| // 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/. |
| // SPDX-License-Identifier: MPL-2.0 |
| |
| #ifndef EIGEN_SELFADJOINTMATRIX_H |
| #define EIGEN_SELFADJOINTMATRIX_H |
| |
| // IWYU pragma: private |
| #include "./InternalHeaderCheck.h" |
| |
| namespace Eigen { |
| |
| /** \class SelfAdjointView |
| * \ingroup Core_Module |
| * |
| * |
| * \brief Expression of a selfadjoint matrix from a triangular part of a dense matrix |
| * |
| * \tparam MatrixType the type of the dense matrix storing the coefficients |
| * \tparam TriangularPart can be either \c #Lower or \c #Upper |
| * |
| * This class is an expression of a selfadjoint matrix from a triangular part of a matrix |
| * with given dense storage of the coefficients. It is the return type of MatrixBase::selfadjointView() |
| * and most of the time this is the only way that it is used. |
| * |
| * \sa class TriangularBase, MatrixBase::selfadjointView() |
| */ |
| |
| namespace internal { |
| |
| // Column step of the self-adjoint 1-norm, on two columns sharing a range of rows: sums[i] += |
| // |m(i, j0)| + |m(i, j1)|, and each column's own sum of those rows goes to sums[j0] and sums[j1]. |
| // Walking two columns at once halves the traffic on sums, and one packet pass does everything, so |
| // short columns pay no per-expression setup. |
| // |
| // Real scalars use pabs. Complex ones have no packet abs, so |z| = sqrt(re^2 + im^2) is computed |
| // on the real lanes of the complex packet. That leaves |z|^2 in both lanes of each slot, so one |
| // square root serves both columns: even lanes from j0 and odd lanes from j1 give |u0| |v0| |u1| |
| // |v1| ..., whose sum with its flip is the update of sums, and whose reduction as a complex packet |
| // is (sum |u|, sum |v|). The accumulator has the matrix's scalar type and only its real parts are |
| // read, so what lands in the imaginary lanes is harmless. Squaring overflows above sqrt(max) and |
| // loses precision below sqrt(min), so the pass also records the largest component it has seen and |
| // the caller recomputes the norm through numext::abs when that is out of range. The record is |
| // exact and the range test finite, so neither depends on infinities surviving fast-math. |
| template <typename Scalar_> |
| struct selfadjoint_l1norm_real_lanes { |
| using Scalar = Scalar_; |
| using Real = Scalar_; |
| using Packet = typename packet_traits<Scalar>::type; |
| using RPacket = Packet; |
| static constexpr Index PacketSize = unpacket_traits<Packet>::size; |
| // Up to this size the per-column form (mirrored term read as a row) beats the column pass, whose |
| // accumulator costs more to set up than these columns cost to read. |
| static constexpr Index PerColumnUpTo = 4; |
| static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE RPacket lanes(const Packet& p) { return p; } |
| static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real abs(const Scalar& x) { return numext::abs(x); } |
| // Nothing to record: pabs is exact. |
| static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real component(const Scalar&) { return Real(0); } |
| static EIGEN_DEVICE_FUNC bool inRange(Real, Index) { return true; } |
| |
| // The running sums of a pass over two columns. |
| struct Pass { |
| RPacket acc0 = pzero(RPacket()); |
| RPacket acc1 = pzero(RPacket()); |
| template <typename SumsEvaluator> |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void step(const RPacket& u, const RPacket& v, SumsEvaluator& s, Index i) { |
| RPacket a = pabs(u); |
| RPacket b = pabs(v); |
| acc0 = padd(acc0, a); |
| acc1 = padd(acc1, b); |
| s.template writePacket<Unaligned>(i, padd(s.template packet<Unaligned, Packet>(i), padd(a, b))); |
