15821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)//===================================================== 25821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> 35821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)//===================================================== 45821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// 55821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// This program is free software; you can redistribute it and/or 6558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch// modify it under the terms of the GNU General Public License 72a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// as published by the Free Software Foundation; either version 2 8558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch// of the License, or (at your option) any later version. 95821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// 105821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// This program is distributed in the hope that it will be useful, 112a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// but WITHOUT ANY WARRANTY; without even the implied warranty of 122a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 135821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// GNU General Public License for more details. 142a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// You should have received a copy of the GNU General Public License 155821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// along with this program; if not, write to the Free Software 165821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 175821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// 18868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles)#ifndef EIGEN3_INTERFACE_HH 19868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles)#define EIGEN3_INTERFACE_HH 20868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 21868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles)#include <Eigen/Eigen> 22868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles)#include <vector> 23868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles)#include "btl.hh" 24868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 25868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles)using namespace Eigen; 26868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 27868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles)template<class real, int SIZE=Dynamic> 28868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles)class eigen3_interface 29868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles){ 30868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 31868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles)public : 322a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 332a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) enum {IsFixedSize = (SIZE!=Dynamic)}; 342a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 35868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) typedef real real_type; 36868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 372a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) typedef std::vector<real> stl_vector; 382a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) typedef std::vector<stl_vector> stl_matrix; 39868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 40868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix; 41868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) typedef Eigen::Matrix<real,SIZE,1> gene_vector; 42868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 43868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) static inline std::string name( void ) 44868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) { 452a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) return EIGEN_MAKESTRING(BTL_PREFIX); 462a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 47868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 48868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) static void free_matrix(gene_matrix & A, int N) {} 49868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 50868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) static void free_vector(gene_vector & B) {} 51868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 52868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){ 53868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) A.resize(A_stl[0].size(), A_stl.size()); 54868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 552a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) for (int j=0; j<A_stl.size() ; j++){ 562a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) for (int i=0; i<A_stl[j].size() ; i++){ 57c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) A.coeffRef(i,j) = A_stl[j][i]; 58c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) } 59868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) } 60c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) } 61868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 62868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) static BTL_DONT_INLINE void vector_from_stl(gene_vector & B, stl_vector & B_stl){ 63c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) B.resize(B_stl.size(),1); 642a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 652a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) for (int i=0; i<B_stl.size() ; i++){ 662a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) B.coeffRef(i) = B_stl[i]; 672a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 68868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) } 692a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 702a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) static BTL_DONT_INLINE void vector_to_stl(gene_vector & B, stl_vector & B_stl){ 71868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) for (int i=0; i<B_stl.size() ; i++){ 722a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) B_stl[i] = B.coeff(i); 732a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 742a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 752a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 762a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) static BTL_DONT_INLINE void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){ 77c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) int N=A_stl.size(); 78c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) 79c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) for (int j=0;j<N;j++){ 80c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) A_stl[j].resize(N); 81c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) for (int i=0;i<N;i++){ 82868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) A_stl[j][i] = A.coeff(i,j); 83c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) } 84c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) } 85c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) } 86c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) 87c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){ 88c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) X.noalias() = A*B; 89c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) } 90c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) 91c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){ 92868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) X.noalias() = A.transpose()*B.transpose(); 93c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) } 94c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles) 95c2e0dbddbe15c98d52c4786dac06cb8952a8ae6dTorne (Richard Coles)// static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){ 965821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// X.noalias() = A.transpose()*A; 975821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// } 98f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) 99f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){ 100f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) X.template triangularView<Lower>().setZero(); 101f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) X.template selfadjointView<Lower>().rankUpdate(A); 102f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) } 103f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) 104f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){ 105f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) X.noalias() = A*B; 1065821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) } 1075821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) 1082a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){ 109f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) X.noalias() = (A.template selfadjointView<Lower>() * B); 1105821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles)// internal::product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1); 1115821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) } 1125821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) 11358537e28ecd584eab876aee8be7156509866d23aTorne (Richard Coles) template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src) 11458537e28ecd584eab876aee8be7156509866d23aTorne (Richard Coles) { 1155821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) typedef typename Dest::Scalar Scalar; 1165821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) typedef typename internal::packet_traits<Scalar>::type Packet; 117f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) const int PacketSize = sizeof(Packet)/sizeof(Scalar); 118f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) int size = dst.cols(); 119f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) for(int j=0; j<size; j+=1) 120f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) { 121f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles)// const int alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask); 