eigen/blas/level2_impl.h
2010-11-05 14:14:50 +01:00

512 lines
19 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"
#define MAKE_ACTUAL_VECTOR(X,INCX,N,COND) \
Scalar* actual_##X = X; \
if(COND) { \
actual_##X = new Scalar[N]; \
if((INCX)<0) vector(actual_##X,(N)) = vector(X,(N),-(INCX)).reverse(); \
else vector(actual_##X,(N)) = vector(X,(N), (INCX)); \
}
#define RELEASE_ACTUAL_VECTOR(X,INCX,N,COND) \
if(COND) { \
if((INCX)<0) vector(X,(N),-(INCX)).reverse() = vector(actual_##X,(N)); \
else vector(X,(N), (INCX)) = vector(actual_##X,(N)); \
delete[] actual_##X; \
}
int EIGEN_BLAS_FUNC(gemv)(char *opa, int *m, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *incb, RealScalar *pbeta, RealScalar *pc, int *incc)
{
typedef void (*functype)(int, int, const Scalar *, int, const Scalar *, int , Scalar *, int, Scalar);
static functype func[4];
static bool init = false;
if(!init)
{
for(int k=0; k<4; ++k)
func[k] = 0;
func[NOTR] = (internal::general_matrix_vector_product<int,Scalar,ColMajor,false,Scalar,false>::run);
func[TR ] = (internal::general_matrix_vector_product<int,Scalar,RowMajor,false,Scalar,false>::run);
func[ADJ ] = (internal::general_matrix_vector_product<int,Scalar,RowMajor,Conj, Scalar,false>::run);
init = true;
}
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* b = reinterpret_cast<Scalar*>(pb);
Scalar* c = reinterpret_cast<Scalar*>(pc);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
// check arguments
int info = 0;
if(OP(*opa)==INVALID) info = 1;
else if(*m<0) info = 2;
else if(*n<0) info = 3;
else if(*lda<std::max(1,*m)) info = 6;
else if(*incb==0) info = 8;
else if(*incc==0) info = 11;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"GEMV ",&info,6);
if(*m==0 || *n==0)
return 0;
int actual_m = *m;
int actual_n = *n;
if(OP(*opa)!=NOTR)
std::swap(actual_m,actual_n);
MAKE_ACTUAL_VECTOR(b,*incb,actual_n,*incb!=1)
MAKE_ACTUAL_VECTOR(c,*incc,actual_m,*incc!=1)
if(beta!=Scalar(1))
vector(actual_c, actual_m, 1) *= beta;
int code = OP(*opa);
func[code](actual_m, actual_n, a, *lda, actual_b, 1, actual_c, 1, alpha);
RELEASE_ACTUAL_VECTOR(b,*incb,actual_n,*incb!=1)
RELEASE_ACTUAL_VECTOR(c,*incc,actual_m,*incc!=1)
return 1;
}
int EIGEN_BLAS_FUNC(trsv)(char *uplo, char *opa, char *diag, int *n, RealScalar *pa, int *lda, RealScalar *pb, int *incb)
{
typedef void (*functype)(int, const Scalar *, int, Scalar *);
static functype func[16];
static bool init = false;
if(!init)
{
for(int k=0; k<16; ++k)
func[k] = 0;
func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|0, false,ColMajor>::run);
func[TR | (UP << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|0, false,RowMajor>::run);
func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|0, Conj, RowMajor>::run);
func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|0, false,ColMajor>::run);
func[TR | (LO << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|0, false,RowMajor>::run);
func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|0, Conj, RowMajor>::run);
func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|UnitDiag,false,ColMajor>::run);
func[TR | (UP << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|UnitDiag,false,RowMajor>::run);
func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|UnitDiag,Conj, RowMajor>::run);
func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Lower|UnitDiag,false,ColMajor>::run);
func[TR | (LO << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|UnitDiag,false,RowMajor>::run);
func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::triangular_solve_vector<Scalar,Scalar,int,OnTheLeft, Upper|UnitDiag,Conj, RowMajor>::run);
init = true;
}
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* b = reinterpret_cast<Scalar*>(pb);
int info = 0;
if(UPLO(*uplo)==INVALID) info = 1;
else if(OP(*opa)==INVALID) info = 2;
else if(DIAG(*diag)==INVALID) info = 3;
else if(*n<0) info = 4;
else if(*lda<std::max(1,*n)) info = 6;
else if(*incb==0) info = 8;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"TRSV ",&info,6);
MAKE_ACTUAL_VECTOR(b,*incb,*n,*incb!=1)
int code = OP(*opa) | (UPLO(*uplo) << 2) | (DIAG(*diag) << 3);
func[code](*n, a, *lda, actual_b);
RELEASE_ACTUAL_VECTOR(b,*incb,*n,*incb!=1)
return 0;
}
int EIGEN_BLAS_FUNC(trmv)(char *uplo, char *opa, char *diag, int *n, RealScalar *pa, int *lda, RealScalar *pb, int *incb)
{
return 0;
// TODO
typedef void (*functype)(int, const Scalar *, int, const Scalar *, int, Scalar *, int);
