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Rank2Update.h
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Fri, Feb 14, 09:20

Rank2Update.h
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
//
// 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_RANK2UPDATE_H
#define EIGEN_RANK2UPDATE_H
namespace internal {
/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
* This is the low-level version of SelfadjointRank2Update.h
*/
template<typename Scalar, typename Index, int UpLo>
struct rank2_update_selector
{
static void run(Index size, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha)
{
typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
for (Index i=0; i<size; ++i)
{
Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1)) +=
numext::conj(alpha) * numext::conj(u[i]) * OtherMap(v+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1))
+ alpha * numext::conj(v[i]) * OtherMap(u+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1));
}
}
};
/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
* The matrix is in packed form.
*/
template<typename Scalar, typename Index, int UpLo>
struct packed_rank2_update_selector
{
static void run(Index size, Scalar* mat, const Scalar* u, const Scalar* v, Scalar alpha)
{
typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
Index offset = 0;
for (Index i=0; i<size; ++i)
{
Map<Matrix<Scalar,Dynamic,1> >(mat+offset, UpLo==Lower ? size-i : (i+1)) +=
numext::conj(alpha) * numext::conj(u[i]) * OtherMap(v+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1))
+ alpha * numext::conj(v[i]) * OtherMap(u+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1));
//FIXME This should be handled outside.
mat[offset+(UpLo==Lower ? 0 : i)] = numext::real(mat[offset+(UpLo==Lower ? 0 : i)]);
offset += UpLo==Lower ? size-i : (i+1);
}
}
};
} // end namespace internal
#endif // EIGEN_RANK2UPDATE_H

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