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Diffstat (limited to 'eigen/blas/BandTriangularSolver.h')
-rw-r--r-- | eigen/blas/BandTriangularSolver.h | 97 |
1 files changed, 97 insertions, 0 deletions
diff --git a/eigen/blas/BandTriangularSolver.h b/eigen/blas/BandTriangularSolver.h new file mode 100644 index 0000000..ce2d74d --- /dev/null +++ b/eigen/blas/BandTriangularSolver.h @@ -0,0 +1,97 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr> +// +// 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_BAND_TRIANGULARSOLVER_H +#define EIGEN_BAND_TRIANGULARSOLVER_H + +namespace internal { + + /* \internal + * Solve Ax=b with A a band triangular matrix + * TODO: extend it to matrices for x abd b */ +template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, int StorageOrder> +struct band_solve_triangular_selector; + + +template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar> +struct band_solve_triangular_selector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,RowMajor> +{ + typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,RowMajor>, 0, OuterStride<> > LhsMap; + typedef Map<Matrix<RhsScalar,Dynamic,1> > RhsMap; + enum { IsLower = (Mode&Lower) ? 1 : 0 }; + static void run(Index size, Index k, const LhsScalar* _lhs, Index lhsStride, RhsScalar* _other) + { + const LhsMap lhs(_lhs,size,k+1,OuterStride<>(lhsStride)); + RhsMap other(_other,size,1); + typename internal::conditional< + ConjLhs, + const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>, + const LhsMap&> + ::type cjLhs(lhs); + + for(int col=0 ; col<other.cols() ; ++col) + { + for(int ii=0; ii<size; ++ii) + { + int i = IsLower ? ii : size-ii-1; + int actual_k = (std::min)(k,ii); + int actual_start = IsLower ? k-actual_k : 1; + + if(actual_k>0) + other.coeffRef(i,col) -= cjLhs.row(i).segment(actual_start,actual_k).transpose() + .cwiseProduct(other.col(col).segment(IsLower ? i-actual_k : i+1,actual_k)).sum(); + + if((Mode&UnitDiag)==0) + other.coeffRef(i,col) /= cjLhs(i,IsLower ? k : 0); + } + } + } + +}; + +template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar> +struct band_solve_triangular_selector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ColMajor> +{ + typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> > LhsMap; + typedef Map<Matrix<RhsScalar,Dynamic,1> > RhsMap; + enum { IsLower = (Mode&Lower) ? 1 : 0 }; + static void run(Index size, Index k, const LhsScalar* _lhs, Index lhsStride, RhsScalar* _other) + { + const LhsMap lhs(_lhs,k+1,size,OuterStride<>(lhsStride)); + RhsMap other(_other,size,1); + typename internal::conditional< + ConjLhs, + const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>, + const LhsMap&> + ::type cjLhs(lhs); + + for(int col=0 ; col<other.cols() ; ++col) + { + for(int ii=0; ii<size; ++ii) + { + int i = IsLower ? ii : size-ii-1; + int actual_k = (std::min)(k,size-ii-1); + int actual_start = IsLower ? 1 : k-actual_k; + + if((Mode&UnitDiag)==0) + other.coeffRef(i,col) /= cjLhs(IsLower ? 0 : k, i); + + if(actual_k>0) + other.col(col).segment(IsLower ? i+1 : i-actual_k, actual_k) + -= other.coeff(i,col) * cjLhs.col(i).segment(actual_start,actual_k); + + } + } + } +}; + + +} // end namespace internal + +#endif // EIGEN_BAND_TRIANGULARSOLVER_H |