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_TRIANGULAR_MATRIX_MATRIX_H
11 #define EIGEN_TRIANGULAR_MATRIX_MATRIX_H
12 
13 namespace Eigen {
14 
15 namespace internal {
16 
17 // template<typename Scalar, int mr, int StorageOrder, bool Conjugate, int Mode>
18 // struct gemm_pack_lhs_triangular
19 // {
20 //   Matrix<Scalar,mr,mr,
21 //   void operator()(Scalar* blockA, const EIGEN_RESTRICT Scalar* _lhs, int lhsStride, int depth, int rows)
22 //   {
23 //     conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj;
24 //     const_blas_data_mapper<Scalar, StorageOrder> lhs(_lhs,lhsStride);
25 //     int count = 0;
26 //     const int peeled_mc = (rows/mr)*mr;
27 //     for(int i=0; i<peeled_mc; i+=mr)
28 //     {
29 //       for(int k=0; k<depth; k++)
30 //         for(int w=0; w<mr; w++)
31 //           blockA[count++] = cj(lhs(i+w, k));
32 //     }
33 //     for(int i=peeled_mc; i<rows; i++)
34 //     {
35 //       for(int k=0; k<depth; k++)
36 //         blockA[count++] = cj(lhs(i, k));
37 //     }
38 //   }
39 // };
40 
41 /* Optimized triangular matrix * matrix (_TRMM++) product built on top of
42  * the general matrix matrix product.
43  */
44 template <typename Scalar, typename Index,
45           int Mode, bool LhsIsTriangular,
46           int LhsStorageOrder, bool ConjugateLhs,
47           int RhsStorageOrder, bool ConjugateRhs,
48           int ResStorageOrder, int Version = Specialized>
49 struct product_triangular_matrix_matrix;
50 
51 template <typename Scalar, typename Index,
52           int Mode, bool LhsIsTriangular,
53           int LhsStorageOrder, bool ConjugateLhs,
54           int RhsStorageOrder, bool ConjugateRhs, int Version>
55 struct product_triangular_matrix_matrix<Scalar,Index,Mode,LhsIsTriangular,
56                                            LhsStorageOrder,ConjugateLhs,
57                                            RhsStorageOrder,ConjugateRhs,RowMajor,Version>
58 {
59   static EIGEN_STRONG_INLINE void run(
60     Index rows, Index cols, Index depth,
61     const Scalar* lhs, Index lhsStride,
62     const Scalar* rhs, Index rhsStride,
63     Scalar* res,       Index resStride,
64     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
65   {
66     product_triangular_matrix_matrix<Scalar, Index,
67       (Mode&(UnitDiag|ZeroDiag)) | ((Mode&Upper) ? Lower : Upper),
68       (!LhsIsTriangular),
69       RhsStorageOrder==RowMajor ? ColMajor : RowMajor,
70       ConjugateRhs,
71       LhsStorageOrder==RowMajor ? ColMajor : RowMajor,
72       ConjugateLhs,
73       ColMajor>
74       ::run(cols, rows, depth, rhs, rhsStride, lhs, lhsStride, res, resStride, alpha, blocking);
75   }
76 };
77 
78 // implements col-major += alpha * op(triangular) * op(general)
79 template <typename Scalar, typename Index, int Mode,
80           int LhsStorageOrder, bool ConjugateLhs,
81           int RhsStorageOrder, bool ConjugateRhs, int Version>
82 struct product_triangular_matrix_matrix<Scalar,Index,Mode,true,
83                                            LhsStorageOrder,ConjugateLhs,
84                                            RhsStorageOrder,ConjugateRhs,ColMajor,Version>
85 {
86 
87   typedef gebp_traits<Scalar,Scalar> Traits;
88   enum {
89     SmallPanelWidth   = 2 * EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
90     IsLower = (Mode&Lower) == Lower,
91     SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
92   };
93 
94   static EIGEN_DONT_INLINE void run(
95     Index _rows, Index _cols, Index _depth,
96     const Scalar* _lhs, Index lhsStride,
97     const Scalar* _rhs, Index rhsStride,
98     Scalar* res,        Index resStride,
99     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking);
100 };
101 
102 template <typename Scalar, typename Index, int Mode,
103           int LhsStorageOrder, bool ConjugateLhs,
104           int RhsStorageOrder, bool ConjugateRhs, int Version>
