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authorLukas Steiblys <imbusy@imbusy.org>2009-10-02 02:29:15 +0400
committerLukas Steiblys <imbusy@imbusy.org>2009-10-02 02:29:15 +0400
commit0677398a649b6b8c293df3ce3c6668f0a3be3bc8 (patch)
tree9d510a5bd23559bf4fae670ed04d7e5d6c12578c /extern/Eigen2/Eigen/src/Core/SolveTriangular.h
parent59248e9f62006ba05e3098e4d213f3dcb23fe711 (diff)
parentbc942eceacb638735dc4f4f68252c4c207147a70 (diff)
merge from 23153 to 23595soc-2009-imbusy
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-rw-r--r--extern/Eigen2/Eigen/src/Core/SolveTriangular.h297
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+//
+// 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 <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_SOLVETRIANGULAR_H
+#define EIGEN_SOLVETRIANGULAR_H
+
+template<typename XprType> struct ei_is_part { enum {value=false}; };
+template<typename XprType, unsigned int Mode> struct ei_is_part<Part<XprType,Mode> > { enum {value=true}; };
+
+template<typename Lhs, typename Rhs,
+ int TriangularPart = (int(Lhs::Flags) & LowerTriangularBit)
+ ? LowerTriangular
+ : (int(Lhs::Flags) & UpperTriangularBit)
+ ? UpperTriangular
+ : -1,
+ int StorageOrder = ei_is_part<Lhs>::value ? -1 // this is to solve ambiguous specializations
+ : int(Lhs::Flags) & (RowMajorBit|SparseBit)
+ >
+struct ei_solve_triangular_selector;
+
+// transform a Part xpr to a Flagged xpr
+template<typename Lhs, unsigned int LhsMode, typename Rhs, int UpLo, int StorageOrder>
+struct ei_solve_triangular_selector<Part<Lhs,LhsMode>,Rhs,UpLo,StorageOrder>
+{
+ static void run(const Part<Lhs,LhsMode>& lhs, Rhs& other)
+ {
+ ei_solve_triangular_selector<Flagged<Lhs,LhsMode,0>,Rhs>::run(lhs._expression(), other);
+ }
+};
+
+// forward substitution, row-major
+template<typename Lhs, typename Rhs, int UpLo>
+struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,RowMajor|IsDense>
+{
+ typedef typename Rhs::Scalar Scalar;
+ static void run(const Lhs& lhs, Rhs& other)
+ {
+ 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 ; c<other.cols() ; ++c)
+ {
+ // process first rows using the non block version
+ if(!(Lhs::Flags & UnitDiagBit))
+ {
+ if (IsLowerTriangular)
+ other.coeffRef(0,c) = other.coeff(0,c)/lhs.coeff(0, 0);
+ else
+ other.coeffRef(size-1,c) = other.coeff(size-1, c)/lhs.coeff(size-1, size-1);
+ }
+ for(int i=(IsLowerTriangular ? 1 : size-2); IsLowerTriangular ? i<blockyStart : i>blockyStart; 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 (Lhs::Flags & 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 ? i<size : i>0; )
+ {
+ 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<Scalar,Dynamic,1> 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 (Lhs::Flags & UnitDiagBit)
+ other.coeffRef(i,c) = tmp;
+ else
+ other.coeffRef(i,c) = tmp/lhs.coeff(i,i);
+ }
+
+ i += IsLowerTriangular ? 1 : -1;
+ for (;IsLowerTriangular ? i<endBlock : i>endBlock; 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 (Lhs::Flags & UnitDiagBit)
+ other.coeffRef(i,c) = tmp;
+ else
+ other.coeffRef(i,c) = tmp/lhs.coeff(i,i);
+ }
+ }
+ }
+ }
+};
+
+// 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<typename Lhs, typename Rhs, int UpLo>
+struct ei_solve_triangular_selector<Lhs,Rhs,UpLo,ColMajor|IsDense>
+{
+ typedef typename Rhs::Scalar Scalar;
+ typedef typename ei_packet_traits<Scalar>::type Packet;
+ enum { PacketSize = ei_packet_traits<Scalar>::size };
+
+ static void run(const Lhs& lhs, Rhs& other)
+ {
+ static const bool IsLowerTriangular = (UpLo==LowerTriangular);
+ const int size = lhs.cols();
+ for(int c=0 ; c<other.cols() ; ++c)
+ {
+ /* let's perform the inverse product per block of 4 columns such that we perfectly match
+ * our optimized matrix * vector product. blockyEnd represents the number of rows
+ * we can process using the block version.
+ */
+ int blockyEnd = (std::max(size-5,0)/4)*4;
+ if (!IsLowerTriangular)
+ blockyEnd = size-1 - blockyEnd;
+ for(int i=IsLowerTriangular ? 0 : size-1; IsLowerTriangular ? i<blockyEnd : i>blockyEnd;)
+ {
+ /* Let's process the 4x4 sub-matrix as usual.
+ * btmp stores the diagonal coefficients used to update the remaining part of the result.
