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Extend CUDA support to matrix inversion and selfadjointeigensolver

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This commit is contained in:
Andrea Bocci
2018-06-11 18:33:24 +02:00
parent 0537123953
commit f7124b3e46
27 changed files with 200 additions and 74 deletions
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16
Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
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@@ -20,7 +20,9 @@ class GeneralizedSelfAdjointEigenSolver;
namespace internal {
template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues;
template<typename MatrixType, typename DiagType, typename SubDiagType>
EIGEN_DEVICE_FUNC
ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag, const Index maxIterations, bool computeEigenvectors, MatrixType& eivec);
}
@@ -354,7 +356,8 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
static const int m_maxIterations = 30;
protected:
static void check_template_parameters()
static EIGEN_DEVICE_FUNC
void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
@@ -403,7 +406,7 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
const InputType &matrix(a_matrix.derived());
using std::abs;
EIGEN_USING_STD_MATH(abs);
eigen_assert(matrix.cols() == matrix.rows());
eigen_assert((options&~(EigVecMask|GenEigMask))==0
&& (options&EigVecMask)!=EigVecMask
@@ -479,9 +482,10 @@ namespace internal {
* \returns \c Success or \c NoConvergence
*/
template<typename MatrixType, typename DiagType, typename SubDiagType>
EIGEN_DEVICE_FUNC
ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag, const Index maxIterations, bool computeEigenvectors, MatrixType& eivec)
{
using std::abs;
EIGEN_USING_STD_MATH(abs);
ComputationInfo info;
typedef typename MatrixType::Scalar Scalar;
@@ -535,7 +539,7 @@ ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag
diag.segment(i,n-i).minCoeff(&k);
if (k > 0)
{
std::swap(diag[i], diag[k+i]);
numext::swap(diag[i], diag[k+i]);
if(computeEigenvectors)
eivec.col(i).swap(eivec.col(k+i));
}
@@ -605,7 +609,7 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
EIGEN_DEVICE_FUNC
static inline bool extract_kernel(MatrixType& mat, Ref<VectorType> res, Ref<VectorType> representative)
{
using std::abs;
EIGEN_USING_STD_MATH(abs);
Index i0;
// Find non-zero column i0 (by construction, there must exist a non zero coefficient on the diagonal):
mat.diagonal().cwiseAbs().maxCoeff(&i0);
@@ -807,7 +811,7 @@ template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
EIGEN_DEVICE_FUNC
static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n)
{
using std::abs;
EIGEN_USING_STD_MATH(abs);
RealScalar td = (diag[end-1] - diag[end])*RealScalar(0.5);
RealScalar e = subdiag[end-1];
// Note that thanks to scaling, e^2 or td^2 cannot overflow, however they can still

9
Eigen/src/Eigenvalues/Tridiagonalization.h
View File

@@ -25,6 +25,7 @@ struct traits<TridiagonalizationMatrixTReturnType<MatrixType> >
};
template<typename MatrixType, typename CoeffVectorType>
EIGEN_DEVICE_FUNC
void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs);
}
@@ -344,6 +345,7 @@ namespace internal {
* \sa Tridiagonalization::packedMatrix()
*/
template<typename MatrixType, typename CoeffVectorType>
EIGEN_DEVICE_FUNC
void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs)
{
using numext::conj;
@@ -424,6 +426,7 @@ struct tridiagonalization_inplace_selector;
* \sa class Tridiagonalization
*/
template<typename MatrixType, typename DiagonalType, typename SubDiagonalType>
EIGEN_DEVICE_FUNC
void tridiagonalization_inplace(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
{
eigen_assert(mat.cols()==mat.rows() && diag.size()==mat.rows() && subdiag.size()==mat.rows()-1);
@@ -439,7 +442,8 @@ struct tridiagonalization_inplace_selector
typedef typename Tridiagonalization<MatrixType>::CoeffVectorType CoeffVectorType;
typedef typename Tridiagonalization<MatrixType>::HouseholderSequenceType HouseholderSequenceType;
template<typename DiagonalType, typename SubDiagonalType>
static void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
static EIGEN_DEVICE_FUNC
void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
{
CoeffVectorType hCoeffs(mat.cols()-1);
tridiagonalization_inplace(mat,hCoeffs);
@@ -508,7 +512,8 @@ struct tridiagonalization_inplace_selector<MatrixType,1,IsComplex>
typedef typename MatrixType::Scalar Scalar;
template<typename DiagonalType, typename SubDiagonalType>
static void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType&, bool extractQ)
static EIGEN_DEVICE_FUNC
void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType&, bool extractQ)
{
diag(0,0) = numext::real(mat(0,0));
if(extractQ)