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Implement functors for rank-1 and rank-2 update.

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This commit is contained in:
Chen-Pang He 2012-09-08 01:39:16 +08:00
parent 145f89cd5f
commit b0b9b4d6b2
7 changed files with 212 additions and 71 deletions
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30
blas/GeneralRank1Update.h Normal file
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@ -0,0 +1,30 @@
// 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_GENERAL_RANK1UPDATE_H
#define EIGEN_GENERAL_RANK1UPDATE_H
namespace internal {
/* Optimized matrix += alpha * uv' */
template<typename Scalar, typename Index, bool ConjRhs>
struct general_rank1_update
{
static void run(Index rows, Index cols, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
internal::conj_if<ConjRhs> cj;
for (Index i=0; i<cols; ++i)
Map<PlainVector>(mat+stride*i,rows) += alpha * cj(v[i]) * Map<const PlainVector>(u,rows);
}
};
} // end namespace internal
#endif // EIGEN_GENERAL_RANK1UPDATE_H

57
blas/Rank2Update.h Normal file
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@ -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;
template<typename Scalar, typename Index>
struct rank2_update_selector<Scalar,Index,Upper>
{
static void run(Index size, Scalar* mat, Index stride, const Scalar* _u, const Scalar* _v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
Map<const PlainVector> u(_u, size), v(_v, size);
for (Index i=0; i<size; ++i)
{
Map<PlainVector>(mat+stride*i, i+1) +=
conj(alpha) * conj(_u[i]) * v.head(i+1)
+ alpha * conj(_v[i]) * u.head(i+1);
}
}
};
template<typename Scalar, typename Index>
struct rank2_update_selector<Scalar,Index,Lower>
{
static void run(Index size, Scalar* mat, Index stride, const Scalar* _u, const Scalar* _v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
Map<const PlainVector> u(_u, size), v(_v, size);
for (Index i=0; i<size; ++i)
{
Map<PlainVector>(mat+(stride+1)*i, size-i) +=
conj(alpha) * conj(_u[i]) * v.tail(size-i)
+ alpha * conj(_v[i]) * u.tail(size-i);
}
}
};
} // end namespace internal
#endif // EIGEN_RANK2UPDATE_H

2
blas/common.h
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@ -74,6 +74,8 @@ inline bool check_uplo(const char* uplo)
namespace Eigen {
#include "BandTriangularSolver.h"
#include "GeneralRank1Update.h"
#include "Rank2Update.h"
}
using namespace Eigen;

