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Commit da2c1226 authored by lucasb-eyer's avatar lucasb-eyer
Browse files

Initial import of code.

parent 3ae01ffb
#ifndef EIGEN_SPARSECHOLESKY_MODULE_H
#define EIGEN_SPARSECHOLESKY_MODULE_H
#include "SparseCore"
#include "src/Core/util/DisableStupidWarnings.h"
/** \ingroup Sparse_modules
* \defgroup SparseCholesky_Module SparseCholesky module
*
* This module currently provides two variants of the direct sparse Cholesky decomposition for selfadjoint (hermitian) matrices.
* Those decompositions are accessible via the following classes:
* - SimplicialLLt,
* - SimplicialLDLt
*
* Such problems can also be solved using the ConjugateGradient solver from the IterativeLinearSolvers module.
*
* \code
* #include <Eigen/SparseCholesky>
* \endcode
*/
#include "src/misc/Solve.h"
#include "src/misc/SparseSolve.h"
#include "src/SparseCholesky/SimplicialCholesky.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_SPARSECHOLESKY_MODULE_H
#ifndef EIGEN_SPARSECORE_MODULE_H
#define EIGEN_SPARSECORE_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
#include <vector>
#include <map>
#include <cstdlib>
#include <cstring>
#include <algorithm>
/** \ingroup Sparse_modules
* \defgroup SparseCore_Module SparseCore module
*
* This module provides a sparse matrix representation, and basic associatd matrix manipulations
* and operations.
*
* See the \ref TutorialSparse "Sparse tutorial"
*
* \code
* #include <Eigen/SparseCore>
* \endcode
*
* This module depends on: Core.
*/
namespace Eigen {
/** The type used to identify a general sparse storage. */
struct Sparse {};
}
#include "src/SparseCore/SparseUtil.h"
#include "src/SparseCore/SparseMatrixBase.h"
#include "src/SparseCore/CompressedStorage.h"
#include "src/SparseCore/AmbiVector.h"
#include "src/SparseCore/SparseMatrix.h"
#include "src/SparseCore/MappedSparseMatrix.h"
#include "src/SparseCore/SparseVector.h"
#include "src/SparseCore/CoreIterators.h"
#include "src/SparseCore/SparseBlock.h"
#include "src/SparseCore/SparseTranspose.h"
#include "src/SparseCore/SparseCwiseUnaryOp.h"
#include "src/SparseCore/SparseCwiseBinaryOp.h"
#include "src/SparseCore/SparseDot.h"
#include "src/SparseCore/SparsePermutation.h"
#include "src/SparseCore/SparseAssign.h"
#include "src/SparseCore/SparseRedux.h"
#include "src/SparseCore/SparseFuzzy.h"
#include "src/SparseCore/ConservativeSparseSparseProduct.h"
#include "src/SparseCore/SparseSparseProductWithPruning.h"
#include "src/SparseCore/SparseProduct.h"
#include "src/SparseCore/SparseDenseProduct.h"
#include "src/SparseCore/SparseDiagonalProduct.h"
#include "src/SparseCore/SparseTriangularView.h"
#include "src/SparseCore/SparseSelfAdjointView.h"
#include "src/SparseCore/TriangularSolver.h"
#include "src/SparseCore/SparseView.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_SPARSECORE_MODULE_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
//
// 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_STDDEQUE_MODULE_H
#define EIGEN_STDDEQUE_MODULE_H
#include "Core"
#include <deque>
#if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */
#define EIGEN_DEFINE_STL_DEQUE_SPECIALIZATION(...)
#else
#include "src/StlSupport/StdDeque.h"
#endif
#endif // EIGEN_STDDEQUE_MODULE_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
//
// 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_STDLIST_MODULE_H
#define EIGEN_STDLIST_MODULE_H
#include "Core"
#include <list>
#if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */
#define EIGEN_DEFINE_STL_LIST_SPECIALIZATION(...)
#else
#include "src/StlSupport/StdList.h"
#endif
#endif // EIGEN_STDLIST_MODULE_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
//
// 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_STDVECTOR_MODULE_H
#define EIGEN_STDVECTOR_MODULE_H
#include "Core"
#include <vector>
#if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */
#define EIGEN_DEFINE_STL_VECTOR_SPECIALIZATION(...)
#else
#include "src/StlSupport/StdVector.h"
#endif
#endif // EIGEN_STDVECTOR_MODULE_H
#ifndef EIGEN_SUPERLUSUPPORT_MODULE_H
#define EIGEN_SUPERLUSUPPORT_MODULE_H
#include "SparseCore"
#include "src/Core/util/DisableStupidWarnings.h"
#ifdef EMPTY
#define EIGEN_EMPTY_WAS_ALREADY_DEFINED
#endif
typedef int int_t;
#include <slu_Cnames.h>
#include <supermatrix.h>
#include <slu_util.h>
// slu_util.h defines a preprocessor token named EMPTY which is really polluting,
// so we remove it in favor of a SUPERLU_EMPTY token.
// If EMPTY was already defined then we don't undef it.
#if defined(EIGEN_EMPTY_WAS_ALREADY_DEFINED)
# undef EIGEN_EMPTY_WAS_ALREADY_DEFINED
#elif defined(EMPTY)
# undef EMPTY
#endif
#define SUPERLU_EMPTY (-1)
namespace Eigen { struct SluMatrix; }
/** \ingroup Support_modules
* \defgroup SuperLUSupport_Module SuperLUSupport module
*
* This module provides an interface to the <a href="http://crd-legacy.lbl.gov/~xiaoye/SuperLU/">SuperLU</a> library.
* It provides the following factorization class:
* - class SuperLU: a supernodal sequential LU factorization.
* - class SuperILU: a supernodal sequential incomplete LU factorization (to be used as a preconditioner for iterative methods).
*
* \warning When including this module, you have to use SUPERLU_EMPTY instead of EMPTY which is no longer defined because it is too polluting.
*
* \code
* #include <Eigen/SuperLUSupport>
* \endcode
*
* In order to use this module, the superlu headers must be accessible from the include paths, and your binary must be linked to the superlu library and its dependencies.
* The dependencies depend on how superlu has been compiled.
* For a cmake based project, you can use our FindSuperLU.cmake module to help you in this task.
*
*/
#include "src/misc/Solve.h"
#include "src/misc/SparseSolve.h"
#include "src/SuperLUSupport/SuperLUSupport.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_SUPERLUSUPPORT_MODULE_H
#ifndef EIGEN_UMFPACKSUPPORT_MODULE_H
#define EIGEN_UMFPACKSUPPORT_MODULE_H
#include "SparseCore"
#include "src/Core/util/DisableStupidWarnings.h"
extern "C" {
#include <umfpack.h>
}
/** \ingroup Support_modules
* \defgroup UmfPackSupport_Module UmfPackSupport module
*
* This module provides an interface to the UmfPack library which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package.
* It provides the following factorization class:
* - class UmfPackLU: a multifrontal sequential LU factorization.
*
* \code
* #include <Eigen/UmfPackSupport>
* \endcode
*
* In order to use this module, the umfpack headers must be accessible from the include paths, and your binary must be linked to the umfpack library and its dependencies.
* The dependencies depend on how umfpack has been compiled.
* For a cmake based project, you can use our FindUmfPack.cmake module to help you in this task.
*
*/
#include "src/misc/Solve.h"
#include "src/misc/SparseSolve.h"
#include "src/UmfPackSupport/UmfPackSupport.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_UMFPACKSUPPORT_MODULE_H
file(GLOB Eigen_src_subdirectories "*")
escape_string_as_regex(ESCAPED_CMAKE_CURRENT_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}")
foreach(f ${Eigen_src_subdirectories})
if(NOT f MATCHES "\\.txt" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/[.].+" )
add_subdirectory(${f})
endif()
endforeach()
FILE(GLOB Eigen_Cholesky_SRCS "*.h")
INSTALL(FILES
${Eigen_Cholesky_SRCS}
DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Cholesky COMPONENT Devel
)
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2009 Keir Mierle <mierle@gmail.com>
// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
// Copyright (C) 2011 Timothy E. Holy <tim.holy@gmail.com >
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_LDLT_H
#define EIGEN_LDLT_H
namespace Eigen {
namespace internal {
template<typename MatrixType, int UpLo> struct LDLT_Traits;
}
/** \ingroup Cholesky_Module
*
* \class LDLT
*
* \brief Robust Cholesky decomposition of a matrix with pivoting
*
* \param MatrixType the type of the matrix of which to compute the LDL^T Cholesky decomposition
* \param UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
* The other triangular part won't be read.
*
* Perform a robust Cholesky decomposition of a positive semidefinite or negative semidefinite
* matrix \f$ A \f$ such that \f$ A = P^TLDL^*P \f$, where P is a permutation matrix, L
* is lower triangular with a unit diagonal and D is a diagonal matrix.
*
* The decomposition uses pivoting to ensure stability, so that L will have
* zeros in the bottom right rank(A) - n submatrix. Avoiding the square root
* on D also stabilizes the computation.
*
* Remember that Cholesky decompositions are not rank-revealing. Also, do not use a Cholesky
* decomposition to determine whether a system of equations has a solution.
*
* \sa MatrixBase::ldlt(), class LLT
*/
template<typename _MatrixType, int _UpLo> class LDLT
{
public:
typedef _MatrixType MatrixType;
enum {
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
Options = MatrixType::Options & ~RowMajorBit, // these are the options for the TmpMatrixType, we need a ColMajor matrix here!
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
UpLo = _UpLo
};
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef typename MatrixType::Index Index;
typedef Matrix<Scalar, RowsAtCompileTime, 1, Options, MaxRowsAtCompileTime, 1> TmpMatrixType;
typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
typedef internal::LDLT_Traits<MatrixType,UpLo> Traits;
/** \brief Default Constructor.
*
* The default constructor is useful in cases in which the user intends to
* perform decompositions via LDLT::compute(const MatrixType&).
*/
LDLT() : m_matrix(), m_transpositions(), m_isInitialized(false) {}
/** \brief Default Constructor with memory preallocation
*
* Like the default constructor but with preallocation of the internal data
* according to the specified problem \a size.
* \sa LDLT()
*/
LDLT(Index size)
: m_matrix(size, size),
m_transpositions(size),
m_temporary(size),
m_isInitialized(false)
{}
/** \brief Constructor with decomposition
*
* This calculates the decomposition for the input \a matrix.
* \sa LDLT(Index size)
*/
LDLT(const MatrixType& matrix)
: m_matrix(matrix.rows(), matrix.cols()),
m_transpositions(matrix.rows()),
m_temporary(matrix.rows()),
m_isInitialized(false)
{
compute(matrix);
}
/** Clear any existing decomposition
* \sa rankUpdate(w,sigma)
*/
void setZero()
{
m_isInitialized = false;
}
/** \returns a view of the upper triangular matrix U */
inline typename Traits::MatrixU matrixU() const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
return Traits::getU(m_matrix);
}
/** \returns a view of the lower triangular matrix L */
inline typename Traits::MatrixL matrixL() const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
return Traits::getL(m_matrix);
}
/** \returns the permutation matrix P as a transposition sequence.
*/
inline const TranspositionType& transpositionsP() const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
return m_transpositions;
}
/** \returns the coefficients of the diagonal matrix D */
inline Diagonal<const MatrixType> vectorD() const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
return m_matrix.diagonal();
}
/** \returns true if the matrix is positive (semidefinite) */
inline bool isPositive() const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
return m_sign == 1;
}
#ifdef EIGEN2_SUPPORT
inline bool isPositiveDefinite() const
{
return isPositive();
}
#endif
/** \returns true if the matrix is negative (semidefinite) */
inline bool isNegative(void) const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
return m_sign == -1;
}
/** \returns a solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* This function also supports in-place solves using the syntax <tt>x = decompositionObject.solve(x)</tt> .
*
* \note_about_checking_solutions
*
* More precisely, this method solves \f$ A x = b \f$ using the decomposition \f$ A = P^T L D L^* P \f$
* by solving the systems \f$ P^T y_1 = b \f$, \f$ L y_2 = y_1 \f$, \f$ D y_3 = y_2 \f$,
* \f$ L^* y_4 = y_3 \f$ and \f$ P x = y_4 \f$ in succession. If the matrix \f$ A \f$ is singular, then
* \f$ D \f$ will also be singular (all the other matrices are invertible). In that case, the
* least-square solution of \f$ D y_3 = y_2 \f$ is computed. This does not mean that this function
* computes the least-square solution of \f$ A x = b \f$ is \f$ A \f$ is singular.
*
* \sa MatrixBase::ldlt()
*/
template<typename Rhs>
inline const internal::solve_retval<LDLT, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
eigen_assert(m_matrix.rows()==b.rows()
&& "LDLT::solve(): invalid number of rows of the right hand side matrix b");
return internal::solve_retval<LDLT, Rhs>(*this, b.derived());
}
#ifdef EIGEN2_SUPPORT
template<typename OtherDerived, typename ResultType>
bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
{
*result = this->solve(b);
return true;
}
#endif
template<typename Derived>
bool solveInPlace(MatrixBase<Derived> &bAndX) const;
LDLT& compute(const MatrixType& matrix);
template <typename Derived>
LDLT& rankUpdate(const MatrixBase<Derived>& w,RealScalar alpha=1);
/** \returns the internal LDLT decomposition matrix
*
* TODO: document the storage layout
*/
inline const MatrixType& matrixLDLT() const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
return m_matrix;
}
MatrixType reconstructedMatrix() const;
inline Index rows() const { return m_matrix.rows(); }
inline Index cols() const { return m_matrix.cols(); }
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
* \c NumericalIssue if the matrix.appears to be negative.
*/
ComputationInfo info() const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
return Success;
}
protected:
/** \internal
* Used to compute and store the Cholesky decomposition A = L D L^* = U^* D U.
* The strict upper part is used during the decomposition, the strict lower
* part correspond to the coefficients of L (its diagonal is equal to 1 and
* is not stored), and the diagonal entries correspond to D.
