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      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud (at) 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_SELFADJOINT_MATRIX_VECTOR_H
     11 #define EIGEN_SELFADJOINT_MATRIX_VECTOR_H
     12 
     13 namespace Eigen {
     14 
     15 namespace internal {
     16 
     17 /* Optimized selfadjoint matrix * vector product:
     18  * This algorithm processes 2 columns at onces that allows to both reduce
     19  * the number of load/stores of the result by a factor 2 and to reduce
     20  * the instruction dependency.
     21  */
     22 
     23 template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version=Specialized>
     24 struct selfadjoint_matrix_vector_product;
     25 
     26 template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
     27 struct selfadjoint_matrix_vector_product
     28 
     29 {
     30 static EIGEN_DONT_INLINE void run(
     31   Index size,
     32   const Scalar*  lhs, Index lhsStride,
     33   const Scalar*  rhs,
     34   Scalar* res,
     35   Scalar alpha);
     36 };
     37 
     38 template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
     39 EIGEN_DONT_INLINE void selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Version>::run(
     40   Index size,
     41   const Scalar*  lhs, Index lhsStride,
     42   const Scalar*  rhs,
     43   Scalar* res,
     44   Scalar alpha)
     45 {
     46   typedef typename packet_traits<Scalar>::type Packet;
     47   typedef typename NumTraits<Scalar>::Real RealScalar;
     48   const Index PacketSize = sizeof(Packet)/sizeof(Scalar);
     49 
     50   enum {
     51     IsRowMajor = StorageOrder==RowMajor ? 1 : 0,
     52     IsLower = UpLo == Lower ? 1 : 0,
     53     FirstTriangular = IsRowMajor == IsLower
     54   };
     55 
     56   conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs,  IsRowMajor), ConjugateRhs> cj0;
     57   conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> cj1;
     58   conj_helper<RealScalar,Scalar,false, ConjugateRhs> cjd;
     59 
     60   conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs,  IsRowMajor), ConjugateRhs> pcj0;
     61   conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> pcj1;
     62 
     63   Scalar cjAlpha = ConjugateRhs ? numext::conj(alpha) : alpha;
     64 
     65 
     66   Index bound = (std::max)(Index(0),size-8) & 0xfffffffe;
     67   if (FirstTriangular)
     68     bound = size - bound;
     69 
     70   for (Index j=FirstTriangular ? bound : 0;
     71        j<(FirstTriangular ? size : bound);j+=2)
     72   {
     73     const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
     74     const Scalar* EIGEN_RESTRICT A1 = lhs + (j+1)*lhsStride;
     75 
     76     Scalar t0 = cjAlpha * rhs[j];
     77     Packet ptmp0 = pset1<Packet>(t0);
     78     Scalar t1 = cjAlpha * rhs[j+1];
     79     Packet ptmp1 = pset1<Packet>(t1);
     80 
     81     Scalar t2(0);
     82     Packet ptmp2 = pset1<Packet>(t2);
     83     Scalar t3(0);
     84     Packet ptmp3 = pset1<Packet>(t3);
     85 
     86     Index starti = FirstTriangular ? 0 : j+2;
     87     Index endi   = FirstTriangular ? j : size;
     88     Index alignedStart = (starti) + internal::first_default_aligned(&res[starti], endi-starti);
     89     Index alignedEnd = alignedStart + ((endi-alignedStart)/(PacketSize))*(PacketSize);
     90 
     91     res[j]   += cjd.pmul(numext::real(A0[j]), t0);
     92     res[j+1] += cjd.pmul(numext::real(A1[j+1]), t1);
     93     if(FirstTriangular)
     94     {
     95       res[j]   += cj0.pmul(A1[j],   t1);
     96       t3       += cj1.pmul(A1[j],   rhs[j]);
     97     }
     98     else
     99     {
    100       res[j+1] += cj0.pmul(A0[j+1],t0);
    101       t2 += cj1.pmul(A0[j+1], rhs[j+1]);
    102     }
    103 
    104     for (Index i=starti; i<alignedStart; ++i)
    105     {
    106       res[i] += cj0.pmul(A0[i], t0) + cj0.pmul(A1[i],t1);
    107       t2 += cj1.pmul(A0[i], rhs[i]);
    108       t3 += cj1.pmul(A1[i], rhs[i]);
    109     }
    110     // Yes this an optimization for gcc 4.3 and 4.4 (=> huge speed up)
    111     // gcc 4.2 does this optimization automatically.
