1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 #ifndef EIGEN_SELFADJOINTMATRIX_H
11 #define EIGEN_SELFADJOINTMATRIX_H
12 
13 namespace Eigen {
14 
15 /** \class SelfAdjointView
16   * \ingroup Core_Module
17   *
18   *
19   * \brief Expression of a selfadjoint matrix from a triangular part of a dense matrix
20   *
21   * \param MatrixType the type of the dense matrix storing the coefficients
22   * \param TriangularPart can be either \c #Lower or \c #Upper
23   *
24   * This class is an expression of a sefladjoint matrix from a triangular part of a matrix
25   * with given dense storage of the coefficients. It is the return type of MatrixBase::selfadjointView()
26   * and most of the time this is the only way that it is used.
27   *
28   * \sa class TriangularBase, MatrixBase::selfadjointView()
29   */
30 
31 namespace internal {
32 template<typename MatrixType, unsigned int UpLo>
33 struct traits<SelfAdjointView<MatrixType, UpLo> > : traits<MatrixType>
34 {
35   typedef typename ref_selector<MatrixType>::non_const_type MatrixTypeNested;
36   typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
37   typedef MatrixType ExpressionType;
38   typedef typename MatrixType::PlainObject FullMatrixType;
39   enum {
40     Mode = UpLo | SelfAdjoint,
41     FlagsLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0,
42     Flags =  MatrixTypeNestedCleaned::Flags & (HereditaryBits|FlagsLvalueBit)
43            & (~(PacketAccessBit | DirectAccessBit | LinearAccessBit)) // FIXME these flags should be preserved
44   };
45 };
46 }
47 
48 
49 template<typename _MatrixType, unsigned int UpLo> class SelfAdjointView
50   : public TriangularBase<SelfAdjointView<_MatrixType, UpLo> >
51 {
52   public:
53 
54     typedef _MatrixType MatrixType;
55     typedef TriangularBase<SelfAdjointView> Base;
56     typedef typename internal::traits<SelfAdjointView>::MatrixTypeNested MatrixTypeNested;
57     typedef typename internal::traits<SelfAdjointView>::MatrixTypeNestedCleaned MatrixTypeNestedCleaned;
58     typedef MatrixTypeNestedCleaned NestedExpression;
59 
60     /** \brief The type of coefficients in this matrix */
61     typedef typename internal::traits<SelfAdjointView>::Scalar Scalar;
62     typedef typename MatrixType::StorageIndex StorageIndex;
63     typedef typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type MatrixConjugateReturnType;
64 
65     enum {
66       Mode = internal::traits<SelfAdjointView>::Mode,
67       Flags = internal::traits<SelfAdjointView>::Flags,
68       TransposeMode = ((Mode & Upper) ? Lower : 0) | ((Mode & Lower) ? Upper : 0)
69     };
70     typedef typename MatrixType::PlainObject PlainObject;
71 
72     EIGEN_DEVICE_FUNC
73     explicit inline SelfAdjointView(MatrixType& matrix) : m_matrix(matrix)
74     {
75       EIGEN_STATIC_ASSERT(UpLo==Lower || UpLo==Upper,SELFADJOINTVIEW_ACCEPTS_UPPER_AND_LOWER_MODE_ONLY);
76     }
77 
78     EIGEN_DEVICE_FUNC
79     inline Index rows() const { return m_matrix.rows(); }
80     EIGEN_DEVICE_FUNC
81     inline Index cols() const { return m_matrix.cols(); }
82     EIGEN_DEVICE_FUNC
83     inline Index outerStride() const { return m_matrix.outerStride(); }
84     EIGEN_DEVICE_FUNC
85     inline Index innerStride() const { return m_matrix.innerStride(); }
86 
87     /** \sa MatrixBase::coeff()
88       * \warning the coordinates must fit into the referenced triangular part
89       */
90     EIGEN_DEVICE_FUNC
91     inline Scalar coeff(Index row, Index col) const
92     {
93       Base::check_coordinates_internal(row, col);
94       return m_matrix.coeff(row, col);
95     }
96 
97     /** \sa MatrixBase::coeffRef()
