arena_matrix.hpp

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#ifndef STAN_MATH_REV_CORE_ARENA_MATRIX_HPP
#define STAN_MATH_REV_CORE_ARENA_MATRIX_HPP
 
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/rev/core/chainable_alloc.hpp>
#include <stan/math/rev/core/chainablestack.hpp>
#include <stan/math/rev/core/var_value_fwd_declare.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
namespace stan {
namespace math {
 
template <typename MatrixType>
class arena_matrix<MatrixType, require_eigen_dense_base_t<MatrixType>>
    : public Eigen::Map<MatrixType> {
 public:
  using Scalar = value_type_t<MatrixType>;
  using Base = Eigen::Map<MatrixType>;
  using PlainObject = std::decay_t<MatrixType>;
  static constexpr int RowsAtCompileTime = MatrixType::RowsAtCompileTime;
  static constexpr int ColsAtCompileTime = MatrixType::ColsAtCompileTime;
 
  arena_matrix()
      : Base::Map(nullptr,
                  RowsAtCompileTime == Eigen::Dynamic ? 0 : RowsAtCompileTime,
                  ColsAtCompileTime == Eigen::Dynamic ? 0 : ColsAtCompileTime) {
  }
 
  arena_matrix(Eigen::Index rows, Eigen::Index cols)
      : Base::Map(
          ChainableStack::instance_->memalloc_.alloc_array<Scalar>(rows * cols),
          rows, cols) {}
 
  explicit arena_matrix(Eigen::Index size)
      : Base::Map(
          ChainableStack::instance_->memalloc_.alloc_array<Scalar>(size),
          size) {}
 
  template <typename T, require_eigen_t<T>* = nullptr>
  arena_matrix(const T& other)  // NOLINT
      : Base::Map(
          ChainableStack::instance_->memalloc_.alloc_array<Scalar>(
              other.size()),
          (RowsAtCompileTime == 1 && T::ColsAtCompileTime == 1)
                  || (ColsAtCompileTime == 1 && T::RowsAtCompileTime == 1)
              ? other.cols()
              : other.rows(),
          (RowsAtCompileTime == 1 && T::ColsAtCompileTime == 1)
                  || (ColsAtCompileTime == 1 && T::RowsAtCompileTime == 1)
              ? other.rows()
              : other.cols()) {
    *this = other;
  }
 
  arena_matrix(const Base& other)  // NOLINT
      : Base::Map(other) {}
 
  arena_matrix(const arena_matrix<MatrixType>& other)
      : Base::Map(const_cast<Scalar*>(other.data()), other.rows(),
                  other.cols()) {}
 
  // without this using, compiler prefers combination of implicit construction
  // and copy assignment to the inherited operator when assigned an expression
  using Base::operator=;
 
  arena_matrix& operator=(const arena_matrix<MatrixType>& other) {
    // placement new changes what data map points to - there is no allocation
    new (this)
        Base(const_cast<Scalar*>(other.data()), other.rows(), other.cols());
    return *this;
  }
 
  template <typename T>
  arena_matrix& operator=(const T& a) {
    // do we need to transpose?
    if ((RowsAtCompileTime == 1 && T::ColsAtCompileTime == 1)
        || (ColsAtCompileTime == 1 && T::RowsAtCompileTime == 1)) {
      // placement new changes what data map points to - there is no allocation
      new (this) Base(
          ChainableStack::instance_->memalloc_.alloc_array<Scalar>(a.size()),
          a.cols(), a.rows());
 