| } |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real sum0() const { return predux(acc0); } |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real sum1() const { return predux(acc1); } |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real peak() const { return Real(0); } |
| }; |
| }; |
| |
| template <typename T> |
| struct selfadjoint_l1norm_complex_lanes { |
| using Scalar = std::complex<T>; |
| using Real = T; |
| using Packet = typename packet_traits<Scalar>::type; |
| using RPacket = typename unpacket_traits<Packet>::as_real; |
| static constexpr Index PacketSize = unpacket_traits<Packet>::size; |
| static constexpr Index PerColumnUpTo = 0; |
| static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE RPacket lanes(const Packet& p) { return p.v; } |
| // Same formula as the packets, for the diagonal and the tails: hypot costs more than the packets |
| // spend on the rest of a short column. |
| static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real abs(const Scalar& z) { return numext::sqrt(numext::abs2(z)); } |
| static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real component(const Scalar& z) { |
| return numext::maxi(numext::abs(numext::real(z)), numext::abs(numext::imag(z))); |
| } |
| // Components this large overflow when squared, and below the lower bound the squares lose |
| // precision the sum of n of them cannot hide. |
| static EIGEN_DEVICE_FUNC bool inRange(Real peak, Index n) { |
| Real tiny = Real(n) * numext::sqrt((std::numeric_limits<Real>::min)()) / NumTraits<Real>::epsilon(); |
| Real huge = numext::sqrt(NumTraits<Real>::highest()) / Real(2); |
| return peak > tiny && peak < huge; |
| } |
| |
| struct Pass { |
| RPacket acc = pzero(RPacket()); // |u| in the even lanes, |v| in the odd ones |
| RPacket peak_ = pzero(RPacket()); // the largest component seen |
| template <typename SumsEvaluator> |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void step(const RPacket& u, const RPacket& v, SumsEvaluator& s, Index i) { |
| peak_ = pmax(peak_, pmax(pabs(u), pabs(v))); |
| RPacket r = psqrt(pselect(peven_mask(u), abs2(u), abs2(v))); // |u0| |v0| |u1| |v1| ... |
| acc = padd(acc, r); |
| s.template writePacket<Unaligned>(i, |
| Packet(padd(lanes(s.template packet<Unaligned, Packet>(i)), padd(r, flip(r))))); |
| } |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real sum0() const { return numext::real(predux(Packet(acc))); } |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real sum1() const { return numext::imag(predux(Packet(acc))); } |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real peak() const { return predux_max(peak_); } |
| }; |
| |
| private: |
| static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE RPacket flip(const RPacket& r) { return pcplxflip(Packet(r)).v; } |
| // |z|^2 in both lanes of its slot. |
| static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE RPacket abs2(const RPacket& v) { |
| RPacket s = pmul(v, v); |
| return padd(s, flip(s)); |
| } |
| }; |
| |
| // The pass over two columns: packets over the shared rows, coefficients for the tail. An instance |
| // remembers the largest component it has seen, for inRange(). |
| template <typename Lanes> |
| struct selfadjoint_l1norm_packet_impl : Lanes { |
| using Lanes::PacketSize; |
| using typename Lanes::Packet; |
| using typename Lanes::Real; |
| using typename Lanes::RPacket; |
| using typename Lanes::Scalar; |
| |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real abs(const Scalar& x) { |
| m_peak = numext::maxi(m_peak, Lanes::component(x)); |
| return Lanes::abs(x); |
| } |
| EIGEN_DEVICE_FUNC bool inRange(Index n) const { return Lanes::inRange(m_peak, n); } |
