umappp 0.1.2

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

@@ -0,0 +1,295 @@
+/*
+ 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
+ *   Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_BLAS_H
+#define EIGEN_SELFADJOINT_MATRIX_MATRIX_BLAS_H
+
+namespace Eigen { 
+
+namespace internal {
+
+
+/* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */
+
+#define EIGEN_BLAS_SYMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor,1> \
+{\
+\
+  static void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resIncr, Index resStride, \
+    EIGTYPE alpha, level3_blocking<EIGTYPE, EIGTYPE>& /*blocking*/) \
+  { \
+    EIGEN_ONLY_USED_FOR_DEBUG(resIncr); \
+    eigen_assert(resIncr == 1); \
+    char side='L', uplo='L'; \
+    BlasIndex m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    EIGTYPE beta(1); \
+    MatrixX##EIGPREFIX b_tmp; \
+\
+/* Set transpose options */ \
+/* Set m, n, k */ \
+    m = convert_index<BlasIndex>(rows);  \
+    n = convert_index<BlasIndex>(cols);  \
+\
+/* Set lda, ldb, ldc */ \
+    lda = convert_index<BlasIndex>(lhsStride); \
+    ldb = convert_index<BlasIndex>(rhsStride); \
+    ldc = convert_index<BlasIndex>(resStride); \
+\
+/* Set a, b, c */ \
+    if (LhsStorageOrder==RowMajor) uplo='U'; \
+    a = _lhs; \
+\
+    if (RhsStorageOrder==RowMajor) { \
+      Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
+      b_tmp = rhs.adjoint(); \
+      b = b_tmp.data(); \
+      ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
+    } else b = _rhs; \
+\
+    BLASFUNC(&side, &uplo, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
+\
+  } \
+};
+
+
+#define EIGEN_BLAS_HEMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor,1> \
+{\
+  static void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resIncr, Index resStride, \
+    EIGTYPE alpha, level3_blocking<EIGTYPE, EIGTYPE>& /*blocking*/) \
+  { \
+    EIGEN_ONLY_USED_FOR_DEBUG(resIncr); \
+    eigen_assert(resIncr == 1); \
+    char side='L', uplo='L'; \
+    BlasIndex m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    EIGTYPE beta(1); \
+    MatrixX##EIGPREFIX b_tmp; \
+    Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \
+\
+/* Set transpose options */ \
+/* Set m, n, k */ \
+    m = convert_index<BlasIndex>(rows); \
+    n = convert_index<BlasIndex>(cols); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = convert_index<BlasIndex>(lhsStride); \
+    ldb = convert_index<BlasIndex>(rhsStride); \
+    ldc = convert_index<BlasIndex>(resStride); \
+\
+/* Set a, b, c */ \
+    if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \
+      Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \
+      a_tmp = lhs.conjugate(); \
+      a = a_tmp.data(); \
+      lda = convert_index<BlasIndex>(a_tmp.outerStride()); \
+    } else a = _lhs; \
+    if (LhsStorageOrder==RowMajor) uplo='U'; \
+\
+    if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \
+       b = _rhs; } \
+    else { \
+      if (RhsStorageOrder==ColMajor && ConjugateRhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \
+        b_tmp = rhs.conjugate(); \
+      } else \
+      if (ConjugateRhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
+        b_tmp = rhs.adjoint(); \
+      } else { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
+        b_tmp = rhs.transpose(); \
+      } \
+      b = b_tmp.data(); \
+      ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
+    } \
+\
+    BLASFUNC(&side, &uplo, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
+\
+  } \
+};
+
+#ifdef EIGEN_USE_MKL
+EIGEN_BLAS_SYMM_L(double, double, d, dsymm)
+EIGEN_BLAS_SYMM_L(float, float, f, ssymm)
+EIGEN_BLAS_HEMM_L(dcomplex, MKL_Complex16, cd, zhemm)
+EIGEN_BLAS_HEMM_L(scomplex, MKL_Complex8, cf, chemm)
+#else
+EIGEN_BLAS_SYMM_L(double, double, d, dsymm_)
+EIGEN_BLAS_SYMM_L(float, float, f, ssymm_)
+EIGEN_BLAS_HEMM_L(dcomplex, double, cd, zhemm_)
+EIGEN_BLAS_HEMM_L(scomplex, float, cf, chemm_)
+#endif
+
+/* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */
+
+#define EIGEN_BLAS_SYMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor,1> \