    } else {
      new (this) Base(
          ChainableStack::instance_->memalloc_.alloc_array<Scalar>(a.size()),
          a.rows(), a.cols());
    }
    Base::operator=(a);
    return *this;
  }
  template <typename T>
  void deep_copy(const T& x) {
    Base::operator=(x);
  }
};
 
template <typename MatrixType>
class arena_matrix<MatrixType, require_eigen_sparse_base_t<MatrixType>>
    : public Eigen::Map<MatrixType> {
 public:
  using Scalar = value_type_t<MatrixType>;
  using Base = Eigen::Map<MatrixType>;
  using PlainObject = std::decay_t<MatrixType>;
  using StorageIndex = typename PlainObject::StorageIndex;
 
  arena_matrix() : Base::Map(0, 0, 0, nullptr, nullptr, nullptr) {}
  arena_matrix(Eigen::Index rows, Eigen::Index cols, Eigen::Index nnz,
               StorageIndex* outerIndexPtr, StorageIndex* innerIndexPtr,
               Scalar* valuePtr, StorageIndex* innerNonZerosPtr = nullptr)
      : Base::Map(rows, cols, nnz, outerIndexPtr, innerIndexPtr, valuePtr,
                  innerNonZerosPtr) {}
 
 private:
  template <typename T, typename Integral>
  inline T* copy_vector(const T* ptr, Integral size) {
    if (size == 0)
      return nullptr;
    T* ret = ChainableStack::instance_->memalloc_.alloc_array<T>(size);
    std::copy_n(ptr, size, ret);
    return ret;
  }
 
 public:
  template <typename T, require_same_t<T, PlainObject>* = nullptr>
  arena_matrix(T&& other)  // NOLINT
      : Base::Map(
          other.rows(), other.cols(), other.nonZeros(),
          copy_vector(other.outerIndexPtr(), other.outerSize() + 1),
          copy_vector(other.innerIndexPtr(), other.nonZeros()),
          copy_vector(other.valuePtr(), other.nonZeros()),
          copy_vector(
              other.innerNonZeroPtr(),
              other.innerNonZeroPtr() == nullptr ? 0 : other.innerSize())) {}
 
  template <typename S, require_convertible_t<S&, PlainObject>* = nullptr,
            require_not_same_t<S, PlainObject>* = nullptr>
  arena_matrix(S&& other)  // NOLINT
      : arena_matrix(PlainObject(std::forward<S>(other))) {}
 
  arena_matrix(const Base& other)  // NOLINT
      : Base(other) {}
 
  arena_matrix(const arena_matrix<MatrixType>& other)
      : Base::Map(other.rows(), other.cols(), other.nonZeros(),
                  const_cast<StorageIndex*>(other.outerIndexPtr()),
                  const_cast<StorageIndex*>(other.innerIndexPtr()),
                  const_cast<Scalar*>(other.valuePtr()),
                  const_cast<StorageIndex*>(other.innerNonZeroPtr())) {}
  arena_matrix(arena_matrix<MatrixType>&& other)
      : Base::Map(other.rows(), other.cols(), other.nonZeros(),
                  const_cast<StorageIndex*>(other.outerIndexPtr()),
                  const_cast<StorageIndex*>(other.innerIndexPtr()),
                  const_cast<Scalar*>(other.valuePtr()),
                  const_cast<StorageIndex*>(other.innerNonZeroPtr())) {}
  arena_matrix(arena_matrix<MatrixType>& other)
      : Base::Map(other.rows(), other.cols(), other.nonZeros(),
                  const_cast<StorageIndex*>(other.outerIndexPtr()),
                  const_cast<StorageIndex*>(other.innerIndexPtr()),
                  const_cast<Scalar*>(other.valuePtr()),
                  const_cast<StorageIndex*>(other.innerNonZeroPtr())) {}
 
