1 | //=====================================================
|
---|
2 | // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
|
---|
3 | //=====================================================
|
---|
4 | //
|
---|
5 | // This program is free software; you can redistribute it and/or
|
---|
6 | // modify it under the terms of the GNU General Public License
|
---|
7 | // as published by the Free Software Foundation; either version 2
|
---|
8 | // of the License, or (at your option) any later version.
|
---|
9 | //
|
---|
10 | // This program is distributed in the hope that it will be useful,
|
---|
11 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
|
---|
12 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
---|
13 | // GNU General Public License for more details.
|
---|
14 | // You should have received a copy of the GNU General Public License
|
---|
15 | // along with this program; if not, write to the Free Software
|
---|
16 | // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
|
---|
17 | //
|
---|
18 | #ifndef EIGEN2_INTERFACE_HH
|
---|
19 | #define EIGEN2_INTERFACE_HH
|
---|
20 | // #include <cblas.h>
|
---|
21 | #include <Eigen/Core>
|
---|
22 | #include <Eigen/Cholesky>
|
---|
23 | #include <Eigen/LU>
|
---|
24 | #include <Eigen/QR>
|
---|
25 | #include <vector>
|
---|
26 | #include "btl.hh"
|
---|
27 |
|
---|
28 | using namespace Eigen;
|
---|
29 |
|
---|
30 | template<class real, int SIZE=Dynamic>
|
---|
31 | class eigen2_interface
|
---|
32 | {
|
---|
33 |
|
---|
34 | public :
|
---|
35 |
|
---|
36 | enum {IsFixedSize = (SIZE!=Dynamic)};
|
---|
37 |
|
---|
38 | typedef real real_type;
|
---|
39 |
|
---|
40 | typedef std::vector<real> stl_vector;
|
---|
41 | typedef std::vector<stl_vector> stl_matrix;
|
---|
42 |
|
---|
43 | typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix;
|
---|
44 | typedef Eigen::Matrix<real,SIZE,1> gene_vector;
|
---|
45 |
|
---|
46 | static inline std::string name( void )
|
---|
47 | {
|
---|
48 | #if defined(EIGEN_VECTORIZE_SSE)
|
---|
49 | if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2";
|
---|
50 | #elif defined(EIGEN_VECTORIZE_ALTIVEC)
|
---|
51 | if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2";
|
---|
52 | #else
|
---|
53 | if (SIZE==Dynamic) return "eigen2_novec"; else return "tiny_eigen2_novec";
|
---|
54 | #endif
|
---|
55 | }
|
---|
56 |
|
---|
57 | static void free_matrix(gene_matrix & A, int N) {}
|
---|
58 |
|
---|
59 | static void free_vector(gene_vector & B) {}
|
---|
60 |
|
---|
61 | static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
|
---|
62 | A.resize(A_stl[0].size(), A_stl.size());
|
---|
63 |
|
---|
64 | for (int j=0; j<A_stl.size() ; j++){
|
---|
65 | for (int i=0; i<A_stl[j].size() ; i++){
|
---|
66 | A.coeffRef(i,j) = A_stl[j][i];
|
---|
67 | }
|
---|
68 | }
|
---|
69 | }
|
---|
70 |
|
---|
71 | static BTL_DONT_INLINE void vector_from_stl(gene_vector & B, stl_vector & B_stl){
|
---|
72 | B.resize(B_stl.size(),1);
|
---|
73 |
|
---|
74 | for (int i=0; i<B_stl.size() ; i++){
|
---|
75 | B.coeffRef(i) = B_stl[i];
|
---|
76 | }
|
---|
77 | }
|
---|
78 |
|
---|
79 | static BTL_DONT_INLINE void vector_to_stl(gene_vector & B, stl_vector & B_stl){
|
---|
80 | for (int i=0; i<B_stl.size() ; i++){
|
---|
81 | B_stl[i] = B.coeff(i);
|
---|
82 | }
|
---|
83 | }
|
---|
84 |
|
---|
85 | static BTL_DONT_INLINE void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
|
---|
86 | int N=A_stl.size();
|
---|
87 |
|
---|
88 | for (int j=0;j<N;j++){
|
---|
89 | A_stl[j].resize(N);
|
---|
90 | for (int i=0;i<N;i++){
|
---|
91 | A_stl[j][i] = A.coeff(i,j);
|
---|
92 | }
|
---|
93 | }
|
---|
94 | }
|
---|
95 |
|
---|
96 | static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
|
---|
97 | X = (A*B).lazy();
|
---|
98 | }
|
---|
99 |
|
---|
100 | static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
|
---|
101 | X = (A.transpose()*B.transpose()).lazy();
|
---|
102 | }
|
---|
103 |
|
---|
104 | static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){
|
---|
105 | X = (A.transpose()*A).lazy();
|
---|
106 | }
|
---|
107 |
|
---|
108 | static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){
|
---|
109 | X = (A*A.transpose()).lazy();
|
---|
110 | }
|
---|
111 |
|
---|
112 | static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){
|
---|
113 | X = (A*B)/*.lazy()*/;
|
---|
114 | }
|
---|
115 |
|
---|
116 | static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
|
---|
117 | X = (A.transpose()*B)/*.lazy()*/;
|
---|
118 | }
|
---|
119 |
|
---|
120 | static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){
|
---|
121 | Y += coef * X;
|
---|
122 | }
|
---|
123 |
|
---|
124 | static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
|
---|
125 | Y = a*X + b*Y;
|
---|
126 | }
|
---|
127 |
|
---|
128 | static inline void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){
|
---|
129 | cible = source;
|
---|
130 | }
|
---|
131 |
|
---|
132 | static inline void copy_vector(const gene_vector & source, gene_vector & cible, int N){
|
---|
133 | cible = source;
|
---|
134 | }
|
---|
135 |
|
---|
136 | static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int N){
|
---|
137 | X = L.template marked<LowerTriangular>().solveTriangular(B);
|
---|
138 | }
|
---|
139 |
|
---|
140 | static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){
|
---|
141 | X = L.template marked<LowerTriangular>().solveTriangular(B);
|
---|
142 | }
|
---|
143 |
|
---|
144 | static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){
|
---|
145 | C = X.llt().matrixL();
|
---|
146 | // C = X;
|
---|
147 | // Cholesky<gene_matrix>::computeInPlace(C);
|
---|
148 | // Cholesky<gene_matrix>::computeInPlaceBlock(C);
|
---|
149 | }
|
---|
150 |
|
---|
151 | static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
|
---|
152 | C = X.lu().matrixLU();
|
---|
153 | // C = X.inverse();
|
---|
154 | }
|
---|
155 |
|
---|
156 | static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){
|
---|
157 | C = Tridiagonalization<gene_matrix>(X).packedMatrix();
|
---|
158 | }
|
---|
159 |
|
---|
160 | static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){
|
---|
161 | C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
|
---|
162 | }
|
---|
163 |
|
---|
164 |
|
---|
165 |
|
---|
166 | };
|
---|
167 |
|
---|
168 | #endif
|
---|