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      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 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_TRIANGULAR_MATRIX_MATRIX_H
     11 #define EIGEN_TRIANGULAR_MATRIX_MATRIX_H
     12 
     13 namespace Eigen {
     14 
     15 namespace internal {
     16 
     17 // template<typename Scalar, int mr, int StorageOrder, bool Conjugate, int Mode>
     18 // struct gemm_pack_lhs_triangular
     19 // {
     20 //   Matrix<Scalar,mr,mr,
     21 //   void operator()(Scalar* blockA, const EIGEN_RESTRICT Scalar* _lhs, int lhsStride, int depth, int rows)
     22 //   {
     23 //     conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj;
     24 //     const_blas_data_mapper<Scalar, StorageOrder> lhs(_lhs,lhsStride);
     25 //     int count = 0;
     26 //     const int peeled_mc = (rows/mr)*mr;
     27 //     for(int i=0; i<peeled_mc; i+=mr)
     28 //     {
     29 //       for(int k=0; k<depth; k++)
     30 //         for(int w=0; w<mr; w++)
     31 //           blockA[count++] = cj(lhs(i+w, k));
     32 //     }
     33 //     for(int i=peeled_mc; i<rows; i++)
     34 //     {
     35 //       for(int k=0; k<depth; k++)
     36 //         blockA[count++] = cj(lhs(i, k));
     37 //     }
     38 //   }
     39 // };
     40 
     41 /* Optimized triangular matrix * matrix (_TRMM++) product built on top of
     42  * the general matrix matrix product.
     43  */
     44 template <typename Scalar, typename Index,
     45           int Mode, bool LhsIsTriangular,
     46           int LhsStorageOrder, bool ConjugateLhs,
     47           int RhsStorageOrder, bool ConjugateRhs,
     48           int ResStorageOrder, int Version = Specialized>
     49 struct product_triangular_matrix_matrix;
     50 
     51 template <typename Scalar, typename Index,
     52           int Mode, bool LhsIsTriangular,
     53           int LhsStorageOrder, bool ConjugateLhs,
     54           int RhsStorageOrder, bool ConjugateRhs, int Version>
     55 struct product_triangular_matrix_matrix<Scalar,Index,Mode,LhsIsTriangular,
     56                                            LhsStorageOrder,ConjugateLhs,
     57                                            RhsStorageOrder,ConjugateRhs,RowMajor,Version>
     58 {
     59   static EIGEN_STRONG_INLINE void run(
     60     Index rows, Index cols, Index depth,
     61     const Scalar* lhs, Index lhsStride,
     62     const Scalar* rhs, Index rhsStride,
     63     Scalar* res,       Index resStride,
     64     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
     65   {
     66     product_triangular_matrix_matrix<Scalar, Index,
     67       (Mode&(UnitDiag|ZeroDiag)) | ((Mode&Upper) ? Lower : Upper),
     68       (!LhsIsTriangular),
     69       RhsStorageOrder==RowMajor ? ColMajor : RowMajor,
     70       ConjugateRhs,
     71       LhsStorageOrder==RowMajor ? ColMajor : RowMajor,
     72       ConjugateLhs,
     73       ColMajor>
     74       ::run(cols, rows, depth, rhs, rhsStride, lhs, lhsStride, res, resStride, alpha, blocking);
     75   }
     76 };
     77 
     78 // implements col-major += alpha * op(triangular) * op(general)
     79 template <typename Scalar, typename Index, int Mode,
     80           int LhsStorageOrder, bool ConjugateLhs,
     81           int RhsStorageOrder, bool ConjugateRhs, int Version>
     82 struct product_triangular_matrix_matrix<Scalar,Index,Mode,true,
     83                                            LhsStorageOrder,ConjugateLhs,
     84                                            RhsStorageOrder,ConjugateRhs,ColMajor,Version>
     85 {
     86 
     87   typedef gebp_traits<Scalar,Scalar> Traits;
     88   enum {
     89     SmallPanelWidth   = 2 * EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
     90     IsLower = (Mode&Lower) == Lower,
     91     SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
     92   };
     93 
     94   static EIGEN_DONT_INLINE void run(
     95     Index _rows, Index _cols, Index _depth,
     96     const Scalar* _lhs, Index lhsStride,