| |
| template <typename SumsDerived, typename Derived> |
| EIGEN_DEVICE_FUNC void accumulate(DenseBase<SumsDerived>& sums, const DenseBase<Derived>& m, Index j0, Index j1, |
| Index begin, Index end) { |
| accumulateCast(sums, j0, j1, begin, m.col(j0).segment(begin, end - begin).template cast<Scalar>(), |
| m.col(j1).segment(begin, end - begin).template cast<Scalar>()); |
| } |
| |
| private: |
| Real m_peak = Real(0); |
| |
| template <typename SumsDerived, typename Derived0, typename Derived1> |
| EIGEN_DEVICE_FUNC void accumulateCast(DenseBase<SumsDerived>& sums, Index j0, Index j1, Index begin, |
| const DenseBase<Derived0>& x0, const DenseBase<Derived1>& x1) { |
| using SumsEvaluator = evaluator<SumsDerived>; |
| using Evaluator0 = evaluator<Derived0>; |
| using Evaluator1 = evaluator<Derived1>; |
| constexpr int Needed = PacketAccessBit | LinearAccessBit; |
| constexpr bool Vectorize = (SumsEvaluator::Flags & Needed) == Needed && (Evaluator0::Flags & Needed) == Needed && |
| (Evaluator1::Flags & Needed) == Needed; |
| SumsEvaluator s(sums.derived()); |
| accumulate(s, j0, j1, begin, Evaluator0(x0.derived()), Evaluator1(x1.derived()), x0.size(), |
| bool_constant<Vectorize>()); |
| } |
| template <typename Evaluator> |
| static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE RPacket load(const Evaluator& x, Index i) { |
| return Lanes::lanes(x.template packet<Unaligned, Packet>(i)); |
| } |
| template <typename SumsEvaluator, typename Evaluator0, typename Evaluator1> |
| EIGEN_DEVICE_FUNC void accumulate(SumsEvaluator& s, Index j0, Index j1, Index begin, const Evaluator0& x0, |
| const Evaluator1& x1, Index from, Index to) { |
| Real sum0 = Real(0); |
| Real sum1 = Real(0); |
| for (Index i = from; i < to; ++i) { |
| Real a = abs(x0.coeff(i)); |
| Real b = abs(x1.coeff(i)); |
| s.coeffRef(begin + i) += a + b; |
| sum0 += a; |
| sum1 += b; |
| } |
| s.coeffRef(j0) += sum0; |
| s.coeffRef(j1) += sum1; |
| } |
| template <typename SumsEvaluator, typename Evaluator0, typename Evaluator1> |
| EIGEN_DEVICE_FUNC void accumulate(SumsEvaluator& s, Index j0, Index j1, Index begin, const Evaluator0& x0, |
| const Evaluator1& x1, Index n, std::false_type) { |
| accumulate(s, j0, j1, begin, x0, x1, Index(0), n); |
| } |
| template <typename SumsEvaluator, typename Evaluator0, typename Evaluator1> |
| EIGEN_DEVICE_FUNC void accumulate(SumsEvaluator& s, Index j0, Index j1, Index begin, const Evaluator0& x0, |
| const Evaluator1& x1, Index n, std::true_type) { |
| if (n < PacketSize) return accumulate(s, j0, j1, begin, x0, x1, Index(0), n); |
| typename Lanes::Pass pass; |
| Index i = 0; |
| for (; i + PacketSize <= n; i += PacketSize) pass.step(load(x0, i), load(x1, i), s, begin + i); |
| accumulate(s, j0, j1, begin, x0, x1, i, n); |
| s.coeffRef(j0) += pass.sum0(); |
| s.coeffRef(j1) += pass.sum1(); |
| m_peak = numext::maxi(m_peak, pass.peak()); |
| } |
| }; |
| |
| // Coefficient fallback: custom complex types, or complex packets without a plain real view. |
| template <typename Scalar_, typename Enable = void> |
| struct selfadjoint_l1norm_impl { |
| using Scalar = Scalar_; |
| using Real = typename NumTraits<Scalar>::Real; |
| static constexpr Index PerColumnUpTo = 16; |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Real abs(const Scalar& x) const { return numext::abs(x); } |
| EIGEN_DEVICE_FUNC bool inRange(Index) const { return true; } |
| template <typename SumsDerived, typename Derived> |
| EIGEN_DEVICE_FUNC void accumulate(DenseBase<SumsDerived>& sums, const DenseBase<Derived>& m, Index j0, Index j1, |
| Index begin, Index end) const { |
| Real sum0 = Real(0); |
