umappp 0.1.2

data/vendor/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h

@@ -0,0 +1,167 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to BLAS F77
+ *   Triangular matrix * matrix product functionality based on ?TRMM.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_TRIANGULAR_SOLVER_MATRIX_BLAS_H
+#define EIGEN_TRIANGULAR_SOLVER_MATRIX_BLAS_H
+
+namespace Eigen {
+
+namespace internal {
+
+// implements LeftSide op(triangular)^-1 * general
+#define EIGEN_BLAS_TRSM_L(EIGTYPE, BLASTYPE, BLASFUNC) \
+template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \
+struct triangular_solve_matrix<EIGTYPE,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor,1> \
+{ \
+  enum { \
+    IsLower = (Mode&Lower) == Lower, \
+    IsUnitDiag  = (Mode&UnitDiag) ? 1 : 0, \
+    IsZeroDiag  = (Mode&ZeroDiag) ? 1 : 0, \
+    conjA = ((TriStorageOrder==ColMajor) && Conjugate) ? 1 : 0 \
+  }; \
+  static void run( \
+      Index size, Index otherSize, \
+      const EIGTYPE* _tri, Index triStride, \
+      EIGTYPE* _other, Index otherIncr, Index otherStride, level3_blocking<EIGTYPE,EIGTYPE>& /*blocking*/) \
+  { \
+   EIGEN_ONLY_USED_FOR_DEBUG(otherIncr); \
+   eigen_assert(otherIncr == 1); \
+   BlasIndex m = convert_index<BlasIndex>(size), n = convert_index<BlasIndex>(otherSize), lda, ldb; \
+   char side = 'L', uplo, diag='N', transa; \
+   /* Set alpha_ */ \
+   EIGTYPE alpha(1); \
+   ldb = convert_index<BlasIndex>(otherStride);\
+\
+   const EIGTYPE *a; \
+/* Set trans */ \
+   transa = (TriStorageOrder==RowMajor) ? ((Conjugate) ? 'C' : 'T') : 'N'; \
+/* Set uplo */ \
+   uplo = IsLower ? 'L' : 'U'; \
+   if (TriStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
+/* Set a, lda */ \
+   typedef Matrix<EIGTYPE, Dynamic, Dynamic, TriStorageOrder> MatrixTri; \
+   Map<const MatrixTri, 0, OuterStride<> > tri(_tri,size,size,OuterStride<>(triStride)); \
+   MatrixTri a_tmp; \
+\
+   if (conjA) { \
+     a_tmp = tri.conjugate(); \
+     a = a_tmp.data(); \
+     lda = convert_index<BlasIndex>(a_tmp.outerStride()); \
+   } else { \
+     a = _tri; \
+     lda = convert_index<BlasIndex>(triStride); \
+   } \
+   if (IsUnitDiag) diag='U'; \
+/* call ?trsm*/ \
+   BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)_other, &ldb); \
+ } \
+};
+
+#ifdef EIGEN_USE_MKL
+EIGEN_BLAS_TRSM_L(double,   double, dtrsm)
+EIGEN_BLAS_TRSM_L(dcomplex, MKL_Complex16, ztrsm)
+EIGEN_BLAS_TRSM_L(float,    float,  strsm)
+EIGEN_BLAS_TRSM_L(scomplex, MKL_Complex8, ctrsm)
+#else
+EIGEN_BLAS_TRSM_L(double,   double, dtrsm_)
+EIGEN_BLAS_TRSM_L(dcomplex, double, ztrsm_)
+EIGEN_BLAS_TRSM_L(float,    float,  strsm_)
+EIGEN_BLAS_TRSM_L(scomplex, float,  ctrsm_)
+#endif
+
+// implements RightSide general * op(triangular)^-1
+#define EIGEN_BLAS_TRSM_R(EIGTYPE, BLASTYPE, BLASFUNC) \
+template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \
+struct triangular_solve_matrix<EIGTYPE,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor,1> \
+{ \
+  enum { \
+    IsLower = (Mode&Lower) == Lower, \
+    IsUnitDiag  = (Mode&UnitDiag) ? 1 : 0, \
+    IsZeroDiag  = (Mode&ZeroDiag) ? 1 : 0, \
+    conjA = ((TriStorageOrder==ColMajor) && Conjugate) ? 1 : 0 \
+  }; \
+  static void run( \
+      Index size, Index otherSize, \
+      const EIGTYPE* _tri, Index triStride, \
+      EIGTYPE* _other, Index otherIncr, Index otherStride, level3_blocking<EIGTYPE,EIGTYPE>& /*blocking*/) \
+  { \
+   EIGEN_ONLY_USED_FOR_DEBUG(otherIncr); \
+   eigen_assert(otherIncr == 1); \