+{\
+\
+  static void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resIncr, Index resStride, \
+    EIGTYPE alpha, level3_blocking<EIGTYPE, EIGTYPE>& /*blocking*/) \
+  { \
+    EIGEN_ONLY_USED_FOR_DEBUG(resIncr); \
+    eigen_assert(resIncr == 1); \
+    char side='R', uplo='L'; \
+    BlasIndex m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    EIGTYPE beta(1); \
+    MatrixX##EIGPREFIX b_tmp; \
+\
+/* Set m, n, k */ \
+    m = convert_index<BlasIndex>(rows);  \
+    n = convert_index<BlasIndex>(cols);  \
+\
+/* Set lda, ldb, ldc */ \
+    lda = convert_index<BlasIndex>(rhsStride); \
+    ldb = convert_index<BlasIndex>(lhsStride); \
+    ldc = convert_index<BlasIndex>(resStride); \
+\
+/* Set a, b, c */ \
+    if (RhsStorageOrder==RowMajor) uplo='U'; \
+    a = _rhs; \
+\
+    if (LhsStorageOrder==RowMajor) { \
+      Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \
+      b_tmp = lhs.adjoint(); \
+      b = b_tmp.data(); \
+      ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
+    } else b = _lhs; \
+\
+    BLASFUNC(&side, &uplo, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
+\
+  } \
+};
+
+
+#define EIGEN_BLAS_HEMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor,1> \
+{\
+  static void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resIncr, Index resStride, \
+    EIGTYPE alpha, level3_blocking<EIGTYPE, EIGTYPE>& /*blocking*/) \
+  { \
+    EIGEN_ONLY_USED_FOR_DEBUG(resIncr); \
+    eigen_assert(resIncr == 1); \
+    char side='R', uplo='L'; \
+    BlasIndex m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    EIGTYPE beta(1); \
+    MatrixX##EIGPREFIX b_tmp; \
+    Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \
+\
+/* Set m, n, k */ \
+    m = convert_index<BlasIndex>(rows); \
+    n = convert_index<BlasIndex>(cols); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = convert_index<BlasIndex>(rhsStride); \
+    ldb = convert_index<BlasIndex>(lhsStride); \
+    ldc = convert_index<BlasIndex>(resStride); \
+\
+/* Set a, b, c */ \
+    if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \
+      Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \
+      a_tmp = rhs.conjugate(); \
+      a = a_tmp.data(); \
+      lda = convert_index<BlasIndex>(a_tmp.outerStride()); \
+    } else a = _rhs; \
+    if (RhsStorageOrder==RowMajor) uplo='U'; \
+\
+    if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \
+       b = _lhs; } \
+    else { \
+      if (LhsStorageOrder==ColMajor && ConjugateLhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \
+        b_tmp = lhs.conjugate(); \
+      } else \
+      if (ConjugateLhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
+        b_tmp = lhs.adjoint(); \
+      } else { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
+        b_tmp = lhs.transpose(); \
+      } \
+      b = b_tmp.data(); \
+      ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
+    } \
+\
+    BLASFUNC(&side, &uplo, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)b, &ldb, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &ldc); \
+  } \
+};
+
+#ifdef EIGEN_USE_MKL
+EIGEN_BLAS_SYMM_R(double, double, d, dsymm)
+EIGEN_BLAS_SYMM_R(float, float, f, ssymm)
+EIGEN_BLAS_HEMM_R(dcomplex, MKL_Complex16, cd, zhemm)
+EIGEN_BLAS_HEMM_R(scomplex, MKL_Complex8, cf, chemm)
+#else
+EIGEN_BLAS_SYMM_R(double, double, d, dsymm_)
+EIGEN_BLAS_SYMM_R(float, float, f, ssymm_)
+EIGEN_BLAS_HEMM_R(dcomplex, double, cd, zhemm_)
+EIGEN_BLAS_HEMM_R(scomplex, float, cf, chemm_)
+#endif
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_BLAS_H

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

@@ -0,0 +1,262 @@
+// 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_SELFADJOINT_MATRIX_VECTOR_H
+#define EIGEN_SELFADJOINT_MATRIX_VECTOR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/* Optimized selfadjoint matrix * vector product:
+ * This algorithm processes 2 columns at once that allows to both reduce
+ * the number of load/stores of the result by a factor 2 and to reduce
+ * the instruction dependency.
