tomoto 0.1.0

data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h

@@ -0,0 +1,492 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_GENERAL_MATRIX_MATRIX_H
+#define EIGEN_GENERAL_MATRIX_MATRIX_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename _LhsScalar, typename _RhsScalar> class level3_blocking;
+
+/* Specialization for a row-major destination matrix => simple transposition of the product */
+template<
+  typename Index,
+  typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
+  typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs>
+struct general_matrix_matrix_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,RowMajor>
+{
+  typedef gebp_traits<RhsScalar,LhsScalar> Traits;
+
+  typedef typename ScalarBinaryOpTraits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+  static EIGEN_STRONG_INLINE void run(
+    Index rows, Index cols, Index depth,
+    const LhsScalar* lhs, Index lhsStride,
+    const RhsScalar* rhs, Index rhsStride,
+    ResScalar* res, Index resStride,
+    ResScalar alpha,
+    level3_blocking<RhsScalar,LhsScalar>& blocking,
+    GemmParallelInfo<Index>* info = 0)
+  {
+    // transpose the product such that the result is column major
+    general_matrix_matrix_product<Index,
+      RhsScalar, RhsStorageOrder==RowMajor ? ColMajor : RowMajor, ConjugateRhs,
+      LhsScalar, LhsStorageOrder==RowMajor ? ColMajor : RowMajor, ConjugateLhs,
+      ColMajor>
+    ::run(cols,rows,depth,rhs,rhsStride,lhs,lhsStride,res,resStride,alpha,blocking,info);
+  }
+};
+
+/*  Specialization for a col-major destination matrix
+ *    => Blocking algorithm following Goto's paper */
+template<
+  typename Index,
+  typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
+  typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs>
+struct general_matrix_matrix_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,ColMajor>
+{
+
+typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+
+typedef typename ScalarBinaryOpTraits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+static void run(Index rows, Index cols, Index depth,
+  const LhsScalar* _lhs, Index lhsStride,
+  const RhsScalar* _rhs, Index rhsStride,
+  ResScalar* _res, Index resStride,
+  ResScalar alpha,
+  level3_blocking<LhsScalar,RhsScalar>& blocking,
+  GemmParallelInfo<Index>* info = 0)
+{
+  typedef const_blas_data_mapper<LhsScalar, Index, LhsStorageOrder> LhsMapper;
+  typedef const_blas_data_mapper<RhsScalar, Index, RhsStorageOrder> RhsMapper;
+  typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
+  LhsMapper lhs(_lhs,lhsStride);
+  RhsMapper rhs(_rhs,rhsStride);
+  ResMapper res(_res, resStride);
+
+  Index kc = blocking.kc();                   // cache block size along the K direction
+  Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
+  Index nc = (std::min)(cols,blocking.nc());  // cache block size along the N direction
+
+  gemm_pack_lhs<LhsScalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
+  gemm_pack_rhs<RhsScalar, Index, RhsMapper, Traits::nr, RhsStorageOrder> pack_rhs;
+  gebp_kernel<LhsScalar, RhsScalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp;
+
+#ifdef EIGEN_HAS_OPENMP
+  if(info)
+  {
+    // this is the parallel version!
+    int tid = omp_get_thread_num();
+    int threads = omp_get_num_threads();
+
+    LhsScalar* blockA = blocking.blockA();
+    eigen_internal_assert(blockA!=0);
+
+    std::size_t sizeB = kc*nc;
+    ei_declare_aligned_stack_constructed_variable(RhsScalar, blockB, sizeB, 0);
+
+    // For each horizontal panel of the rhs, and corresponding vertical panel of the lhs...
+    for(Index k=0; k<depth; k+=kc)
+    {
+      const Index actual_kc = (std::min)(k+kc,depth)-k; // => rows of B', and cols of the A'
+
+      // In order to reduce the chance that a thread has to wait for the other,
+      // let's start by packing B'.
+      pack_rhs(blockB, rhs.getSubMapper(k,0), actual_kc, nc);
+
+      // Pack A_k to A' in a parallel fashion:
+      // each thread packs the sub block A_k,i to A'_i where i is the thread id.
+
+      // However, before copying to A'_i, we have to make sure that no other thread is still using it,
+      // i.e., we test that info[tid].users equals 0.