functype func[16];
static bool init = false;
if(!init)
{
for(int k=0; k<16; ++k)
func[k] = 0;
// func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,UpperTriangular|0, true, ColMajor,false,ColMajor,false,ColMajor>::run);
// func[TR | (UP << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,UpperTriangular|0, true, RowMajor,false,ColMajor,false,ColMajor>::run);
// func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,UpperTriangular|0, true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
//
// func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,LowerTriangular|0, true, ColMajor,false,ColMajor,false,ColMajor>::run);
// func[TR | (LO << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,LowerTriangular|0, true, RowMajor,false,ColMajor,false,ColMajor>::run);
// func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,LowerTriangular|0, true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
//
// func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,UpperTriangular|UnitDiagBit,true, ColMajor,false,ColMajor,false,ColMajor>::run);
// func[TR | (UP << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,UpperTriangular|UnitDiagBit,true, RowMajor,false,ColMajor,false,ColMajor>::run);
// func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,UpperTriangular|UnitDiagBit,true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
//
// func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,LowerTriangular|UnitDiagBit,true, ColMajor,false,ColMajor,false,ColMajor>::run);
// func[TR | (LO << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,LowerTriangular|UnitDiagBit,true, RowMajor,false,ColMajor,false,ColMajor>::run);
// func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::product_triangular_matrix_vector<Scalar,LowerTriangular|UnitDiagBit,true, RowMajor,Conj, ColMajor,false,ColMajor>::run);
init = true;
}
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* b = reinterpret_cast<Scalar*>(pb);
int code = OP(*opa) | (UPLO(*uplo) << 2) | (DIAG(*diag) << 3);
if(code>=16 || func[code]==0)
return 0;
func[code](*n, a, *lda, b, *incb, b, *incb);
return 0;
}
// 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)
{
return 0;
// TODO
}
int EIGEN_BLAS_FUNC(syr)(char *uplo, int *n, RealScalar *palpha, RealScalar *pa, int *inca, RealScalar *pc, int *ldc)
{
return 0;
// TODO
typedef void (*functype)(int, const Scalar *, int, Scalar *, int, Scalar);
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* a = reinterpret_cast<Scalar*>(pa);
Scalar* c = reinterpret_cast<Scalar*>(pc);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
int code = UPLO(*uplo);
if(code>=2 || func[code]==0)
return 0;
func[code](*n, a, *inca, c, *ldc, alpha);
return 1;
}
int EIGEN_BLAS_FUNC(syr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *pa, int *inca, RealScalar *pb, int *incb, RealScalar *pc, int *ldc)
{
return 0;
// TODO
typedef void (*functype)(int, const Scalar *, int, const Scalar *, int, Scalar *, int, Scalar);
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* a = reinterpret_cast<Scalar*>(pa);
Scalar* b = reinterpret_cast<Scalar*>(pb);
Scalar* c = reinterpret_cast<Scalar*>(pc);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
int code = UPLO(*uplo);
if(code>=2 || func[code]==0)
return 0;
func[code](*n, a, *inca, b, *incb, c, *ldc, alpha);
return 1;
}
/** DGBMV performs one of the matrix-vector operations
*
* y := alpha*A*x + beta*y, or y := alpha*A'*x + beta*y,
*
* where alpha and beta are scalars, x and y are vectors and A is an
* m by n band matrix, with kl sub-diagonals and ku super-diagonals.
*/
int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealScalar *alpha, RealScalar *a, int *lda,
RealScalar *x, int *incx, RealScalar *beta, RealScalar *y, int *incy)
{
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;
}
/** DTBMV performs one of the matrix-vector operations
*
* x := A*x, or x := A'*x,
*
* where x is an n element vector and A is an n by n unit, or non-unit,
* upper or lower triangular band matrix, with ( k + 1 ) diagonals.
*/
int EIGEN_BLAS_FUNC(tbmv)(char *uplo, char *trans, char *diag, int *n, int *k, RealScalar *a, int *lda, RealScalar *x, int *incx)
{
return 1;
}
/** DTBSV solves one of the systems of equations
*
* A*x = b, or A'*x = b,
*
* where b and x are n element vectors and A is an n by n unit, or
* non-unit, upper or lower triangular band matrix, with ( k + 1 )
* diagonals.
