Benoit Jacob 17ec407ccd * add Regression module, from eigen1, improved, with doc and unit-test.
* fix .normalized() so that Random().normalized() works; since the return
type became complicated to write down i just let it return an actual
vector, perhaps not optimal.
* add Sparse/CMakeLists.txt. I suppose that it was intentional that it
didn't have CMakeLists, but in <=2.0 releases I'll just manually remove
Sparse.
2008-08-11 02:25:40 +00:00

358 lines
12 KiB
C++

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2006-2008 Benoit Jacob <jacob@math.jussieu.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_DOT_H
#define EIGEN_DOT_H
/***************************************************************************
* Part 1 : the logic deciding a strategy for vectorization and unrolling
***************************************************************************/
template<typename Derived1, typename Derived2>
struct ei_dot_traits
{
public:
enum {
Vectorization = (int(Derived1::Flags)&int(Derived2::Flags)&ActualPacketAccessBit)
&& (int(Derived1::Flags)&int(Derived2::Flags)&LinearAccessBit)
? LinearVectorization
: NoVectorization
};
private:
typedef typename Derived1::Scalar Scalar;
enum {
PacketSize = ei_packet_traits<Scalar>::size,
Cost = Derived1::SizeAtCompileTime * (Derived1::CoeffReadCost + Derived2::CoeffReadCost + NumTraits<Scalar>::MulCost)
+ (Derived1::SizeAtCompileTime-1) * NumTraits<Scalar>::AddCost,
UnrollingLimit = EIGEN_UNROLLING_LIMIT * (int(Vectorization) == int(NoVectorization) ? 1 : int(PacketSize))
};
public:
enum {
Unrolling = Cost <= UnrollingLimit
? CompleteUnrolling
: NoUnrolling
};
};
/***************************************************************************
* Part 2 : unrollers
***************************************************************************/
/*** no vectorization ***/
template<typename Derived1, typename Derived2, int Start, int Length>
struct ei_dot_novec_unroller
{
enum {
HalfLength = Length/2
};
typedef typename Derived1::Scalar Scalar;
inline static Scalar run(const Derived1& v1, const Derived2& v2)
{
return ei_dot_novec_unroller<Derived1, Derived2, Start, HalfLength>::run(v1, v2)
+ ei_dot_novec_unroller<Derived1, Derived2, Start+HalfLength, Length-HalfLength>::run(v1, v2);
}
};
template<typename Derived1, typename Derived2, int Start>
struct ei_dot_novec_unroller<Derived1, Derived2, Start, 1>
{
typedef typename Derived1::Scalar Scalar;
inline static Scalar run(const Derived1& v1, const Derived2& v2)
{
return v1.coeff(Start) * ei_conj(v2.coeff(Start));
}
};
/*** vectorization ***/
template<typename Derived1, typename Derived2, int Index, int Stop,
bool LastPacket = (Stop-Index == ei_packet_traits<typename Derived1::Scalar>::size)>
struct ei_dot_vec_unroller
{
typedef typename Derived1::Scalar Scalar;
typedef typename ei_packet_traits<Scalar>::type PacketScalar;
enum {
row1 = Derived1::RowsAtCompileTime == 1 ? 0 : Index,
col1 = Derived1::RowsAtCompileTime == 1 ? Index : 0,
row2 = Derived2::RowsAtCompileTime == 1 ? 0 : Index,
col2 = Derived2::RowsAtCompileTime == 1 ? Index : 0
};
inline static PacketScalar run(const Derived1& v1, const Derived2& v2)
{
return ei_pmadd(
v1.template packet<Aligned>(row1, col1),
v2.template packet<Aligned>(row2, col2),
ei_dot_vec_unroller<Derived1, Derived2, Index+ei_packet_traits<Scalar>::size, Stop>::run(v1, v2)
);
}
};
template<typename Derived1, typename Derived2, int Index, int Stop>
struct ei_dot_vec_unroller<Derived1, Derived2, Index, Stop, true>
{
enum {
row1 = Derived1::RowsAtCompileTime == 1 ? 0 : Index,
