1 files changed, 57 insertions, 0 deletions
diff --git a/eigen/blas/Rank2Update.h b/eigen/blas/Rank2Update.h
new file mode 100644
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+++ b/eigen/blas/Rank2Update.h
@@ -0,0 +1,57 @@
+// 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_RANK2UPDATE_H
+#define EIGEN_RANK2UPDATE_H
+
+namespace internal {
+
+/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
+ * This is the low-level version of SelfadjointRank2Update.h
+ */
+template<typename Scalar, typename Index, int UpLo>
+struct rank2_update_selector
+{
+  static void run(Index size, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha)
+  {
+    typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
+    for (Index i=0; i<size; ++i)
+    {
+      Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1)) +=
+      numext::conj(alpha) * numext::conj(u[i]) * OtherMap(v+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1))
+                + alpha * numext::conj(v[i]) * OtherMap(u+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1));
+    }
+  }
+};
+
+/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
+ * The matrix is in packed form.
+ */
+template<typename Scalar, typename Index, int UpLo>
+struct packed_rank2_update_selector
+{
+  static void run(Index size, Scalar* mat, const Scalar* u, const Scalar* v, Scalar alpha)
+  {
+    typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
+    Index offset = 0;
+    for (Index i=0; i<size; ++i)
+    {
+      Map<Matrix<Scalar,Dynamic,1> >(mat+offset, UpLo==Lower ? size-i : (i+1)) +=
+      numext::conj(alpha) * numext::conj(u[i]) * OtherMap(v+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1))
+                + alpha * numext::conj(v[i]) * OtherMap(u+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1));
+      //FIXME This should be handled outside.
+      mat[offset+(UpLo==Lower ? 0 : i)] = numext::real(mat[offset+(UpLo==Lower ? 0 : i)]);
+      offset += UpLo==Lower ? size-i : (i+1);
+    }
+  }
+};
+
+} // end namespace internal
+
+#endif // EIGEN_RANK2UPDATE_H