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85 lines
3.5 KiB
C++
85 lines
3.5 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_BAND_TRIANGULARSOLVER_H
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#define EIGEN_BAND_TRIANGULARSOLVER_H
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namespace Eigen {
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namespace internal {
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/* \internal
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* Solve Ax=b with A a band triangular matrix
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* TODO: extend it to matrices for x abd b */
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template <typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, int StorageOrder>
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struct band_solve_triangular_selector;
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template <typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar>
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struct band_solve_triangular_selector<Index, Mode, LhsScalar, ConjLhs, RhsScalar, RowMajor> {
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typedef Map<const Matrix<LhsScalar, Dynamic, Dynamic, RowMajor>, 0, OuterStride<> > LhsMap;
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typedef Map<Matrix<RhsScalar, Dynamic, 1> > RhsMap;
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enum { IsLower = (Mode & Lower) ? 1 : 0 };
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static void run(Index size, Index k, const LhsScalar* _lhs, Index lhsStride, RhsScalar* _other) {
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const LhsMap lhs(_lhs, size, k + 1, OuterStride<>(lhsStride));
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RhsMap other(_other, size, 1);
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std::conditional_t<ConjLhs, const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>, LhsMap>,
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const LhsMap&>
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cjLhs(lhs);
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for (int col = 0; col < other.cols(); ++col) {
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for (int ii = 0; ii < size; ++ii) {
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int i = IsLower ? ii : size - ii - 1;
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int actual_k = (std::min)(k, ii);
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int actual_start = IsLower ? k - actual_k : 1;
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if (actual_k > 0)
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other.coeffRef(i, col) -= cjLhs.row(i)
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.segment(actual_start, actual_k)
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.transpose()
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.cwiseProduct(other.col(col).segment(IsLower ? i - actual_k : i + 1, actual_k))
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.sum();
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if ((Mode & UnitDiag) == 0) other.coeffRef(i, col) /= cjLhs(i, IsLower ? k : 0);
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}
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}
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}
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};
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template <typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar>
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struct band_solve_triangular_selector<Index, Mode, LhsScalar, ConjLhs, RhsScalar, ColMajor> {
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typedef Map<const Matrix<LhsScalar, Dynamic, Dynamic, ColMajor>, 0, OuterStride<> > LhsMap;
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typedef Map<Matrix<RhsScalar, Dynamic, 1> > RhsMap;
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enum { IsLower = (Mode & Lower) ? 1 : 0 };
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static void run(Index size, Index k, const LhsScalar* _lhs, Index lhsStride, RhsScalar* _other) {
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const LhsMap lhs(_lhs, k + 1, size, OuterStride<>(lhsStride));
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RhsMap other(_other, size, 1);
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std::conditional_t<ConjLhs, const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>, LhsMap>,
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const LhsMap&>
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cjLhs(lhs);
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for (int col = 0; col < other.cols(); ++col) {
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for (int ii = 0; ii < size; ++ii) {
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int i = IsLower ? ii : size - ii - 1;
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int actual_k = (std::min)(k, size - ii - 1);
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int actual_start = IsLower ? 1 : k - actual_k;
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if ((Mode & UnitDiag) == 0) other.coeffRef(i, col) /= cjLhs(IsLower ? 0 : k, i);
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if (actual_k > 0)
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other.col(col).segment(IsLower ? i + 1 : i - actual_k, actual_k) -=
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other.coeff(i, col) * cjLhs.col(i).segment(actual_start, actual_k);
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}
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}
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}
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};
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} // namespace internal
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} // namespace Eigen
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#endif // EIGEN_BAND_TRIANGULARSOLVER_H
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