EdgeML/cpp/eigen/blas/PackedTriangularSolverVector.h

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_PACKED_TRIANGULAR_SOLVER_VECTOR_H
#define EIGEN_PACKED_TRIANGULAR_SOLVER_VECTOR_H
namespace internal {
template<typename LhsScalar, typename RhsScalar, typename Index, int Side, int Mode, bool Conjugate, int StorageOrder>
struct packed_triangular_solve_vector;
// forward and backward substitution, row-major, rhs is a vector
template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
struct packed_triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, RowMajor>
{
enum {
IsLower = (Mode&Lower)==Lower
};
static void run(Index size, const LhsScalar* lhs, RhsScalar* rhs)
{
internal::conj_if<Conjugate> cj;
typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap;
typedef typename conj_expr_if<Conjugate,LhsMap>::type ConjLhsType;
lhs += IsLower ? 0 : (size*(size+1)>>1)-1;
for(Index pi=0; pi<size; ++pi)
{
Index i = IsLower ? pi : size-pi-1;
Index s = IsLower ? 0 : 1;
if (pi>0)
rhs[i] -= (ConjLhsType(LhsMap(lhs+s,pi))
.cwiseProduct(Map<const Matrix<RhsScalar,Dynamic,1> >(rhs+(IsLower ? 0 : i+1),pi))).sum();
if (!(Mode & UnitDiag))
rhs[i] /= cj(lhs[IsLower ? i : 0]);
IsLower ? lhs += pi+1 : lhs -= pi+2;
}
}
};
// forward and backward substitution, column-major, rhs is a vector
template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
struct packed_triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, ColMajor>
{
enum {
IsLower = (Mode&Lower)==Lower
};
static void run(Index size, const LhsScalar* lhs, RhsScalar* rhs)
{
internal::conj_if<Conjugate> cj;
typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap;
typedef typename conj_expr_if<Conjugate,LhsMap>::type ConjLhsType;
lhs += IsLower ? 0 : size*(size-1)>>1;
for(Index pi=0; pi<size; ++pi)
{
Index i = IsLower ? pi : size-pi-1;
Index r = size - pi - 1;
if (!(Mode & UnitDiag))
rhs[i] /= cj(lhs[IsLower ? 0 : i]);
if (r>0)
Map<Matrix<RhsScalar,Dynamic,1> >(rhs+(IsLower? i+1 : 0),r) -=
rhs[i] * ConjLhsType(LhsMap(lhs+(IsLower? 1 : 0),r));
IsLower ? lhs += size-pi : lhs -= r;
}
}
};
template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate, int StorageOrder>
struct packed_triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheRight, Mode, Conjugate, StorageOrder>
{
static void run(Index size, const LhsScalar* lhs, RhsScalar* rhs)
{
packed_triangular_solve_vector<LhsScalar,RhsScalar,Index,OnTheLeft,
((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag),
Conjugate,StorageOrder==RowMajor?ColMajor:RowMajor
>::run(size, lhs, rhs);
}
};
} // end namespace internal
#endif // EIGEN_PACKED_TRIANGULAR_SOLVER_VECTOR_H