+   BlasIndex m = convert_index<BlasIndex>(otherSize), n = convert_index<BlasIndex>(size), lda, ldb; \
+   char side = 'R', uplo, diag='N', transa; \
+   /* Set alpha_ */ \
+   EIGTYPE alpha(1); \
+   ldb = convert_index<BlasIndex>(otherStride);\
+\
+   const EIGTYPE *a; \
+/* Set trans */ \
+   transa = (TriStorageOrder==RowMajor) ? ((Conjugate) ? 'C' : 'T') : 'N'; \
+/* Set uplo */ \
+   uplo = IsLower ? 'L' : 'U'; \
+   if (TriStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
+/* Set a, lda */ \
+   typedef Matrix<EIGTYPE, Dynamic, Dynamic, TriStorageOrder> MatrixTri; \
+   Map<const MatrixTri, 0, OuterStride<> > tri(_tri,size,size,OuterStride<>(triStride)); \
+   MatrixTri a_tmp; \
+\
+   if (conjA) { \
+     a_tmp = tri.conjugate(); \
+     a = a_tmp.data(); \
+     lda = convert_index<BlasIndex>(a_tmp.outerStride()); \
+   } else { \
+     a = _tri; \
+     lda = convert_index<BlasIndex>(triStride); \
+   } \
+   if (IsUnitDiag) diag='U'; \
+/* call ?trsm*/ \
+   BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (BLASTYPE*)_other, &ldb); \
+   /*std::cout << "TRMS_L specialization!\n";*/ \
+ } \
+};
+
+#ifdef EIGEN_USE_MKL
+EIGEN_BLAS_TRSM_R(double,   double, dtrsm)
+EIGEN_BLAS_TRSM_R(dcomplex, MKL_Complex16, ztrsm)
+EIGEN_BLAS_TRSM_R(float,    float,  strsm)
+EIGEN_BLAS_TRSM_R(scomplex, MKL_Complex8,  ctrsm)
+#else
+EIGEN_BLAS_TRSM_R(double,   double, dtrsm_)
+EIGEN_BLAS_TRSM_R(dcomplex, double, ztrsm_)
+EIGEN_BLAS_TRSM_R(float,    float,  strsm_)
+EIGEN_BLAS_TRSM_R(scomplex, float,  ctrsm_)
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_BLAS_H

data/vendor/Eigen/src/Core/products/TriangularSolverVector.h

@@ -0,0 +1,148 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_TRIANGULAR_SOLVER_VECTOR_H
+#define EIGEN_TRIANGULAR_SOLVER_VECTOR_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate, int StorageOrder>
+struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheRight, Mode, Conjugate, StorageOrder>
+{
+  static void run(Index size, const LhsScalar* _lhs, Index lhsStride, RhsScalar* rhs)
+  {
+    triangular_solve_vector<LhsScalar,RhsScalar,Index,OnTheLeft,
+        ((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag),
+        Conjugate,StorageOrder==RowMajor?ColMajor:RowMajor
+      >::run(size, _lhs, lhsStride, rhs);
+  }
+};
+
+// forward and backward substitution, row-major, rhs is a vector
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
+struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, RowMajor>
+{
+  enum {
+    IsLower = ((Mode&Lower)==Lower)
+  };
+  static void run(Index size, const LhsScalar* _lhs, Index lhsStride, RhsScalar* rhs)
+  {
+    typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,RowMajor>, 0, OuterStride<> > LhsMap;
+    const LhsMap lhs(_lhs,size,size,OuterStride<>(lhsStride));
+
+    typedef const_blas_data_mapper<LhsScalar,Index,RowMajor> LhsMapper;
+    typedef const_blas_data_mapper<RhsScalar,Index,ColMajor> RhsMapper;
+
+    typename internal::conditional<
+                          Conjugate,
+                          const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>,
+                          const LhsMap&>
+                        ::type cjLhs(lhs);
+    static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
+    for(Index pi=IsLower ? 0 : size;
+        IsLower ? pi<size : pi>0;
+        IsLower ? pi+=PanelWidth : pi-=PanelWidth)
+    {
+      Index actualPanelWidth = (std::min)(IsLower ? size - pi : pi, PanelWidth);
+
+      Index r = IsLower ? pi : size - pi; // remaining size
