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      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 2008-2015 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_SPARSEDENSEPRODUCT_H
     11 #define EIGEN_SPARSEDENSEPRODUCT_H
     12 
     13 namespace Eigen {
     14 
     15 namespace internal {
     16 
     17 template <> struct product_promote_storage_type<Sparse,Dense, OuterProduct> { typedef Sparse ret; };
     18 template <> struct product_promote_storage_type<Dense,Sparse, OuterProduct> { typedef Sparse ret; };
     19 
     20 template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,
     21          typename AlphaType,
     22          int LhsStorageOrder = ((SparseLhsType::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor,
     23          bool ColPerCol = ((DenseRhsType::Flags&RowMajorBit)==0) || DenseRhsType::ColsAtCompileTime==1>
     24 struct sparse_time_dense_product_impl;
     25 
     26 template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
     27 struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, typename DenseResType::Scalar, RowMajor, true>
     28 {
     29   typedef typename internal::remove_all<SparseLhsType>::type Lhs;
     30   typedef typename internal::remove_all<DenseRhsType>::type Rhs;
     31   typedef typename internal::remove_all<DenseResType>::type Res;
     32   typedef typename evaluator<Lhs>::InnerIterator LhsInnerIterator;
     33   typedef evaluator<Lhs> LhsEval;
     34   static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
     35   {
     36     LhsEval lhsEval(lhs);
     37 
     38     Index n = lhs.outerSize();
     39 #ifdef EIGEN_HAS_OPENMP
     40     Eigen::initParallel();
     41     Index threads = Eigen::nbThreads();
     42 #endif
     43 
     44     for(Index c=0; c<rhs.cols(); ++c)
     45     {
     46 #ifdef EIGEN_HAS_OPENMP
     47       // This 20000 threshold has been found experimentally on 2D and 3D Poisson problems.
     48       // It basically represents the minimal amount of work to be done to be worth it.
     49       if(threads>1 && lhsEval.nonZerosEstimate() > 20000)
     50       {
     51         #pragma omp parallel for schedule(dynamic,(n+threads*4-1)/(threads*4)) num_threads(threads)
     52         for(Index i=0; i<n; ++i)
     53           processRow(lhsEval,rhs,res,alpha,i,c);
     54       }
     55       else
     56 #endif
     57       {
     58         for(Index i=0; i<n; ++i)
     59           processRow(lhsEval,rhs,res,alpha,i,c);
     60       }
     61     }
     62   }
     63 
     64   static void processRow(const LhsEval& lhsEval, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha, Index i, Index col)
     65   {
     66     typename Res::Scalar tmp(0);
     67     for(LhsInnerIterator it(lhsEval,i); it ;++it)
     68       tmp += it.value() * rhs.coeff(it.index(),col);
     69     res.coeffRef(i,col) += alpha * tmp;
     70   }
     71 
     72 };
     73 
     74 // FIXME: what is the purpose of the following specialization? Is it for the BlockedSparse format?
     75 // -> let's disable it for now as it is conflicting with generic scalar*matrix and matrix*scalar operators
     76 // template<typename T1, typename T2/*, int _Options, typename _StrideType*/>
     77 // struct ScalarBinaryOpTraits<T1, Ref<T2/*, _Options, _StrideType*/> >
     78 // {
     79 //   enum {
     80 //     Defined = 1
     81 //   };
     82 //   typedef typename CwiseUnaryOp<scalar_multiple2_op<T1, typename T2::Scalar>, T2>::PlainObject ReturnType;
     83 // };
     84 
     85 template<typename SparseLhsType, typename DenseRhsType, typename DenseResType, typename AlphaType>
     86 struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, AlphaType, ColMajor, true>
     87 {
     88   typedef typename internal::remove_all<SparseLhsType>::type Lhs;
     89   typedef typename internal::remove_all<DenseRhsType>::type Rhs;
     90   typedef typename internal::remove_all<DenseResType>::type Res;
     91   typedef typename evaluator<Lhs>::InnerIterator LhsInnerIterator;
     92   static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const AlphaType& alpha)
     93   {
     94     evaluator<Lhs> lhsEval(lhs);
     95     for(Index c=0; c<rhs.cols(); ++c)
     96     {
     97       for(Index j=0; j<lhs.outerSize(); ++j)
     98       {
     99 //        typename Res::Scalar rhs_j = alpha * rhs.coeff(j,c);
    100         typename ScalarBinaryOpTraits<AlphaType, typename Rhs::Scalar>::ReturnType rhs_j(alpha * rhs.coeff(j,c));
    101         for(LhsInnerIterator it(lhsEval,j); it ;++it)
    102           res.coeffRef(it.index(),c) += it.value() * rhs_j;
    103       }
    104     }
    105   }
    106 };
    107 
    108 template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
    109 struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, typename DenseResType::Scalar, RowMajor, false>
    110 {
    111   typedef typename internal::remove_all<SparseLhsType>::type Lhs;
