Mercurial > hg > vamp-build-and-test
diff DEPENDENCIES/generic/include/boost/numeric/ublas/blas.hpp @ 16:2665513ce2d3
Add boost headers
| author | Chris Cannam |
|---|---|
| date | Tue, 05 Aug 2014 11:11:38 +0100 |
| parents | |
| children |
line wrap: on
line diff
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/DEPENDENCIES/generic/include/boost/numeric/ublas/blas.hpp Tue Aug 05 11:11:38 2014 +0100 @@ -0,0 +1,499 @@ +// Copyright (c) 2000-2011 Joerg Walter, Mathias Koch, David Bellot +// +// Distributed under the Boost Software License, Version 1.0. (See +// accompanying file LICENSE_1_0.txt or copy at +// http://www.boost.org/LICENSE_1_0.txt) +// +// The authors gratefully acknowledge the support of +// GeNeSys mbH & Co. KG in producing this work. + +#ifndef _BOOST_UBLAS_BLAS_ +#define _BOOST_UBLAS_BLAS_ + +#include <boost/numeric/ublas/traits.hpp> + +namespace boost { namespace numeric { namespace ublas { + + + /** Interface and implementation of BLAS level 1 + * This includes functions which perform \b vector-vector operations. + * More information about BLAS can be found at + * <a href="http://en.wikipedia.org/wiki/BLAS">http://en.wikipedia.org/wiki/BLAS</a> + */ + namespace blas_1 { + + /** 1-Norm: \f$\sum_i |x_i|\f$ (also called \f$\mathcal{L}_1\f$ or Manhattan norm) + * + * \param v a vector or vector expression + * \return the 1-Norm with type of the vector's type + * + * \tparam V type of the vector (not needed by default) + */ + template<class V> + typename type_traits<typename V::value_type>::real_type + asum (const V &v) { + return norm_1 (v); + } + + /** 2-Norm: \f$\sum_i |x_i|^2\f$ (also called \f$\mathcal{L}_2\f$ or Euclidean norm) + * + * \param v a vector or vector expression + * \return the 2-Norm with type of the vector's type + * + * \tparam V type of the vector (not needed by default) + */ + template<class V> + typename type_traits<typename V::value_type>::real_type + nrm2 (const V &v) { + return norm_2 (v); + } + + /** Infinite-norm: \f$\max_i |x_i|\f$ (also called \f$\mathcal{L}_\infty\f$ norm) + * + * \param v a vector or vector expression + * \return the Infinite-Norm with type of the vector's type + * + * \tparam V type of the vector (not needed by default) + */ + template<class V> + typename type_traits<typename V::value_type>::real_type + amax (const V &v) { + return norm_inf (v); + } + + /** Inner product of vectors \f$v_1\f$ and \f$v_2\f$ + * + * \param v1 first vector of the inner product + * \param v2 second vector of the inner product + * \return the inner product of the type of the most generic type of the 2 vectors + * + * \tparam V1 type of first vector (not needed by default) + * \tparam V2 type of second vector (not needed by default) + */ + template<class V1, class V2> + typename promote_traits<typename V1::value_type, typename V2::value_type>::promote_type + dot (const V1 &v1, const V2 &v2) { + return inner_prod (v1, v2); + } + + /** Copy vector \f$v_2\f$ to \f$v_1\f$ + * + * \param v1 target vector + * \param v2 source vector + * \return a reference to the target vector + * + * \tparam V1 type of first vector (not needed by default) + * \tparam V2 type of second vector (not needed by default) + */ + template<class V1, class V2> + V1 & copy (V1 &v1, const V2 &v2) + { + return v1.assign (v2); + } + + /** Swap vectors \f$v_1\f$ and \f$v_2\f$ + * + * \param v1 first vector + * \param v2 second vector + * + * \tparam V1 type of first vector (not needed by default) + * \tparam V2 type of second vector (not needed by default) + */ + template<class V1, class V2> + void swap (V1 &v1, V2 &v2) + { + v1.swap (v2); + } + + /** scale vector \f$v\f$ with scalar \f$t\f$ + * + * \param v vector to be scaled + * \param t the scalar + * \return \c t*v + * + * \tparam V type of the vector (not needed by default) + * \tparam T type of the scalar (not needed by default) + */ + template<class V, class T> + V & scal (V &v, const T &t) + { + return v *= t; + } + + /** Compute \f$v_1= v_1 + t.v_2\f$ + * + * \param v1 target and first vector + * \param t the scalar + * \param v2 second vector + * \return a reference to the first