mirror of
https://gitlab.com/libeigen/eigen.git
synced 2024-12-21 07:19:46 +08:00
226 lines
8.1 KiB
C
226 lines
8.1 KiB
C
|
// This file is part of Eigen, a lightweight C++ template library
|
||
|
|
// for linear algebra.
|
||
|
|
//
|
||
|
|
// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.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/>.
|
||
|
|
|
||
|
|
#include "common.h"
|
||
|
|
|
||
|
|
// y = alpha*A*x + beta*y
|
||
|
|
int EIGEN_BLAS_FUNC(symv) (char *uplo, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *px, int *incx, RealScalar *pbeta, RealScalar *py, int *incy)
|
||
|
|
{
|
||
|
|
Scalar* a = reinterpret_cast<Scalar*>(pa);
|
||
|
|
Scalar* x = reinterpret_cast<Scalar*>(px);
|
||
|
|
Scalar* y = reinterpret_cast<Scalar*>(py);
|
||
|
|
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
|
||
|
|
Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
|
||
|
|
|
||
|
|
// check arguments
|
||
|
|
int info = 0;
|
||
|
|
if(UPLO(*uplo)==INVALID) info = 1;
|
||
|
|
else if(*n<0) info = 2;
|
||
|
|
else if(*lda<std::max(1,*n)) info = 5;
|
||
|
|
else if(*incx==0) info = 7;
|
||
|
|
else if(*incy==0) info = 10;
|
||
|
|
if(info)
|
||
|
|
return xerbla_(SCALAR_SUFFIX_UP"SYMV ",&info,6);
|
||
|
|
|
||
|
|
if(*n==0)
|
||
|
|
return 0;
|
||
|
|
|
||
|
|
Scalar* actual_x = get_compact_vector(x,*n,*incx);
|
||
|
|
Scalar* actual_y = get_compact_vector(y,*n,*incy);
|
||
|
|
|
||
|
|
if(beta!=Scalar(1))
|
||
|
|
{
|
||
|
|
if(beta==Scalar(0)) vector(actual_y, *n).setZero();
|
||
|
|
else vector(actual_y, *n) *= beta;
|
||
|
|
}
|
||
|
|
|
||
|
|
// TODO performs a direct call to the underlying implementation function
|
||
|
|
if(UPLO(*uplo)==UP) vector(actual_y,*n).noalias() += matrix(a,*n,*n,*lda).selfadjointView<Upper>() * (alpha * vector(actual_x,*n));
|
||
|
|
else if(UPLO(*uplo)==LO) vector(actual_y,*n).noalias() += matrix(a,*n,*n,*lda).selfadjointView<Lower>() * (alpha * vector(actual_x,*n));
|
||
|
|
|
||
|
|
if(actual_x!=x) delete[] actual_x;
|
||
|
|
if(actual_y!=y) delete[] copy_back(actual_y,y,*n,*incy);
|
||
|
|
|
||
|
|
return 1;
|
||
|
|
}
|
||
|
|
|
||
|
|
// C := alpha*x*x' + C
|
||
|
|
int EIGEN_BLAS_FUNC(syr)(char *uplo, int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *pc, int *ldc)
|
||
|
|
{
|
||
|
|
|
||
|
|
// typedef void (*functype)(int, const Scalar *, int, Scalar *, int, Scalar);
|
||
|
|
// static functype func[2];
|
||
|
|
|
||
|
|
// static bool init = false;
|
||
|
|
// if(!init)
|
||
|
|
// {
|
||
|
|
// for(int k=0; k<2; ++k)
|
||
|
|
// func[k] = 0;
|
||
|
|
//
|
||
|
|
// func[UP] = (internal::selfadjoint_product<Scalar,ColMajor,ColMajor,false,UpperTriangular>::run);
|
||
|
|
// func[LO] = (internal::selfadjoint_product<Scalar,ColMajor,ColMajor,false,LowerTriangular>::run);
