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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/level2_cplx_impl.h
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@@ -117,6 +117,21 @@ int EIGEN_BLAS_FUNC(hemv)(char *uplo, int *n, RealScalar *palpha, RealScalar *pa
*/
int EIGEN_BLAS_FUNC(her)(char *uplo, int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *pa, int *lda)
{
typedef void (*functype)(int, Scalar*, int, const Scalar*, Scalar);
static functype func[2];
static bool init = false;
if(!init)
{
for(int k=0; k<2; ++k)
func[k] = 0;
func[UP] = (selfadjoint_rank1_update<Scalar,int,ColMajor,Upper,false,Conj>::run);
func[LO] = (selfadjoint_rank1_update<Scalar,int,ColMajor,Lower,false,Conj>::run);
init = true;
}
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* a = reinterpret_cast<Scalar*>(pa);
RealScalar alpha = *reinterpret_cast<RealScalar*>(palpha);
@@ -134,16 +149,11 @@ int EIGEN_BLAS_FUNC(her)(char *uplo, int *n, RealScalar *palpha, RealScalar *px,
Scalar* x_cpy = get_compact_vector(x, *n, *incx);
// TODO perform direct calls to underlying implementation
// if(UPLO(*uplo)==LO) matrix(a,*n,*n,*lda).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), alpha);
// else if(UPLO(*uplo)==UP) matrix(a,*n,*n,*lda).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), alpha);
int code = UPLO(*uplo);
if(code>=2 || func[code]==0)
return 0;
if(UPLO(*uplo)==LO)
for(int j=0;j<*n;++j)
matrix(a,*n,*n,*lda).col(j).tail(*n-j) += alpha * internal::conj(x_cpy[j]) * vector(x_cpy+j,*n-j);
else
for(int j=0;j<*n;++j)
matrix(a,*n,*n,*lda).col(j).head(j+1) += alpha * internal::conj(x_cpy[j]) * vector(x_cpy,j+1);
func[code](*n, a, *lda, x_cpy, alpha);
matrix(a,*n,*n,*lda).diagonal().imag().setZero();
@@ -161,6 +171,21 @@ int EIGEN_BLAS_FUNC(her)(char *uplo, int *n, RealScalar *palpha, RealScalar *px,
*/
int EIGEN_BLAS_FUNC(her2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar *pa, int *lda)
{
typedef void (*functype)(int, Scalar*, int, const Scalar*, const Scalar*, Scalar);
static functype func[2];
static bool init = false;
if(!init)
{
for(int k=0; k<2; ++k)
func[k] = 0;
func[UP] = (internal::rank2_update_selector<Scalar,int,Upper>::run);
func[LO] = (internal::rank2_update_selector<Scalar,int,Lower>::run);
init = true;
}
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
Scalar* a = reinterpret_cast<Scalar*>(pa);
@@ -181,9 +206,11 @@ int EIGEN_BLAS_FUNC(her2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px
Scalar* x_cpy = get_compact_vector(x, *n, *incx);
Scalar* y_cpy = get_compact_vector(y, *n, *incy);
// TODO perform direct calls to underlying implementation
if(UPLO(*uplo)==LO) matrix(a,*n,*n,*lda).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n),vector(y_cpy,*n),alpha);
else if(UPLO(*uplo)==UP) matrix(a,*n,*n,*lda).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n),vector(y_cpy,*n),alpha);
int code = UPLO(*uplo);
if(code>=2 || func[code]==0)
return 0;
func[code](*n, a, *lda, x_cpy, y_cpy, alpha);
matrix(a,*n,*n,*lda).diagonal().imag().setZero();
@@ -222,8 +249,7 @@ int EIGEN_BLAS_FUNC(geru)(int *m, int *n, RealScalar *palpha, RealScalar *px, in
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
// TODO perform direct calls to underlying implementation
matrix(a,*m,*n,*lda) += alpha * vector(x_cpy,*m) * vector(y_cpy,*n).transpose();
internal::general_rank1_update<Scalar,int,false>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
@@ -260,8 +286,7 @@ int EIGEN_BLAS_FUNC(gerc)(int *m, int *n, RealScalar *palpha, RealScalar *px, in
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
// TODO perform direct calls to underlying implementation
matrix(a,*m,*n,*lda) += alpha * vector(x_cpy,*m) * vector(y_cpy,*n).adjoint();
internal::general_rank1_update<Scalar,int,Conj>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;