blob: 439e19c0aa1547d142085dd2f4a6274d2af701fa [file]
// 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