// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 Gael Guennebaud // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #ifndef EIGEN_SOLVETRIANGULAR_H #define EIGEN_SOLVETRIANGULAR_H template struct ei_triangular_solver_selector; // forward substitution, row-major template struct ei_triangular_solver_selector { typedef typename Rhs::Scalar Scalar; static void run(const Lhs& lhs, Rhs& other) {std::cerr << "here\n"; #if NOTDEF const bool IsLowerTriangular = (UpLo==LowerTriangular); const int size = lhs.cols(); for(int c=0 ; c0; IsLowerTriangular ? pi+=PanelWidth : pi-=PanelWidth) { int actualPanelWidth = std::min(IsLowerTriangular ? size - pi : pi, PanelWidth); int startBlock = IsLowerTriangular ? pi : pi-actualPanelWidth; int endBlock = IsLowerTriangular ? pi + actualPanelWidth : 0; if (pi > 0) { int r = IsLowerTriangular ? size - endBlock : startBlock; // remaining size ei_cache_friendly_product_colmajor_times_vector( r, &(lhs.const_cast_derived().coeffRef(endBlock,startBlock)), lhs.stride(), other.col(c).segment(startBlock, actualPanelWidth), &(other.coeffRef(endBlock, c)), Scalar(-1)); } for(int k=0; k0) { other.col(c).segment((IsLowerTriangular ? i+1 : i-r), r) -= other.coeffRef(i,c) * Block(lhs, (IsLowerTriangular ? i+1 : i-r), i, r, 1); } } } } #else const bool IsLowerTriangular = (UpLo==LowerTriangular); const int size = lhs.cols(); /* We perform the inverse product per block of 4 rows such that we perfectly match * our optimized matrix * vector product. blockyStart represents the number of rows * we have process first using the non-block version. */ int blockyStart = (std::max(size-5,0)/4)*4; if (IsLowerTriangular) blockyStart = size - blockyStart; else blockyStart -= 1; for(int c=0 ; cblockyStart; i += (IsLowerTriangular ? 1 : -1) ) { Scalar tmp = other.coeff(i,c) - (IsLowerTriangular ? ((lhs.row(i).start(i)) * other.col(c).start(i)).coeff(0,0) : ((lhs.row(i).end(size-i-1)) * other.col(c).end(size-i-1)).coeff(0,0)); if (Mode & UnitDiagBit) other.coeffRef(i,c) = tmp; else other.coeffRef(i,c) = tmp/lhs.coeff(i,i); } // now let's process the remaining rows 4 at once for(int i=blockyStart; IsLowerTriangular ? i0; ) { int startBlock = i; int endBlock = startBlock + (IsLowerTriangular ? 4 : -4); /* Process the i cols times 4 rows block, and keep the result in a temporary vector */ // FIXME use fixed size block but take care to small fixed size matrices... Matrix btmp(4); if (IsLowerTriangular) btmp = lhs.block(startBlock,0,4,i) * other.col(c).start(i); else btmp = lhs.block(i-3,i+1,4,size-1-i) * other.col(c).end(size-1-i); /* Let's process the 4x4 sub-matrix as usual. * btmp stores the diagonal coefficients used to update the remaining part of the result. */ { Scalar tmp = other.coeff(startBlock,c)-btmp.coeff(IsLowerTriangular?0:3); if (Mode & UnitDiagBit) other.coeffRef(i,c) = tmp; else other.coeffRef(i,c) = tmp/lhs.coeff(i,i); } i += IsLowerTriangular ? 1 : -1; for (;IsLowerTriangular ? iendBlock; i += IsLowerTriangular ? 1 : -1) { int remainingSize = IsLowerTriangular ? i-startBlock : startBlock-i; Scalar tmp = other.coeff(i,c) - btmp.coeff(IsLowerTriangular ? remainingSize : 3-remainingSize) - ( lhs.row(i).segment(IsLowerTriangular ? startBlock : i+1, remainingSize) * other.col(c).segment(IsLowerTriangular ? startBlock : i+1, remainingSize)).coeff(0,0); if (Mode & UnitDiagBit) other.coeffRef(i,c) = tmp; else other.coeffRef(i,c) = tmp/lhs.coeff(i,i); } } } #endif } }; // Implements the following configurations: // - inv(LowerTriangular, ColMajor) * Column vector // - inv(LowerTriangular,UnitDiag,ColMajor) * Column vector // - inv(UpperTriangular, ColMajor) * Column vector // - inv(UpperTriangular,UnitDiag,ColMajor) * Column vector template struct ei_triangular_solver_selector { typedef typename