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)