update

1 files changed, 53 insertions, 0 deletions

diff --git a/eigen/blas/PackedSelfadjointProduct.h b/eigen/blas/PackedSelfadjointProduct.h
new file mode 100644
index 0000000..07327a2
--- /dev/null
+++ b/eigen/blas/PackedSelfadjointProduct.h
@@ -0,0 +1,53 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SELFADJOINT_PACKED_PRODUCT_H
+#define EIGEN_SELFADJOINT_PACKED_PRODUCT_H
+
+namespace internal {
+
+/* Optimized matrix += alpha * uv'
+ * The matrix is in packed form.
+ */
+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>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  static void run(Index size, Scalar* mat, const Scalar* vec, RealScalar alpha)
+  {
+    typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
+    typedef typename conj_expr_if<ConjLhs,OtherMap>::type ConjRhsType;
+    conj_if<ConjRhs> cj;
+
+    for (Index i=0; i<size; ++i)
+    {
+      Map<Matrix<Scalar,Dynamic,1> >(mat, 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[UpLo==Lower ? 0 : i] = numext::real(mat[UpLo==Lower ? 0 : i]);
+      mat += UpLo==Lower ? size-i : (i+1);
+    }
+  }
+};
+
+template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
+struct selfadjoint_packed_rank1_update<Scalar,Index,RowMajor,UpLo,ConjLhs,ConjRhs>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  static void run(Index size, Scalar* mat, const Scalar* vec, RealScalar alpha)
+  {
+    selfadjoint_packed_rank1_update<Scalar,Index,ColMajor,UpLo==Lower?Upper:Lower,ConjRhs,ConjLhs>::run(size,mat,vec,alpha);
+  }
+};
+
+} // end namespace internal
+
+#endif // EIGEN_SELFADJOINT_PACKED_PRODUCT_H