351 lines
14 KiB
C++
351 lines
14 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_SELFADJOINTMATRIX_H
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#define EIGEN_SELFADJOINTMATRIX_H
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namespace Eigen {
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/** \class SelfAdjointView
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* \ingroup Core_Module
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*
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*
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* \brief Expression of a selfadjoint matrix from a triangular part of a dense matrix
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*
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* \param MatrixType the type of the dense matrix storing the coefficients
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* \param TriangularPart can be either \c #Lower or \c #Upper
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*
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* This class is an expression of a sefladjoint matrix from a triangular part of a matrix
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* with given dense storage of the coefficients. It is the return type of MatrixBase::selfadjointView()
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* and most of the time this is the only way that it is used.
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*
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* \sa class TriangularBase, MatrixBase::selfadjointView()
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*/
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namespace internal {
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template<typename MatrixType, unsigned int UpLo>
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struct traits<SelfAdjointView<MatrixType, UpLo> > : traits<MatrixType>
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{
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typedef typename ref_selector<MatrixType>::non_const_type MatrixTypeNested;
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typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
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typedef MatrixType ExpressionType;
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typedef typename MatrixType::PlainObject FullMatrixType;
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enum {
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Mode = UpLo | SelfAdjoint,
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FlagsLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0,
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Flags = MatrixTypeNestedCleaned::Flags & (HereditaryBits|FlagsLvalueBit)
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& (~(PacketAccessBit | DirectAccessBit | LinearAccessBit)) // FIXME these flags should be preserved
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};
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};
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}
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template<typename _MatrixType, unsigned int UpLo> class SelfAdjointView
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: public TriangularBase<SelfAdjointView<_MatrixType, UpLo> >
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{
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public:
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typedef _MatrixType MatrixType;
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typedef TriangularBase<SelfAdjointView> Base;
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typedef typename internal::traits<SelfAdjointView>::MatrixTypeNested MatrixTypeNested;
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typedef typename internal::traits<SelfAdjointView>::MatrixTypeNestedCleaned MatrixTypeNestedCleaned;
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typedef MatrixTypeNestedCleaned NestedExpression;
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/** \brief The type of coefficients in this matrix */
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typedef typename internal::traits<SelfAdjointView>::Scalar Scalar;
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typedef typename MatrixType::StorageIndex StorageIndex;
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typedef typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type MatrixConjugateReturnType;
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enum {
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Mode = internal::traits<SelfAdjointView>::Mode,
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Flags = internal::traits<SelfAdjointView>::Flags,
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TransposeMode = ((Mode & Upper) ? Lower : 0) | ((Mode & Lower) ? Upper : 0)
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};
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typedef typename MatrixType::PlainObject PlainObject;
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EIGEN_DEVICE_FUNC
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explicit inline SelfAdjointView(MatrixType& matrix) : m_matrix(matrix)
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{}
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EIGEN_DEVICE_FUNC
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inline Index rows() const { return m_matrix.rows(); }
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EIGEN_DEVICE_FUNC
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inline Index cols() const { return m_matrix.cols(); }
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EIGEN_DEVICE_FUNC
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inline Index outerStride() const { return m_matrix.outerStride(); }
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EIGEN_DEVICE_FUNC
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inline Index innerStride() const { return m_matrix.innerStride(); }
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/** \sa MatrixBase::coeff()
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* \warning the coordinates must fit into the referenced triangular part
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*/
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EIGEN_DEVICE_FUNC
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inline Scalar coeff(Index row, Index col) const
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{
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Base::check_coordinates_internal(row, col);
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return m_matrix.coeff(row, col);
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}
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/** \sa MatrixBase::coeffRef()
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* \warning the coordinates must fit into the referenced triangular part
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*/
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EIGEN_DEVICE_FUNC
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inline Scalar& coeffRef(Index row, Index col)
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{
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EIGEN_STATIC_ASSERT_LVALUE(SelfAdjointView);
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Base::check_coordinates_internal(row, col);
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return m_matrix.coeffRef(row, col);
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}
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/** \internal */
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EIGEN_DEVICE_FUNC
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const MatrixTypeNestedCleaned& _expression() const { return m_matrix; }
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EIGEN_DEVICE_FUNC
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const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; }
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EIGEN_DEVICE_FUNC
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MatrixTypeNestedCleaned& nestedExpression() { return m_matrix; }
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/** Efficient triangular matrix times vector/matrix product */
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template<typename OtherDerived>
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EIGEN_DEVICE_FUNC
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const Product<SelfAdjointView,OtherDerived>
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operator*(const MatrixBase<OtherDerived>& rhs) const
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{
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return Product<SelfAdjointView,OtherDerived>(*this, rhs.derived());
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}
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/** Efficient vector/matrix times triangular matrix product */
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template<typename OtherDerived> friend
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EIGEN_DEVICE_FUNC
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const Product<OtherDerived,SelfAdjointView>
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operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView& rhs)
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{
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return Product<OtherDerived,SelfAdjointView>(lhs.derived(),rhs);
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}
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friend EIGEN_DEVICE_FUNC
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const SelfAdjointView<const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(Scalar,MatrixType,product),UpLo>
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operator*(const Scalar& s, const SelfAdjointView& mat)
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{
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return (s*mat.nestedExpression()).template selfadjointView<UpLo>();
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}
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/** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this:
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* \f$ this = this + \alpha u v^* + conj(\alpha) v u^* \f$
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* \returns a reference to \c *this
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*
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* The vectors \a u and \c v \b must be column vectors, however they can be
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* a adjoint expression without any overhead. Only the meaningful triangular
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* part of the matrix is updated, the rest is left unchanged.
