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Fix bug #496: generalize internal rank1_update implementation to accept uplo(A) += v * w and make A.triangularView() += v * w uses it.

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Update unit tests and blas interface respectively.
This commit is contained in:
Gael Guennebaud
2013-02-24 23:05:42 +01:00
parent 08388cc712
commit 04367447ac
5 changed files with 138 additions and 37 deletions
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107
Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h
View File

@@ -12,6 +12,9 @@
namespace Eigen {
template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjLhs, bool ConjRhs>
struct selfadjoint_rank1_update;
namespace internal {
/**********************************************************************
@@ -180,31 +183,93 @@ struct tribb_kernel
// high level API
template<typename MatrixType, typename ProductType, int UpLo, bool IsOuterProduct>
struct general_product_to_triangular_selector;
template<typename MatrixType, typename ProductType, int UpLo>
struct general_product_to_triangular_selector<MatrixType,ProductType,UpLo,true>
{
static void run(MatrixType& mat, const ProductType& prod, const typename MatrixType::Scalar& alpha)
{
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::Index Index;
typedef typename internal::remove_all<typename ProductType::LhsNested>::type Lhs;
typedef internal::blas_traits<Lhs> LhsBlasTraits;
typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhs;
typedef typename internal::remove_all<ActualLhs>::type _ActualLhs;
typename internal::add_const_on_value_type<ActualLhs>::type actualLhs = LhsBlasTraits::extract(prod.lhs());
typedef typename internal::remove_all<typename ProductType::RhsNested>::type Rhs;
typedef internal::blas_traits<Rhs> RhsBlasTraits;
typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhs;
typedef typename internal::remove_all<ActualRhs>::type _ActualRhs;
typename internal::add_const_on_value_type<ActualRhs>::type actualRhs = RhsBlasTraits::extract(prod.rhs());
Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs().derived()) * RhsBlasTraits::extractScalarFactor(prod.rhs().derived());
enum {
StorageOrder = (internal::traits<MatrixType>::Flags&RowMajorBit) ? RowMajor : ColMajor,
UseLhsDirectly = _ActualLhs::InnerStrideAtCompileTime==1,
UseRhsDirectly = _ActualRhs::InnerStrideAtCompileTime==1
};
internal::gemv_static_vector_if<Scalar,Lhs::SizeAtCompileTime,Lhs::MaxSizeAtCompileTime,!UseLhsDirectly> static_lhs;
ei_declare_aligned_stack_constructed_variable(Scalar, actualLhsPtr, actualLhs.size(),
(UseLhsDirectly ? const_cast<Scalar*>(actualLhs.data()) : static_lhs.data()));
if(!UseLhsDirectly) Map<typename _ActualLhs::PlainObject>(actualLhsPtr, actualLhs.size()) = actualLhs;
internal::gemv_static_vector_if<Scalar,Rhs::SizeAtCompileTime,Rhs::MaxSizeAtCompileTime,!UseRhsDirectly> static_rhs;
ei_declare_aligned_stack_constructed_variable(Scalar, actualRhsPtr, actualRhs.size(),
(UseRhsDirectly ? const_cast<Scalar*>(actualRhs.data()) : static_rhs.data()));
if(!UseRhsDirectly) Map<typename _ActualRhs::PlainObject>(actualRhsPtr, actualRhs.size()) = actualRhs;
selfadjoint_rank1_update<Scalar,Index,StorageOrder,UpLo,
LhsBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex,
RhsBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex>
::run(actualLhs.size(), mat.data(), mat.outerStride(), actualLhsPtr, actualRhsPtr, actualAlpha);
}
};
template<typename MatrixType, typename ProductType, int UpLo>
struct general_product_to_triangular_selector<MatrixType,ProductType,UpLo,false>
{
static void run(MatrixType& mat, const ProductType& prod, const typename MatrixType::Scalar& alpha)
{
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::Index Index;
typedef typename internal::remove_all<typename ProductType::LhsNested>::type Lhs;
typedef internal::blas_traits<Lhs> LhsBlasTraits;
typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhs;
typedef typename internal::remove_all<ActualLhs>::type _ActualLhs;
typename internal::add_const_on_value_type<ActualLhs>::type actualLhs = LhsBlasTraits::extract(prod.lhs());
typedef typename internal::remove_all<typename ProductType::RhsNested>::type Rhs;
typedef internal::blas_traits<Rhs> RhsBlasTraits;
typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhs;
typedef typename internal::remove_all<ActualRhs>::type _ActualRhs;
typename internal::add_const_on_value_type<ActualRhs>::type actualRhs = RhsBlasTraits::extract(prod.rhs());
typename ProductType::Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs().derived()) * RhsBlasTraits::extractScalarFactor(prod.rhs().derived());
internal::general_matrix_matrix_triangular_product<Index,
typename Lhs::Scalar, _ActualLhs::Flags&RowMajorBit ? RowMajor : ColMajor, LhsBlasTraits::NeedToConjugate,
typename Rhs::Scalar, _ActualRhs::Flags&RowMajorBit ? RowMajor : ColMajor, RhsBlasTraits::NeedToConjugate,
MatrixType::Flags&RowMajorBit ? RowMajor : ColMajor, UpLo>
::run(mat.cols(), actualLhs.cols(),
&actualLhs.coeffRef(0,0), actualLhs.outerStride(), &actualRhs.coeffRef(0,0), actualRhs.outerStride(),
mat.data(), mat.outerStride(), actualAlpha);
}
};
template<typename MatrixType, unsigned int UpLo>
template<typename ProductDerived, typename _Lhs, typename _Rhs>
TriangularView<MatrixType,UpLo>& TriangularView<MatrixType,UpLo>::assignProduct(const ProductBase<ProductDerived, _Lhs,_Rhs>& prod, const Scalar& alpha)
{
typedef typename internal::remove_all<typename ProductDerived::LhsNested>::type Lhs;
typedef internal::blas_traits<Lhs> LhsBlasTraits;
typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhs;
typedef typename internal::remove_all<ActualLhs>::type _ActualLhs;
typename internal::add_const_on_value_type<ActualLhs>::type actualLhs = LhsBlasTraits::extract(prod.lhs());
typedef typename internal::remove_all<typename ProductDerived::RhsNested>::type Rhs;
typedef internal::blas_traits<Rhs> RhsBlasTraits;
typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhs;
typedef typename internal::remove_all<ActualRhs>::type _ActualRhs;
typename internal::add_const_on_value_type<ActualRhs>::type actualRhs = RhsBlasTraits::extract(prod.rhs());
typename ProductDerived::Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs().derived()) * RhsBlasTraits::extractScalarFactor(prod.rhs().derived());
internal::general_matrix_matrix_triangular_product<Index,
typename Lhs::Scalar, _ActualLhs::Flags&RowMajorBit ? RowMajor : ColMajor, LhsBlasTraits::NeedToConjugate,
typename Rhs::Scalar, _ActualRhs::Flags&RowMajorBit ? RowMajor : ColMajor, RhsBlasTraits::NeedToConjugate,
MatrixType::Flags&RowMajorBit ? RowMajor : ColMajor, UpLo>
::run(m_matrix.cols(), actualLhs.cols(),
&actualLhs.coeffRef(0,0), actualLhs.outerStride(), &actualRhs.coeffRef(0,0), actualRhs.outerStride(),
const_cast<Scalar*>(m_matrix.data()), m_matrix.outerStride(), actualAlpha);
general_product_to_triangular_selector<MatrixType, ProductDerived, UpLo, (_Lhs::ColsAtCompileTime==1) || (_Rhs::RowsAtCompileTime==1)>::run(m_matrix.const_cast_derived(), prod.derived(), alpha);
return *this;
}