*/
MatrixType m_matrix;
TranspositionType m_transpositions;
TmpMatrixType m_temporary;
int m_sign;
bool m_isInitialized;
};
namespace internal {
template<int UpLo> struct ldlt_inplace;
template<> struct ldlt_inplace<Lower>
{
template<typename MatrixType, typename TranspositionType, typename Workspace>
static bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, int* sign=0)
{
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::Index Index;
eigen_assert(mat.rows()==mat.cols());
const Index size = mat.rows();
if (size <= 1)
{
transpositions.setIdentity();
if(sign)
*sign = real(mat.coeff(0,0))>0 ? 1:-1;
return true;
}
RealScalar cutoff(0), biggest_in_corner;
for (Index k = 0; k < size; ++k)
{
// Find largest diagonal element
Index index_of_biggest_in_corner;
biggest_in_corner = mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner);
index_of_biggest_in_corner += k;
if(k == 0)
{
// The biggest overall is the point of reference to which further diagonals
// are compared; if any diagonal is negligible compared
// to the largest overall, the algorithm bails.
cutoff = abs(NumTraits<Scalar>::epsilon() * biggest_in_corner);
if(sign)
*sign = real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0 ? 1 : -1;
}
// Finish early if the matrix is not full rank.
if(biggest_in_corner < cutoff)
{
for(Index i = k; i < size; i++) transpositions.coeffRef(i) = i;
break;
}
transpositions.coeffRef(k) = index_of_biggest_in_corner;
if(k != index_of_biggest_in_corner)
{
// apply the transposition while taking care to consider only
// the lower triangular part
Index s = size-index_of_biggest_in_corner-1; // trailing size after the biggest element
mat.row(k).head(k).swap(mat.row(index_of_biggest_in_corner).head(k));
mat.col(k).tail(s).swap(mat.col(index_of_biggest_in_corner).tail(s));
std::swap(mat.coeffRef(k,k),mat.coeffRef(index_of_biggest_in_corner,index_of_biggest_in_corner));
for(int i=k+1;i<index_of_biggest_in_corner;++i)
{
Scalar tmp = mat.coeffRef(i,k);
mat.coeffRef(i,k) = conj(mat.coeffRef(index_of_biggest_in_corner,i));
mat.coeffRef(index_of_biggest_in_corner,i) = conj(tmp);
}
if(NumTraits<Scalar>::IsComplex)
mat.coeffRef(index_of_biggest_in_corner,k) = conj(mat.coeff(index_of_biggest_in_corner,k));
}
// partition the matrix:
// A00 | - | -
// lu = A10 | A11 | -
// A20 | A21 | A22
Index rs = size - k - 1;
Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
if(k>0)
{
temp.head(k) = mat.diagonal().head(k).asDiagonal() * A10.adjoint();
mat.coeffRef(k,k) -= (A10 * temp.head(k)).value();
if(rs>0)
A21.noalias() -= A20 * temp.head(k);
}
if((rs>0) && (abs(mat.coeffRef(k,k)) > cutoff))
A21 /= mat.coeffRef(k,k);
}
return true;
}
// Reference for the algorithm: Davis and Hager, "Multiple Rank
// Modifications of a Sparse Cholesky Factorization" (Algorithm 1)
// Trivial rearrangements of their computations (Timothy E. Holy)
// allow their algorithm to work for rank-1 updates even if the
// original matrix is not of full rank.
// Here only rank-1 updates are implemented, to reduce the
// requirement for intermediate storage and improve accuracy
template<typename MatrixType, typename WDerived>
static bool updateInPlace(MatrixType& mat, MatrixBase<WDerived>& w, typename MatrixType::RealScalar sigma=1)
{
using internal::isfinite;
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::Index Index;
const Index size = mat.rows();
eigen_assert(mat.cols() == size && w.size()==size);
RealScalar alpha = 1;
// Apply the update
for (Index j = 0; j < size; j++)
{
// Check for termination due to an original decomposition of low-rank
if (!(isfinite)(alpha))
break;
// Update the diagonal terms
RealScalar dj = real(mat.coeff(j,j));
Scalar wj = w.coeff(j);
RealScalar swj2 = sigma*abs2(wj);
RealScalar gamma = dj*alpha + swj2;
mat.coeffRef(j,j) += swj2/alpha;
alpha += swj2/dj;
// Update the terms of L
Index rs = size-j-1;
w.tail(rs) -= wj * mat.col(j).tail(rs);
if(gamma != 0)
mat.col(j).tail(rs) += (sigma*conj(wj)/gamma)*w.tail(rs);
}
return true;
}
template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, typename MatrixType::RealScalar sigma=1)
{
// Apply the permutation to the input w
tmp = transpositions * w;
return ldlt_inplace<Lower>::updateInPlace(mat,tmp,sigma);
}
};
template<> struct ldlt_inplace<Upper>
{
template<typename MatrixType, typename TranspositionType, typename Workspace>
static EIGEN_STRONG_INLINE bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, int* sign=0)
{
Transpose<MatrixType> matt(mat);
return ldlt_inplace<Lower>::unblocked(matt, transpositions, temp, sign);
}
template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
static EIGEN_STRONG_INLINE bool update(MatrixType& mat, TranspositionType& transpositions, Workspace& tmp, WType& w, typename MatrixType::RealScalar sigma=1)
{
Transpose<MatrixType> matt(mat);
return ldlt_inplace<Lower>::update(matt, transpositions, tmp, w.conjugate(), sigma);
}
};
template<typename MatrixType> struct LDLT_Traits<MatrixType,Lower>
{
typedef const TriangularView<const MatrixType, UnitLower> MatrixL;
typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitUpper> MatrixU;
static inline MatrixL getL(const MatrixType& m) { return m; }
static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
};
template<typename MatrixType> struct LDLT_Traits<MatrixType,Upper>
{
typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitLower> MatrixL;
typedef const TriangularView<const MatrixType, UnitUpper> MatrixU;
static inline MatrixL getL(const MatrixType& m) { return m.adjoint(); }
static inline MatrixU getU(const MatrixType& m) { return m; }
};
} // end namespace internal
/** Compute / recompute the LDLT decomposition A = L D L^* = U^* D U of \a matrix
*/
template<typename MatrixType, int _UpLo>
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
{
eigen_assert(a.rows()==a.cols());
const Index size = a.rows();
m_matrix = a;
m_transpositions.resize(size);
m_isInitialized = false;
m_temporary.resize(size);
internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions, m_temporary, &m_sign);
m_isInitialized = true;
return *this;
}
/** Update the LDLT decomposition: given A = L D L^T, efficiently compute the decomposition of A + sigma w w^T.
* \param w a vector to be incorporated into the decomposition.
* \param sigma a scalar, +1 for updates and -1 for "downdates," which correspond to removing previously-added column vectors. Optional; default value is +1.
* \sa setZero()
*/
template<typename MatrixType, int _UpLo>
template<typename Derived>
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w,typename NumTraits<typename MatrixType::Scalar>::Real sigma)
{
const Index size = w.rows();
if (m_isInitialized)
{
eigen_assert(m_matrix.rows()==size);
}
else
{
m_matrix.resize(size,size);
m_matrix.setZero();
m_transpositions.resize(size);
for (Index i = 0; i < size; i++)
m_transpositions.coeffRef(i) = i;
m_temporary.resize(size);
m_sign = sigma>=0 ? 1 : -1;
m_isInitialized = true;
}
internal::ldlt_inplace<UpLo>::update(m_matrix, m_transpositions, m_temporary, w, sigma);
return *this;
}
namespace internal {
template<typename _MatrixType, int _UpLo, typename Rhs>
struct solve_retval<LDLT<_MatrixType,_UpLo>, Rhs>
: solve_retval_base<LDLT<_MatrixType,_UpLo>, Rhs>
{
typedef LDLT<_MatrixType,_UpLo> LDLTType;
EIGEN_MAKE_SOLVE_HELPERS(LDLTType,Rhs)
template<typename Dest> void evalTo(Dest& dst) const
{
eigen_assert(rhs().rows() == dec().matrixLDLT().rows());
// dst = P b
dst = dec().transpositionsP() * rhs();
// dst = L^-1 (P b)
dec().matrixL().solveInPlace(dst);
// dst = D^-1 (L^-1 P b)
// more precisely, use pseudo-inverse of D (see bug 241)
using std::abs;
using std::max;
typedef typename LDLTType::MatrixType MatrixType;
typedef typename LDLTType::Scalar Scalar;
typedef typename LDLTType::RealScalar RealScalar;
const Diagonal<const MatrixType> vectorD = dec().vectorD();
RealScalar tolerance = (max)(vectorD.array().abs().maxCoeff() * NumTraits<Scalar>::epsilon(),
RealScalar(1) / NumTraits<RealScalar>::highest()); // motivated by LAPACK's xGELSS
for (Index i = 0; i < vectorD.size(); ++i) {
if(abs(vectorD(i)) > tolerance)
dst.row(i) /= vectorD(i);
else
dst.row(i).setZero();
}
// dst = L^-T (D^-1 L^-1 P b)
dec().matrixU().solveInPlace(dst);
// dst = P^-1 (L^-T D^-1 L^-1 P b) = A^-1 b
dst = dec().transpositionsP().transpose() * dst;
}
};
}
/** \internal use x = ldlt_object.solve(x);
*
* This is the \em in-place version of solve().
*
* \param bAndX represents both the right-hand side matrix b and result x.
*
* \returns true always! If you need to check for existence of solutions, use another decomposition like LU, QR, or SVD.
*
* This version avoids a copy when the right hand side matrix b is not
* needed anymore.
*
* \sa LDLT::solve(), MatrixBase::ldlt()
*/
template<typename MatrixType,int _UpLo>
template<typename Derived>
bool LDLT<MatrixType,_UpLo>::solveInPlace(MatrixBase<Derived> &bAndX) const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
eigen_assert(m_matrix.rows() == bAndX.rows());
bAndX = this->solve(bAndX);
return true;
}
/** \returns the matrix represented by the decomposition,
* i.e., it returns the product: P^T L D L^* P.
* This function is provided for debug purpose. */
template<typename MatrixType, int _UpLo>
MatrixType LDLT<MatrixType,_UpLo>::reconstructedMatrix() const
{
eigen_assert(m_isInitialized && "LDLT is not initialized.");
const Index size = m_matrix.rows();
MatrixType res(size,size);
// P
res.setIdentity();
res = transpositionsP() * res;
// L^* P
res = matrixU() * res;
// D(L^*P)
res = vectorD().asDiagonal() * res;
// L(DL^*P)
res = matrixL() * res;
// P^T (LDL^*P)
res = transpositionsP().transpose() * res;
return res;
}
/** \cholesky_module
* \returns the Cholesky decomposition with full pivoting without square root of \c *this
*/
template<typename MatrixType, unsigned int UpLo>
inline const LDLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
SelfAdjointView<MatrixType, UpLo>::ldlt() const
{
return LDLT<PlainObject,UpLo>(m_matrix);
}
/** \cholesky_module
* \returns the Cholesky decomposition with full pivoting without square root of \c *this
*/
template<typename Derived>
inline const LDLT<typename MatrixBase<Derived>::PlainObject>
MatrixBase<Derived>::ldlt() const
{
return LDLT<PlainObject>(derived());
}
} // end namespace Eigen
#endif // EIGEN_LDLT_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008 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_LLT_H
#define EIGEN_LLT_H
namespace Eigen {
namespace internal{
template<typename MatrixType, int UpLo> struct LLT_Traits;
}
/** \ingroup Cholesky_Module
*
* \class LLT
*
* \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features
*
* \param MatrixType the type of the matrix of which we are computing the LL^T Cholesky decomposition
* \param UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
* The other triangular part won't be read.
*
* This class performs a LL^T Cholesky decomposition of a symmetric, positive definite
* matrix A such that A = LL^* = U^*U, where L is lower triangular.
*
* While the Cholesky decomposition is particularly useful to solve selfadjoint problems like D^*D x = b,
* for that purpose, we recommend the Cholesky decomposition without square root which is more stable
* and even faster. Nevertheless, this standard Cholesky decomposition remains useful in many other
* situations like generalised eigen problems with hermitian matrices.
*
* Remember that Cholesky decompositions are not rank-revealing. This LLT decomposition is only stable on positive definite matrices,
* use LDLT instead for the semidefinite case. Also, do not use a Cholesky decomposition to determine whether a system of equations
* has a solution.
*
* Example: \include LLT_example.cpp
* Output: \verbinclude LLT_example.out
*
* \sa MatrixBase::llt(), class LDLT
*/
/* HEY THIS DOX IS DISABLED BECAUSE THERE's A BUG EITHER HERE OR IN LDLT ABOUT THAT (OR BOTH)
* Note that during the decomposition, only the upper triangular part of A is considered. Therefore,
* the strict lower part does not have to store correct values.
*/
template<typename _MatrixType, int _UpLo> class LLT
{
public:
typedef _MatrixType MatrixType;
enum {
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
Options = MatrixType::Options,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
};
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef typename MatrixType::Index Index;
enum {
PacketSize = internal::packet_traits<Scalar>::size,
AlignmentMask = int(PacketSize)-1,
UpLo = _UpLo
};
typedef internal::LLT_Traits<MatrixType,UpLo> Traits;
/**
* \brief Default Constructor.
*
* The default constructor is useful in cases in which the user intends to
* perform decompositions via LLT::compute(const MatrixType&).
*/
LLT() : m_matrix(), m_isInitialized(false) {}
/** \brief Default Constructor with memory preallocation
*
* Like the default constructor but with preallocation of the internal data
* according to the specified problem \a size.
* \sa LLT()
*/
LLT(Index size) : m_matrix(size, size),
m_isInitialized(false) {}
LLT(const MatrixType& matrix)
: m_matrix(matrix.rows(), matrix.cols()),
m_isInitialized(false)
{
compute(matrix);
}
/** \returns a view of the upper triangular matrix U */
inline typename Traits::MatrixU matrixU() const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
return Traits::getU(m_matrix);
}
/** \returns a view of the lower triangular matrix L */
inline typename Traits::MatrixL matrixL() const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
return Traits::getL(m_matrix);
}
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* Since this LLT class assumes anyway that the matrix A is invertible, the solution
* theoretically exists and is unique regardless of b.
*
* Example: \include LLT_solve.cpp
* Output: \verbinclude LLT_solve.out
*
* \sa solveInPlace(), MatrixBase::llt()
*/
template<typename Rhs>
inline const internal::solve_retval<LLT, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
eigen_assert(m_matrix.rows()==b.rows()
&& "LLT::solve(): invalid number of rows of the right hand side matrix b");
return internal::solve_retval<LLT, Rhs>(*this, b.derived());
}
#ifdef EIGEN2_SUPPORT
template<typename OtherDerived, typename ResultType>
bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
{
*result = this->solve(b);
return true;
}
bool isPositiveDefinite() const { return true; }
#endif
template<typename Derived>
void solveInPlace(MatrixBase<Derived> &bAndX) const;
LLT& compute(const MatrixType& matrix);
/** \returns the LLT decomposition matrix
*
* TODO: document the storage layout
*/
inline const MatrixType& matrixLLT() const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
return m_matrix;
}
MatrixType reconstructedMatrix() const;
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
* \c NumericalIssue if the matrix.appears to be negative.