105 EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,true,
106                                                         LhsStorageOrder,ConjugateLhs,
107                                                         RhsStorageOrder,ConjugateRhs,ColMajor,Version>::run(
108     Index _rows, Index _cols, Index _depth,
109     const Scalar* _lhs, Index lhsStride,
110     const Scalar* _rhs, Index rhsStride,
111     Scalar* _res,        Index resStride,
112     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
113   {
114     // strip zeros
115     Index diagSize  = (std::min)(_rows,_depth);
116     Index rows      = IsLower ? _rows : diagSize;
117     Index depth     = IsLower ? diagSize : _depth;
118     Index cols      = _cols;
119 
120     typedef const_blas_data_mapper<Scalar, Index, LhsStorageOrder> LhsMapper;
121     typedef const_blas_data_mapper<Scalar, Index, RhsStorageOrder> RhsMapper;
122     typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
123     LhsMapper lhs(_lhs,lhsStride);
124     RhsMapper rhs(_rhs,rhsStride);
125     ResMapper res(_res, resStride);
126 
127     Index kc = blocking.kc();                   // cache block size along the K direction
128     Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
129     // The small panel size must not be larger than blocking size.
130     // Usually this should never be the case because SmallPanelWidth^2 is very small
131     // compared to L2 cache size, but let's be safe:
132     Index panelWidth = (std::min)(Index(SmallPanelWidth),(std::min)(kc,mc));
133 
134     std::size_t sizeA = kc*mc;
135     std::size_t sizeB = kc*cols;
136 
137     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
138     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
139 
140     Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,LhsStorageOrder> triangularBuffer((internal::constructor_without_unaligned_array_assert()));
141     triangularBuffer.setZero();
142     if((Mode&ZeroDiag)==ZeroDiag)
143       triangularBuffer.diagonal().setZero();
144     else
145       triangularBuffer.diagonal().setOnes();
146 
147     gebp_kernel<Scalar, Scalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
148     gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
149     gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder> pack_rhs;
150 
151     for(Index k2=IsLower ? depth : 0;
152         IsLower ? k2>0 : k2<depth;
153         IsLower ? k2-=kc : k2+=kc)
154     {
155       Index actual_kc = (std::min)(IsLower ? k2 : depth-k2, kc);
156       Index actual_k2 = IsLower ? k2-actual_kc : k2;
157 
158       // align blocks with the end of the triangular part for trapezoidal lhs
159       if((!IsLower)&&(k2<rows)&&(k2+actual_kc>rows))
160       {
161         actual_kc = rows-k2;
162         k2 = k2+actual_kc-kc;
163       }
164 
165       pack_rhs(blockB, rhs.getSubMapper(actual_k2,0), actual_kc, cols);
166 
167       // the selected lhs's panel has to be split in three different parts:
168       //  1 - the part which is zero => skip it
169       //  2 - the diagonal block => special kernel
170       //  3 - the dense panel below (lower case) or above (upper case) the diagonal block => GEPP
171 
172       // the block diagonal, if any:
173       if(IsLower || actual_k2<rows)
174       {
175         // for each small vertical panels of lhs
176         for (Index k1=0; k1<actual_kc; k1+=panelWidth)
177         {
178           Index actualPanelWidth = std::min<Index>(actual_kc-k1, panelWidth);
179           Index lengthTarget = IsLower ? actual_kc-k1-actualPanelWidth : k1;
180           Index startBlock   = actual_k2+k1;
181           Index blockBOffset = k1;
182 
183           // => GEBP with the micro triangular block
184           // The trick is to pack this micro block while filling the opposite triangular part with zeros.
