summaryrefslogtreecommitdiff
path: root/runtimes/nn/depend/external/eigen/Eigen/src/SparseCore/TriangularSolver.h
diff options
context:
space:
mode:
Diffstat (limited to 'runtimes/nn/depend/external/eigen/Eigen/src/SparseCore/TriangularSolver.h')
-rw-r--r--runtimes/nn/depend/external/eigen/Eigen/src/SparseCore/TriangularSolver.h315
1 files changed, 315 insertions, 0 deletions
diff --git a/runtimes/nn/depend/external/eigen/Eigen/src/SparseCore/TriangularSolver.h b/runtimes/nn/depend/external/eigen/Eigen/src/SparseCore/TriangularSolver.h
new file mode 100644
index 000000000..f9c56ba79
--- /dev/null
+++ b/runtimes/nn/depend/external/eigen/Eigen/src/SparseCore/TriangularSolver.h
@@ -0,0 +1,315 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 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_SPARSETRIANGULARSOLVER_H
+#define EIGEN_SPARSETRIANGULARSOLVER_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, int Mode,
+ int UpLo = (Mode & Lower)
+ ? Lower
+ : (Mode & Upper)
+ ? Upper
+ : -1,
+ int StorageOrder = int(traits<Lhs>::Flags) & RowMajorBit>
+struct sparse_solve_triangular_selector;
+
+// forward substitution, row-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,RowMajor>
+{
+ typedef typename Rhs::Scalar Scalar;
+ typedef evaluator<Lhs> LhsEval;
+ typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+ static void run(const Lhs& lhs, Rhs& other)
+ {
+ LhsEval lhsEval(lhs);
+ for(Index col=0 ; col<other.cols() ; ++col)
+ {
+ for(Index i=0; i<lhs.rows(); ++i)
+ {
+ Scalar tmp = other.coeff(i,col);
+ Scalar lastVal(0);
+ Index lastIndex = 0;
+ for(LhsIterator it(lhsEval, i); it; ++it)
+ {
+ lastVal = it.value();
+ lastIndex = it.index();
+ if(lastIndex==i)
+ break;
+ tmp -= lastVal * other.coeff(lastIndex,col);
+ }
+ if (Mode & UnitDiag)
+ other.coeffRef(i,col) = tmp;
+ else
+ {
+ eigen_assert(lastIndex==i);
+ other.coeffRef(i,col) = tmp/lastVal;
+ }
+ }
+ }
+ }
+};
+
+// backward substitution, row-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,RowMajor>
+{
+ typedef typename Rhs::Scalar Scalar;
+ typedef evaluator<Lhs> LhsEval;
+ typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+ static void run(const Lhs& lhs, Rhs& other)
+ {
+ LhsEval lhsEval(lhs);
+ for(Index col=0 ; col<other.cols() ; ++col)
+ {
+ for(Index i=lhs.rows()-1 ; i>=0 ; --i)
+ {
+ Scalar tmp = other.coeff(i,col);
+ Scalar l_ii(0);
+ LhsIterator it(lhsEval, i);
+ while(it && it.index()<i)
+ ++it;
+ if(!(Mode & UnitDiag))
+ {
+ eigen_assert(it && it.index()==i);
+ l_ii = it.value();
+ ++it;
+ }
+ else if (it && it.index() == i)
+ ++it;
+ for(; it; ++it)
+ {
+ tmp -= it.value() * other.coeff(it.index(),col);
+ }
+
+ if (Mode & UnitDiag) other.coeffRef(i,col) = tmp;
+ else other.coeffRef(i,col) = tmp/l_ii;
+ }
+ }
+ }
+};
+
+// forward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,ColMajor>
+{
+ typedef typename Rhs::Scalar Scalar;
+ typedef evaluator<Lhs> LhsEval;
+ typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+ static void run(const Lhs& lhs, Rhs& other)
+ {
+ LhsEval lhsEval(lhs);
+ for(Index col=0 ; col<other.cols() ; ++col)
+ {
+ for(Index i=0; i<lhs.cols(); ++i)
+ {
+ Scalar& tmp = other.coeffRef(i,col);
+ if (tmp!=Scalar(0)) // optimization when other is actually sparse
+ {
+ LhsIterator it(lhsEval, i);
+ while(it && it.index()<i)
+ ++it;
+ if(!(Mode & UnitDiag))
+ {
+ eigen_assert(it && it.index()==i);
+ tmp /= it.value();
+ }
+ if (it && it.index()==i)
+ ++it;
+ for(; it; ++it)
+ other.coeffRef(it.index(), col) -= tmp * it.value();
+ }
+ }
+ }
+ }
+};
+
+// backward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,ColMajor>
+{
+ typedef typename Rhs::Scalar Scalar;
+ typedef evaluator<Lhs> LhsEval;
+ typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+ static void run(const Lhs& lhs, Rhs& other)
+ {
+ LhsEval lhsEval(lhs);
+ for(Index col=0 ; col<other.cols() ; ++col)
+ {
+ for(Index i=lhs.cols()-1; i>=0; --i)
+ {
+ Scalar& tmp = other.coeffRef(i,col);
+ if (tmp!=Scalar(0)) // optimization when other is actually sparse
+ {
+ if(!(Mode & UnitDiag))
+ {
+ // TODO replace this by a binary search. make sure the binary search is safe for partially sorted elements
+ LhsIterator it(lhsEval, i);
+ while(it && it.index()!=i)
+ ++it;
