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Diffstat (limited to 'eigen/bench/btl/libs/eigen3/eigen3_interface.hh')
| -rw-r--r-- | eigen/bench/btl/libs/eigen3/eigen3_interface.hh | 240 |
1 files changed, 240 insertions, 0 deletions
diff --git a/eigen/bench/btl/libs/eigen3/eigen3_interface.hh b/eigen/bench/btl/libs/eigen3/eigen3_interface.hh new file mode 100644 index 0000000..31bcc1f --- /dev/null +++ b/eigen/bench/btl/libs/eigen3/eigen3_interface.hh @@ -0,0 +1,240 @@ +//===================================================== +// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> +//===================================================== +// +// This program is free software; 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. +// +// This program 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 General Public License for more details. +// You should have received a copy of the GNU General Public License +// along with this program; if not, write to the Free Software +// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. +// +#ifndef EIGEN3_INTERFACE_HH +#define EIGEN3_INTERFACE_HH + +#include <Eigen/Eigen> +#include <vector> +#include "btl.hh" + +using namespace Eigen; + +template<class real, int SIZE=Dynamic> +class eigen3_interface +{ + +public : + + enum {IsFixedSize = (SIZE!=Dynamic)}; + + typedef real real_type; + + typedef std::vector<real> stl_vector; + typedef std::vector<stl_vector> stl_matrix; + + typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix; + typedef Eigen::Matrix<real,SIZE,1> gene_vector; + + static inline std::string name( void ) + { + return EIGEN_MAKESTRING(BTL_PREFIX); + } + + static void free_matrix(gene_matrix & A, int N) {} + + static void free_vector(gene_vector & B) {} + + static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){ + A.resize(A_stl[0].size(), A_stl.size()); + + for (int j=0; j<A_stl.size() ; j++){ + for (int i=0; i<A_stl[j].size() ; i++){ + A.coeffRef(i,j) = A_stl[j][i]; + } + } + } + + static BTL_DONT_INLINE void vector_from_stl(gene_vector & B, stl_vector & B_stl){ + B.resize(B_stl.size(),1); + + for (int i=0; i<B_stl.size() ; i++){ + B.coeffRef(i) = B_stl[i]; + } + } + + static BTL_DONT_INLINE void vector_to_stl(gene_vector & B, stl_vector & B_stl){ + for (int i=0; i<B_stl.size() ; i++){ + B_stl[i] = B.coeff(i); + } + } + + static BTL_DONT_INLINE void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){ + int N=A_stl.size(); + + for (int j=0;j<N;j++){ + A_stl[j].resize(N); + for (int i=0;i<N;i++){ + A_stl[j][i] = A.coeff(i,j); + } + } + } + + static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){ + X.noalias() = A*B; + } + + static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){ + X.noalias() = A.transpose()*B.transpose(); + } + +// static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){ +// X.noalias() = A.transpose()*A; +// } + + static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){ + X.template triangularView<Lower>().setZero(); + X.template selfadjointView<Lower>().rankUpdate(A); + } + + static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){ + X.noalias() = A*B; + } + + static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){ + X.noalias() = (A.template selfadjointView<Lower>() * B); +// internal::product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1); + } + + template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src) + { + typedef typename Dest::Scalar Scalar; + typedef typename internal::packet_traits<Scalar>::type Packet; + const int PacketSize = sizeof(Packet)/sizeof(Scalar); + int size = dst.cols(); + for(int j=0; j<size; j+=1) + { +// const int alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask); + Scalar* A0 = dst.data() + j*dst.stride(); + int starti = j; + int alignedEnd = starti; + int alignedStart = (starti) + internal::first_aligned(&A0[starti], size-starti); + alignedEnd = alignedStart + ((size-alignedStart)/(2*PacketSize))*(PacketSize*2); + + // do the non-vectorizable part of the assignment + for (int index = starti; index<alignedStart ; ++index) + { + if(Dest::Flags&RowMajorBit) + dst.copyCoeff(j, index, src); + else + dst.copyCoeff(index, j, src); + } + + // do the vectorizable part of the assignment + for (int index = alignedStart; index<alignedEnd; index+=PacketSize) + { + if(Dest::Flags&RowMajorBit) + dst.template copyPacket<Src, Aligned, Unaligned>(j, index, src); + else + dst.template copyPacket<Src, Aligned, Unaligned>(index, j, src); + } + + // do the non-vectorizable part of the assignment + for (int index = alignedEnd; index<size; ++index) + { + if(Dest::Flags&RowMajorBit) + dst.copyCoeff(j, index, src); + else + dst.copyCoeff(index, j, src); + } + //dst.col(j).tail(N-j) = src.col(j).tail(N-j); + } + } + + static EIGEN_DONT_INLINE void syr2(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){ + // internal::product_selfadjoint_rank2_update<real,0,LowerTriangularBit>(N,A.data(),N, X.data(), 1, Y.data(), 1, -1); + for(int j=0; j<N; ++j) + A.col(j).tail(N-j) += X[j] * Y.tail(N-j) + Y[j] * X.tail(N-j); + } + + static EIGEN_DONT_INLINE void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){ + for(int j=0; j<N; ++j) + A.col(j) += X * Y[j]; + } + + static EIGEN_DONT_INLINE void rot(gene_vector & A, gene_vector & B, real c, real s, int N){ + internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s)); + } + + static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){ + X.noalias() = (A.transpose()*B); + } + + static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){ + Y += coef * X; + } + + static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){ + Y = a*X + b*Y; + } + + static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){ + cible = source; + } + + static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int N){ + cible = source; + } + + static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int N){ + X = L.template triangularView<Lower>().solve(B); + } + + static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){ + X = L.template triangularView<Upper>().solve(B); + } + + static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){ + X.noalias() = L.template triangularView<Lower>() * B; + } + + static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){ + C = X; + internal::llt_inplace<real,Lower>::blocked(C); + //C = X.llt().matrixL(); +// C = X; +// Cholesky<gene_matrix>::computeInPlace(C); +// Cholesky<gene_matrix>::computeInPlaceBlock(C); + } + + static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){ + C = X.fullPivLu().matrixLU(); + } + + static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){ + Matrix<DenseIndex,1,Dynamic> piv(N); + DenseIndex nb; + C = X; + internal::partial_lu_inplace(C,piv,nb); +// C = X.partialPivLu().matrixLU(); + } + + static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){ + typename Tridiagonalization<gene_matrix>::CoeffVectorType aux(N-1); + C = X; + internal::tridiagonalization_inplace(C, aux); + } + + static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){ + C = HessenbergDecomposition<gene_matrix>(X).packedMatrix(); + } + + + +}; + +#endif |