98       * \warning the coordinates must fit into the referenced triangular part
99       */
100     EIGEN_DEVICE_FUNC
101     inline Scalar& coeffRef(Index row, Index col)
102     {
103       EIGEN_STATIC_ASSERT_LVALUE(SelfAdjointView);
104       Base::check_coordinates_internal(row, col);
105       return m_matrix.coeffRef(row, col);
106     }
107 
108     /** \internal */
109     EIGEN_DEVICE_FUNC
110     const MatrixTypeNestedCleaned& _expression() const { return m_matrix; }
111 
112     EIGEN_DEVICE_FUNC
113     const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; }
114     EIGEN_DEVICE_FUNC
115     MatrixTypeNestedCleaned& nestedExpression() { return m_matrix; }
116 
117     /** Efficient triangular matrix times vector/matrix product */
118     template<typename OtherDerived>
119     EIGEN_DEVICE_FUNC
120     const Product<SelfAdjointView,OtherDerived>
121     operator*(const MatrixBase<OtherDerived>& rhs) const
122     {
123       return Product<SelfAdjointView,OtherDerived>(*this, rhs.derived());
124     }
125 
126     /** Efficient vector/matrix times triangular matrix product */
127     template<typename OtherDerived> friend
128     EIGEN_DEVICE_FUNC
129     const Product<OtherDerived,SelfAdjointView>
130     operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView& rhs)
131     {
132       return Product<OtherDerived,SelfAdjointView>(lhs.derived(),rhs);
133     }
134 
135     friend EIGEN_DEVICE_FUNC
136     const SelfAdjointView<const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(Scalar,MatrixType,product),UpLo>
137     operator*(const Scalar& s, const SelfAdjointView& mat)
138     {
139       return (s*mat.nestedExpression()).template selfadjointView<UpLo>();
140     }
141 
142     /** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this:
143       * \f$ this = this + \alpha u v^* + conj(\alpha) v u^* \f$
144       * \returns a reference to \c *this
145       *
146       * The vectors \a u and \c v \b must be column vectors, however they can be
147       * a adjoint expression without any overhead. Only the meaningful triangular
148       * part of the matrix is updated, the rest is left unchanged.
149       *
150       * \sa rankUpdate(const MatrixBase<DerivedU>&, Scalar)
151       */
152     template<typename DerivedU, typename DerivedV>
153     EIGEN_DEVICE_FUNC
154     SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha = Scalar(1));
155 
156     /** Perform a symmetric rank K update of the selfadjoint matrix \c *this:
157       * \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix.
158       *
159       * \returns a reference to \c *this
160       *
161       * Note that to perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply
162       * call this function with u.adjoint().
163       *
164       * \sa rankUpdate(const MatrixBase<DerivedU>&, const MatrixBase<DerivedV>&, Scalar)
165       */
166     template<typename DerivedU>
167     EIGEN_DEVICE_FUNC
168     SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha = Scalar(1));
169 
170     /** \returns an expression of a triangular view extracted from the current selfadjoint view of a given triangular part
171       *
172       * The parameter \a TriMode can have the following values: \c #Upper, \c #StrictlyUpper, \c #UnitUpper,
173       * \c #Lower, \c #StrictlyLower, \c #UnitLower.
174       *
175       * If \c TriMode references the same triangular part than \c *this, then this method simply return a \c TriangularView of the nested expression,
176       * otherwise, the nested expression is first transposed, thus returning a \c TriangularView<Transpose<MatrixType>> object.