    112     const Scalar* EIGEN_RESTRICT a0It  = A0  + alignedStart;
    113     const Scalar* EIGEN_RESTRICT a1It  = A1  + alignedStart;
    114     const Scalar* EIGEN_RESTRICT rhsIt = rhs + alignedStart;
    115           Scalar* EIGEN_RESTRICT resIt = res + alignedStart;
    116     for (Index i=alignedStart; i<alignedEnd; i+=PacketSize)
    117     {
    118       Packet A0i = ploadu<Packet>(a0It);  a0It  += PacketSize;
    119       Packet A1i = ploadu<Packet>(a1It);  a1It  += PacketSize;
    120       Packet Bi  = ploadu<Packet>(rhsIt); rhsIt += PacketSize; // FIXME should be aligned in most cases
    121       Packet Xi  = pload <Packet>(resIt);
    122 
    123       Xi    = pcj0.pmadd(A0i,ptmp0, pcj0.pmadd(A1i,ptmp1,Xi));
    124       ptmp2 = pcj1.pmadd(A0i,  Bi, ptmp2);
    125       ptmp3 = pcj1.pmadd(A1i,  Bi, ptmp3);
    126       pstore(resIt,Xi); resIt += PacketSize;
    127     }
    128     for (Index i=alignedEnd; i<endi; i++)
    129     {
    130       res[i] += cj0.pmul(A0[i], t0) + cj0.pmul(A1[i],t1);
    131       t2 += cj1.pmul(A0[i], rhs[i]);
    132       t3 += cj1.pmul(A1[i], rhs[i]);
    133     }
    134 
    135     res[j]   += alpha * (t2 + predux(ptmp2));
    136     res[j+1] += alpha * (t3 + predux(ptmp3));
    137   }
    138   for (Index j=FirstTriangular ? 0 : bound;j<(FirstTriangular ? bound : size);j++)
    139   {
    140     const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
    141 
    142     Scalar t1 = cjAlpha * rhs[j];
    143     Scalar t2(0);
    144     res[j] += cjd.pmul(numext::real(A0[j]), t1);
    145     for (Index i=FirstTriangular ? 0 : j+1; i<(FirstTriangular ? j : size); i++)
    146     {
    147       res[i] += cj0.pmul(A0[i], t1);
    148       t2 += cj1.pmul(A0[i], rhs[i]);
    149     }
    150     res[j] += alpha * t2;
    151   }
    152 }
    153 
    154 } // end namespace internal
    155 
    156 /***************************************************************************
    157 * Wrapper to product_selfadjoint_vector
    158 ***************************************************************************/
    159 
    160 namespace internal {
    161 
    162 template<typename Lhs, int LhsMode, typename Rhs>
    163 struct selfadjoint_product_impl<Lhs,LhsMode,false,Rhs,0,true>
    164 {
    165   typedef typename Product<Lhs,Rhs>::Scalar Scalar;
    166 
    167   typedef internal::blas_traits<Lhs> LhsBlasTraits;
    168   typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
    169   typedef typename internal::remove_all<ActualLhsType>::type ActualLhsTypeCleaned;
    170 
    171   typedef internal::blas_traits<Rhs> RhsBlasTraits;
    172   typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType;
    173   typedef typename internal::remove_all<ActualRhsType>::type ActualRhsTypeCleaned;
    174 
    175   enum { LhsUpLo = LhsMode&(Upper|Lower) };
    176 
    177   template<typename Dest>
    178   static void run(Dest& dest, const Lhs &a_lhs, const Rhs &a_rhs, const Scalar& alpha)
    179   {
    180     typedef typename Dest::Scalar ResScalar;
    181     typedef typename Rhs::Scalar RhsScalar;
    182     typedef Map<Matrix<ResScalar,Dynamic,1>, EIGEN_PLAIN_ENUM_MIN(AlignedMax,internal::packet_traits<ResScalar>::size)> MappedDest;
    183 
    184     eigen_assert(dest.rows()==a_lhs.rows() && dest.cols()==a_rhs.cols());
    185 
    186     typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(a_lhs);
