| // This file is part of Eigen, a lightweight C++ template library |
| // for linear algebra. |
| // |
| // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> |
| // |
| // This Source Code Form is subject to the terms of the Mozilla |
| // Public License v. 2.0. If a copy of the MPL was not distributed |
| // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. |
| |
| #ifndef EIGEN_TRIANGULAR_SOLVER_MATRIX_H |
| #define EIGEN_TRIANGULAR_SOLVER_MATRIX_H |
| |
| namespace Eigen { |
| |
| namespace internal { |
| |
| // if the rhs is row major, let's transpose the product |
| template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder> |
| struct triangular_solve_matrix<Scalar,Index,Side,Mode,Conjugate,TriStorageOrder,RowMajor> |
| { |
| static void run( |
| Index size, Index cols, |
| const Scalar* tri, Index triStride, |
| Scalar* _other, Index otherStride, |
| level3_blocking<Scalar,Scalar>& blocking) |
| { |
| triangular_solve_matrix< |
| Scalar, Index, Side==OnTheLeft?OnTheRight:OnTheLeft, |
| (Mode&UnitDiag) | ((Mode&Upper) ? Lower : Upper), |
| NumTraits<Scalar>::IsComplex && Conjugate, |
| TriStorageOrder==RowMajor ? ColMajor : RowMajor, ColMajor> |
| ::run(size, cols, tri, triStride, _other, otherStride, blocking); |
| } |
| }; |
| |
| /* Optimized triangular solver with multiple right hand side and the triangular matrix on the left |
| */ |
| template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder> |
| struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor> |
| { |
| static EIGEN_DONT_INLINE void run( |
| Index size, Index otherSize, |
| const Scalar* _tri, Index triStride, |
| Scalar* _other, Index otherStride, |
| level3_blocking<Scalar,Scalar>& blocking); |
| }; |
| template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder> |
| EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor>::run( |
| Index size, Index otherSize, |
| const Scalar* _tri, Index triStride, |
| Scalar* _other, Index otherStride, |
| level3_blocking<Scalar,Scalar>& blocking) |
| { |
| Index cols = otherSize; |
| |
| typedef const_blas_data_mapper<Scalar, Index, TriStorageOrder> TriMapper; |
| typedef blas_data_mapper<Scalar, Index, ColMajor> OtherMapper; |
| TriMapper tri(_tri, triStride); |
| OtherMapper other(_other, otherStride); |
| |
| typedef gebp_traits<Scalar,Scalar> Traits; |
| |
| enum { |
| SmallPanelWidth = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr), |
| IsLower = (Mode&Lower) == Lower |
| }; |
| |
| Index kc = blocking.kc(); // cache block size along the K direction |
| Index mc = (std::min)(size,blocking.mc()); // cache block size along the M direction |
| |
| std::size_t sizeA = kc*mc; |
| std::size_t sizeB = kc*cols; |
| |
| ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA()); |
| ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB()); |
| |
| conj_if<Conjugate> conj; |
| gebp_kernel<Scalar, Scalar, Index, OtherMapper, Traits::mr, Traits::nr, Conjugate, false> gebp_kernel; |
| gemm_pack_lhs<Scalar, Index, TriMapper, Traits::mr, Traits::LhsProgress, typename Traits::LhsPacket4Packing, TriStorageOrder> pack_lhs; |
| gemm_pack_rhs<Scalar, Index, OtherMapper, Traits::nr, ColMajor, false, true> pack_rhs; |
| |
| // the goal here is to subdivise the Rhs panels such that we keep some cache |
| // coherence when accessing the rhs elements |
| std::ptrdiff_t l1, l2, l3; |
| manage_caching_sizes(GetAction, &l1, &l2, &l3); |
| Index subcols = cols>0 ? l2/(4 * sizeof(Scalar) * std::max<Index>(otherStride,size)) : 0; |
| subcols = std::max<Index>((subcols/Traits::nr)*Traits::nr, Traits::nr); |
| |
| for(Index k2=IsLower ? 0 : size; |
| IsLower ? k2<size : k2>0; |
| IsLower ? k2+=kc : k2-=kc) |
| { |
| const Index actual_kc = (std::min)(IsLower ? size-k2 : k2, kc); |
| |
| // We have selected and packed a big horizontal panel R1 of rhs. Let B be the packed copy of this panel, |
| // and R2 the remaining part of rhs. The corresponding vertical panel of lhs is split into |
| // A11 (the triangular part) and A21 the remaining rectangular part. |
| // Then the high level algorithm is: |
| // - B = R1 => general block copy (done during the next step) |