     97     const Scalar* _rhs, Index rhsStride,
     98     Scalar* res,        Index resStride,
     99     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking);
    100 };
    101 
    102 template <typename Scalar, typename Index, int Mode,
    103           int LhsStorageOrder, bool ConjugateLhs,
    104           int RhsStorageOrder, bool ConjugateRhs, int Version>
    105 EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,true,
    106                                                         LhsStorageOrder,ConjugateLhs,
    107                                                         RhsStorageOrder,ConjugateRhs,ColMajor,Version>::run(
    108     Index _rows, Index _cols, Index _depth,
    109     const Scalar* _lhs, Index lhsStride,
    110     const Scalar* _rhs, Index rhsStride,
    111     Scalar* res,        Index resStride,
    112     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
    113   {
    114     // strip zeros
    115     Index diagSize  = (std::min)(_rows,_depth);
    116     Index rows      = IsLower ? _rows : diagSize;
    117     Index depth     = IsLower ? diagSize : _depth;
    118     Index cols      = _cols;
    119 
    120     const_blas_data_mapper<Scalar, Index, LhsStorageOrder> lhs(_lhs,lhsStride);
    121     const_blas_data_mapper<Scalar, Index, RhsStorageOrder> rhs(_rhs,rhsStride);
    122 
    123     Index kc = blocking.kc();                   // cache block size along the K direction
    124     Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
    125 
    126     std::size_t sizeA = kc*mc;
    127     std::size_t sizeB = kc*cols;
    128     std::size_t sizeW = kc*Traits::WorkSpaceFactor;
    129 
    130     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
    131     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
    132     ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
    133 
    134     Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,LhsStorageOrder> triangularBuffer;
    135     triangularBuffer.setZero();
    136     if((Mode&ZeroDiag)==ZeroDiag)
    137       triangularBuffer.diagonal().setZero();
    138     else
    139       triangularBuffer.diagonal().setOnes();
    140 
    141     gebp_kernel<Scalar, Scalar, Index, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
    142     gemm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
    143     gemm_pack_rhs<Scalar, Index, Traits::nr,RhsStorageOrder> pack_rhs;
    144 
    145     for(Index k2=IsLower ? depth : 0;
    146         IsLower ? k2>0 : k2<depth;
    147         IsLower ? k2-=kc : k2+=kc)
    148     {
    149       Index actual_kc = (std::min)(IsLower ? k2 : depth-k2, kc);
    150       Index actual_k2 = IsLower ? k2-actual_kc : k2;
    151 
    152       // align blocks with the end of the triangular part for trapezoidal lhs
    153       if((!IsLower)&&(k2<rows)&&(k2+actual_kc>rows))
    154       {
    155         actual_kc = rows-k2;
    156         k2 = k2+actual_kc-kc;
    157       }
    158 
    159       pack_rhs(blockB, &rhs(actual_k2,0), rhsStride, actual_kc, cols);
    160 
    161       // the selected lhs's panel has to be split in three different parts:
    162       //  1 - the part which is zero => skip it
    163       //  2 - the diagonal block => special kernel
    164       //  3 - the dense panel below (lower case) or above (upper case) the diagonal block => GEPP
    165 
    166       // the block diagonal, if any:
    167       if(IsLower || actual_k2<rows)
    168       {
    169         // for each small vertical panels of lhs
    170         for (Index k1=0; k1<actual_kc; k1+=SmallPanelWidth)
    171         {
    172           Index actualPanelWidth = std::min<Index>(actual_kc-k1, SmallPanelWidth);
    173           Index lengthTarget = IsLower ? actual_kc-k1-actualPanelWidth : k1;
    174           Index startBlock   = actual_k2+k1;
    175           Index blockBOffset = k1;
    176 
    177           // => GEBP with the micro triangular block
    178           // The trick is to pack this micro block while filling the opposite triangular part with zeros.