Rhs::Scalar Scalar; typedef typename ei_packet_traits::type Packet; enum { PacketSize = ei_packet_traits::size }; static void run(const Lhs& lhs, Rhs& other) { static const int PanelWidth = 4; // TODO make this a user definable constant static const bool IsLowerTriangular = (UpLo==LowerTriangular); const int size = lhs.cols(); for(int c=0 ; c0; IsLowerTriangular ? pi+=PanelWidth : pi-=PanelWidth) { int actualPanelWidth = std::min(IsLowerTriangular ? size - pi : pi, PanelWidth); int startBlock = IsLowerTriangular ? pi : pi-actualPanelWidth; int endBlock = IsLowerTriangular ? pi + actualPanelWidth : 0; for(int k=0; k0) { other.col(c).segment((IsLowerTriangular ? i+1 : i-r), r) -= other.coeffRef(i,c) * Block(lhs, (IsLowerTriangular ? i+1 : i-r), i, r, 1); } } int r = IsLowerTriangular ? size - endBlock : startBlock; // remaining size if (r > 0) { ei_cache_friendly_product_colmajor_times_vector( r, &(lhs.const_cast_derived().coeffRef(endBlock,startBlock)), lhs.stride(), other.col(c).segment(startBlock, actualPanelWidth), &(other.coeffRef(endBlock, c)), Scalar(-1)); } } } } }; /** "in-place" version of MatrixBase::solveTriangular() where the result is written in \a other * * \nonstableyet * * \warning The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here. * This function will const_cast it, so constness isn't honored here. * * See MatrixBase:solveTriangular() for the details. */ template template void TriangularView::solveInPlace(const MatrixBase& _rhs) const { RhsDerived& rhs = _rhs.const_cast_derived(); ei_assert(cols() == rows()); ei_assert(cols() == rhs.rows()); ei_assert(!(Mode & ZeroDiagBit)); ei_assert(Mode & (UpperTriangularBit|LowerTriangularBit)); enum { copy = ei_traits::Flags & RowMajorBit }; typedef typename ei_meta_if::type, RhsDerived&>::ret RhsCopy; RhsCopy rhsCopy(rhs); ei_triangular_solver_selector::type, Mode>::run(_expression(), rhsCopy); if (copy) rhs = rhsCopy; } /** \returns the product of the inverse of \c *this with \a other, \a *this being triangular. * * \nonstableyet * * This function computes the inverse-matrix matrix product inverse(\c *this) * \a other. * The matrix \c *this must be triangular and invertible (i.e., all the coefficients of the * diagonal must be non zero). It works as a forward (resp. backward) substitution if \c *this * is an upper (resp. lower) triangular matrix. * * It is required that \c *this be marked as either an upper or a lower triangular matrix, which * can be done by marked(), and that is automatically the case with expressions such as those returned * by extract(). * * \addexample SolveTriangular \label How to solve a triangular system (aka. how to multiply the inverse of a triangular matrix by another one) * * Example: \include MatrixBase_marked.cpp * Output: \verbinclude MatrixBase_marked.out * * This function is essentially a wrapper to the faster solveTriangularInPlace() function creating * a temporary copy of \a other, calling solveTriangularInPlace() on the copy and returning it. * Therefore, if \a other is not needed anymore, it is quite faster to call solveTriangularInPlace() * instead of solveTriangular(). * * For users coming from BLAS, this function (and more specifically solveTriangularInPlace()) offer * all the operations supported by the \c *TRSV and \c *TRSM BLAS routines. * * \b Tips: to perform a \em "right-inverse-multiply" you can simply transpose the operation, e.g.: * \code * M * T^1 <=> T.transpose().solveTriangularInPlace(M.transpose()); * \endcode * * \sa solveTriangularInPlace() */ template template typename ei_plain_matrix_type_column_major::type TriangularView::solve(const MatrixBase& rhs) const { typename ei_plain_matrix_type_column_major::type res(rhs); solveInPlace(res); return res; } #endif // EIGEN_SOLVETRIANGULAR_H