col1 = Derived1::RowsAtCompileTime == 1 ? Index : 0,
row2 = Derived2::RowsAtCompileTime == 1 ? 0 : Index,
col2 = Derived2::RowsAtCompileTime == 1 ? Index : 0,
alignment1 = (Derived1::Flags & AlignedBit) ? Aligned : Unaligned,
alignment2 = (Derived2::Flags & AlignedBit) ? Aligned : Unaligned
};
typedef typename Derived1::Scalar Scalar;
typedef typename ei_packet_traits<Scalar>::type PacketScalar;
inline static PacketScalar run(const Derived1& v1, const Derived2& v2)
{
return ei_pmul(v1.template packet<alignment1>(row1, col1), v2.template packet<alignment2>(row2, col2));
}
};
/***************************************************************************
* Part 3 : implementation of all cases
***************************************************************************/
template<typename Derived1, typename Derived2,
int Vectorization = ei_dot_traits<Derived1, Derived2>::Vectorization,
int Unrolling = ei_dot_traits<Derived1, Derived2>::Unrolling
>
struct ei_dot_impl;
template<typename Derived1, typename Derived2>
struct ei_dot_impl<Derived1, Derived2, NoVectorization, NoUnrolling>
{
typedef typename Derived1::Scalar Scalar;
static Scalar run(const Derived1& v1, const Derived2& v2)
{
Scalar res;
res = v1.coeff(0) * ei_conj(v2.coeff(0));
for(int i = 1; i < v1.size(); i++)
res += v1.coeff(i) * ei_conj(v2.coeff(i));
return res;
}
};
template<typename Derived1, typename Derived2>
struct ei_dot_impl<Derived1, Derived2, NoVectorization, CompleteUnrolling>
: public ei_dot_novec_unroller<Derived1, Derived2, 0, Derived1::SizeAtCompileTime>
{};
template<typename Derived1, typename Derived2>
struct ei_dot_impl<Derived1, Derived2, LinearVectorization, NoUnrolling>
{
typedef typename Derived1::Scalar Scalar;
typedef typename ei_packet_traits<Scalar>::type PacketScalar;
static Scalar run(const Derived1& v1, const Derived2& v2)
{
const int size = v1.size();
const int packetSize = ei_packet_traits<Scalar>::size;
const int alignedSize = (size/packetSize)*packetSize;
const int alignment1 = (Derived1::Flags & AlignedBit) ? Aligned : Unaligned;
const int alignment2 = (Derived2::Flags & AlignedBit) ? Aligned : Unaligned;
Scalar res;
// do the vectorizable part of the sum
if(size >= packetSize)
{
PacketScalar packet_res = ei_pmul(
v1.template packet<alignment1>(0),
v2.template packet<alignment2>(0)
);
for(int index = packetSize; index<alignedSize; index += packetSize)
{
packet_res = ei_pmadd(
v1.template packet<alignment1>(index),
v2.template packet<alignment2>(index),
packet_res
);
}
res = ei_predux(packet_res);
// now we must do the rest without vectorization.
if(alignedSize == size) return res;
}
else // too small to vectorize anything.
// since this is dynamic-size hence inefficient anyway for such small sizes, don't try to optimize.
{
res = Scalar(0);
}
// do the remainder of the vector
for(int index = alignedSize; index < size; index++)
{
res += v1.coeff(index) * v2.coeff(index);
}
return res;
}
};
template<typename Derived1, typename Derived2>
struct ei_dot_impl<Derived1, Derived2, LinearVectorization, CompleteUnrolling>
{
typedef typename Derived1::Scalar Scalar;
static Scalar run(const Derived1& v1, const Derived2& v2)
{
return ei_predux(
ei_dot_vec_unroller<Derived1, Derived2, 0, Derived1::SizeAtCompileTime>::run(v1, v2)
);
}
};
/***************************************************************************
* Part 4 : implementation of MatrixBase methods
***************************************************************************/
/** \returns the dot product of *this with other.
