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fix level3 blas: it now passes all computational tests

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This commit is contained in:
Gael Guennebaud 2010-07-17 11:59:09 +02:00
parent 2d78023815
commit dd27e10360
1 changed files with 139 additions and 13 deletions
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152
blas/level3_impl.h
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@ -243,6 +243,30 @@ int EIGEN_BLAS_FUNC(symm)(char *side, char *uplo, int *m, int *n, RealScalar *pa
else matrix(c, *m, *n, *ldc) *= beta;
}
if(*m==0 || *n==0)
{
return 1;
}
#if ISCOMPLEX
// FIXME add support for symmetric complex matrix
int size = (SIDE(*side)==LEFT) ? (*m) : (*n);
Matrix<Scalar,Dynamic,Dynamic,ColMajor> matA(size,size);
if(UPLO(*uplo)==UP)
{
matA.triangularView<Upper>() = matrix(a,size,size,*lda);
matA.triangularView<Lower>() = matrix(a,size,size,*lda).transpose();
}
else if(UPLO(*uplo)==LO)
{
matA.triangularView<Lower>() = matrix(a,size,size,*lda);
matA.triangularView<Upper>() = matrix(a,size,size,*lda).transpose();
}
if(SIDE(*side)==LEFT)
matrix(c, *m, *n, *ldc) += alpha * matA * matrix(b, *m, *n, *ldb);
else if(SIDE(*side)==RIGHT)
matrix(c, *m, *n, *ldc) += alpha * matrix(b, *m, *n, *ldb) * matA;
#else
if(SIDE(*side)==LEFT)
if(UPLO(*uplo)==UP) ei_product_selfadjoint_matrix<Scalar, DenseIndex, RowMajor,true,false, ColMajor,false,false, ColMajor>::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
else if(UPLO(*uplo)==LO) ei_product_selfadjoint_matrix<Scalar, DenseIndex, ColMajor,true,false, ColMajor,false,false, ColMajor>::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
@ -253,6 +277,7 @@ int EIGEN_BLAS_FUNC(symm)(char *side, char *uplo, int *m, int *n, RealScalar *pa
else return 0;
else
return 0;
#endif
return 0;
}
@ -301,7 +326,25 @@ int EIGEN_BLAS_FUNC(syrk)(char *uplo, char *op, int *n, int *k, RealScalar *palp
else matrix(c, *n, *n, *ldc).triangularView<Lower>() *= beta;
}
#if ISCOMPLEX
// FIXME add support for symmetric complex matrix
if(UPLO(*uplo)==UP)
{
if(OP(*op)==NOTR)
matrix(c, *n, *n, *ldc).triangularView<Upper>() += alpha * matrix(a,*n,*k,*lda) * matrix(a,*n,*k,*lda).transpose();
else
matrix(c, *n, *n, *ldc).triangularView<Upper>() += alpha * matrix(a,*k,*n,*lda).transpose() * matrix(a,*k,*n,*lda);
}
else
{
if(OP(*op)==NOTR)
matrix(c, *n, *n, *ldc).triangularView<Lower>() += alpha * matrix(a,*n,*k,*lda) * matrix(a,*n,*k,*lda).transpose();
else
matrix(c, *n, *n, *ldc).triangularView<Lower>() += alpha * matrix(a,*k,*n,*lda).transpose() * matrix(a,*k,*n,*lda);
}
#else
func[code](*n, *k, a, *lda, c, *ldc, alpha);
#endif
return 0;
}
@ -316,8 +359,44 @@ int EIGEN_BLAS_FUNC(syr2k)(char *uplo, char *op, int *n, int *k, RealScalar *pal
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
// TODO
std::cerr << "Eigen BLAS: _syr2k is not implemented yet\n";
if(*n<=0 || *k<0)
{
return 0;
}
if(beta!=Scalar(1))
{
if(UPLO(*uplo)==UP) matrix(c, *n, *n, *ldc).triangularView<Upper>() *= beta;
else matrix(c, *n, *n, *ldc).triangularView<Lower>() *= beta;
}
if(*k==0)
return 1;
if(OP(*op)==NOTR)
{
if(UPLO(*uplo)==UP)
{
matrix(c, *n, *n, *ldc).triangularView<Upper>()
+= alpha *matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).transpose()
+ alpha*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).transpose();
}
else if(UPLO(*uplo)==LO)
matrix(c, *n, *n, *ldc).triangularView<Lower>()
+= alpha*matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).transpose()
+ alpha*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).transpose();
}
else if(OP(*op)==TR || OP(*op)==ADJ)
{
if(UPLO(*uplo)==UP)
matrix(c, *n, *n, *ldc).triangularView<Upper>()
+= alpha*matrix(a, *k, *n, *lda).transpose()*matrix(b, *k, *n, *ldb)
+ alpha*matrix(b, *k, *n, *ldb).transpose()*matrix(a, *k, *n, *lda);
else if(UPLO(*uplo)==LO)
matrix(c, *n, *n, *ldc).triangularView<Lower>()
+= alpha*matrix(a, *k, *n, *lda).transpose()*matrix(b, *k, *n, *ldb)
+ alpha*matrix(b, *k, *n, *ldb).transpose()*matrix(a, *k, *n, *lda);
}
return 0;
}
