| 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 | |