SparseDenseProduct.h revision c981c48f5bc9aefeffc0bcb0cc3934c2fae179dd 
1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
5//
6// This Source Code Form is subject to the terms of the Mozilla
7// Public License v. 2.0. If a copy of the MPL was not distributed
8// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
10#ifndef EIGEN_SPARSEDENSEPRODUCT_H
11#define EIGEN_SPARSEDENSEPRODUCT_H
12
13namespace Eigen {
14
15template<typename Lhs, typename Rhs, int InnerSize> struct SparseDenseProductReturnType
16{
17  typedef SparseTimeDenseProduct<Lhs,Rhs> Type;
18};
19
20template<typename Lhs, typename Rhs> struct SparseDenseProductReturnType<Lhs,Rhs,1>
21{
22  typedef SparseDenseOuterProduct<Lhs,Rhs,false> Type;
23};
24
25template<typename Lhs, typename Rhs, int InnerSize> struct DenseSparseProductReturnType
26{
27  typedef DenseTimeSparseProduct<Lhs,Rhs> Type;
28};
29
30template<typename Lhs, typename Rhs> struct DenseSparseProductReturnType<Lhs,Rhs,1>
31{
32  typedef SparseDenseOuterProduct<Rhs,Lhs,true> Type;
33};
34
35namespace internal {
36
37template<typename Lhs, typename Rhs, bool Tr>
38struct traits<SparseDenseOuterProduct<Lhs,Rhs,Tr> >
39{
40  typedef Sparse StorageKind;
41  typedef typename scalar_product_traits<typename traits<Lhs>::Scalar,
42                                            typename traits<Rhs>::Scalar>::ReturnType Scalar;
43  typedef typename Lhs::Index Index;
44  typedef typename Lhs::Nested LhsNested;
45  typedef typename Rhs::Nested RhsNested;
46  typedef typename remove_all<LhsNested>::type _LhsNested;
47  typedef typename remove_all<RhsNested>::type _RhsNested;
48
49  enum {
50    LhsCoeffReadCost = traits<_LhsNested>::CoeffReadCost,
51    RhsCoeffReadCost = traits<_RhsNested>::CoeffReadCost,
52
53    RowsAtCompileTime    = Tr ? int(traits<Rhs>::RowsAtCompileTime)     : int(traits<Lhs>::RowsAtCompileTime),
54    ColsAtCompileTime    = Tr ? int(traits<Lhs>::ColsAtCompileTime)     : int(traits<Rhs>::ColsAtCompileTime),
55    MaxRowsAtCompileTime = Tr ? int(traits<Rhs>::MaxRowsAtCompileTime)  : int(traits<Lhs>::MaxRowsAtCompileTime),
56    MaxColsAtCompileTime = Tr ? int(traits<Lhs>::MaxColsAtCompileTime)  : int(traits<Rhs>::MaxColsAtCompileTime),
57
58    Flags = Tr ? RowMajorBit : 0,
59
60    CoeffReadCost = LhsCoeffReadCost + RhsCoeffReadCost + NumTraits<Scalar>::MulCost
61  };
62};
63
64} // end namespace internal
65
66template<typename Lhs, typename Rhs, bool Tr>
67class SparseDenseOuterProduct
68 : public SparseMatrixBase<SparseDenseOuterProduct<Lhs,Rhs,Tr> >
69{
70  public:
71
72    typedef SparseMatrixBase<SparseDenseOuterProduct> Base;
73    EIGEN_DENSE_PUBLIC_INTERFACE(SparseDenseOuterProduct)
74    typedef internal::traits<SparseDenseOuterProduct> Traits;
75
76  private:
77
78    typedef typename Traits::LhsNested LhsNested;
79    typedef typename Traits::RhsNested RhsNested;
80    typedef typename Traits::_LhsNested _LhsNested;
81    typedef typename Traits::_RhsNested _RhsNested;
82
83  public:
84
85    class InnerIterator;
86
87    EIGEN_STRONG_INLINE SparseDenseOuterProduct(const Lhs& lhs, const Rhs& rhs)
88      : m_lhs(lhs), m_rhs(rhs)
89    {
90      EIGEN_STATIC_ASSERT(!Tr,YOU_MADE_A_PROGRAMMING_MISTAKE);
91    }
92
93    EIGEN_STRONG_INLINE SparseDenseOuterProduct(const Rhs& rhs, const Lhs& lhs)
94      : m_lhs(lhs), m_rhs(rhs)
95    {
96      EIGEN_STATIC_ASSERT(Tr,YOU_MADE_A_PROGRAMMING_MISTAKE);
97    }
98
99    EIGEN_STRONG_INLINE Index rows() const { return Tr ? m_rhs.rows() : m_lhs.rows(); }
100    EIGEN_STRONG_INLINE Index cols() const { return Tr ? m_lhs.cols() : m_rhs.cols(); }
101
102    EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; }
103    EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; }
104
105  protected:
106    LhsNested m_lhs;
107    RhsNested m_rhs;
108};
109
110template<typename Lhs, typename Rhs, bool Transpose>
111class SparseDenseOuterProduct<Lhs,Rhs,Transpose>::InnerIterator : public _LhsNested::InnerIterator
112{
113    typedef typename _LhsNested::InnerIterator Base;
114  public:
115    EIGEN_STRONG_INLINE InnerIterator(const SparseDenseOuterProduct& prod, Index outer)
116      : Base(prod.lhs(), 0), m_outer(outer), m_factor(prod.rhs().coeff(outer))
117    {
118    }
119
120    inline Index outer() const { return m_outer; }
121    inline Index row() const { return Transpose ? Base::row() : m_outer; }
122    inline Index col() const { return Transpose ? m_outer : Base::row(); }
123
124    inline Scalar value() const { return Base::value() * m_factor; }
125
126  protected:
127    int m_outer;
128    Scalar m_factor;
129};
130
131namespace internal {
132template<typename Lhs, typename Rhs>
133struct traits<SparseTimeDenseProduct<Lhs,Rhs> >
134 : traits<ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs> >
135{
136  typedef Dense StorageKind;
137  typedef MatrixXpr XprKind;
138};
139
140template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,
141         int LhsStorageOrder = ((SparseLhsType::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor,
142         bool ColPerCol = ((DenseRhsType::Flags&RowMajorBit)==0) || DenseRhsType::ColsAtCompileTime==1>
143struct sparse_time_dense_product_impl;
144
145template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
146struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, RowMajor, true>
147{
148  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