*/
ComputationInfo info() const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
return m_info;
}
inline Index rows() const { return m_matrix.rows(); }
inline Index cols() const { return m_matrix.cols(); }
template<typename VectorType>
LLT rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
protected:
/** \internal
* Used to compute and store L
* The strict upper part is not used and even not initialized.
*/
MatrixType m_matrix;
bool m_isInitialized;
ComputationInfo m_info;
};
namespace internal {
template<typename Scalar, int UpLo> struct llt_inplace;
template<typename MatrixType, typename VectorType>
static typename MatrixType::Index llt_rank_update_lower(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma)
{
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::Index Index;
typedef typename MatrixType::ColXpr ColXpr;
typedef typename internal::remove_all<ColXpr>::type ColXprCleaned;
typedef typename ColXprCleaned::SegmentReturnType ColXprSegment;
typedef Matrix<Scalar,Dynamic,1> TempVectorType;
typedef typename TempVectorType::SegmentReturnType TempVecSegment;
int n = mat.cols();
eigen_assert(mat.rows()==n && vec.size()==n);
TempVectorType temp;
if(sigma>0)
{
// This version is based on Givens rotations.
// It is faster than the other one below, but only works for updates,
// i.e., for sigma > 0
temp = sqrt(sigma) * vec;
for(int i=0; i<n; ++i)
{
JacobiRotation<Scalar> g;
g.makeGivens(mat(i,i), -temp(i), &mat(i,i));
int rs = n-i-1;
if(rs>0)
{
ColXprSegment x(mat.col(i).tail(rs));
TempVecSegment y(temp.tail(rs));
apply_rotation_in_the_plane(x, y, g);
}
}
}
else
{
temp = vec;
RealScalar beta = 1;
for(int j=0; j<n; ++j)
{
RealScalar Ljj = real(mat.coeff(j,j));
RealScalar dj = abs2(Ljj);
Scalar wj = temp.coeff(j);
RealScalar swj2 = sigma*abs2(wj);
RealScalar gamma = dj*beta + swj2;
RealScalar x = dj + swj2/beta;
if (x<=RealScalar(0))
return j;
RealScalar nLjj = sqrt(x);
mat.coeffRef(j,j) = nLjj;
beta += swj2/dj;
// Update the terms of L
Index rs = n-j-1;
if(rs)
{
temp.tail(rs) -= (wj/Ljj) * mat.col(j).tail(rs);
if(gamma != 0)
mat.col(j).tail(rs) = (nLjj/Ljj) * mat.col(j).tail(rs) + (nLjj * sigma*conj(wj)/gamma)*temp.tail(rs);
}
}
}
return -1;
}
template<typename Scalar> struct llt_inplace<Scalar, Lower>
{
typedef typename NumTraits<Scalar>::Real RealScalar;
template<typename MatrixType>
static typename MatrixType::Index unblocked(MatrixType& mat)
{
typedef typename MatrixType::Index Index;
eigen_assert(mat.rows()==mat.cols());
const Index size = mat.rows();
for(Index k = 0; k < size; ++k)
{
Index rs = size-k-1; // remaining size
Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
RealScalar x = real(mat.coeff(k,k));
if (k>0) x -= A10.squaredNorm();
if (x<=RealScalar(0))
return k;
mat.coeffRef(k,k) = x = sqrt(x);
if (k>0 && rs>0) A21.noalias() -= A20 * A10.adjoint();
if (rs>0) A21 *= RealScalar(1)/x;
}
return -1;
}
template<typename MatrixType>
static typename MatrixType::Index blocked(MatrixType& m)
{
typedef typename MatrixType::Index Index;
eigen_assert(m.rows()==m.cols());
Index size = m.rows();
if(size<32)
return unblocked(m);
Index blockSize = size/8;
blockSize = (blockSize/16)*16;
blockSize = (std::min)((std::max)(blockSize,Index(8)), Index(128));
for (Index k=0; k<size; k+=blockSize)
{
// partition the matrix:
// A00 | - | -
// lu = A10 | A11 | -
// A20 | A21 | A22
Index bs = (std::min)(blockSize, size-k);
Index rs = size - k - bs;
Block<MatrixType,Dynamic,Dynamic> A11(m,k, k, bs,bs);
Block<MatrixType,Dynamic,Dynamic> A21(m,k+bs,k, rs,bs);
Block<MatrixType,Dynamic,Dynamic> A22(m,k+bs,k+bs,rs,rs);
Index ret;
if((ret=unblocked(A11))>=0) return k+ret;
if(rs>0) A11.adjoint().template triangularView<Upper>().template solveInPlace<OnTheRight>(A21);
if(rs>0) A22.template selfadjointView<Lower>().rankUpdate(A21,-1); // bottleneck
}
return -1;
}
template<typename MatrixType, typename VectorType>
static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
{
return Eigen::internal::llt_rank_update_lower(mat, vec, sigma);
}
};
template<typename Scalar> struct llt_inplace<Scalar, Upper>
{
typedef typename NumTraits<Scalar>::Real RealScalar;
template<typename MatrixType>
static EIGEN_STRONG_INLINE typename MatrixType::Index unblocked(MatrixType& mat)
{
Transpose<MatrixType> matt(mat);
return llt_inplace<Scalar, Lower>::unblocked(matt);
}
template<typename MatrixType>
static EIGEN_STRONG_INLINE typename MatrixType::Index blocked(MatrixType& mat)
{
Transpose<MatrixType> matt(mat);
return llt_inplace<Scalar, Lower>::blocked(matt);
}
template<typename MatrixType, typename VectorType>
static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
{
Transpose<MatrixType> matt(mat);
return llt_inplace<Scalar, Lower>::rankUpdate(matt, vec.conjugate(), sigma);
}
};
template<typename MatrixType> struct LLT_Traits<MatrixType,Lower>
{
typedef const TriangularView<const MatrixType, Lower> MatrixL;
typedef const TriangularView<const typename MatrixType::AdjointReturnType, Upper> MatrixU;
static inline MatrixL getL(const MatrixType& m) { return m; }
static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
static bool inplace_decomposition(MatrixType& m)
{ return llt_inplace<typename MatrixType::Scalar, Lower>::blocked(m)==-1; }
};
template<typename MatrixType> struct LLT_Traits<MatrixType,Upper>
{
typedef const TriangularView<const typename MatrixType::AdjointReturnType, Lower> MatrixL;
typedef const TriangularView<const MatrixType, Upper> MatrixU;
static inline MatrixL getL(const MatrixType& m) { return m.adjoint(); }
static inline MatrixU getU(const MatrixType& m) { return m; }
static bool inplace_decomposition(MatrixType& m)
{ return llt_inplace<typename MatrixType::Scalar, Upper>::blocked(m)==-1; }
};
} // end namespace internal
/** Computes / recomputes the Cholesky decomposition A = LL^* = U^*U of \a matrix
*
* \returns a reference to *this
*
* Example: \include TutorialLinAlgComputeTwice.cpp
* Output: \verbinclude TutorialLinAlgComputeTwice.out
*/
template<typename MatrixType, int _UpLo>
LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a)
{
eigen_assert(a.rows()==a.cols());
const Index size = a.rows();
m_matrix.resize(size, size);
m_matrix = a;
m_isInitialized = true;
bool ok = Traits::inplace_decomposition(m_matrix);
m_info = ok ? Success : NumericalIssue;
return *this;
}
/** Performs a rank one update (or dowdate) of the current decomposition.
* If A = LL^* before the rank one update,
* then after it we have LL^* = A + sigma * v v^* where \a v must be a vector
* of same dimension.
*/
template<typename _MatrixType, int _UpLo>
template<typename VectorType>
LLT<_MatrixType,_UpLo> LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, const RealScalar& sigma)
{
EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType);
eigen_assert(v.size()==m_matrix.cols());
eigen_assert(m_isInitialized);
if(internal::llt_inplace<typename MatrixType::Scalar, UpLo>::rankUpdate(m_matrix,v,sigma)>=0)
m_info = NumericalIssue;
else
m_info = Success;
return *this;
}
namespace internal {
template<typename _MatrixType, int UpLo, typename Rhs>
struct solve_retval<LLT<_MatrixType, UpLo>, Rhs>
: solve_retval_base<LLT<_MatrixType, UpLo>, Rhs>
{
typedef LLT<_MatrixType,UpLo> LLTType;
EIGEN_MAKE_SOLVE_HELPERS(LLTType,Rhs)
template<typename Dest> void evalTo(Dest& dst) const
{
dst = rhs();
dec().solveInPlace(dst);
}
};
}
/** \internal use x = llt_object.solve(x);
*
* This is the \em in-place version of solve().
*
* \param bAndX represents both the right-hand side matrix b and result x.
*
* \returns true always! If you need to check for existence of solutions, use another decomposition like LU, QR, or SVD.
*
* This version avoids a copy when the right hand side matrix b is not
* needed anymore.
*
* \sa LLT::solve(), MatrixBase::llt()
*/
template<typename MatrixType, int _UpLo>
template<typename Derived>
void LLT<MatrixType,_UpLo>::solveInPlace(MatrixBase<Derived> &bAndX) const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
eigen_assert(m_matrix.rows()==bAndX.rows());
matrixL().solveInPlace(bAndX);
matrixU().solveInPlace(bAndX);
}
/** \returns the matrix represented by the decomposition,
* i.e., it returns the product: L L^*.
* This function is provided for debug purpose. */
template<typename MatrixType, int _UpLo>
MatrixType LLT<MatrixType,_UpLo>::reconstructedMatrix() const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
return matrixL() * matrixL().adjoint().toDenseMatrix();
}
/** \cholesky_module
* \returns the LLT decomposition of \c *this
*/
template<typename Derived>
inline const LLT<typename MatrixBase<Derived>::PlainObject>
MatrixBase<Derived>::llt() const
{
return LLT<PlainObject>(derived());
}
/** \cholesky_module
* \returns the LLT decomposition of \c *this
*/
template<typename MatrixType, unsigned int UpLo>
inline const LLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
SelfAdjointView<MatrixType, UpLo>::llt() const
{
return LLT<PlainObject,UpLo>(m_matrix);
}
} // end namespace Eigen
#endif // EIGEN_LLT_H
/*
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 Intel(R) MKL
* LLt decomposition based on LAPACKE_?potrf function.
********************************************************************************
*/
#ifndef EIGEN_LLT_MKL_H
#define EIGEN_LLT_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
#include <iostream>
namespace Eigen {
namespace internal {
template<typename Scalar> struct mkl_llt;
#define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \
template<> struct mkl_llt<EIGTYPE> \
{ \
template<typename MatrixType> \
static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \
{ \
lapack_int matrix_order; \
lapack_int size, lda, info, StorageOrder; \
EIGTYPE* a; \
eigen_assert(m.rows()==m.cols()); \
/* Set up parameters for ?potrf */ \
size = m.rows(); \
StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
a = &(m.coeffRef(0,0)); \
lda = m.outerStride(); \
\
info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \
info = (info==0) ? Success : NumericalIssue; \
return info; \
} \
}; \
template<> struct llt_inplace<EIGTYPE, Lower> \
{ \
template<typename MatrixType> \
static typename MatrixType::Index blocked(MatrixType& m) \
{ \
return mkl_llt<EIGTYPE>::potrf(m, 'L'); \
} \
template<typename MatrixType, typename VectorType> \
static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
{ return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \
}; \
template<> struct llt_inplace<EIGTYPE, Upper> \
{ \
template<typename MatrixType> \
static typename MatrixType::Index blocked(MatrixType& m) \
{ \
return mkl_llt<EIGTYPE>::potrf(m, 'U'); \
} \
template<typename MatrixType, typename VectorType> \
static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
{ \
Transpose<MatrixType> matt(mat); \
return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
} \
};
EIGEN_MKL_LLT(double, double, d)
EIGEN_MKL_LLT(float, float, s)
EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z)
EIGEN_MKL_LLT(scomplex, MKL_Complex8, c)
} // end namespace internal
} // end namespace Eigen
#endif // EIGEN_LLT_MKL_H
FILE(GLOB Eigen_CholmodSupport_SRCS "*.h")
INSTALL(FILES
${Eigen_CholmodSupport_SRCS}
DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/CholmodSupport COMPONENT Devel
)
// 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_CHOLMODSUPPORT_H
#define EIGEN_CHOLMODSUPPORT_H
namespace Eigen {
namespace internal {
template<typename Scalar, typename CholmodType>
void cholmod_configure_matrix(CholmodType& mat)
{
if (internal::is_same<Scalar,float>::value)
{
mat.xtype = CHOLMOD_REAL;
mat.dtype = CHOLMOD_SINGLE;
}
else if (internal::is_same<Scalar,double>::value)
{
mat.xtype = CHOLMOD_REAL;
mat.dtype = CHOLMOD_DOUBLE;
}
else if (internal::is_same<Scalar,std::complex<float> >::value)
{
mat.xtype = CHOLMOD_COMPLEX;
mat.dtype = CHOLMOD_SINGLE;
}
else if (internal::is_same<Scalar,std::complex<double> >::value)
{
mat.xtype = CHOLMOD_COMPLEX;
mat.dtype = CHOLMOD_DOUBLE;
}
else
{
eigen_assert(false && "Scalar type not supported by CHOLMOD");
}
}
} // namespace internal
/** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object.
* Note that the data are shared.
*/
template<typename _Scalar, int _Options, typename _Index>
cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat)
{
typedef SparseMatrix<_Scalar,_Options,_Index> MatrixType;
cholmod_sparse res;
res.nzmax = mat.nonZeros();
res.nrow = mat.rows();;
res.ncol = mat.cols();
res.p = mat.outerIndexPtr();
res.i = mat.innerIndexPtr();
res.x = mat.valuePtr();
res.sorted = 1;
if(mat.isCompressed())
{
res.packed = 1;
}
else
{
res.packed = 0;
res.nz = mat.innerNonZeroPtr();
}
res.dtype = 0;
res.stype = -1;
if (internal::is_same<_Index,int>::value)
{
res.itype = CHOLMOD_INT;
}
else
{
eigen_assert(false && "Index type different than int is not supported yet");
}
// setup res.xtype
internal::cholmod_configure_matrix<_Scalar>(res);
res.stype = 0;
return res;
}
template<typename _Scalar, int _Options, typename _Index>
const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat)
{
cholmod_sparse res = viewAsCholmod(mat.const_cast_derived());
return res;
}
/** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix.