    112   typedef typename internal::remove_all<DenseRhsType>::type Rhs;
    113   typedef typename internal::remove_all<DenseResType>::type Res;
    114   typedef typename evaluator<Lhs>::InnerIterator LhsInnerIterator;
    115   static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
    116   {
    117     evaluator<Lhs> lhsEval(lhs);
    118     for(Index j=0; j<lhs.outerSize(); ++j)
    119     {
    120       typename Res::RowXpr res_j(res.row(j));
    121       for(LhsInnerIterator it(lhsEval,j); it ;++it)
    122         res_j += (alpha*it.value()) * rhs.row(it.index());
    123     }
    124   }
    125 };
    126 
    127 template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
    128 struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, typename DenseResType::Scalar, ColMajor, false>
    129 {
    130   typedef typename internal::remove_all<SparseLhsType>::type Lhs;
    131   typedef typename internal::remove_all<DenseRhsType>::type Rhs;
    132   typedef typename internal::remove_all<DenseResType>::type Res;
    133   typedef typename evaluator<Lhs>::InnerIterator LhsInnerIterator;
    134   static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
    135   {
    136     evaluator<Lhs> lhsEval(lhs);
    137     for(Index j=0; j<lhs.outerSize(); ++j)
    138     {
    139       typename Rhs::ConstRowXpr rhs_j(rhs.row(j));
    140       for(LhsInnerIterator it(lhsEval,j); it ;++it)
    141         res.row(it.index()) += (alpha*it.value()) * rhs_j;
    142     }
    143   }
    144 };
    145 
    146 template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,typename AlphaType>
    147 inline void sparse_time_dense_product(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const AlphaType& alpha)
    148 {
    149   sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, AlphaType>::run(lhs, rhs, res, alpha);
    150 }
    151 
    152 } // end namespace internal
    153 
    154 namespace internal {
    155 
    156 template<typename Lhs, typename Rhs, int ProductType>
    157 struct generic_product_impl<Lhs, Rhs, SparseShape, DenseShape, ProductType>
    158  : generic_product_impl_base<Lhs,Rhs,generic_product_impl<Lhs,Rhs,SparseShape,DenseShape,ProductType> >
    159 {
    160   typedef typename Product<Lhs,Rhs>::Scalar Scalar;
    161 
    162   template<typename Dest>
    163   static void scaleAndAddTo(Dest& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
    164   {
    165     typedef typename nested_eval<Lhs,((Rhs::Flags&RowMajorBit)==0) ? 1 : Rhs::ColsAtCompileTime>::type LhsNested;
    166     typedef typename nested_eval<Rhs,((Lhs::Flags&RowMajorBit)==0) ? 1 : Dynamic>::type RhsNested;
    167     LhsNested lhsNested(lhs);
    168     RhsNested rhsNested(rhs);
    169     internal::sparse_time_dense_product(lhsNested, rhsNested, dst, alpha);
    170   }
    171 };
    172 
    173 template<typename Lhs, typename Rhs, int ProductType>
    174 struct generic_product_impl<Lhs, Rhs, SparseTriangularShape, DenseShape, ProductType>
    175   : generic_product_impl<Lhs, Rhs, SparseShape, DenseShape, ProductType>
    176 {};
    177 
    178 template<typename Lhs, typename Rhs, int ProductType>
    179 struct generic_product_impl<Lhs, Rhs, DenseShape, SparseShape, ProductType>
    180   : generic_product_impl_base<Lhs,Rhs,generic_product_impl<Lhs,Rhs,DenseShape,SparseShape,ProductType> >
    181 {
    182   typedef typename Product<Lhs,Rhs>::Scalar Scalar;
    183 
    184   template<typename Dst>
    185   static void scaleAndAddTo(Dst& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
    186   {
    187     typedef typename nested_eval<Lhs,((Rhs::Flags&RowMajorBit)==0) ? Dynamic : 1>::type LhsNested;
    188     typedef typename nested_eval<Rhs,((Lhs::Flags&RowMajorBit)==RowMajorBit) ? 1 : Lhs::RowsAtCompileTime>::type RhsNested;
    189     LhsNested lhsNested(lhs);
    190     RhsNested rhsNested(rhs);
    191 
    192     // transpose everything
    193     Transpose<Dst> dstT(dst);
    194     internal::sparse_time_dense_product(rhsNested.transpose(), lhsNested.transpose(), dstT, alpha);
    195   }
    196 };
    197 
    198 template<typename Lhs, typename Rhs, int ProductType>
    199 struct generic_product_impl<Lhs, Rhs, DenseShape, SparseTriangularShape, ProductType>
    200   : generic_product_impl<Lhs, Rhs, DenseShape, SparseShape, ProductType>
    201 {};
    202 
    203 template<typename LhsT, typename RhsT, bool NeedToTranspose>
    204 struct sparse_dense_outer_product_evaluator
    205 {
    206 protected:
    207   typedef typename conditional<NeedToTranspose,RhsT,LhsT>::type Lhs1;
    208   typedef typename conditional<NeedToTranspose,LhsT,RhsT>::type ActualRhs;
    209   typedef Product<LhsT,RhsT,DefaultProduct> ProdXprType;
    210 
    211   // if the actual left-hand side is a dense vector,
    212   // then build a sparse-view so that we can seamlessly iterate over it.