and target vector + * + * \tparam V1 type of the first vector (not needed by default) + * \tparam T type of the scalar (not needed by default) + * \tparam V2 type of the second vector (not needed by default) + */ + template<class V1, class T, class V2> + V1 & axpy (V1 &v1, const T &t, const V2 &v2) + { + return v1.plus_assign (t * v2); + } + + /** Performs rotation of points in the plane and assign the result to the first vector + * + * Each point is defined as a pair \c v1(i) and \c v2(i), being respectively + * the \f$x\f$ and \f$y\f$ coordinates. The parameters \c t1 and \t2 are respectively + * the cosine and sine of the angle of the rotation. + * Results are not returned but directly written into \c v1. + * + * \param t1 cosine of the rotation + * \param v1 vector of \f$x\f$ values + * \param t2 sine of the rotation + * \param v2 vector of \f$y\f$ values + * + * \tparam T1 type of the cosine value (not needed by default) + * \tparam V1 type of the \f$x\f$ vector (not needed by default) + * \tparam T2 type of the sine value (not needed by default) + * \tparam V2 type of the \f$y\f$ vector (not needed by default) + */ + template<class T1, class V1, class T2, class V2> + void rot (const T1 &t1, V1 &v1, const T2 &t2, V2 &v2) + { + typedef typename promote_traits<typename V1::value_type, typename V2::value_type>::promote_type promote_type; + vector<promote_type> vt (t1 * v1 + t2 * v2); + v2.assign (- t2 * v1 + t1 * v2); + v1.assign (vt); + } + + } + + /** \brief Interface and implementation of BLAS level 2 + * This includes functions which perform \b matrix-vector operations. + * More information about BLAS can be found at + * <a href="http://en.wikipedia.org/wiki/BLAS">http://en.wikipedia.org/wiki/BLAS</a> + */ + namespace blas_2 { + + /** \brief multiply vector \c v with triangular matrix \c m + * + * \param v a vector + * \param m a triangular matrix + * \return the result of the product + * + * \tparam V type of the vector (not needed by default) + * \tparam M type of the matrix (not needed by default) + */ + template<class V, class M> + V & tmv (V &v, const M &m) + { + return v = prod (m, v); + } + + /** \brief solve \f$m.x = v\f$ in place, where \c m is a triangular matrix + * + * \param v a vector + * \param m a matrix + * \param C (this parameter is not needed) + * \return a result vector from the above operation + * + * \tparam V type of the vector (not needed by default) + * \tparam M type of the matrix (not needed by default) + * \tparam C n/a + */ + template<class V, class M, class C> + V & tsv (V &v, const M &m, C) + { + return v = solve (m, v, C ()); + } + + /** \brief compute \f$ v_1 = t_1.v_1 + t_2.(m.v_2)\f$, a general matrix-vector product + * + * \param v1 a vector + * \param t1 a scalar + * \param t2 another scalar + * \param m a matrix + * \param v2 another vector + * \return the vector \c v1 with the result from the above operation + * + * \tparam V1 type of first vector (not needed by default) + * \tparam T1 type of first scalar (not needed by default) + * \tparam T2 type of second scalar (not needed by default) + * \tparam M type of matrix (not needed by default) + * \tparam V2 type of second vector (not needed by default) + */ + template<class V1, class T1, class T2, class M, class V2> + V1 & gmv (V1 &v1, const T1 &t1, const T2 &t2, const M &m, const V2 &v2) + { + return v1 = t1 * v1 + t2 * prod (m, v2); + } + + /** \brief Rank 1 update: \f$ m = m + t.(v_1.v_2^T)\f$ + * + * \param m a matrix + * \param t a scalar + * \param v1 a vector + * \param v2 another vector + * \return a matrix with the result from the above operation + * + * \tparam M type of matrix (not needed by default) + * \tparam T type of scalar (not needed by default) + * \tparam V1 type of first vector (not needed by default) + * \tparam V2type of second vector (not needed by default) + */ + template<class M, class T, class V1, class V2> + M & gr (M &m, const T &t, const V1 &v1, const V2 &v2) + { +#ifndef BOOST_UBLAS_SIMPLE_ET_DEBUG + return m += t * outer_prod (v1, v2); +#else + return m = m + t * outer_prod (v1, v2); +#endif + } + + /** \brief symmetric rank 1 update: \f$m = m + t.