1 | // This file is part of Eigen, a lightweight C++ template library
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2 | // for linear algebra.
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3 | //
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4 | // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
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5 | //
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6 | // This Source Code Form is subject to the terms of the Mozilla
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7 | // Public License v. 2.0. If a copy of the MPL was not distributed
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8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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9 |
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10 | #ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_H
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11 | #define EIGEN_SELFADJOINT_MATRIX_VECTOR_H
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12 |
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13 | namespace Eigen {
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14 |
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15 | namespace internal {
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16 |
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17 | /* Optimized selfadjoint matrix * vector product:
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18 | * This algorithm processes 2 columns at onces that allows to both reduce
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19 | * the number of load/stores of the result by a factor 2 and to reduce
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20 | * the instruction dependency.
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21 | */
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22 |
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23 | template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version=Specialized>
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24 | struct selfadjoint_matrix_vector_product;
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25 |
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26 | template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
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27 | struct selfadjoint_matrix_vector_product
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28 |
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29 | {
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30 | static EIGEN_DONT_INLINE void run(
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31 | Index size,
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32 | const Scalar* lhs, Index lhsStride,
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33 | const Scalar* _rhs, Index rhsIncr,
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34 | Scalar* res,
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35 | Scalar alpha);
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36 | };
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37 |
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38 | template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
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39 | EIGEN_DONT_INLINE void selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Version>::run(
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40 | Index size,
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41 | const Scalar* lhs, Index lhsStride,
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42 | const Scalar* _rhs, Index rhsIncr,
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43 | Scalar* res,
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44 | Scalar alpha)
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45 | {
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46 | typedef typename packet_traits<Scalar>::type Packet;
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47 | const Index PacketSize = sizeof(Packet)/sizeof(Scalar);
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48 |
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49 | enum {
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50 | IsRowMajor = StorageOrder==RowMajor ? 1 : 0,
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51 | IsLower = UpLo == Lower ? 1 : 0,
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52 | FirstTriangular = IsRowMajor == IsLower
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53 | };
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54 |
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55 | conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, IsRowMajor), ConjugateRhs> cj0;
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56 | conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> cj1;
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57 | conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex, ConjugateRhs> cjd;
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58 |
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59 | conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, IsRowMajor), ConjugateRhs> pcj0;
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60 | conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> pcj1;
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61 |
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62 | Scalar cjAlpha = ConjugateRhs ? numext::conj(alpha) : alpha;
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63 |
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64 | // FIXME this copy is now handled outside product_selfadjoint_vector, so it could probably be removed.
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65 | // if the rhs is not sequentially stored in memory we copy it to a temporary buffer,
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66 | // this is because we need to extract packets
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67 | ei_declare_aligned_stack_constructed_variable(Scalar,rhs,size,rhsIncr==1 ? const_cast<Scalar*>(_rhs) : 0);
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68 | if (rhsIncr!=1)
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69 | {
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70 | const Scalar* it = _rhs;
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71 | for (Index i=0; i<size; ++i, it+=rhsIncr)
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72 | rhs[i] = *it;
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73 | }
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74 |
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75 | Index bound = (std::max)(Index(0),size-8) & 0xfffffffe;
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76 | if (FirstTriangular)
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77 | bound = size - bound;
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78 |
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79 | for (Index j=FirstTriangular ? bound : 0;
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80 | j<(FirstTriangular ? size : bound);j+=2)
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81 | {
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82 | const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
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83 | const Scalar* EIGEN_RESTRICT A1 = lhs + (j+1)*lhsStride;
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84 |
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85 | Scalar t0 = cjAlpha * rhs[j];
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86 | Packet ptmp0 = pset1<Packet>(t0);
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87 | Scalar t1 = cjAlpha * rhs[j+1];
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88 | Packet ptmp1 = pset1<Packet>(t1);
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89 |
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90 | Scalar t2(0);
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91 | Packet ptmp2 = pset1<Packet>(t2);
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92 | Scalar t3(0);
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93 | Packet ptmp3 = pset1<Packet>(t3);
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94 |
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95 | size_t starti = FirstTriangular ? 0 : j+2;
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96 | size_t endi = FirstTriangular ? j : size;
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97 | size_t alignedStart = (starti) + internal::first_aligned(&res[starti], endi-starti);
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98 | size_t alignedEnd = alignedStart + ((endi-alignedStart)/(PacketSize))*(PacketSize);
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99 |
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100 | // TODO make sure this product is a real * complex and that the rhs is properly conjugated if needed
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101 | res[j] += cjd.pmul(numext::real(A0[j]), t0);
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102 | res[j+1] += cjd.pmul(numext::real(A1[j+1]), t1);
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103 | if(FirstTriangular)
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104 | {
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105 | res[j] += cj0.pmul(A1[j], t1);
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106 | t3 += cj1.pmul(A1[j], rhs[j]);
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107 | }
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108 | else
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109 | {
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110 | res[j+1] += cj0.pmul(A0[j+1],t0);
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111 | t2 += cj1.pmul(A0[j+1], rhs[j+1]);
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112 | }
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113 |
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114 | for (size_t i=starti; i<alignedStart; ++i)
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115 | {
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116 | res[i] += t0 * A0[i] + t1 * A1[i];
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117 | t2 += numext::conj(A0[i]) * rhs[i];
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118 | t3 += numext::conj(A1[i]) * rhs[i];
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119 | }
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120 | // Yes this an optimization for gcc 4.3 and 4.4 (=> huge speed up)
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121 | // gcc 4.2 does this optimization automatically.