| Real sum1 = Real(0); |
| for (Index i = begin; i < end; ++i) { |
| Real a = numext::abs(m.coeff(i, j0)); |
| Real b = numext::abs(m.coeff(i, j1)); |
| sums.coeffRef(i) += Scalar(a + b); |
| sum0 += a; |
| sum1 += b; |
| } |
| sums.coeffRef(j0) += Scalar(sum0); |
| sums.coeffRef(j1) += Scalar(sum1); |
| } |
| }; |
| // half and bfloat16 accumulate in float, as stableNorm does. |
| template <typename Scalar> |
| struct selfadjoint_l1norm_impl<Scalar, std::enable_if_t<!NumTraits<Scalar>::IsComplex>> |
| : selfadjoint_l1norm_packet_impl<selfadjoint_l1norm_real_lanes<typename stable_norm_accumulator<Scalar>::type>> {}; |
| // The real view must lay the components out one per lane: Z13 stores four floats in two double |
| // packets, which the lane masks do not describe. |
| template <typename Packet, typename Enable = void> |
| struct selfadjoint_l1norm_plain_real_view : std::false_type {}; |
| template <typename Packet> |
| struct selfadjoint_l1norm_plain_real_view<Packet, void_t<typename unpacket_traits<Packet>::as_real>> |
| : bool_constant<sizeof(typename unpacket_traits<Packet>::as_real) == |
| unpacket_traits<Packet>::size * sizeof(typename unpacket_traits<Packet>::type)> {}; |
| template <typename T> |
| struct selfadjoint_l1norm_impl< |
| std::complex<T>, |
| std::enable_if_t<selfadjoint_l1norm_plain_real_view<typename packet_traits<std::complex<T>>::type>::value>> |
| : selfadjoint_l1norm_packet_impl<selfadjoint_l1norm_complex_lanes<T>> {}; |
| |
| template <typename MatrixType, unsigned int UpLo> |
| struct traits<SelfAdjointView<MatrixType, UpLo>> : traits<MatrixType> { |
| using MatrixTypeNested = typename ref_selector<MatrixType>::non_const_type; |
| using MatrixTypeNestedCleaned = remove_all_t<MatrixTypeNested>; |
| using ExpressionType = MatrixType; |
| using FullMatrixType = typename MatrixType::PlainObject; |
| enum { |
| Mode = UpLo | SelfAdjoint, |
| FlagsLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0, |
| Flags = MatrixTypeNestedCleaned::Flags & (HereditaryBits | FlagsLvalueBit) & |
| (~(PacketAccessBit | DirectAccessBit | LinearAccessBit)) // FIXME these flags should be preserved |
| }; |
| }; |
| |
| } // namespace internal |
| |
| template <typename MatrixType_, unsigned int UpLo> |
| class SelfAdjointView : public TriangularBase<SelfAdjointView<MatrixType_, UpLo> > { |
| public: |
| EIGEN_STATIC_ASSERT(UpLo == Lower || UpLo == Upper, SELFADJOINTVIEW_ACCEPTS_UPPER_AND_LOWER_MODE_ONLY) |
| |
| using MatrixType = MatrixType_; |
| using Base = TriangularBase<SelfAdjointView>; |
| using MatrixTypeNested = typename internal::traits<SelfAdjointView>::MatrixTypeNested; |
| using MatrixTypeNestedCleaned = typename internal::traits<SelfAdjointView>::MatrixTypeNestedCleaned; |
| using NestedExpression = MatrixTypeNestedCleaned; |
| |
| /** \brief The type of coefficients in this matrix */ |
| using Scalar = typename internal::traits<SelfAdjointView>::Scalar; |
| /** Real part of #Scalar */ |
| using RealScalar = typename NumTraits<Scalar>::Real; |
| using StorageIndex = typename MatrixType::StorageIndex; |
| |
| enum { |
| Mode = internal::traits<SelfAdjointView>::Mode, |
| Flags = internal::traits<SelfAdjointView>::Flags, |
| TransposeMode = ((int(Mode) & int(Upper)) ? Lower : 0) | ((int(Mode) & int(Lower)) ? Upper : 0) |
| }; |
| using PlainObject = typename MatrixType::PlainObject; |
| |
| EIGEN_DEVICE_FUNC explicit inline SelfAdjointView(MatrixType& matrix) : m_matrix(matrix) {} |
| using Base::operator*; |
| EIGEN_DEFAULT_COPY_CONSTRUCTOR(SelfAdjointView) |
| |
| /** Assigns a matrix expression to the referenced triangular part of the selfadjoint matrix. */ |
| template <typename OtherDerived> |