    187     typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(a_rhs);
    188 
    189     Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(a_lhs)
    190                                * RhsBlasTraits::extractScalarFactor(a_rhs);
    191 
    192     enum {
    193       EvalToDest = (Dest::InnerStrideAtCompileTime==1),
    194       UseRhs = (ActualRhsTypeCleaned::InnerStrideAtCompileTime==1)
    195     };
    196 
    197     internal::gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,!EvalToDest> static_dest;
    198     internal::gemv_static_vector_if<RhsScalar,ActualRhsTypeCleaned::SizeAtCompileTime,ActualRhsTypeCleaned::MaxSizeAtCompileTime,!UseRhs> static_rhs;
    199 
    200     ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(),
    201                                                   EvalToDest ? dest.data() : static_dest.data());
    202 
    203     ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,rhs.size(),
    204         UseRhs ? const_cast<RhsScalar*>(rhs.data()) : static_rhs.data());
    205 
    206     if(!EvalToDest)
    207     {
    208       #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
    209       Index size = dest.size();
    210       EIGEN_DENSE_STORAGE_CTOR_PLUGIN
    211       #endif
    212       MappedDest(actualDestPtr, dest.size()) = dest;
    213     }
    214 
    215     if(!UseRhs)
    216     {
    217       #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
    218       Index size = rhs.size();
    219       EIGEN_DENSE_STORAGE_CTOR_PLUGIN
    220       #endif
    221       Map<typename ActualRhsTypeCleaned::PlainObject>(actualRhsPtr, rhs.size()) = rhs;
    222     }
    223 
    224 
    225     internal::selfadjoint_matrix_vector_product<Scalar, Index, (internal::traits<ActualLhsTypeCleaned>::Flags&RowMajorBit) ? RowMajor : ColMajor,
    226                                                 int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)>::run
    227       (
    228         lhs.rows(),                             // size
    229         &lhs.coeffRef(0,0),  lhs.outerStride(), // lhs info
    230         actualRhsPtr,                           // rhs info
    231         actualDestPtr,                          // result info
    232         actualAlpha                             // scale factor
    233       );
    234 
    235     if(!EvalToDest)
    236       dest = MappedDest(actualDestPtr, dest.size());
    237   }
    238 };
    239 
    240 template<typename Lhs, typename Rhs, int RhsMode>
    241 struct selfadjoint_product_impl<Lhs,0,true,Rhs,RhsMode,false>
    242 {
    243   typedef typename Product<Lhs,Rhs>::Scalar Scalar;
    244   enum { RhsUpLo = RhsMode&(Upper|Lower)  };
    245 
    246   template<typename Dest>
    247   static void run(Dest& dest, const Lhs &a_lhs, const Rhs &a_rhs, const Scalar& alpha)
    248   {
    249     // let's simply transpose the product
    250     Transpose<Dest> destT(dest);
    251     selfadjoint_product_impl<Transpose<const Rhs>, int(RhsUpLo)==Upper ? Lower : Upper, false,
    252                              Transpose<const Lhs>, 0, true>::run(destT, a_rhs.transpose(), a_lhs.transpose(), alpha);
    253   }
    254 };
    255 
    256 } // end namespace internal
    257 
    258 } // end namespace Eigen
    259 
    260 #endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_H
    261