(v.v^T)\f$ + * + * \param m a matrix + * \param t a scalar + * \param v a vector + * \return a matrix with the result from the above operation + * + * \tparam M type of matrix (not needed by default) + * \tparam T type of scalar (not needed by default) + * \tparam V type of vector (not needed by default) + */ + template<class M, class T, class V> + M & sr (M &m, const T &t, const V &v) + { +#ifndef BOOST_UBLAS_SIMPLE_ET_DEBUG + return m += t * outer_prod (v, v); +#else + return m = m + t * outer_prod (v, v); +#endif + } + + /** \brief hermitian rank 1 update: \f$m = m + t.(v.v^H)\f$ + * + * \param m a matrix + * \param t a scalar + * \param v a vector + * \return a matrix with the result from the above operation + * + * \tparam M type of matrix (not needed by default) + * \tparam T type of scalar (not needed by default) + * \tparam V type of vector (not needed by default) + */ + template<class M, class T, class V> + M & hr (M &m, const T &t, const V &v) + { +#ifndef BOOST_UBLAS_SIMPLE_ET_DEBUG + return m += t * outer_prod (v, conj (v)); +#else + return m = m + t * outer_prod (v, conj (v)); +#endif + } + + /** \brief symmetric rank 2 update: \f$ m=m+ t.(v_1.v_2^T + v_2.v_1^T)\f$ + * + * \param m a matrix + * \param t a scalar + * \param v1 a vector + * \param v2 another vector + * \return a matrix with the result from the above operation + * + * \tparam M type of matrix (not needed by default) + * \tparam T type of scalar (not needed by default) + * \tparam V1 type of first vector (not needed by default) + * \tparam V2type of second vector (not needed by default) + */ + template<class M, class T, class V1, class V2> + M & sr2 (M &m, const T &t, const V1 &v1, const V2 &v2) + { +#ifndef BOOST_UBLAS_SIMPLE_ET_DEBUG + return m += t * (outer_prod (v1, v2) + outer_prod (v2, v1)); +#else + return m = m + t * (outer_prod (v1, v2) + outer_prod (v2, v1)); +#endif + } + + /** \brief hermitian rank 2 update: \f$m=m+t.(v_1.v_2^H) + v_2.(t.v_1)^H)\f$ + * + * \param m a matrix + * \param t a scalar + * \param v1 a vector + * \param v2 another vector + * \return a matrix with the result from the above operation + * + * \tparam M type of matrix (not needed by default) + * \tparam T type of scalar (not needed by default) + * \tparam V1 type of first vector (not needed by default) + * \tparam V2type of second vector (not needed by default) + */ + template<class M, class T, class V1, class V2> + M & hr2 (M &m, const T &t, const V1 &v1, const V2 &v2) + { +#ifndef BOOST_UBLAS_SIMPLE_ET_DEBUG + return m += t * outer_prod (v1, conj (v2)) + type_traits<T>::conj (t) * outer_prod (v2, conj (v1)); +#else + return m = m + t * outer_prod (v1, conj (v2)) + type_traits<T>::conj (t) * outer_prod (v2, conj (v1)); +#endif + } + + } + + /** \brief Interface and implementation of BLAS level 3 + * This includes functions which perform \b matrix-matrix operations. + * More information about BLAS can be found at + * <a href="http://en.wikipedia.org/wiki/BLAS">http://en.wikipedia.org/wiki/BLAS</a> + */ + namespace blas_3 { + + /** \brief triangular matrix multiplication \f$m_1=t.m_2.m_3\f$ where \f$m_2\f$ and \f$m_3\f$ are triangular + * + * \param m1 a matrix for storing result + * \param t a scalar + * \param m2 a triangular matrix + * \param m3 a triangular matrix + * \return the matrix \c m1 + * + * \tparam M1 type of the result matrix (not needed by default) + * \tparam T type of the scalar (not needed by default) + * \tparam M2 type of the first triangular matrix (not needed by default) + * \tparam M3 type of the second triangular matrix (not needed by default) + * + */ + template<class M1, class T, class M2, class M3> + M1 & tmm (M1 &m1, const T &t, const M2 &m2, const M3 &m3) + { + return m1 = t * prod (m2, m3); + } + + /** \brief triangular solve \f$ m_2.x = t.m_1\f$ in place, \f$m_2\f$ is a triangular matrix + * + * \param m1 a matrix + * \param t a scalar + * \param m2 a triangular matrix + * \param C (not used) + * \return the \f$m_1\f$ matrix + * + * \tparam M1 type of the first matrix (not needed by default) + * \tparam T type of the scalar (not needed by