Squashed 'third_party/eigen/' content from commit 61d72f6
Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/blas/PackedTriangularMatrixVector.h b/blas/PackedTriangularMatrixVector.h
new file mode 100644
index 0000000..e9886d5
--- /dev/null
+++ b/blas/PackedTriangularMatrixVector.h
@@ -0,0 +1,79 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// 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_PACKED_TRIANGULAR_MATRIX_VECTOR_H
+#define EIGEN_PACKED_TRIANGULAR_MATRIX_VECTOR_H
+
+namespace internal {
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder>
+struct packed_triangular_matrix_vector_product;
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs>
+struct packed_triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor>
+{
+ typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+ enum {
+ IsLower = (Mode & Lower) ==Lower,
+ HasUnitDiag = (Mode & UnitDiag)==UnitDiag,
+ HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag
+ };
+ static void run(Index size, const LhsScalar* lhs, const RhsScalar* rhs, ResScalar* res, ResScalar alpha)
+ {
+ internal::conj_if<ConjRhs> cj;
+ typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap;
+ typedef typename conj_expr_if<ConjLhs,LhsMap>::type ConjLhsType;
+ typedef Map<Matrix<ResScalar,Dynamic,1> > ResMap;
+
+ for (Index i=0; i<size; ++i)
+ {
+ Index s = IsLower&&(HasUnitDiag||HasZeroDiag) ? 1 : 0;
+ Index r = IsLower ? size-i: i+1;
+ if (EIGEN_IMPLIES(HasUnitDiag||HasZeroDiag, (--r)>0))
+ ResMap(res+(IsLower ? s+i : 0),r) += alpha * cj(rhs[i]) * ConjLhsType(LhsMap(lhs+s,r));
+ if (HasUnitDiag)
+ res[i] += alpha * cj(rhs[i]);
+ lhs += IsLower ? size-i: i+1;
+ }
+ };
+};
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs>
+struct packed_triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor>
+{
+ typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+ enum {
+ IsLower = (Mode & Lower) ==Lower,
+ HasUnitDiag = (Mode & UnitDiag)==UnitDiag,
+ HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag
+ };
+ static void run(Index size, const LhsScalar* lhs, const RhsScalar* rhs, ResScalar* res, ResScalar alpha)
+ {
+ internal::conj_if<ConjRhs> cj;
+ typedef Map<const Matrix<LhsScalar,Dynamic,1> > LhsMap;
+ typedef typename conj_expr_if<ConjLhs,LhsMap>::type ConjLhsType;
+ typedef Map<const Matrix<RhsScalar,Dynamic,1> > RhsMap;
+ typedef typename conj_expr_if<ConjRhs,RhsMap>::type ConjRhsType;
+
+ for (Index i=0; i<size; ++i)
+ {
+ Index s = !IsLower&&(HasUnitDiag||HasZeroDiag) ? 1 : 0;
+ Index r = IsLower ? i+1 : size-i;
+ if (EIGEN_IMPLIES(HasUnitDiag||HasZeroDiag, (--r)>0))
+ res[i] += alpha * (ConjLhsType(LhsMap(lhs+s,r)).cwiseProduct(ConjRhsType(RhsMap(rhs+(IsLower ? 0 : s+i),r)))).sum();
+ if (HasUnitDiag)
+ res[i] += alpha * cj(rhs[i]);
+ lhs += IsLower ? i+1 : size-i;
+ }
+ };
+};
+
+} // end namespace internal
+
+#endif // EIGEN_PACKED_TRIANGULAR_MATRIX_VECTOR_H