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various compilation and bug fixes in selfadjoint stuff
This commit is contained in:
Gael Guennebaud
@@ -125,20 +125,24 @@ template<typename MatrixType, unsigned int UpLo> class SelfAdjointView
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* The vectors \a u and \c v \b must be column vectors, however they can be
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* a adjoint expression without any overhead. Only the meaningful triangular
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* part of the matrix is updated, the rest is left unchanged.
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*
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* \sa rankUpdate(const MatrixBase<DerivedU>&, Scalar)
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*/
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template<typename DerivedU, typename DerivedV>
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SelfAdjointView& rank2update(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, Scalar alpha = Scalar(1));
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SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, Scalar alpha = Scalar(1));
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/** Perform a symmetric rank K update of the selfadjoint matrix \c *this:
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* \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix.
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*
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*
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* \returns a reference to \c *this
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*
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* Note that to perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply
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* call this function with u.adjoint().
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*
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* \sa rankUpdate(const MatrixBase<DerivedU>&, const MatrixBase<DerivedV>&, Scalar)
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*/
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template<typename DerivedU>
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SelfAdjointView& rankKupdate(const MatrixBase<DerivedU>& u, Scalar alpha = Scalar(1));
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SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, Scalar alpha = Scalar(1));
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/////////// Cholesky module ///////////
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@@ -231,13 +235,14 @@ struct ei_selfadjoint_product_returntype<Lhs,LhsMode,false,Rhs,0,true>
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template<typename Dest> void evalTo(Dest& dst) const
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{
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dst.resize(m_lhs.rows(), m_rhs.cols());
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dst.setZero();
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evalTo(dst,1);
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}
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template<typename Dest> void evalTo(Dest& dst, Scalar alpha) const
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{
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ei_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols());
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const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs);
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const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs);
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@@ -63,9 +63,6 @@ static EIGEN_DONT_INLINE void ei_product_selfadjoint_vector(
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rhs = r;
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}
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for (int i=0;i<size;i++)
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res[i] = 0;
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int bound = std::max(0,size-8) & 0xfffffffE;
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if (FirstTriangular)
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bound = size - bound;
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@@ -126,7 +126,7 @@ struct ei_selfadjoint_product<Scalar,MatStorageOrder, ColMajor, AAT, UpLo>
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template<typename MatrixType, unsigned int UpLo>
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template<typename DerivedU>
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SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
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::rankKupdate(const MatrixBase<DerivedU>& u, Scalar alpha)
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::rankUpdate(const MatrixBase<DerivedU>& u, Scalar alpha)
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{
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typedef ei_blas_traits<DerivedU> UBlasTraits;
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typedef typename UBlasTraits::DirectLinearAccessType ActualUType;
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@@ -41,7 +41,7 @@ struct ei_selfadjoint_rank2_update_selector<Scalar,UType,VType,LowerTriangular>
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// std::cerr << "lower \n" << u.transpose() << "\n" << v.transpose() << "\n\n";
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for (int i=0; i<size; ++i)
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{
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// std::cerr <<
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// std::cerr <<
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Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+i, size-i) +=
