diff options
Diffstat (limited to 'extern/Eigen3/Eigen/src/QR/HouseholderQR.h')
-rw-r--r-- | extern/Eigen3/Eigen/src/QR/HouseholderQR.h | 98 |
1 files changed, 56 insertions, 42 deletions
diff --git a/extern/Eigen3/Eigen/src/QR/HouseholderQR.h b/extern/Eigen3/Eigen/src/QR/HouseholderQR.h index abc61bcbbe1..343a6649934 100644 --- a/extern/Eigen3/Eigen/src/QR/HouseholderQR.h +++ b/extern/Eigen3/Eigen/src/QR/HouseholderQR.h @@ -189,6 +189,12 @@ template<typename _MatrixType> class HouseholderQR const HCoeffsType& hCoeffs() const { return m_hCoeffs; } protected: + + static void check_template_parameters() + { + EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); + } + MatrixType m_qr; HCoeffsType m_hCoeffs; RowVectorType m_temp; @@ -251,56 +257,62 @@ void householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typename } /** \internal */ -template<typename MatrixQR, typename HCoeffs> -void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, - typename MatrixQR::Index maxBlockSize=32, - typename MatrixQR::Scalar* tempData = 0) +template<typename MatrixQR, typename HCoeffs, + typename MatrixQRScalar = typename MatrixQR::Scalar, + bool InnerStrideIsOne = (MatrixQR::InnerStrideAtCompileTime == 1 && HCoeffs::InnerStrideAtCompileTime == 1)> +struct householder_qr_inplace_blocked { - typedef typename MatrixQR::Index Index; - typedef typename MatrixQR::Scalar Scalar; - typedef Block<MatrixQR,Dynamic,Dynamic> BlockType; - - Index rows = mat.rows(); - Index cols = mat.cols(); - Index size = (std::min)(rows, cols); - - typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixQR::MaxColsAtCompileTime,1> TempType; - TempType tempVector; - if(tempData==0) + // This is specialized for MKL-supported Scalar types in HouseholderQR_MKL.h + static void run(MatrixQR& mat, HCoeffs& hCoeffs, + typename MatrixQR::Index maxBlockSize=32, + typename MatrixQR::Scalar* tempData = 0) { - tempVector.resize(cols); - tempData = tempVector.data(); - } - - Index blockSize = (std::min)(maxBlockSize,size); + typedef typename MatrixQR::Index Index; + typedef typename MatrixQR::Scalar Scalar; + typedef Block<MatrixQR,Dynamic,Dynamic> BlockType; - Index k = 0; - for (k = 0; k < size; k += blockSize) - { - Index bs = (std::min)(size-k,blockSize); // actual size of the block - Index tcols = cols - k - bs; // trailing columns - Index brows = rows-k; // rows of the block + Index rows = mat.rows(); + Index cols = mat.cols(); + Index size = (std::min)(rows, cols); - // partition the matrix: - // A00 | A01 | A02 - // mat = A10 | A11 | A12 - // A20 | A21 | A22 - // and performs the qr dec of [A11^T A12^T]^T - // and update [A21^T A22^T]^T using level 3 operations. - // Finally, the algorithm continue on A22 - - BlockType A11_21 = mat.block(k,k,brows,bs); - Block<HCoeffs,Dynamic,1> hCoeffsSegment = hCoeffs.segment(k,bs); + typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixQR::MaxColsAtCompileTime,1> TempType; + TempType tempVector; + if(tempData==0) + { + tempVector.resize(cols); + tempData = tempVector.data(); + } - householder_qr_inplace_unblocked(A11_21, hCoeffsSegment, tempData); + Index blockSize = (std::min)(maxBlockSize,size); - if(tcols) + Index k = 0; + for (k = 0; k < size; k += blockSize) { - BlockType A21_22 = mat.block(k,k+bs,brows,tcols); - apply_block_householder_on_the_left(A21_22,A11_21,hCoeffsSegment.adjoint()); + Index bs = (std::min)(size-k,blockSize); // actual size of the block + Index tcols = cols - k - bs; // trailing columns + Index brows = rows-k; // rows of the block + + // partition the matrix: + // A00 | A01 | A02 + // mat = A10 | A11 | A12 + // A20 | A21 | A22 + // and performs the qr dec of [A11^T A12^T]^T + // and update [A21^T A22^T]^T using level 3 operations. + // Finally, the algorithm continue on A22 + + BlockType A11_21 = mat.block(k,k,brows,bs); + Block<HCoeffs,Dynamic,1> hCoeffsSegment = hCoeffs.segment(k,bs); + + householder_qr_inplace_unblocked(A11_21, hCoeffsSegment, tempData); + + if(tcols) + { + BlockType A21_22 = mat.block(k,k+bs,brows,tcols); + apply_block_householder_on_the_left(A21_22,A11_21,hCoeffsSegment.adjoint()); + } } } -} +}; template<typename _MatrixType, typename Rhs> struct solve_retval<HouseholderQR<_MatrixType>, Rhs> @@ -343,6 +355,8 @@ struct solve_retval<HouseholderQR<_MatrixType>, Rhs> template<typename MatrixType> HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType& matrix) { + check_template_parameters(); + Index rows = matrix.rows(); Index cols = matrix.cols(); Index size = (std::min)(rows,cols); @@ -352,7 +366,7 @@ HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType& m_temp.resize(cols); - internal::householder_qr_inplace_blocked(m_qr, m_hCoeffs, 48, m_temp.data()); + internal::householder_qr_inplace_blocked<MatrixType, HCoeffsType>::run(m_qr, m_hCoeffs, 48, m_temp.data()); m_isInitialized = true; return *this; |