    179           // To this end we do an extra triangular copy to a small temporary buffer
    180           for (Index k=0;k<actualPanelWidth;++k)
    181           {
    182             if (SetDiag)
    183               triangularBuffer.coeffRef(k,k) = lhs(startBlock+k,startBlock+k);
    184             for (Index i=IsLower ? k+1 : 0; IsLower ? i<actualPanelWidth : i<k; ++i)
    185               triangularBuffer.coeffRef(i,k) = lhs(startBlock+i,startBlock+k);
    186           }
    187           pack_lhs(blockA, triangularBuffer.data(), triangularBuffer.outerStride(), actualPanelWidth, actualPanelWidth);
    188 
    189           gebp_kernel(res+startBlock, resStride, blockA, blockB, actualPanelWidth, actualPanelWidth, cols, alpha,
    190                       actualPanelWidth, actual_kc, 0, blockBOffset, blockW);
    191 
    192           // GEBP with remaining micro panel
    193           if (lengthTarget>0)
    194           {
    195             Index startTarget  = IsLower ? actual_k2+k1+actualPanelWidth : actual_k2;
    196 
    197             pack_lhs(blockA, &lhs(startTarget,startBlock), lhsStride, actualPanelWidth, lengthTarget);
    198 
    199             gebp_kernel(res+startTarget, resStride, blockA, blockB, lengthTarget, actualPanelWidth, cols, alpha,
    200                         actualPanelWidth, actual_kc, 0, blockBOffset, blockW);
    201           }
    202         }
    203       }
    204       // the part below (lower case) or above (upper case) the diagonal => GEPP
    205       {
    206         Index start = IsLower ? k2 : 0;
    207         Index end   = IsLower ? rows : (std::min)(actual_k2,rows);
    208         for(Index i2=start; i2<end; i2+=mc)
    209         {
    210           const Index actual_mc = (std::min)(i2+mc,end)-i2;
    211           gemm_pack_lhs<Scalar, Index, Traits::mr,Traits::LhsProgress, LhsStorageOrder,false>()
    212             (blockA, &lhs(i2, actual_k2), lhsStride, actual_kc, actual_mc);
    213 
    214           gebp_kernel(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, cols, alpha, -1, -1, 0, 0, blockW);
    215         }
    216       }
    217     }
    218   }
    219 
    220 // implements col-major += alpha * op(general) * op(triangular)
    221 template <typename Scalar, typename Index, int Mode,
    222           int LhsStorageOrder, bool ConjugateLhs,
    223           int RhsStorageOrder, bool ConjugateRhs, int Version>
    224 struct product_triangular_matrix_matrix<Scalar,Index,Mode,false,
    225                                         LhsStorageOrder,ConjugateLhs,
    226                                         RhsStorageOrder,ConjugateRhs,ColMajor,Version>
    227 {
    228   typedef gebp_traits<Scalar,Scalar> Traits;
    229   enum {
    230     SmallPanelWidth   = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
    231     IsLower = (Mode&Lower) == Lower,
    232     SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
    233   };
    234 
    235   static EIGEN_DONT_INLINE void run(
    236     Index _rows, Index _cols, Index _depth,
    237     const Scalar* _lhs, Index lhsStride,
    238     const Scalar* _rhs, Index rhsStride,
    239     Scalar* res,        Index resStride,
    240     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking);
    241 };
    242 
    243 template <typename Scalar, typename Index, int Mode,
    244           int LhsStorageOrder, bool ConjugateLhs,
    245           int RhsStorageOrder, bool ConjugateRhs, int Version>
    246 EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,false,
    247                                                         LhsStorageOrder,ConjugateLhs,
    248                                                         RhsStorageOrder,ConjugateRhs,ColMajor,Version>::run(
    249     Index _rows, Index _cols, Index _depth,
    250     const Scalar* _lhs, Index lhsStride,
    251     const Scalar* _rhs, Index rhsStride,
    252     Scalar* res,        Index resStride,
    253     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
    254   {
    255     // strip zeros
    256     Index diagSize  = (std::min)(_cols,_depth);
    257     Index rows      = _rows;
    258     Index depth     = IsLower ? _depth : diagSize;
