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/Rank2Update.h b/blas/Rank2Update.h
new file mode 100644
index 0000000..138d70f
--- /dev/null
+++ b/blas/Rank2Update.h
@@ -0,0 +1,57 @@
+// 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_RANK2UPDATE_H
+#define EIGEN_RANK2UPDATE_H
+
+namespace internal {
+
+/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
+ * This is the low-level version of SelfadjointRank2Update.h
+ */
+template<typename Scalar, typename Index, int UpLo>
+struct rank2_update_selector
+{
+ static void run(Index size, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha)
+ {
+ typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
+ for (Index i=0; i<size; ++i)
+ {
+ Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1)) +=
+ numext::conj(alpha) * numext::conj(u[i]) * OtherMap(v+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1))
+ + alpha * numext::conj(v[i]) * OtherMap(u+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1));
+ }
+ }
+};
+
+/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
+ * The matrix is in packed form.
+ */
+template<typename Scalar, typename Index, int UpLo>
+struct packed_rank2_update_selector
+{
+ static void run(Index size, Scalar* mat, const Scalar* u, const Scalar* v, Scalar alpha)
+ {
+ typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
+ Index offset = 0;
+ for (Index i=0; i<size; ++i)
+ {
+ Map<Matrix<Scalar,Dynamic,1> >(mat+offset, UpLo==Lower ? size-i : (i+1)) +=
+ numext::conj(alpha) * numext::conj(u[i]) * OtherMap(v+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1))
+ + alpha * numext::conj(v[i]) * OtherMap(u+(UpLo==Lower ? i : 0), UpLo==Lower ? size-i : (i+1));
+ //FIXME This should be handled outside.
+ mat[offset+(UpLo==Lower ? 0 : i)] = numext::real(mat[offset+(UpLo==Lower ? 0 : i)]);
+ offset += UpLo==Lower ? size-i : (i+1);
+ }
+ }
+};
+
+} // end namespace internal
+
+#endif // EIGEN_RANK2UPDATE_H