compbio
SolveTriangular.h
1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2009 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_SOLVETRIANGULAR_H
11 #define EIGEN_SOLVETRIANGULAR_H
12 
13 namespace Eigen {
14 
15 namespace internal {
16 
17 // Forward declarations:
18 // The following two routines are implemented in the products/TriangularSolver*.h files
19 template<typename LhsScalar, typename RhsScalar, typename Index, int Side, int Mode, bool Conjugate, int StorageOrder>
21 
22 template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder, int OtherStorageOrder>
24 
25 // small helper struct extracting some traits on the underlying solver operation
26 template<typename Lhs, typename Rhs, int Side>
28 {
29  private:
30  enum {
31  RhsIsVectorAtCompileTime = (Side==OnTheLeft ? Rhs::ColsAtCompileTime : Rhs::RowsAtCompileTime)==1
32  };
33  public:
34  enum {
35  Unrolling = (RhsIsVectorAtCompileTime && Rhs::SizeAtCompileTime != Dynamic && Rhs::SizeAtCompileTime <= 8)
36  ? CompleteUnrolling : NoUnrolling,
37  RhsVectors = RhsIsVectorAtCompileTime ? 1 : Dynamic
38  };
39 };
40 
41 template<typename Lhs, typename Rhs,
42  int Side, // can be OnTheLeft/OnTheRight
43  int Mode, // can be Upper/Lower | UnitDiag
46  >
48 
49 template<typename Lhs, typename Rhs, int Side, int Mode>
50 struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,1>
51 {
52  typedef typename Lhs::Scalar LhsScalar;
53  typedef typename Rhs::Scalar RhsScalar;
55  typedef typename LhsProductTraits::ExtractType ActualLhsType;
57  static void run(const Lhs& lhs, Rhs& rhs)
58  {
59  ActualLhsType actualLhs = LhsProductTraits::extract(lhs);
60 
61  // FIXME find a way to allow an inner stride if packet_traits<Scalar>::size==1
62 
63  bool useRhsDirectly = Rhs::InnerStrideAtCompileTime==1 || rhs.innerStride()==1;
64 
65  ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhs,rhs.size(),
66  (useRhsDirectly ? rhs.data() : 0));
67 
68  if(!useRhsDirectly)
69  MappedRhs(actualRhs,rhs.size()) = rhs;
70 
71  triangular_solve_vector<LhsScalar, RhsScalar, Index, Side, Mode, LhsProductTraits::NeedToConjugate,
72  (int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor>
73  ::run(actualLhs.cols(), actualLhs.data(), actualLhs.outerStride(), actualRhs);
74 
75  if(!useRhsDirectly)
76  rhs = MappedRhs(actualRhs, rhs.size());
77  }
78 };
79 
80 // the rhs is a matrix
81 template<typename Lhs, typename Rhs, int Side, int Mode>
82 struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,Dynamic>
83 {
84  typedef typename Rhs::Scalar Scalar;
87 
88  static void run(const Lhs& lhs, Rhs& rhs)
89  {
90  typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsProductTraits::extract(lhs);
91 
92  const Index size = lhs.rows();
93  const Index othersize = Side==OnTheLeft? rhs.cols() : rhs.rows();
94 
95  typedef internal::gemm_blocking_space<(Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
96  Rhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxRowsAtCompileTime,4> BlockingType;
97 
98  BlockingType blocking(rhs.rows(), rhs.cols(), size, 1, false);
99 
100  triangular_solve_matrix<Scalar,Index,Side,Mode,LhsProductTraits::NeedToConjugate,(int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor,
101  (Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor>
102  ::run(size, othersize, &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &rhs.coeffRef(0,0), rhs.outerStride(), blocking);
103  }
104 };
105 
106 /***************************************************************************
107 * meta-unrolling implementation
108 ***************************************************************************/
109 
110 template<typename Lhs, typename Rhs, int Mode, int LoopIndex, int Size,
111  bool Stop = LoopIndex==Size>
113 
114 template<typename Lhs, typename Rhs, int Mode, int LoopIndex, int Size>
115 struct triangular_solver_unroller<Lhs,Rhs,Mode,LoopIndex,Size,false> {
116  enum {
117  IsLower = ((Mode&Lower)==Lower),
118  DiagIndex = IsLower ? LoopIndex : Size - LoopIndex - 1,
119  StartIndex = IsLower ? 0 : DiagIndex+1
120  };
121  static void run(const Lhs& lhs, Rhs& rhs)
122  {
123  if (LoopIndex>0)
124  rhs.coeffRef(DiagIndex) -= lhs.row(DiagIndex).template segment<LoopIndex>(StartIndex).transpose()
125  .cwiseProduct(rhs.template segment<LoopIndex>(StartIndex)).sum();
126 
127  if(!(Mode & UnitDiag))
128  rhs.coeffRef(DiagIndex) /= lhs.coeff(DiagIndex,DiagIndex);
129 
131  }
132 };
133 
134 template<typename Lhs, typename Rhs, int Mode, int LoopIndex, int Size>
135 struct triangular_solver_unroller<Lhs,Rhs,Mode,LoopIndex,Size,true> {
136  static void run(const Lhs&, Rhs&) {}
137 };
138 
139 template<typename Lhs, typename Rhs, int Mode>
140 struct triangular_solver_selector<Lhs,Rhs,OnTheLeft,Mode,CompleteUnrolling,1> {
