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bug #1517: fix triangular product with unit diagonal and nested scaling factor: (s*A).triangularView<UpperUnit>()*B

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This commit is contained in:
Gael Guennebaud
2018-02-09 16:52:35 +01:00
parent 12efc7d41b
commit 5deeb19e7b
3 changed files with 59 additions and 15 deletions
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24
Eigen/src/Core/products/TriangularMatrixMatrix.h
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@@ -400,7 +400,9 @@ struct triangular_product_impl<Mode,LhsIsTriangular,Lhs,false,Rhs,false>
{
template<typename Dest> static void run(Dest& dst, const Lhs &a_lhs, const Rhs &a_rhs, const typename Dest::Scalar& alpha)
{
typedef typename Dest::Scalar Scalar;
typedef typename Lhs::Scalar LhsScalar;
typedef typename Rhs::Scalar RhsScalar;
typedef typename Dest::Scalar Scalar;
typedef internal::blas_traits<Lhs> LhsBlasTraits;
typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
@@ -412,8 +414,9 @@ struct triangular_product_impl<Mode,LhsIsTriangular,Lhs,false,Rhs,false>
typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(a_lhs);
typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(a_rhs);
Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(a_lhs)
* RhsBlasTraits::extractScalarFactor(a_rhs);
LhsScalar lhs_alpha = LhsBlasTraits::extractScalarFactor(a_lhs);
RhsScalar rhs_alpha = RhsBlasTraits::extractScalarFactor(a_rhs);
Scalar actualAlpha = alpha * lhs_alpha * rhs_alpha;
typedef internal::gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
Lhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxColsAtCompileTime,4> BlockingType;
@@ -438,6 +441,21 @@ struct triangular_product_impl<Mode,LhsIsTriangular,Lhs,false,Rhs,false>
&dst.coeffRef(0,0), dst.outerStride(), // result info
actualAlpha, blocking
);
// Apply correction if the diagonal is unit and a scalar factor was nested:
if ((Mode&UnitDiag)==UnitDiag)
{
if (LhsIsTriangular && lhs_alpha!=LhsScalar(1))
{
Index diagSize = (std::min)(lhs.rows(),lhs.cols());
dst.topRows(diagSize) -= ((lhs_alpha-LhsScalar(1))*a_rhs).topRows(diagSize);
}
else if ((!LhsIsTriangular) && rhs_alpha!=RhsScalar(1))
{
Index diagSize = (std::min)(rhs.rows(),rhs.cols());
dst.leftCols(diagSize) -= (rhs_alpha-RhsScalar(1))*a_lhs.leftCols(diagSize);
}
}
}
};

22
Eigen/src/Core/products/TriangularMatrixVector.h
View File

@@ -221,8 +221,9 @@ template<int Mode> struct trmv_selector<Mode,ColMajor>
typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(lhs);
typename internal::add_const_on_value_type<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(rhs);
ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(lhs)
* RhsBlasTraits::extractScalarFactor(rhs);
LhsScalar lhs_alpha = LhsBlasTraits::extractScalarFactor(lhs);
RhsScalar rhs_alpha = RhsBlasTraits::extractScalarFactor(rhs);
ResScalar actualAlpha = alpha * lhs_alpha * rhs_alpha;
enum {
// FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1
@@ -274,6 +275,12 @@ template<int Mode> struct trmv_selector<Mode,ColMajor>
else
dest = MappedDest(actualDestPtr, dest.size());
}
if ( ((Mode&UnitDiag)==UnitDiag) && (lhs_alpha!=LhsScalar(1)) )
{
Index diagSize = (std::min)(lhs.rows(),lhs.cols());
dest.head(diagSize) -= (lhs_alpha-LhsScalar(1))*rhs.head(diagSize);
}
}
};
@@ -295,8 +302,9 @@ template<int Mode> struct trmv_selector<Mode,RowMajor>
typename add_const<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(lhs);
typename add_const<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(rhs);
ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(lhs)
* RhsBlasTraits::extractScalarFactor(rhs);
LhsScalar lhs_alpha = LhsBlasTraits::extractScalarFactor(lhs);
RhsScalar rhs_alpha = RhsBlasTraits::extractScalarFactor(rhs);
ResScalar actualAlpha = alpha * lhs_alpha * rhs_alpha;
enum {
DirectlyUseRhs = ActualRhsTypeCleaned::InnerStrideAtCompileTime==1
@@ -326,6 +334,12 @@ template<int Mode> struct trmv_selector<Mode,RowMajor>
actualRhsPtr,1,
dest.data(),dest.innerStride(),
actualAlpha);
if ( ((Mode&UnitDiag)==UnitDiag) && (lhs_alpha!=LhsScalar(1)) )
{
Index diagSize = (std::min)(lhs.rows(),lhs.cols());
dest.head(diagSize) -= (lhs_alpha-LhsScalar(1))*rhs.head(diagSize);
}
}
};