+ */
+ int startBlock = i;
+ int endBlock = startBlock + (IsLowerTriangular ? 4 : -4);
+ Matrix<Scalar,4,1> btmp;
+ for (;IsLowerTriangular ? i<endBlock : i>endBlock;
+ i += IsLowerTriangular ? 1 : -1)
+ {
+ if(!(Lhs::Flags & UnitDiagBit))
+ other.coeffRef(i,c) /= lhs.coeff(i,i);
+ int remainingSize = IsLowerTriangular ? endBlock-i-1 : i-endBlock-1;
+ if (remainingSize>0)
+ other.col(c).segment((IsLowerTriangular ? i : endBlock) + 1, remainingSize) -=
+ other.coeffRef(i,c)
+ * Block<Lhs,Dynamic,1>(lhs, (IsLowerTriangular ? i : endBlock) + 1, i, remainingSize, 1);
+ btmp.coeffRef(IsLowerTriangular ? i-startBlock : remainingSize) = -other.coeffRef(i,c);
+ }
+
+ /* Now we can efficiently update the remaining part of the result as a matrix * vector product.
+ * NOTE in order to reduce both compilation time and binary size, let's directly call
+ * the fast product implementation. It is equivalent to the following code:
+ * other.col(c).end(size-endBlock) += (lhs.block(endBlock, startBlock, size-endBlock, endBlock-startBlock)
+ * * other.col(c).block(startBlock,endBlock-startBlock)).lazy();
+ */
+ // FIXME this is cool but what about conjugate/adjoint expressions ? do we want to evaluate them ?
+ // this is a more general problem though.
+ ei_cache_friendly_product_colmajor_times_vector(
+ IsLowerTriangular ? size-endBlock : endBlock+1,
+ &(lhs.const_cast_derived().coeffRef(IsLowerTriangular ? endBlock : 0, IsLowerTriangular ? startBlock : endBlock+1)),
+ lhs.stride(),
+ btmp, &(other.coeffRef(IsLowerTriangular ? endBlock : 0, c)));
+// if (IsLowerTriangular)
+// other.col(c).end(size-endBlock) += (lhs.block(endBlock, startBlock, size-endBlock, endBlock-startBlock)
+// * other.col(c).block(startBlock,endBlock-startBlock)).lazy();
+// else
+// other.col(c).end(size-endBlock) += (lhs.block(endBlock, startBlock, size-endBlock, endBlock-startBlock)
+// * other.col(c).block(startBlock,endBlock-startBlock)).lazy();
+ }
+
+ /* Now we have to process the remaining part as usual */
+ int i;
+ for(i=blockyEnd; IsLowerTriangular ? i<size-1 : i>0; i += (IsLowerTriangular ? 1 : -1) )
+ {
+ if(!(Lhs::Flags & UnitDiagBit))
+ other.coeffRef(i,c) /= lhs.coeff(i,i);
+
+ /* NOTE we cannot use lhs.col(i).end(size-i-1) because Part::coeffRef gets called by .col() to
+ * get the address of the start of the row
+ */
+ if(IsLowerTriangular)
+ other.col(c).end(size-i-1) -= other.coeffRef(i,c) * Block<Lhs,Dynamic,1>(lhs, i+1,i, size-i-1,1);
+ else
+ other.col(c).start(i) -= other.coeffRef(i,c) * Block<Lhs,Dynamic,1>(lhs, 0,i, i, 1);
+ }
+ if(!(Lhs::Flags & UnitDiagBit))
+ other.coeffRef(i,c) /= lhs.coeff(i,i);
+ }
+ }
+};
+
+/** "in-place" version of MatrixBase::solveTriangular() where the result is written in \a other
+ *
+ * \nonstableyet
+ *
+ * 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<typename Derived>
+template<typename OtherDerived>
+void MatrixBase<Derived>::solveTriangularInPlace(const MatrixBase<OtherDerived>& _other) const
+{
+ MatrixBase<OtherDerived>& other = _other.const_cast_derived();
+ ei_assert(derived().cols() == derived().rows());
+ ei_assert(derived().cols() == other.rows());
+ ei_assert(!(Flags & ZeroDiagBit));
+ ei_assert(Flags & (UpperTriangularBit|LowerTriangularBit));
+
+ enum { copy = ei_traits<OtherDerived>::Flags & RowMajorBit };
+
+ typedef typename ei_meta_if<copy,
+ typename ei_plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::ret OtherCopy;
+ OtherCopy otherCopy(other.derived());
+
+ ei_solve_triangular_selector<Derived, typename ei_unref<OtherCopy>::type>::run(derived(), otherCopy);
+
+ if (copy)
+ other = otherCopy;
+}
+
+/** \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(), marked(), extract()
+ */
+template<typename Derived>
+template<typename OtherDerived>
+typename ei_plain_matrix_type_column_major<OtherDerived>::type
+MatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
+{
+ typename ei_plain_matrix_type_column_major<OtherDerived>::type res(other);
+ solveTriangularInPlace(res);
+ return res;
+}
+
+#endif // EIGEN_SOLVETRIANGULAR_H