14
Eigen/src/Core/products/SelfadjointProduct.h
View File

@@ -18,21 +18,19 @@
namespace Eigen {
template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjLhs, bool ConjRhs>
struct selfadjoint_rank1_update;
template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
struct selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo,ConjLhs,ConjRhs>
{
static void run(Index size, Scalar* mat, Index stride, const Scalar* vec, Scalar alpha)
static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, Scalar alpha)
{
internal::conj_if<ConjRhs> cj;
typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
typedef typename internal::conditional<ConjLhs,typename OtherMap::ConjugateReturnType,const OtherMap&>::type ConjRhsType;
typedef typename internal::conditional<ConjLhs,typename OtherMap::ConjugateReturnType,const OtherMap&>::type ConjLhsType;
for (Index i=0; i<size; ++i)
{
Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+(UpLo==Lower ? i : 0), (UpLo==Lower ? size-i : (i+1)))
+= (alpha * cj(vec[i])) * ConjRhsType(OtherMap(vec+(UpLo==Lower ? i : 0),UpLo==Lower ? size-i : (i+1)));
+= (alpha * cj(vecY[i])) * ConjLhsType(OtherMap(vecX+(UpLo==Lower ? i : 0),UpLo==Lower ? size-i : (i+1)));
}
}
};
@@ -40,9 +38,9 @@ struct selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo,ConjLhs,ConjRhs>
template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
struct selfadjoint_rank1_update<Scalar,Index,RowMajor,UpLo,ConjLhs,ConjRhs>
{
static void run(Index size, Scalar* mat, Index stride, const Scalar* vec, Scalar alpha)
static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, Scalar alpha)
{
selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo==Lower?Upper:Lower,ConjRhs,ConjLhs>::run(size,mat,stride,vec,alpha);
selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo==Lower?Upper:Lower,ConjRhs,ConjLhs>::run(size,mat,stride,vecY,vecX,alpha);
}
};
@@ -78,7 +76,7 @@ struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,true>
selfadjoint_rank1_update<Scalar,Index,StorageOrder,UpLo,
OtherBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex,
(!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex>
::run(other.size(), mat.data(), mat.outerStride(), actualOtherPtr, actualAlpha);
::run(other.size(), mat.data(), mat.outerStride(), actualOtherPtr, actualOtherPtr, actualAlpha);
}
};