    259     Index cols      = IsLower ? diagSize : _cols;
    260 
    261     const_blas_data_mapper<Scalar, Index, LhsStorageOrder> lhs(_lhs,lhsStride);
    262     const_blas_data_mapper<Scalar, Index, RhsStorageOrder> rhs(_rhs,rhsStride);
    263 
    264     Index kc = blocking.kc();                   // cache block size along the K direction
    265     Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
    266 
    267     std::size_t sizeA = kc*mc;
    268     std::size_t sizeB = kc*cols;
    269     std::size_t sizeW = kc*Traits::WorkSpaceFactor;
    270 
    271     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
    272     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
    273     ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
    274 
    275     Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,RhsStorageOrder> triangularBuffer;
    276     triangularBuffer.setZero();
    277     if((Mode&ZeroDiag)==ZeroDiag)
    278       triangularBuffer.diagonal().setZero();
    279     else
    280       triangularBuffer.diagonal().setOnes();
    281 
    282     gebp_kernel<Scalar, Scalar, Index, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
    283     gemm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
    284     gemm_pack_rhs<Scalar, Index, Traits::nr,RhsStorageOrder> pack_rhs;
    285     gemm_pack_rhs<Scalar, Index, Traits::nr,RhsStorageOrder,false,true> pack_rhs_panel;
    286 
    287     for(Index k2=IsLower ? 0 : depth;
    288         IsLower ? k2<depth  : k2>0;
    289         IsLower ? k2+=kc   : k2-=kc)
    290     {
    291       Index actual_kc = (std::min)(IsLower ? depth-k2 : k2, kc);
    292       Index actual_k2 = IsLower ? k2 : k2-actual_kc;
    293 
    294       // align blocks with the end of the triangular part for trapezoidal rhs
    295       if(IsLower && (k2<cols) && (actual_k2+actual_kc>cols))
    296       {
    297         actual_kc = cols-k2;
    298         k2 = actual_k2 + actual_kc - kc;
    299       }
    300 
    301       // remaining size
    302       Index rs = IsLower ? (std::min)(cols,actual_k2) : cols - k2;
    303       // size of the triangular part
    304       Index ts = (IsLower && actual_k2>=cols) ? 0 : actual_kc;
    305 
    306       Scalar* geb = blockB+ts*ts;
    307 
    308       pack_rhs(geb, &rhs(actual_k2,IsLower ? 0 : k2), rhsStride, actual_kc, rs);
    309 
    310       // pack the triangular part of the rhs padding the unrolled blocks with zeros
    311       if(ts>0)
    312       {
    313         for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
    314         {
    315           Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
    316           Index actual_j2 = actual_k2 + j2;
    317           Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
    318           Index panelLength = IsLower ? actual_kc-j2-actualPanelWidth : j2;
    319           // general part
    320           pack_rhs_panel(blockB+j2*actual_kc,
    321                          &rhs(actual_k2+panelOffset, actual_j2), rhsStride,
    322                          panelLength, actualPanelWidth,
    323                          actual_kc, panelOffset);
    324 
    325           // append the triangular part via a temporary buffer
    326           for (Index j=0;j<actualPanelWidth;++j)
    327           {
    328             if (SetDiag)
    329               triangularBuffer.coeffRef(j,j) = rhs(actual_j2+j,actual_j2+j);
    330             for (Index k=IsLower ? j+1 : 0; IsLower ? k<actualPanelWidth : k<j; ++k)
    331               triangularBuffer.coeffRef(k,j) = rhs(actual_j2+k,actual_j2+j);
    332           }
    333 
    334           pack_rhs_panel(blockB+j2*actual_kc,
    335                          triangularBuffer.data(), triangularBuffer.outerStride(),
    336                          actualPanelWidth, actualPanelWidth,
    337                          actual_kc, j2);
    338         }
    339       }
    340 
    341       for (Index i2=0; i2<rows; i2+=mc)
    342       {
    343         const Index actual_mc = (std::min)(mc,rows-i2);
    344         pack_lhs(blockA, &lhs(i2, actual_k2), lhsStride, actual_kc, actual_mc);
    345 
    346         // triangular kernel
