1//=====================================================
2// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
3//=====================================================
4//
5// This program is free software; you can redistribute it and/or
6// modify it under the terms of the GNU General Public License
7// as published by the Free Software Foundation; either version 2
8// of the License, or (at your option) any later version.
9//
10// This program is distributed in the hope that it will be useful,
11// but WITHOUT ANY WARRANTY; without even the implied warranty of
12// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
13// GNU General Public License for more details.
14// You should have received a copy of the GNU General Public License
15// along with this program; if not, write to the Free Software
16// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
17//
18#ifndef EIGEN2_INTERFACE_HH
19#define EIGEN2_INTERFACE_HH
20// #include <cblas.h>
21#include <Eigen/Core>
22#include <Eigen/Cholesky>
23#include <Eigen/LU>
24#include <Eigen/QR>
25#include <vector>
26#include "btl.hh"
27
28using namespace Eigen;
29
30template<class real, int SIZE=Dynamic>
31class eigen2_interface
32{
33
34public :
35
36  enum {IsFixedSize = (SIZE!=Dynamic)};
37
38  typedef real real_type;
39
40  typedef std::vector<real> stl_vector;
41  typedef std::vector<stl_vector> stl_matrix;
42
43  typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix;
44  typedef Eigen::Matrix<real,SIZE,1> gene_vector;
45
46  static inline std::string name( void )
47  {
48    #if defined(EIGEN_VECTORIZE_SSE)
49    if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2";
50    #elif defined(EIGEN_VECTORIZE_ALTIVEC)
51    if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2";
52    #else
53    if (SIZE==Dynamic) return "eigen2_novec"; else return "tiny_eigen2_novec";
54    #endif
55  }
56
57  static void free_matrix(gene_matrix & A, int N) {}
58
59  static void free_vector(gene_vector & B) {}
60
61  static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
62    A.resize(A_stl[0].size(), A_stl.size());
63
64    for (int j=0; j<A_stl.size() ; j++){
65      for (int i=0; i<A_stl[j].size() ; i++){
66        A.coeffRef(i,j) = A_stl[j][i];
67      }
68    }
69  }
70
71  static BTL_DONT_INLINE  void vector_from_stl(gene_vector & B, stl_vector & B_stl){
72    B.resize(B_stl.size(),1);
73
74    for (int i=0; i<B_stl.size() ; i++){
75      B.coeffRef(i) = B_stl[i];
76    }
77  }
78
79  static BTL_DONT_INLINE  void vector_to_stl(gene_vector & B, stl_vector & B_stl){
80    for (int i=0; i<B_stl.size() ; i++){
81      B_stl[i] = B.coeff(i);
82    }
83  }
84
85  static BTL_DONT_INLINE  void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
86    int N=A_stl.size();
87
88    for (int j=0;j<N;j++){
89      A_stl[j].resize(N);
90      for (int i=0;i<N;i++){
91        A_stl[j][i] = A.coeff(i,j);
92      }
93    }
94  }
95
96  static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
97    X = (A*B).lazy();
98  }
99
100  static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
101    X = (A.transpose()*B.transpose()).lazy();
102  }
103
104  static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){
105    X = (A.transpose()*A).lazy();
106  }
107
108  static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){
109    X = (A*A.transpose()).lazy();
110  }
111
112  static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){
113    X = (A*B)/*.lazy()*/;
114  }
115
116  static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
117    X = (A.transpose()*B)/*.lazy()*/;
118  }
119
120  static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){
121    Y += coef * X;
122  }
123
124  static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
125    Y = a*X + b*Y;
126  }
127
128  static inline void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){
129    cible = source;
130  }
131
132  static inline void copy_vector(const gene_vector & source, gene_vector & cible, int N){
133    cible = source;
134  }
135
136  static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int N){
137    X = L.template marked<LowerTriangular>().solveTriangular(B);
138  }
139
140  static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){
141    X = L.template marked<LowerTriangular>().solveTriangular(B);
142  }
143
144  static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){
145    C = X.llt().matrixL();
146//     C = X;
147//     Cholesky<gene_matrix>::computeInPlace(C);
148//     Cholesky<gene_matrix>::computeInPlaceBlock(C);
149  }
150
151  static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
152    C = X.lu().matrixLU();
153//     C = X.inverse();
154  }
155
156  static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){
157    C = Tridiagonalization<gene_matrix>(X).packedMatrix();
158  }
159
160  static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){
161    C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
162  }
163
164
165
166};
167
168#endif
169