57
blas/level2_cplx_impl.h
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@ -117,6 +117,21 @@ int EIGEN_BLAS_FUNC(hemv)(char *uplo, int *n, RealScalar *palpha, RealScalar *pa
*/
int EIGEN_BLAS_FUNC(her)(char *uplo, int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *pa, int *lda)
{
typedef void (*functype)(int, Scalar*, int, const Scalar*, Scalar);
static functype func[2];
static bool init = false;
if(!init)
{
for(int k=0; k<2; ++k)
func[k] = 0;
func[UP] = (selfadjoint_rank1_update<Scalar,int,ColMajor,Upper,false,Conj>::run);
func[LO] = (selfadjoint_rank1_update<Scalar,int,ColMajor,Lower,false,Conj>::run);
init = true;
}
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* a = reinterpret_cast<Scalar*>(pa);
RealScalar alpha = *reinterpret_cast<RealScalar*>(palpha);
@ -134,16 +149,11 @@ int EIGEN_BLAS_FUNC(her)(char *uplo, int *n, RealScalar *palpha, RealScalar *px,
Scalar* x_cpy = get_compact_vector(x, *n, *incx);
// TODO perform direct calls to underlying implementation
// if(UPLO(*uplo)==LO) matrix(a,*n,*n,*lda).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), alpha);
// else if(UPLO(*uplo)==UP) matrix(a,*n,*n,*lda).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), alpha);
int code = UPLO(*uplo);
if(code>=2 || func[code]==0)
return 0;
if(UPLO(*uplo)==LO)
for(int j=0;j<*n;++j)
matrix(a,*n,*n,*lda).col(j).tail(*n-j) += alpha * internal::conj(x_cpy[j]) * vector(x_cpy+j,*n-j);
else
for(int j=0;j<*n;++j)
matrix(a,*n,*n,*lda).col(j).head(j+1) += alpha * internal::conj(x_cpy[j]) * vector(x_cpy,j+1);
func[code](*n, a, *lda, x_cpy, alpha);
matrix(a,*n,*n,*lda).diagonal().imag().setZero();
@ -161,6 +171,21 @@ int EIGEN_BLAS_FUNC(her)(char *uplo, int *n, RealScalar *palpha, RealScalar *px,
*/
int EIGEN_BLAS_FUNC(her2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar *pa, int *lda)
{
typedef void (*functype)(int, Scalar*, int, const Scalar*, const Scalar*, Scalar);
static functype func[2];
static bool init = false;
if(!init)
{
for(int k=0; k<2; ++k)
func[k] = 0;
func[UP] = (internal::rank2_update_selector<Scalar,int,Upper>::run);
func[LO] = (internal::rank2_update_selector<Scalar,int,Lower>::run);
init = true;
}
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
Scalar* a = reinterpret_cast<Scalar*>(pa);
@ -181,9 +206,11 @@ int EIGEN_BLAS_FUNC(her2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px
Scalar* x_cpy = get_compact_vector(x, *n, *incx);
Scalar* y_cpy = get_compact_vector(y, *n, *incy);
// TODO perform direct calls to underlying implementation
if(UPLO(*uplo)==LO) matrix(a,*n,*n,*lda).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n),vector(y_cpy,*n),alpha);
else if(UPLO(*uplo)==UP) matrix(a,*n,*n,*lda).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n),vector(y_cpy,*n),alpha);
int code = UPLO(*uplo);
if(code>=2 || func[code]==0)
return 0;
func[code](*n, a, *lda, x_cpy, y_cpy, alpha);
matrix(a,*n,*n,*lda).diagonal().imag().setZero();
@ -222,8 +249,7 @@ int EIGEN_BLAS_FUNC(geru)(int *m, int *n, RealScalar *palpha, RealScalar *px, in
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
// TODO perform direct calls to underlying implementation
matrix(a,*m,*n,*lda) += alpha * vector(x_cpy,*m) * vector(y_cpy,*n).transpose();
internal::general_rank1_update<Scalar,int,false>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
@ -260,8 +286,7 @@ int EIGEN_BLAS_FUNC(gerc)(int *m, int *n, RealScalar *palpha, RealScalar *px, in
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
// TODO perform direct calls to underlying implementation
matrix(a,*m,*n,*lda) += alpha * vector(x_cpy,*m) * vector(y_cpy,*n).adjoint();
internal::general_rank1_update<Scalar,int,Conj>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;

46
blas/level2_impl.h
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@ -49,7 +49,8 @@ int EIGEN_BLAS_FUNC(gemv)(char *opa, int *m, int *n, RealScalar *palpha, RealSca
int actual_m = *m;
int actual_n = *n;
if(OP(*opa)!=NOTR)
int code = OP(*opa);
if(code!=NOTR)
std::swap(actual_m,actual_n);
Scalar* actual_b = get_compact_vector(b,actual_n,*incb);
@ -61,7 +62,9 @@ int EIGEN_BLAS_FUNC(gemv)(char *opa, int *m, int *n, RealScalar *palpha, RealSca
else vector(actual_c, actual_m) *= beta;
}
int code = OP(*opa);
if(code>=4 || func[code]==0)
return 0;
func[code](actual_m, actual_n, a, *lda, actual_b, 1, actual_c, 1, alpha);
if(actual_b!=b) delete[] actual_b;
@ -416,42 +419,3 @@ int EIGEN_BLAS_FUNC(tbsv)(char *uplo, char *op, char *diag, int *n, int *k, Real
// return 1;
// }
/** DGER performs the rank 1 operation
*
* A := alpha*x*y' + A,
*
* where alpha is a scalar, x is an m element vector, y is an n element
* vector and A is an m by n matrix.
*/
int EIGEN_BLAS_FUNC(ger)(int *m, int *n, Scalar *palpha, Scalar *px, int *incx, Scalar *py, int *incy, Scalar *pa, int *lda)
{
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
int info = 0;
if(*m<0) info = 1;
else if(*n<0) info = 2;
else if(*incx==0) info = 5;
else if(*incy==0) info = 7;
else if(*lda<std::max(1,*m)) info = 9;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"GER ",&info,6);
if(alpha==Scalar(0))
return 1;
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
// TODO perform direct calls to underlying implementation
matrix(a,*m,*n,*lda) += alpha * vector(x_cpy,*m) * vector(y_cpy,*n).adjoint();
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
return 1;
}

