зеркало из https://github.com/microsoft/EdgeML.git
98 строки
3.5 KiB
C++
98 строки
3.5 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) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_BAND_TRIANGULARSOLVER_H
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#define EIGEN_BAND_TRIANGULARSOLVER_H
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namespace internal {
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/* \internal
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* Solve Ax=b with A a band triangular matrix
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* TODO: extend it to matrices for x abd b */
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template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, int StorageOrder>
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struct band_solve_triangular_selector;
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template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar>
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struct band_solve_triangular_selector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,RowMajor>
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{
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typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,RowMajor>, 0, OuterStride<> > LhsMap;
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typedef Map<Matrix<RhsScalar,Dynamic,1> > RhsMap;
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enum { IsLower = (Mode&Lower) ? 1 : 0 };
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static void run(Index size, Index k, const LhsScalar* _lhs, Index lhsStride, RhsScalar* _other)
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{
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const LhsMap lhs(_lhs,size,k+1,OuterStride<>(lhsStride));
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RhsMap other(_other,size,1);
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typename internal::conditional<
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ConjLhs,
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const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>,
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const LhsMap&>
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::type cjLhs(lhs);
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for(int col=0 ; col<other.cols() ; ++col)
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{
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for(int ii=0; ii<size; ++ii)
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{
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int i = IsLower ? ii : size-ii-1;
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int actual_k = (std::min)(k,ii);
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int actual_start = IsLower ? k-actual_k : 1;
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if(actual_k>0)
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other.coeffRef(i,col) -= cjLhs.row(i).segment(actual_start,actual_k).transpose()
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.cwiseProduct(other.col(col).segment(IsLower ? i-actual_k : i+1,actual_k)).sum();
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if((Mode&UnitDiag)==0)
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other.coeffRef(i,col) /= cjLhs(i,IsLower ? k : 0);
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}
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}
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}
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};
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template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar>
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struct band_solve_triangular_selector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ColMajor>
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{
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typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> > LhsMap;
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typedef Map<Matrix<RhsScalar,Dynamic,1> > RhsMap;
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enum { IsLower = (Mode&Lower) ? 1 : 0 };
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static void run(Index size, Index k, const LhsScalar* _lhs, Index lhsStride, RhsScalar* _other)
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{
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const LhsMap lhs(_lhs,k+1,size,OuterStride<>(lhsStride));
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RhsMap other(_other,size,1);
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typename internal::conditional<
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ConjLhs,
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const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>,
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const LhsMap&>
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::type cjLhs(lhs);
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for(int col=0 ; col<other.cols() ; ++col)
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{
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for(int ii=0; ii<size; ++ii)
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{
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int i = IsLower ? ii : size-ii-1;
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int actual_k = (std::min)(k,size-ii-1);
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int actual_start = IsLower ? 1 : k-actual_k;
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if((Mode&UnitDiag)==0)
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other.coeffRef(i,col) /= cjLhs(IsLower ? 0 : k, i);
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if(actual_k>0)
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other.col(col).segment(IsLower ? i+1 : i-actual_k, actual_k)
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-= other.coeff(i,col) * cjLhs.col(i).segment(actual_start,actual_k);
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}
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}
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}
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};
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} // end namespace internal
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#endif // EIGEN_BAND_TRIANGULARSOLVER_H
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