| // - R1 = A11^-1 B => tricky part |
| // - update B from the new R1 => actually this has to be performed continuously during the above step |
| // - R2 -= A21 * B => GEPP |
| |
| // The tricky part: compute R1 = A11^-1 B while updating B from R1 |
| // The idea is to split A11 into multiple small vertical panels. |
| // Each panel can be split into a small triangular part T1k which is processed without optimization, |
| // and the remaining small part T2k which is processed using gebp with appropriate block strides |
| for(Index j2=0; j2<cols; j2+=subcols) |
| { |
| Index actual_cols = (std::min)(cols-j2,subcols); |
| // for each small vertical panels [T1k^T, T2k^T]^T of lhs |
| for (Index k1=0; k1<actual_kc; k1+=SmallPanelWidth) |
| { |
| Index actualPanelWidth = std::min<Index>(actual_kc-k1, SmallPanelWidth); |
| // tr solve |
| for (Index k=0; k<actualPanelWidth; ++k) |
| { |
| // TODO write a small kernel handling this (can be shared with trsv) |
| Index i = IsLower ? k2+k1+k : k2-k1-k-1; |
| Index rs = actualPanelWidth - k - 1; // remaining size |
| Index s = TriStorageOrder==RowMajor ? (IsLower ? k2+k1 : i+1) |
| : IsLower ? i+1 : i-rs; |
| |
| Scalar a = (Mode & UnitDiag) ? Scalar(1) : Scalar(1)/conj(tri(i,i)); |
| for (Index j=j2; j<j2+actual_cols; ++j) |
| { |
| if (TriStorageOrder==RowMajor) |
| { |
| Scalar b(0); |
| const Scalar* l = &tri(i,s); |
| Scalar* r = &other(s,j); |
| for (Index i3=0; i3<k; ++i3) |
| b += conj(l[i3]) * r[i3]; |
| |
| other(i,j) = (other(i,j) - b)*a; |
| } |
| else |
| { |
| Scalar b = (other(i,j) *= a); |
| Scalar* r = &other(s,j); |
| const Scalar* l = &tri(s,i); |
| for (Index i3=0;i3<rs;++i3) |
| r[i3] -= b * conj(l[i3]); |
| } |
| } |
| } |
| |
| Index lengthTarget = actual_kc-k1-actualPanelWidth; |
| Index startBlock = IsLower ? k2+k1 : k2-k1-actualPanelWidth; |
| Index blockBOffset = IsLower ? k1 : lengthTarget; |
| |
| // update the respective rows of B from other |
| pack_rhs(blockB+actual_kc*j2, other.getSubMapper(startBlock,j2), actualPanelWidth, actual_cols, actual_kc, blockBOffset); |
| |
| // GEBP |
| if (lengthTarget>0) |
| { |
| Index startTarget = IsLower ? k2+k1+actualPanelWidth : k2-actual_kc; |
| |
| pack_lhs(blockA, tri.getSubMapper(startTarget,startBlock), actualPanelWidth, lengthTarget); |
| |
| gebp_kernel(other.getSubMapper(startTarget,j2), blockA, blockB+actual_kc*j2, lengthTarget, actualPanelWidth, actual_cols, Scalar(-1), |
| actualPanelWidth, actual_kc, 0, blockBOffset); |
| } |
| } |
| } |
| |
| // R2 -= A21 * B => GEPP |
| { |
| Index start = IsLower ? k2+kc : 0; |
| Index end = IsLower ? size : k2-kc; |
| for(Index i2=start; i2<end; i2+=mc) |
| { |
| const Index actual_mc = (std::min)(mc,end-i2); |
| if (actual_mc>0) |
| { |
| pack_lhs(blockA, tri.getSubMapper(i2, IsLower ? k2 : k2-kc), actual_kc, actual_mc); |
| |
| gebp_kernel(other.getSubMapper(i2, 0), blockA, blockB, actual_mc, actual_kc, cols, Scalar(-1), -1, -1, 0, 0); |
| } |
| } |
| } |
| } |
| } |
| |
| /* Optimized triangular solver with multiple left hand sides and the triangular matrix on the right |
| */ |
| template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder> |
| struct triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor> |
| { |
| static EIGEN_DONT_INLINE void run( |
| Index size, Index otherSize, |
| const Scalar* _tri, Index triStride, |
| Scalar* _other, Index otherStride, |
| level3_blocking<Scalar,Scalar>& blocking); |
| }; |
| template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder> |
| EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor>::run( |
| Index size, Index otherSize, |
| const Scalar* _tri, Index triStride, |
| Scalar* _other, Index otherStride, |
| level3_blocking<Scalar,Scalar>& blocking) |
| { |
| Index rows = otherSize; |
| typedef typename NumTraits<Scalar>::Real RealScalar; |
| |
| typedef blas_data_mapper<Scalar, Index, ColMajor> LhsMapper; |
| typedef const_blas_data_mapper<Scalar, Index, TriStorageOrder> RhsMapper; |
| LhsMapper lhs(_other, otherStride); |
| RhsMapper rhs(_tri, triStride); |
| |
| typedef gebp_traits<Scalar,Scalar> Traits; |
| enum { |