+ */
+
+template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version=Specialized>
+struct selfadjoint_matrix_vector_product;
+
+template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
+struct selfadjoint_matrix_vector_product
+
+{
+static EIGEN_DONT_INLINE EIGEN_DEVICE_FUNC
+void run(
+  Index size,
+  const Scalar*  lhs, Index lhsStride,
+  const Scalar*  rhs,
+  Scalar* res,
+  Scalar alpha);
+};
+
+template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
+EIGEN_DONT_INLINE EIGEN_DEVICE_FUNC
+void selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Version>::run(
+  Index size,
+  const Scalar*  lhs, Index lhsStride,
+  const Scalar*  rhs,
+  Scalar* res,
+  Scalar alpha)
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  const Index PacketSize = sizeof(Packet)/sizeof(Scalar);
+
+  enum {
+    IsRowMajor = StorageOrder==RowMajor ? 1 : 0,
+    IsLower = UpLo == Lower ? 1 : 0,
+    FirstTriangular = IsRowMajor == IsLower
+  };
+
+  conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs,  IsRowMajor), ConjugateRhs> cj0;
+  conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> cj1;
+  conj_helper<RealScalar,Scalar,false, ConjugateRhs> cjd;
+
+  conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs,  IsRowMajor), ConjugateRhs> pcj0;
+  conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> pcj1;
+
+  Scalar cjAlpha = ConjugateRhs ? numext::conj(alpha) : alpha;
+
+  Index bound = numext::maxi(Index(0), size-8) & 0xfffffffe;
+  if (FirstTriangular)
+    bound = size - bound;
+
+  for (Index j=FirstTriangular ? bound : 0;
+       j<(FirstTriangular ? size : bound);j+=2)
+  {
+    const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
+    const Scalar* EIGEN_RESTRICT A1 = lhs + (j+1)*lhsStride;
+
+    Scalar t0 = cjAlpha * rhs[j];
+    Packet ptmp0 = pset1<Packet>(t0);
+    Scalar t1 = cjAlpha * rhs[j+1];
+    Packet ptmp1 = pset1<Packet>(t1);
+
+    Scalar t2(0);
+    Packet ptmp2 = pset1<Packet>(t2);
+    Scalar t3(0);
+    Packet ptmp3 = pset1<Packet>(t3);
+
+    Index starti = FirstTriangular ? 0 : j+2;
+    Index endi   = FirstTriangular ? j : size;
+    Index alignedStart = (starti) + internal::first_default_aligned(&res[starti], endi-starti);
+    Index alignedEnd = alignedStart + ((endi-alignedStart)/(PacketSize))*(PacketSize);
+
+    res[j]   += cjd.pmul(numext::real(A0[j]), t0);
+    res[j+1] += cjd.pmul(numext::real(A1[j+1]), t1);
+    if(FirstTriangular)
+    {
+      res[j]   += cj0.pmul(A1[j],   t1);
+      t3       += cj1.pmul(A1[j],   rhs[j]);
+    }
+    else
+    {
+      res[j+1] += cj0.pmul(A0[j+1],t0);
+      t2 += cj1.pmul(A0[j+1], rhs[j+1]);
+    }
+
+    for (Index i=starti; i<alignedStart; ++i)
+    {
+      res[i] += cj0.pmul(A0[i], t0) + cj0.pmul(A1[i],t1);
+      t2 += cj1.pmul(A0[i], rhs[i]);
+      t3 += cj1.pmul(A1[i], rhs[i]);
+    }
+    // Yes this an optimization for gcc 4.3 and 4.4 (=> huge speed up)
+    // gcc 4.2 does this optimization automatically.