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*
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* \sa rankUpdate(const MatrixBase<DerivedU>&, Scalar)
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*/
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template<typename DerivedU, typename DerivedV>
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EIGEN_DEVICE_FUNC
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SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha = Scalar(1));
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/** Perform a symmetric rank K update of the selfadjoint matrix \c *this:
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* \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix.
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*
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* \returns a reference to \c *this
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*
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* Note that to perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply
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* call this function with u.adjoint().
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*
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* \sa rankUpdate(const MatrixBase<DerivedU>&, const MatrixBase<DerivedV>&, Scalar)
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*/
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template<typename DerivedU>
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EIGEN_DEVICE_FUNC
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SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha = Scalar(1));
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/** \returns an expression of a triangular view extracted from the current selfadjoint view of a given triangular part
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*
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* The parameter \a TriMode can have the following values: \c #Upper, \c #StrictlyUpper, \c #UnitUpper,
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* \c #Lower, \c #StrictlyLower, \c #UnitLower.
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*
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* If \c TriMode references the same triangular part than \c *this, then this method simply return a \c TriangularView of the nested expression,
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* otherwise, the nested expression is first transposed, thus returning a \c TriangularView<Transpose<MatrixType>> object.
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*
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* \sa MatrixBase::triangularView(), class TriangularView
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*/
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template<unsigned int TriMode>
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EIGEN_DEVICE_FUNC
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typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)),
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TriangularView<MatrixType,TriMode>,
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TriangularView<typename MatrixType::AdjointReturnType,TriMode> >::type
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triangularView() const
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{
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typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)), MatrixType&, typename MatrixType::ConstTransposeReturnType>::type tmp1(m_matrix);
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typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)), MatrixType&, typename MatrixType::AdjointReturnType>::type tmp2(tmp1);
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return typename internal::conditional<(TriMode&(Upper|Lower))==(UpLo&(Upper|Lower)),
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TriangularView<MatrixType,TriMode>,
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TriangularView<typename MatrixType::AdjointReturnType,TriMode> >::type(tmp2);
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}
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typedef SelfAdjointView<const MatrixConjugateReturnType,Mode> ConjugateReturnType;
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/** \sa MatrixBase::conjugate() const */
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EIGEN_DEVICE_FUNC
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inline const ConjugateReturnType conjugate() const
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{ return ConjugateReturnType(m_matrix.conjugate()); }
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typedef SelfAdjointView<const typename MatrixType::AdjointReturnType,TransposeMode> AdjointReturnType;
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/** \sa MatrixBase::adjoint() const */
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EIGEN_DEVICE_FUNC
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inline const AdjointReturnType adjoint() const
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{ return AdjointReturnType(m_matrix.adjoint()); }
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typedef SelfAdjointView<typename MatrixType::TransposeReturnType,TransposeMode> TransposeReturnType;
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/** \sa MatrixBase::transpose() */
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EIGEN_DEVICE_FUNC
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inline TransposeReturnType transpose()
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{
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EIGEN_STATIC_ASSERT_LVALUE(MatrixType)
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typename MatrixType::TransposeReturnType tmp(m_matrix);
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return TransposeReturnType(tmp);
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}
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typedef SelfAdjointView<const typename MatrixType::ConstTransposeReturnType,TransposeMode> ConstTransposeReturnType;
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/** \sa MatrixBase::transpose() const */
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EIGEN_DEVICE_FUNC
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inline const ConstTransposeReturnType transpose() const
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{
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return ConstTransposeReturnType(m_matrix.transpose());
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}
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/** \returns a const expression of the main diagonal of the matrix \c *this
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*
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* This method simply returns the diagonal of the nested expression, thus by-passing the SelfAdjointView decorator.