* The data are not copied but shared. */
template<typename _Scalar, int _Options, typename _Index, unsigned int UpLo>
cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<SparseMatrix<_Scalar,_Options,_Index>, UpLo>& mat)
{
cholmod_sparse res = viewAsCholmod(mat.matrix().const_cast_derived());
if(UpLo==Upper) res.stype = 1;
if(UpLo==Lower) res.stype = -1;
return res;
}
/** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix.
* The data are not copied but shared. */
template<typename Derived>
cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
{
EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
typedef typename Derived::Scalar Scalar;
cholmod_dense res;
res.nrow = mat.rows();
res.ncol = mat.cols();
res.nzmax = res.nrow * res.ncol;
res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
res.x = mat.derived().data();
res.z = 0;
internal::cholmod_configure_matrix<Scalar>(res);
return res;
}
/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix.
* The data are not copied but shared. */
template<typename Scalar, int Flags, typename Index>
MappedSparseMatrix<Scalar,Flags,Index> viewAsEigen(cholmod_sparse& cm)
{
return MappedSparseMatrix<Scalar,Flags,Index>
(cm.nrow, cm.ncol, reinterpret_cast<Index*>(cm.p)[cm.ncol],
reinterpret_cast<Index*>(cm.p), reinterpret_cast<Index*>(cm.i),reinterpret_cast<Scalar*>(cm.x) );
}
enum CholmodMode {
CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
};
/** \ingroup CholmodSupport_Module
* \class CholmodBase
* \brief The base class for the direct Cholesky factorization of Cholmod
* \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT
*/
template<typename _MatrixType, int _UpLo, typename Derived>
class CholmodBase : internal::noncopyable
{
public:
typedef _MatrixType MatrixType;
enum { UpLo = _UpLo };
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef MatrixType CholMatrixType;
typedef typename MatrixType::Index Index;
public:
CholmodBase()
: m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
{
cholmod_start(&m_cholmod);
}
CholmodBase(const MatrixType& matrix)
: m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
{
cholmod_start(&m_cholmod);
compute(matrix);
}
~CholmodBase()
{
if(m_cholmodFactor)
cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
cholmod_finish(&m_cholmod);
}
inline Index cols() const { return m_cholmodFactor->n; }
inline Index rows() const { return m_cholmodFactor->n; }
Derived& derived() { return *static_cast<Derived*>(this); }
const Derived& derived() const { return *static_cast<const Derived*>(this); }
/** \brief Reports whether previous computation was successful.
*
* \returns \c Success if computation was succesful,
* \c NumericalIssue if the matrix.appears to be negative.
*/
ComputationInfo info() const
{
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
return m_info;
}
/** Computes the sparse Cholesky decomposition of \a matrix */
Derived& compute(const MatrixType& matrix)
{
analyzePattern(matrix);
factorize(matrix);
return derived();
}
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
template<typename Rhs>
inline const internal::solve_retval<CholmodBase, Rhs>
solve(const MatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
eigen_assert(rows()==b.rows()
&& "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
return internal::solve_retval<CholmodBase, Rhs>(*this, b.derived());
}
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
*
* \sa compute()
*/
template<typename Rhs>
inline const internal::sparse_solve_retval<CholmodBase, Rhs>
solve(const SparseMatrixBase<Rhs>& b) const
{
eigen_assert(m_isInitialized && "LLT is not initialized.");
eigen_assert(rows()==b.rows()
&& "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
return internal::sparse_solve_retval<CholmodBase, Rhs>(*this, b.derived());
}
/** Performs a symbolic decomposition on the sparcity of \a matrix.
*
* This function is particularly useful when solving for several problems having the same structure.
*
* \sa factorize()
*/
void analyzePattern(const MatrixType& matrix)
{
if(m_cholmodFactor)
{
cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
m_cholmodFactor = 0;
}
cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
m_cholmodFactor = cholmod_analyze(&A, &m_cholmod);
this->m_isInitialized = true;
this->m_info = Success;
m_analysisIsOk = true;
m_factorizationIsOk = false;
}
/** Performs a numeric decomposition of \a matrix
*
* The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
*
* \sa analyzePattern()
*/
void factorize(const MatrixType& matrix)
{
eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
cholmod_factorize(&A, m_cholmodFactor, &m_cholmod);
this->m_info = Success;
m_factorizationIsOk = true;
}
/** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations.
* See the Cholmod user guide for details. */
cholmod_common& cholmod() { return m_cholmod; }
#ifndef EIGEN_PARSED_BY_DOXYGEN
/** \internal */
template<typename Rhs,typename Dest>
void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
{
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
const Index size = m_cholmodFactor->n;
eigen_assert(size==b.rows());
// note: cd stands for Cholmod Dense
cholmod_dense b_cd = viewAsCholmod(b.const_cast_derived());
cholmod_dense* x_cd = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &b_cd, &m_cholmod);
if(!x_cd)
{
this->m_info = NumericalIssue;
}
// TODO optimize this copy by swapping when possible (be carreful with alignment, etc.)
dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
cholmod_free_dense(&x_cd, &m_cholmod);
}
/** \internal */
template<typename RhsScalar, int RhsOptions, typename RhsIndex, typename DestScalar, int DestOptions, typename DestIndex>
void _solve(const SparseMatrix<RhsScalar,RhsOptions,RhsIndex> &b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const
{
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
const Index size = m_cholmodFactor->n;
eigen_assert(size==b.rows());
// note: cs stands for Cholmod Sparse
cholmod_sparse b_cs = viewAsCholmod(b);
cholmod_sparse* x_cs = cholmod_spsolve(CHOLMOD_A, m_cholmodFactor, &b_cs, &m_cholmod);
if(!x_cs)
{
this->m_info = NumericalIssue;
}
// TODO optimize this copy by swapping when possible (be carreful with alignment, etc.)
dest = viewAsEigen<DestScalar,DestOptions,DestIndex>(*x_cs);
cholmod_free_sparse(&x_cs, &m_cholmod);
}
#endif // EIGEN_PARSED_BY_DOXYGEN
template<typename Stream>
void dumpMemory(Stream& s)
{}
protected:
mutable cholmod_common m_cholmod;
cholmod_factor* m_cholmodFactor;
mutable ComputationInfo m_info;
bool m_isInitialized;
int m_factorizationIsOk;
int m_analysisIsOk;
};
/** \ingroup CholmodSupport_Module
* \class CholmodSimplicialLLT
* \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod
*
* This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization
* using the Cholmod library.
* This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Thefore, it has little practical interest.
* The sparse matrix A must be selfajoint and positive definite. The vectors or matrices
* X and B can be either dense or sparse.
*
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower.
*
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
*
* \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLLT
*/
template<typename _MatrixType, int _UpLo = Lower>
class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> >
{
typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT> Base;
using Base::m_cholmod;
public:
typedef _MatrixType MatrixType;
CholmodSimplicialLLT() : Base() { init(); }
CholmodSimplicialLLT(const MatrixType& matrix) : Base()
{
init();
compute(matrix);
}
~CholmodSimplicialLLT() {}
protected:
void init()
{
m_cholmod.final_asis = 0;
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
m_cholmod.final_ll = 1;
}
};
/** \ingroup CholmodSupport_Module
* \class CholmodSimplicialLDLT
* \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod
*
* This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization
* using the Cholmod library.
* This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Thefore, it has little practical interest.
* The sparse matrix A must be selfajoint and positive definite. The vectors or matrices
* X and B can be either dense or sparse.
*
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower.
*
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
*
* \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLDLT
*/
template<typename _MatrixType, int _UpLo = Lower>
class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> >
{
typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT> Base;
using Base::m_cholmod;
public:
typedef _MatrixType MatrixType;
CholmodSimplicialLDLT() : Base() { init(); }
CholmodSimplicialLDLT(const MatrixType& matrix) : Base()
{
init();
compute(matrix);
}
~CholmodSimplicialLDLT() {}
protected:
void init()
{
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
}
};
/** \ingroup CholmodSupport_Module
* \class CholmodSupernodalLLT
* \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod
*
* This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization
* using the Cholmod library.
* This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM.
* The sparse matrix A must be selfajoint and positive definite. The vectors or matrices
* X and B can be either dense or sparse.
*
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower.
*
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
*
* \sa \ref TutorialSparseDirectSolvers
*/
template<typename _MatrixType, int _UpLo = Lower>
class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> >
{
typedef CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT> Base;
using Base::m_cholmod;
public:
typedef _MatrixType MatrixType;
CholmodSupernodalLLT() : Base() { init(); }
CholmodSupernodalLLT(const MatrixType& matrix) : Base()
{
init();
compute(matrix);
}
~CholmodSupernodalLLT() {}
protected:
void init()
{
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
}
};
/** \ingroup CholmodSupport_Module
* \class CholmodDecomposition
* \brief A general Cholesky factorization and solver based on Cholmod
*
* This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization
* using the Cholmod library. The sparse matrix A must be selfajoint and positive definite. The vectors or matrices
* X and B can be either dense or sparse.
*
* This variant permits to change the underlying Cholesky method at runtime.
* On the other hand, it does not provide access to the result of the factorization.
* The default is to let Cholmod automatically choose between a simplicial and supernodal factorization.
*
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower.
*
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
*
* \sa \ref TutorialSparseDirectSolvers
*/
template<typename _MatrixType, int _UpLo = Lower>
class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> >
{
typedef CholmodBase<_MatrixType, _UpLo, CholmodDecomposition> Base;
using Base::m_cholmod;
public:
typedef _MatrixType MatrixType;
CholmodDecomposition() : Base() { init(); }
CholmodDecomposition(const MatrixType& matrix) : Base()
{
init();
compute(matrix);
}
~CholmodDecomposition() {}
void setMode(CholmodMode mode)
{
switch(mode)
{
case CholmodAuto:
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_AUTO;
break;
case CholmodSimplicialLLt:
m_cholmod.final_asis = 0;
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
m_cholmod.final_ll = 1;
break;
case CholmodSupernodalLLt:
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
break;
case CholmodLDLt:
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
break;
default:
break;
}
}
protected:
void init()
{
m_cholmod.final_asis = 1;
m_cholmod.supernodal = CHOLMOD_AUTO;
}
};
namespace internal {
template<typename _MatrixType, int _UpLo, typename Derived, typename Rhs>
struct solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
: solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
{
typedef CholmodBase<_MatrixType,_UpLo,Derived> Dec;
EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
template<typename Dest> void evalTo(Dest& dst) const
{
dec()._solve(rhs(),dst);
}
};
template<typename _MatrixType, int _UpLo, typename Derived, typename Rhs>
struct sparse_solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
: sparse_solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
{
typedef CholmodBase<_MatrixType,_UpLo,Derived> Dec;
EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
template<typename Dest> void evalTo(Dest& dst) const
{
dec()._solve(rhs(),dst);
}
};
} // end namespace internal
} // end namespace Eigen
#endif // EIGEN_CHOLMODSUPPORT_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 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_ARRAY_H
#define EIGEN_ARRAY_H
namespace Eigen {
/** \class Array
* \ingroup Core_Module
*
* \brief General-purpose arrays with easy API for coefficient-wise operations
*
* The %Array class is very similar to the Matrix class. It provides
* general-purpose one- and two-dimensional arrays. The difference between the
* %Array and the %Matrix class is primarily in the API: the API for the
* %Array class provides easy access to coefficient-wise operations, while the
* API for the %Matrix class provides easy access to linear-algebra
* operations.
*
* This class can be extended with the help of the plugin mechanism described on the page
* \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_ARRAY_PLUGIN.
*
* \sa \ref TutorialArrayClass, \ref TopicClassHierarchy
*/
namespace internal {
template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
struct traits<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > : traits<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
{
typedef ArrayXpr XprKind;
typedef ArrayBase<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > XprBase;
};
}
template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
class Array
: public PlainObjectBase<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
{
public:
typedef PlainObjectBase<Array> Base;
EIGEN_DENSE_PUBLIC_INTERFACE(Array)
enum { Options = _Options };
typedef typename Base::PlainObject PlainObject;
protected:
template <typename Derived, typename OtherDerived, bool IsVector>
friend struct internal::conservative_resize_like_impl;
using Base::m_storage;
public:
using Base::base;
using Base::coeff;
using Base::coeffRef;
/**
* The usage of
* using Base::operator=;
* fails on MSVC. Since the code below is working with GCC and MSVC, we skipped
* the usage of 'using'. This should be done only for operator=.
*/
template<typename OtherDerived>
EIGEN_STRONG_INLINE Array& operator=(const EigenBase<OtherDerived> &other)
{
return Base::operator=(other);
}
/** Copies the value of the expression \a other into \c *this with automatic resizing.
*
* *this might be resized to match the dimensions of \a other. If *this was a null matrix (not already initialized),
* it will be initialized.
*
* Note that copying a row-vector into a vector (and conversely) is allowed.
* The resizing, if any, is then done in the appropriate way so that row-vectors
* remain row-vectors and vectors remain vectors.
*/
template<typename OtherDerived>
EIGEN_STRONG_INLINE Array& operator=(const ArrayBase<OtherDerived>& other)
{
return Base::_set(other);
}
/** This is a special case of the templated operator=. Its purpose is to
* prevent a default operator= from hiding the templated operator=.
*/
EIGEN_STRONG_INLINE Array& operator=(const Array& other)
{
return Base::_set(other);
}
/** Default constructor.
*
* For fixed-size matrices, does nothing.
*
* For dynamic-size matrices, creates an empty matrix of size 0. Does not allocate any array. Such a matrix
* is called a null matrix. This constructor is the unique way to create null matrices: resizing
* a matrix to 0 is not supported.
*
* \sa resize(Index,Index)
*/
EIGEN_STRONG_INLINE explicit Array() : Base()
{
Base::_check_template_params();
EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
}
#ifndef EIGEN_PARSED_BY_DOXYGEN
// FIXME is it still needed ??
/** \internal */
Array(internal::constructor_without_unaligned_array_assert)
: Base(internal::constructor_without_unaligned_array_assert())
{
Base::_check_template_params();
EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
}
#endif
/** Constructs a vector or row-vector with given dimension. \only_for_vectors
*
* Note that this is only useful for dynamic-size vectors. For fixed-size vectors,
* it is redundant to pass the dimension here, so it makes more sense to use the default
* constructor Matrix() instead.
*/
EIGEN_STRONG_INLINE explicit Array(Index dim)
: Base(dim, RowsAtCompileTime == 1 ? 1 : dim, ColsAtCompileTime == 1 ? 1 : dim)
{
Base::_check_template_params();
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Array)
eigen_assert(dim >= 0);
eigen_assert(SizeAtCompileTime == Dynamic || SizeAtCompileTime == dim);
EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
}
#ifndef EIGEN_PARSED_BY_DOXYGEN
template<typename T0, typename T1>
EIGEN_STRONG_INLINE Array(const T0& x, const T1& y)
{
Base::_check_template_params();
this->template _init2<T0,T1>(x, y);
}
#else
/** constructs an uninitialized matrix with \a rows rows and \a cols columns.
