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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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11
Eigen/src/Jacobi/Jacobi.h
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@@ -90,6 +90,7 @@ template<typename Scalar> class JacobiRotation
* \sa MatrixBase::makeJacobi(const MatrixBase<Derived>&, Index, Index), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
*/
template<typename Scalar>
EIGEN_DEVICE_FUNC
bool JacobiRotation<Scalar>::makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z)
{
using std::sqrt;
@@ -134,6 +135,7 @@ bool JacobiRotation<Scalar>::makeJacobi(const RealScalar& x, const Scalar& y, co
*/
template<typename Scalar>
template<typename Derived>
EIGEN_DEVICE_FUNC
inline bool JacobiRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, Index p, Index q)
{
return makeJacobi(numext::real(m.coeff(p,p)), m.coeff(p,q), numext::real(m.coeff(q,q)));
@@ -156,6 +158,7 @@ inline bool JacobiRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, Ind
* \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
*/
template<typename Scalar>
EIGEN_DEVICE_FUNC
void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* z)
{
makeGivens(p, q, z, typename internal::conditional<NumTraits<Scalar>::IsComplex, internal::true_type, internal::false_type>::type());
@@ -164,6 +167,7 @@ void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
// specialization for complexes
template<typename Scalar>
EIGEN_DEVICE_FUNC
void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type)
{
using std::sqrt;
@@ -223,6 +227,7 @@ void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
// specialization for reals
template<typename Scalar>
EIGEN_DEVICE_FUNC
void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type)
{
using std::sqrt;
@@ -286,6 +291,7 @@ void apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>&
*/
template<typename Derived>
template<typename OtherScalar>
EIGEN_DEVICE_FUNC
inline void MatrixBase<Derived>::applyOnTheLeft(Index p, Index q, const JacobiRotation<OtherScalar>& j)
{
RowXpr x(this->row(p));
@@ -301,6 +307,7 @@ inline void MatrixBase<Derived>::applyOnTheLeft(Index p, Index q, const JacobiRo
*/
template<typename Derived>
template<typename OtherScalar>
EIGEN_DEVICE_FUNC
inline void MatrixBase<Derived>::applyOnTheRight(Index p, Index q, const JacobiRotation<OtherScalar>& j)
{
ColXpr x(this->col(p));
@@ -314,7 +321,8 @@ template<typename Scalar, typename OtherScalar,
int SizeAtCompileTime, int MinAlignment, bool Vectorizable>
struct apply_rotation_in_the_plane_selector
{
static inline void run(Scalar *x, Index incrx, Scalar *y, Index incry, Index size, OtherScalar c, OtherScalar s)
static EIGEN_DEVICE_FUNC
inline void run(Scalar *x, Index incrx, Scalar *y, Index incry, Index size, OtherScalar c, OtherScalar s)
{
for(Index i=0; i<size; ++i)
{
@@ -441,6 +449,7 @@ struct apply_rotation_in_the_plane_selector<Scalar,OtherScalar,SizeAtCompileTime
};
template<typename VectorX, typename VectorY, typename OtherScalar>
EIGEN_DEVICE_FUNC
void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>& xpr_y, const JacobiRotation<OtherScalar>& j)
{
typedef typename VectorX::Scalar Scalar;