1c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath//===================================================== 2c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> 3c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath//===================================================== 4c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 5c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// This program is free software; you can redistribute it and/or 6c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// modify it under the terms of the GNU General Public License 7c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// as published by the Free Software Foundation; either version 2 8c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// of the License, or (at your option) any later version. 9c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 10c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// This program is distributed in the hope that it will be useful, 11c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// but WITHOUT ANY WARRANTY; without even the implied warranty of 12c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 13c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// GNU General Public License for more details. 14c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// You should have received a copy of the GNU General Public License 15c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// along with this program; if not, write to the Free Software 16c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 17c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 18c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#ifndef EIGEN3_INTERFACE_HH 19c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#define EIGEN3_INTERFACE_HH 20c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 21c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#include <Eigen/Eigen> 22c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#include <vector> 23c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#include "btl.hh" 24c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 25c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathusing namespace Eigen; 26c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 27c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathtemplate<class real, int SIZE=Dynamic> 28c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathclass eigen3_interface 29c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath{ 30c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 31c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathpublic : 32c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 33c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath enum {IsFixedSize = (SIZE!=Dynamic)}; 34c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 35c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath typedef real real_type; 36c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 37c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath typedef std::vector<real> stl_vector; 38c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath typedef std::vector<stl_vector> stl_matrix; 39c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 40c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix; 41c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath typedef Eigen::Matrix<real,SIZE,1> gene_vector; 42c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 43c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath static inline std::string name( void ) 44c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 45c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath return EIGEN_MAKESTRING(BTL_PREFIX); 46c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 47c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 482b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static void free_matrix(gene_matrix & /*A*/, int /*N*/) {} 49c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 502b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static void free_vector(gene_vector & /*B*/) {} 51c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 52c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){ 53c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath A.resize(A_stl[0].size(), A_stl.size()); 54c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 552b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang for (unsigned int j=0; j<A_stl.size() ; j++){ 562b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang for (unsigned int i=0; i<A_stl[j].size() ; i++){ 57c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath A.coeffRef(i,j) = A_stl[j][i]; 58c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 59c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 60c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 61c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 62c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath static BTL_DONT_INLINE void vector_from_stl(gene_vector & B, stl_vector & B_stl){ 63c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath B.resize(B_stl.size(),1); 64c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 652b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang for (unsigned int i=0; i<B_stl.size() ; i++){ 66c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath B.coeffRef(i) = B_stl[i]; 67c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 68c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 69c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 70c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath static BTL_DONT_INLINE void vector_to_stl(gene_vector & B, stl_vector & B_stl){ 712b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang for (unsigned int i=0; i<B_stl.size() ; i++){ 72c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath B_stl[i] = B.coeff(i); 73c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 74c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 75c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 76c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath static BTL_DONT_INLINE void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){ 772b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang int N=A_stl.size(); 78c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 79c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for (int j=0;j<N;j++){ 80c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath A_stl[j].resize(N); 81c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for (int i=0;i<N;i++){ 82c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath A_stl[j][i] = A.coeff(i,j); 83c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 84c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 85c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 86c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 872b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int /*N*/){ 88c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X.noalias() = A*B; 89c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 90c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 912b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int /*N*/){ 92c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X.noalias() = A.transpose()*B.transpose(); 93c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 94c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 952b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang// static inline void ata_product(const gene_matrix & A, gene_matrix & X, int /*N*/){ 96c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// X.noalias() = A.transpose()*A; 97c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// } 98c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 992b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void aat_product(const gene_matrix & A, gene_matrix & X, int /*N*/){ 100c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X.template triangularView<Lower>().setZero(); 101c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X.template selfadjointView<Lower>().rankUpdate(A); 102c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 103c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1042b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int /*N*/){ 105c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X.noalias() = A*B; 106c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 107c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1082b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int /*N*/){ 109c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X.noalias() = (A.template selfadjointView<Lower>() * B); 110c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// internal::product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1); 111c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 112c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 113c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src) 114c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 115c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath typedef typename Dest::Scalar Scalar; 116c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath typedef typename internal::packet_traits<Scalar>::type Packet; 117c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath const int PacketSize = sizeof(Packet)/sizeof(Scalar); 118c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath int size = dst.cols(); 119c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for(int j=0; j<size; j+=1) 120c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 