*
* This is useful for dynamic-size matrices. For fixed-size matrices,
* it is redundant to pass these parameters, so one should use the default constructor
* Matrix() instead. */
Array(Index rows, Index cols);
/** constructs an initialized 2D vector with given coefficients */
Array(const Scalar& x, const Scalar& y);
#endif
/** constructs an initialized 3D vector with given coefficients */
EIGEN_STRONG_INLINE Array(const Scalar& x, const Scalar& y, const Scalar& z)
{
Base::_check_template_params();
EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Array, 3)
m_storage.data()[0] = x;
m_storage.data()[1] = y;
m_storage.data()[2] = z;
}
/** constructs an initialized 4D vector with given coefficients */
EIGEN_STRONG_INLINE Array(const Scalar& x, const Scalar& y, const Scalar& z, const Scalar& w)
{
Base::_check_template_params();
EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Array, 4)
m_storage.data()[0] = x;
m_storage.data()[1] = y;
m_storage.data()[2] = z;
m_storage.data()[3] = w;
}
explicit Array(const Scalar *data);
/** Constructor copying the value of the expression \a other */
template<typename OtherDerived>
EIGEN_STRONG_INLINE Array(const ArrayBase<OtherDerived>& other)
: Base(other.rows() * other.cols(), other.rows(), other.cols())
{
Base::_check_template_params();
Base::_set_noalias(other);
}
/** Copy constructor */
EIGEN_STRONG_INLINE Array(const Array& other)
: Base(other.rows() * other.cols(), other.rows(), other.cols())
{
Base::_check_template_params();
Base::_set_noalias(other);
}
/** Copy constructor with in-place evaluation */
template<typename OtherDerived>
EIGEN_STRONG_INLINE Array(const ReturnByValue<OtherDerived>& other)
{
Base::_check_template_params();
Base::resize(other.rows(), other.cols());
other.evalTo(*this);
}
/** \sa MatrixBase::operator=(const EigenBase<OtherDerived>&) */
template<typename OtherDerived>
EIGEN_STRONG_INLINE Array(const EigenBase<OtherDerived> &other)
: Base(other.derived().rows() * other.derived().cols(), other.derived().rows(), other.derived().cols())
{
Base::_check_template_params();
Base::resize(other.rows(), other.cols());
*this = other;
}
/** Override MatrixBase::swap() since for dynamic-sized matrices of same type it is enough to swap the
* data pointers.
*/
template<typename OtherDerived>
void swap(ArrayBase<OtherDerived> const & other)
{ this->_swap(other.derived()); }
inline Index innerStride() const { return 1; }
inline Index outerStride() const { return this->innerSize(); }
#ifdef EIGEN_ARRAY_PLUGIN
#include EIGEN_ARRAY_PLUGIN
#endif
private:
template<typename MatrixType, typename OtherDerived, bool SwapPointers>
friend struct internal::matrix_swap_impl;
};
/** \defgroup arraytypedefs Global array typedefs
* \ingroup Core_Module
*
* Eigen defines several typedef shortcuts for most common 1D and 2D array types.
*
* The general patterns are the following:
*
* \c ArrayRowsColsType where \c Rows and \c Cols can be \c 2,\c 3,\c 4 for fixed size square matrices or \c X for dynamic size,
* and where \c Type can be \c i for integer, \c f for float, \c d for double, \c cf for complex float, \c cd
* for complex double.
*
* For example, \c Array33d is a fixed-size 3x3 array type of doubles, and \c ArrayXXf is a dynamic-size matrix of floats.
*
* There are also \c ArraySizeType which are self-explanatory. For example, \c Array4cf is
* a fixed-size 1D array of 4 complex floats.
*
* \sa class Array
*/
#define EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, Size, SizeSuffix) \
/** \ingroup arraytypedefs */ \
typedef Array<Type, Size, Size> Array##SizeSuffix##SizeSuffix##TypeSuffix; \
/** \ingroup arraytypedefs */ \
typedef Array<Type, Size, 1> Array##SizeSuffix##TypeSuffix;
#define EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, Size) \
/** \ingroup arraytypedefs */ \
typedef Array<Type, Size, Dynamic> Array##Size##X##TypeSuffix; \
/** \ingroup arraytypedefs */ \
typedef Array<Type, Dynamic, Size> Array##X##Size##TypeSuffix;
#define EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(Type, TypeSuffix) \
EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, 2, 2) \
EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, 3, 3) \
EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, 4, 4) \
EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, Dynamic, X) \
EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, 2) \
EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, 3) \
EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, 4)
EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(int, i)
EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(float, f)
EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(double, d)
EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(std::complex<float>, cf)
EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(std::complex<double>, cd)
#undef EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES
#undef EIGEN_MAKE_ARRAY_TYPEDEFS
#undef EIGEN_MAKE_ARRAY_TYPEDEFS_LARGE
#define EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, SizeSuffix) \
using Eigen::Matrix##SizeSuffix##TypeSuffix; \
using Eigen::Vector##SizeSuffix##TypeSuffix; \
using Eigen::RowVector##SizeSuffix##TypeSuffix;
#define EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(TypeSuffix) \
EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 2) \
EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 3) \
EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 4) \
EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, X) \
#define EIGEN_USING_ARRAY_TYPEDEFS \
EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(i) \
EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(f) \
EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(d) \
EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cf) \
EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cd)
} // end namespace Eigen
#endif // EIGEN_ARRAY_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 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_ARRAYBASE_H
#define EIGEN_ARRAYBASE_H
namespace Eigen {
template<typename ExpressionType> class MatrixWrapper;
/** \class ArrayBase
* \ingroup Core_Module
*
* \brief Base class for all 1D and 2D array, and related expressions
*
* An array is similar to a dense vector or matrix. While matrices are mathematical
* objects with well defined linear algebra operators, an array is just a collection
* of scalar values arranged in a one or two dimensionnal fashion. As the main consequence,
* all operations applied to an array are performed coefficient wise. Furthermore,
* arrays support scalar math functions of the c++ standard library (e.g., std::sin(x)), and convenient
* constructors allowing to easily write generic code working for both scalar values
* and arrays.
*
* This class is the base that is inherited by all array expression types.
*
* \tparam Derived is the derived type, e.g., an array or an expression type.
*
* This class can be extended with the help of the plugin mechanism described on the page
* \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_ARRAYBASE_PLUGIN.
*
* \sa class MatrixBase, \ref TopicClassHierarchy
*/
template<typename Derived> class ArrayBase
: public DenseBase<Derived>
{
public:
#ifndef EIGEN_PARSED_BY_DOXYGEN
/** The base class for a given storage type. */
typedef ArrayBase StorageBaseType;
typedef ArrayBase Eigen_BaseClassForSpecializationOfGlobalMathFuncImpl;
using internal::special_scalar_op_base<Derived,typename internal::traits<Derived>::Scalar,
typename NumTraits<typename internal::traits<Derived>::Scalar>::Real>::operator*;
typedef typename internal::traits<Derived>::StorageKind StorageKind;
typedef typename internal::traits<Derived>::Index Index;
typedef typename internal::traits<Derived>::Scalar Scalar;
typedef typename internal::packet_traits<Scalar>::type PacketScalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef DenseBase<Derived> Base;
using Base::RowsAtCompileTime;
using Base::ColsAtCompileTime;
using Base::SizeAtCompileTime;
using Base::MaxRowsAtCompileTime;
using Base::MaxColsAtCompileTime;
using Base::MaxSizeAtCompileTime;
using Base::IsVectorAtCompileTime;
using Base::Flags;
using Base::CoeffReadCost;
using Base::derived;
using Base::const_cast_derived;
using Base::rows;
using Base::cols;
using Base::size;
using Base::coeff;
using Base::coeffRef;
using Base::lazyAssign;
using Base::operator=;
using Base::operator+=;
using Base::operator-=;
using Base::operator*=;
using Base::operator/=;
typedef typename Base::CoeffReturnType CoeffReturnType;
#endif // not EIGEN_PARSED_BY_DOXYGEN
#ifndef EIGEN_PARSED_BY_DOXYGEN
/** \internal the plain matrix type corresponding to this expression. Note that is not necessarily
* exactly the return type of eval(): in the case of plain matrices, the return type of eval() is a const
* reference to a matrix, not a matrix! It is however guaranteed that the return type of eval() is either
* PlainObject or const PlainObject&.
*/
typedef Array<typename internal::traits<Derived>::Scalar,
internal::traits<Derived>::RowsAtCompileTime,
internal::traits<Derived>::ColsAtCompileTime,
AutoAlign | (internal::traits<Derived>::Flags&RowMajorBit ? RowMajor : ColMajor),
internal::traits<Derived>::MaxRowsAtCompileTime,
internal::traits<Derived>::MaxColsAtCompileTime
> PlainObject;
/** \internal Represents a matrix with all coefficients equal to one another*/
typedef CwiseNullaryOp<internal::scalar_constant_op<Scalar>,Derived> ConstantReturnType;
#endif // not EIGEN_PARSED_BY_DOXYGEN
#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::ArrayBase
# include "../plugins/CommonCwiseUnaryOps.h"
# include "../plugins/MatrixCwiseUnaryOps.h"
# include "../plugins/ArrayCwiseUnaryOps.h"
# include "../plugins/CommonCwiseBinaryOps.h"
# include "../plugins/MatrixCwiseBinaryOps.h"
# include "../plugins/ArrayCwiseBinaryOps.h"
# ifdef EIGEN_ARRAYBASE_PLUGIN
# include EIGEN_ARRAYBASE_PLUGIN
# endif
#undef EIGEN_CURRENT_STORAGE_BASE_CLASS
/** Special case of the template operator=, in order to prevent the compiler
* from generating a default operator= (issue hit with g++ 4.1)
*/
Derived& operator=(const ArrayBase& other)
{
return internal::assign_selector<Derived,Derived>::run(derived(), other.derived());
}
Derived& operator+=(const Scalar& scalar)
{ return *this = derived() + scalar; }
Derived& operator-=(const Scalar& scalar)
{ return *this = derived() - scalar; }
template<typename OtherDerived>
Derived& operator+=(const ArrayBase<OtherDerived>& other);
template<typename OtherDerived>
Derived& operator-=(const ArrayBase<OtherDerived>& other);
template<typename OtherDerived>
Derived& operator*=(const ArrayBase<OtherDerived>& other);
template<typename OtherDerived>
Derived& operator/=(const ArrayBase<OtherDerived>& other);
public:
ArrayBase<Derived>& array() { return *this; }
const ArrayBase<Derived>& array() const { return *this; }
/** \returns an \link MatrixBase Matrix \endlink expression of this array
* \sa MatrixBase::array() */
MatrixWrapper<Derived> matrix() { return derived(); }
const MatrixWrapper<const Derived> matrix() const { return derived(); }
// template<typename Dest>
// inline void evalTo(Dest& dst) const { dst = matrix(); }
protected:
ArrayBase() : Base() {}
private:
explicit ArrayBase(Index);
ArrayBase(Index,Index);
template<typename OtherDerived> explicit ArrayBase(const ArrayBase<OtherDerived>&);
protected:
// mixing arrays and matrices is not legal
template<typename OtherDerived> Derived& operator+=(const MatrixBase<OtherDerived>& )
{EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
// mixing arrays and matrices is not legal
template<typename OtherDerived> Derived& operator-=(const MatrixBase<OtherDerived>& )
{EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
};
/** replaces \c *this by \c *this - \a other.
*
* \returns a reference to \c *this
*/
template<typename Derived>
template<typename OtherDerived>
EIGEN_STRONG_INLINE Derived &
ArrayBase<Derived>::operator-=(const ArrayBase<OtherDerived> &other)
{
SelfCwiseBinaryOp<internal::scalar_difference_op<Scalar>, Derived, OtherDerived> tmp(derived());
tmp = other.derived();
return derived();
}
/** replaces \c *this by \c *this + \a other.
*
* \returns a reference to \c *this
*/
template<typename Derived>
template<typename OtherDerived>
EIGEN_STRONG_INLINE Derived &
ArrayBase<Derived>::operator+=(const ArrayBase<OtherDerived>& other)
{
SelfCwiseBinaryOp<internal::scalar_sum_op<Scalar>, Derived, OtherDerived> tmp(derived());
tmp = other.derived();
return derived();
}
/** replaces \c *this by \c *this * \a other coefficient wise.
*
* \returns a reference to \c *this
*/
template<typename Derived>
template<typename OtherDerived>
EIGEN_STRONG_INLINE Derived &
ArrayBase<Derived>::operator*=(const ArrayBase<OtherDerived>& other)
{
SelfCwiseBinaryOp<internal::scalar_product_op<Scalar>, Derived, OtherDerived> tmp(derived());
tmp = other.derived();
return derived();
}
/** replaces \c *this by \c *this / \a other coefficient wise.
*
* \returns a reference to \c *this
*/
template<typename Derived>
template<typename OtherDerived>
EIGEN_STRONG_INLINE Derived &
ArrayBase<Derived>::operator/=(const ArrayBase<OtherDerived>& other)
{
SelfCwiseBinaryOp<internal::scalar_quotient_op<Scalar>, Derived, OtherDerived> tmp(derived());
tmp = other.derived();
return derived();
}
} // end namespace Eigen
#endif // EIGEN_ARRAYBASE_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009-2010 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_ARRAYWRAPPER_H
#define EIGEN_ARRAYWRAPPER_H
namespace Eigen {
/** \class ArrayWrapper
* \ingroup Core_Module
*
* \brief Expression of a mathematical vector or matrix as an array object
*
* This class is the return type of MatrixBase::array(), and most of the time
* this is the only way it is use.
