| // This file is part of Eigen, a lightweight C++ template library |
| // for linear algebra. |
| // |
| // Copyright (C) 2009 Gael Guennebaud <g.gael@free.fr> |
| // |
| // Eigen is free software; you can redistribute it and/or |
| // modify it under the terms of the GNU Lesser General Public |
| // License as published by the Free Software Foundation; either |
| // version 3 of the License, or (at your option) any later version. |
| // |
| // Alternatively, 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. |
| // |
| // Eigen 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 Lesser General Public License or the |
| // GNU General Public License for more details. |
| // |
| // You should have received a copy of the GNU Lesser General Public |
| // License and a copy of the GNU General Public License along with |
| // Eigen. If not, see <http://www.gnu.org/licenses/>. |
| |
| #ifndef EIGEN_SELFADJOINTMATRIX_H |
| #define EIGEN_SELFADJOINTMATRIX_H |
| |
| /** \class SelfAdjointView |
| * \nonstableyet |
| * |
| * \brief Expression of a selfadjoint matrix from a triangular part of a dense matrix |
| * |
| * \param MatrixType the type of the dense matrix storing the coefficients |
| * \param TriangularPart can be either \c LowerTriangular or \c UpperTriangular |
| * |
| * This class is an expression of a sefladjoint 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() |
| */ |
| template<typename MatrixType, unsigned int TriangularPart> |
| struct ei_traits<SelfAdjointView<MatrixType, TriangularPart> > : ei_traits<MatrixType> |
| { |
| typedef typename ei_nested<MatrixType>::type MatrixTypeNested; |
| typedef typename ei_unref<MatrixTypeNested>::type _MatrixTypeNested; |
| typedef MatrixType ExpressionType; |
| enum { |
| Mode = TriangularPart | SelfAdjointBit, |
| Flags = _MatrixTypeNested::Flags & (HereditaryBits) |
| & (~(PacketAccessBit | DirectAccessBit | LinearAccessBit)), // FIXME these flags should be preserved |
| CoeffReadCost = _MatrixTypeNested::CoeffReadCost |
| }; |
| }; |
| |
| template <typename Lhs, int LhsMode, bool LhsIsVector, |
| typename Rhs, int RhsMode, bool RhsIsVector> |
| struct SelfadjointProductMatrix; |
| |
| // FIXME could also be called SelfAdjointWrapper to be consistent with DiagonalWrapper ?? |
| template<typename MatrixType, unsigned int UpLo> class SelfAdjointView |
| : public TriangularBase<SelfAdjointView<MatrixType, UpLo> > |
| { |
| public: |
| |
| typedef TriangularBase<SelfAdjointView> Base; |
| typedef typename ei_traits<SelfAdjointView>::Scalar Scalar; |
| enum { |
| Mode = ei_traits<SelfAdjointView>::Mode |
| }; |
| typedef typename MatrixType::PlainMatrixType PlainMatrixType; |
| |
| inline SelfAdjointView(const MatrixType& matrix) : m_matrix(matrix) |
| { ei_assert(ei_are_flags_consistent<Mode>::ret); } |
| |
| inline int rows() const { return m_matrix.rows(); } |
| inline int cols() const { return m_matrix.cols(); } |
| inline int stride() const { return m_matrix.stride(); } |
| |
| /** \sa MatrixBase::coeff() |
| * \warning the coordinates must fit into the referenced triangular part |
| */ |
| inline Scalar coeff(int row, int col) const |
| { |
| Base::check_coordinates_internal(row, col); |
| return m_matrix.coeff(row, col); |
| } |
| |
| /** \sa MatrixBase::coeffRef() |
| * \warning the coordinates must fit into the referenced triangular part |
| */ |
| inline Scalar& coeffRef(int row, int col) |
| { |
| Base::check_coordinates_internal(row, col); |
| return m_matrix.const_cast_derived().coeffRef(row, col); |
| } |
| |
| /** \internal */ |
| const MatrixType& _expression() const { return m_matrix; } |
| |
| /** Efficient self-adjoint matrix times vector/matrix product */ |
| template<typename OtherDerived> |
| SelfadjointProductMatrix<MatrixType,Mode,false,OtherDerived,0,OtherDerived::IsVectorAtCompileTime> |
| operator*(const MatrixBase<OtherDerived>& rhs) const |
| { |
| return SelfadjointProductMatrix |
| <MatrixType,Mode,false,OtherDerived,0,OtherDerived::IsVectorAtCompileTime> |
| (m_matrix, rhs.derived()); |
| } |
| |
| /** Efficient vector/matrix times self-adjoint matrix product */ |
| template<typename OtherDerived> friend |
| SelfadjointProductMatrix<OtherDerived,0,OtherDerived::IsVectorAtCompileTime,MatrixType,Mode,false> |
| operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView& rhs) |
| { |
| return SelfadjointProductMatrix |
| <OtherDerived,0,OtherDerived::IsVectorAtCompileTime,MatrixType,Mode,false> |
| (lhs.derived(),rhs.m_matrix); |
| } |
| |
| /** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this: |
