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@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_SELFADJOINTMATRIX_H |
11 | #define EIGEN_SELFADJOINTMATRIX_H |
12 | |
13 | namespace Eigen { |
14 | |
15 | /** \class SelfAdjointView |
16 | * \ingroup Core_Module |
17 | * |
18 | * |
19 | * \brief Expression of a selfadjoint matrix from a triangular part of a dense matrix |
20 | * |
21 | * \param MatrixType the type of the dense matrix storing the coefficients |
22 | * \param TriangularPart can be either \c #Lower or \c #Upper |
23 | * |
24 | * This class is an expression of a sefladjoint matrix from a triangular part of a matrix |
25 | * with given dense storage of the coefficients. It is the return type of MatrixBase::selfadjointView() |
26 | * and most of the time this is the only way that it is used. |
27 | * |
28 | * \sa class TriangularBase, MatrixBase::selfadjointView() |
29 | */ |
30 | |
31 | namespace internal { |
32 | template<typename MatrixType, unsigned int UpLo> |
33 | struct traits<SelfAdjointView<MatrixType, UpLo> > : traits<MatrixType> |
34 | { |
35 | typedef typename ref_selector<MatrixType>::non_const_type MatrixTypeNested; |
36 | typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned; |
37 | typedef MatrixType ExpressionType; |
38 | typedef typename MatrixType::PlainObject FullMatrixType; |
39 | enum { |
40 | Mode = UpLo | SelfAdjoint, |
41 | FlagsLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0, |
42 | Flags = MatrixTypeNestedCleaned::Flags & (HereditaryBits|FlagsLvalueBit) |
43 | & (~(PacketAccessBit | DirectAccessBit | LinearAccessBit)) // FIXME these flags should be preserved |
44 | }; |
45 | }; |
46 | } |
47 | |
48 | |
49 | template<typename _MatrixType, unsigned int UpLo> class SelfAdjointView |
50 | : public TriangularBase<SelfAdjointView<_MatrixType, UpLo> > |
51 | { |
52 | public: |
53 | |
54 | typedef _MatrixType MatrixType; |
55 | typedef TriangularBase<SelfAdjointView> Base; |
56 | typedef typename internal::traits<SelfAdjointView>::MatrixTypeNested MatrixTypeNested; |
57 | typedef typename internal::traits<SelfAdjointView>::MatrixTypeNestedCleaned MatrixTypeNestedCleaned; |
58 | typedef MatrixTypeNestedCleaned NestedExpression; |
59 | |
60 | /** \brief The type of coefficients in this matrix */ |
61 | typedef typename internal::traits<SelfAdjointView>::Scalar Scalar; |
62 | typedef typename MatrixType::StorageIndex StorageIndex; |
63 | typedef typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type MatrixConjugateReturnType; |
64 | |
65 | enum { |
66 | Mode = internal::traits<SelfAdjointView>::Mode, |
67 | Flags = internal::traits<SelfAdjointView>::Flags, |
68 | TransposeMode = ((Mode & Upper) ? Lower : 0) | ((Mode & Lower) ? Upper : 0) |
69 | }; |
70 | typedef typename MatrixType::PlainObject PlainObject; |
71 | |
72 | EIGEN_DEVICE_FUNC |
73 | explicit inline SelfAdjointView(MatrixType& matrix) : m_matrix(matrix) |
74 | { |
75 | EIGEN_STATIC_ASSERT(UpLo==Lower || UpLo==Upper,SELFADJOINTVIEW_ACCEPTS_UPPER_AND_LOWER_MODE_ONLY); |
76 | } |
77 | |
78 | EIGEN_DEVICE_FUNC |
79 | inline Index rows() const { return m_matrix.rows(); } |
80 | EIGEN_DEVICE_FUNC |
81 | inline Index cols() const { return m_matrix.cols(); } |
82 | EIGEN_DEVICE_FUNC |
83 | inline Index outerStride() const { return m_matrix.outerStride(); } |
84 | EIGEN_DEVICE_FUNC |
85 | inline Index innerStride() const { return m_matrix.innerStride(); } |
86 | |
87 | /** \sa MatrixBase::coeff() |
88 | * \warning the coordinates must fit into the referenced triangular part |
89 | */ |
90 | EIGEN_DEVICE_FUNC |
91 | inline Scalar coeff(Index row, Index col) const |
92 | { |
93 | Base::check_coordinates_internal(row, col); |
94 | return m_matrix.coeff(row, col); |
95 | } |
96 | |
97 | /** \sa MatrixBase::coeffRef() |