| EIGEN_DEVICE_FUNC SelfAdjointView& operator=(const MatrixBase<OtherDerived>& other) { |
| m_matrix.template triangularView<UpLo>() = other; |
| return *this; |
| } |
| |
| /** Assigns a triangular or selfadjoint expression without materializing a dense temporary. */ |
| template <typename OtherDerived> |
| EIGEN_DEVICE_FUNC SelfAdjointView& operator=(const TriangularBase<OtherDerived>& other) { |
| other.evalToLazy(m_matrix); |
| return *this; |
| } |
| |
| EIGEN_DEVICE_FUNC SelfAdjointView& operator=(const SelfAdjointView& other) { |
| return *this = static_cast<const Base&>(other); |
| } |
| |
| /** \sa MatrixBase::operator+=() */ |
| template <typename OtherDerived> |
| EIGEN_DEVICE_FUNC SelfAdjointView& operator+=(const DenseBase<OtherDerived>& other) { |
| m_matrix.template triangularView<UpLo>() += other; |
| return *this; |
| } |
| |
| /** \sa MatrixBase::operator-=() */ |
| template <typename OtherDerived> |
| EIGEN_DEVICE_FUNC SelfAdjointView& operator-=(const DenseBase<OtherDerived>& other) { |
| m_matrix.template triangularView<UpLo>() -= other; |
| return *this; |
| } |
| |
| /** \sa MatrixBase::operator*=() */ |
| EIGEN_DEVICE_FUNC SelfAdjointView& operator*=(const Scalar& other) { |
| eigen_assert(numext::imag(other) == typename NumTraits<Scalar>::Real(0) && |
| "SelfAdjointView in-place scaling requires a real scalar; " |
| "scaling only the stored triangle by a non-real scalar would " |
| "leave conj(other) on the unstored half."); |
| m_matrix.template triangularView<UpLo>() *= other; |
| return *this; |
| } |
| |
| /** \sa DenseBase::operator/=() */ |
| EIGEN_DEVICE_FUNC SelfAdjointView& operator/=(const Scalar& other) { |
| eigen_assert(numext::imag(other) == typename NumTraits<Scalar>::Real(0) && |
| "SelfAdjointView in-place division requires a real scalar; " |
| "dividing only the stored triangle by a non-real scalar would " |
| "leave conj(other) on the unstored half."); |
| m_matrix.template triangularView<UpLo>() /= other; |
| return *this; |
| } |
| |
| /** \internal */ |
| EIGEN_DEVICE_FUNC constexpr const MatrixTypeNestedCleaned& _expression() const noexcept { return m_matrix; } |
| |
| EIGEN_DEVICE_FUNC constexpr const MatrixTypeNestedCleaned& nestedExpression() const noexcept { return m_matrix; } |
| EIGEN_DEVICE_FUNC constexpr MatrixTypeNestedCleaned& nestedExpression() noexcept { return m_matrix; } |
| |
| EIGEN_DEVICE_FUNC const SelfAdjointView< |
| const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(MatrixType, Scalar, internal::scalar_product_op), UpLo> |
| operator*(const Scalar& s) const { |
| return (nestedExpression() * s).template selfadjointView<UpLo>(); |
| } |
| |
| friend EIGEN_DEVICE_FUNC const SelfAdjointView< |
| const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(Scalar, MatrixType, internal::scalar_product_op), UpLo> |
| operator*(const Scalar& s, const SelfAdjointView& mat) { |
| return (s * mat.nestedExpression()).template selfadjointView<UpLo>(); |
| } |
| |
| /** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this: |
| * \f$ this = this + \alpha u v^* + conj(\alpha) v u^* \f$ |
| * \returns a reference to \c *this |
| * |
| * The vectors \a u and \c v \b must be column vectors, however they can be |
| * an adjoint expression without any overhead. Only the meaningful triangular |
| * part of the matrix is updated, the rest is left unchanged. |
| * |
| * \sa rankUpdate(const MatrixBase<DerivedU>&, Scalar) |
| */ |
| template <typename DerivedU, typename DerivedV> |
| EIGEN_DEVICE_FUNC SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, |
| const Scalar& alpha = Scalar(1)); |
| |
| /** Perform a symmetric rank K update of the selfadjoint matrix \c *this: |