*
* \sa MatrixBase::array(), class MatrixWrapper
*/
namespace internal {
template<typename ExpressionType>
struct traits<ArrayWrapper<ExpressionType> >
: public traits<typename remove_all<typename ExpressionType::Nested>::type >
{
typedef ArrayXpr XprKind;
};
}
template<typename ExpressionType>
class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> >
{
public:
typedef ArrayBase<ArrayWrapper> Base;
EIGEN_DENSE_PUBLIC_INTERFACE(ArrayWrapper)
EIGEN_INHERIT_ASSIGNMENT_OPERATORS(ArrayWrapper)
typedef typename internal::conditional<
internal::is_lvalue<ExpressionType>::value,
Scalar,
const Scalar
>::type ScalarWithConstIfNotLvalue;
typedef typename internal::nested<ExpressionType>::type NestedExpressionType;
inline ArrayWrapper(ExpressionType& matrix) : m_expression(matrix) {}
inline Index rows() const { return m_expression.rows(); }
inline Index cols() const { return m_expression.cols(); }
inline Index outerStride() const { return m_expression.outerStride(); }
inline Index innerStride() const { return m_expression.innerStride(); }
inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); }
inline const Scalar* data() const { return m_expression.data(); }
inline CoeffReturnType coeff(Index row, Index col) const
{
return m_expression.coeff(row, col);
}
inline Scalar& coeffRef(Index row, Index col)
{
return m_expression.const_cast_derived().coeffRef(row, col);
}
inline const Scalar& coeffRef(Index row, Index col) const
{
return m_expression.const_cast_derived().coeffRef(row, col);
}
inline CoeffReturnType coeff(Index index) const
{
return m_expression.coeff(index);
}
inline Scalar& coeffRef(Index index)
{
return m_expression.const_cast_derived().coeffRef(index);
}
inline const Scalar& coeffRef(Index index) const
{
return m_expression.const_cast_derived().coeffRef(index);
}
template<int LoadMode>
inline const PacketScalar packet(Index row, Index col) const
{
return m_expression.template packet<LoadMode>(row, col);
}
template<int LoadMode>
inline void writePacket(Index row, Index col, const PacketScalar& x)
{
m_expression.const_cast_derived().template writePacket<LoadMode>(row, col, x);
}
template<int LoadMode>
inline const PacketScalar packet(Index index) const
{
return m_expression.template packet<LoadMode>(index);
}
template<int LoadMode>
inline void writePacket(Index index, const PacketScalar& x)
{
m_expression.const_cast_derived().template writePacket<LoadMode>(index, x);
}
template<typename Dest>
inline void evalTo(Dest& dst) const { dst = m_expression; }
const typename internal::remove_all<NestedExpressionType>::type&
nestedExpression() const
{
return m_expression;
}
/** Forwards the resizing request to the nested expression
* \sa DenseBase::resize(Index) */
void resize(Index newSize) { m_expression.const_cast_derived().resize(newSize); }
/** Forwards the resizing request to the nested expression
* \sa DenseBase::resize(Index,Index)*/
void resize(Index nbRows, Index nbCols) { m_expression.const_cast_derived().resize(nbRows,nbCols); }
protected:
NestedExpressionType m_expression;
};
/** \class MatrixWrapper
* \ingroup Core_Module
*
* \brief Expression of an array as a mathematical vector or matrix
*
* This class is the return type of ArrayBase::matrix(), and most of the time
* this is the only way it is use.
*
* \sa MatrixBase::matrix(), class ArrayWrapper
*/
namespace internal {
template<typename ExpressionType>
struct traits<MatrixWrapper<ExpressionType> >
: public traits<typename remove_all<typename ExpressionType::Nested>::type >
{
typedef MatrixXpr XprKind;
};
}
template<typename ExpressionType>
class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> >
{
public:
typedef MatrixBase<MatrixWrapper<ExpressionType> > Base;
EIGEN_DENSE_PUBLIC_INTERFACE(MatrixWrapper)
EIGEN_INHERIT_ASSIGNMENT_OPERATORS(MatrixWrapper)
typedef typename internal::conditional<
internal::is_lvalue<ExpressionType>::value,
Scalar,
const Scalar
>::type ScalarWithConstIfNotLvalue;
typedef typename internal::nested<ExpressionType>::type NestedExpressionType;
inline MatrixWrapper(ExpressionType& matrix) : m_expression(matrix) {}
inline Index rows() const { return m_expression.rows(); }
inline Index cols() const { return m_expression.cols(); }
inline Index outerStride() const { return m_expression.outerStride(); }
inline Index innerStride() const { return m_expression.innerStride(); }
inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); }
inline const Scalar* data() const { return m_expression.data(); }
inline CoeffReturnType coeff(Index row, Index col) const
{
return m_expression.coeff(row, col);
}
inline Scalar& coeffRef(Index row, Index col)
{
return m_expression.const_cast_derived().coeffRef(row, col);
}
inline const Scalar& coeffRef(Index row, Index col) const
{
return m_expression.derived().coeffRef(row, col);
}
inline CoeffReturnType coeff(Index index) const
{
return m_expression.coeff(index);
}
inline Scalar& coeffRef(Index index)
{
return m_expression.const_cast_derived().coeffRef(index);
}
inline const Scalar& coeffRef(Index index) const
{
return m_expression.const_cast_derived().coeffRef(index);
}
template<int LoadMode>
inline const PacketScalar packet(Index row, Index col) const
{
return m_expression.template packet<LoadMode>(row, col);
}
template<int LoadMode>
inline void writePacket(Index row, Index col, const PacketScalar& x)
{
m_expression.const_cast_derived().template writePacket<LoadMode>(row, col, x);
}
template<int LoadMode>
inline const PacketScalar packet(Index index) const
{
return m_expression.template packet<LoadMode>(index);
}
template<int LoadMode>
inline void writePacket(Index index, const PacketScalar& x)
{
m_expression.const_cast_derived().template writePacket<LoadMode>(index, x);
}
const typename internal::remove_all<NestedExpressionType>::type&
nestedExpression() const
{
return m_expression;
}
/** Forwards the resizing request to the nested expression
* \sa DenseBase::resize(Index) */
void resize(Index newSize) { m_expression.const_cast_derived().resize(newSize); }
/** Forwards the resizing request to the nested expression
* \sa DenseBase::resize(Index,Index)*/
void resize(Index nbRows, Index nbCols) { m_expression.const_cast_derived().resize(nbRows,nbCols); }
protected:
NestedExpressionType m_expression;
};
} // end namespace Eigen
#endif // EIGEN_ARRAYWRAPPER_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2007 Michael Olbrich <michael.olbrich@gmx.net>
// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
// Copyright (C) 2008 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_ASSIGN_H
#define EIGEN_ASSIGN_H
namespace Eigen {
namespace internal {
/***************************************************************************
* Part 1 : the logic deciding a strategy for traversal and unrolling *
***************************************************************************/
template <typename Derived, typename OtherDerived>
struct assign_traits
{
public:
enum {
DstIsAligned = Derived::Flags & AlignedBit,
DstHasDirectAccess = Derived::Flags & DirectAccessBit,
SrcIsAligned = OtherDerived::Flags & AlignedBit,
JointAlignment = bool(DstIsAligned) && bool(SrcIsAligned) ? Aligned : Unaligned
};
private:
enum {
InnerSize = int(Derived::IsVectorAtCompileTime) ? int(Derived::SizeAtCompileTime)
: int(Derived::Flags)&RowMajorBit ? int(Derived::ColsAtCompileTime)
: int(Derived::RowsAtCompileTime),
InnerMaxSize = int(Derived::IsVectorAtCompileTime) ? int(Derived::MaxSizeAtCompileTime)
: int(Derived::Flags)&RowMajorBit ? int(Derived::MaxColsAtCompileTime)
: int(Derived::MaxRowsAtCompileTime),
MaxSizeAtCompileTime = Derived::SizeAtCompileTime,
PacketSize = packet_traits<typename Derived::Scalar>::size
};
enum {
StorageOrdersAgree = (int(Derived::IsRowMajor) == int(OtherDerived::IsRowMajor)),
MightVectorize = StorageOrdersAgree
&& (int(Derived::Flags) & int(OtherDerived::Flags) & ActualPacketAccessBit),
MayInnerVectorize = MightVectorize && int(InnerSize)!=Dynamic && int(InnerSize)%int(PacketSize)==0
&& int(DstIsAligned) && int(SrcIsAligned),
MayLinearize = StorageOrdersAgree && (int(Derived::Flags) & int(OtherDerived::Flags) & LinearAccessBit),
MayLinearVectorize = MightVectorize && MayLinearize && DstHasDirectAccess
&& (DstIsAligned || MaxSizeAtCompileTime == Dynamic),
/* If the destination isn't aligned, we have to do runtime checks and we don't unroll,
so it's only good for large enough sizes. */
MaySliceVectorize = MightVectorize && DstHasDirectAccess
&& (int(InnerMaxSize)==Dynamic || int(InnerMaxSize)>=3*PacketSize)
/* slice vectorization can be slow, so we only want it if the slices are big, which is
indicated by InnerMaxSize rather than InnerSize, think of the case of a dynamic block
in a fixed-size matrix */
};
public:
enum {
Traversal = int(MayInnerVectorize) ? int(InnerVectorizedTraversal)
: int(MayLinearVectorize) ? int(LinearVectorizedTraversal)
: int(MaySliceVectorize) ? int(SliceVectorizedTraversal)
: int(MayLinearize) ? int(LinearTraversal)
: int(DefaultTraversal),
Vectorized = int(Traversal) == InnerVectorizedTraversal
|| int(Traversal) == LinearVectorizedTraversal
|| int(Traversal) == SliceVectorizedTraversal
};
private:
enum {
UnrollingLimit = EIGEN_UNROLLING_LIMIT * (Vectorized ? int(PacketSize) : 1),
MayUnrollCompletely = int(Derived::SizeAtCompileTime) != Dynamic
&& int(OtherDerived::CoeffReadCost) != Dynamic
&& int(Derived::SizeAtCompileTime) * int(OtherDerived::CoeffReadCost) <= int(UnrollingLimit),
MayUnrollInner = int(InnerSize) != Dynamic
&& int(OtherDerived::CoeffReadCost) != Dynamic
&& int(InnerSize) * int(OtherDerived::CoeffReadCost) <= int(UnrollingLimit)
};
public:
enum {
Unrolling = (int(Traversal) == int(InnerVectorizedTraversal) || int(Traversal) == int(DefaultTraversal))
? (
int(MayUnrollCompletely) ? int(CompleteUnrolling)
: int(MayUnrollInner) ? int(InnerUnrolling)
: int(NoUnrolling)
)
: int(Traversal) == int(LinearVectorizedTraversal)
? ( bool(MayUnrollCompletely) && bool(DstIsAligned) ? int(CompleteUnrolling) : int(NoUnrolling) )
: int(Traversal) == int(LinearTraversal)
? ( bool(MayUnrollCompletely) ? int(CompleteUnrolling) : int(NoUnrolling) )
: int(NoUnrolling)
};
#ifdef EIGEN_DEBUG_ASSIGN
static void debug()
{
EIGEN_DEBUG_VAR(DstIsAligned)
EIGEN_DEBUG_VAR(SrcIsAligned)
EIGEN_DEBUG_VAR(JointAlignment)
EIGEN_DEBUG_VAR(InnerSize)
EIGEN_DEBUG_VAR(InnerMaxSize)
EIGEN_DEBUG_VAR(PacketSize)
EIGEN_DEBUG_VAR(StorageOrdersAgree)
EIGEN_DEBUG_VAR(MightVectorize)
EIGEN_DEBUG_VAR(MayLinearize)
EIGEN_DEBUG_VAR(MayInnerVectorize)
EIGEN_DEBUG_VAR(MayLinearVectorize)
EIGEN_DEBUG_VAR(MaySliceVectorize)
EIGEN_DEBUG_VAR(Traversal)
EIGEN_DEBUG_VAR(UnrollingLimit)
EIGEN_DEBUG_VAR(MayUnrollCompletely)
EIGEN_DEBUG_VAR(MayUnrollInner)
EIGEN_DEBUG_VAR(Unrolling)
}
#endif
};
/***************************************************************************
* Part 2 : meta-unrollers
***************************************************************************/
/************************
*** Default traversal ***
************************/
template<typename Derived1, typename Derived2, int Index, int Stop>
struct assign_DefaultTraversal_CompleteUnrolling
{
enum {
outer = Index / Derived1::InnerSizeAtCompileTime,
inner = Index % Derived1::InnerSizeAtCompileTime
};
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
dst.copyCoeffByOuterInner(outer, inner, src);
assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, Index+1, Stop>::run(dst, src);
}
};
template<typename Derived1, typename Derived2, int Stop>
struct assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, Stop, Stop>
{
static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &) {}
};
template<typename Derived1, typename Derived2, int Index, int Stop>
struct assign_DefaultTraversal_InnerUnrolling
{
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src, int outer)
{
dst.copyCoeffByOuterInner(outer, Index, src);
assign_DefaultTraversal_InnerUnrolling<Derived1, Derived2, Index+1, Stop>::run(dst, src, outer);
}
};
template<typename Derived1, typename Derived2, int Stop>
struct assign_DefaultTraversal_InnerUnrolling<Derived1, Derived2, Stop, Stop>
{
static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &, int) {}
};
/***********************
*** Linear traversal ***
***********************/
template<typename Derived1, typename Derived2, int Index, int Stop>
struct assign_LinearTraversal_CompleteUnrolling
{
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
dst.copyCoeff(Index, src);
assign_LinearTraversal_CompleteUnrolling<Derived1, Derived2, Index+1, Stop>::run(dst, src);
}
};
template<typename Derived1, typename Derived2, int Stop>
struct assign_LinearTraversal_CompleteUnrolling<Derived1, Derived2, Stop, Stop>
{
static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &) {}
};
/**************************
*** Inner vectorization ***
**************************/
template<typename Derived1, typename Derived2, int Index, int Stop>
struct assign_innervec_CompleteUnrolling
{
enum {
outer = Index / Derived1::InnerSizeAtCompileTime,
inner = Index % Derived1::InnerSizeAtCompileTime,
JointAlignment = assign_traits<Derived1,Derived2>::JointAlignment
};
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
dst.template copyPacketByOuterInner<Derived2, Aligned, JointAlignment>(outer, inner, src);
assign_innervec_CompleteUnrolling<Derived1, Derived2,
Index+packet_traits<typename Derived1::Scalar>::size, Stop>::run(dst, src);
}
};
template<typename Derived1, typename Derived2, int Stop>
struct assign_innervec_CompleteUnrolling<Derived1, Derived2, Stop, Stop>
{
static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &) {}
};
template<typename Derived1, typename Derived2, int Index, int Stop>
struct assign_innervec_InnerUnrolling
{
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src, int outer)
{
dst.template copyPacketByOuterInner<Derived2, Aligned, Aligned>(outer, Index, src);
assign_innervec_InnerUnrolling<Derived1, Derived2,
Index+packet_traits<typename Derived1::Scalar>::size, Stop>::run(dst, src, outer);
}
};
template<typename Derived1, typename Derived2, int Stop>
struct assign_innervec_InnerUnrolling<Derived1, Derived2, Stop, Stop>
{
static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &, int) {}
};
/***************************************************************************
* Part 3 : implementation of all cases
***************************************************************************/
template<typename Derived1, typename Derived2,
int Traversal = assign_traits<Derived1, Derived2>::Traversal,
int Unrolling = assign_traits<Derived1, Derived2>::Unrolling,
int Version = Specialized>
struct assign_impl;
/************************
*** Default traversal ***
************************/
template<typename Derived1, typename Derived2, int Unrolling, int Version>
struct assign_impl<Derived1, Derived2, InvalidTraversal, Unrolling, Version>
{
static inline void run(Derived1 &, const Derived2 &) { }
};
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, DefaultTraversal, NoUnrolling, Version>
{
typedef typename Derived1::Index Index;
static inline void run(Derived1 &dst, const Derived2 &src)
{
const Index innerSize = dst.innerSize();
const Index outerSize = dst.outerSize();
for(Index outer = 0; outer < outerSize; ++outer)
for(Index inner = 0; inner < innerSize; ++inner)
dst.copyCoeffByOuterInner(outer, inner, src);
}
};
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, DefaultTraversal, CompleteUnrolling, Version>
{
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, 0, Derived1::SizeAtCompileTime>
::run(dst, src);
}
};
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, DefaultTraversal, InnerUnrolling, Version>
{
typedef typename Derived1::Index Index;
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
const Index outerSize = dst.outerSize();
for(Index outer = 0; outer < outerSize; ++outer)
assign_DefaultTraversal_InnerUnrolling<Derived1, Derived2, 0, Derived1::InnerSizeAtCompileTime>
::run(dst, src, outer);
}
};
/***********************
*** Linear traversal ***
***********************/
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, LinearTraversal, NoUnrolling, Version>
{
typedef typename Derived1::Index Index;
static inline void run(Derived1 &dst, const Derived2 &src)
{
const Index size = dst.size();
for(Index i = 0; i < size; ++i)
dst.copyCoeff(i, src);
}
};
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, LinearTraversal, CompleteUnrolling, Version>
{
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
assign_LinearTraversal_CompleteUnrolling<Derived1, Derived2, 0, Derived1::SizeAtCompileTime>
::run(dst, src);
}
};
/**************************
*** Inner vectorization ***
**************************/
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, NoUnrolling, Version>
{
typedef typename Derived1::Index Index;
static inline void run(Derived1 &dst, const Derived2 &src)
{
const Index innerSize = dst.innerSize();
const Index outerSize = dst.outerSize();
const Index packetSize = packet_traits<typename Derived1::Scalar>::size;
for(Index outer = 0; outer < outerSize; ++outer)
for(Index inner = 0; inner < innerSize; inner+=packetSize)
dst.template copyPacketByOuterInner<Derived2, Aligned, Aligned>(outer, inner, src);
}
};
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, CompleteUnrolling, Version>
{
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
assign_innervec_CompleteUnrolling<Derived1, Derived2, 0, Derived1::SizeAtCompileTime>
::run(dst, src);
}
};
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, InnerUnrolling, Version>
{
typedef typename Derived1::Index Index;
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
const Index outerSize = dst.outerSize();
for(Index outer = 0; outer < outerSize; ++outer)
assign_innervec_InnerUnrolling<Derived1, Derived2, 0, Derived1::InnerSizeAtCompileTime>
::run(dst, src, outer);
}
};
/***************************
*** Linear vectorization ***
***************************/
template <bool IsAligned = false>
struct unaligned_assign_impl
{
template <typename Derived, typename OtherDerived>
static EIGEN_STRONG_INLINE void run(const Derived&, OtherDerived&, typename Derived::Index, typename Derived::Index) {}
};
template <>
struct unaligned_assign_impl<false>
{
// MSVC must not inline this functions. If it does, it fails to optimize the
// packet access path.
