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57 lines
2.3 KiB
C++
57 lines
2.3 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_RANK2UPDATE_H
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#define EIGEN_RANK2UPDATE_H
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namespace Eigen {
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namespace internal {
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/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
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* This is the low-level version of SelfadjointRank2Update.h
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*/
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template <typename Scalar, typename Index, int UpLo>
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struct rank2_update_selector {
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static void run(Index size, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha) {
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typedef Map<const Matrix<Scalar, Dynamic, 1> > OtherMap;
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for (Index i = 0; i < size; ++i) {
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Map<Matrix<Scalar, Dynamic, 1> >(mat + stride * i + (UpLo == Lower ? i : 0),
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UpLo == Lower ? size - i : (i + 1)) +=
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numext::conj(alpha) * numext::conj(u[i]) *
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OtherMap(v + (UpLo == Lower ? i : 0), UpLo == Lower ? size - i : (i + 1)) +
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alpha * numext::conj(v[i]) * OtherMap(u + (UpLo == Lower ? i : 0), UpLo == Lower ? size - i : (i + 1));
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}
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}
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};
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/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
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* The matrix is in packed form.
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*/
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template <typename Scalar, typename Index, int UpLo>
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struct packed_rank2_update_selector {
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static void run(Index size, Scalar* mat, const Scalar* u, const Scalar* v, Scalar alpha) {
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typedef Map<const Matrix<Scalar, Dynamic, 1> > OtherMap;
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Index offset = 0;
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for (Index i = 0; i < size; ++i) {
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Map<Matrix<Scalar, Dynamic, 1> >(mat + offset, UpLo == Lower ? size - i : (i + 1)) +=
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numext::conj(alpha) * numext::conj(u[i]) *
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OtherMap(v + (UpLo == Lower ? i : 0), UpLo == Lower ? size - i : (i + 1)) +
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alpha * numext::conj(v[i]) * OtherMap(u + (UpLo == Lower ? i : 0), UpLo == Lower ? size - i : (i + 1));
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// FIXME This should be handled outside.
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mat[offset + (UpLo == Lower ? 0 : i)] = numext::real(mat[offset + (UpLo == Lower ? 0 : i)]);
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offset += UpLo == Lower ? size - i : (i + 1);
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}
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}
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};
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} // namespace internal
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} // namespace Eigen
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#endif // EIGEN_RANK2UPDATE_H
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