@ -342,19 +421,30 @@ int EIGEN_BLAS_FUNC(hemm)(char *side, char *uplo, int *m, int *n, RealScalar *pa
return 0;
}
if(beta!=Scalar(1))
if(beta==Scalar(0))
matrix(c, *m, *n, *ldc).setZero();
else if(beta!=Scalar(1))
matrix(c, *m, *n, *ldc) *= beta;
if(*m==0 || *n==0)
{
return 1;
}
if(SIDE(*side)==LEFT)
{
if(UPLO(*uplo)==UP) ei_product_selfadjoint_matrix<Scalar,DenseIndex,RowMajor,true,Conj, ColMajor,false,false, ColMajor>::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
else if(UPLO(*uplo)==LO) ei_product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,true,false, ColMajor,false,false, ColMajor>::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
if(UPLO(*uplo)==UP) ei_product_selfadjoint_matrix<Scalar,DenseIndex,RowMajor,true,Conj, ColMajor,false,false, ColMajor>
::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
else if(UPLO(*uplo)==LO) ei_product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,true,false, ColMajor,false,false, ColMajor>
::run(*m, *n, a, *lda, b, *ldb, c, *ldc, alpha);
else return 0;
}
else if(SIDE(*side)==RIGHT)
{
if(UPLO(*uplo)==UP) ei_product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,false,false, RowMajor,true,Conj, ColMajor>::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);
else if(UPLO(*uplo)==LO) ei_product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,false,false, ColMajor,true,false, ColMajor>::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);
if(UPLO(*uplo)==UP) matrix(c,*m,*n,*ldc) += alpha * matrix(b,*m,*n,*ldb) * matrix(a,*n,*n,*lda).selfadjointView<Upper>();/*ei_product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,false,false, RowMajor,true,Conj, ColMajor>
::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);*/
else if(UPLO(*uplo)==LO) ei_product_selfadjoint_matrix<Scalar,DenseIndex,ColMajor,false,false, ColMajor,true,false, ColMajor>
::run(*m, *n, b, *ldb, a, *lda, c, *ldc, alpha);
else return 0;
}
else
@ -421,24 +511,60 @@ int EIGEN_BLAS_FUNC(herk)(char *uplo, char *op, int *n, int *k, RealScalar *palp
}
// c = alpha*a*conj(b') + conj(alpha)*b*conj(a') + beta*c, for op = 'N'or'n'
// c = alpha*conj(b')*a + conj(alpha)*conj(a')*b + beta*c, for op = 'C'or'c'
// c = alpha*conj(a')*b + conj(alpha)*conj(b')*a + beta*c, for op = 'C'or'c'
int EIGEN_BLAS_FUNC(her2k)(char *uplo, char *op, int *n, int *k, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *pb, int *ldb, RealScalar *pbeta, RealScalar *pc, int *ldc)
{
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* b = reinterpret_cast<Scalar*>(pb);
Scalar* c = reinterpret_cast<Scalar*>(pc);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
RealScalar beta = *pbeta;
if(*n<0 || *k<0)
if(*n<=0 || *k<0)
{
return 0;
}
// TODO
std::cerr << "Eigen BLAS: _her2k is not implemented yet\n";
if(beta!=RealScalar(1))
{
if(UPLO(*uplo)==UP) matrix(c, *n, *n, *ldc).triangularView<StrictlyUpper>() *= beta;
else matrix(c, *n, *n, *ldc).triangularView<StrictlyLower>() *= beta;
return 0;
matrix(c, *n, *n, *ldc).diagonal().real() *= beta;
matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
}
else if(*k>0 && alpha!=Scalar(0))
matrix(c, *n, *n, *ldc).diagonal().imag().setZero();
if(*k==0)
return 1;
if(OP(*op)==NOTR)
{
if(UPLO(*uplo)==UP)
{
matrix(c, *n, *n, *ldc).triangularView<Upper>()
+= alpha *matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).adjoint()
+ ei_conj(alpha)*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).adjoint();
}
else if(UPLO(*uplo)==LO)
matrix(c, *n, *n, *ldc).triangularView<Lower>()
+= alpha*matrix(a, *n, *k, *lda)*matrix(b, *n, *k, *ldb).adjoint()
+ ei_conj(alpha)*matrix(b, *n, *k, *ldb)*matrix(a, *n, *k, *lda).adjoint();
}
else if(OP(*op)==ADJ)
{
if(UPLO(*uplo)==UP)
matrix(c, *n, *n, *ldc).triangularView<Upper>()
+= alpha*matrix(a, *k, *n, *lda).adjoint()*matrix(b, *k, *n, *ldb)
+ ei_conj(alpha)*matrix(b, *k, *n, *ldb).adjoint()*matrix(a, *k, *n, *lda);
else if(UPLO(*uplo)==LO)
matrix(c, *n, *n, *ldc).triangularView<Lower>()
+= alpha*matrix(a, *k, *n, *lda).adjoint()*matrix(b, *k, *n, *ldb)
+ ei_conj(alpha)*matrix(b, *k, *n, *ldb).adjoint()*matrix(a, *k, *n, *lda);
}
return 1;
}
#endif // ISCOMPLEX