| * \f$ this = this + \alpha ( u v^* + 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 |
| * a 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> |
| SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, 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> |
| SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, Scalar alpha = Scalar(1)); |
| |
| /////////// Cholesky module /////////// |
| |
| const LLT<PlainMatrixType, UpLo> llt() const; |
| const LDLT<PlainMatrixType> ldlt() const; |
| |
| protected: |
| |
| const typename MatrixType::Nested m_matrix; |
| }; |
| |
| |
| // template<typename OtherDerived, typename MatrixType, unsigned int UpLo> |
| // ei_selfadjoint_matrix_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> > |
| // operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView<MatrixType,UpLo>& rhs) |
| // { |
| // return ei_matrix_selfadjoint_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >(lhs.derived(),rhs); |
| // } |
| |
| template<typename Derived1, typename Derived2, int UnrollCount, bool ClearOpposite> |
| struct ei_triangular_assignment_selector<Derived1, Derived2, SelfAdjoint, UnrollCount, ClearOpposite> |
| { |
| enum { |
| col = (UnrollCount-1) / Derived1::RowsAtCompileTime, |
| row = (UnrollCount-1) % Derived1::RowsAtCompileTime |
| }; |
| |
| inline static void run(Derived1 &dst, const Derived2 &src) |
| { |
| ei_triangular_assignment_selector<Derived1, Derived2, SelfAdjoint, UnrollCount-1, ClearOpposite>::run(dst, src); |
| |
| if(row == col) |
| dst.coeffRef(row, col) = ei_real(src.coeff(row, col)); |
| else if(row < col) |
| dst.coeffRef(col, row) = ei_conj(dst.coeffRef(row, col) = src.coeff(row, col)); |
| } |
| }; |
| |
| // selfadjoint to dense matrix |
| template<typename Derived1, typename Derived2, bool ClearOpposite> |
| struct ei_triangular_assignment_selector<Derived1, Derived2, SelfAdjoint, Dynamic, ClearOpposite> |
| { |
| inline static void run(Derived1 &dst, const Derived2 &src) |
| { |
| for(int j = 0; j < dst.cols(); ++j) |
| { |
| for(int i = 0; i < j; ++i) |
| dst.coeffRef(j, i) = ei_conj(dst.coeffRef(i, j) = src.coeff(i, j)); |
| dst.coeffRef(j, j) = ei_real(src.coeff(j, j)); |
| } |
| } |
| }; |
| |
| /*************************************************************************** |
| * Wrapper to ei_product_selfadjoint_vector |
| ***************************************************************************/ |
| |
| template<typename Lhs, int LhsMode, typename Rhs> |
| struct ei_traits<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true> > |
| : ei_traits<Matrix<typename ei_traits<Rhs>::Scalar,Lhs::RowsAtCompileTime,Rhs::ColsAtCompileTime> > |
| {}; |
| |
| template<typename Lhs, int LhsMode, typename Rhs> |
| struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true> |
| : public AnyMatrixBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true> > |
| { |
| typedef typename Lhs::Scalar Scalar; |
| |
| typedef typename Lhs::Nested LhsNested; |
| typedef typename ei_cleantype<LhsNested>::type _LhsNested; |
| typedef ei_blas_traits<_LhsNested> LhsBlasTraits; |
| typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType; |
| typedef typename ei_cleantype<ActualLhsType>::type _ActualLhsType; |
| |
| typedef typename Rhs::Nested RhsNested; |
| typedef typename ei_cleantype<RhsNested>::type _RhsNested; |
| typedef ei_blas_traits<_RhsNested> RhsBlasTraits; |
| typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType; |
| typedef typename ei_cleantype<ActualRhsType>::type _ActualRhsType; |
| |
| enum { |
| LhsUpLo = LhsMode&(UpperTriangularBit|LowerTriangularBit) |
| }; |
| |
| SelfadjointProductMatrix(const Lhs& lhs, const Rhs& rhs) |
| : m_lhs(lhs), m_rhs(rhs) |
| {} |
| |
| inline int rows() const { return m_lhs.rows(); } |
| inline int cols() const { return m_rhs.cols(); } |
| |
| template<typename Dest> inline void addToDense(Dest& dst) const |
| { evalTo(dst,1); } |
| template<typename Dest> inline void subToDense(Dest& dst) const |
| { evalTo(dst,-1); } |
| |
| template<typename Dest> void evalToDense(Dest& dst) const |
| { |
| dst.setZero(); |
| evalTo(dst,1); |
| } |
| |
| template<typename Dest> void evalTo(Dest& dst, Scalar alpha) const |
| { |
| ei_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols()); |
| |
| const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs); |
| const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs); |
| |
| Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs) |
| * RhsBlasTraits::extractScalarFactor(m_rhs); |
| |