    213   typedef typename conditional<is_same<typename internal::traits<Lhs1>::StorageKind,Sparse>::value,
    214             Lhs1, SparseView<Lhs1> >::type ActualLhs;
    215   typedef typename conditional<is_same<typename internal::traits<Lhs1>::StorageKind,Sparse>::value,
    216             Lhs1 const&, SparseView<Lhs1> >::type LhsArg;
    217 
    218   typedef evaluator<ActualLhs> LhsEval;
    219   typedef evaluator<ActualRhs> RhsEval;
    220   typedef typename evaluator<ActualLhs>::InnerIterator LhsIterator;
    221   typedef typename ProdXprType::Scalar Scalar;
    222 
    223 public:
    224   enum {
    225     Flags = NeedToTranspose ? RowMajorBit : 0,
    226     CoeffReadCost = HugeCost
    227   };
    228 
    229   class InnerIterator : public LhsIterator
    230   {
    231   public:
    232     InnerIterator(const sparse_dense_outer_product_evaluator &xprEval, Index outer)
    233       : LhsIterator(xprEval.m_lhsXprImpl, 0),
    234         m_outer(outer),
    235         m_empty(false),
    236         m_factor(get(xprEval.m_rhsXprImpl, outer, typename internal::traits<ActualRhs>::StorageKind() ))
    237     {}
    238 
    239     EIGEN_STRONG_INLINE Index outer() const { return m_outer; }
    240     EIGEN_STRONG_INLINE Index row()   const { return NeedToTranspose ? m_outer : LhsIterator::index(); }
    241     EIGEN_STRONG_INLINE Index col()   const { return NeedToTranspose ? LhsIterator::index() : m_outer; }
    242 
    243     EIGEN_STRONG_INLINE Scalar value() const { return LhsIterator::value() * m_factor; }
    244     EIGEN_STRONG_INLINE operator bool() const { return LhsIterator::operator bool() && (!m_empty); }
    245 
    246   protected:
    247     Scalar get(const RhsEval &rhs, Index outer, Dense = Dense()) const
    248     {
    249       return rhs.coeff(outer);
    250     }
    251 
    252     Scalar get(const RhsEval &rhs, Index outer, Sparse = Sparse())
    253     {
    254       typename RhsEval::InnerIterator it(rhs, outer);
    255       if (it && it.index()==0 && it.value()!=Scalar(0))
    256         return it.value();
    257       m_empty = true;
    258       return Scalar(0);
    259     }
    260 
    261     Index m_outer;
    262     bool m_empty;
    263     Scalar m_factor;
    264   };
    265 
    266   sparse_dense_outer_product_evaluator(const Lhs1 &lhs, const ActualRhs &rhs)
    267      : m_lhs(lhs), m_lhsXprImpl(m_lhs), m_rhsXprImpl(rhs)
    268   {
    269     EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
    270   }
    271 
    272   // transpose case
    273   sparse_dense_outer_product_evaluator(const ActualRhs &rhs, const Lhs1 &lhs)
    274      : m_lhs(lhs), m_lhsXprImpl(m_lhs), m_rhsXprImpl(rhs)
    275   {
    276     EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
    277   }
    278 
    279 protected:
    280   const LhsArg m_lhs;
    281   evaluator<ActualLhs> m_lhsXprImpl;
    282   evaluator<ActualRhs> m_rhsXprImpl;
    283 };
    284 
    285 // sparse * dense outer product
    286 template<typename Lhs, typename Rhs>
    287 struct product_evaluator<Product<Lhs, Rhs, DefaultProduct>, OuterProduct, SparseShape, DenseShape>
    288   : sparse_dense_outer_product_evaluator<Lhs,Rhs, Lhs::IsRowMajor>
    289 {
    290   typedef sparse_dense_outer_product_evaluator<Lhs,Rhs, Lhs::IsRowMajor> Base;
    291 
    292   typedef Product<Lhs, Rhs> XprType;
    293   typedef typename XprType::PlainObject PlainObject;
    294 
    295   explicit product_evaluator(const XprType& xpr)
    296     : Base(xpr.lhs(), xpr.rhs())
    297   {}
    298 
    299 };
    300 
    301 template<typename Lhs, typename Rhs>
    302 struct product_evaluator<Product<Lhs, Rhs, DefaultProduct>, OuterProduct, DenseShape, SparseShape>
    303   : sparse_dense_outer_product_evaluator<Lhs,Rhs, Rhs::IsRowMajor>
    304 {
    305   typedef sparse_dense_outer_product_evaluator<Lhs,Rhs, Rhs::IsRowMajor> Base;
    306 
    307   typedef Product<Lhs, Rhs> XprType;
    308   typedef typename XprType::PlainObject PlainObject;
    309 
    310   explicit product_evaluator(const XprType& xpr)
    311     : Base(xpr.lhs(), xpr.rhs())
    312   {}
    313 
    314 };
    315 
    316 } // end namespace internal
    317 
    318 } // end namespace Eigen
    319 
    320 #endif // EIGEN_SPARSEDENSEPRODUCT_H
    321