141  static void run(const Lhs& lhs, Rhs& rhs)
143 };
144 
145 template<typename Lhs, typename Rhs, int Mode>
146 struct triangular_solver_selector<Lhs,Rhs,OnTheRight,Mode,CompleteUnrolling,1> {
147  static void run(const Lhs& lhs, Rhs& rhs)
148  {
149  Transpose<const Lhs> trLhs(lhs);
150  Transpose<Rhs> trRhs(rhs);
151 
153  ((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag),
154  0,Rhs::SizeAtCompileTime>::run(trLhs,trRhs);
155  }
156 };
157 
158 } // end namespace internal
159 
160 /***************************************************************************
161 * TriangularView methods
162 ***************************************************************************/
163 
164 template<typename MatrixType, unsigned int Mode>
165 template<int Side, typename OtherDerived>
167 {
168  OtherDerived& other = _other.const_cast_derived();
169  eigen_assert( derived().cols() == derived().rows() && ((Side==OnTheLeft && derived().cols() == other.rows()) || (Side==OnTheRight && derived().cols() == other.cols())) );
170  eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
171 
172  enum { copy = (internal::traits<OtherDerived>::Flags & RowMajorBit) && OtherDerived::IsVectorAtCompileTime && OtherDerived::SizeAtCompileTime!=1};
173  typedef typename internal::conditional<copy,
174  typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
175  OtherCopy otherCopy(other);
176 
178  Side, Mode>::run(derived().nestedExpression(), otherCopy);
179 
180  if (copy)
181  other = otherCopy;
182 }
183 
184 template<typename Derived, unsigned int Mode>
185 template<int Side, typename Other>
188 {
189  return internal::triangular_solve_retval<Side,TriangularViewType,Other>(derived(), other.derived());
190 }
191 
192 namespace internal {
193 
194 
195 template<int Side, typename TriangularType, typename Rhs>
196 struct traits<triangular_solve_retval<Side, TriangularType, Rhs> >
197 {
199 };
200 
201 template<int Side, typename TriangularType, typename Rhs> struct triangular_solve_retval
202  : public ReturnByValue<triangular_solve_retval<Side, TriangularType, Rhs> >
203 {
206 
207  triangular_solve_retval(const TriangularType& tri, const Rhs& rhs)
208  : m_triangularMatrix(tri), m_rhs(rhs)
209  {}
210 
211  inline Index rows() const { return m_rhs.rows(); }
212  inline Index cols() const { return m_rhs.cols(); }
213 
214  template<typename Dest> inline void evalTo(Dest& dst) const
215  {
216  if(!is_same_dense(dst,m_rhs))
217  dst = m_rhs;
218  m_triangularMatrix.template solveInPlace<Side>(dst);
219  }
220 
221  protected:
222  const TriangularType& m_triangularMatrix;
223  typename Rhs::Nested m_rhs;
224 };
225 
226 } // namespace internal
227 
228 } // end namespace Eigen
229 
230 #endif // EIGEN_SOLVETRIANGULAR_H
Definition: BlasUtil.h:269
Storage order is column major (see TopicStorageOrders).
Definition: Constants.h:320
Apply transformation on the right.
Definition: Constants.h:335
Definition: SolveTriangular.h:201
Definition: SolveTriangular.h:27
A matrix or vector expression mapping an existing array of data.
Definition: Map.h:88
Expression of the transpose of a matrix.
Definition: Transpose.h:52
Namespace containing all symbols from the Eigen library.
Definition: bench_norm.cpp:85
Definition: Meta.h:58
const unsigned int RowMajorBit
for a matrix, this means that the storage order is row-major.
Definition: Constants.h:61
Definition: ReturnByValue.h:50
Definition: SolveTriangular.h:23
View matrix as a lower triangular matrix.
Definition: Constants.h:204
Matrix has ones on the diagonal; to be used in combination with Lower or Upper.
Definition: Constants.h:208
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition: Meta.h:33
Definition: Constants.h:235
Apply transformation on the left.
Definition: Constants.h:333
Definition: SolveTriangular.h:20
View matrix as an upper triangular matrix.
Definition: Constants.h:206
Matrix has zeros on the diagonal; to be used in combination with Lower or Upper.
Definition: Constants.h:210
Definition: BandTriangularSolver.h:13
Definition: TriangularMatrix.h:184
Storage order is row major (see TopicStorageOrders).
Definition: Constants.h:322
const int Dynamic
This value means that a positive quantity (e.g., a size) is not known at compile-time, and that instead the value is stored in some runtime variable.
Definition: Constants.h:21
Generic expression where a coefficient-wise unary operator is applied to an expression.
Definition: CwiseUnaryOp.h:55
The matrix class, also used for vectors and row-vectors.
Definition: Matrix.h:178
Definition: SolveTriangular.h:47
Definition: GeneralMatrixMatrix.h:244
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:48
Definition: ForwardDeclarations.h:17
Definition: SolveTriangular.h:112