+    const Scalar* EIGEN_RESTRICT a0It  = A0  + alignedStart;
+    const Scalar* EIGEN_RESTRICT a1It  = A1  + alignedStart;
+    const Scalar* EIGEN_RESTRICT rhsIt = rhs + alignedStart;
+          Scalar* EIGEN_RESTRICT resIt = res + alignedStart;
+    for (Index i=alignedStart; i<alignedEnd; i+=PacketSize)
+    {
+      Packet A0i = ploadu<Packet>(a0It);  a0It  += PacketSize;
+      Packet A1i = ploadu<Packet>(a1It);  a1It  += PacketSize;
+      Packet Bi  = ploadu<Packet>(rhsIt); rhsIt += PacketSize; // FIXME should be aligned in most cases
+      Packet Xi  = pload <Packet>(resIt);
+
+      Xi    = pcj0.pmadd(A0i,ptmp0, pcj0.pmadd(A1i,ptmp1,Xi));
+      ptmp2 = pcj1.pmadd(A0i,  Bi, ptmp2);
+      ptmp3 = pcj1.pmadd(A1i,  Bi, ptmp3);
+      pstore(resIt,Xi); resIt += PacketSize;
+    }
+    for (Index i=alignedEnd; i<endi; i++)
+    {
+      res[i] += cj0.pmul(A0[i], t0) + cj0.pmul(A1[i],t1);
+      t2 += cj1.pmul(A0[i], rhs[i]);
+      t3 += cj1.pmul(A1[i], rhs[i]);
+    }
+
+    res[j]   += alpha * (t2 + predux(ptmp2));
+    res[j+1] += alpha * (t3 + predux(ptmp3));
+  }
+  for (Index j=FirstTriangular ? 0 : bound;j<(FirstTriangular ? bound : size);j++)
+  {
+    const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
+
+    Scalar t1 = cjAlpha * rhs[j];
+    Scalar t2(0);
+    res[j] += cjd.pmul(numext::real(A0[j]), t1);
+    for (Index i=FirstTriangular ? 0 : j+1; i<(FirstTriangular ? j : size); i++)
+    {
+      res[i] += cj0.pmul(A0[i], t1);
+      t2 += cj1.pmul(A0[i], rhs[i]);
+    }
+    res[j] += alpha * t2;
+  }
+}
+
+} // end namespace internal 
+
+/***************************************************************************
+* Wrapper to product_selfadjoint_vector
+***************************************************************************/
+
+namespace internal {
+
+template<typename Lhs, int LhsMode, typename Rhs>
+struct selfadjoint_product_impl<Lhs,LhsMode,false,Rhs,0,true>
+{
+  typedef typename Product<Lhs,Rhs>::Scalar Scalar;
+  
+  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 { LhsUpLo = LhsMode&(Upper|Lower) };
+
+  template<typename Dest>
+  static EIGEN_DEVICE_FUNC
+  void run(Dest& dest, const Lhs &a_lhs, const Rhs &a_rhs, const Scalar& alpha)
+  {
+    typedef typename Dest::Scalar ResScalar;
+    typedef typename Rhs::Scalar RhsScalar;
+    typedef Map<Matrix<ResScalar,Dynamic,1>, EIGEN_PLAIN_ENUM_MIN(AlignedMax,internal::packet_traits<ResScalar>::size)> MappedDest;
+    
+    eigen_assert(dest.rows()==a_lhs.rows() && dest.cols()==a_rhs.cols());
+
+    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);
+
+    enum {
+      EvalToDest = (Dest::InnerStrideAtCompileTime==1),
+      UseRhs = (ActualRhsTypeCleaned::InnerStrideAtCompileTime==1)
+    };
+    
+    internal::gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,!EvalToDest> static_dest;
+    internal::gemv_static_vector_if<RhsScalar,ActualRhsTypeCleaned::SizeAtCompileTime,ActualRhsTypeCleaned::MaxSizeAtCompileTime,!UseRhs> static_rhs;
+
+    ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(),
+                                                  EvalToDest ? dest.data() : static_dest.data());
+                                                  
+    ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,rhs.size(),
+        UseRhs ? const_cast<RhsScalar*>(rhs.data()) : static_rhs.data());
+    
+    if(!EvalToDest)
+    {
+      #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      Index size = dest.size();
+      EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      #endif
+      MappedDest(actualDestPtr, dest.size()) = dest;
+    }
+      
+    if(!UseRhs)
+    {
+      #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      Index size = rhs.size();
+      EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      #endif
+      Map<typename ActualRhsTypeCleaned::PlainObject>(actualRhsPtr, rhs.size()) = rhs;
+    }
+      
+      
+    internal::selfadjoint_matrix_vector_product<Scalar, Index, (internal::traits<ActualLhsTypeCleaned>::Flags&RowMajorBit) ? RowMajor : ColMajor,
+                                                int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)>::run
+      (
+        lhs.rows(),                             // size
+        &lhs.coeffRef(0,0),  lhs.outerStride(), // lhs info
+        actualRhsPtr,                           // rhs info
