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implement HER and HER2 blas routines

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This commit is contained in:
Gael Guennebaud 2010-11-19 16:51:52 +01:00
parent 5ce199b1dd
commit 68f8519327
2 changed files with 74 additions and 29 deletions
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12
blas/common.h
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@ -128,6 +128,18 @@ Map<Matrix<T,Dynamic,1> > vector(T* data, int size)
return Map<Matrix<T,Dynamic,1> >(data, size);
}
template<typename T>
T* get_compact_vector(T* x, int n, int incx)
{
if(incx==1)
return x;
T* ret = new Scalar[n];
if(incx<0) vector(ret,n) = vector(x,n,-incx).reverse();
else vector(ret,n) = vector(x,n, incx);
return ret;
}
#define EIGEN_BLAS_FUNC(X) EIGEN_CAT(SCALAR_SUFFIX,X##_)
#endif // EIGEN_BLAS_COMMON_H

91
blas/level2_impl.h
View File

@ -239,20 +239,13 @@ int EIGEN_BLAS_FUNC(syr)(char *uplo, int *n, RealScalar *palpha, RealScalar *px,
return 1;
// if the increment is not 1, let's copy it to a temporary vector to enable vectorization
Scalar* x_cpy = x;
if(*incx!=1)
{
x_cpy = new Scalar[*n];
if(*incx<0) vector(x_cpy,*n) = vector(x,*n,-*incx).reverse();
else vector(x_cpy,*n) = vector(x,*n,*incx);
}
Scalar* x_cpy = get_compact_vector(x,*n,*incx);
// TODO perform direct calls to underlying implementation
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(*incx!=1)
delete[] x_cpy;
if(x_cpy!=x) delete[] x_cpy;
// func[code](*n, a, *inca, c, *ldc, alpha);
return 1;
@ -294,29 +287,15 @@ int EIGEN_BLAS_FUNC(syr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px
if(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 = x;
if(*incx!=1)
{
x_cpy = new Scalar[*n];
if(*incx<0) vector(x_cpy,*n) = vector(x,*n,-*incx).reverse();
else vector(x_cpy,*n) = vector(x,*n, *incx);
}
Scalar* y_cpy = y;
if(*incy!=1)
{
y_cpy = new Scalar[*n];
if(*incy<0) vector(y_cpy,*n) = vector(y,*n,-*incy).reverse();
else vector(y_cpy,*n) = vector(y,*n, *incy);
}
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(*incx!=1) delete[] x_cpy;
if(*incy!=1) delete[] y_cpy;
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
// int code = UPLO(*uplo);
// if(code>=2 || func[code]==0)
@ -523,8 +502,33 @@ int EIGEN_BLAS_FUNC(hpr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *x,
* where alpha is a real scalar, x is an n element vector and A is an
* n by n hermitian matrix.
*/
int EIGEN_BLAS_FUNC(her)(char *uplo, int *n, RealScalar *alpha, RealScalar *x, int *incx, RealScalar *a, int *lda)
int EIGEN_BLAS_FUNC(her)(char *uplo, int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *pa, int *lda)
{
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* a = reinterpret_cast<Scalar*>(pa);
RealScalar alpha = *reinterpret_cast<RealScalar*>(palpha);
int info = 0;
if(UPLO(*uplo)==INVALID) info = 1;
else if(*n<0) info = 2;
else if(*incx==0) info = 5;
else if(*lda<std::max(1,*n)) info = 7;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"HER ",&info,6);
if(alpha==RealScalar(0))
return 1;
Scalar* x_cpy = get_compact_vector(x, *n, *incx);
// TODO perform direct calls to underlying implementation
if(UPLO(*uplo)==LO) matrix(a,*n,*n,*lda).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), alpha);
else if(UPLO(*uplo)==UP) matrix(a,*n,*n,*lda).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), alpha);
matrix(a,*n,*n,*lda).diagonal().imag().setZero();
if(x_cpy!=x) delete[] x_cpy;
return 1;
}
@ -535,8 +539,37 @@ int EIGEN_BLAS_FUNC(her)(char *uplo, int *n, RealScalar *alpha, RealScalar *x, i
* where alpha is a scalar, x and y are n element vectors and A is an n
* by n hermitian matrix.
*/
int EIGEN_BLAS_FUNC(her2)(char *uplo, int *n, RealScalar *alpha, RealScalar *x, int *incx, RealScalar *y, int *incy, RealScalar *a, int *lda)
int EIGEN_BLAS_FUNC(her2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar *pa, int *lda)
{
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
Scalar* a = reinterpret_cast<Scalar*>(pa);
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(*lda<std::max(1,*n)) info = 9;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"HER2 ",&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(a,*n,*n,*lda).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n),vector(y_cpy,*n),alpha);
else if(UPLO(*uplo)==UP) matrix(a,*n,*n,*lda).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n),vector(y_cpy,*n),alpha);
matrix(a,*n,*n,*lda).diagonal().imag().setZero();
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
return 1;
}