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      1 //=====================================================
      2 // Copyright (C) 2008 Gael Guennebaud <g.gael (at) free.fr>
      3 //=====================================================
      4 //
      5 // This program is free software; you can redistribute it and/or
      6 // modify it under the terms of the GNU General Public License
      7 // as published by the Free Software Foundation; either version 2
      8 // of the License, or (at your option) any later version.
      9 //
     10 // This program is distributed in the hope that it will be useful,
     11 // but WITHOUT ANY WARRANTY; without even the implied warranty of
     12 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
     13 // GNU General Public License for more details.
     14 // You should have received a copy of the GNU General Public License
     15 // along with this program; if not, write to the Free Software
     16 // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
     17 //
     18 #ifndef EIGEN2_INTERFACE_HH
     19 #define EIGEN2_INTERFACE_HH
     20 // #include <cblas.h>
     21 #include <Eigen/Core>
     22 #include <Eigen/Cholesky>
     23 #include <Eigen/LU>
     24 #include <Eigen/QR>
     25 #include <vector>
     26 #include "btl.hh"
     27 
     28 using namespace Eigen;
     29 
     30 template<class real, int SIZE=Dynamic>
     31 class eigen2_interface
     32 {
     33 
     34 public :
     35 
     36   enum {IsFixedSize = (SIZE!=Dynamic)};
     37 
     38   typedef real real_type;
     39 
     40   typedef std::vector<real> stl_vector;
     41   typedef std::vector<stl_vector> stl_matrix;
     42 
     43   typedef Eigen::Matrix<real,SIZE,SIZE> gene_matrix;
     44   typedef Eigen::Matrix<real,SIZE,1> gene_vector;
     45 
     46   static inline std::string name( void )
     47   {
     48     #if defined(EIGEN_VECTORIZE_SSE)
     49     if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2";
     50     #elif defined(EIGEN_VECTORIZE_ALTIVEC)
     51     if (SIZE==Dynamic) return "eigen2"; else return "tiny_eigen2";
     52     #else
     53     if (SIZE==Dynamic) return "eigen2_novec"; else return "tiny_eigen2_novec";
     54     #endif
     55   }
     56 
     57   static void free_matrix(gene_matrix & A, int N) {}
     58 
     59   static void free_vector(gene_vector & B) {}
     60 
     61   static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
     62     A.resize(A_stl[0].size(), A_stl.size());
     63 
     64     for (int j=0; j<A_stl.size() ; j++){
     65       for (int i=0; i<A_stl[j].size() ; i++){
     66         A.coeffRef(i,j) = A_stl[j][i];
     67       }
     68     }
     69   }
     70 
     71   static BTL_DONT_INLINE  void vector_from_stl(gene_vector & B, stl_vector & B_stl){
     72     B.resize(B_stl.size(),1);
     73 
     74     for (int i=0; i<B_stl.size() ; i++){
     75       B.coeffRef(i) = B_stl[i];
     76     }
     77   }
     78 
     79   static BTL_DONT_INLINE  void vector_to_stl(gene_vector & B, stl_vector & B_stl){
     80     for (int i=0; i<B_stl.size() ; i++){
     81       B_stl[i] = B.coeff(i);
     82     }
     83   }
     84 
     85   static BTL_DONT_INLINE  void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
     86     int N=A_stl.size();
     87 
     88     for (int j=0;j<N;j++){
     89       A_stl[j].resize(N);
     90       for (int i=0;i<N;i++){
     91         A_stl[j][i] = A.coeff(i,j);
     92       }
     93     }
     94   }
     95 
     96   static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
     97     X = (A*B).lazy();
     98   }
     99 
    100   static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
    101     X = (A.transpose()*B.transpose()).lazy();
    102   }
    103 
    104   static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){
    105     X = (A.transpose()*A).lazy();
    106   }
    107 
    108   static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){
    109     X = (A*A.transpose()).lazy();
    110   }
    111 
    112   static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){
    113     X = (A*B)/*.lazy()*/;
    114   }
    115 
    116   static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
    117     X = (A.transpose()*B)/*.lazy()*/;
    118   }
    119 
    120   static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){
    121     Y += coef * X;
    122   }
    123 
    124   static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
    125     Y = a*X + b*Y;
    126   }
    127 
    128   static inline void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){
    129     cible = source;
    130   }
    131 
    132   static inline void copy_vector(const gene_vector & source, gene_vector & cible, int N){
    133     cible = source;
    134   }
    135 
    136   static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int N){
    137     X = L.template marked<LowerTriangular>().solveTriangular(B);
    138   }
    139 
    140   static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){
    141     X = L.template marked<LowerTriangular>().solveTriangular(B);
    142   }
    143 
    144   static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){
    145     C = X.llt().matrixL();
    146 //     C = X;
    147 //     Cholesky<gene_matrix>::computeInPlace(C);
    148 //     Cholesky<gene_matrix>::computeInPlaceBlock(C);
    149   }
    150 
    151   static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
    152     C = X.lu().matrixLU();
    153 //     C = X.inverse();
    154   }
    155 
    156   static inline void tridiagonalization(const gene_matrix & X, gene_matrix & C, int N){
    157     C = Tridiagonalization<gene_matrix>(X).packedMatrix();
    158   }
    159 
    160   static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){
    161     C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
    162   }
    163 
    164 
    165 
    166 };
    167 
    168 #endif
    169