121c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// const int alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask); 122c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Scalar* A0 = dst.data() + j*dst.stride(); 123c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath int starti = j; 124c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath int alignedEnd = starti; 125c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath int alignedStart = (starti) + internal::first_aligned(&A0[starti], size-starti); 126c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath alignedEnd = alignedStart + ((size-alignedStart)/(2*PacketSize))*(PacketSize*2); 127c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 128c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath // do the non-vectorizable part of the assignment 129c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for (int index = starti; index<alignedStart ; ++index) 130c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 131c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath if(Dest::Flags&RowMajorBit) 132c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath dst.copyCoeff(j, index, src); 133c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath else 134c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath dst.copyCoeff(index, j, src); 135c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 136c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 137c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath // do the vectorizable part of the assignment 138c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for (int index = alignedStart; index<alignedEnd; index+=PacketSize) 139c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 140c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath if(Dest::Flags&RowMajorBit) 141c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath dst.template copyPacket<Src, Aligned, Unaligned>(j, index, src); 142c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath else 143c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath dst.template copyPacket<Src, Aligned, Unaligned>(index, j, src); 144c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 145c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 146c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath // do the non-vectorizable part of the assignment 147c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for (int index = alignedEnd; index<size; ++index) 148c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 149c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath if(Dest::Flags&RowMajorBit) 150c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath dst.copyCoeff(j, index, src); 151c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath else 152c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath dst.copyCoeff(index, j, src); 153c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 154c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath //dst.col(j).tail(N-j) = src.col(j).tail(N-j); 155c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 156c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 157c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1582b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static EIGEN_DONT_INLINE void syr2(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){ 159c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath // internal::product_selfadjoint_rank2_update<real,0,LowerTriangularBit>(N,A.data(),N, X.data(), 1, Y.data(), 1, -1); 160c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for(int j=0; j<N; ++j) 161c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath A.col(j).tail(N-j) += X[j] * Y.tail(N-j) + Y[j] * X.tail(N-j); 162c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 163c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1642b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static EIGEN_DONT_INLINE void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){ 165c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for(int j=0; j<N; ++j) 166c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath A.col(j) += X * Y[j]; 167c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 168c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1692b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static EIGEN_DONT_INLINE void rot(gene_vector & A, gene_vector & B, real c, real s, int /*N*/){ 170c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s)); 171c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 172c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1732b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int /*N*/){ 174c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X.noalias() = (A.transpose()*B); 175c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 176c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1772b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int /*N*/){ 178c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Y += coef * X; 179c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 180c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1812b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int /*N*/){ 182c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Y = a*X + b*Y; 183c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 184c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1852b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int /*N*/){ 186c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath cible = source; 187c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 188c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1892b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int /*N*/){ 190c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath cible = source; 191c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 192c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1932b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int /*N*/){ 194c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X = L.template triangularView<Lower>().solve(B); 195c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 196c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 1972b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int /*N*/){ 198c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X = L.template triangularView<Upper>().solve(B); 199c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 200c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 2012b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int /*N*/){ 202c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath X.noalias() = L.template triangularView<Lower>() * B; 203c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 204c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 2052b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void cholesky(const gene_matrix & X, gene_matrix & C, int /*N*/){ 206c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath C = X; 207c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath internal::llt_inplace<real,Lower>::blocked(C); 208c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath //C = X.llt().matrixL(); 209c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// C = X; 210c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Cholesky<gene_matrix>::computeInPlace(C); 211c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Cholesky<gene_matrix>::computeInPlaceBlock(C); 212c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 213c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 2142b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int /*N*/){ 215c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath C = X.fullPivLu().matrixLU(); 216c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 217c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 2182b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){ 219c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Matrix<DenseIndex,1,Dynamic> piv(N); 220c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath DenseIndex nb; 221c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath C = X; 222c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath internal::partial_lu_inplace(C,piv,nb); 223c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// C = X.partialPivLu().matrixLU(); 224c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 225c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 2262b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){ 227c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath typename Tridiagonalization<gene_matrix>::CoeffVectorType aux(N-1); 228c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath C = X; 229c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath internal::tridiagonalization_inplace(C, aux); 230c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 231c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 2322b8756b6f1de65d3f8bffab45be6c44ceb7411fcMiao Wang static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int /*N*/){ 233c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath C = HessenbergDecomposition<gene_matrix>(X).packedMatrix(); 234c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 235c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 236c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 237c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 238c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath}; 239c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 240c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#endif 241