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Implement rank-2 update for packed matrices.

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This commit is contained in:
Chen-Pang He
2012-09-08 17:29:44 +08:00
parent b5f9bec8ac
commit e4e7585a24
4 changed files with 146 additions and 18 deletions
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54
blas/Rank2Update.h
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@@ -28,9 +28,8 @@ struct rank2_update_selector<Scalar,Index,Upper>
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);
Map<PlainVector>(mat+stride*i, i+1) += conj(alpha) * conj(_u[i]) * v.head(i+1)
+ alpha * conj(_v[i]) * u.head(i+1);
}
}
};
@@ -45,9 +44,52 @@ struct rank2_update_selector<Scalar,Index,Lower>
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);
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);
}
}
};
/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
* The matrix is in packed form.
*/
template<typename Scalar, typename Index, int UpLo>
struct packed_rank2_update_selector;
template<typename Scalar, typename Index>
struct packed_rank2_update_selector<Scalar,Index,Upper>
{
static void run(Index size, Scalar* mat, const Scalar* _u, const Scalar* _v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
Map<const PlainVector> u(_u, size), v(_v, size);
Index offset = 0;
for (Index i=0; i<size; ++i)
{
offset += i;
Map<PlainVector>(mat+offset, i+1) += conj(alpha) * conj(_u[i]) * v.head(i+1)
+ alpha * conj(_v[i]) * u.head(i+1);
mat[offset+i] = real(mat[offset+i]);
}
}
};
template<typename Scalar, typename Index>
struct packed_rank2_update_selector<Scalar,Index,Lower>
{
static void run(Index size, Scalar* mat, const Scalar* _u, const Scalar* _v, Scalar alpha)
{
typedef Matrix<Scalar,Dynamic,1> PlainVector;
Map<const PlainVector> u(_u, size), v(_v, size);
Index offset = 0;
for (Index i=0; i<size; ++i)
{
Map<PlainVector>(mat+offset, size-i) += conj(alpha) * conj(_u[i]) * v.tail(size-i)
+ alpha * conj(_v[i]) * u.tail(size-i);
mat[offset] = real(mat[offset]);
offset += size-i;
}
}
};