185           // To this end we do an extra triangular copy to a small temporary buffer
186           for (Index k=0;k<actualPanelWidth;++k)
187           {
188             if (SetDiag)
189               triangularBuffer.coeffRef(k,k) = lhs(startBlock+k,startBlock+k);
190             for (Index i=IsLower ? k+1 : 0; IsLower ? i<actualPanelWidth : i<k; ++i)
191               triangularBuffer.coeffRef(i,k) = lhs(startBlock+i,startBlock+k);
192           }
193           pack_lhs(blockA, LhsMapper(triangularBuffer.data(), triangularBuffer.outerStride()), actualPanelWidth, actualPanelWidth);
194 
195           gebp_kernel(res.getSubMapper(startBlock, 0), blockA, blockB,
196                       actualPanelWidth, actualPanelWidth, cols, alpha,
197                       actualPanelWidth, actual_kc, 0, blockBOffset);
198 
199           // GEBP with remaining micro panel
200           if (lengthTarget>0)
201           {
202             Index startTarget  = IsLower ? actual_k2+k1+actualPanelWidth : actual_k2;
203 
204             pack_lhs(blockA, lhs.getSubMapper(startTarget,startBlock), actualPanelWidth, lengthTarget);
205 
206             gebp_kernel(res.getSubMapper(startTarget, 0), blockA, blockB,
207                         lengthTarget, actualPanelWidth, cols, alpha,
208                         actualPanelWidth, actual_kc, 0, blockBOffset);
209           }
210         }
211       }
212       // the part below (lower case) or above (upper case) the diagonal => GEPP
213       {
214         Index start = IsLower ? k2 : 0;
215         Index end   = IsLower ? rows : (std::min)(actual_k2,rows);
216         for(Index i2=start; i2<end; i2+=mc)
217         {
218           const Index actual_mc = (std::min)(i2+mc,end)-i2;
219           gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr,Traits::LhsProgress, LhsStorageOrder,false>()
220             (blockA, lhs.getSubMapper(i2, actual_k2), actual_kc, actual_mc);
221 
222           gebp_kernel(res.getSubMapper(i2, 0), blockA, blockB, actual_mc,
223                       actual_kc, cols, alpha, -1, -1, 0, 0);
224         }
225       }
226     }
227   }
228 
229 // implements col-major += alpha * op(general) * op(triangular)
230 template <typename Scalar, typename Index, int Mode,
231           int LhsStorageOrder, bool ConjugateLhs,
232           int RhsStorageOrder, bool ConjugateRhs, int Version>
233 struct product_triangular_matrix_matrix<Scalar,Index,Mode,false,
234                                         LhsStorageOrder,ConjugateLhs,
235                                         RhsStorageOrder,ConjugateRhs,ColMajor,Version>
236 {
237   typedef gebp_traits<Scalar,Scalar> Traits;
238   enum {
239     SmallPanelWidth   = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
240     IsLower = (Mode&Lower) == Lower,
241     SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
242   };
243 
244   static EIGEN_DONT_INLINE void run(
245     Index _rows, Index _cols, Index _depth,
246     const Scalar* _lhs, Index lhsStride,
247     const Scalar* _rhs, Index rhsStride,
248     Scalar* res,        Index resStride,
249     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking);
250 };
251 
252 template <typename Scalar, typename Index, int Mode,
253           int LhsStorageOrder, bool ConjugateLhs,
254           int RhsStorageOrder, bool ConjugateRhs, int Version>
255 EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,false,
256                                                         LhsStorageOrder,ConjugateLhs,
257                                                         RhsStorageOrder,ConjugateRhs,ColMajor,Version>::run(
258     Index _rows, Index _cols, Index _depth,
259     const Scalar* _lhs, Index lhsStride,
260     const Scalar* _rhs, Index rhsStride,
261     Scalar* _res,        Index resStride,
262     const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
263   {
264     const Index PacketBytes = packet_traits<Scalar>::size*sizeof(Scalar);
265     // strip zeros
266     Index diagSize  = (std::min)(_cols,_depth);
267     Index rows      = _rows;