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(alpha * ei_conj(u.coeff(i))) * v.end(size-i)
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+ (alpha * ei_conj(v.coeff(i))) * u.end(size-i);
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@@ -70,13 +70,13 @@ template<bool Cond, typename T> struct ei_conj_expr_if
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template<typename MatrixType, unsigned int UpLo>
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template<typename DerivedU, typename DerivedV>
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SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
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::rank2update(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, Scalar alpha)
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::rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, Scalar alpha)
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{
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typedef ei_blas_traits<DerivedU> UBlasTraits;
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typedef typename UBlasTraits::DirectLinearAccessType ActualUType;
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typedef typename ei_cleantype<ActualUType>::type _ActualUType;
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const ActualUType actualU = UBlasTraits::extract(u.derived());
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typedef ei_blas_traits<DerivedV> VBlasTraits;
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typedef typename VBlasTraits::DirectLinearAccessType ActualVType;
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typedef typename ei_cleantype<ActualVType>::type _ActualVType;
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@@ -87,8 +87,8 @@ SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
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enum { IsRowMajor = (ei_traits<MatrixType>::Flags&RowMajorBit)?1:0 };
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ei_selfadjoint_rank2_update_selector<Scalar,
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typename ei_conj_expr_if<IsRowMajor ^ UBlasTraits::NeedToConjugate,_ActualUType>::ret,
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typename ei_conj_expr_if<IsRowMajor ^ VBlasTraits::NeedToConjugate,_ActualVType>::ret,
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typename ei_cleantype<typename ei_conj_expr_if<IsRowMajor ^ UBlasTraits::NeedToConjugate,_ActualUType>::ret>::type,
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typename ei_cleantype<typename ei_conj_expr_if<IsRowMajor ^ VBlasTraits::NeedToConjugate,_ActualVType>::ret>::type,
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(IsRowMajor ? (UpLo==UpperTriangular ? LowerTriangular : UpperTriangular) : UpLo)>
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::run(const_cast<Scalar*>(_expression().data()),_expression().stride(),actualU,actualV,actualAlpha);
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@@ -224,21 +224,19 @@ void Tridiagonalization<MatrixType>::_compute(MatrixType& matA, CoeffVectorType&
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// Apply similarity transformation to remaining columns,
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// i.e., A = H' A H where H = I - h v v' and v = matA.col(i).end(n-i-1)
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matA.col(i).coeffRef(i+1) = 1;
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// hCoeffs.end(n-i-1) = (matA.corner(BottomRight,n-i-1,n-i-1).template part<LowerTriangular|SelfAdjoint>()
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// * matA.col(i).end(n-i-1)).lazy();
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// TODO map the above code to the function call below:
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ei_product_selfadjoint_vector<Scalar,MatrixType::Flags&RowMajorBit,LowerTriangularBit>
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(n-i-1,matA.corner(BottomRight,n-i-1,n-i-1).data(), matA.stride(), matA.col(i).end(n-i-1).data(), const_cast<Scalar*>(hCoeffs.end(n-i-1).data()));
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// hCoeffs.end(n-i-1) = (matA.corner(BottomRight,n-i-1,n-i-1).template selfadjointView<LowerTriangular>()
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// * (h * matA.col(i).end(n-i-1)));
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hCoeffs.end(n-i-1) = hCoeffs.end(n-i-1)*h
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+ (h*ei_conj(h)*Scalar(-0.5)*(matA.col(i).end(n-i-1).dot(hCoeffs.end(n-i-1)))) *
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matA.col(i).end(n-i-1);
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hCoeffs.end(n-i-1).setZero();
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ei_product_selfadjoint_vector<Scalar,MatrixType::Flags&RowMajorBit,LowerTriangular,false,false>
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(n-i-1,matA.corner(BottomRight,n-i-1,n-i-1).data(), matA.stride(), matA.col(i).end(n-i-1).data(), 1, const_cast<Scalar*>(hCoeffs.end(n-i-1).data()), h);
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hCoeffs.end(n-i-1) += (h*Scalar(-0.5)*(matA.col(i).end(n-i-1).dot(hCoeffs.end(n-i-1)))) * matA.col(i).end(n-i-1);
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matA.corner(BottomRight, n-i-1, n-i-1).template selfadjointView<LowerTriangular>()
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.rank2update(matA.col(i).end(n-i-1), hCoeffs.end(n-i-1), -1);
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.rankUpdate(matA.col(i).end(n-i-1), hCoeffs.end(n-i-1), -1);
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// note: at that point matA(i+1,i+1) is the (i+1)-th element of the final diagonal
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// note: the sequence of the beta values leads to the subdiagonal entries
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