    347         if(ts>0)
    348         {
    349           for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
    350           {
    351             Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
    352             Index panelLength = IsLower ? actual_kc-j2 : j2+actualPanelWidth;
    353             Index blockOffset = IsLower ? j2 : 0;
    354 
    355             gebp_kernel(res+i2+(actual_k2+j2)*resStride, resStride,
    356                         blockA, blockB+j2*actual_kc,
    357                         actual_mc, panelLength, actualPanelWidth,
    358                         alpha,
    359                         actual_kc, actual_kc,  // strides
    360                         blockOffset, blockOffset,// offsets
    361                         blockW); // workspace
    362           }
    363         }
    364         gebp_kernel(res+i2+(IsLower ? 0 : k2)*resStride, resStride,
    365                     blockA, geb, actual_mc, actual_kc, rs,
    366                     alpha,
    367                     -1, -1, 0, 0, blockW);
    368       }
    369     }
    370   }
    371 
    372 /***************************************************************************
    373 * Wrapper to product_triangular_matrix_matrix
    374 ***************************************************************************/
    375 
    376 template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
    377 struct traits<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false> >
    378   : traits<ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false>, Lhs, Rhs> >
    379 {};
    380 
    381 } // end namespace internal
    382 
    383 template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
    384 struct TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false>
    385   : public ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false>, Lhs, Rhs >
    386 {
    387   EIGEN_PRODUCT_PUBLIC_INTERFACE(TriangularProduct)
    388 
    389   TriangularProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
    390 
    391   template<typename Dest> void scaleAndAddTo(Dest& dst, const Scalar& alpha) const
    392   {
    393     typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs);
    394     typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs);
    395 
    396     Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
    397                                * RhsBlasTraits::extractScalarFactor(m_rhs);
    398 
    399     typedef internal::gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
    400               Lhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxColsAtCompileTime,4> BlockingType;
    401 
    402     enum { IsLower = (Mode&Lower) == Lower };
    403     Index stripedRows  = ((!LhsIsTriangular) || (IsLower))  ? lhs.rows() : (std::min)(lhs.rows(),lhs.cols());
    404     Index stripedCols  = ((LhsIsTriangular)  || (!IsLower)) ? rhs.cols() : (std::min)(rhs.cols(),rhs.rows());
    405     Index stripedDepth = LhsIsTriangular ? ((!IsLower) ? lhs.cols() : (std::min)(lhs.cols(),lhs.rows()))
    406                                          : ((IsLower)  ? rhs.rows() : (std::min)(rhs.rows(),rhs.cols()));
    407 
    408     BlockingType blocking(stripedRows, stripedCols, stripedDepth);
    409 
    410     internal::product_triangular_matrix_matrix<Scalar, Index,
    411       Mode, LhsIsTriangular,
    412       (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, LhsBlasTraits::NeedToConjugate,
    413       (internal::traits<_ActualRhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, RhsBlasTraits::NeedToConjugate,
    414       (internal::traits<Dest          >::Flags&RowMajorBit) ? RowMajor : ColMajor>
    415       ::run(
    416         stripedRows, stripedCols, stripedDepth,   // sizes
    417         &lhs.coeffRef(0,0),    lhs.outerStride(), // lhs info
    418         &rhs.coeffRef(0,0),    rhs.outerStride(), // rhs info
    419         &dst.coeffRef(0,0), dst.outerStride(),    // result info
    420         actualAlpha, blocking
    421       );
    422   }
    423 };
    424 
    425 } // end namespace Eigen
    426 
    427 #endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_H
    428