+      if (r > 0)
+      {
+        // let's directly call the low level product function because:
+        // 1 - it is faster to compile
+        // 2 - it is slightly faster at runtime
+        Index startRow = IsLower ? pi : pi-actualPanelWidth;
+        Index startCol = IsLower ? 0 : pi;
+
+        general_matrix_vector_product<Index,LhsScalar,LhsMapper,RowMajor,Conjugate,RhsScalar,RhsMapper,false>::run(
+          actualPanelWidth, r,
+          LhsMapper(&lhs.coeffRef(startRow,startCol), lhsStride),
+          RhsMapper(rhs + startCol, 1),
+          rhs + startRow, 1,
+          RhsScalar(-1));
+      }
+
+      for(Index k=0; k<actualPanelWidth; ++k)
+      {
+        Index i = IsLower ? pi+k : pi-k-1;
+        Index s = IsLower ? pi   : i+1;
+        if (k>0)
+          rhs[i] -= (cjLhs.row(i).segment(s,k).transpose().cwiseProduct(Map<const Matrix<RhsScalar,Dynamic,1> >(rhs+s,k))).sum();
+
+        if((!(Mode & UnitDiag)) && numext::not_equal_strict(rhs[i],RhsScalar(0)))
+          rhs[i] /= cjLhs(i,i);
+      }
+    }
+  }
+};
+
+// forward and backward substitution, column-major, rhs is a vector
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
+struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, ColMajor>
+{
+  enum {
+    IsLower = ((Mode&Lower)==Lower)
+  };
+  static void run(Index size, const LhsScalar* _lhs, Index lhsStride, RhsScalar* rhs)
+  {
+    typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> > LhsMap;
+    const LhsMap lhs(_lhs,size,size,OuterStride<>(lhsStride));
+    typedef const_blas_data_mapper<LhsScalar,Index,ColMajor> LhsMapper;
+    typedef const_blas_data_mapper<RhsScalar,Index,ColMajor> RhsMapper;
+    typename internal::conditional<Conjugate,
+                                   const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>,
+                                   const LhsMap&
+                                  >::type cjLhs(lhs);
+    static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
+
+    for(Index pi=IsLower ? 0 : size;
+        IsLower ? pi<size : pi>0;
+        IsLower ? pi+=PanelWidth : pi-=PanelWidth)
+    {
+      Index actualPanelWidth = (std::min)(IsLower ? size - pi : pi, PanelWidth);
+      Index startBlock = IsLower ? pi : pi-actualPanelWidth;
+      Index endBlock = IsLower ? pi + actualPanelWidth : 0;
+
+      for(Index k=0; k<actualPanelWidth; ++k)
+      {
+        Index i = IsLower ? pi+k : pi-k-1;
+        if(numext::not_equal_strict(rhs[i],RhsScalar(0)))
+        {
+          if(!(Mode & UnitDiag))
+            rhs[i] /= cjLhs.coeff(i,i);
+
+          Index r = actualPanelWidth - k - 1; // remaining size
+          Index s = IsLower ? i+1 : i-r;
+          if (r>0)
+            Map<Matrix<RhsScalar,Dynamic,1> >(rhs+s,r) -= rhs[i] * cjLhs.col(i).segment(s,r);
+        }
+      }
+      Index r = IsLower ? size - endBlock : startBlock; // remaining size
+      if (r > 0)
+      {
+        // let's directly call the low level product function because:
+        // 1 - it is faster to compile
+        // 2 - it is slightly faster at runtime
+        general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,Conjugate,RhsScalar,RhsMapper,false>::run(
+            r, actualPanelWidth,
+            LhsMapper(&lhs.coeffRef(endBlock,startBlock), lhsStride),
+            RhsMapper(rhs+startBlock, 1),
+            rhs+endBlock, 1, RhsScalar(-1));
+      }
+    }
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULAR_SOLVER_VECTOR_H