  // without this using, compiler prefers combination of implicit construction
  // and copy assignment to the inherited operator when assigned an expression
  using Base::operator=;
 
  template <typename ArenaMatrix,
            require_same_t<std::decay_t<ArenaMatrix>,
                           arena_matrix<MatrixType>>* = nullptr>
  arena_matrix& operator=(ArenaMatrix&& other) {
    // placement new changes what data map points to - there is no allocation
    new (this) Base(other.rows(), other.cols(), other.nonZeros(),
                    const_cast<StorageIndex*>(other.outerIndexPtr()),
                    const_cast<StorageIndex*>(other.innerIndexPtr()),
                    const_cast<Scalar*>(other.valuePtr()),
                    const_cast<StorageIndex*>(other.innerNonZeroPtr()));
    return *this;
  }
 
  template <typename Expr,
            require_not_same_t<Expr, arena_matrix<MatrixType>>* = nullptr>
  arena_matrix& operator=(Expr&& expr) {
    new (this) arena_matrix(std::forward<Expr>(expr));
    return *this;
  }
 
 private:
  template <typename F, typename Expr,
            require_convertible_t<Expr&, MatrixType>* = nullptr,
            require_same_t<Expr, arena_matrix<MatrixType>>* = nullptr>
  inline void inplace_ops_impl(F&& f, Expr&& other) {
    auto&& x = to_ref(other);
    auto* val_ptr = (*this).valuePtr();
    auto* x_val_ptr = x.valuePtr();
    const auto non_zeros = (*this).nonZeros();
    for (Eigen::Index i = 0; i < non_zeros; ++i) {
      f(val_ptr[i], x_val_ptr[i]);
    }
  }
 
  template <typename F, typename Expr,
            require_convertible_t<Expr&, MatrixType>* = nullptr,
            require_not_same_t<Expr, arena_matrix<MatrixType>>* = nullptr>
  inline void inplace_ops_impl(F&& f, Expr&& other) {
    auto&& x = to_ref(other);
    for (int k = 0; k < (*this).outerSize(); ++k) {
      typename Base::InnerIterator it(*this, k);
      typename std::decay_t<Expr>::InnerIterator iz(x, k);
      for (; static_cast<bool>(it) && static_cast<bool>(iz); ++it, ++iz) {
        f(it.valueRef(), iz.value());
      }
    }
  }
 
  template <typename F, typename Expr,
            require_not_convertible_t<Expr&, MatrixType>* = nullptr,
            require_eigen_dense_base_t<Expr>* = nullptr>
  inline void inplace_ops_impl(F&& f, Expr&& other) {
    auto&& x = to_ref(other);
    for (int k = 0; k < (*this).outerSize(); ++k) {
      typename Base::InnerIterator it(*this, k);
      for (; static_cast<bool>(it); ++it) {
        f(it.valueRef(), x(it.row(), it.col()));
      }
    }
  }
 
  template <typename F, typename T,
            require_convertible_t<T&, Scalar>* = nullptr>
  inline void inplace_ops_impl(F&& f, T&& other) {
    auto* val_ptr = (*this).valuePtr();
    const auto non_zeros = (*this).nonZeros();
    for (Eigen::Index i = 0; i < non_zeros; ++i) {
      f(val_ptr[i], other);
    }
  }
 
 public:
  template <typename T>
  inline arena_matrix& operator+=(T&& other) {
    inplace_ops_impl(
        [](auto&& x, auto&& y) {
          x += y;
          return;
        },
        std::forward<T>(other));
    return *this;
  }
 
  template <typename T>
  inline arena_matrix& operator-=(T&& other) {
    inplace_ops_impl(
        [](auto&& x, auto&& y) {
          x -= y;
          return;
        },
        std::forward<T>(other));
    return *this;
  }
};
 
}  // namespace math
}  // namespace stan
 
namespace Eigen {
namespace internal {
 
template <typename T>
struct traits<stan::math::arena_matrix<T>> {
  using base = traits<Eigen::Map<T>>;
  using XprKind = typename Eigen::internal::traits<std::decay_t<T>>::XprKind;
  enum {
    PlainObjectTypeInnerSize = base::PlainObjectTypeInnerSize,
    InnerStrideAtCompileTime = base::InnerStrideAtCompileTime,
    OuterStrideAtCompileTime = base::OuterStrideAtCompileTime,
    Alignment = base::Alignment,
    Flags = base::Flags
  };
};
 
}  // namespace internal
}  // namespace Eigen
 
#endif