| * \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix. |
| * |
| * \returns a reference to \c *this |
| * |
| * Note that to perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply |
| * call this function with u.adjoint(). |
| * |
| * \sa rankUpdate(const MatrixBase<DerivedU>&, const MatrixBase<DerivedV>&, Scalar) |
| */ |
| template <typename DerivedU> |
| EIGEN_DEVICE_FUNC SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha = Scalar(1)); |
| |
| /** \returns an expression of a triangular view extracted from the current selfadjoint view of a given triangular part |
| * |
| * The parameter \a TriMode can have the following values: \c #Upper, \c #StrictlyUpper, \c #UnitUpper, |
| * \c #Lower, \c #StrictlyLower, \c #UnitLower. |
| * |
| * If \c TriMode references the same triangular part than \c *this, then this method simply return a \c TriangularView |
| * of the nested expression, otherwise, the nested expression is first transposed, thus returning a \c |
| * TriangularView<Transpose<MatrixType>> object. |
| * |
| * \sa MatrixBase::triangularView(), class TriangularView |
| */ |
| template <unsigned int TriMode> |
| EIGEN_DEVICE_FUNC |
| std::conditional_t<(TriMode & (Upper | Lower)) == (UpLo & (Upper | Lower)), TriangularView<MatrixType, TriMode>, |
| TriangularView<typename MatrixType::AdjointReturnType, TriMode> > |
| triangularView() const { |
| std::conditional_t<(TriMode & (Upper | Lower)) == (UpLo & (Upper | Lower)), MatrixType&, |
| typename MatrixType::ConstTransposeReturnType> |
| tmp1(m_matrix); |
| std::conditional_t<(TriMode & (Upper | Lower)) == (UpLo & (Upper | Lower)), MatrixType&, |
| typename MatrixType::AdjointReturnType> |
| tmp2(tmp1); |
| return std::conditional_t<(TriMode & (Upper | Lower)) == (UpLo & (Upper | Lower)), |
| TriangularView<MatrixType, TriMode>, |
| TriangularView<typename MatrixType::AdjointReturnType, TriMode> >(tmp2); |
| } |
| |
| /** \returns a const expression of the main diagonal of the matrix \c *this |
| * |
| * This method simply returns the diagonal of the nested expression, thus by-passing the SelfAdjointView decorator. |
| * |
| * \sa MatrixBase::diagonal(), class Diagonal */ |
| EIGEN_DEVICE_FUNC typename MatrixType::ConstDiagonalReturnType diagonal() const { |
| return typename MatrixType::ConstDiagonalReturnType(m_matrix); |
| } |
| |
| /** \returns the matrix 1-norm (maximum absolute column sum) of the implicit |
| * full self-adjoint matrix, reading only the stored triangle. For Hermitian |
| * (complex) scalars the unstored entries are conjugates of stored ones, and |
| * since |conj(x)| = |x| the result matches the L1 norm of the full matrix. |
| */ |
| EIGEN_DEVICE_FUNC RealScalar l1Norm() const { |
| #ifdef EIGEN_GPU_COMPILE_PHASE |
| // No per-thread accumulator on a device. |
| return l1NormPerColumn(); |
| #else |
| if (m_matrix.rows() <= L1NormImpl::PerColumnUpTo) return l1NormPerColumn(); |
| // The stored triangle of a row-major matrix is the complementary triangle of its column-major |
| // transpose, which has the same norm. |
| EIGEN_IF_CONSTEXPR (bool(MatrixType::IsRowMajor)) { |
| return l1NormStreaming<TransposeMode>(m_matrix.transpose()); |
| } else { |
| return l1NormStreaming<UpLo>(m_matrix); |
| } |
| #endif |
| } |
| |
| private: |
| using L1NormImpl = internal::selfadjoint_l1norm_impl<Scalar>; |
| // float for half and bfloat16, Scalar otherwise. |
| using L1NormScalar = typename L1NormImpl::Scalar; |
| using L1NormAccumulator = typename L1NormImpl::Real; |
| |
| // Each column is read once, top to bottom, two at a time: |a_ij| goes to column j's sum and, as |
| // the mirrored a_ji, to sums[i]. Lower walks the columns forward and Upper backward so that |