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122 | const Scalar* EIGEN_RESTRICT a0It = A0 + alignedStart;
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123 | const Scalar* EIGEN_RESTRICT a1It = A1 + alignedStart;
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124 | const Scalar* EIGEN_RESTRICT rhsIt = rhs + alignedStart;
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125 | Scalar* EIGEN_RESTRICT resIt = res + alignedStart;
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126 | for (size_t i=alignedStart; i<alignedEnd; i+=PacketSize)
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127 | {
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128 | Packet A0i = ploadu<Packet>(a0It); a0It += PacketSize;
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129 | Packet A1i = ploadu<Packet>(a1It); a1It += PacketSize;
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130 | Packet Bi = ploadu<Packet>(rhsIt); rhsIt += PacketSize; // FIXME should be aligned in most cases
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131 | Packet Xi = pload <Packet>(resIt);
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132 |
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133 | Xi = pcj0.pmadd(A0i,ptmp0, pcj0.pmadd(A1i,ptmp1,Xi));
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134 | ptmp2 = pcj1.pmadd(A0i, Bi, ptmp2);
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135 | ptmp3 = pcj1.pmadd(A1i, Bi, ptmp3);
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136 | pstore(resIt,Xi); resIt += PacketSize;
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137 | }
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138 | for (size_t i=alignedEnd; i<endi; i++)
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139 | {
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140 | res[i] += cj0.pmul(A0[i], t0) + cj0.pmul(A1[i],t1);
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141 | t2 += cj1.pmul(A0[i], rhs[i]);
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142 | t3 += cj1.pmul(A1[i], rhs[i]);
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143 | }
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144 |
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145 | res[j] += alpha * (t2 + predux(ptmp2));
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146 | res[j+1] += alpha * (t3 + predux(ptmp3));
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147 | }
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148 | for (Index j=FirstTriangular ? 0 : bound;j<(FirstTriangular ? bound : size);j++)
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149 | {
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150 | const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
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151 |
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152 | Scalar t1 = cjAlpha * rhs[j];
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153 | Scalar t2(0);
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154 | // TODO make sure this product is a real * complex and that the rhs is properly conjugated if needed
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155 | res[j] += cjd.pmul(numext::real(A0[j]), t1);
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156 | for (Index i=FirstTriangular ? 0 : j+1; i<(FirstTriangular ? j : size); i++)
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157 | {
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158 | res[i] += cj0.pmul(A0[i], t1);
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159 | t2 += cj1.pmul(A0[i], rhs[i]);
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160 | }
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161 | res[j] += alpha * t2;
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162 | }
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163 | }
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164 |
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165 | } // end namespace internal
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166 |
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167 | /***************************************************************************
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168 | * Wrapper to product_selfadjoint_vector
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169 | ***************************************************************************/
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170 |
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171 | namespace internal {
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172 | template<typename Lhs, int LhsMode, typename Rhs>
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173 | struct traits<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true> >
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174 | : traits<ProductBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>, Lhs, Rhs> >
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175 | {};
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176 | }
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177 |
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178 | template<typename Lhs, int LhsMode, typename Rhs>
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179 | struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>
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180 | : public ProductBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>, Lhs, Rhs >
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181 | {
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182 | EIGEN_PRODUCT_PUBLIC_INTERFACE(SelfadjointProductMatrix)
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183 |
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184 | enum {
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185 | LhsUpLo = LhsMode&(Upper|Lower)
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186 | };
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187 |
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188 | SelfadjointProductMatrix(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
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189 |
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190 | template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
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191 | {
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192 | typedef typename Dest::Scalar ResScalar;
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193 | typedef typename Base::RhsScalar RhsScalar;
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194 | typedef Map<Matrix<ResScalar,Dynamic,1>, Aligned> MappedDest;
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195 |
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196 | eigen_assert(dest.rows()==m_lhs.rows() && dest.cols()==m_rhs.cols());
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197 |
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198 | typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs);
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199 | typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs);
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200 |