+      // Then, we set info[tid].users to the number of threads to mark that all other threads are going to use it.
+      while(info[tid].users!=0) {}
+      info[tid].users += threads;
+
+      pack_lhs(blockA+info[tid].lhs_start*actual_kc, lhs.getSubMapper(info[tid].lhs_start,k), actual_kc, info[tid].lhs_length);
+
+      // Notify the other threads that the part A'_i is ready to go.
+      info[tid].sync = k;
+
+      // Computes C_i += A' * B' per A'_i
+      for(int shift=0; shift<threads; ++shift)
+      {
+        int i = (tid+shift)%threads;
+
+        // At this point we have to make sure that A'_i has been updated by the thread i,
+        // we use testAndSetOrdered to mimic a volatile access.
+        // However, no need to wait for the B' part which has been updated by the current thread!
+        if (shift>0) {
+          while(info[i].sync!=k) {
+          }
+        }
+
+        gebp(res.getSubMapper(info[i].lhs_start, 0), blockA+info[i].lhs_start*actual_kc, blockB, info[i].lhs_length, actual_kc, nc, alpha);
+      }
+
+      // Then keep going as usual with the remaining B'
+      for(Index j=nc; j<cols; j+=nc)
+      {
+        const Index actual_nc = (std::min)(j+nc,cols)-j;
+
+        // pack B_k,j to B'
+        pack_rhs(blockB, rhs.getSubMapper(k,j), actual_kc, actual_nc);
+
+        // C_j += A' * B'
+        gebp(res.getSubMapper(0, j), blockA, blockB, rows, actual_kc, actual_nc, alpha);
+      }
+
+      // Release all the sub blocks A'_i of A' for the current thread,
+      // i.e., we simply decrement the number of users by 1
+      for(Index i=0; i<threads; ++i)
+        #pragma omp atomic
+        info[i].users -= 1;
+    }
+  }
+  else
+#endif // EIGEN_HAS_OPENMP
+  {
+    EIGEN_UNUSED_VARIABLE(info);
+
+    // this is the sequential version!
+    std::size_t sizeA = kc*mc;
+    std::size_t sizeB = kc*nc;
+
+    ei_declare_aligned_stack_constructed_variable(LhsScalar, blockA, sizeA, blocking.blockA());
+    ei_declare_aligned_stack_constructed_variable(RhsScalar, blockB, sizeB, blocking.blockB());
+
+    const bool pack_rhs_once = mc!=rows && kc==depth && nc==cols;
+
+    // For each horizontal panel of the rhs, and corresponding panel of the lhs...
+    for(Index i2=0; i2<rows; i2+=mc)
+    {
+      const Index actual_mc = (std::min)(i2+mc,rows)-i2;
+
+      for(Index k2=0; k2<depth; k2+=kc)
+      {
+        const Index actual_kc = (std::min)(k2+kc,depth)-k2;
+
+        // OK, here we have selected one horizontal panel of rhs and one vertical panel of lhs.
+        // => Pack lhs's panel into a sequential chunk of memory (L2/L3 caching)
+        // Note that this panel will be read as many times as the number of blocks in the rhs's
+        // horizontal panel which is, in practice, a very low number.
+        pack_lhs(blockA, lhs.getSubMapper(i2,k2), actual_kc, actual_mc);
+
+        // For each kc x nc block of the rhs's horizontal panel...
+        for(Index j2=0; j2<cols; j2+=nc)
+        {
+          const Index actual_nc = (std::min)(j2+nc,cols)-j2;
+
+          // We pack the rhs's block into a sequential chunk of memory (L2 caching)
+          // Note that this block will be read a very high number of times, which is equal to the number of
+          // micro horizontal panel of the large rhs's panel (e.g., rows/12 times).
