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_SOLVETRIANGULAR_H 11 #define EIGEN_SOLVETRIANGULAR_H 12 13 namespace Eigen { 14 15 namespace internal { 16 17 // Forward declarations: 18 // The following two routines are implemented in the products/TriangularSolver*.h files 19 template<typename LhsScalar, typename RhsScalar, typename Index, int Side, int Mode, bool Conjugate, int StorageOrder> 20 struct triangular_solve_vector; 21 22 template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder, int OtherStorageOrder> 23 struct triangular_solve_matrix; 24 25 // small helper struct extracting some traits on the underlying solver operation 26 template<typename Lhs, typename Rhs, int Side> 27 class trsolve_traits 28 { 29 private: 30 enum { 31 RhsIsVectorAtCompileTime = (Side==OnTheLeft ? Rhs::ColsAtCompileTime : Rhs::RowsAtCompileTime)==1 32 }; 33 public: 34 enum { 35 Unrolling = (RhsIsVectorAtCompileTime && Rhs::SizeAtCompileTime != Dynamic && Rhs::SizeAtCompileTime <= 8) 36 ? CompleteUnrolling : NoUnrolling, 37 RhsVectors = RhsIsVectorAtCompileTime ? 1 : Dynamic 38 }; 39 }; 40 41 template<typename Lhs, typename Rhs, 42 int Side, // can be OnTheLeft/OnTheRight 43 int Mode, // can be Upper/Lower | UnitDiag 44 int Unrolling = trsolve_traits<Lhs,Rhs,Side>::Unrolling, 45 int RhsVectors = trsolve_traits<Lhs,Rhs,Side>::RhsVectors 46 > 47 struct triangular_solver_selector; 48 49 template<typename Lhs, typename Rhs, int Side, int Mode> 50 struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,1> 51 { 52 typedef typename Lhs::Scalar LhsScalar; 53 typedef typename Rhs::Scalar RhsScalar; 54 typedef blas_traits<Lhs> LhsProductTraits; 55 typedef typename LhsProductTraits::ExtractType ActualLhsType; 56 typedef Map<Matrix<RhsScalar,Dynamic,1>, Aligned> MappedRhs; 57 static void run(const Lhs& lhs, Rhs& rhs) 58 { 59 ActualLhsType actualLhs = LhsProductTraits::extract(lhs); 60 61 // FIXME find a way to allow an inner stride if packet_traits<Scalar>::size==1 62 63 bool useRhsDirectly = Rhs::InnerStrideAtCompileTime==1 || rhs.innerStride()==1; 64 65 ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhs,rhs.size(), 66 (useRhsDirectly ? rhs.data() : 0)); 67 68 if(!useRhsDirectly) 69 MappedRhs(actualRhs,rhs.size()) = rhs; 70 71 triangular_solve_vector<LhsScalar, RhsScalar, typename Lhs::Index, Side, Mode, LhsProductTraits::NeedToConjugate, 72 (int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor> 73 ::run(actualLhs.cols(), actualLhs.data(), actualLhs.outerStride(), actualRhs); 74 75 if(!useRhsDirectly) 76 rhs = MappedRhs(actualRhs, rhs.size()); 77 } 78 }; 79 80 // the rhs is a matrix 81 template<typename Lhs, typename Rhs, int Side, int Mode> 82 struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,Dynamic> 83 { 84 typedef typename Rhs::Scalar Scalar; 85 typedef typename Rhs::Index Index; 86 typedef blas_traits<Lhs> LhsProductTraits; 87 typedef typename LhsProductTraits::DirectLinearAccessType ActualLhsType; 88 89 static void run(const Lhs& lhs, Rhs& rhs) 90 { 91 typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsProductTraits::extract(lhs); 92 93 const Index size = lhs.rows(); 94 const Index othersize = Side==OnTheLeft? rhs.cols() : rhs.rows(); 95 96 typedef internal::gemm_blocking_space<(Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar, 97 Rhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxRowsAtCompileTime,4> BlockingType; 98 99 BlockingType blocking(rhs.rows(), rhs.cols(), size); 100 101 triangular_solve_matrix<Scalar,Index,Side,Mode,LhsProductTraits::NeedToConjugate,(int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor, 102 (Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor> 103 ::run(size, othersize, &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &rhs.coeffRef(0,0), rhs.outerStride(), blocking); 104 } 105 }; 106 107 /*************************************************************************** 108 * meta-unrolling implementation 109 ***************************************************************************/ 110 111 template<typename Lhs, typename Rhs, int Mode, int Index, int Size, 112 bool Stop = Index==Size> 113 struct triangular_solver_unroller; 114 115 template<typename Lhs, typename Rhs, int Mode, int Index, int Size> 116 struct triangular_solver_unroller<Lhs,Rhs,Mode,Index,Size,false> { 117 enum { 118 IsLower = ((Mode&Lower)==Lower), 119 I = IsLower ? Index : Size - Index - 1, 120 S = IsLower ? 0 : I+1 121 }; 122 static void run(const Lhs& lhs, Rhs& rhs) 123 { 124 if (Index>0) 125 rhs.coeffRef(I) -= lhs.row(I).template segment<Index>(S).transpose() 126 .cwiseProduct(rhs.template segment<Index>(S)).sum(); 127 128 if(!