cart-elc

Source code for CART-ELC
git clone git://git.laack.co/cart-elc.git
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eigen3_interface.hh (8187B)

      1 //=====================================================
      2 // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
      3 //=====================================================
      4 //
      5 // This program is free software; you can redistribute it and/or
      6 // modify it under the terms of the GNU General Public License
      7 // as published by the Free Software Foundation; either version 2
      8 // of the License, or (at your option) any later version.
      9 //
     10 // This program is distributed in the hope that it will be useful,
     11 // but WITHOUT ANY WARRANTY; without even the implied warranty of
     12 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
     13 // GNU General Public License for more details.
     14 // You should have received a copy of the GNU General Public License
     15 // along with this program; if not, write to the Free Software
     16 // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
     17 //
     18 #ifndef EIGEN3_INTERFACE_HH
     19 #define EIGEN3_INTERFACE_HH
     20 
     21 #include <Eigen/Eigen>
     22 #include <vector>
     23 #include "btl.hh"
     24 
     25 using namespace Eigen;
     26 
     27 template<class real, int SIZE=Dynamic>
     28 class eigen3_interface
     29 {
     30 
     31 public :
     32 
     33   enum {IsFixedSize = (SIZE!=Dynamic)};
     34 
     35   typedef real real_type;
     36 
     37   typedef std::vector<real> stl_vector;
     38   typedef std::vector<stl_vector> stl_matrix;
     39 
     40   typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix;
     41   typedef Eigen::Matrix<real,SIZE,1> gene_vector;
     42 
     43   static inline std::string name( void )
     44   {
     45     return EIGEN_MAKESTRING(BTL_PREFIX);
     46   }
     47 
     48   static void free_matrix(gene_matrix & /*A*/, int /*N*/) {}
     49 
     50   static void free_vector(gene_vector & /*B*/) {}
     51 
     52   static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
     53     A.resize(A_stl[0].size(), A_stl.size());
     54 
     55     for (unsigned int j=0; j<A_stl.size() ; j++){
     56       for (unsigned int i=0; i<A_stl[j].size() ; i++){
     57         A.coeffRef(i,j) = A_stl[j][i];
     58       }
     59     }
     60   }
     61 
     62   static BTL_DONT_INLINE  void vector_from_stl(gene_vector & B, stl_vector & B_stl){
     63     B.resize(B_stl.size(),1);
     64 
     65     for (unsigned int i=0; i<B_stl.size() ; i++){
     66       B.coeffRef(i) = B_stl[i];
     67     }
     68   }
     69 
     70   static BTL_DONT_INLINE  void vector_to_stl(gene_vector & B, stl_vector & B_stl){
     71     for (unsigned int i=0; i<B_stl.size() ; i++){
     72       B_stl[i] = B.coeff(i);
     73     }
     74   }
     75 
     76   static BTL_DONT_INLINE  void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
     77     int  N=A_stl.size();
     78 
     79     for (int j=0;j<N;j++){
     80       A_stl[j].resize(N);
     81       for (int i=0;i<N;i++){
     82         A_stl[j][i] = A.coeff(i,j);
     83       }
     84     }
     85   }
     86 
     87   static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int  /*N*/){
     88     X.noalias() = A*B;
     89   }
     90 
     91   static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int  /*N*/){
     92     X.noalias() = A.transpose()*B.transpose();
     93   }
     94 
     95   static inline void ata_product(const gene_matrix & A, gene_matrix & X, int  /*N*/){
     96     //X.noalias() = A.transpose()*A;
     97     X.template triangularView<Lower>().setZero();
     98     X.template selfadjointView<Lower>().rankUpdate(A.transpose());
     99   }
    100 
    101   static inline void aat_product(const gene_matrix & A, gene_matrix & X, int  /*N*/){
    102     X.template triangularView<Lower>().setZero();
    103     X.template selfadjointView<Lower>().rankUpdate(A);
    104   }
    105 
    106   static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int  /*N*/){
    107     X.noalias() = A*B;
    108   }
    109 
    110   static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int  /*N*/){
    111     X.noalias() = (A.template selfadjointView<Lower>() * B);
    112 //     internal::product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1);
    113   }
    114 
    115   template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src)
    116   {
    117     typedef typename Dest::Scalar Scalar;
    118     typedef typename internal::packet_traits<Scalar>::type Packet;
    119     const int PacketSize = sizeof(Packet)/sizeof(Scalar);
    120     int size = dst.cols();
