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-rw-r--r--Eigen/src/Core/products/SelfadjointRank2Update.h93
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diff --git a/Eigen/src/Core/products/SelfadjointRank2Update.h b/Eigen/src/Core/products/SelfadjointRank2Update.h
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+// 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_SELFADJOINTRANK2UPTADE_H
+#define EIGEN_SELFADJOINTRANK2UPTADE_H
+
+namespace Eigen {
+
+namespace internal {
+
+/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
+ * It corresponds to the Level2 syr2 BLAS routine
+ */
+
+template<typename Scalar, typename Index, typename UType, typename VType, int UpLo>
+struct selfadjoint_rank2_update_selector;
+
+template<typename Scalar, typename Index, typename UType, typename VType>
+struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Lower>
+{
+ static void run(Scalar* mat, Index stride, const UType& u, const VType& v, Scalar alpha)
+ {
+ const Index size = u.size();
+ for (Index i=0; i<size; ++i)
+ {
+ Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+i, size-i) +=
+ (conj(alpha) * conj(u.coeff(i))) * v.tail(size-i)
+ + (alpha * conj(v.coeff(i))) * u.tail(size-i);
+ }
+ }
+};
+
+template<typename Scalar, typename Index, typename UType, typename VType>
+struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Upper>
+{
+ static void run(Scalar* mat, Index stride, const UType& u, const VType& v, Scalar alpha)
+ {
+ const Index size = u.size();
+ for (Index i=0; i<size; ++i)
+ Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i, i+1) +=
+ (conj(alpha) * conj(u.coeff(i))) * v.head(i+1)
+ + (alpha * conj(v.coeff(i))) * u.head(i+1);
+ }
+};
+
+template<bool Cond, typename T> struct conj_expr_if
+ : conditional<!Cond, const T&,
+ CwiseUnaryOp<scalar_conjugate_op<typename traits<T>::Scalar>,T> > {};
+
+} // end namespace internal
+
+template<typename MatrixType, unsigned int UpLo>
+template<typename DerivedU, typename DerivedV>
+SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
+::rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, Scalar alpha)
+{
+ typedef internal::blas_traits<DerivedU> UBlasTraits;
+ typedef typename UBlasTraits::DirectLinearAccessType ActualUType;
+ typedef typename internal::remove_all<ActualUType>::type _ActualUType;
+ typename internal::add_const_on_value_type<ActualUType>::type actualU = UBlasTraits::extract(u.derived());
+
+ typedef internal::blas_traits<DerivedV> VBlasTraits;
+ typedef typename VBlasTraits::DirectLinearAccessType ActualVType;
+ typedef typename internal::remove_all<ActualVType>::type _ActualVType;
+ typename internal::add_const_on_value_type<ActualVType>::type actualV = VBlasTraits::extract(v.derived());
+
+ // If MatrixType is row major, then we use the routine for lower triangular in the upper triangular case and
+ // vice versa, and take the complex conjugate of all coefficients and vector entries.
+
+ enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
+ Scalar actualAlpha = alpha * UBlasTraits::extractScalarFactor(u.derived())
+ * internal::conj(VBlasTraits::extractScalarFactor(v.derived()));
+ if (IsRowMajor)
+ actualAlpha = internal::conj(actualAlpha);
+
+ internal::selfadjoint_rank2_update_selector<Scalar, Index,
+ typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ UBlasTraits::NeedToConjugate,_ActualUType>::type>::type,
+ typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ VBlasTraits::NeedToConjugate,_ActualVType>::type>::type,
+ (IsRowMajor ? int(UpLo==Upper ? Lower : Upper) : UpLo)>
+ ::run(_expression().const_cast_derived().data(),_expression().outerStride(),actualU,actualV,actualAlpha);
+
+ return *this;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINTRANK2UPTADE_H