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eigen3_interface.hh
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//=====================================================
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
//=====================================================
//
// This program is free software; you can redistribute it and/or
// modify it under the terms of the GNU General Public License
// as published by the Free Software Foundation; either version 2
// of the License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
//
#ifndef EIGEN3_INTERFACE_HH
#define EIGEN3_INTERFACE_HH
#include <Eigen/Eigen>
#include <vector>
#include "btl.hh"
using namespace Eigen;
template<class real, int SIZE=Dynamic>
class eigen3_interface
{
public :
enum {IsFixedSize = (SIZE!=Dynamic)};
typedef real real_type;
typedef std::vector<real> stl_vector;
typedef std::vector<stl_vector> stl_matrix;
typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix;
typedef Eigen::Matrix<real,SIZE,1> gene_vector;
static inline std::string name( void )
{
return EIGEN_MAKESTRING(BTL_PREFIX);
}
static void free_matrix(gene_matrix & /*A*/, int /*N*/) {}
static void free_vector(gene_vector & /*B*/) {}
static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
A.resize(A_stl[0].size(), A_stl.size());
for (unsigned int j=0; j<A_stl.size() ; j++){
for (unsigned int i=0; i<A_stl[j].size() ; i++){
A.coeffRef(i,j) = A_stl[j][i];
}
}
}
static BTL_DONT_INLINE void vector_from_stl(gene_vector & B, stl_vector & B_stl){
B.resize(B_stl.size(),1);
for (unsigned int i=0; i<B_stl.size() ; i++){
B.coeffRef(i) = B_stl[i];
}
}
static BTL_DONT_INLINE void vector_to_stl(gene_vector & B, stl_vector & B_stl){
for (unsigned int i=0; i<B_stl.size() ; i++){
B_stl[i] = B.coeff(i);
}
}
static BTL_DONT_INLINE void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
int N=A_stl.size();
for (int j=0;j<N;j++){
A_stl[j].resize(N);
for (int i=0;i<N;i++){
A_stl[j][i] = A.coeff(i,j);
}
}
}
static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int /*N*/){
X.noalias() = A*B;
}
static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int /*N*/){
X.noalias() = A.transpose()*B.transpose();
}
static inline void ata_product(const gene_matrix & A, gene_matrix & X, int /*N*/){
//X.noalias() = A.transpose()*A;
X.template triangularView<Lower>().setZero();
X.template selfadjointView<Lower>().rankUpdate(A.transpose());
}
static inline void aat_product(const gene_matrix & A, gene_matrix & X, int /*N*/){
X.template triangularView<Lower>().setZero();
X.template selfadjointView<Lower>().rankUpdate(A);
}
static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int /*N*/){
X.noalias() = A*B;
}
static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int /*N*/){
X.noalias() = (A.template selfadjointView<Lower>() * B);
// internal::product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1);
}
template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src)
{
typedef typename Dest::Scalar Scalar;
typedef typename internal::packet_traits<Scalar>::type Packet;
const int PacketSize = sizeof(Packet)/sizeof(Scalar);
int size = dst.cols();
for(int j=0; j<size; j+=1)
{
// const int alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask);
Scalar* A0 = dst.data() + j*dst.stride();
int starti = j;
int alignedEnd = starti;
int alignedStart = (starti) + internal::first_aligned(&A0[starti], size-starti);
alignedEnd = alignedStart + ((size-alignedStart)/(2*PacketSize))*(PacketSize*2);
// do the non-vectorizable part of the assignment
for (int index = starti; index<alignedStart ; ++index)
{
if(Dest::Flags&RowMajorBit)
dst.copyCoeff(j, index, src);
else
dst.copyCoeff(index, j, src);
}
// do the vectorizable part of the assignment
for (int index = alignedStart; index<alignedEnd; index+=PacketSize)
{
if(Dest::Flags&RowMajorBit)
dst.template copyPacket<Src, Aligned, Unaligned>(j, index, src);
else
dst.template copyPacket<Src, Aligned, Unaligned>(index, j, src);
}
// do the non-vectorizable part of the assignment
for (int index = alignedEnd; index<size; ++index)
{
if(Dest::Flags&RowMajorBit)
dst.copyCoeff(j, index, src);
else
dst.copyCoeff(index, j, src);
}
//dst.col(j).tail(N-j) = src.col(j).tail(N-j);
}
}
static EIGEN_DONT_INLINE void syr2(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){
// internal::product_selfadjoint_rank2_update<real,0,LowerTriangularBit>(N,A.data(),N, X.data(), 1, Y.data(), 1, -1);
for(int j=0; j<N; ++j)
A.col(j).tail(N-j) += X[j] * Y.tail(N-j) + Y[j] * X.tail(N-j);
}
static EIGEN_DONT_INLINE void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){
for(int j=0; j<N; ++j)
A.col(j) += X * Y[j];
}
static EIGEN_DONT_INLINE void rot(gene_vector & A, gene_vector & B, real c, real s, int /*N*/){
internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s));
}
static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int /*N*/){
X.noalias() = (A.transpose()*B);
}
static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int /*N*/){
Y += coef * X;
}
static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int /*N*/){
Y = a*X + b*Y;
}
static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int /*N*/){
cible = source;
}
static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int /*N*/){
cible = source;
}
static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int /*N*/){
X = L.template triangularView<Lower>().solve(B);
}
static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int /*N*/){
X = L.template triangularView<Upper>().solve(B);
}
static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int /*N*/){
X.noalias() = L.template triangularView<Lower>() * B;
}
static inline void cholesky(const gene_matrix & X, gene_matrix & C, int /*N*/){
C = X;
internal::llt_inplace<real,Lower>::blocked(C);
//C = X.llt().matrixL();
// C = X;
// Cholesky<gene_matrix>::computeInPlace(C);
// Cholesky<gene_matrix>::computeInPlaceBlock(C);
}
static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int /*N*/){
C = X.fullPivLu().matrixLU();
}
static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
Matrix<DenseIndex,1,Dynamic> piv(N);
DenseIndex nb;
C = X;
internal::partial_lu_inplace(C,piv,nb);
// C = X.partialPivLu().matrixLU();
}
static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){
typename Tridiagonalization<gene_matrix>::CoeffVectorType aux(N-1);
C = X;
internal::tridiagonalization_inplace(C, aux);
}
static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int /*N*/){
C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
}
};
#endif

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