89
blas/level2_real_impl.h
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@ -68,6 +68,20 @@ int EIGEN_BLAS_FUNC(syr)(char *uplo, int *n, RealScalar *palpha, RealScalar *px,
// init = true;
// }
typedef void (*functype)(int, Scalar*, int, const Scalar*, Scalar);
static functype func[2];
static bool init = false;
if(!init)
{
for(int k=0; k<2; ++k)
func[k] = 0;
func[UP] = (selfadjoint_rank1_update<Scalar,int,ColMajor,Upper,false,Conj>::run);
func[LO] = (selfadjoint_rank1_update<Scalar,int,ColMajor,Lower,false,Conj>::run);
init = true;
}
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* c = reinterpret_cast<Scalar*>(pc);
@ -86,18 +100,11 @@ int EIGEN_BLAS_FUNC(syr)(char *uplo, int *n, RealScalar *palpha, RealScalar *px,
// if the increment is not 1, let's copy it to a temporary vector to enable vectorization
Scalar* x_cpy = get_compact_vector(x,*n,*incx);
Matrix<Scalar,Dynamic,Dynamic> m2(matrix(c,*n,*n,*ldc));
int code = UPLO(*uplo);
if(code>=2 || func[code]==0)
return 0;
// TODO check why this is not accurate enough for lapack tests
// if(UPLO(*uplo)==LO) matrix(c,*n,*n,*ldc).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), alpha);
// else if(UPLO(*uplo)==UP) matrix(c,*n,*n,*ldc).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), alpha);
if(UPLO(*uplo)==LO)
for(int j=0;j<*n;++j)
matrix(c,*n,*n,*ldc).col(j).tail(*n-j) += alpha * x_cpy[j] * vector(x_cpy+j,*n-j);
else
for(int j=0;j<*n;++j)
matrix(c,*n,*n,*ldc).col(j).head(j+1) += alpha * x_cpy[j] * vector(x_cpy,j+1);
func[code](*n, c, *ldc, x_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
@ -121,6 +128,20 @@ int EIGEN_BLAS_FUNC(syr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px
//
// init = true;
// }
typedef void (*functype)(int, Scalar*, int, const Scalar*, const Scalar*, Scalar);
static functype func[2];
static bool init = false;
if(!init)
{
for(int k=0; k<2; ++k)
func[k] = 0;
func[UP] = (internal::rank2_update_selector<Scalar,int,Upper>::run);
func[LO] = (internal::rank2_update_selector<Scalar,int,Lower>::run);
init = true;
}
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
@ -142,9 +163,11 @@ int EIGEN_BLAS_FUNC(syr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px
Scalar* x_cpy = get_compact_vector(x,*n,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
// TODO perform direct calls to underlying implementation
if(UPLO(*uplo)==LO) matrix(c,*n,*n,*ldc).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), vector(y_cpy,*n), alpha);
else if(UPLO(*uplo)==UP) matrix(c,*n,*n,*ldc).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), vector(y_cpy,*n), alpha);
int code = UPLO(*uplo);
if(code>=2 || func[code]==0)
return 0;
func[code](*n, c, *ldc, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
@ -208,3 +231,41 @@ int EIGEN_BLAS_FUNC(syr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px
// return 1;
// }
/** DGER performs the rank 1 operation
*
* A := alpha*x*y' + A,
*
* where alpha is a scalar, x is an m element vector, y is an n element
* vector and A is an m by n matrix.
*/
int EIGEN_BLAS_FUNC(ger)(int *m, int *n, Scalar *palpha, Scalar *px, int *incx, Scalar *py, int *incy, Scalar *pa, int *lda)
{
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
int info = 0;
if(*m<0) info = 1;
else if(*n<0) info = 2;
else if(*incx==0) info = 5;
else if(*incy==0) info = 7;
else if(*lda<std::max(1,*m)) info = 9;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"GER ",&info,6);
if(alpha==Scalar(0))
return 1;
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
internal::general_rank1_update<Scalar,int,false>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
return 1;
}

2
blas/level3_impl.h
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@ -305,6 +305,7 @@ int EIGEN_BLAS_FUNC(symm)(char *side, char *uplo, int *m, int *n, RealScalar *pa
int EIGEN_BLAS_FUNC(syrk)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pbeta, RealScalar *pc, int *ldc)
{
// std::cerr << "in syrk " << *uplo << " " << *op << " " << *n << " " << *k << " " << *palpha << " " << *lda << " " << *pbeta << " " << *ldc << "\n";
#if !ISCOMPLEX
typedef void (*functype)(DenseIndex, DenseIndex, const Scalar *, DenseIndex, const Scalar *, DenseIndex, Scalar *, DenseIndex, Scalar);
static functype func[8];
@ -324,6 +325,7 @@ int EIGEN_BLAS_FUNC(syrk)(char *uplo, char *op, int *n, int *k, RealScalar *palp
init = true;
}
#endif
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* c = reinterpret_cast<Scalar*>(pc);