98 | * \warning the coordinates must fit into the referenced triangular part |
99 | */ |
100 | EIGEN_DEVICE_FUNC |
101 | inline Scalar& coeffRef(Index row, Index col) |
102 | { |
103 | EIGEN_STATIC_ASSERT_LVALUE(SelfAdjointView); |
104 | Base::check_coordinates_internal(row, col); |
105 | return m_matrix.coeffRef(row, col); |
106 | } |
107 | |
108 | /** \internal */ |
109 | EIGEN_DEVICE_FUNC |
110 | const MatrixTypeNestedCleaned& _expression() const { return m_matrix; } |
111 | |
112 | EIGEN_DEVICE_FUNC |
113 | const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; } |
114 | EIGEN_DEVICE_FUNC |
115 | MatrixTypeNestedCleaned& nestedExpression() { return m_matrix; } |
116 | |
117 | /** Efficient triangular matrix times vector/matrix product */ |
118 | template<typename OtherDerived> |
119 | EIGEN_DEVICE_FUNC |
120 | const Product<SelfAdjointView,OtherDerived> |
121 | operator*(const MatrixBase<OtherDerived>& rhs) const |
122 | { |
123 | return Product<SelfAdjointView,OtherDerived>(*this, rhs.derived()); |
124 | } |
125 | |
126 | /** Efficient vector/matrix times triangular matrix product */ |
127 | template<typename OtherDerived> friend |
128 | EIGEN_DEVICE_FUNC |
129 | const Product<OtherDerived,SelfAdjointView> |
130 | operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView& rhs) |
131 | { |
132 | return Product<OtherDerived,SelfAdjointView>(lhs.derived(),rhs); |
133 | } |
134 | |
135 | friend EIGEN_DEVICE_FUNC |
136 | const SelfAdjointView<const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(Scalar,MatrixType,product),UpLo> |
137 | operator*(const Scalar& s, const SelfAdjointView& mat) |
138 | { |
139 | return (s*mat.nestedExpression()).template selfadjointView<UpLo>(); |
140 | } |
141 | |
142 | /** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this: |
143 | * \f$ this = this + \alpha u v^* + conj(\alpha) v u^* \f$ |
144 | * \returns a reference to \c *this |
145 | * |
146 | * The vectors \a u and \c v \b must be column vectors, however they can be |
147 | * a adjoint expression without any overhead. Only the meaningful triangular |
148 | * part of the matrix is updated, the rest is left unchanged. |
149 | * |
150 | * \sa rankUpdate(const MatrixBase<DerivedU>&, Scalar) |
151 | */ |
152 | template<typename DerivedU, typename DerivedV> |
153 | EIGEN_DEVICE_FUNC |
154 | SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha = Scalar(1)); |
155 | |
156 | /** Perform a symmetric rank K update of the selfadjoint matrix \c *this: |
157 | * \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix. |
158 | * |
159 | * \returns a reference to \c *this |
160 | * |
161 | * Note that to perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply |
162 | * call this function with u.adjoint(). |
163 | * |
164 | * \sa rankUpdate(const MatrixBase<DerivedU>&, const MatrixBase<DerivedV>&, Scalar) |
165 | */ |
166 | template<typename DerivedU> |
167 | EIGEN_DEVICE_FUNC |
168 | SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha = Scalar(1)); |
169 | |
170 | /** \returns an expression of a triangular view extracted from the current selfadjoint view of a given triangular part |
171 | * |
172 | * The parameter \a TriMode can have the following values: \c #Upper, \c #StrictlyUpper, \c #UnitUpper, |
173 | * \c #Lower, \c #StrictlyLower, \c #UnitLower. |
174 | * |
175 | * If \c TriMode references the same triangular part than \c *this, then this method simply return a \c TriangularView of the nested expression, |
176 | * otherwise, the nested expression is first transposed, thus returning a \c TriangularView<Transpose<MatrixType>> object. |
177 | * |
178 | * \sa MatrixBase::triangularView(), class TriangularView |
179 | */ |
180 | template<unsigned int TriMode> |
181 | EIGEN_DEVICE_FUNC |