268     Index depth     = IsLower ? _depth : diagSize;
269     Index cols      = IsLower ? diagSize : _cols;
270 
271     typedef const_blas_data_mapper<Scalar, Index, LhsStorageOrder> LhsMapper;
272     typedef const_blas_data_mapper<Scalar, Index, RhsStorageOrder> RhsMapper;
273     typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
274     LhsMapper lhs(_lhs,lhsStride);
275     RhsMapper rhs(_rhs,rhsStride);
276     ResMapper res(_res, resStride);
277 
278     Index kc = blocking.kc();                   // cache block size along the K direction
279     Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
280 
281     std::size_t sizeA = kc*mc;
282     std::size_t sizeB = kc*cols+EIGEN_MAX_ALIGN_BYTES/sizeof(Scalar);
283 
284     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
285     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
286 
287     Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,RhsStorageOrder> triangularBuffer((internal::constructor_without_unaligned_array_assert()));
288     triangularBuffer.setZero();
289     if((Mode&ZeroDiag)==ZeroDiag)
290       triangularBuffer.diagonal().setZero();
291     else
292       triangularBuffer.diagonal().setOnes();
293 
294     gebp_kernel<Scalar, Scalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
295     gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
296     gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder> pack_rhs;
297     gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder,false,true> pack_rhs_panel;
298 
299     for(Index k2=IsLower ? 0 : depth;
300         IsLower ? k2<depth  : k2>0;
301         IsLower ? k2+=kc   : k2-=kc)
302     {
303       Index actual_kc = (std::min)(IsLower ? depth-k2 : k2, kc);
304       Index actual_k2 = IsLower ? k2 : k2-actual_kc;
305 
306       // align blocks with the end of the triangular part for trapezoidal rhs
307       if(IsLower && (k2<cols) && (actual_k2+actual_kc>cols))
308       {
309         actual_kc = cols-k2;
310         k2 = actual_k2 + actual_kc - kc;
311       }
312 
313       // remaining size
314       Index rs = IsLower ? (std::min)(cols,actual_k2) : cols - k2;
315       // size of the triangular part
316       Index ts = (IsLower && actual_k2>=cols) ? 0 : actual_kc;
317 
318       Scalar* geb = blockB+ts*ts;
319       geb = geb + internal::first_aligned<PacketBytes>(geb,PacketBytes/sizeof(Scalar));
320 
321       pack_rhs(geb, rhs.getSubMapper(actual_k2,IsLower ? 0 : k2), actual_kc, rs);
322 
323       // pack the triangular part of the rhs padding the unrolled blocks with zeros
324       if(ts>0)
325       {
326         for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
327         {
328           Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
329           Index actual_j2 = actual_k2 + j2;
330           Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
331           Index panelLength = IsLower ? actual_kc-j2-actualPanelWidth : j2;
332           // general part
333           pack_rhs_panel(blockB+j2*actual_kc,
334                          rhs.getSubMapper(actual_k2+panelOffset, actual_j2),
335                          panelLength, actualPanelWidth,
336                          actual_kc, panelOffset);
337 
338           // append the triangular part via a temporary buffer
339           for (Index j=0;j<actualPanelWidth;++j)
340           {
341             if (SetDiag)
342               triangularBuffer.coeffRef(j,j) = rhs(actual_j2+j,actual_j2+j);
343             for (Index k=IsLower ? j+1 : 0; IsLower ? k<actualPanelWidth : k<j; ++k)
344               triangularBuffer.coeffRef(k,j) = rhs(actual_j2+k,actual_j2+j);
345           }
346 
347           pack_rhs_panel(blockB+j2*actual_kc,
348                          RhsMapper(triangularBuffer.data(), triangularBuffer.outerStride()),
349                          actualPanelWidth, actualPanelWidth,
350                          actual_kc, j2);
351         }
352       }
353 
354       for (Index i2=0; i2<rows; i2+=mc)
355       {
356         const Index actual_mc = (std::min)(mc,rows-i2);