(Mode & UnitDiag)) 129 rhs.coeffRef(I) /= lhs.coeff(I,I); 130 131 triangular_solver_unroller<Lhs,Rhs,Mode,Index+1,Size>::run(lhs,rhs); 132 } 133 }; 134 135 template<typename Lhs, typename Rhs, int Mode, int Index, int Size> 136 struct triangular_solver_unroller<Lhs,Rhs,Mode,Index,Size,true> { 137 static void run(const Lhs&, Rhs&) {} 138 }; 139 140 template<typename Lhs, typename Rhs, int Mode> 141 struct triangular_solver_selector<Lhs,Rhs,OnTheLeft,Mode,CompleteUnrolling,1> { 142 static void run(const Lhs& lhs, Rhs& rhs) 143 { triangular_solver_unroller<Lhs,Rhs,Mode,0,Rhs::SizeAtCompileTime>::run(lhs,rhs); } 144 }; 145 146 template<typename Lhs, typename Rhs, int Mode> 147 struct triangular_solver_selector<Lhs,Rhs,OnTheRight,Mode,CompleteUnrolling,1> { 148 static void run(const Lhs& lhs, Rhs& rhs) 149 { 150 Transpose<const Lhs> trLhs(lhs); 151 Transpose<Rhs> trRhs(rhs); 152 153 triangular_solver_unroller<Transpose<const Lhs>,Transpose<Rhs>, 154 ((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag), 155 0,Rhs::SizeAtCompileTime>::run(trLhs,trRhs); 156 } 157 }; 158 159 } // end namespace internal 160 161 /*************************************************************************** 162 * TriangularView methods 163 ***************************************************************************/ 164 165 /** "in-place" version of TriangularView::solve() where the result is written in \a other 166 * 167 * \warning The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here. 168 * This function will const_cast it, so constness isn't honored here. 169 * 170 * See TriangularView:solve() for the details. 171 */ 172 template<typename MatrixType, unsigned int Mode> 173 template<int Side, typename OtherDerived> 174 void TriangularView<MatrixType,Mode>::solveInPlace(const MatrixBase<OtherDerived>& _other) const 175 { 176 OtherDerived& other = _other.const_cast_derived(); 177 eigen_assert( cols() == rows() && ((Side==OnTheLeft && cols() == other.rows()) || (Side==OnTheRight && cols() == other.cols())) ); 178 eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower))); 179 180 enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit && OtherDerived::IsVectorAtCompileTime }; 181 typedef typename internal::conditional<copy, 182 typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy; 183 OtherCopy otherCopy(other); 184 185 internal::triangular_solver_selector<MatrixType, typename internal::remove_reference<OtherCopy>::type, 186 Side, Mode>::run(nestedExpression(), otherCopy); 187 188 if (copy) 189 other = otherCopy; 190 } 191 192 /** \returns the product of the inverse of \c *this with \a other, \a *this being triangular. 193 * 194 * This function computes the inverse-matrix matrix product inverse(\c *this) * \a other if 195 * \a Side==OnTheLeft (the default), or the right-inverse-multiply \a other * inverse(\c *this) if 196 * \a Side==OnTheRight. 197 * 198 * The matrix \c *this must be triangular and invertible (i.e., all the coefficients of the 199 * diagonal must be non zero). It works as a forward (resp. backward) substitution if \c *this 200 * is an upper (resp. lower) triangular matrix. 201 * 202 * Example: \include MatrixBase_marked.cpp 203 * Output: \verbinclude MatrixBase_marked.out 204 * 205 * This function returns an expression of the inverse-multiply and can works in-place if it is assigned 206 * to the same matrix or vector \a other. 207 * 208 * For users coming from BLAS, this function (and more specifically solveInPlace()) offer 209 * all the operations supported by the \c *TRSV and \c *TRSM BLAS routines. 210 * 211 * \sa TriangularView::solveInPlace() 212 */ 213 template<typename Derived, unsigned int Mode> 214 template<int Side, typename Other> 215 const internal::triangular_solve_retval<Side,TriangularView<Derived,Mode>,Other> 216 TriangularView<Derived,Mode>::solve(const MatrixBase<Other>& other) const 217 { 218 return internal::triangular_solve_retval<Side,TriangularView,Other>(*this, other.derived()); 219 } 220 221 namespace internal { 222 223 224 template<int Side, typename TriangularType, typename Rhs> 225 struct traits<triangular_solve_retval<Side, TriangularType, Rhs> > 226 { 227 typedef typename internal::plain_matrix_type_column_major<Rhs>::type ReturnType; 228 }; 229 230 template<int Side, typename TriangularType, typename Rhs> struct triangular_solve_retval 231 : public ReturnByValue<triangular_solve_retval<Side, TriangularType, Rhs> > 232 { 233 typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned; 234 typedef ReturnByValue<triangular_solve_retval> Base; 235 typedef typename Base::Index Index; 236 237 triangular_solve_retval(const TriangularType& tri, const Rhs& rhs) 238 : m_triangularMatrix(tri), m_rhs(rhs) 239 {} 240 241 inline Index rows() const { return m_rhs.rows(); } 242 inline Index cols() const { return m_rhs.cols(); } 243 244 template<typename Dest> inline void evalTo(Dest& dst) const 245 { 246 if(!(is_same<RhsNestedCleaned,Dest>::value && extract_data(dst) == extract_data(m_rhs))) 247 dst = m_rhs; 248 m_triangularMatrix.template solveInPlace<Side>(dst); 249 } 250 251 protected: 252 const TriangularType& m_triangularMatrix; 253 typename Rhs::Nested m_rhs; 254 }; 255 256 } // namespace internal 257 258 } // end namespace Eigen 259 260 #endif // EIGEN_SOLVETRIANGULAR_H 261