182 | typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)), |
183 | TriangularView<MatrixType,TriMode>, |
184 | TriangularView<typename MatrixType::AdjointReturnType,TriMode> >::type |
185 | triangularView() const |
186 | { |
187 | typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)), MatrixType&, typename MatrixType::ConstTransposeReturnType>::type tmp1(m_matrix); |
188 | typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)), MatrixType&, typename MatrixType::AdjointReturnType>::type tmp2(tmp1); |
189 | return typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)), |
190 | TriangularView<MatrixType,TriMode>, |
191 | TriangularView<typename MatrixType::AdjointReturnType,TriMode> >::type(tmp2); |
192 | } |
193 | |
194 | typedef SelfAdjointView<const MatrixConjugateReturnType,UpLo> ConjugateReturnType; |
195 | /** \sa MatrixBase::conjugate() const */ |
196 | EIGEN_DEVICE_FUNC |
197 | inline const ConjugateReturnType conjugate() const |
198 | { return ConjugateReturnType(m_matrix.conjugate()); } |
199 | |
200 | typedef SelfAdjointView<const typename MatrixType::AdjointReturnType,TransposeMode> AdjointReturnType; |
201 | /** \sa MatrixBase::adjoint() const */ |
202 | EIGEN_DEVICE_FUNC |
203 | inline const AdjointReturnType adjoint() const |
204 | { return AdjointReturnType(m_matrix.adjoint()); } |
205 | |
206 | typedef SelfAdjointView<typename MatrixType::TransposeReturnType,TransposeMode> TransposeReturnType; |
207 | /** \sa MatrixBase::transpose() */ |
208 | EIGEN_DEVICE_FUNC |
209 | inline TransposeReturnType transpose() |
210 | { |
211 | EIGEN_STATIC_ASSERT_LVALUE(MatrixType) |
212 | typename MatrixType::TransposeReturnType tmp(m_matrix); |
213 | return TransposeReturnType(tmp); |
214 | } |
215 | |
216 | typedef SelfAdjointView<const typename MatrixType::ConstTransposeReturnType,TransposeMode> ConstTransposeReturnType; |
217 | /** \sa MatrixBase::transpose() const */ |
218 | EIGEN_DEVICE_FUNC |
219 | inline const ConstTransposeReturnType transpose() const |
220 | { |
221 | return ConstTransposeReturnType(m_matrix.transpose()); |
222 | } |
223 | |
224 | /** \returns a const expression of the main diagonal of the matrix \c *this |
225 | * |
226 | * This method simply returns the diagonal of the nested expression, thus by-passing the SelfAdjointView decorator. |
227 | * |
228 | * \sa MatrixBase::diagonal(), class Diagonal */ |
229 | EIGEN_DEVICE_FUNC |
230 | typename MatrixType::ConstDiagonalReturnType diagonal() const |
231 | { |
232 | return typename MatrixType::ConstDiagonalReturnType(m_matrix); |
233 | } |
234 | |
235 | /////////// Cholesky module /////////// |
236 | |
237 | const LLT<PlainObject, UpLo> llt() const; |
238 | const LDLT<PlainObject, UpLo> ldlt() const; |
239 | |
240 | /////////// Eigenvalue module /////////// |
241 | |
242 | /** Real part of #Scalar */ |
243 | typedef typename NumTraits<Scalar>::Real RealScalar; |
244 | /** Return type of eigenvalues() */ |
245 | typedef Matrix<RealScalar, internal::traits<MatrixType>::ColsAtCompileTime, 1> EigenvaluesReturnType; |
246 | |
247 | EIGEN_DEVICE_FUNC |
248 | EigenvaluesReturnType eigenvalues() const; |
249 | EIGEN_DEVICE_FUNC |
250 | RealScalar operatorNorm() const; |
251 | |
252 | protected: |
253 | MatrixTypeNested m_matrix; |
254 | }; |
255 | |
256 | |
257 | // template<typename OtherDerived, typename MatrixType, unsigned int UpLo> |
258 | // internal::selfadjoint_matrix_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> > |
259 | // operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView<MatrixType,UpLo>& rhs) |
260 | // { |
261 | // return internal::matrix_selfadjoint_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >(lhs.derived(),rhs); |
262 | // } |
263 | |
264 | // selfadjoint to dense matrix |
265 | |
266 | namespace internal { |
267 | |