122f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) Scalar* A0 = dst.data() + j*dst.stride(); 123f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) int starti = j; 124f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) int alignedEnd = starti; 125f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) int alignedStart = (starti) + internal::first_aligned(&A0[starti], size-starti); 126f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) alignedEnd = alignedStart + ((size-alignedStart)/(2*PacketSize))*(PacketSize*2); 127f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) 128558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch // do the non-vectorizable part of the assignment 129558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch for (int index = starti; index<alignedStart ; ++index) 130558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch { 131558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch if(Dest::Flags&RowMajorBit) 132558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch dst.copyCoeff(j, index, src); 133558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch else 134558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch dst.copyCoeff(index, j, src); 1351e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) } 1361e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) 1371e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) // do the vectorizable part of the assignment 1381e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) for (int index = alignedStart; index<alignedEnd; index+=PacketSize) 1391e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) { 1401e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) if(Dest::Flags&RowMajorBit) 141c2db58bd994c04d98e4ee2cd7565b71548655fe3Ben Murdoch dst.template copyPacket<Src, Aligned, Unaligned>(j, index, src); 142c2db58bd994c04d98e4ee2cd7565b71548655fe3Ben Murdoch else 143558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch dst.template copyPacket<Src, Aligned, Unaligned>(index, j, src); 144558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch } 1450f1bc08d4cfcc34181b0b5cbf065c40f687bf740Torne (Richard Coles) 1460f1bc08d4cfcc34181b0b5cbf065c40f687bf740Torne (Richard Coles) // do the non-vectorizable part of the assignment 147558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch for (int index = alignedEnd; index<size; ++index) 148558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch { 149558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch if(Dest::Flags&RowMajorBit) 150558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch dst.copyCoeff(j, index, src); 151558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch else 152558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch dst.copyCoeff(index, j, src); 153558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch } 154558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch //dst.col(j).tail(N-j) = src.col(j).tail(N-j); 155558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch } 1564e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) } 1574e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) 1584e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) static EIGEN_DONT_INLINE void syr2(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){ 1594e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) // internal::product_selfadjoint_rank2_update<real,0,LowerTriangularBit>(N,A.data(),N, X.data(), 1, Y.data(), 1, -1); 160558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch for(int j=0; j<N; ++j) 1614e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) A.col(j).tail(N-j) += X[j] * Y.tail(N-j) + Y[j] * X.tail(N-j); 162f2477e01787aa58f445919b809d89e252beef54fTorne (Richard Coles) } 1634e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) 1644e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) static EIGEN_DONT_INLINE void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){ 165558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch for(int j=0; j<N; ++j) 166558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch A.col(j) += X * Y[j]; 167ba5b9a6411cb1792fd21f0a078d7a25cd1ceec16Ben Murdoch } 168ba5b9a6411cb1792fd21f0a078d7a25cd1ceec16Ben Murdoch 169ba5b9a6411cb1792fd21f0a078d7a25cd1ceec16Ben Murdoch static EIGEN_DONT_INLINE void rot(gene_vector & A, gene_vector & B, real c, real s, int N){ 170ba5b9a6411cb1792fd21f0a078d7a25cd1ceec16Ben Murdoch internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s)); 171558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch } 172558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch 1730f1bc08d4cfcc34181b0b5cbf065c40f687bf740Torne (Richard Coles) static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){ 174558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch X.noalias() = (A.transpose()*B); 175558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch } 176558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch 177558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){ 178558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch Y += coef * X; 1791e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) } 180558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch 1811e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){ 1821e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) Y = a*X + b*Y; 1831e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) } 1841e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) 1851e9bf3e0803691d0a228da41fc608347b6db4340Torne (Richard Coles) static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){ 186558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch cible = source; 187558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch } 188558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch 189558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int N){ 1902a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) cible = source; 1912a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 192868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) 1933551c9c881056c480085172ff9840cab31610854Torne (Richard Coles) static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int N){ 1943551c9c881056c480085172ff9840cab31610854Torne (Richard Coles) X = L.template triangularView<Lower>().solve(B); 1952a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 1962a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 1972a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){ 1982a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) X = L.template triangularView<Upper>().solve(B); 1992a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 2002a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 2012a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){ 2022a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) X.noalias() = L.template triangularView<Lower>() * B; 2032a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 2042a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 2052a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){ 2062a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) C = X; 207868fa2fe829687343ffae624259930155e16dbd8Torne (Richard Coles) internal::llt_inplace<real,Lower>::blocked(C); 2082a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) //C = X.llt().matrixL(); 2092a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// C = X; 2102a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// Cholesky<gene_matrix>::computeInPlace(C); 2112a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// Cholesky<gene_matrix>::computeInPlaceBlock(C); 2122a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 2132a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 2140f1bc08d4cfcc34181b0b5cbf065c40f687bf740Torne (Richard Coles) static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){ 2150f1bc08d4cfcc34181b0b5cbf065c40f687bf740Torne (Richard Coles) C = X.fullPivLu().matrixLU(); 2162a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 2175821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) 2185821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){ 2195821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) Matrix<DenseIndex,1,Dynamic> piv(N); 2202a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) DenseIndex nb; 2212a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) C = X; 2222a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) internal::partial_lu_inplace(C,piv,nb); 2232a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// C = X.partialPivLu().matrixLU(); 2242a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 2252a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 2262a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){ 2272a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) typename Tridiagonalization<gene_matrix>::CoeffVectorType aux(N-1); 2282a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) C = X; 2292a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) internal::tridiagonalization_inplace(C, aux); 2302a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } 2312a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 2322a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){ 2332a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) C = HessenbergDecomposition<gene_matrix>(X).packedMatrix(); 2345821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) } 2355821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) 2365821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) 2375821806d5e7f356e8fa4b058a389a808ea183019Torne (Richard Coles) 2382a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)}; 2392a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 2402a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)#endif 2412a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)