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Diffstat (limited to 'eigen/blas/PackedTriangularSolverVector.h')
-rw-r--r-- | eigen/blas/PackedTriangularSolverVector.h | 88 |
1 files changed, 88 insertions, 0 deletions
diff --git a/eigen/blas/PackedTriangularSolverVector.h b/eigen/blas/PackedTriangularSolverVector.h new file mode 100644 index 0000000..5c0bb4b --- /dev/null +++ b/eigen/blas/PackedTriangularSolverVector.h @@ -0,0 +1,88 @@ +// 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_PACKED_TRIANGULAR_SOLVER_VECTOR_H +#define EIGEN_PACKED_TRIANGULAR_SOLVER_VECTOR_H + +namespace internal { + +template<typename LhsScalar, typename RhsScalar, typename Index, int Side, int Mode, bool Conjugate, int StorageOrder> +struct packed_triangular_solve_vector; + +// forward and backward substitution, row-major, rhs is a vector +template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate> +struct packed_triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, RowMajor> +{ + enum { + IsLower = (Mode&Lower)==Lower + }; + static void run(Index size, const LhsScalar* lhs, RhsScalar* rhs) + { + internal::conj_if<Conjugate> cj; + typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap; + typedef typename conj_expr_if<Conjugate,LhsMap>::type ConjLhsType; + + lhs += IsLower ? 0 : (size*(size+1)>>1)-1; + for(Index pi=0; pi<size; ++pi) + { + Index i = IsLower ? pi : size-pi-1; + Index s = IsLower ? 0 : 1; + if (pi>0) + rhs[i] -= (ConjLhsType(LhsMap(lhs+s,pi)) + .cwiseProduct(Map<const Matrix<RhsScalar,Dynamic,1> >(rhs+(IsLower ? 0 : i+1),pi))).sum(); + if (!(Mode & UnitDiag)) + rhs[i] /= cj(lhs[IsLower ? i : 0]); + IsLower ? lhs += pi+1 : lhs -= pi+2; + } + } +}; + +// forward and backward substitution, column-major, rhs is a vector +template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate> +struct packed_triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, ColMajor> +{ + enum { + IsLower = (Mode&Lower)==Lower + }; + static void run(Index size, const LhsScalar* lhs, RhsScalar* rhs) + { + internal::conj_if<Conjugate> cj; + typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap; + typedef typename conj_expr_if<Conjugate,LhsMap>::type ConjLhsType; + + lhs += IsLower ? 0 : size*(size-1)>>1; + for(Index pi=0; pi<size; ++pi) + { + Index i = IsLower ? pi : size-pi-1; + Index r = size - pi - 1; + if (!(Mode & UnitDiag)) + rhs[i] /= cj(lhs[IsLower ? 0 : i]); + if (r>0) + Map<Matrix<RhsScalar,Dynamic,1> >(rhs+(IsLower? i+1 : 0),r) -= + rhs[i] * ConjLhsType(LhsMap(lhs+(IsLower? 1 : 0),r)); + IsLower ? lhs += size-pi : lhs -= r; + } + } +}; + +template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate, int StorageOrder> +struct packed_triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheRight, Mode, Conjugate, StorageOrder> +{ + static void run(Index size, const LhsScalar* lhs, RhsScalar* rhs) + { + packed_triangular_solve_vector<LhsScalar,RhsScalar,Index,OnTheLeft, + ((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag), + Conjugate,StorageOrder==RowMajor?ColMajor:RowMajor + >::run(size, lhs, rhs); + } +}; + +} // end namespace internal + +#endif // EIGEN_PACKED_TRIANGULAR_SOLVER_VECTOR_H |