268 | // TODO currently a selfadjoint expression has the form SelfAdjointView<.,.> |
269 | // in the future selfadjoint-ness should be defined by the expression traits |
270 | // such that Transpose<SelfAdjointView<.,.> > is valid. (currently TriangularBase::transpose() is overloaded to make it work) |
271 | template<typename MatrixType, unsigned int Mode> |
272 | struct evaluator_traits<SelfAdjointView<MatrixType,Mode> > |
273 | { |
274 | typedef typename storage_kind_to_evaluator_kind<typename MatrixType::StorageKind>::Kind Kind; |
275 | typedef SelfAdjointShape Shape; |
276 | }; |
277 | |
278 | template<int UpLo, int SetOpposite, typename DstEvaluatorTypeT, typename SrcEvaluatorTypeT, typename Functor, int Version> |
279 | class triangular_dense_assignment_kernel<UpLo,SelfAdjoint,SetOpposite,DstEvaluatorTypeT,SrcEvaluatorTypeT,Functor,Version> |
280 | : public generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, Version> |
281 | { |
282 | protected: |
283 | typedef generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, Version> Base; |
284 | typedef typename Base::DstXprType DstXprType; |
285 | typedef typename Base::SrcXprType SrcXprType; |
286 | using Base::m_dst; |
287 | using Base::m_src; |
288 | using Base::m_functor; |
289 | public: |
290 | |
291 | typedef typename Base::DstEvaluatorType DstEvaluatorType; |
292 | typedef typename Base::SrcEvaluatorType SrcEvaluatorType; |
293 | typedef typename Base::Scalar Scalar; |
294 | typedef typename Base::AssignmentTraits AssignmentTraits; |
295 | |
296 | |
297 | EIGEN_DEVICE_FUNC triangular_dense_assignment_kernel(DstEvaluatorType &dst, const SrcEvaluatorType &src, const Functor &func, DstXprType& dstExpr) |
298 | : Base(dst, src, func, dstExpr) |
299 | {} |
300 | |
301 | EIGEN_DEVICE_FUNC void assignCoeff(Index row, Index col) |
302 | { |
303 | eigen_internal_assert(row!=col); |
304 | Scalar tmp = m_src.coeff(row,col); |
305 | m_functor.assignCoeff(m_dst.coeffRef(row,col), tmp); |
306 | m_functor.assignCoeff(m_dst.coeffRef(col,row), numext::conj(tmp)); |
307 | } |
308 | |
309 | EIGEN_DEVICE_FUNC void assignDiagonalCoeff(Index id) |
310 | { |
311 | Base::assignCoeff(id,id); |
312 | } |
313 | |
314 | EIGEN_DEVICE_FUNC void assignOppositeCoeff(Index, Index) |
315 | { eigen_internal_assert(false && "should never be called" ); } |
316 | }; |
317 | |
318 | } // end namespace internal |
319 | |
320 | /*************************************************************************** |
321 | * Implementation of MatrixBase methods |
322 | ***************************************************************************/ |
323 | |
324 | /** This is the const version of MatrixBase::selfadjointView() */ |
325 | template<typename Derived> |
326 | template<unsigned int UpLo> |
327 | typename MatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type |
328 | MatrixBase<Derived>::selfadjointView() const |
329 | { |
330 | return typename ConstSelfAdjointViewReturnType<UpLo>::Type(derived()); |
331 | } |
332 | |
333 | /** \returns an expression of a symmetric/self-adjoint view extracted from the upper or lower triangular part of the current matrix |
334 | * |
335 | * The parameter \a UpLo can be either \c #Upper or \c #Lower |
336 | * |
337 | * Example: \include MatrixBase_selfadjointView.cpp |
338 | * Output: \verbinclude MatrixBase_selfadjointView.out |
339 | * |
340 | * \sa class SelfAdjointView |
341 | */ |
342 | template<typename Derived> |
343 | template<unsigned int UpLo> |
344 | typename MatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type |
345 | MatrixBase<Derived>::selfadjointView() |
346 | { |
347 | return typename SelfAdjointViewReturnType<UpLo>::Type(derived()); |
348 | } |
349 | |
350 | } // end namespace Eigen |
351 | |
352 | #endif // EIGEN_SELFADJOINTMATRIX_H |
353 | |