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implement GBMV

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This commit is contained in:
Gael Guennebaud
2011-02-02 11:39:13 +01:00
parent d5f6819761
commit 52e0a44034
6 changed files with 64 additions and 1255 deletions
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71
blas/level2_impl.h
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@@ -202,21 +202,76 @@ int EIGEN_BLAS_FUNC(trmv)(char *uplo, char *opa, char *diag, int *n, RealScalar
return 0;
}
/** DGBMV performs one of the matrix-vector operations
/** GBMV performs one of the matrix-vector operations
*
* y := alpha*A*x + beta*y, or y := alpha*A'*x + beta*y,
*
* where alpha and beta are scalars, x and y are vectors and A is an
* m by n band matrix, with kl sub-diagonals and ku super-diagonals.
*/
// int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealScalar *alpha, RealScalar *a, int *lda,
// RealScalar *x, int *incx, RealScalar *beta, RealScalar *y, int *incy)
// {
// return 1;
// }
int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealScalar *palpha, RealScalar *pa, int *lda,
RealScalar *px, int *incx, RealScalar *pbeta, RealScalar *py, int *incy)
{
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
Scalar beta = *reinterpret_cast<Scalar*>(pbeta);
int coeff_rows = *kl+*ku+1;
int info = 0;
if(OP(*trans)==INVALID) info = 1;
else if(*m<0) info = 2;
else if(*n<0) info = 3;
else if(*kl<0) info = 4;
else if(*ku<0) info = 5;
else if(*lda<coeff_rows) info = 8;
else if(*incx==0) info = 10;
else if(*incy==0) info = 13;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"GBMV ",&info,6);
if(*m==0 || *n==0 || (alpha==Scalar(0) && beta==Scalar(1)))
return 0;
int actual_m = *m;
int actual_n = *n;
if(OP(*trans)!=NOTR)
std::swap(actual_m,actual_n);
Scalar* actual_x = get_compact_vector(x,actual_n,*incx);
Scalar* actual_y = get_compact_vector(y,actual_m,*incy);
if(beta!=Scalar(1))
{
if(beta==Scalar(0)) vector(actual_y, actual_m).setZero();
else vector(actual_y, actual_m) *= beta;
}
MatrixType mat_coeffs(a,coeff_rows,*n,*lda);
int nb = std::min(*n,(*m)+(*ku));
for(int j=0; j<nb; ++j)
{
int start = std::max(0,j - *ku);
int end = std::min((*m)-1,j + *kl);
int len = end - start + 1;
int offset = (*ku) - j + start;
if(OP(*trans)==NOTR)
vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
else if(OP(*trans)==TR)
actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * vector(actual_x+start,len) ).value();
else
actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint() * vector(actual_x+start,len) ).value();
}
if(actual_x!=x) delete[] actual_x;
if(actual_y!=y) delete[] copy_back(actual_y,y,actual_m,*incy);
return 0;
}
/** DTBMV performs one of the matrix-vector operations
/** TBMV performs one of the matrix-vector operations
*
* x := A*x, or x := A'*x,
*