+        actualDestPtr,                          // result info
+        actualAlpha                             // scale factor
+      );
+    
+    if(!EvalToDest)
+      dest = MappedDest(actualDestPtr, dest.size());
+  }
+};
+
+template<typename Lhs, typename Rhs, int RhsMode>
+struct selfadjoint_product_impl<Lhs,0,true,Rhs,RhsMode,false>
+{
+  typedef typename Product<Lhs,Rhs>::Scalar Scalar;
+  enum { RhsUpLo = RhsMode&(Upper|Lower)  };
+
+  template<typename Dest>
+  static void run(Dest& dest, const Lhs &a_lhs, const Rhs &a_rhs, const Scalar& alpha)
+  {
+    // let's simply transpose the product
+    Transpose<Dest> destT(dest);
+    selfadjoint_product_impl<Transpose<const Rhs>, int(RhsUpLo)==Upper ? Lower : Upper, false,
+                             Transpose<const Lhs>, 0, true>::run(destT, a_rhs.transpose(), a_lhs.transpose(), alpha);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_H

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

@@ -0,0 +1,118 @@
+/*
+ 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
+ *   Selfadjoint matrix-vector product functionality based on ?SYMV/HEMV.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_BLAS_H
+#define EIGEN_SELFADJOINT_MATRIX_VECTOR_BLAS_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/**********************************************************************
+* This file implements selfadjoint matrix-vector multiplication using BLAS
+**********************************************************************/
+
+// symv/hemv specialization
+
+template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs>
+struct selfadjoint_matrix_vector_product_symv :
+  selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn> {};
+
+#define EIGEN_BLAS_SYMV_SPECIALIZE(Scalar) \
+template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \
+struct selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Specialized> { \
+static void run( \
+  Index size, const Scalar*  lhs, Index lhsStride, \
+  const Scalar* _rhs, Scalar* res, Scalar alpha) { \
+    enum {\
+      IsColMajor = StorageOrder==ColMajor \
+    }; \
+    if (IsColMajor == ConjugateLhs) {\
+      selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn>::run( \
+        size, lhs, lhsStride, _rhs, res, alpha);  \
+    } else {\
+      selfadjoint_matrix_vector_product_symv<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs>::run( \
+        size, lhs, lhsStride, _rhs, res, alpha);  \
+    }\
+  } \
+}; \
+
+EIGEN_BLAS_SYMV_SPECIALIZE(double)
+EIGEN_BLAS_SYMV_SPECIALIZE(float)
+EIGEN_BLAS_SYMV_SPECIALIZE(dcomplex)
+EIGEN_BLAS_SYMV_SPECIALIZE(scomplex)
+
+#define EIGEN_BLAS_SYMV_SPECIALIZATION(EIGTYPE,BLASTYPE,BLASFUNC) \
+template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \
+struct selfadjoint_matrix_vector_product_symv<EIGTYPE,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs> \
+{ \
+typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> SYMVVector;\
+\
+static void run( \
+Index size, const EIGTYPE*  lhs, Index lhsStride, \
+const EIGTYPE* _rhs, EIGTYPE* res, EIGTYPE alpha) \
+{ \
+  enum {\
+    IsRowMajor = StorageOrder==RowMajor ? 1 : 0, \
+    IsLower = UpLo == Lower ? 1 : 0 \
+  }; \
+  BlasIndex n=convert_index<BlasIndex>(size), lda=convert_index<BlasIndex>(lhsStride), incx=1, incy=1; \
+  EIGTYPE beta(1); \
+  const EIGTYPE *x_ptr; \
+  char uplo=(IsRowMajor) ? (IsLower ? 'U' : 'L') : (IsLower ? 'L' : 'U'); \
+  SYMVVector x_tmp; \
+  if (ConjugateRhs) { \
+    Map<const SYMVVector, 0 > map_x(_rhs,size,1); \
+    x_tmp=map_x.conjugate(); \
+    x_ptr=x_tmp.data(); \
+  } else x_ptr=_rhs; \
+  BLASFUNC(&uplo, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)lhs, &lda, (const BLASTYPE*)x_ptr, &incx, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &incy); \
+}\
+};
+
+#ifdef EIGEN_USE_MKL
+EIGEN_BLAS_SYMV_SPECIALIZATION(double,   double, dsymv)
+EIGEN_BLAS_SYMV_SPECIALIZATION(float,    float,  ssymv)
+EIGEN_BLAS_SYMV_SPECIALIZATION(dcomplex, MKL_Complex16, zhemv)
+EIGEN_BLAS_SYMV_SPECIALIZATION(scomplex, MKL_Complex8,  chemv)
+#else
+EIGEN_BLAS_SYMV_SPECIALIZATION(double,   double, dsymv_)
+EIGEN_BLAS_SYMV_SPECIALIZATION(float,    float,  ssymv_)
+EIGEN_BLAS_SYMV_SPECIALIZATION(dcomplex, double, zhemv_)
+EIGEN_BLAS_SYMV_SPECIALIZATION(scomplex, float,  chemv_)
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_BLAS_H