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SelfadjointRank2Update.h
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Thu, Jul 3, 06:20

SelfadjointRank2Update.h
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// 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_SELFADJOINTRANK2UPTADE_H
#define EIGEN_SELFADJOINTRANK2UPTADE_H
namespace Eigen {
namespace internal {
/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
* It corresponds to the Level2 syr2 BLAS routine
*/
template<typename Scalar, typename Index, typename UType, typename VType, int UpLo>
struct selfadjoint_rank2_update_selector;
template<typename Scalar, typename Index, typename UType, typename VType>
struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Lower>
{
static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
{
const Index size = u.size();
for (Index i=0; i<size; ++i)
{
Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+i, size-i) +=
(numext::conj(alpha) * numext::conj(u.coeff(i))) * v.tail(size-i)
+ (alpha * numext::conj(v.coeff(i))) * u.tail(size-i);
}
}
};
template<typename Scalar, typename Index, typename UType, typename VType>
struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Upper>
{
static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
{
const Index size = u.size();
for (Index i=0; i<size; ++i)
Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i, i+1) +=
(numext::conj(alpha) * numext::conj(u.coeff(i))) * v.head(i+1)
+ (alpha * numext::conj(v.coeff(i))) * u.head(i+1);
}
};
template<bool Cond, typename T> struct conj_expr_if
: conditional<!Cond, const T&,
CwiseUnaryOp<scalar_conjugate_op<typename traits<T>::Scalar>,T> > {};
} // end namespace internal
template<typename MatrixType, unsigned int UpLo>
template<typename DerivedU, typename DerivedV>
SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
::rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha)
{
typedef internal::blas_traits<DerivedU> UBlasTraits;
typedef typename UBlasTraits::DirectLinearAccessType ActualUType;
typedef typename internal::remove_all<ActualUType>::type _ActualUType;
typename internal::add_const_on_value_type<ActualUType>::type actualU = UBlasTraits::extract(u.derived());
typedef internal::blas_traits<DerivedV> VBlasTraits;
typedef typename VBlasTraits::DirectLinearAccessType ActualVType;
typedef typename internal::remove_all<ActualVType>::type _ActualVType;
typename internal::add_const_on_value_type<ActualVType>::type actualV = VBlasTraits::extract(v.derived());
// If MatrixType is row major, then we use the routine for lower triangular in the upper triangular case and
// vice versa, and take the complex conjugate of all coefficients and vector entries.
enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
Scalar actualAlpha = alpha * UBlasTraits::extractScalarFactor(u.derived())
* numext::conj(VBlasTraits::extractScalarFactor(v.derived()));
if (IsRowMajor)
actualAlpha = numext::conj(actualAlpha);
internal::selfadjoint_rank2_update_selector<Scalar, Index,
typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ UBlasTraits::NeedToConjugate,_ActualUType>::type>::type,
typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ VBlasTraits::NeedToConjugate,_ActualVType>::type>::type,
(IsRowMajor ? int(UpLo==Upper ? Lower : Upper) : UpLo)>
::run(_expression().const_cast_derived().data(),_expression().outerStride(),actualU,actualV,actualAlpha);
return *this;
}
} // end namespace Eigen
#endif // EIGEN_SELFADJOINTRANK2UPTADE_H

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