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Diffstat (limited to 'extern/Eigen3/Eigen/src/Sparse/SparseSparseProduct.h')
-rw-r--r-- | extern/Eigen3/Eigen/src/Sparse/SparseSparseProduct.h | 401 |
1 files changed, 401 insertions, 0 deletions
diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseSparseProduct.h b/extern/Eigen3/Eigen/src/Sparse/SparseSparseProduct.h new file mode 100644 index 00000000000..19abcd1f8e4 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Sparse/SparseSparseProduct.h @@ -0,0 +1,401 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.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_SPARSESPARSEPRODUCT_H +#define EIGEN_SPARSESPARSEPRODUCT_H + +namespace internal { + +template<typename Lhs, typename Rhs, typename ResultType> +static void sparse_product_impl2(const Lhs& lhs, const Rhs& rhs, ResultType& res) +{ + typedef typename remove_all<Lhs>::type::Scalar Scalar; + typedef typename remove_all<Lhs>::type::Index Index; + + // make sure to call innerSize/outerSize since we fake the storage order. + Index rows = lhs.innerSize(); + Index cols = rhs.outerSize(); + eigen_assert(lhs.outerSize() == rhs.innerSize()); + + std::vector<bool> mask(rows,false); + Matrix<Scalar,Dynamic,1> values(rows); + Matrix<Index,Dynamic,1> indices(rows); + + // estimate the number of non zero entries + float ratioLhs = float(lhs.nonZeros())/(float(lhs.rows())*float(lhs.cols())); + float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols); + float ratioRes = (std::min)(ratioLhs * avgNnzPerRhsColumn, 1.f); + +// int t200 = rows/(log2(200)*1.39); +// int t = (rows*100)/139; + + res.resize(rows, cols); + res.reserve(Index(ratioRes*rows*cols)); + // we compute each column of the result, one after the other + for (Index j=0; j<cols; ++j) + { + + res.startVec(j); + Index nnz = 0; + for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt) + { + Scalar y = rhsIt.value(); + Index k = rhsIt.index(); + for (typename Lhs::InnerIterator lhsIt(lhs, k); lhsIt; ++lhsIt) + { + Index i = lhsIt.index(); + Scalar x = lhsIt.value(); + if(!mask[i]) + { + mask[i] = true; +// values[i] = x * y; +// indices[nnz] = i; + ++nnz; + } + else + values[i] += x * y; + } + } + // FIXME reserve nnz non zeros + // FIXME implement fast sort algorithms for very small nnz + // if the result is sparse enough => use a quick sort + // otherwise => loop through the entire vector + // In order to avoid to perform an expensive log2 when the + // result is clearly very sparse we use a linear bound up to 200. +// if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t) +// { +// if(nnz>1) std::sort(indices.data(),indices.data()+nnz); +// for(int k=0; k<nnz; ++k) +// { +// int i = indices[k]; +// res.insertBackNoCheck(j,i) = values[i]; +// mask[i] = false; +// } +// } +// else +// { +// // dense path +// for(int i=0; i<rows; ++i) +// { +// if(mask[i]) +// { +// mask[i] = false; +// res.insertBackNoCheck(j,i) = values[i]; +// } +// } +// } + + } + res.finalize(); +} + +// perform a pseudo in-place sparse * sparse product assuming all matrices are col major +template<typename Lhs, typename Rhs, typename ResultType> +static void sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res) +{ +// return sparse_product_impl2(lhs,rhs,res); + + typedef typename remove_all<Lhs>::type::Scalar Scalar; + typedef typename remove_all<Lhs>::type::Index Index; + + // make sure to call innerSize/outerSize since we fake the storage order. + Index rows = lhs.innerSize(); + Index cols = rhs.outerSize(); + //int size = lhs.outerSize(); + eigen_assert(lhs.outerSize() == rhs.innerSize()); + + // allocate a temporary buffer + AmbiVector<Scalar,Index> tempVector(rows); + + // estimate the number of non zero entries + float ratioLhs = float(lhs.nonZeros())/(float(lhs.rows())*float(lhs.cols())); + float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols); + float ratioRes = (std::min)(ratioLhs * avgNnzPerRhsColumn, 1.f); + + // mimics a resizeByInnerOuter: + if(ResultType::IsRowMajor) + res.resize(cols, rows); + else + res.resize(rows, cols); + + res.reserve(Index(ratioRes*rows*cols)); + for (Index j=0; j<cols; ++j) + { + // let's do a more accurate determination of the nnz ratio for the current column j of res + //float ratioColRes = (std::min)(ratioLhs * rhs.innerNonZeros(j), 1.f); + // FIXME find a nice way to get the number of nonzeros of a sub matrix (here an inner vector) + float ratioColRes = ratioRes; + tempVector.init(ratioColRes); + tempVector.setZero(); + for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt) + { + // FIXME should be written like this: tmp += rhsIt.value() * lhs.col(rhsIt.index()) + tempVector.restart(); + Scalar x = rhsIt.value(); + for (typename Lhs::InnerIterator lhsIt(lhs, rhsIt.index()); lhsIt; ++lhsIt) + { + tempVector.coeffRef(lhsIt.index()) += lhsIt.value() * x; + } + } + res.startVec(j); + for (typename AmbiVector<Scalar,Index>::Iterator it(tempVector); it; ++it) + res.insertBackByOuterInner(j,it.index()) = it.value(); + } + res.finalize(); +} + +template<typename Lhs, typename Rhs, typename ResultType, + int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit, + int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit, + int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit> +struct sparse_product_selector; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor> +{ + typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; + + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { +// std::cerr << __LINE__ << "\n"; + typename remove_all<ResultType>::type _res(res.rows(), res.cols()); + sparse_product_impl<Lhs,Rhs,ResultType>(lhs, rhs, _res); + res.swap(_res); + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { +// std::cerr << __LINE__ << "\n"; + // we need a col-major matrix to hold the result + typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType; + SparseTemporaryType _res(res.rows(), res.cols()); + sparse_product_impl<Lhs,Rhs,SparseTemporaryType>(lhs, rhs, _res); + res = _res; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { +// std::cerr << __LINE__ << "\n"; + // let's transpose the product to get a column x column product + typename remove_all<ResultType>::type _res(res.rows(), res.cols()); + sparse_product_impl<Rhs,Lhs,ResultType>(rhs, lhs, _res); + res.swap(_res); + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { +// std::cerr << "here...