357         pack_lhs(blockA, lhs.getSubMapper(i2, actual_k2), actual_kc, actual_mc);
358 
359         // triangular kernel
360         if(ts>0)
361         {
362           for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
363           {
364             Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
365             Index panelLength = IsLower ? actual_kc-j2 : j2+actualPanelWidth;
366             Index blockOffset = IsLower ? j2 : 0;
367 
368             gebp_kernel(res.getSubMapper(i2, actual_k2 + j2),
369                         blockA, blockB+j2*actual_kc,
370                         actual_mc, panelLength, actualPanelWidth,
371                         alpha,
372                         actual_kc, actual_kc,  // strides
373                         blockOffset, blockOffset);// offsets
374           }
375         }
376         gebp_kernel(res.getSubMapper(i2, IsLower ? 0 : k2),
377                     blockA, geb, actual_mc, actual_kc, rs,
378                     alpha,
379                     -1, -1, 0, 0);
380       }
381     }
382   }
383 
384 /***************************************************************************
385 * Wrapper to product_triangular_matrix_matrix
386 ***************************************************************************/
387 
388 } // end namespace internal
389 
390 namespace internal {
391 template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
392 struct triangular_product_impl<Mode,LhsIsTriangular,Lhs,false,Rhs,false>
393 {
394   template<typename Dest> static void run(Dest& dst, const Lhs &a_lhs, const Rhs &a_rhs, const typename Dest::Scalar& alpha)
395   {
396     typedef typename Dest::Scalar     Scalar;
397 
398     typedef internal::blas_traits<Lhs> LhsBlasTraits;
399     typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
400     typedef typename internal::remove_all<ActualLhsType>::type ActualLhsTypeCleaned;
401     typedef internal::blas_traits<Rhs> RhsBlasTraits;
402     typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType;
403     typedef typename internal::remove_all<ActualRhsType>::type ActualRhsTypeCleaned;
404 
405     typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(a_lhs);
406     typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(a_rhs);
407 
408     Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(a_lhs)
409                                * RhsBlasTraits::extractScalarFactor(a_rhs);
410 
411     typedef internal::gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
412               Lhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxColsAtCompileTime,4> BlockingType;
413 
414     enum { IsLower = (Mode&Lower) == Lower };
415     Index stripedRows  = ((!LhsIsTriangular) || (IsLower))  ? lhs.rows() : (std::min)(lhs.rows(),lhs.cols());
416     Index stripedCols  = ((LhsIsTriangular)  || (!IsLower)) ? rhs.cols() : (std::min)(rhs.cols(),rhs.rows());
417     Index stripedDepth = LhsIsTriangular ? ((!IsLower) ? lhs.cols() : (std::min)(lhs.cols(),lhs.rows()))
418                                          : ((IsLower)  ? rhs.rows() : (std::min)(rhs.rows(),rhs.cols()));
419 
420     BlockingType blocking(stripedRows, stripedCols, stripedDepth, 1, false);
421 
422     internal::product_triangular_matrix_matrix<Scalar, Index,
423       Mode, LhsIsTriangular,
424       (internal::traits<ActualLhsTypeCleaned>::Flags&RowMajorBit) ? RowMajor : ColMajor, LhsBlasTraits::NeedToConjugate,
425       (internal::traits<ActualRhsTypeCleaned>::Flags&RowMajorBit) ? RowMajor : ColMajor, RhsBlasTraits::NeedToConjugate,
426       (internal::traits<Dest          >::Flags&RowMajorBit) ? RowMajor : ColMajor>
427       ::run(
428         stripedRows, stripedCols, stripedDepth,   // sizes
429         &lhs.coeffRef(0,0), lhs.outerStride(),    // lhs info
430         &rhs.coeffRef(0,0), rhs.outerStride(),    // rhs info
431         &dst.coeffRef(0,0), dst.outerStride(),    // result info
432         actualAlpha, blocking
433       );
434   }
435 };
436 
437 } // end namespace internal
438 
439 } // end namespace Eigen
440 
441 #endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_H
442