*
* No test for singularity or near-singularity is included in this
* routine. Such tests must be performed before calling this routine.
*/
int EIGEN_BLAS_FUNC(tbsv)(char *uplo, char *trans, char *diag, int *n, int *k, RealScalar *a, int *lda, RealScalar *x, int *incx)
{
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;
}
/** DTPMV performs one of the matrix-vector operations
*
* x := A*x, or x := A'*x,
*
* where x is an n element vector and A is an n by n unit, or non-unit,
* upper or lower triangular matrix, supplied in packed form.
*/
int EIGEN_BLAS_FUNC(tpmv)(char *uplo, char *trans, char *diag, int *n, RealScalar *ap, RealScalar *x, int *incx)
{
return 1;
}
/** DTPSV solves one of the systems of equations
*
* A*x = b, or A'*x = b,
*
* where b and x are n element vectors and A is an n by n unit, or
* non-unit, upper or lower triangular matrix, supplied in packed form.
*
* No test for singularity or near-singularity is included in this
* routine. Such tests must be performed before calling this routine.
*/
int EIGEN_BLAS_FUNC(tpsv)(char *uplo, char *trans, char *diag, int *n, RealScalar *ap, RealScalar *x, int *incx)
{
return 1;
}
/** DGER performs the rank 1 operation
*
* A := alpha*x*y' + A,
*
* where alpha is a scalar, x is an m element vector, y is an n element
* vector and A is an m by n matrix.
*/
int EIGEN_BLAS_FUNC(ger)(int *m, int *n, Scalar *alpha, Scalar *x, int *incx, Scalar *y, int *incy, Scalar *a, int *lda)
{
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;
}
#if ISCOMPLEX
/** ZHEMV 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 hermitian matrix.
*/
int EIGEN_BLAS_FUNC(hemv)(char *uplo, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *x, int *incx, RealScalar *pbeta, RealScalar *y, int *incy)
{
return 1;
}
/** ZHBMV 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 hermitian band matrix, with k super-diagonals.
*/
int EIGEN_BLAS_FUNC(hbmv)(char *uplo, int *n, int *k, RealScalar *alpha, RealScalar *a, int *lda,
RealScalar *x, int *incx, RealScalar *beta, RealScalar *y, int *incy)
{
return 1;
}
/** ZHPMV 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 hermitian matrix, supplied in packed form.
*/
int EIGEN_BLAS_FUNC(hpmv)(char *uplo, int *n, RealScalar *alpha, RealScalar *ap, RealScalar *x, int *incx, RealScalar *beta, RealScalar *y, int *incy)
{
return 1;
}
/** ZHPR performs the hermitian rank 1 operation
*
* A := alpha*x*conjg( x' ) + A,
*
* where alpha is a real scalar, x is an n element vector and A is an
* n by n hermitian matrix, supplied in packed form.
*/
int EIGEN_BLAS_FUNC(hpr)(char *uplo, int *n, RealScalar *alpha, RealScalar *x, int *incx, RealScalar *ap)
{
return 1;
}
/** ZHPR2 performs the hermitian rank 2 operation
*
* A := alpha*x*conjg( y' ) + conjg( alpha )*y*conjg( x' ) + A,
*
* where alpha is a scalar, x and y are n element vectors and A is an
* n by n hermitian matrix, supplied in packed form.
*/
int EIGEN_BLAS_FUNC(hpr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *x, int *incx, RealScalar *y, int *incy, RealScalar *ap)
{
return 1;
}
/** ZHER performs the hermitian rank 1 operation
*
* A := alpha*x*conjg( x' ) + A,
*
* 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)
{
return 1;
}
/** ZHER2 performs the hermitian rank 2 operation
*
* A := alpha*x*conjg( y' ) + conjg( alpha )*y*conjg( x' ) + A,
*
* 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)
{
return 1;
}
/** ZGERU performs the rank 1 operation
*
* A := alpha*x*y' + A,
*
* where alpha is a scalar, x is an m element vector, y is an n element
* vector and A is an m by n matrix.
*/
int EIGEN_BLAS_FUNC(geru)(int *m, int *n, RealScalar *alpha, RealScalar *x, int *incx, RealScalar *y, int *incy, RealScalar *a, int *lda)
{
return 1;
}
/** ZGERC performs the rank 1 operation
*
* A := alpha*x*conjg( y' ) + A,
*
* where alpha is a scalar, x is an m element vector, y is an n element
* vector and A is an m by n matrix.
*/
int EIGEN_BLAS_FUNC(gerc)(int *m, int *n, RealScalar *alpha, RealScalar *x, int *incx, RealScalar *y, int *incy, RealScalar *a, int *lda)
{
return 1;
}
#endif // ISCOMPLEX