+          if((!pack_rhs_once) || i2==0)
+            pack_rhs(blockB, rhs.getSubMapper(k2,j2), actual_kc, actual_nc);
+
+          // Everything is packed, we can now call the panel * block kernel:
+          gebp(res.getSubMapper(i2, j2), blockA, blockB, actual_mc, actual_kc, actual_nc, alpha);
+        }
+      }
+    }
+  }
+}
+
+};
+
+/*********************************************************************************
+*  Specialization of generic_product_impl for "large" GEMM, i.e.,
+*  implementation of the high level wrapper to general_matrix_matrix_product
+**********************************************************************************/
+
+template<typename Scalar, typename Index, typename Gemm, typename Lhs, typename Rhs, typename Dest, typename BlockingType>
+struct gemm_functor
+{
+  gemm_functor(const Lhs& lhs, const Rhs& rhs, Dest& dest, const Scalar& actualAlpha, BlockingType& blocking)
+    : m_lhs(lhs), m_rhs(rhs), m_dest(dest), m_actualAlpha(actualAlpha), m_blocking(blocking)
+  {}
+
+  void initParallelSession(Index num_threads) const
+  {
+    m_blocking.initParallel(m_lhs.rows(), m_rhs.cols(), m_lhs.cols(), num_threads);
+    m_blocking.allocateA();
+  }
+
+  void operator() (Index row, Index rows, Index col=0, Index cols=-1, GemmParallelInfo<Index>* info=0) const
+  {
+    if(cols==-1)
+      cols = m_rhs.cols();
+
+    Gemm::run(rows, cols, m_lhs.cols(),
+              &m_lhs.coeffRef(row,0), m_lhs.outerStride(),
+              &m_rhs.coeffRef(0,col), m_rhs.outerStride(),
+              (Scalar*)&(m_dest.coeffRef(row,col)), m_dest.outerStride(),
+              m_actualAlpha, m_blocking, info);
+  }
+
+  typedef typename Gemm::Traits Traits;
+
+  protected:
+    const Lhs& m_lhs;
+    const Rhs& m_rhs;
+    Dest& m_dest;
+    Scalar m_actualAlpha;
+    BlockingType& m_blocking;
+};
+
+template<int StorageOrder, typename LhsScalar, typename RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor=1,
+bool FiniteAtCompileTime = MaxRows!=Dynamic && MaxCols!=Dynamic && MaxDepth != Dynamic> class gemm_blocking_space;
+
+template<typename _LhsScalar, typename _RhsScalar>
+class level3_blocking
+{
+    typedef _LhsScalar LhsScalar;
+    typedef _RhsScalar RhsScalar;
+
+  protected:
+    LhsScalar* m_blockA;
+    RhsScalar* m_blockB;
+
+    Index m_mc;
+    Index m_nc;
+    Index m_kc;
+
+  public:
+
+    level3_blocking()
+      : m_blockA(0), m_blockB(0), m_mc(0), m_nc(0), m_kc(0)
+    {}
+
+    inline Index mc() const { return m_mc; }
+    inline Index nc() const { return m_nc; }
+    inline Index kc() const { return m_kc; }
+
+    inline LhsScalar* blockA() { return m_blockA; }
+    inline RhsScalar* blockB() { return m_blockB; }
+};
+
+template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor>
+class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, KcFactor, true /* == FiniteAtCompileTime */>
+  : public level3_blocking<
+      typename conditional<StorageOrder==RowMajor,_RhsScalar,_LhsScalar>::type,
+      typename conditional<StorageOrder==RowMajor,_LhsScalar,_RhsScalar>::type>
+{
+    enum {
+      Transpose = StorageOrder==RowMajor,
+      ActualRows = Transpose ? MaxCols : MaxRows,
+      ActualCols = Transpose ? MaxRows : MaxCols
+    };
+    typedef typename conditional<Transpose,_RhsScalar,_LhsScalar>::type LhsScalar;
+    typedef typename conditional<Transpose,_LhsScalar,_RhsScalar>::type RhsScalar;
+    typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+    enum {
+      SizeA = ActualRows * MaxDepth,
+      SizeB = ActualCols * MaxDepth
+    };
+