+ eigen_assert(it && it.index()==i);
+ other.coeffRef(i,col) /= it.value();
+ }
+ LhsIterator it(lhsEval, i);
+ for(; it && it.index()<i; ++it)
+ other.coeffRef(it.index(), col) -= tmp * it.value();
+ }
+ }
+ }
+ }
+};
+
+} // end namespace internal
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+template<typename ExpressionType,unsigned int Mode>
+template<typename OtherDerived>
+void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(MatrixBase<OtherDerived>& other) const
+{
+ eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows());
+ eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+
+ enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
+
+ typedef typename internal::conditional<copy,
+ typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
+ OtherCopy otherCopy(other.derived());
+
+ internal::sparse_solve_triangular_selector<ExpressionType, typename internal::remove_reference<OtherCopy>::type, Mode>::run(derived().nestedExpression(), otherCopy);
+
+ if (copy)
+ other = otherCopy;
+}
+#endif
+
+// pure sparse path
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, int Mode,
+ int UpLo = (Mode & Lower)
+ ? Lower
+ : (Mode & Upper)
+ ? Upper
+ : -1,
+ int StorageOrder = int(Lhs::Flags) & (RowMajorBit)>
+struct sparse_solve_triangular_sparse_selector;
+
+// forward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode, int UpLo>
+struct sparse_solve_triangular_sparse_selector<Lhs,Rhs,Mode,UpLo,ColMajor>
+{
+ typedef typename Rhs::Scalar Scalar;
+ typedef typename promote_index_type<typename traits<Lhs>::StorageIndex,
+ typename traits<Rhs>::StorageIndex>::type StorageIndex;
+ static void run(const Lhs& lhs, Rhs& other)
+ {
+ const bool IsLower = (UpLo==Lower);
+ AmbiVector<Scalar,StorageIndex> tempVector(other.rows()*2);
+ tempVector.setBounds(0,other.rows());
+
+ Rhs res(other.rows(), other.cols());
+ res.reserve(other.nonZeros());
+
+ for(Index col=0 ; col<other.cols() ; ++col)
+ {
+ // FIXME estimate number of non zeros
+ tempVector.init(.99/*float(other.col(col).nonZeros())/float(other.rows())*/);
+ tempVector.setZero();
+ tempVector.restart();
+ for (typename Rhs::InnerIterator rhsIt(other, col); rhsIt; ++rhsIt)
+ {
+ tempVector.coeffRef(rhsIt.index()) = rhsIt.value();
+ }
+
+ for(Index i=IsLower?0:lhs.cols()-1;
+ IsLower?i<lhs.cols():i>=0;
+ i+=IsLower?1:-1)
+ {
+ tempVector.restart();
+ Scalar& ci = tempVector.coeffRef(i);
+ if (ci!=Scalar(0))
+ {
+ // find
+ typename Lhs::InnerIterator it(lhs, i);
+ if(!(Mode & UnitDiag))
+ {
+ if (IsLower)
+ {
+ eigen_assert(it.index()==i);
+ ci /= it.value();
+ }
+ else
+ ci /= lhs.coeff(i,i);
+ }
+ tempVector.restart();
+ if (IsLower)
+ {
+ if (it.index()==i)
+ ++it;
+ for(; it; ++it)
+ tempVector.coeffRef(it.index()) -= ci * it.value();
+ }
+ else
+ {
+ for(; it && it.index()<i; ++it)
+ tempVector.coeffRef(it.index()) -= ci * it.value();
+ }
+ }
+ }
+
+
+ Index count = 0;
+ // FIXME compute a reference value to filter zeros
+ for (typename AmbiVector<Scalar,StorageIndex>::Iterator it(tempVector/*,1e-12*/); it; ++it)
+ {
+ ++ count;
+// std::cerr << "fill " << it.index() << ", " << col << "\n";
+// std::cout << it.value() << " ";
+ // FIXME use insertBack
+ res.insert(it.index(), col) = it.value();
+ }
+// std::cout << "tempVector.nonZeros() == " << int(count) << " / " << (other.rows()) << "\n";
+ }
+ res.finalize();
+ other = res.markAsRValue();
+ }
+};
+
+} // end namespace internal
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename ExpressionType,unsigned int Mode>
+template<typename OtherDerived>
+void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(SparseMatrixBase<OtherDerived>& other) const
+{
+ eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows());
+ eigen_assert( (!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+
+// enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
+
+// typedef typename internal::conditional<copy,
+// typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
+// OtherCopy otherCopy(other.derived());
+
+ internal::sparse_solve_triangular_sparse_selector<ExpressionType, OtherDerived, Mode>::run(derived().nestedExpression(), other.derived());
+
+// if (copy)
+// other = otherCopy;
+}
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSETRIANGULARSOLVER_H