactor(lhs);
|
225
|
+
RhsScalar rhs_alpha = RhsBlasTraits::extractScalarFactor(rhs);
|
226
|
+
ResScalar actualAlpha = alpha * lhs_alpha * rhs_alpha;
|
227
|
+
|
228
|
+
enum {
|
229
|
+
// FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1
|
230
|
+
// on, the other hand it is good for the cache to pack the vector anyways...
|
231
|
+
EvalToDestAtCompileTime = Dest::InnerStrideAtCompileTime==1,
|
232
|
+
ComplexByReal = (NumTraits<LhsScalar>::IsComplex) && (!NumTraits<RhsScalar>::IsComplex),
|
233
|
+
MightCannotUseDest = (Dest::InnerStrideAtCompileTime!=1) || ComplexByReal
|
234
|
+
};
|
235
|
+
|
236
|
+
gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,MightCannotUseDest> static_dest;
|
237
|
+
|
238
|
+
bool alphaIsCompatible = (!ComplexByReal) || (numext::imag(actualAlpha)==RealScalar(0));
|
239
|
+
bool evalToDest = EvalToDestAtCompileTime && alphaIsCompatible;
|
240
|
+
|
241
|
+
RhsScalar compatibleAlpha = get_factor<ResScalar,RhsScalar>::run(actualAlpha);
|
242
|
+
|
243
|
+
ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(),
|
244
|
+
evalToDest ? dest.data() : static_dest.data());
|
245
|
+
|
246
|
+
if(!evalToDest)
|
247
|
+
{
|
248
|
+
#ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
|
249
|
+
Index size = dest.size();
|
250
|
+
EIGEN_DENSE_STORAGE_CTOR_PLUGIN
|
251
|
+
#endif
|
252
|
+
if(!alphaIsCompatible)
|
253
|
+
{
|
254
|
+
MappedDest(actualDestPtr, dest.size()).setZero();
|
255
|
+
compatibleAlpha = RhsScalar(1);
|
256
|
+
}
|
257
|
+
else
|
258
|
+
MappedDest(actualDestPtr, dest.size()) = dest;
|
259
|
+
}
|
260
|
+
|
261
|
+
internal::triangular_matrix_vector_product
|
262
|
+
<Index,Mode,
|
263
|
+
LhsScalar, LhsBlasTraits::NeedToConjugate,
|
264
|
+
RhsScalar, RhsBlasTraits::NeedToConjugate,
|
265
|
+
ColMajor>
|
266
|
+
::run(actualLhs.rows(),actualLhs.cols(),
|
267
|
+
actualLhs.data(),actualLhs.outerStride(),
|
268
|
+
actualRhs.data(),actualRhs.innerStride(),
|
269
|
+
actualDestPtr,1,compatibleAlpha);
|
270
|
+
|
271
|
+
if (!evalToDest)
|
272
|
+
{
|
273
|
+
if(!alphaIsCompatible)
|
274
|
+
dest += actualAlpha * MappedDest(actualDestPtr, dest.size());
|
275
|
+
else
|
276
|
+
dest = MappedDest(actualDestPtr, dest.size());
|
277
|
+
}
|
278
|
+
|
279
|
+
if ( ((Mode&UnitDiag)==UnitDiag) && (lhs_alpha!=LhsScalar(1)) )
|
280
|
+
{
|
281
|
+
Index diagSize = (std::min)(lhs.rows(),lhs.cols());
|
282
|
+
dest.head(diagSize) -= (lhs_alpha-LhsScalar(1))*rhs.head(diagSize);
|
283
|
+
}
|
284
|
+
}
|
285
|
+
};
|
286
|
+
|
287
|
+
template<int Mode> struct trmv_selector<Mode,RowMajor>
|
288
|
+
{
|
289
|
+
template<typename Lhs, typename Rhs, typename Dest>
|
290
|
+
static void run(const Lhs &lhs, const Rhs &rhs, Dest& dest, const typename Dest::Scalar& alpha)
|
291
|
+
{
|
292
|
+
typedef typename Lhs::Scalar LhsScalar;
|
293
|
+
typedef typename Rhs::Scalar RhsScalar;
|
294
|
+
typedef typename Dest::Scalar ResScalar;
|
295
|
+
|
296
|
+
typedef internal::blas_traits<Lhs> LhsBlasTraits;
|
297
|
+
typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
|
298
|
+
typedef internal::blas_traits<Rhs> RhsBlasTraits;
|
299
|
+
typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType;
|
300
|
+
typedef typename internal::remove_all<ActualRhsType>::type ActualRhsTypeCleaned;
|
301
|
+
|
302
|
+
typename add_const<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(lhs);
|
303
|
+
typename add_const<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(rhs);
|
304
|
+
|
305
|
+
LhsScalar lhs_alpha = LhsBlasTraits::extractScalarFactor(lhs);
|
306
|
+
RhsScalar rhs_alpha = RhsBlasTraits::extractScalarFactor(rhs);
|
307
|
+
ResScalar actualAlpha = alpha * lhs_alpha * rhs_alpha;
|
308
|
+
|
309
|
+
enum {
|
310
|
+
DirectlyUseRhs = ActualRhsTypeCleaned::InnerStrideAtCompileTime==1
|
311
|
+
};
|
312
|
+
|
313
|
+
gemv_static_vector_if<RhsScalar,ActualRhsTypeCleaned::SizeAtCompileTime,ActualRhsTypeCleaned::MaxSizeAtCompileTime,!DirectlyUseRhs> static_rhs;
|
314
|
+
|
315
|
+
ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,actualRhs.size(),
|
316
|
+
DirectlyUseRhs ? const_cast<RhsScalar*>(actualRhs.data()) : static_rhs.data());
|
317
|
+
|
318
|
+
if(!DirectlyUseRhs)
|
319
|
+
{
|
320
|
+
#ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
|
321
|
+
Index size = actualRhs.size();
|
322
|
+
EIGEN_DENSE_STORAGE_CTOR_PLUGIN
|
323
|
+
#endif
|
324
|
+
Map<typename ActualRhsTypeCleaned::PlainObject>(actualRhsPtr, actualRhs.size()) = actualRhs;
|
325
|
+
}
|
326
|
+
|
327
|
+
internal::triangular_matrix_vector_product
|
328
|
+
<Index,Mode,
|
329
|
+
LhsScalar, LhsBlasTraits::NeedToConjugate,
|
330
|
+
RhsScalar, RhsBlasTraits::NeedToConjugate,
|
331
|
+
RowMajor>
|
332
|
+
::run(actualLhs.rows(),actualLhs.cols(),
|
333
|
+
actualLhs.data(),actualLhs.outerStride(),
|
334
|
+
actualRhsPtr,1,
|
335
|
+
dest.data(),dest.innerStride(),
|
336
|
+
actualAlpha);
|
337
|
+
|
338
|
+
if ( ((Mode&UnitDiag)==UnitDiag) && (lhs_alpha!=LhsScalar(1)) )
|
339
|
+
{
|
340
|
+
Index diagSize = (std::min)(lhs.rows(),lhs.cols());
|
341
|
+
dest.head(diagSize) -= (lhs_alpha-LhsScalar(1))*rhs.head(diagSize);
|
342
|
+
}
|
343
|
+
}
|
344
|
+
};
|
345
|
+
|
346
|
+
} // end namespace internal
|
347
|
+
|
348
|
+
} // end namespace Eigen
|
349
|
+
|
350
|
+
#endif // EIGEN_TRIANGULARMATRIXVECTOR_H
|