| // sums[j] is complete when column j is reached. Of a pair (j0, j1) only j0's element in row j1 |
| // lies outside the rows the two share. |
| template <int Mode, typename Mat> |
| RealScalar l1NormStreaming(const Mat& m) const { |
| const Index n = m.rows(); |
| // The accumulator lives in the object for bounded sizes and on the stack otherwise, so that |
| // neither fixed-size nor preallocated dynamic-size decompositions allocate. |
| internal::gemv_static_vector_if<L1NormScalar, Mat::RowsAtCompileTime, Mat::MaxRowsAtCompileTime, true> static_sums; |
| ei_declare_aligned_stack_constructed_variable(L1NormScalar, sums_data, n, static_sums.data()); |
| Map<Matrix<L1NormScalar, Dynamic, 1>> sums(sums_data, n); |
| sums.setZero(); |
| L1NormImpl impl; |
| L1NormAccumulator norm = L1NormAccumulator(0); |
| Index k = 0; |
| for (; k + 1 < n; k += 2) { |
| Index j0 = Mode == Lower ? k : n - 1 - k; |
| Index j1 = Mode == Lower ? j0 + 1 : j0 - 1; |
| Index rowBegin = Mode == Lower ? j1 + 1 : 0; |
| Index rowEnd = Mode == Lower ? n : j1; |
| impl.accumulate(sums, m, j0, j1, rowBegin, rowEnd); |
| // The element of j0 in row j1 lies outside the shared rows: it counts for both columns. |
| L1NormAccumulator boundary = impl.abs(m.coeff(j1, j0)); |
| // Totals are materialized so that maxi compares two accumulators (an integer sum promotes, |
| // an autodiff sum is an expression). |
| L1NormAccumulator col0 = numext::real(sums.coeff(j0)) + impl.abs(m.coeff(j0, j0)) + boundary; |
| L1NormAccumulator col1 = numext::real(sums.coeff(j1)) + impl.abs(m.coeff(j1, j1)) + boundary; |
| norm = numext::maxi(norm, col0); |
| norm = numext::maxi(norm, col1); |
| } |
| if (k < n) { |
| Index j = Mode == Lower ? k : 0; |
| L1NormAccumulator col = numext::real(sums.coeff(j)) + impl.abs(m.coeff(j, j)); |
| norm = numext::maxi(norm, col); |
| } |
| return impl.inRange(n) ? RealScalar(norm) : l1NormPerColumn(); |
| } |
| |
| // One column at a time, the mirrored term read as a row; no workspace. |
| EIGEN_DEVICE_FUNC RealScalar l1NormPerColumn() const { |
| L1NormAccumulator norm = L1NormAccumulator(0); |
| const Index n = m_matrix.rows(); |
| for (Index col = 0; col < n; ++col) { |
| L1NormAccumulator abs_col_sum; |
| EIGEN_IF_CONSTEXPR (UpLo == Lower) { |
| abs_col_sum = m_matrix.col(col).tail(n - col).template cast<L1NormScalar>().template lpNorm<1>() + |
| m_matrix.row(col).head(col).template cast<L1NormScalar>().template lpNorm<1>(); |
| } else { |
| abs_col_sum = m_matrix.col(col).head(col).template cast<L1NormScalar>().template lpNorm<1>() + |
| m_matrix.row(col).tail(n - col).template cast<L1NormScalar>().template lpNorm<1>(); |
| } |
| norm = numext::maxi(norm, abs_col_sum); |
| } |
| return RealScalar(norm); |
| } |
| |
| public: |
| /////////// Cholesky module /////////// |
| |
| LLT<PlainObject, UpLo> llt() const; |
| LDLT<PlainObject, UpLo> ldlt() const; |
| BunchKaufman<PlainObject, UpLo> bunchKaufman() const; |
| |
| /////////// Eigenvalue module /////////// |
| |
| /** Return type of eigenvalues() */ |
| using EigenvaluesReturnType = Matrix<RealScalar, internal::traits<MatrixType>::ColsAtCompileTime, 1>; |
| |
| EIGEN_DEVICE_FUNC EigenvaluesReturnType eigenvalues() const; |
| EIGEN_DEVICE_FUNC RealScalar operatorNorm() const; |
| |
| protected: |
| MatrixTypeNested m_matrix; |
| }; |
| |
| // selfadjoint to dense matrix |
| |
| namespace internal { |
| |
| // TODO currently a selfadjoint expression has the form SelfAdjointView<.,.> |
| // in the future selfadjoint-ness should be defined by the expression traits |
| // such that Transpose<SelfAdjointView<.,.> > is valid. (currently TriangularBase::transpose() is overloaded to |
