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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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89
blas/level2_real_impl.h
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@@ -68,6 +68,20 @@ int EIGEN_BLAS_FUNC(syr)(char *uplo, int *n, RealScalar *palpha, RealScalar *px,
// init = true;
// }
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* c = reinterpret_cast<Scalar*>(pc);
@@ -86,18 +100,11 @@ int EIGEN_BLAS_FUNC(syr)(char *uplo, int *n, RealScalar *palpha, RealScalar *px,
// if the increment is not 1, let's copy it to a temporary vector to enable vectorization
Scalar* x_cpy = get_compact_vector(x,*n,*incx);
Matrix<Scalar,Dynamic,Dynamic> m2(matrix(c,*n,*n,*ldc));
// TODO check why this is not accurate enough for lapack tests
// if(UPLO(*uplo)==LO) matrix(c,*n,*n,*ldc).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), alpha);
// else if(UPLO(*uplo)==UP) matrix(c,*n,*n,*ldc).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(c,*n,*n,*ldc).col(j).tail(*n-j) += alpha * x_cpy[j] * vector(x_cpy+j,*n-j);
else
for(int j=0;j<*n;++j)
matrix(c,*n,*n,*ldc).col(j).head(j+1) += alpha * x_cpy[j] * vector(x_cpy,j+1);
func[code](*n, c, *ldc, x_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
@@ -121,6 +128,20 @@ int EIGEN_BLAS_FUNC(syr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px
//
// init = true;
// }
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);
@@ -141,10 +162,12 @@ int EIGEN_BLAS_FUNC(syr2)(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);
int code = UPLO(*uplo);
if(code>=2 || func[code]==0)
return 0;
// TODO perform direct calls to underlying implementation
if(UPLO(*uplo)==LO) matrix(c,*n,*n,*ldc).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), vector(y_cpy,*n), alpha);
else if(UPLO(*uplo)==UP) matrix(c,*n,*n,*ldc).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), vector(y_cpy,*n), alpha);
func[code](*n, c, *ldc, x_cpy, y_cpy, alpha);
if(x_cpy!=x) delete[] x_cpy;
if(y_cpy!=y) delete[] y_cpy;
@@ -208,3 +231,41 @@ int EIGEN_BLAS_FUNC(syr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px
// return 1;
// }
/** DGER performs the rank 1 operation
*
* A := alpha*x*y' + A,
*
* where alpha is a scalar, x is an m element vector, y is an n element
* vector and A is an m by n matrix.
*/
int EIGEN_BLAS_FUNC(ger)(int *m, int *n, Scalar *palpha, Scalar *px, int *incx, Scalar *py, int *incy, Scalar *pa, int *lda)
{
Scalar* x = reinterpret_cast<Scalar*>(px);
Scalar* y = reinterpret_cast<Scalar*>(py);
Scalar* a = reinterpret_cast<Scalar*>(pa);
Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
int info = 0;
if(*m<0) info = 1;
else if(*n<0) info = 2;
else if(*incx==0) info = 5;
else if(*incy==0) info = 7;
else if(*lda<std::max(1,*m)) info = 9;
if(info)
return xerbla_(SCALAR_SUFFIX_UP"GER ",&info,6);
if(alpha==Scalar(0))
return 1;
Scalar* x_cpy = get_compact_vector(x,*m,*incx);
Scalar* y_cpy = get_compact_vector(y,*n,*incy);
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;
return 1;
}