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Add an efficient rank2 update function (like the level2 blas xSYR2 routine).

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Note that it is already used in Tridiagonalization.
This commit is contained in:
Gael Guennebaud
2009-07-11 21:14:59 +02:00
parent b47dea8b7a
commit a2087cd7a3
11 changed files with 187 additions and 51 deletions
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17
Eigen/src/Core/SolveTriangular.h
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@@ -33,12 +33,12 @@ template<typename Lhs, typename Rhs,
>
struct ei_triangular_solver_selector;
// forward substitution, row-major
// forward and backward substitution, row-major
template<typename Lhs, typename Rhs, int Mode>
struct ei_triangular_solver_selector<Lhs,Rhs,Mode,NoUnrolling,RowMajor>
{
typedef typename Rhs::Scalar Scalar;
typedef ei_product_factor_traits<Lhs> LhsProductTraits;
typedef ei_blas_traits<Lhs> LhsProductTraits;
typedef typename LhsProductTraits::ActualXprType ActualLhsType;
enum {
IsLowerTriangular = ((Mode&LowerTriangularBit)==LowerTriangularBit)
@@ -60,6 +60,9 @@ struct ei_triangular_solver_selector<Lhs,Rhs,Mode,NoUnrolling,RowMajor>
int r = IsLowerTriangular ? pi : size - pi; // remaining size
if (r > 0)
{
// let's directly call the low level product function because:
// 1 - it is faster to compile
// 2 - it is slighlty faster at runtime
int startRow = IsLowerTriangular ? pi : pi-actualPanelWidth;
int startCol = IsLowerTriangular ? 0 : pi;
Block<Rhs,Dynamic,1> target(other,startRow,c,actualPanelWidth,1);
@@ -86,17 +89,13 @@ struct ei_triangular_solver_selector<Lhs,Rhs,Mode,NoUnrolling,RowMajor>
}
};
// Implements the following configurations:
// - inv(LowerTriangular, ColMajor) * Column vectors
// - inv(LowerTriangular,UnitDiag,ColMajor) * Column vectors
// - inv(UpperTriangular, ColMajor) * Column vectors
// - inv(UpperTriangular,UnitDiag,ColMajor) * Column vectors
// forward and backward substitution, column-major
template<typename Lhs, typename Rhs, int Mode>
struct ei_triangular_solver_selector<Lhs,Rhs,Mode,NoUnrolling,ColMajor>
{
typedef typename Rhs::Scalar Scalar;
typedef typename ei_packet_traits<Scalar>::type Packet;
typedef ei_product_factor_traits<Lhs> LhsProductTraits;
typedef ei_blas_traits<Lhs> LhsProductTraits;
typedef typename LhsProductTraits::ActualXprType ActualLhsType;
enum {
PacketSize = ei_packet_traits<Scalar>::size,
@@ -136,7 +135,7 @@ struct ei_triangular_solver_selector<Lhs,Rhs,Mode,NoUnrolling,ColMajor>
int r = IsLowerTriangular ? size - endBlock : startBlock; // remaining size
if (r > 0)
{
// let's directly call this function because:
// let's directly call the low level product function because:
// 1 - it is faster to compile
// 2 - it is slighlty faster at runtime
ei_cache_friendly_product_colmajor_times_vector<LhsProductTraits::NeedToConjugate,false>(