| // make it work) |
| template <typename MatrixType, unsigned int Mode> |
| struct evaluator_traits<SelfAdjointView<MatrixType, Mode> > { |
| using Kind = typename storage_kind_to_evaluator_kind<typename MatrixType::StorageKind>::Kind; |
| using Shape = SelfAdjointShape; |
| }; |
| |
| template <int UpLo, int SetOpposite, typename DstEvaluatorTypeT, typename SrcEvaluatorTypeT, typename Functor, |
| int Version> |
| class triangular_dense_assignment_kernel<UpLo, SelfAdjoint, SetOpposite, DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, |
| Version> |
| : public generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, Version> { |
| protected: |
| using Base = generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, Version>; |
| using DstXprType = typename Base::DstXprType; |
| using SrcXprType = typename Base::SrcXprType; |
| using Base::m_dst; |
| using Base::m_functor; |
| using Base::m_src; |
| |
| public: |
| using DstEvaluatorType = typename Base::DstEvaluatorType; |
| using SrcEvaluatorType = typename Base::SrcEvaluatorType; |
| using Scalar = typename Base::Scalar; |
| using AssignmentTraits = typename Base::AssignmentTraits; |
| |
| EIGEN_DEVICE_FUNC triangular_dense_assignment_kernel(DstEvaluatorType& dst, const SrcEvaluatorType& src, |
| const Functor& func, DstXprType& dstExpr) |
| : Base(dst, src, func, dstExpr) {} |
| |
| EIGEN_DEVICE_FUNC void assignCoeff(Index row, Index col) { |
| eigen_internal_assert(row != col); |
| Scalar tmp = m_src.coeff(row, col); |
| m_functor.assignCoeff(m_dst.coeffRef(row, col), tmp); |
| m_functor.assignCoeff(m_dst.coeffRef(col, row), numext::conj(tmp)); |
| } |
| |
| // Override to ensure the SelfAdjoint assignCoeff (which mirrors conjugates) is called, |
| // not the base class version (which is a plain copy). |
| EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void assignCoeffByOuterInner(Index outer, Index inner) { |
| Index row = Base::rowIndexByOuterInner(outer, inner); |
| Index col = Base::colIndexByOuterInner(outer, inner); |
| assignCoeff(row, col); |
| } |
| |
| EIGEN_DEVICE_FUNC void assignDiagonalCoeff(Index id) { Base::assignCoeff(id, id); } |
| |
| EIGEN_DEVICE_FUNC void assignOppositeCoeff(Index, Index) { eigen_internal_assert(false && "should never be called"); } |
| }; |
| |
| } // end namespace internal |
| |
| /*************************************************************************** |
| * Implementation of MatrixBase methods |
| ***************************************************************************/ |
| |
| /** This is the const version of MatrixBase::selfadjointView() */ |
| template <typename Derived> |
| template <unsigned int UpLo> |
| EIGEN_DEVICE_FUNC constexpr typename MatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type |
| MatrixBase<Derived>::selfadjointView() const { |
| return typename ConstSelfAdjointViewReturnType<UpLo>::Type(derived()); |
| } |
| |
| /** \returns an expression of a symmetric/self-adjoint view extracted from the upper or lower triangular part of the |
| * current matrix |
| * |
| * The parameter \a UpLo can be either \c #Upper or \c #Lower |
| * |
| * Example: \include MatrixBase_selfadjointView.cpp |
| * Output: \verbinclude MatrixBase_selfadjointView.out |
| * |
| * \sa class SelfAdjointView |
| */ |
| template <typename Derived> |
| template <unsigned int UpLo> |
| EIGEN_DEVICE_FUNC constexpr typename MatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type |
| MatrixBase<Derived>::selfadjointView() { |
| return typename SelfAdjointViewReturnType<UpLo>::Type(derived()); |
| } |
| |
| } // end namespace Eigen |
| |
| #endif // EIGEN_SELFADJOINTMATRIX_H |