149  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
150  typedef typename internal::remove_all<DenseResType>::type Res;
151  typedef typename Lhs::Index Index;
152  typedef typename Lhs::InnerIterator LhsInnerIterator;
153  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, typename Res::Scalar alpha)
154  {
155    for(Index c=0; c<rhs.cols(); ++c)
156    {
157      int n = lhs.outerSize();
158      for(Index j=0; j<n; ++j)
159      {
160        typename Res::Scalar tmp(0);
161        for(LhsInnerIterator it(lhs,j); it ;++it)
162          tmp += it.value() * rhs.coeff(it.index(),c);
163        res.coeffRef(j,c) = alpha * tmp;
164      }
165    }
166  }
167};
168
169template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
170struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, ColMajor, true>
171{
172  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
173  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
174  typedef typename internal::remove_all<DenseResType>::type Res;
175  typedef typename Lhs::InnerIterator LhsInnerIterator;
176  typedef typename Lhs::Index Index;
177  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, typename Res::Scalar alpha)
178  {
179    for(Index c=0; c<rhs.cols(); ++c)
180    {
181      for(Index j=0; j<lhs.outerSize(); ++j)
182      {
183        typename Res::Scalar rhs_j = alpha * rhs.coeff(j,c);
184        for(LhsInnerIterator it(lhs,j); it ;++it)
185          res.coeffRef(it.index(),c) += it.value() * rhs_j;
186      }
187    }
188  }
189};
190
191template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
192struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, RowMajor, false>
193{
194  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
195  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
196  typedef typename internal::remove_all<DenseResType>::type Res;
197  typedef typename Lhs::InnerIterator LhsInnerIterator;
198  typedef typename Lhs::Index Index;
199  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, typename Res::Scalar alpha)
200  {
201    for(Index j=0; j<lhs.outerSize(); ++j)
202    {
203      typename Res::RowXpr res_j(res.row(j));
204      for(LhsInnerIterator it(lhs,j); it ;++it)
205        res_j += (alpha*it.value()) * rhs.row(it.index());
206    }
207  }
208};
209
210template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
211struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, ColMajor, false>
212{
213  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
214  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
215  typedef typename internal::remove_all<DenseResType>::type Res;
216  typedef typename Lhs::InnerIterator LhsInnerIterator;
217  typedef typename Lhs::Index Index;
218  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, typename Res::Scalar alpha)
219  {
220    for(Index j=0; j<lhs.outerSize(); ++j)
221    {
222      typename Rhs::ConstRowXpr rhs_j(rhs.row(j));
223      for(LhsInnerIterator it(lhs,j); it ;++it)
224        res.row(it.index()) += (alpha*it.value()) * rhs_j;
225    }
226  }
227};
228
229template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,typename AlphaType>
230inline void sparse_time_dense_product(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const AlphaType& alpha)
231{
232  sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType>::run(lhs, rhs, res, alpha);
233}
234
235} // end namespace internal
236
237template<typename Lhs, typename Rhs>
238class SparseTimeDenseProduct
239  : public ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs>
240{
241  public:
242    EIGEN_PRODUCT_PUBLIC_INTERFACE(SparseTimeDenseProduct)
243
244    SparseTimeDenseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
245    {}
246
247    template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const
248    {
249      internal::sparse_time_dense_product(m_lhs, m_rhs, dest, alpha);
250    }
251
252  private:
253    SparseTimeDenseProduct& operator=(const SparseTimeDenseProduct&);
254};
255
256
257// dense = dense * sparse
258namespace internal {
259template<typename Lhs, typename Rhs>
260struct traits<DenseTimeSparseProduct<Lhs,Rhs> >
261 : traits<ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs> >
262{
263  typedef Dense StorageKind;
264};
265} // end namespace internal
266
267template<typename Lhs, typename Rhs>
268class DenseTimeSparseProduct
269  : public ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs>
270{
271  public:
272    EIGEN_PRODUCT_PUBLIC_INTERFACE(DenseTimeSparseProduct)
273
274    DenseTimeSparseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
275    {}
276
277    template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const
278    {
279      Transpose<const _LhsNested> lhs_t(m_lhs);
280      Transpose<const _RhsNested> rhs_t(m_rhs);
281      Transpose<Dest> dest_t(dest);
282      internal::sparse_time_dense_product(rhs_t, lhs_t, dest_t, alpha);
283    }
284
285  private:
286    DenseTimeSparseProduct& operator=(const DenseTimeSparseProduct&);
287};
288
289// sparse * dense
290template<typename Derived>
291template<typename OtherDerived>
292inline const typename SparseDenseProductReturnType<Derived,OtherDerived>::Type
293SparseMatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const
294{
295  return typename SparseDenseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
296}
297
298} // end namespace Eigen
299
300#endif // EIGEN_SPARSEDENSEPRODUCT_H
301