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Extend rank-1 updates for different storage orders.

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This commit is contained in:
Chen-Pang He 2012-09-09 02:55:10 +08:00
parent 1b8f416408
commit 669db3d776
5 changed files with 39 additions and 14 deletions
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21
blas/GeneralRank1Update.h
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@ -13,15 +13,28 @@
namespace internal {
/* Optimized matrix += alpha * uv' */
template<typename Scalar, typename Index, bool ConjRhs>
struct general_rank1_update
template<typename Scalar, typename Index, int StorageOrder, bool ConjLhs, bool ConjRhs>
struct general_rank1_update;
template<typename Scalar, typename Index, bool ConjLhs, bool ConjRhs>
struct general_rank1_update<Scalar,Index,ColMajor,ConjLhs,ConjRhs>
{
static void run(Index rows, Index cols, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
internal::conj_if<ConjRhs> cj;
typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
typedef typename internal::conditional<ConjLhs,typename OtherMap::ConjugateReturnType,const OtherMap&>::type ConjRhsType;
for (Index i=0; i<cols; ++i)
Map<PlainVector>(mat+stride*i,rows) += alpha * cj(v[i]) * Map<const PlainVector>(u,rows);
Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i,rows) += alpha * cj(v[i]) * ConjRhsType(OtherMap(u,rows));
}
};
template<typename Scalar, typename Index, bool ConjLhs, bool ConjRhs>
struct general_rank1_update<Scalar,Index,RowMajor,ConjLhs,ConjRhs>
{
static void run(Index rows, Index cols, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha)
{
general_rank1_update<Scalar,Index,ColMajor,ConjRhs,ConjRhs>::run(rows,cols,mat,stride,u,v,alpha);
}
};

20
blas/SelfadjointPackedProduct.h → blas/PackedSelfadjointProduct.h
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@ -21,18 +21,23 @@ namespace internal {
******* xHPR FAILED ON CALL NUMBER:
2: xHPR ('U', 1, 0.0, X, 1, AP)
*/
template<typename Scalar, typename Index, int UpLo>
struct selfadjoint_packed_rank1_update
template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjLhs, bool ConjRhs>
struct selfadjoint_packed_rank1_update;
template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
struct selfadjoint_packed_rank1_update<Scalar,Index,ColMajor,UpLo,ConjLhs,ConjRhs>
{
static void run(Index size, Scalar* mat, const Scalar* vec, Scalar alpha)
{
internal::conj_if<ConjRhs> cj;
typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
typedef typename internal::conditional<ConjLhs,typename OtherMap::ConjugateReturnType,const OtherMap&>::type ConjRhsType;
Index offset = 0;
for (Index i=0; i<size; ++i)
{
Map<Matrix<Scalar,Dynamic,1> >(mat+offset, UpLo==Lower ? size-i : (i+1))
+= alpha * conj(vec[i]) * OtherMap(vec+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1));
+= alpha * cj(vec[i]) * ConjRhsType(OtherMap(vec+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1)));
//FIXME This should be handled outside.
mat[offset+(UpLo==Lower ? 0 : i)] = real(mat[offset+(UpLo==Lower ? 0 : i)]);
offset += UpLo==Lower ? size-i : (i+1);
@ -40,7 +45,14 @@ struct selfadjoint_packed_rank1_update
}
};
//TODO struct selfadjoint_packed_product_selector
template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
struct selfadjoint_packed_rank1_update<Scalar,Index,RowMajor,UpLo,ConjLhs,ConjRhs>
{
static void run(Index size, Scalar* mat, const Scalar* vec, Scalar alpha)
{
selfadjoint_packed_rank1_update<Scalar,Index,ColMajor,UpLo==Lower?Upper:Lower,ConjRhs,ConjLhs>::run(size,mat,vec,alpha);
}
};
} // end namespace internal

2
blas/common.h
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@ -75,8 +75,8 @@ inline bool check_uplo(const char* uplo)
namespace Eigen {
#include "BandTriangularSolver.h"
#include "GeneralRank1Update.h"
#include "PackedSelfadjointProduct.h"
#include "Rank2Update.h"
#include "SelfadjointPackedProduct.h"
}
using namespace Eigen;

4
blas/level2_cplx_impl.h
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@ -309,7 +309,7 @@ int EIGEN_BLAS_FUNC(geru)(int *m, int *n, RealScalar *palpha, RealScalar *px, in
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
internal::general_rank1_update<Scalar,int,false>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
internal::general_rank1_update<Scalar,int,ColMajor,false,false>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
@ -346,7 +346,7 @@ int EIGEN_BLAS_FUNC(gerc)(int *m, int *n, RealScalar *palpha, RealScalar *px, in
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
internal::general_rank1_update<Scalar,int,Conj>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
internal::general_rank1_update<Scalar,int,ColMajor,false,Conj>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;

6
blas/level2_real_impl.h
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@ -242,8 +242,8 @@ int EIGEN_BLAS_FUNC(spr)(char *uplo, int *n, Scalar *palpha, Scalar *px, int *in
for(int k=0; k<2; ++k)
func[k] = 0;
func[UP] = (internal::selfadjoint_packed_rank1_update<Scalar,int,Upper>::run);
func[LO] = (internal::selfadjoint_packed_rank1_update<Scalar,int,Lower>::run);
func[UP] = (internal::selfadjoint_packed_rank1_update<Scalar,int,ColMajor,Upper,false,Conj>::run);
func[LO] = (internal::selfadjoint_packed_rank1_update<Scalar,int,ColMajor,Lower,false,Conj>::run);
init = true;
}
@ -359,7 +359,7 @@ int EIGEN_BLAS_FUNC(ger)(int *m, int *n, Scalar *palpha, Scalar *px, int *incx,
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
internal::general_rank1_update<Scalar,int,false>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
internal::general_rank1_update<Scalar,int,ColMajor,false,false>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;