SelfadjointRank2Update.h
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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 #ifndef EIGEN_SELFADJOINTRANK2UPTADE_H
11 #define EIGEN_SELFADJOINTRANK2UPTADE_H
12 
13 namespace Eigen {
14 
15 namespace internal {
16 
17 /* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
18  * It corresponds to the Level2 syr2 BLAS routine
19  */
20 
21 template<typename Scalar, typename Index, typename UType, typename VType, int UpLo>
23 
24 template<typename Scalar, typename Index, typename UType, typename VType>
25 struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Lower>
26 {
27  static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
28  {
29  const Index size = u.size();
30  for (Index i=0; i<size; ++i)
31  {
32  Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+i, size-i) +=
33  (numext::conj(alpha) * numext::conj(u.coeff(i))) * v.tail(size-i)
34  + (alpha * numext::conj(v.coeff(i))) * u.tail(size-i);
35  }
36  }
37 };
38 
39 template<typename Scalar, typename Index, typename UType, typename VType>
40 struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Upper>
41 {
42  static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
43  {
44  const Index size = u.size();
45  for (Index i=0; i<size; ++i)
46  Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i, i+1) +=
47  (numext::conj(alpha) * numext::conj(u.coeff(i))) * v.head(i+1)
48  + (alpha * numext::conj(v.coeff(i))) * u.head(i+1);
49  }
50 };
51 
52 template<bool Cond, typename T> struct conj_expr_if
53  : conditional<!Cond, const T&,
54  CwiseUnaryOp<scalar_conjugate_op<typename traits<T>::Scalar>,T> > {};
55 
56 } // end namespace internal
57 
58 template<typename MatrixType, unsigned int UpLo>
59 template<typename DerivedU, typename DerivedV>
62 {
63  typedef internal::blas_traits<DerivedU> UBlasTraits;
64  typedef typename UBlasTraits::DirectLinearAccessType ActualUType;
65  typedef typename internal::remove_all<ActualUType>::type _ActualUType;
66  typename internal::add_const_on_value_type<ActualUType>::type actualU = UBlasTraits::extract(u.derived());
67 
68  typedef internal::blas_traits<DerivedV> VBlasTraits;
69  typedef typename VBlasTraits::DirectLinearAccessType ActualVType;
70  typedef typename internal::remove_all<ActualVType>::type _ActualVType;
71  typename internal::add_const_on_value_type<ActualVType>::type actualV = VBlasTraits::extract(v.derived());
72 
73  // If MatrixType is row major, then we use the routine for lower triangular in the upper triangular case and
74  // vice versa, and take the complex conjugate of all coefficients and vector entries.
75 
76  enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
77  Scalar actualAlpha = alpha * UBlasTraits::extractScalarFactor(u.derived())
78  * numext::conj(VBlasTraits::extractScalarFactor(v.derived()));
79  if (IsRowMajor)
80  actualAlpha = numext::conj(actualAlpha);
81 
85  (IsRowMajor ? int(UpLo==Upper ? Lower : Upper) : UpLo)>
86  ::run(_expression().const_cast_derived().data(),_expression().outerStride(),actualU,actualV,actualAlpha);
87 
88  return *this;
89 }
90 
91 } // end namespace Eigen
92 
93 #endif // EIGEN_SELFADJOINTRANK2UPTADE_H
static void run(Scalar *mat, Index stride, const UType &u, const VType &v, const Scalar &alpha)
static void run(Scalar *mat, Index stride, const UType &u, const VType &v, const Scalar &alpha)
const AutoDiffScalar< DerType > & conj(const AutoDiffScalar< DerType > &x)
A matrix or vector expression mapping an existing array of data.
Definition: Map.h:104
iterative scaling algorithm to equilibrate rows and column norms in matrices
Definition: matrix.hpp:471
const unsigned int RowMajorBit
internal::traits< SelfAdjointView >::Scalar Scalar
The type of coefficients in this matrix.
Expression of a selfadjoint matrix from a triangular part of a dense matrix.
internal::traits< Derived >::Index Index
Definition: EigenBase.h:31
#define v
SelfAdjointView & rankUpdate(const MatrixBase< DerivedU > &u, const MatrixBase< DerivedV > &v, const Scalar &alpha=Scalar(1))
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:48


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Mon Jun 10 2019 12:35:04