|
||
|
|
|
||
|
|
// init = true;
|
||
|
|
// }
|
||
|
|
|
||
|
|
Scalar* x = reinterpret_cast<Scalar*>(px);
|
||
|
|
Scalar* c = reinterpret_cast<Scalar*>(pc);
|
||
|
|
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
|
||
|
|
|
||
|
|
int info = 0;
|
||
|
|
if(UPLO(*uplo)==INVALID) info = 1;
|
||
|
|
else if(*n<0) info = 2;
|
||
|
|
else if(*incx==0) info = 5;
|
||
|
|
else if(*ldc<std::max(1,*n)) info = 7;
|
||
|
|
if(info)
|
||
|
|
return xerbla_(SCALAR_SUFFIX_UP"SYR ",&info,6);
|
||
|
|
|
||
|
|
if(*n==0 || alpha==Scalar(0)) return 1;
|
||
|
|
|
||
|
|
// if the increment is not 1, let's copy it to a temporary vector to enable vectorization
|
||
|
|
Scalar* x_cpy = get_compact_vector(x,*n,*incx);
|
||
|
|
|
||
|
|
Matrix<Scalar,Dynamic,Dynamic> m2(matrix(c,*n,*n,*ldc));
|
||
|
|
|
||
|
|
// TODO check why this is not accurate enough for lapack tests
|
||
|
|
// if(UPLO(*uplo)==LO) matrix(c,*n,*n,*ldc).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), alpha);
|
||
|
|
// else if(UPLO(*uplo)==UP) matrix(c,*n,*n,*ldc).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), alpha);
|
||
|
|
|
||
|
|
if(UPLO(*uplo)==LO)
|
||
|
|
for(int j=0;j<*n;++j)
|
||
|
|
matrix(c,*n,*n,*ldc).col(j).tail(*n-j) += alpha * x_cpy[j] * vector(x_cpy+j,*n-j);
|
||
|
|
else
|
||
|
|
for(int j=0;j<*n;++j)
|
||
|
|
matrix(c,*n,*n,*ldc).col(j).head(j+1) += alpha * x_cpy[j] * vector(x_cpy,j+1);
|
||
|
|
|
||
|
|
if(x_cpy!=x) delete[] x_cpy;
|
||
|
|
|
||
|
|
return 1;
|
||
|
|
}
|
||
|
|
|
||
|
|
// C := alpha*x*y' + alpha*y*x' + C
|
||
|
|
int EIGEN_BLAS_FUNC(syr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar *pc, int *ldc)
|
||
|
|
{
|
||
|
|
// typedef void (*functype)(int, const Scalar *, int, const Scalar *, int, Scalar *, int, Scalar);
|
||
|
|
// static functype func[2];
|
||
|
|
//
|
||
|
|
// static bool init = false;
|
||
|
|
// if(!init)
|
||
|
|
// {
|
||
|
|
// for(int k=0; k<2; ++k)
|
||
|
|
// func[k] = 0;
|
||
|
|
//
|
||
|
|
// func[UP] = (internal::selfadjoint_product<Scalar,ColMajor,ColMajor,false,UpperTriangular>::run);
|
||
|
|
// func[LO] = (internal::selfadjoint_product<Scalar,ColMajor,ColMajor,false,LowerTriangular>::run);
|
||
|
|
//
|
||
|
|
// init = true;
|
||
|
|
// }
|
||
|
|
|
||
|
|
Scalar* x = reinterpret_cast<Scalar*>(px);
|
||
|
|
Scalar* y = reinterpret_cast<Scalar*>(py);
|
||
|
|
Scalar* c = reinterpret_cast<Scalar*>(pc);
|
||
|
|
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
|
||
|
|
|
||
|
|
int info = 0;
|
||
|
|
if(UPLO(*uplo)==INVALID) info = 1;
|
||
|
|
else if(*n<0) info = 2;
|
||
|
|
else if(*incx==0) info = 5;
|
||
|
|
else if(*incy==0) info = 7;
|
||
|
|
else if(*ldc<std::max(1,*n)) info = 9;
|
||
|
|
if(info)
|
||
|
|
return xerbla_(SCALAR_SUFFIX_UP"SYR2 ",&info,6);
|
||
|
|
|
||