| ei_assert((&dst.coeff(1))-(&dst.coeff(0))==1 && "not implemented yet"); |
| ei_product_selfadjoint_vector<Scalar, ei_traits<_ActualLhsType>::Flags&RowMajorBit, int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)> |
| ( |
| lhs.rows(), // size |
| &lhs.coeff(0,0), lhs.stride(), // lhs info |
| &rhs.coeff(0), (&rhs.coeff(1))-(&rhs.coeff(0)), // rhs info |
| &dst.coeffRef(0), // result info |
| actualAlpha // scale factor |
| ); |
| } |
| |
| const LhsNested m_lhs; |
| const RhsNested m_rhs; |
| }; |
| |
| /*************************************************************************** |
| * Wrapper to ei_product_selfadjoint_matrix |
| ***************************************************************************/ |
| |
| template<typename Lhs, int LhsMode, typename Rhs, int RhsMode> |
| struct ei_traits<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,RhsMode,false> > |
| : ei_traits<Matrix<typename ei_traits<Rhs>::Scalar,Lhs::RowsAtCompileTime,Rhs::ColsAtCompileTime> > |
| {}; |
| |
| template<typename Lhs, int LhsMode, typename Rhs, int RhsMode> |
| struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,RhsMode,false> |
| : public AnyMatrixBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,RhsMode,false> > |
| { |
| SelfadjointProductMatrix(const Lhs& lhs, const Rhs& rhs) |
| : m_lhs(lhs), m_rhs(rhs) |
| {} |
| |
| inline int rows() const { return m_lhs.rows(); } |
| inline int cols() const { return m_rhs.cols(); } |
| |
| typedef typename Lhs::Scalar Scalar; |
| |
| typedef typename Lhs::Nested LhsNested; |
| typedef typename ei_cleantype<LhsNested>::type _LhsNested; |
| typedef ei_blas_traits<_LhsNested> LhsBlasTraits; |
| typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType; |
| typedef typename ei_cleantype<ActualLhsType>::type _ActualLhsType; |
| |
| typedef typename Rhs::Nested RhsNested; |
| typedef typename ei_cleantype<RhsNested>::type _RhsNested; |
| typedef ei_blas_traits<_RhsNested> RhsBlasTraits; |
| typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType; |
| typedef typename ei_cleantype<ActualRhsType>::type _ActualRhsType; |
| |
| enum { |
| LhsUpLo = LhsMode&(UpperTriangularBit|LowerTriangularBit), |
| LhsIsSelfAdjoint = (LhsMode&SelfAdjointBit)==SelfAdjointBit, |
| RhsUpLo = RhsMode&(UpperTriangularBit|LowerTriangularBit), |
| RhsIsSelfAdjoint = (RhsMode&SelfAdjointBit)==SelfAdjointBit |
| }; |
| |
| template<typename Dest> inline void addToDense(Dest& dst) const |
| { evalTo(dst,1); } |
| template<typename Dest> inline void subToDense(Dest& dst) const |
| { evalTo(dst,-1); } |
| |
| template<typename Dest> void evalToDense(Dest& dst) const |
| { |
| dst.setZero(); |
| evalTo(dst,1); |
| } |
| |
| template<typename Dest> void evalTo(Dest& dst, Scalar alpha) const |
| { |
| ei_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols()); |
| |
| const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs); |
| const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs); |
| |
| Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs) |
| * RhsBlasTraits::extractScalarFactor(m_rhs); |
| |
| ei_product_selfadjoint_matrix<Scalar, |
| EIGEN_LOGICAL_XOR(LhsUpLo==UpperTriangular, |
| ei_traits<Lhs>::Flags &RowMajorBit) ? RowMajor : ColMajor, LhsIsSelfAdjoint, |
| NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(LhsUpLo==UpperTriangular,bool(LhsBlasTraits::NeedToConjugate)), |
| EIGEN_LOGICAL_XOR(RhsUpLo==UpperTriangular, |
| ei_traits<Rhs>::Flags &RowMajorBit) ? RowMajor : ColMajor, RhsIsSelfAdjoint, |
| NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(RhsUpLo==UpperTriangular,bool(RhsBlasTraits::NeedToConjugate)), |
| ei_traits<Dest>::Flags&RowMajorBit ? RowMajor : ColMajor> |
| ::run( |
| lhs.rows(), rhs.cols(), // sizes |
| &lhs.coeff(0,0), lhs.stride(), // lhs info |
| &rhs.coeff(0,0), rhs.stride(), // rhs info |
| &dst.coeffRef(0,0), dst.stride(), // result info |
| actualAlpha // alpha |
| ); |
| } |
| |
| const LhsNested m_lhs; |
| const RhsNested m_rhs; |
| }; |
| |
| /*************************************************************************** |
| * Implementation of MatrixBase methods |
| ***************************************************************************/ |
| |
| template<typename Derived> |
| template<unsigned int Mode> |
| const SelfAdjointView<Derived, Mode> MatrixBase<Derived>::selfadjointView() const |
| { |
| return derived(); |
| } |
| |
| template<typename Derived> |
| template<unsigned int Mode> |
| SelfAdjointView<Derived, Mode> MatrixBase<Derived>::selfadjointView() |
| { |
| return derived(); |
| } |
| |
| #endif // EIGEN_SELFADJOINTMATRIX_H |