177       *
178       * \sa MatrixBase::triangularView(), class TriangularView
179       */
180     template<unsigned int TriMode>
181     EIGEN_DEVICE_FUNC
182     typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)),
183                                    TriangularView<MatrixType,TriMode>,
184                                    TriangularView<typename MatrixType::AdjointReturnType,TriMode> >::type
185     triangularView() const
186     {
187       typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)), MatrixType&, typename MatrixType::ConstTransposeReturnType>::type tmp1(m_matrix);
188       typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)), MatrixType&, typename MatrixType::AdjointReturnType>::type tmp2(tmp1);
189       return typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)),
190                                    TriangularView<MatrixType,TriMode>,
191                                    TriangularView<typename MatrixType::AdjointReturnType,TriMode> >::type(tmp2);
192     }
193 
194     typedef SelfAdjointView<const MatrixConjugateReturnType,UpLo> ConjugateReturnType;
195     /** \sa MatrixBase::conjugate() const */
196     EIGEN_DEVICE_FUNC
197     inline const ConjugateReturnType conjugate() const
198     { return ConjugateReturnType(m_matrix.conjugate()); }
199 
200     typedef SelfAdjointView<const typename MatrixType::AdjointReturnType,TransposeMode> AdjointReturnType;
201     /** \sa MatrixBase::adjoint() const */
202     EIGEN_DEVICE_FUNC
203     inline const AdjointReturnType adjoint() const
204     { return AdjointReturnType(m_matrix.adjoint()); }
205 
206     typedef SelfAdjointView<typename MatrixType::TransposeReturnType,TransposeMode> TransposeReturnType;
207      /** \sa MatrixBase::transpose() */
208     EIGEN_DEVICE_FUNC
209     inline TransposeReturnType transpose()
210     {
211       EIGEN_STATIC_ASSERT_LVALUE(MatrixType)
212       typename MatrixType::TransposeReturnType tmp(m_matrix);
213       return TransposeReturnType(tmp);
214     }
215 
216     typedef SelfAdjointView<const typename MatrixType::ConstTransposeReturnType,TransposeMode> ConstTransposeReturnType;
217     /** \sa MatrixBase::transpose() const */
218     EIGEN_DEVICE_FUNC
219     inline const ConstTransposeReturnType transpose() const
220     {
221       return ConstTransposeReturnType(m_matrix.transpose());
222     }
223 
224     /** \returns a const expression of the main diagonal of the matrix \c *this
225       *
226       * This method simply returns the diagonal of the nested expression, thus by-passing the SelfAdjointView decorator.
227       *
228       * \sa MatrixBase::diagonal(), class Diagonal */
229     EIGEN_DEVICE_FUNC
230     typename MatrixType::ConstDiagonalReturnType diagonal() const
231     {
232       return typename MatrixType::ConstDiagonalReturnType(m_matrix);
233     }
234 
235 /////////// Cholesky module ///////////
236 
237     const LLT<PlainObject, UpLo> llt() const;
238     const LDLT<PlainObject, UpLo> ldlt() const;
239 
240 /////////// Eigenvalue module ///////////
241 
242     /** Real part of #Scalar */
243     typedef typename NumTraits<Scalar>::Real RealScalar;
244     /** Return type of eigenvalues() */
245     typedef Matrix<RealScalar, internal::traits<MatrixType>::ColsAtCompileTime, 1> EigenvaluesReturnType;
246 
247     EIGEN_DEVICE_FUNC
248     EigenvaluesReturnType eigenvalues() const;
249     EIGEN_DEVICE_FUNC
250     RealScalar operatorNorm() const;
251 
252   protected:
253     MatrixTypeNested m_matrix;
254 };
255 
256 
257 // template<typename OtherDerived, typename MatrixType, unsigned int UpLo>
258 // internal::selfadjoint_matrix_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >
259 // operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView<MatrixType,UpLo>& rhs)