|
|
if(alpha==Scalar(0))
|
||
|
|
return 1;
|
||
|
|
|
||
|
|
Scalar* x_cpy = get_compact_vector(x,*n,*incx);
|
||
|
|
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
|
||
|
|
|
||
|
|
// TODO perform direct calls to underlying implementation
|
||
|
|
if(UPLO(*uplo)==LO) matrix(c,*n,*n,*ldc).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), vector(y_cpy,*n), alpha);
|
||
|
|
else if(UPLO(*uplo)==UP) matrix(c,*n,*n,*ldc).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), vector(y_cpy,*n), alpha);
|
||
|
|
|
||
|
|
if(x_cpy!=x) delete[] x_cpy;
|
||
|
|
if(y_cpy!=y) delete[] y_cpy;
|
||
|
|
|
||
|
|
// int code = UPLO(*uplo);
|
||
|
|
// if(code>=2 || func[code]==0)
|
||
|
|
// return 0;
|
||
|
|
|
||
|
|
// func[code](*n, a, *inca, b, *incb, c, *ldc, alpha);
|
||
|
|
return 1;
|
||
|
|
}
|
||
|
|
|
||
|
|
/** DSBMV performs the matrix-vector operation
|
||
|
|
*
|
||
|
|
* y := alpha*A*x + beta*y,
|
||
|
|
*
|
||
|
|
* where alpha and beta are scalars, x and y are n element vectors and
|
||
|
|
* A is an n by n symmetric band matrix, with k super-diagonals.
|
||
|
|
*/
|
||
|
|
// int EIGEN_BLAS_FUNC(sbmv)( char *uplo, int *n, int *k, RealScalar *alpha, RealScalar *a, int *lda,
|
||
|
|
// RealScalar *x, int *incx, RealScalar *beta, RealScalar *y, int *incy)
|
||
|
|
// {
|
||
|
|
// return 1;
|
||
|
|
// }
|
||
|
|
|
||
|
|
|
||
|
|
/** DSPMV performs the matrix-vector operation
|
||
|
|
*
|
||
|
|
* y := alpha*A*x + beta*y,
|
||
|
|
*
|
||
|
|
* where alpha and beta are scalars, x and y are n element vectors and
|
||
|
|
* A is an n by n symmetric matrix, supplied in packed form.
|
||
|
|
*
|
||
|
|
*/
|
||
|
|
// int EIGEN_BLAS_FUNC(spmv)(char *uplo, int *n, RealScalar *alpha, RealScalar *ap, RealScalar *x, int *incx, RealScalar *beta, RealScalar *y, int *incy)
|
||
|
|
// {
|
||
|
|
// return 1;
|
||
|
|
// }
|
||
|
|
|
||
|
|
/** DSPR performs the symmetric rank 1 operation
|
||
|
|
*
|
||
|
|
* A := alpha*x*x' + A,
|
||
|
|
*
|
||
|
|
* where alpha is a real scalar, x is an n element vector and A is an
|
||
|
|
* n by n symmetric matrix, supplied in packed form.
|
||
|
|
*/
|
||
|
|
// int EIGEN_BLAS_FUNC(spr)(char *uplo, int *n, Scalar *alpha, Scalar *x, int *incx, Scalar *ap)
|
||
|
|
// {
|
||
|
|
// return 1;
|
||
|
|
// }
|
||
|
|
|
||
|
|
/** DSPR2 performs the symmetric rank 2 operation
|
||
|
|
*
|
||
|
|
* A := alpha*x*y' + alpha*y*x' + A,
|
||
|
|
*
|
||
|
|
* where alpha is a scalar, x and y are n element vectors and A is an
|
||
|
|
* n by n symmetric matrix, supplied in packed form.
|
||
|
|
*/
|
||
|
|
// int EIGEN_BLAS_FUNC(spr2)(char *uplo, int *n, RealScalar *alpha, RealScalar *x, int *incx, RealScalar *y, int *incy, RealScalar *ap)
|
||
|
|
// {
|
||
|
|
// return 1;
|
||
|
|
// }
|
||
|
|
|