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add code for band triangular problems:

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- currently available from the BLAS interface only
 - and for vectors only
This commit is contained in:
Gael Guennebaud 2011-12-01 18:06:28 +01:00
parent 9fdb6a2ead
commit 3a4c78b588
4 changed files with 236 additions and 12 deletions
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112
blas/BandTriangularSolver.h Normal file
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@ -0,0 +1,112 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, 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.
//
// Eigen 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 Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#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

9
blas/CMakeLists.txt
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@ -18,10 +18,11 @@ if(EIGEN_Fortran_COMPILER_WORKS)
set(EigenBlas_SRCS ${EigenBlas_SRCS}
complexdots.f
srotm.f srotmg.f drotm.f drotmg.f
lsame.f chpr2.f ctbsv.f dspmv.f dtbmv.f dtpsv.f ssbmv.f sspr.f stpmv.f
zhpr2.f ztbsv.f chbmv.f chpr.f ctpmv.f dspr2.f dtbsv.f sspmv.f stbmv.f stpsv.f
zhbmv.f zhpr.f ztpmv.f chpmv.f ctbmv.f ctpsv.f dsbmv.f dspr.f dtpmv.f sspr2.f
stbsv.f zhpmv.f ztbmv.f ztpsv.f
lsame.f chpr2.f dspmv.f dtpsv.f ssbmv.f sspr.f stpmv.f
zhpr2.f chbmv.f chpr.f ctpmv.f dspr2.f sspmv.f stpsv.f
zhbmv.f zhpr.f ztpmv.f chpmv.f ctpsv.f dsbmv.f dspr.f dtpmv.f sspr2.f
zhpmv.f ztpsv.f
dtbmv.f stbmv.f ctbmv.f ztbmv.f
)
else()

6
blas/common.h
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@ -93,6 +93,12 @@ inline bool check_uplo(const char* uplo)
#include <Eigen/Core>
#include <Eigen/Jacobi>
namespace Eigen {
#include "BandTriangularSolver.h"
}
using namespace Eigen;
typedef SCALAR Scalar;

121
blas/level2_impl.h
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@ -271,6 +271,7 @@ int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealSca
return 0;
}
#if 0
/** TBMV performs one of the matrix-vector operations
*
* x := A*x, or x := A'*x,
@ -278,10 +279,56 @@ int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealSca
* where x is an n element vector and A is an n by n unit, or non-unit,
* upper or lower triangular band matrix, with ( k + 1 ) diagonals.
*/
// int EIGEN_BLAS_FUNC(tbmv)(char *uplo, char *trans, char *diag, int *n, int *k, RealScalar *a, int *lda, RealScalar *x, int *incx)
// {
// return 1;
// }
int EIGEN_BLAS_FUNC(tbmv)(char *uplo, char *opa, char *diag, int *n, int *k, RealScalar *pa, int *lda, RealScalar *px, int *incx)
{
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* x = reinterpret_cast<Scalar*>(px);
int coeff_rows = *k + 1;
int info = 0;
if(UPLO(*uplo)==INVALID) info = 1;
else if(OP(*opa)==INVALID) info = 2;
else if(DIAG(*diag)==INVALID) info = 3;
else if(*n<0) info = 4;
else if(*k<0) info = 5;
else if(*lda<coeff_rows) info = 7;
else if(*incx==0) info = 9;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"TBMV ",&info,6);
if(*n==0)
return 0;
int actual_n = *n;
Scalar* actual_x = get_compact_vector(x,actual_n,*incx);
MatrixType mat_coeffs(a,coeff_rows,*n,*lda);
int ku = UPLO(*uplo)==UPPER ? *k : 0;
int kl = UPLO(*uplo)==LOWER ? *k : 0;
for(int j=0; j<*n; ++j)
{
int start = std::max(0,j - ku);
int end = std::min((*m)-1,j + kl);
int len = end - start + 1;
int offset = (ku) - j + start;
if(OP(*trans)==NOTR)
vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
else if(OP(*trans)==TR)
actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * vector(actual_x+start,len) ).value();
else
actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint() * vector(actual_x+start,len) ).value();
}
if(actual_x!=x) delete[] actual_x;
if(actual_y!=y) delete[] copy_back(actual_y,y,actual_m,*incy);
return 0;
}
#endif
/** DTBSV solves one of the systems of equations
*
@ -294,10 +341,68 @@ int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealSca
* No test for singularity or near-singularity is included in this
* routine. Such tests must be performed before calling this routine.
*/
// int EIGEN_BLAS_FUNC(tbsv)(char *uplo, char *trans, char *diag, int *n, int *k, RealScalar *a, int *lda, RealScalar *x, int *incx)
// {
// return 1;
// }
int EIGEN_BLAS_FUNC(tbsv)(char *uplo, char *op, char *diag, int *n, int *k, RealScalar *pa, int *lda, RealScalar *px, int *incx)
{
typedef void (*functype)(int, int, const Scalar *, int, Scalar *);
static functype func[16];
static bool init = false;
if(!init)
{
for(int k=0; k<16; ++k)
func[k] = 0;
func[NOTR | (UP << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|0, Scalar,false,Scalar,ColMajor>::run);
func[TR | (UP << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|0, Scalar,false,Scalar,RowMajor>::run);
func[ADJ | (UP << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|0, Scalar,Conj, Scalar,RowMajor>::run);
func[NOTR | (LO << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|0, Scalar,false,Scalar,ColMajor>::run);
func[TR | (LO << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|0, Scalar,false,Scalar,RowMajor>::run);
func[ADJ | (LO << 2) | (NUNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|0, Scalar,Conj, Scalar,RowMajor>::run);
func[NOTR | (UP << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|UnitDiag,Scalar,false,Scalar,ColMajor>::run);
func[TR | (UP << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|UnitDiag,Scalar,false,Scalar,RowMajor>::run);
func[ADJ | (UP << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|UnitDiag,Scalar,Conj, Scalar,RowMajor>::run);
func[NOTR | (LO << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Lower|UnitDiag,Scalar,false,Scalar,ColMajor>::run);
func[TR | (LO << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|UnitDiag,Scalar,false,Scalar,RowMajor>::run);
func[ADJ | (LO << 2) | (UNIT << 3)] = (internal::band_solve_triangular_selector<int,Upper|UnitDiag,Scalar,Conj, Scalar,RowMajor>::run);
init = true;
}
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* x = reinterpret_cast<Scalar*>(px);
int coeff_rows = *k+1;
int info = 0;
if(UPLO(*uplo)==INVALID) info = 1;
else if(OP(*op)==INVALID) info = 2;
else if(DIAG(*diag)==INVALID) info = 3;
else if(*n<0) info = 4;
else if(*k<0) info = 5;
else if(*lda<coeff_rows) info = 7;
else if(*incx==0) info = 9;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"TBSV ",&info,6);
if(*n==0 || (*k==0 && DIAG(*diag)==UNIT))
return 0;
int actual_n = *n;
Scalar* actual_x = get_compact_vector(x,actual_n,*incx);
int code = OP(*op) | (UPLO(*uplo) << 2) | (DIAG(*diag) << 3);
if(code>=16 || func[code]==0)
return 0;
func[code](*n, *k, a, *lda, actual_x);
if(actual_x!=x) delete[] copy_back(actual_x,x,actual_n,*incx);
return 0;
}
/** DTPMV performs one of the matrix-vector operations
*