*
* \only_for_vectors
*
* \note If the scalar type is complex numbers, then this function returns the hermitian
* (sesquilinear) dot product, linear in the first variable and anti-linear in the
* second variable.
*
* \sa norm2(), norm()
*/
template<typename Derived>
template<typename OtherDerived>
typename ei_traits<Derived>::Scalar
MatrixBase<Derived>::dot(const MatrixBase<OtherDerived>& other) const
{
typedef typename Derived::Nested Nested;
typedef typename OtherDerived::Nested OtherNested;
typedef typename ei_unref<Nested>::type _Nested;
typedef typename ei_unref<OtherNested>::type _OtherNested;
EIGEN_STATIC_ASSERT_VECTOR_ONLY(_Nested);
EIGEN_STATIC_ASSERT_VECTOR_ONLY(_OtherNested);
EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(_Nested,_OtherNested);
ei_assert(size() == other.size());
return ei_dot_impl<_Nested, _OtherNested>::run(derived(), other.derived());
}
/** \returns the squared norm of *this, i.e. the dot product of *this with itself.
*
* \only_for_vectors
*
* \sa dot(), norm()
*/
template<typename Derived>
inline typename NumTraits<typename ei_traits<Derived>::Scalar>::Real MatrixBase<Derived>::norm2() const
{
return ei_real(dot(*this));
}
/** \returns the norm of *this, i.e. the square root of the dot product of *this with itself.
*
* \only_for_vectors
*
* \sa dot(), norm2()
*/
template<typename Derived>
inline typename NumTraits<typename ei_traits<Derived>::Scalar>::Real MatrixBase<Derived>::norm() const
{
return ei_sqrt(norm2());
}
/** \returns an expression of the quotient of *this by its own norm.
*
* \only_for_vectors
*
* \sa norm(), normalize()
*/
template<typename Derived>
inline const typename MatrixBase<Derived>::EvalType
MatrixBase<Derived>::normalized() const
{
typedef typename ei_nested<Derived>::type Nested;
typedef typename ei_unref<Nested>::type _Nested;
_Nested n(derived());
return n / n.norm();
}
/** Normalizes the vector, i.e. divides it by its own norm.
*
* \only_for_vectors
*
* \sa norm(), normalized()
*/
template<typename Derived>
inline void MatrixBase<Derived>::normalize()
{
*this /= norm();
}
/** \returns true if *this is approximately orthogonal to \a other,
* within the precision given by \a prec.
*
* Example: \include MatrixBase_isOrthogonal.cpp
* Output: \verbinclude MatrixBase_isOrthogonal.out
*/
template<typename Derived>
template<typename OtherDerived>
bool MatrixBase<Derived>::isOrthogonal
(const MatrixBase<OtherDerived>& other, RealScalar prec) const
{
typename ei_nested<Derived,2>::type nested(derived());
typename ei_nested<OtherDerived,2>::type otherNested(other.derived());
return ei_abs2(nested.dot(otherNested)) <= prec * prec * nested.norm2() * otherNested.norm2();
}
/** \returns true if *this is approximately an unitary matrix,
* within the precision given by \a prec. In the case where the \a Scalar
* type is real numbers, a unitary matrix is an orthogonal matrix, whence the name.
*
* \note This can be used to check whether a family of vectors forms an orthonormal basis.
* Indeed, \c m.isUnitary() returns true if and only if the columns (equivalently, the rows) of m form an
* orthonormal basis.
*
* Example: \include MatrixBase_isUnitary.cpp
* Output: \verbinclude MatrixBase_isUnitary.out
*/
template<typename Derived>
bool MatrixBase<Derived>::isUnitary(RealScalar prec) const
{
typename Derived::Nested nested(derived());
for(int i = 0; i < cols(); i++)
{
if(!ei_isApprox(nested.col(i).norm2(), static_cast<Scalar>(1), prec))
return false;
for(int j = 0; j < i; j++)
if(!ei_isMuchSmallerThan(nested.col(i).dot(nested.col(j)), static_cast<Scalar>(1), prec))
return false;
}
return true;
}
#endif // EIGEN_DOT_H