| RhsStorageOrder = TriStorageOrder, |
| SmallPanelWidth = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr), |
| IsLower = (Mode&Lower) == Lower |
| }; |
| |
| Index kc = blocking.kc(); // cache block size along the K direction |
| Index mc = (std::min)(rows,blocking.mc()); // cache block size along the M direction |
| |
| std::size_t sizeA = kc*mc; |
| std::size_t sizeB = kc*size; |
| |
| ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA()); |
| ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB()); |
| |
| conj_if<Conjugate> conj; |
| gebp_kernel<Scalar, Scalar, Index, LhsMapper, Traits::mr, Traits::nr, false, Conjugate> gebp_kernel; |
| gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr, RhsStorageOrder> pack_rhs; |
| gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr, RhsStorageOrder,false,true> pack_rhs_panel; |
| gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, typename Traits::LhsPacket4Packing, ColMajor, false, true> pack_lhs_panel; |
| |
| for(Index k2=IsLower ? size : 0; |
| IsLower ? k2>0 : k2<size; |
| IsLower ? k2-=kc : k2+=kc) |
| { |
| const Index actual_kc = (std::min)(IsLower ? k2 : size-k2, kc); |
| Index actual_k2 = IsLower ? k2-actual_kc : k2 ; |
| |
| Index startPanel = IsLower ? 0 : k2+actual_kc; |
| Index rs = IsLower ? actual_k2 : size - actual_k2 - actual_kc; |
| Scalar* geb = blockB+actual_kc*actual_kc; |
| |
| if (rs>0) pack_rhs(geb, rhs.getSubMapper(actual_k2,startPanel), actual_kc, rs); |
| |
| // triangular packing (we only pack the panels off the diagonal, |
| // neglecting the blocks overlapping the diagonal |
| { |
| for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth) |
| { |
| Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth); |
| Index actual_j2 = actual_k2 + j2; |
| Index panelOffset = IsLower ? j2+actualPanelWidth : 0; |
| Index panelLength = IsLower ? actual_kc-j2-actualPanelWidth : j2; |
| |
| if (panelLength>0) |
| pack_rhs_panel(blockB+j2*actual_kc, |
| rhs.getSubMapper(actual_k2+panelOffset, actual_j2), |
| panelLength, actualPanelWidth, |
| actual_kc, panelOffset); |
| } |
| } |
| |
| for(Index i2=0; i2<rows; i2+=mc) |
| { |
| const Index actual_mc = (std::min)(mc,rows-i2); |
| |
| // triangular solver kernel |
| { |
| // for each small block of the diagonal (=> vertical panels of rhs) |
| for (Index j2 = IsLower |
| ? (actual_kc - ((actual_kc%SmallPanelWidth) ? Index(actual_kc%SmallPanelWidth) |
| : Index(SmallPanelWidth))) |
| : 0; |
| IsLower ? j2>=0 : j2<actual_kc; |
| IsLower ? j2-=SmallPanelWidth : j2+=SmallPanelWidth) |
| { |
| Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth); |
| Index absolute_j2 = actual_k2 + j2; |
| Index panelOffset = IsLower ? j2+actualPanelWidth : 0; |
| Index panelLength = IsLower ? actual_kc - j2 - actualPanelWidth : j2; |
| |
| // GEBP |
| if(panelLength>0) |
| { |
| gebp_kernel(lhs.getSubMapper(i2,absolute_j2), |
| blockA, blockB+j2*actual_kc, |
| actual_mc, panelLength, actualPanelWidth, |
| Scalar(-1), |
| actual_kc, actual_kc, // strides |
| panelOffset, panelOffset); // offsets |
| } |
| |
| // unblocked triangular solve |
| for (Index k=0; k<actualPanelWidth; ++k) |
| { |
| Index j = IsLower ? absolute_j2+actualPanelWidth-k-1 : absolute_j2+k; |
| |
| Scalar* r = &lhs(i2,j); |
| for (Index k3=0; k3<k; ++k3) |
| { |
| Scalar b = conj(rhs(IsLower ? j+1+k3 : absolute_j2+k3,j)); |
| Scalar* a = &lhs(i2,IsLower ? j+1+k3 : absolute_j2+k3); |
| for (Index i=0; i<actual_mc; ++i) |
| r[i] -= a[i] * b; |
| } |
| if((Mode & UnitDiag)==0) |
| { |
| Scalar inv_rjj = RealScalar(1)/conj(rhs(j,j)); |
| for (Index i=0; i<actual_mc; ++i) |
| r[i] *= inv_rjj; |
| } |
| } |
| |
| // pack the just computed part of lhs to A |
| pack_lhs_panel(blockA, LhsMapper(_other+absolute_j2*otherStride+i2, otherStride), |
| actualPanelWidth, actual_mc, |
| actual_kc, j2); |
| } |
| } |
| |
| if (rs>0) |
| gebp_kernel(lhs.getSubMapper(i2, startPanel), blockA, geb, |
| actual_mc, actual_kc, rs, Scalar(-1), |
| -1, -1, 0, 0); |
| } |
| } |
| } |
| |
| } // end namespace internal |
| |
| } // end namespace Eigen |
| |
| #endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_H |
