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Implement functors for rank-1 and rank-2 update.

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Chen-Pang He
2012-09-08 01:39:16 +08:00
parent 145f89cd5f
commit b0b9b4d6b2
7 changed files with 212 additions and 71 deletions
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57
blas/Rank2Update.h Normal file
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_RANK2UPDATE_H
#define EIGEN_RANK2UPDATE_H
namespace internal {
/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
* This is the low-level version of SelfadjointRank2Update.h
*/
template<typename Scalar, typename Index, int UpLo>
struct rank2_update_selector;
template<typename Scalar, typename Index>
struct rank2_update_selector<Scalar,Index,Upper>
{
static void run(Index size, Scalar* mat, Index stride, const Scalar* _u, const Scalar* _v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
Map<const PlainVector> u(_u, size), v(_v, size);
for (Index i=0; i<size; ++i)
{
Map<PlainVector>(mat+stride*i, i+1) +=
conj(alpha) * conj(_u[i]) * v.head(i+1)
+ alpha * conj(_v[i]) * u.head(i+1);
}
}
};
template<typename Scalar, typename Index>
struct rank2_update_selector<Scalar,Index,Lower>
{
static void run(Index size, Scalar* mat, Index stride, const Scalar* _u, const Scalar* _v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
Map<const PlainVector> u(_u, size), v(_v, size);
for (Index i=0; i<size; ++i)
{
Map<PlainVector>(mat+(stride+1)*i, size-i) +=
conj(alpha) * conj(_u[i]) * v.tail(size-i)
+ alpha * conj(_v[i]) * u.tail(size-i);
}
}
};
} // end namespace internal
#endif // EIGEN_RANK2UPDATE_H