260 // {
261 //   return internal::matrix_selfadjoint_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >(lhs.derived(),rhs);
262 // }
263 
264 // selfadjoint to dense matrix
265 
266 namespace internal {
267 
268 // TODO currently a selfadjoint expression has the form SelfAdjointView<.,.>
269 //      in the future selfadjoint-ness should be defined by the expression traits
270 //      such that Transpose<SelfAdjointView<.,.> > is valid. (currently TriangularBase::transpose() is overloaded to make it work)
271 template<typename MatrixType, unsigned int Mode>
272 struct evaluator_traits<SelfAdjointView<MatrixType,Mode> >
273 {
274   typedef typename storage_kind_to_evaluator_kind<typename MatrixType::StorageKind>::Kind Kind;
275   typedef SelfAdjointShape Shape;
276 };
277 
278 template<int UpLo, int SetOpposite, typename DstEvaluatorTypeT, typename SrcEvaluatorTypeT, typename Functor, int Version>
279 class triangular_dense_assignment_kernel<UpLo,SelfAdjoint,SetOpposite,DstEvaluatorTypeT,SrcEvaluatorTypeT,Functor,Version>
280   : public generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, Version>
281 {
282 protected:
283   typedef generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, Version> Base;
284   typedef typename Base::DstXprType DstXprType;
285   typedef typename Base::SrcXprType SrcXprType;
286   using Base::m_dst;
287   using Base::m_src;
288   using Base::m_functor;
289 public:
290 
291   typedef typename Base::DstEvaluatorType DstEvaluatorType;
292   typedef typename Base::SrcEvaluatorType SrcEvaluatorType;
293   typedef typename Base::Scalar Scalar;
294   typedef typename Base::AssignmentTraits AssignmentTraits;
295 
296 
297   EIGEN_DEVICE_FUNC triangular_dense_assignment_kernel(DstEvaluatorType &dst, const SrcEvaluatorType &src, const Functor &func, DstXprType& dstExpr)
298     : Base(dst, src, func, dstExpr)
299   {}
300 
301   EIGEN_DEVICE_FUNC void assignCoeff(Index row, Index col)
302   {
303     eigen_internal_assert(row!=col);
304     Scalar tmp = m_src.coeff(row,col);
305     m_functor.assignCoeff(m_dst.coeffRef(row,col), tmp);
306     m_functor.assignCoeff(m_dst.coeffRef(col,row), numext::conj(tmp));
307   }
308 
309   EIGEN_DEVICE_FUNC void assignDiagonalCoeff(Index id)
310   {
311     Base::assignCoeff(id,id);
312   }
313 
314   EIGEN_DEVICE_FUNC void assignOppositeCoeff(Index, Index)
315   { eigen_internal_assert(false && "should never be called"); }
316 };
317 
318 } // end namespace internal
319 
320 /***************************************************************************
321 * Implementation of MatrixBase methods
322 ***************************************************************************/
323 
324 /** This is the const version of MatrixBase::selfadjointView() */
325 template<typename Derived>
326 template<unsigned int UpLo>
327 typename MatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type
328 MatrixBase<Derived>::selfadjointView() const
329 {
330   return typename ConstSelfAdjointViewReturnType<UpLo>::Type(derived());
331 }
332 
333 /** \returns an expression of a symmetric/self-adjoint view extracted from the upper or lower triangular part of the current matrix
334   *
335   * The parameter \a UpLo can be either \c #Upper or \c #Lower
336   *
337   * Example: \include MatrixBase_selfadjointView.cpp
338   * Output: \verbinclude MatrixBase_selfadjointView.out
339   *
340   * \sa class SelfAdjointView
341   */
342 template<typename Derived>
343 template<unsigned int UpLo>
344 typename MatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type
345 MatrixBase<Derived>::selfadjointView()
346 {
347   return typename SelfAdjointViewReturnType<UpLo>::Type(derived());
348 }
349 
350 } // end namespace Eigen
351 
352 #endif // EIGEN_SELFADJOINTMATRIX_H
353