\n"; + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix colLhs(lhs); + ColMajorMatrix colRhs(rhs); +// std::cerr << "more...\n"; + sparse_product_impl<ColMajorMatrix,ColMajorMatrix,ResultType>(colLhs, colRhs, res); +// std::cerr << "OK.\n"; + + // let's transpose the product to get a column x column product + +// typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType; +// SparseTemporaryType _res(res.cols(), res.rows()); +// sparse_product_impl<Rhs,Lhs,SparseTemporaryType>(rhs, lhs, _res); +// res = _res.transpose(); + } +}; + +// NOTE the 2 others cases (col row *) must never occur since they are caught +// by ProductReturnType which transforms it to (col col *) by evaluating rhs. + +} // end namespace internal + +// sparse = sparse * sparse +template<typename Derived> +template<typename Lhs, typename Rhs> +inline Derived& SparseMatrixBase<Derived>::operator=(const SparseSparseProduct<Lhs,Rhs>& product) +{ +// std::cerr << "there..." << typeid(Lhs).name() << " " << typeid(Lhs).name() << " " << (Derived::Flags&&RowMajorBit) << "\n"; + internal::sparse_product_selector< + typename internal::remove_all<Lhs>::type, + typename internal::remove_all<Rhs>::type, + Derived>::run(product.lhs(),product.rhs(),derived()); + return derived(); +} + +namespace internal { + +template<typename Lhs, typename Rhs, typename ResultType, + int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit, + int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit, + int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit> +struct sparse_product_selector2; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor> +{ + typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; + + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + sparse_product_impl2<Lhs,Rhs,ResultType>(lhs, rhs, res); + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,ColMajor,ColMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + // prevent warnings until the code is fixed + EIGEN_UNUSED_VARIABLE(lhs); + EIGEN_UNUSED_VARIABLE(rhs); + EIGEN_UNUSED_VARIABLE(res); + +// typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; +// RowMajorMatrix rhsRow = rhs; +// RowMajorMatrix resRow(res.rows(), res.cols()); +// sparse_product_impl2<RowMajorMatrix,Lhs,RowMajorMatrix>(rhsRow, lhs, resRow); +// res = resRow; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,RowMajor,ColMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; + RowMajorMatrix lhsRow = lhs; + RowMajorMatrix resRow(res.rows(), res.cols()); + sparse_product_impl2<Rhs,RowMajorMatrix,RowMajorMatrix>(rhs, lhsRow, resRow); + res = resRow; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; + RowMajorMatrix resRow(res.rows(), res.cols()); + sparse_product_impl2<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow); + res = resRow; + } +}; + + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor> +{ + typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; + + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix resCol(res.rows(), res.cols()); + sparse_product_impl2<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol); + res = resCol; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,ColMajor,RowMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix lhsCol = lhs; + ColMajorMatrix resCol(res.rows(), res.cols()); + sparse_product_impl2<ColMajorMatrix,Rhs,ColMajorMatrix>(lhsCol, rhs, resCol); + res = resCol; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,RowMajor,RowMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix rhsCol = rhs; + ColMajorMatrix resCol(res.rows(), res.cols()); + sparse_product_impl2<Lhs,ColMajorMatrix,ColMajorMatrix>(lhs, rhsCol, resCol); + res = resCol; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; +// ColMajorMatrix lhsTr(lhs); +// ColMajorMatrix rhsTr(rhs); +// ColMajorMatrix aux(res.rows(), res.cols()); +// sparse_product_impl2<Rhs,Lhs,ColMajorMatrix>(rhs, lhs, aux); +// // ColMajorMatrix aux2 = aux.transpose(); +// res = aux; + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix lhsCol(lhs); + ColMajorMatrix rhsCol(rhs); + ColMajorMatrix resCol(res.rows(), res.cols()); + sparse_product_impl2<ColMajorMatrix,ColMajorMatrix,ColMajorMatrix>(lhsCol, rhsCol, resCol); + res = resCol; + } +}; + +} // end namespace internal + +template<typename Derived> +template<typename Lhs, typename Rhs> +inline void SparseMatrixBase<Derived>::_experimentalNewProduct(const Lhs& lhs, const Rhs& rhs) +{ + //derived().resize(lhs.rows(), rhs.cols()); + internal::sparse_product_selector2< + typename internal::remove_all<Lhs>::type, + typename internal::remove_all<Rhs>::type, + Derived>::run(lhs,rhs,derived()); +} + +// sparse * sparse +template<typename Derived> +template<typename OtherDerived> +inline const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type +SparseMatrixBase<Derived>::operator*(const SparseMatrixBase<OtherDerived> &other) const +{ + return typename SparseSparseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); +} + +#endif // EIGEN_SPARSESPARSEPRODUCT_H |