+#if EIGEN_MAX_STATIC_ALIGN_BYTES >= EIGEN_DEFAULT_ALIGN_BYTES
+    EIGEN_ALIGN_MAX LhsScalar m_staticA[SizeA];
+    EIGEN_ALIGN_MAX RhsScalar m_staticB[SizeB];
+#else
+    EIGEN_ALIGN_MAX char m_staticA[SizeA * sizeof(LhsScalar) + EIGEN_DEFAULT_ALIGN_BYTES-1];
+    EIGEN_ALIGN_MAX char m_staticB[SizeB * sizeof(RhsScalar) + EIGEN_DEFAULT_ALIGN_BYTES-1];
+#endif
+
+  public:
+
+    gemm_blocking_space(Index /*rows*/, Index /*cols*/, Index /*depth*/, Index /*num_threads*/, bool /*full_rows = false*/)
+    {
+      this->m_mc = ActualRows;
+      this->m_nc = ActualCols;
+      this->m_kc = MaxDepth;
+#if EIGEN_MAX_STATIC_ALIGN_BYTES >= EIGEN_DEFAULT_ALIGN_BYTES
+      this->m_blockA = m_staticA;
+      this->m_blockB = m_staticB;
+#else
+      this->m_blockA = reinterpret_cast<LhsScalar*>((internal::UIntPtr(m_staticA) + (EIGEN_DEFAULT_ALIGN_BYTES-1)) & ~std::size_t(EIGEN_DEFAULT_ALIGN_BYTES-1));
+      this->m_blockB = reinterpret_cast<RhsScalar*>((internal::UIntPtr(m_staticB) + (EIGEN_DEFAULT_ALIGN_BYTES-1)) & ~std::size_t(EIGEN_DEFAULT_ALIGN_BYTES-1));
+#endif
+    }
+
+    void initParallel(Index, Index, Index, Index)
+    {}
+
+    inline void allocateA() {}
+    inline void allocateB() {}
+    inline void allocateAll() {}
+};
+
+template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor>
+class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, KcFactor, false>
+  : public level3_blocking<
+      typename conditional<StorageOrder==RowMajor,_RhsScalar,_LhsScalar>::type,
+      typename conditional<StorageOrder==RowMajor,_LhsScalar,_RhsScalar>::type>
+{
+    enum {
+      Transpose = StorageOrder==RowMajor
+    };
+    typedef typename conditional<Transpose,_RhsScalar,_LhsScalar>::type LhsScalar;
+    typedef typename conditional<Transpose,_LhsScalar,_RhsScalar>::type RhsScalar;
+    typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+
+    Index m_sizeA;
+    Index m_sizeB;
+
+  public:
+
+    gemm_blocking_space(Index rows, Index cols, Index depth, Index num_threads, bool l3_blocking)
+    {
+      this->m_mc = Transpose ? cols : rows;
+      this->m_nc = Transpose ? rows : cols;
+      this->m_kc = depth;
+
+      if(l3_blocking)
+      {
+        computeProductBlockingSizes<LhsScalar,RhsScalar,KcFactor>(this->m_kc, this->m_mc, this->m_nc, num_threads);
+      }
+      else  // no l3 blocking
+      {
+        Index n = this->m_nc;
+        computeProductBlockingSizes<LhsScalar,RhsScalar,KcFactor>(this->m_kc, this->m_mc, n, num_threads);
+      }
+
+      m_sizeA = this->m_mc * this->m_kc;
+      m_sizeB = this->m_kc * this->m_nc;
+    }
+
+    void initParallel(Index rows, Index cols, Index depth, Index num_threads)
+    {
+      this->m_mc = Transpose ? cols : rows;
+      this->m_nc = Transpose ? rows : cols;
+      this->m_kc = depth;
+
+      eigen_internal_assert(this->m_blockA==0 && this->m_blockB==0);
+      Index m = this->m_mc;
+      computeProductBlockingSizes<LhsScalar,RhsScalar,KcFactor>(this->m_kc, m, this->m_nc, num_threads);
+      m_sizeA = this->m_mc * this->m_kc;
+      m_sizeB = this->m_kc * this->m_nc;
+    }
+
+    void allocateA()
+    {
+      if(this->m_blockA==0)
+        this->m_blockA = aligned_new<LhsScalar>(m_sizeA);
+    }
+
+    void allocateB()
+    {
+      if(this->m_blockB==0)
+        this->m_blockB = aligned_new<RhsScalar>(m_sizeB);
+    }
+
+    void allocateAll()
+    {
+      allocateA();
+      allocateB();
+    }
+
+    ~gemm_blocking_space()
+    {
+      aligned_delete(this->m_blockA, m_sizeA);
+      aligned_delete(this->m_blockB, m_sizeB);
+    }
+};
+
+} // end namespace internal
