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improve SYMV it is now faster and ready for use

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This commit is contained in:
Gael Guennebaud
2009-07-23 14:20:45 +02:00
parent eee14846e3
commit 713c92140c
3 changed files with 126 additions and 63 deletions
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67
Eigen/src/Core/SelfAdjointView.h
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@@ -120,7 +120,7 @@ template<typename MatrixType, unsigned int UpLo> class SelfAdjointView
/** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this:
* \f$ this = this + \alpha ( u v^* + v u^*) \f$
*
*
* The vectors \a u and \c v \b must be column vectors, however they can be
* a adjoint expression without any overhead. Only the meaningful triangular
* part of the matrix is updated, the rest is left unchanged.
@@ -184,34 +184,67 @@ struct ei_triangular_assignment_selector<Derived1, Derived2, SelfAdjoint, Dynami
* Wrapper to ei_product_selfadjoint_vector
***************************************************************************/
template<typename Lhs, int LhsMode, typename Rhs, int RhsMode>
struct ei_selfadjoint_product_returntype<Lhs,LhsMode,false,Rhs,RhsMode,true>
: public ReturnByValue<ei_selfadjoint_product_returntype<Lhs,LhsMode,false,Rhs,RhsMode,true>,
template<typename Lhs, int LhsMode, typename Rhs>
struct ei_selfadjoint_product_returntype<Lhs,LhsMode,false,Rhs,0,true>
: public ReturnByValue<ei_selfadjoint_product_returntype<Lhs,LhsMode,false,Rhs,0,true>,
Matrix<typename ei_traits<Rhs>::Scalar,
Rhs::RowsAtCompileTime,Rhs::ColsAtCompileTime> >
{
typedef typename ei_cleantype<typename Rhs::Nested>::type RhsNested;
typedef typename Lhs::Scalar Scalar;
typedef typename Lhs::Nested LhsNested;
typedef typename ei_cleantype<LhsNested>::type _LhsNested;
typedef ei_blas_traits<_LhsNested> LhsBlasTraits;
typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
typedef typename ei_cleantype<ActualLhsType>::type _ActualLhsType;
typedef typename Rhs::Nested RhsNested;
typedef typename ei_cleantype<RhsNested>::type _RhsNested;
typedef ei_blas_traits<_RhsNested> RhsBlasTraits;
typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType;
typedef typename ei_cleantype<ActualRhsType>::type _ActualRhsType;
enum {
LhsUpLo = LhsMode&(UpperTriangularBit|LowerTriangularBit)
};
ei_selfadjoint_product_returntype(const Lhs& lhs, const Rhs& rhs)
: m_lhs(lhs), m_rhs(rhs)
{}
template<typename Dest> inline void _addTo(Dest& dst) const
{ evalTo(dst,1); }
template<typename Dest> inline void _subTo(Dest& dst) const
{ evalTo(dst,-1); }
template<typename Dest> void evalTo(Dest& dst) const
{
dst.resize(m_rhs.rows(), m_rhs.cols());
ei_product_selfadjoint_vector<typename Lhs::Scalar,ei_traits<Lhs>::Flags&RowMajorBit,
LhsMode&(UpperTriangularBit|LowerTriangularBit)>
dst.resize(m_lhs.rows(), m_rhs.cols());
dst.setZero();
evalTo(dst,1);
}
template<typename Dest> void evalTo(Dest& dst, Scalar alpha) const
{
const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs);
const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs);
Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
* RhsBlasTraits::extractScalarFactor(m_rhs);
ei_assert((&dst.coeff(1))-(&dst.coeff(0))==1 && "not implemented yet");
ei_product_selfadjoint_vector<Scalar, ei_traits<_ActualLhsType>::Flags&RowMajorBit, int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)>
(
m_lhs.rows(), // size
m_lhs.data(), // lhs
m_lhs.stride(), // lhsStride,
m_rhs.data(), // rhs
// int rhsIncr,
dst.data() // res
lhs.rows(), // size
&lhs.coeff(0,0), lhs.stride(), // lhs info
&rhs.coeff(0), (&rhs.coeff(1))-(&rhs.coeff(0)), // rhs info
&dst.coeffRef(0), // result info
actualAlpha // scale factor
);
}
const typename Lhs::Nested m_lhs;
const typename Rhs::Nested m_rhs;
const LhsNested m_lhs;
const RhsNested m_rhs;
};
/***************************************************************************
@@ -235,7 +268,7 @@ struct ei_selfadjoint_product_returntype<Lhs,LhsMode,false,Rhs,RhsMode,false>
typedef ei_blas_traits<_LhsNested> LhsBlasTraits;
typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
typedef typename ei_cleantype<ActualLhsType>::type _ActualLhsType;
typedef typename Rhs::Nested RhsNested;
typedef typename ei_cleantype<RhsNested>::type _RhsNested;
typedef ei_blas_traits<_RhsNested> RhsBlasTraits;