default) + * \tparam M2 type of the triangular matrix (not needed by default) + * \tparam C (n/a) + */ + template<class M1, class T, class M2, class C> + M1 & tsm (M1 &m1, const T &t, const M2 &m2, C) + { + return m1 = solve (m2, t * m1, C ()); + } + + /** \brief general matrix multiplication \f$m_1=t_1.m_1 + t_2.m_2.m_3\f$ + * + * \param m1 first matrix + * \param t1 first scalar + * \param t2 second scalar + * \param m2 second matrix + * \param m3 third matrix + * \return the matrix \c m1 + * + * \tparam M1 type of the first matrix (not needed by default) + * \tparam T1 type of the first scalar (not needed by default) + * \tparam T2 type of the second scalar (not needed by default) + * \tparam M2 type of the second matrix (not needed by default) + * \tparam M3 type of the third matrix (not needed by default) + */ + template<class M1, class T1, class T2, class M2, class M3> + M1 & gmm (M1 &m1, const T1 &t1, const T2 &t2, const M2 &m2, const M3 &m3) + { + return m1 = t1 * m1 + t2 * prod (m2, m3); + } + + /** \brief symmetric rank \a k update: \f$m_1=t.m_1+t_2.(m_2.m_2^T)\f$ + * + * \param m1 first matrix + * \param t1 first scalar + * \param t2 second scalar + * \param m2 second matrix + * \return matrix \c m1 + * + * \tparam M1 type of the first matrix (not needed by default) + * \tparam T1 type of the first scalar (not needed by default) + * \tparam T2 type of the second scalar (not needed by default) + * \tparam M2 type of the second matrix (not needed by default) + * \todo use opb_prod() + */ + template<class M1, class T1, class T2, class M2> + M1 & srk (M1 &m1, const T1 &t1, const T2 &t2, const M2 &m2) + { + return m1 = t1 * m1 + t2 * prod (m2, trans (m2)); + } + + /** \brief hermitian rank \a k update: \f$m_1=t.m_1+t_2.(m_2.m2^H)\f$ + * + * \param m1 first matrix + * \param t1 first scalar + * \param t2 second scalar + * \param m2 second matrix + * \return matrix \c m1 + * + * \tparam M1 type of the first matrix (not needed by default) + * \tparam T1 type of the first scalar (not needed by default) + * \tparam T2 type of the second scalar (not needed by default) + * \tparam M2 type of the second matrix (not needed by default) + * \todo use opb_prod() + */ + template<class M1, class T1, class T2, class M2> + M1 & hrk (M1 &m1, const T1 &t1, const T2 &t2, const M2 &m2) + { + return m1 = t1 * m1 + t2 * prod (m2, herm (m2)); + } + + /** \brief generalized symmetric rank \a k update: \f$m_1=t_1.m_1+t_2.(m_2.m3^T)+t_2.(m_3.m2^T)\f$ + * + * \param m1 first matrix + * \param t1 first scalar + * \param t2 second scalar + * \param m2 second matrix + * \param m3 third matrix + * \return matrix \c m1 + * + * \tparam M1 type of the first matrix (not needed by default) + * \tparam T1 type of the first scalar (not needed by default) + * \tparam T2 type of the second scalar (not needed by default) + * \tparam M2 type of the second matrix (not needed by default) + * \tparam M3 type of the third matrix (not needed by default) + * \todo use opb_prod() + */ + template<class M1, class T1, class T2, class M2, class M3> + M1 & sr2k (M1 &m1, const T1 &t1, const T2 &t2, const M2 &m2, const M3 &m3) + { + return m1 = t1 * m1 + t2 * (prod (m2, trans (m3)) + prod (m3, trans (m2))); + } + + /** \brief generalized hermitian rank \a k update: * \f$m_1=t_1.m_1+t_2.(m_2.m_3^H)+(m_3.(t_2.m_2)^H)\f$ + * + * \param m1 first matrix + * \param t1 first scalar + * \param t2 second scalar + * \param m2 second matrix + * \param m3 third matrix + * \return matrix \c m1 + * + * \tparam M1 type of the first matrix (not needed by default) + * \tparam T1 type of the first scalar (not needed by default) + * \tparam T2 type of the second scalar (not needed by default) + * \tparam M2 type of the second matrix (not needed by default) + * \tparam M3 type of the third matrix (not needed by default) + * \todo use opb_prod() + */ + template<class M1, class T1, class T2, class M2, class M3> + M1 & hr2k (M1 &m1, const T1 &t1, const T2 &t2, const M2 &m2, const M3 &m3) + { + return m1 = + t1 * m1 + + t2 * prod (m2, herm (m3)) + + type_traits<T2>::conj (t2) * prod (m3, herm (m2)); + } + + } + +}}} + +#endif