    121     for(int j=0; j<size; j+=1)
    122     {
    123 //       const int alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask);
    124       Scalar* A0 = dst.data() + j*dst.stride();
    125       int starti = j;
    126       int alignedEnd = starti;
    127       int alignedStart = (starti) + internal::first_aligned(&A0[starti], size-starti);
    128       alignedEnd = alignedStart + ((size-alignedStart)/(2*PacketSize))*(PacketSize*2);
    129 
    130       // do the non-vectorizable part of the assignment
    131       for (int index = starti; index<alignedStart ; ++index)
    132       {
    133         if(Dest::Flags&RowMajorBit)
    134           dst.copyCoeff(j, index, src);
    135         else
    136           dst.copyCoeff(index, j, src);
    137       }
    138 
    139       // do the vectorizable part of the assignment
    140       for (int index = alignedStart; index<alignedEnd; index+=PacketSize)
    141       {
    142         if(Dest::Flags&RowMajorBit)
    143           dst.template copyPacket<Src, Aligned, Unaligned>(j, index, src);
    144         else
    145           dst.template copyPacket<Src, Aligned, Unaligned>(index, j, src);
    146       }
    147 
    148       // do the non-vectorizable part of the assignment
    149       for (int index = alignedEnd; index<size; ++index)
    150       {
    151         if(Dest::Flags&RowMajorBit)
    152           dst.copyCoeff(j, index, src);
    153         else
    154           dst.copyCoeff(index, j, src);
    155       }
    156       //dst.col(j).tail(N-j) = src.col(j).tail(N-j);
    157     }
    158   }
    159 
    160   static EIGEN_DONT_INLINE void syr2(gene_matrix & A,  gene_vector & X, gene_vector & Y, int  N){
    161     // internal::product_selfadjoint_rank2_update<real,0,LowerTriangularBit>(N,A.data(),N, X.data(), 1, Y.data(), 1, -1);
    162     for(int j=0; j<N; ++j)
    163       A.col(j).tail(N-j) += X[j] * Y.tail(N-j) + Y[j] * X.tail(N-j);
    164   }
    165 
    166   static EIGEN_DONT_INLINE void ger(gene_matrix & A,  gene_vector & X, gene_vector & Y, int  N){
    167     for(int j=0; j<N; ++j)
    168       A.col(j) += X * Y[j];
    169   }
    170 
    171   static EIGEN_DONT_INLINE void rot(gene_vector & A,  gene_vector & B, real c, real s, int  /*N*/){
    172     internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s));
    173   }
    174 
    175   static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int  /*N*/){
    176     X.noalias() = (A.transpose()*B);
    177   }
    178 
    179   static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int  /*N*/){
    180     Y += coef * X;
    181   }
    182 
    183   static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int  /*N*/){
    184     Y = a*X + b*Y;
    185   }
    186 
    187   static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int  /*N*/){
    188     cible = source;
    189   }
    190 
    191   static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int  /*N*/){
    192     cible = source;
    193   }
    194 
    195   static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int  /*N*/){
    196     X = L.template triangularView<Lower>().solve(B);
    197   }
    198 
    199   static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int  /*N*/){
    200     X = L.template triangularView<Upper>().solve(B);
    201   }
    202 
    203   static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int  /*N*/){
    204     X.noalias() = L.template triangularView<Lower>() * B;
    205   }
    206 
    207   static inline void cholesky(const gene_matrix & X, gene_matrix & C, int  /*N*/){
    208     C = X;
    209     internal::llt_inplace<real,Lower>::blocked(C);
    210     //C = X.llt().matrixL();
    211 //     C = X;
    212 //     Cholesky<gene_matrix>::computeInPlace(C);
    213 //     Cholesky<gene_matrix>::computeInPlaceBlock(C);
    214   }
    215 
    216   static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int  /*N*/){
    217     C = X.fullPivLu().matrixLU();
    218   }
    219 
    220   static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int  N){
    221     Matrix<DenseIndex,1,Dynamic> piv(N);
    222     DenseIndex nb;
    223     C = X;
    224     internal::partial_lu_inplace(C,piv,nb);
    225 //     C = X.partialPivLu().matrixLU();
    226   }
    227 
    228   static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int  N){
    229     typename Tridiagonalization<gene_matrix>::CoeffVectorType aux(N-1);
    230     C = X;
    231     internal::tridiagonalization_inplace(C, aux);
    232   }
    233 
    234   static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int  /*N*/){
    235     C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
    236   }
    237 
    238 
    239 
    240 };
    241 
    242 #endif