+
+namespace internal {
+
+template<typename Lhs, typename Rhs>
+struct generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,GemmProduct>
+  : generic_product_impl_base<Lhs,Rhs,generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,GemmProduct> >
+{
+  typedef typename Product<Lhs,Rhs>::Scalar Scalar;
+  typedef typename Lhs::Scalar LhsScalar;
+  typedef typename Rhs::Scalar RhsScalar;
+
+  typedef internal::blas_traits<Lhs> LhsBlasTraits;
+  typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
+  typedef typename internal::remove_all<ActualLhsType>::type ActualLhsTypeCleaned;
+
+  typedef internal::blas_traits<Rhs> RhsBlasTraits;
+  typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType;
+  typedef typename internal::remove_all<ActualRhsType>::type ActualRhsTypeCleaned;
+
+  enum {
+    MaxDepthAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(Lhs::MaxColsAtCompileTime,Rhs::MaxRowsAtCompileTime)
+  };
+
+  typedef generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,CoeffBasedProductMode> lazyproduct;
+
+  template<typename Dst>
+  static void evalTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  {
+    if((rhs.rows()+dst.rows()+dst.cols())<20 && rhs.rows()>0)
+      lazyproduct::evalTo(dst, lhs, rhs);
+    else
+    {
+      dst.setZero();
+      scaleAndAddTo(dst, lhs, rhs, Scalar(1));
+    }
+  }
+
+  template<typename Dst>
+  static void addTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  {
+    if((rhs.rows()+dst.rows()+dst.cols())<20 && rhs.rows()>0)
+      lazyproduct::addTo(dst, lhs, rhs);
+    else
+      scaleAndAddTo(dst,lhs, rhs, Scalar(1));
+  }
+
+  template<typename Dst>
+  static void subTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  {
+    if((rhs.rows()+dst.rows()+dst.cols())<20 && rhs.rows()>0)
+      lazyproduct::subTo(dst, lhs, rhs);
+    else
+      scaleAndAddTo(dst, lhs, rhs, Scalar(-1));
+  }
+
+  template<typename Dest>
+  static void scaleAndAddTo(Dest& dst, const Lhs& a_lhs, const Rhs& a_rhs, const Scalar& alpha)
+  {
+    eigen_assert(dst.rows()==a_lhs.rows() && dst.cols()==a_rhs.cols());
+    if(a_lhs.cols()==0 || a_lhs.rows()==0 || a_rhs.cols()==0)
+      return;
+
+    typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(a_lhs);
+    typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(a_rhs);
+
+    Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(a_lhs)
+                               * RhsBlasTraits::extractScalarFactor(a_rhs);
+
+    typedef internal::gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,LhsScalar,RhsScalar,
+            Dest::MaxRowsAtCompileTime,Dest::MaxColsAtCompileTime,MaxDepthAtCompileTime> BlockingType;
+
+    typedef internal::gemm_functor<
+      Scalar, Index,
+      internal::general_matrix_matrix_product<
+        Index,
+        LhsScalar, (ActualLhsTypeCleaned::Flags&RowMajorBit) ? RowMajor : ColMajor, bool(LhsBlasTraits::NeedToConjugate),
+        RhsScalar, (ActualRhsTypeCleaned::Flags&RowMajorBit) ? RowMajor : ColMajor, bool(RhsBlasTraits::NeedToConjugate),
+        (Dest::Flags&RowMajorBit) ? RowMajor : ColMajor>,
+      ActualLhsTypeCleaned, ActualRhsTypeCleaned, Dest, BlockingType> GemmFunctor;
+
+    BlockingType blocking(dst.rows(), dst.cols(), lhs.cols(), 1, true);
+    internal::parallelize_gemm<(Dest::MaxRowsAtCompileTime>32 || Dest::MaxRowsAtCompileTime==Dynamic)>
+        (GemmFunctor(lhs, rhs, dst, actualAlpha, blocking), a_lhs.rows(), a_rhs.cols(), a_lhs.cols(), Dest::Flags&RowMajorBit);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERAL_MATRIX_MATRIX_H