#ifdef _MSC_VER
template <typename Derived, typename OtherDerived>
static EIGEN_DONT_INLINE void run(const Derived& src, OtherDerived& dst, typename Derived::Index start, typename Derived::Index end)
#else
template <typename Derived, typename OtherDerived>
static EIGEN_STRONG_INLINE void run(const Derived& src, OtherDerived& dst, typename Derived::Index start, typename Derived::Index end)
#endif
{
for (typename Derived::Index index = start; index < end; ++index)
dst.copyCoeff(index, src);
}
};
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, NoUnrolling, Version>
{
typedef typename Derived1::Index Index;
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
const Index size = dst.size();
typedef packet_traits<typename Derived1::Scalar> PacketTraits;
enum {
packetSize = PacketTraits::size,
dstAlignment = PacketTraits::AlignedOnScalar ? Aligned : int(assign_traits<Derived1,Derived2>::DstIsAligned) ,
srcAlignment = assign_traits<Derived1,Derived2>::JointAlignment
};
const Index alignedStart = assign_traits<Derived1,Derived2>::DstIsAligned ? 0
: internal::first_aligned(&dst.coeffRef(0), size);
const Index alignedEnd = alignedStart + ((size-alignedStart)/packetSize)*packetSize;
unaligned_assign_impl<assign_traits<Derived1,Derived2>::DstIsAligned!=0>::run(src,dst,0,alignedStart);
for(Index index = alignedStart; index < alignedEnd; index += packetSize)
{
dst.template copyPacket<Derived2, dstAlignment, srcAlignment>(index, src);
}
unaligned_assign_impl<>::run(src,dst,alignedEnd,size);
}
};
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, CompleteUnrolling, Version>
{
typedef typename Derived1::Index Index;
static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
{
enum { size = Derived1::SizeAtCompileTime,
packetSize = packet_traits<typename Derived1::Scalar>::size,
alignedSize = (size/packetSize)*packetSize };
assign_innervec_CompleteUnrolling<Derived1, Derived2, 0, alignedSize>::run(dst, src);
assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, alignedSize, size>::run(dst, src);
}
};
/**************************
*** Slice vectorization ***
***************************/
template<typename Derived1, typename Derived2, int Version>
struct assign_impl<Derived1, Derived2, SliceVectorizedTraversal, NoUnrolling, Version>
{
typedef typename Derived1::Index Index;
static inline void run(Derived1 &dst, const Derived2 &src)
{
typedef packet_traits<typename Derived1::Scalar> PacketTraits;
enum {
packetSize = PacketTraits::size,
alignable = PacketTraits::AlignedOnScalar,
dstAlignment = alignable ? Aligned : int(assign_traits<Derived1,Derived2>::DstIsAligned) ,
srcAlignment = assign_traits<Derived1,Derived2>::JointAlignment
};
const Index packetAlignedMask = packetSize - 1;
const Index innerSize = dst.innerSize();
const Index outerSize = dst.outerSize();
const Index alignedStep = alignable ? (packetSize - dst.outerStride() % packetSize) & packetAlignedMask : 0;
Index alignedStart = ((!alignable) || assign_traits<Derived1,Derived2>::DstIsAligned) ? 0
: internal::first_aligned(&dst.coeffRef(0,0), innerSize);
for(Index outer = 0; outer < outerSize; ++outer)
{
const Index alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask);
// do the non-vectorizable part of the assignment
for(Index inner = 0; inner<alignedStart ; ++inner)
dst.copyCoeffByOuterInner(outer, inner, src);
// do the vectorizable part of the assignment
for(Index inner = alignedStart; inner<alignedEnd; inner+=packetSize)
dst.template copyPacketByOuterInner<Derived2, dstAlignment, Unaligned>(outer, inner, src);
// do the non-vectorizable part of the assignment
for(Index inner = alignedEnd; inner<innerSize ; ++inner)
dst.copyCoeffByOuterInner(outer, inner, src);
alignedStart = std::min<Index>((alignedStart+alignedStep)%packetSize, innerSize);
}
}
};
} // end namespace internal
/***************************************************************************
* Part 4 : implementation of DenseBase methods
***************************************************************************/
template<typename Derived>
template<typename OtherDerived>
EIGEN_STRONG_INLINE Derived& DenseBase<Derived>
::lazyAssign(const DenseBase<OtherDerived>& other)
{
enum{
SameType = internal::is_same<typename Derived::Scalar,typename OtherDerived::Scalar>::value
};
EIGEN_STATIC_ASSERT_LVALUE(Derived)
EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Derived,OtherDerived)
EIGEN_STATIC_ASSERT(SameType,YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
#ifdef EIGEN_DEBUG_ASSIGN
internal::assign_traits<Derived, OtherDerived>::debug();
#endif
eigen_assert(rows() == other.rows() && cols() == other.cols());
internal::assign_impl<Derived, OtherDerived, int(SameType) ? int(internal::assign_traits<Derived, OtherDerived>::Traversal)
: int(InvalidTraversal)>::run(derived(),other.derived());
#ifndef EIGEN_NO_DEBUG
checkTransposeAliasing(other.derived());
#endif
return derived();
}
namespace internal {
template<typename Derived, typename OtherDerived,
bool EvalBeforeAssigning = (int(OtherDerived::Flags) & EvalBeforeAssigningBit) != 0,
bool NeedToTranspose = Derived::IsVectorAtCompileTime
&& OtherDerived::IsVectorAtCompileTime
&& ((int(Derived::RowsAtCompileTime) == 1 && int(OtherDerived::ColsAtCompileTime) == 1)
| // FIXME | instead of || to please GCC 4.4.0 stupid warning "suggest parentheses around &&".
// revert to || as soon as not needed anymore.
(int(Derived::ColsAtCompileTime) == 1 && int(OtherDerived::RowsAtCompileTime) == 1))
&& int(Derived::SizeAtCompileTime) != 1>
struct assign_selector;
template<typename Derived, typename OtherDerived>
struct assign_selector<Derived,OtherDerived,false,false> {
static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.derived()); }
};
template<typename Derived, typename OtherDerived>
struct assign_selector<Derived,OtherDerived,true,false> {
static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.eval()); }
};
template<typename Derived, typename OtherDerived>
struct assign_selector<Derived,OtherDerived,false,true> {
static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.transpose()); }
};
template<typename Derived, typename OtherDerived>
struct assign_selector<Derived,OtherDerived,true,true> {
static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.transpose().eval()); }
};
} // end namespace internal
template<typename Derived>
template<typename OtherDerived>
EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::operator=(const DenseBase<OtherDerived>& other)
{
return internal::assign_selector<Derived,OtherDerived>::run(derived(), other.derived());
}
template<typename Derived>
EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::operator=(const DenseBase& other)
{
return internal::assign_selector<Derived,Derived>::run(derived(), other.derived());
}
template<typename Derived>
EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const MatrixBase& other)
{
return internal::assign_selector<Derived,Derived>::run(derived(), other.derived());
}
template<typename Derived>
template <typename OtherDerived>
EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const DenseBase<OtherDerived>& other)
{
return internal::assign_selector<Derived,OtherDerived>::run(derived(), other.derived());
}
template<typename Derived>
template <typename OtherDerived>
EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const EigenBase<OtherDerived>& other)
{
other.derived().evalTo(derived());
return derived();
}
template<typename Derived>
template<typename OtherDerived>
EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const ReturnByValue<OtherDerived>& other)
{
other.evalTo(derived());
return derived();
}
} // end namespace Eigen
#endif // EIGEN_ASSIGN_H
/*
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 Intel(R) MKL
* MKL VML support for coefficient-wise unary Eigen expressions like a=b.sin()
********************************************************************************
*/
#ifndef EIGEN_ASSIGN_VML_H
#define EIGEN_ASSIGN_VML_H
namespace Eigen {
namespace internal {
template<typename Op> struct vml_call
{ enum { IsSupported = 0 }; };
template<typename Dst, typename Src, typename UnaryOp>
class vml_assign_traits
{
private:
enum {
DstHasDirectAccess = Dst::Flags & DirectAccessBit,
SrcHasDirectAccess = Src::Flags & DirectAccessBit,
StorageOrdersAgree = (int(Dst::IsRowMajor) == int(Src::IsRowMajor)),
InnerSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::SizeAtCompileTime)
: int(Dst::Flags)&RowMajorBit ? int(Dst::ColsAtCompileTime)
: int(Dst::RowsAtCompileTime),
InnerMaxSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::MaxSizeAtCompileTime)
: int(Dst::Flags)&RowMajorBit ? int(Dst::MaxColsAtCompileTime)
: int(Dst::MaxRowsAtCompileTime),
MaxSizeAtCompileTime = Dst::SizeAtCompileTime,
MightEnableVml = vml_call<UnaryOp>::IsSupported && StorageOrdersAgree && DstHasDirectAccess && SrcHasDirectAccess
&& Src::InnerStrideAtCompileTime==1 && Dst::InnerStrideAtCompileTime==1,
MightLinearize = MightEnableVml && (int(Dst::Flags) & int(Src::Flags) & LinearAccessBit),
VmlSize = MightLinearize ? MaxSizeAtCompileTime : InnerMaxSize,
LargeEnough = VmlSize==Dynamic || VmlSize>=EIGEN_MKL_VML_THRESHOLD,
MayEnableVml = MightEnableVml && LargeEnough,
MayLinearize = MayEnableVml && MightLinearize
};
public:
enum {
Traversal = MayLinearize ? LinearVectorizedTraversal
: MayEnableVml ? InnerVectorizedTraversal
: DefaultTraversal
};
};
template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling,
int VmlTraversal = vml_assign_traits<Derived1, Derived2, UnaryOp>::Traversal >
struct vml_assign_impl
: assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>
{
};
template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling>
struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, InnerVectorizedTraversal>
{
typedef typename Derived1::Scalar Scalar;
typedef typename Derived1::Index Index;
static inline void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src)
{
// in case we want to (or have to) skip VML at runtime we can call:
// assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src);
const Index innerSize = dst.innerSize();
const Index outerSize = dst.outerSize();
for(Index outer = 0; outer < outerSize; ++outer) {
const Scalar *src_ptr = src.IsRowMajor ? &(src.nestedExpression().coeffRef(outer,0)) :
&(src.nestedExpression().coeffRef(0, outer));
Scalar *dst_ptr = dst.IsRowMajor ? &(dst.coeffRef(outer,0)) : &(dst.coeffRef(0, outer));
vml_call<UnaryOp>::run(src.functor(), innerSize, src_ptr, dst_ptr );
}
}
};
template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling>
struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, LinearVectorizedTraversal>
{
static inline void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src)
{
// in case we want to (or have to) skip VML at runtime we can call:
// assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src);
vml_call<UnaryOp>::run(src.functor(), dst.size(), src.nestedExpression().data(), dst.data() );
}
};
// Macroses
#define EIGEN_MKL_VML_SPECIALIZE_ASSIGN(TRAVERSAL,UNROLLING) \
template<typename Derived1, typename Derived2, typename UnaryOp> \
struct assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>, TRAVERSAL, UNROLLING, Specialized> { \
static inline void run(Derived1 &dst, const Eigen::CwiseUnaryOp<UnaryOp, Derived2> &src) { \
vml_assign_impl<Derived1,Derived2,UnaryOp,TRAVERSAL,UNROLLING>::run(dst, src); \
} \
};
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,NoUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,CompleteUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,InnerUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,NoUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,CompleteUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,NoUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,CompleteUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,InnerUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,CompleteUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,NoUnrolling)
EIGEN_MKL_VML_SPECIALIZE_ASSIGN(SliceVectorizedTraversal,NoUnrolling)
#if !defined (EIGEN_FAST_MATH) || (EIGEN_FAST_MATH != 1)
#define EIGEN_MKL_VML_MODE VML_HA
#else
#define EIGEN_MKL_VML_MODE VML_LA
#endif
#define EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE) \
template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > { \
enum { IsSupported = 1 }; \
static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& /*func*/, \
int size, const EIGENTYPE* src, EIGENTYPE* dst) { \
VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst); \
} \
};
#define EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE) \
template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > { \
enum { IsSupported = 1 }; \
static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& /*func*/, \
int size, const EIGENTYPE* src, EIGENTYPE* dst) { \
MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE; \
VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst, vmlMode); \
} \
};
#define EIGEN_MKL_VML_DECLARE_POW_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE) \
template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > { \
enum { IsSupported = 1 }; \
static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& func, \
int size, const EIGENTYPE* src, EIGENTYPE* dst) { \
EIGENTYPE exponent = func.m_exponent; \
MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE; \
VMLOP(&size, (const VMLTYPE*)src, (const VMLTYPE*)&exponent, \
(VMLTYPE*)dst, &vmlMode); \
} \
};
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vs##VMLOP, float, float) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vd##VMLOP, double, double)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vc##VMLOP, scomplex, MKL_Complex8) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vz##VMLOP, dcomplex, MKL_Complex16)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vms##VMLOP, float, float) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmd##VMLOP, double, double)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmc##VMLOP, scomplex, MKL_Complex8) \
EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmz##VMLOP, dcomplex, MKL_Complex16)
#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP) \
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sin, Sin)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(asin, Asin)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(cos, Cos)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(acos, Acos)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(tan, Tan)
//EIGEN_MKL_VML_DECLARE_UNARY_CALLS(abs, Abs)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(exp, Exp)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(log, Ln)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sqrt, Sqrt)
EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(square, Sqr)
// The vm*powx functions are not avaibale in the windows version of MKL.
