| Current File : //usr/include/eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h |
// 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, 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, 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