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*
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* \sa MatrixBase::diagonal(), class Diagonal */
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EIGEN_DEVICE_FUNC
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typename MatrixType::ConstDiagonalReturnType diagonal() const
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{
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return typename MatrixType::ConstDiagonalReturnType(m_matrix);
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}
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/////////// Cholesky module ///////////
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const LLT<PlainObject, UpLo> llt() const;
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const LDLT<PlainObject, UpLo> ldlt() const;
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/////////// Eigenvalue module ///////////
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/** Real part of #Scalar */
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typedef typename NumTraits<Scalar>::Real RealScalar;
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/** Return type of eigenvalues() */
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typedef Matrix<RealScalar, internal::traits<MatrixType>::ColsAtCompileTime, 1> EigenvaluesReturnType;
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EIGEN_DEVICE_FUNC
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EigenvaluesReturnType eigenvalues() const;
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EIGEN_DEVICE_FUNC
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RealScalar operatorNorm() const;
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protected:
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MatrixTypeNested m_matrix;
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};
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// template<typename OtherDerived, typename MatrixType, unsigned int UpLo>
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// internal::selfadjoint_matrix_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >
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// operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView<MatrixType,UpLo>& rhs)
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// {
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// return internal::matrix_selfadjoint_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >(lhs.derived(),rhs);
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// }
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// selfadjoint to dense matrix
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namespace internal {
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// TODO currently a selfadjoint expression has the form SelfAdjointView<.,.>
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// in the future selfadjoint-ness should be defined by the expression traits
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// such that Transpose<SelfAdjointView<.,.> > is valid. (currently TriangularBase::transpose() is overloaded to make it work)
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template<typename MatrixType, unsigned int Mode>
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struct evaluator_traits<SelfAdjointView<MatrixType,Mode> >
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{
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typedef typename storage_kind_to_evaluator_kind<typename MatrixType::StorageKind>::Kind Kind;
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typedef SelfAdjointShape Shape;
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};
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template<int UpLo, int SetOpposite, typename DstEvaluatorTypeT, typename SrcEvaluatorTypeT, typename Functor, int Version>
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class triangular_dense_assignment_kernel<UpLo,SelfAdjoint,SetOpposite,DstEvaluatorTypeT,SrcEvaluatorTypeT,Functor,Version>
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: public generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, Version>
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{
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protected:
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typedef generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, Version> Base;
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typedef typename Base::DstXprType DstXprType;
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typedef typename Base::SrcXprType SrcXprType;
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using Base::m_dst;
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using Base::m_src;
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using Base::m_functor;
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public:
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typedef typename Base::DstEvaluatorType DstEvaluatorType;
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typedef typename Base::SrcEvaluatorType SrcEvaluatorType;
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typedef typename Base::Scalar Scalar;
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typedef typename Base::AssignmentTraits AssignmentTraits;
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EIGEN_DEVICE_FUNC triangular_dense_assignment_kernel(DstEvaluatorType &dst, const SrcEvaluatorType &src, const Functor &func, DstXprType& dstExpr)
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: Base(dst, src, func, dstExpr)
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{}
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EIGEN_DEVICE_FUNC void assignCoeff(Index row, Index col)
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{
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eigen_internal_assert(row!=col);
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Scalar tmp = m_src.coeff(row,col);
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m_functor.assignCoeff(m_dst.coeffRef(row,col), tmp);
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m_functor.assignCoeff(m_dst.coeffRef(col,row), numext::conj(tmp));
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}
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EIGEN_DEVICE_FUNC void assignDiagonalCoeff(Index id)
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{
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Base::assignCoeff(id,id);
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}
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EIGEN_DEVICE_FUNC void assignOppositeCoeff(Index, Index)
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{ eigen_internal_assert(false && "should never be called"); }
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};
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} // end namespace internal
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/***************************************************************************
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* Implementation of MatrixBase methods
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***************************************************************************/
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/** This is the const version of MatrixBase::selfadjointView() */
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template<typename Derived>
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template<unsigned int UpLo>
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typename MatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type
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MatrixBase<Derived>::selfadjointView() const
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{
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return typename ConstSelfAdjointViewReturnType<UpLo>::Type(derived());
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}
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/** \returns an expression of a symmetric/self-adjoint view extracted from the upper or lower triangular part of the current matrix
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*
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* The parameter \a UpLo can be either \c #Upper or \c #Lower
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*
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* Example: \include MatrixBase_selfadjointView.cpp
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* Output: \verbinclude MatrixBase_selfadjointView.out
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*
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* \sa class SelfAdjointView
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*/
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template<typename Derived>
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template<unsigned int UpLo>
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typename MatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type
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MatrixBase<Derived>::selfadjointView()
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{
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return typename SelfAdjointViewReturnType<UpLo>::Type(derived());
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}
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} // end namespace Eigen
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#endif // EIGEN_SELFADJOINTMATRIX_H
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