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124 lines
4.9 KiB
C++
124 lines
4.9 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#ifndef SPARSELU_KERNEL_BMOD_H
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#define SPARSELU_KERNEL_BMOD_H
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/**
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* \brief Performs numeric block updates from a given supernode to a single column
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*
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* \param segsize Size of the segment (and blocks ) to use for updates
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* \param [in,out]dense Packed values of the original matrix
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* \param tempv temporary vector to use for updates
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* \param lusup array containing the supernodes
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* \param nsupr Number of rows in the supernode
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* \param nrow Number of rows in the rectangular part of the supernode
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* \param lsub compressed row subscripts of supernodes
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* \param lptr pointer to the first column of the current supernode in lsub
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* \param no_zeros Number of nonzeros elements before the diagonal part of the supernode
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* \return 0 on success
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*/
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template <int SegSizeAtCompileTime> struct LU_kernel_bmod
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{
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template <typename BlockScalarVector, typename ScalarVector, typename IndexVector>
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EIGEN_DONT_INLINE static void run(const int segsize, BlockScalarVector& dense, ScalarVector& tempv, ScalarVector& lusup, int& luptr, const int nsupr, const int nrow, IndexVector& lsub, const int lptr, const int no_zeros)
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{
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typedef typename ScalarVector::Scalar Scalar;
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// First, copy U[*,j] segment from dense(*) to tempv(*)
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// The result of triangular solve is in tempv[*];
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// The result of matric-vector update is in dense[*]
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int isub = lptr + no_zeros;
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int i, irow;
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for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++)
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{
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irow = lsub(isub);
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tempv(i) = dense(irow);
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++isub;
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}
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// Dense triangular solve -- start effective triangle
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luptr += nsupr * no_zeros + no_zeros;
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// Form Eigen matrix and vector
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Map<Matrix<Scalar,SegSizeAtCompileTime,SegSizeAtCompileTime>, 0, OuterStride<> > A( &(lusup.data()[luptr]), segsize, segsize, OuterStride<>(nsupr) );
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Map<Matrix<Scalar,SegSizeAtCompileTime,1> > u(tempv.data(), segsize);
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u = A.template triangularView<UnitLower>().solve(u);
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// Dense matrix-vector product y <-- B*x
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luptr += segsize;
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Map<Matrix<Scalar,Dynamic,SegSizeAtCompileTime>, 0, OuterStride<> > B( &(lusup.data()[luptr]), nrow, segsize, OuterStride<>(nsupr) );
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Map<Matrix<Scalar,Dynamic,1> > l(tempv.data()+segsize, nrow);
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if(SegSizeAtCompileTime==2)
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l = u(0) * B.col(0) + u(1) * B.col(1);
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else if(SegSizeAtCompileTime==3)
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l = u(0) * B.col(0) + u(1) * B.col(1) + u(2) * B.col(2);
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else
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l.noalias() = B * u;
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// Scatter tempv[] into SPA dense[] as a temporary storage
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isub = lptr + no_zeros;
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for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++)
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{
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irow = lsub(isub++);
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dense(irow) = tempv(i);
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}
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// Scatter l into SPA dense[]
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for (i = 0; i < nrow; i++)
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{
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irow = lsub(isub++);
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dense(irow) -= l(i);
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}
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}
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};
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template <> struct LU_kernel_bmod<1>
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{
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template <typename BlockScalarVector, typename ScalarVector, typename IndexVector>
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EIGEN_DONT_INLINE static void run(const int /*segsize*/, BlockScalarVector& dense, ScalarVector& /*tempv*/, ScalarVector& lusup, int& luptr, const int nsupr, const int nrow, IndexVector& lsub, const int lptr, const int no_zeros)
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{
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typedef typename ScalarVector::Scalar Scalar;
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Scalar f = dense(lsub(lptr + no_zeros));
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luptr += nsupr * no_zeros + no_zeros + 1;
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const Scalar* a(lusup.data() + luptr);
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const typename IndexVector::Scalar* irow(lsub.data()+lptr + no_zeros + 1);
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int i = 0;
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for (; i+1 < nrow; i+=2)
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{
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int i0 = *(irow++);
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int i1 = *(irow++);
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Scalar a0 = *(a++);
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Scalar a1 = *(a++);
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Scalar d0 = dense.coeff(i0);
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Scalar d1 = dense.coeff(i1);
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d0 -= f*a0;
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d1 -= f*a1;
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dense.coeffRef(i0) = d0;
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dense.coeffRef(i1) = d1;
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}
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if(i<nrow)
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dense.coeffRef(*(irow++)) -= f * *(a++);
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}
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};
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#endif
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