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201 | Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
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202 | * RhsBlasTraits::extractScalarFactor(m_rhs);
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203 |
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204 | enum {
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205 | EvalToDest = (Dest::InnerStrideAtCompileTime==1),
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206 | UseRhs = (_ActualRhsType::InnerStrideAtCompileTime==1)
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207 | };
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208 |
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209 | internal::gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,!EvalToDest> static_dest;
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210 | internal::gemv_static_vector_if<RhsScalar,_ActualRhsType::SizeAtCompileTime,_ActualRhsType::MaxSizeAtCompileTime,!UseRhs> static_rhs;
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211 |
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212 | ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(),
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213 | EvalToDest ? dest.data() : static_dest.data());
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214 |
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215 | ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,rhs.size(),
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216 | UseRhs ? const_cast<RhsScalar*>(rhs.data()) : static_rhs.data());
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217 |
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218 | if(!EvalToDest)
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219 | {
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220 | #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
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221 | int size = dest.size();
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222 | EIGEN_DENSE_STORAGE_CTOR_PLUGIN
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223 | #endif
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224 | MappedDest(actualDestPtr, dest.size()) = dest;
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225 | }
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226 |
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227 | if(!UseRhs)
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228 | {
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229 | #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
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230 | int size = rhs.size();
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231 | EIGEN_DENSE_STORAGE_CTOR_PLUGIN
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232 | #endif
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233 | Map<typename _ActualRhsType::PlainObject>(actualRhsPtr, rhs.size()) = rhs;
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234 | }
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235 |
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236 |
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237 | internal::selfadjoint_matrix_vector_product<Scalar, Index, (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)>::run
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238 | (
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239 | lhs.rows(), // size
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240 | &lhs.coeffRef(0,0), lhs.outerStride(), // lhs info
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241 | actualRhsPtr, 1, // rhs info
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242 | actualDestPtr, // result info
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243 | actualAlpha // scale factor
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244 | );
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245 |
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246 | if(!EvalToDest)
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247 | dest = MappedDest(actualDestPtr, dest.size());
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248 | }
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249 | };
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250 |
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251 | namespace internal {
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252 | template<typename Lhs, typename Rhs, int RhsMode>
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253 | struct traits<SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false> >
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254 | : traits<ProductBase<SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false>, Lhs, Rhs> >
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255 | {};
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256 | }
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257 |
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258 | template<typename Lhs, typename Rhs, int RhsMode>
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259 | struct SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false>
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260 | : public ProductBase<SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false>, Lhs, Rhs >
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261 | {
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262 | EIGEN_PRODUCT_PUBLIC_INTERFACE(SelfadjointProductMatrix)
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263 |
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264 | enum {
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265 | RhsUpLo = RhsMode&(Upper|Lower)
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266 | };
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267 |
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268 | SelfadjointProductMatrix(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
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269 |
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270 | template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
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271 | {
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272 | // let's simply transpose the product
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273 | Transpose<Dest> destT(dest);
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274 | SelfadjointProductMatrix<Transpose<const Rhs>, int(RhsUpLo)==Upper ? Lower : Upper, false,
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275 | Transpose<const Lhs>, 0, true>(m_rhs.transpose(), m_lhs.transpose()).scaleAndAddTo(destT, alpha);
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276 | }
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277 | };
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278 |
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279 | } // end namespace Eigen
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280 |
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281 | #endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_H
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