#ifdef _WIN32
EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmspowx_, float, float)
EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmdpowx_, double, double)
EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmcpowx_, scomplex, MKL_Complex8)
EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmzpowx_, dcomplex, MKL_Complex16)
#endif
} // end namespace internal
} // end namespace Eigen
#endif // EIGEN_ASSIGN_VML_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 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_BANDMATRIX_H
#define EIGEN_BANDMATRIX_H
namespace Eigen {
namespace internal {
template<typename Derived>
class BandMatrixBase : public EigenBase<Derived>
{
public:
enum {
Flags = internal::traits<Derived>::Flags,
CoeffReadCost = internal::traits<Derived>::CoeffReadCost,
RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
Supers = internal::traits<Derived>::Supers,
Subs = internal::traits<Derived>::Subs,
Options = internal::traits<Derived>::Options
};
typedef typename internal::traits<Derived>::Scalar Scalar;
typedef Matrix<Scalar,RowsAtCompileTime,ColsAtCompileTime> DenseMatrixType;
typedef typename DenseMatrixType::Index Index;
typedef typename internal::traits<Derived>::CoefficientsType CoefficientsType;
typedef EigenBase<Derived> Base;
protected:
enum {
DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic))
? 1 + Supers + Subs
: Dynamic,
SizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime)
};
public:
using Base::derived;
using Base::rows;
using Base::cols;
/** \returns the number of super diagonals */
inline Index supers() const { return derived().supers(); }
/** \returns the number of sub diagonals */
inline Index subs() const { return derived().subs(); }
/** \returns an expression of the underlying coefficient matrix */
inline const CoefficientsType& coeffs() const { return derived().coeffs(); }
/** \returns an expression of the underlying coefficient matrix */
inline CoefficientsType& coeffs() { return derived().coeffs(); }
/** \returns a vector expression of the \a i -th column,
* only the meaningful part is returned.
* \warning the internal storage must be column major. */
inline Block<CoefficientsType,Dynamic,1> col(Index i)
{
EIGEN_STATIC_ASSERT((Options&RowMajor)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
Index start = 0;
Index len = coeffs().rows();
if (i<=supers())
{
start = supers()-i;
len = (std::min)(rows(),std::max<Index>(0,coeffs().rows() - (supers()-i)));
}
else if (i>=rows()-subs())
len = std::max<Index>(0,coeffs().rows() - (i + 1 - rows() + subs()));
return Block<CoefficientsType,Dynamic,1>(coeffs(), start, i, len, 1);
}
/** \returns a vector expression of the main diagonal */
inline Block<CoefficientsType,1,SizeAtCompileTime> diagonal()
{ return Block<CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
/** \returns a vector expression of the main diagonal (const version) */
inline const Block<const CoefficientsType,1,SizeAtCompileTime> diagonal() const
{ return Block<const CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
template<int Index> struct DiagonalIntReturnType {
enum {
ReturnOpposite = (Options&SelfAdjoint) && (((Index)>0 && Supers==0) || ((Index)<0 && Subs==0)),
Conjugate = ReturnOpposite && NumTraits<Scalar>::IsComplex,
ActualIndex = ReturnOpposite ? -Index : Index,
DiagonalSize = (RowsAtCompileTime==Dynamic || ColsAtCompileTime==Dynamic)
? Dynamic
: (ActualIndex<0
? EIGEN_SIZE_MIN_PREFER_DYNAMIC(ColsAtCompileTime, RowsAtCompileTime + ActualIndex)
: EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime, ColsAtCompileTime - ActualIndex))
};
typedef Block<CoefficientsType,1, DiagonalSize> BuildType;
typedef typename internal::conditional<Conjugate,
CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>,BuildType >,
BuildType>::type Type;
};
/** \returns a vector expression of the \a N -th sub or super diagonal */
template<int N> inline typename DiagonalIntReturnType<N>::Type diagonal()
{
return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
}
/** \returns a vector expression of the \a N -th sub or super diagonal */
template<int N> inline const typename DiagonalIntReturnType<N>::Type diagonal() const
{
return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
}
/** \returns a vector expression of the \a i -th sub or super diagonal */
inline Block<CoefficientsType,1,Dynamic> diagonal(Index i)
{
eigen_assert((i<0 && -i<=subs()) || (i>=0 && i<=supers()));
return Block<CoefficientsType,1,Dynamic>(coeffs(), supers()-i, std::max<Index>(0,i), 1, diagonalLength(i));
}
/** \returns a vector expression of the \a i -th sub or super diagonal */
inline const Block<const CoefficientsType,1,Dynamic> diagonal(Index i) const
{
eigen_assert((i<0 && -i<=subs()) || (i>=0 && i<=supers()));
return Block<const CoefficientsType,1,Dynamic>(coeffs(), supers()-i, std::max<Index>(0,i), 1, diagonalLength(i));
}
template<typename Dest> inline void evalTo(Dest& dst) const
{
dst.resize(rows(),cols());
dst.setZero();
dst.diagonal() = diagonal();
for (Index i=1; i<=supers();++i)
dst.diagonal(i) = diagonal(i);
for (Index i=1; i<=subs();++i)
dst.diagonal(-i) = diagonal(-i);
}
DenseMatrixType toDenseMatrix() const
{
DenseMatrixType res(rows(),cols());
evalTo(res);
return res;
}
protected:
inline Index diagonalLength(Index i) const
{ return i<0 ? (std::min)(cols(),rows()+i) : (std::min)(rows(),cols()-i); }
};
/**
* \class BandMatrix
* \ingroup Core_Module
*
* \brief Represents a rectangular matrix with a banded storage
*
* \param _Scalar Numeric type, i.e. float, double, int
* \param Rows Number of rows, or \b Dynamic
* \param Cols Number of columns, or \b Dynamic
* \param Supers Number of super diagonal
* \param Subs Number of sub diagonal
* \param _Options A combination of either \b #RowMajor or \b #ColMajor, and of \b #SelfAdjoint
* The former controls \ref TopicStorageOrders "storage order", and defaults to
* column-major. The latter controls whether the matrix represents a selfadjoint
* matrix in which case either Supers of Subs have to be null.
*
* \sa class TridiagonalMatrix
*/
template<typename _Scalar, int _Rows, int _Cols, int _Supers, int _Subs, int _Options>
struct traits<BandMatrix<_Scalar,_Rows,_Cols,_Supers,_Subs,_Options> >
{
typedef _Scalar Scalar;
typedef Dense StorageKind;
typedef DenseIndex Index;
enum {
CoeffReadCost = NumTraits<Scalar>::ReadCost,
RowsAtCompileTime = _Rows,
ColsAtCompileTime = _Cols,
MaxRowsAtCompileTime = _Rows,
MaxColsAtCompileTime = _Cols,
Flags = LvalueBit,
Supers = _Supers,
Subs = _Subs,
Options = _Options,
DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic)) ? 1 + Supers + Subs : Dynamic
};
typedef Matrix<Scalar,DataRowsAtCompileTime,ColsAtCompileTime,Options&RowMajor?RowMajor:ColMajor> CoefficientsType;
};
template<typename _Scalar, int Rows, int Cols, int Supers, int Subs, int Options>
class BandMatrix : public BandMatrixBase<BandMatrix<_Scalar,Rows,Cols,Supers,Subs,Options> >
{
public:
typedef typename internal::traits<BandMatrix>::Scalar Scalar;
typedef typename internal::traits<BandMatrix>::Index Index;
typedef typename internal::traits<BandMatrix>::CoefficientsType CoefficientsType;
inline BandMatrix(Index rows=Rows, Index cols=Cols, Index supers=Supers, Index subs=Subs)
: m_coeffs(1+supers+subs,cols),
m_rows(rows), m_supers(supers), m_subs(subs)
{
}
/** \returns the number of columns */
inline Index rows() const { return m_rows.value(); }
/** \returns the number of rows */
inline Index cols() const { return m_coeffs.cols(); }
/** \returns the number of super diagonals */
inline Index supers() const { return m_supers.value(); }
/** \returns the number of sub diagonals */
inline Index subs() const { return m_subs.value(); }
inline const CoefficientsType& coeffs() const { return m_coeffs; }
inline CoefficientsType& coeffs() { return m_coeffs; }
protected:
CoefficientsType m_coeffs;
internal::variable_if_dynamic<Index, Rows> m_rows;
internal::variable_if_dynamic<Index, Supers> m_supers;
internal::variable_if_dynamic<Index, Subs> m_subs;
};
template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
class BandMatrixWrapper;
template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
struct traits<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
{
typedef typename _CoefficientsType::Scalar Scalar;
typedef typename _CoefficientsType::StorageKind StorageKind;
typedef typename _CoefficientsType::Index Index;
enum {
CoeffReadCost = internal::traits<_CoefficientsType>::CoeffReadCost,
RowsAtCompileTime = _Rows,
ColsAtCompileTime = _Cols,
MaxRowsAtCompileTime = _Rows,
MaxColsAtCompileTime = _Cols,
Flags = LvalueBit,
Supers = _Supers,
Subs = _Subs,
Options = _Options,
DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic)) ? 1 + Supers + Subs : Dynamic
};
typedef _CoefficientsType CoefficientsType;
};
template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
class BandMatrixWrapper : public BandMatrixBase<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
{
public:
typedef typename internal::traits<BandMatrixWrapper>::Scalar Scalar;
typedef typename internal::traits<BandMatrixWrapper>::CoefficientsType CoefficientsType;
typedef typename internal::traits<BandMatrixWrapper>::Index Index;
inline BandMatrixWrapper(const CoefficientsType& coeffs, Index rows=_Rows, Index cols=_Cols, Index supers=_Supers, Index subs=_Subs)
: m_coeffs(coeffs),
m_rows(rows), m_supers(supers), m_subs(subs)
{
EIGEN_UNUSED_VARIABLE(cols);
//internal::assert(coeffs.cols()==cols() && (supers()+subs()+1)==coeffs.rows());
}
/** \returns the number of columns */
inline Index rows() const { return m_rows.value(); }
/** \returns the number of rows */
inline Index cols() const { return m_coeffs.cols(); }
/** \returns the number of super diagonals */
inline Index supers() const { return m_supers.value(); }
/** \returns the number of sub diagonals */
inline Index subs() const { return m_subs.value(); }
inline const CoefficientsType& coeffs() const { return m_coeffs; }
protected:
const CoefficientsType& m_coeffs;
internal::variable_if_dynamic<Index, _Rows> m_rows;
internal::variable_if_dynamic<Index, _Supers> m_supers;
internal::variable_if_dynamic<Index, _Subs> m_subs;
};
/**
* \class TridiagonalMatrix
* \ingroup Core_Module
*
* \brief Represents a tridiagonal matrix with a compact banded storage
*
* \param _Scalar Numeric type, i.e. float, double, int
* \param Size Number of rows and cols, or \b Dynamic
* \param _Options Can be 0 or \b SelfAdjoint
*
* \sa class BandMatrix
*/
template<typename Scalar, int Size, int Options>
class TridiagonalMatrix : public BandMatrix<Scalar,Size,Size,Options&SelfAdjoint?0:1,1,Options|RowMajor>
{
typedef BandMatrix<Scalar,Size,Size,Options&SelfAdjoint?0:1,1,Options|RowMajor> Base;
typedef typename Base::Index Index;
public:
TridiagonalMatrix(Index size = Size) : Base(size,size,Options&SelfAdjoint?0:1,1) {}
inline typename Base::template DiagonalIntReturnType<1>::Type super()
{ return Base::template diagonal<1>(); }
inline const typename Base::template DiagonalIntReturnType<1>::Type super() const
{ return Base::template diagonal<1>(); }
inline typename Base::template DiagonalIntReturnType<-1>::Type sub()
{ return Base::template diagonal<-1>(); }
inline const typename Base::template DiagonalIntReturnType<-1>::Type sub() const
{ return Base::template diagonal<-1>(); }
protected:
};
} // end namespace internal
} // end namespace Eigen
#endif // EIGEN_BANDMATRIX_H
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