added: use BLAS in outer_product

src/LinAlg/matrix.h

@@ -638,32 +638,7 @@ namespace utl //! General utility classes and functions.
 
     //! \brief Outer product between two vectors.
     bool outer_product(const std::vector<T>& X, const std::vector<T>& Y,
-                       bool addTo = false, T alpha = T(1))
+                       bool addTo = false, T alpha = T(1));
-    {
-      if (!addTo)
-        this->resize(X.size(),Y.size());
-      else if (X.size() != nrow || Y.size() != ncol)
-      {
-        std::cerr <<"matrix::outer_product: Incompatible matrix and vectors: A("
-                  << nrow <<','<< ncol <<"), X("
-                  << X.size() <<"), Y("<< Y.size() <<")\n"
-                  <<"                       when computing A += X*Y^t"
-                  << std::endl;
-        ABORT_ON_INDEX_CHECK;
-        return false;
-      }
-
-      if (addTo)
-        for (size_t j = 0; j < ncol; j++)
-          for (size_t i = 0; i < nrow; i++)
-            elem[i+nrow*j] += alpha*X[i]*Y[j];
-      else
-        for (size_t j = 0; j < ncol; j++)
-          for (size_t i = 0; i < nrow; i++)
-            elem[i+nrow*j] = alpha*X[i]*Y[j];
-
-      return true;
-    }
 
     //! \brief Return the Euclidean norm of the matrix.
     T norm2() const { return elem.norm2(); }
@@ -1259,6 +1234,68 @@ namespace utl //! General utility classes and functions.
     return true;
   }
 
+  template<> inline
+  bool matrix<float>::outer_product(const std::vector<float>& X,
+                                    const std::vector<float>& Y,
+                                    bool addTo, float alpha)
+  {
+    if (!addTo)
+      this->resize(X.size(),Y.size());
+    else if (X.size() != nrow || Y.size() != ncol)
+    {
+      std::cerr <<"matrix::outer_product: Incompatible matrix and vectors: A("
+                << nrow <<','<< ncol <<"), X("
+                << X.size() <<"), Y("<< Y.size() <<")\n"
+                <<"                       when computing A += X*Y^t"
+                << std::endl;
+      ABORT_ON_INDEX_CHECK;
+      return false;
+    }
+    size_t M = X.size();
+    size_t N = Y.size();
+    size_t K = 1;
+    cblas_sgemm(CblasColMajor,
+                CblasNoTrans, CblasTrans,
+                M, N, K, alpha,
+                X.data(), M,
+                Y.data(), N,
+                addTo ? 1.0f : 0.0f,
+                this->ptr(), nrow);
+
+    return true;
+  }
+
+  template<> inline
+  bool matrix<double>::outer_product(const std::vector<double>& X,
+                                     const std::vector<double>& Y,
+                                     bool addTo, double alpha)
+  {
+    if (!addTo)
+      this->resize(X.size(),Y.size());
+    else if (X.size() != nrow || Y.size() != ncol)
+    {
+      std::cerr <<"matrix::outer_product: Incompatible matrix and vectors: A("
+                << nrow <<','<< ncol <<"), X("
+                << X.size() <<"), Y("<< Y.size() <<")\n"
+                <<"                       when computing A += X*Y^t"
+                << std::endl;
+      ABORT_ON_INDEX_CHECK;
+      return false;
+    }
+    size_t M = X.size();
+    size_t N = Y.size();
+    size_t K = 1;
+    cblas_dgemm(CblasColMajor,
+                CblasNoTrans, CblasTrans,
+                M, N, K, alpha,
+                X.data(), M,
+                Y.data(), N,
+                addTo ? 1.0 : 0.0,
+                this->ptr(), nrow);
+
+    return true;
+  }
+
   template<> inline
   bool matrix3d<double>::multiply(const matrix<double>& A,
                                   const matrix3d<double>& B,
@@ -1490,6 +1527,36 @@ namespace utl //! General utility classes and functions.
     return true;
   }
 
+  template<class T> inline
+  bool matrix<T>::outer_product(const std::vector<T>& X,
+                                const std::vector<T>& Y,
+                                bool addTo = false, T alpha = T(1))
+  {
+    if (!addTo)
+      this->resize(X.size(),Y.size());
+    else if (X.size() != nrow || Y.size() != ncol)
+    {
+      std::cerr <<"matrix::outer_product: Incompatible matrix and vectors: A("
+                << nrow <<','<< ncol <<"), X("
+                << X.size() <<"), Y("<< Y.size() <<")\n"
+                <<"                       when computing A += X*Y^t"
+                << std::endl;
+      ABORT_ON_INDEX_CHECK;
+      return false;
+    }
+
+    if (addTo)
+      for (size_t j = 0; j < ncol; j++)
+        for (size_t i = 0; i < nrow; i++)
+          elem[i+nrow*j] += alpha*X[i]*Y[j];
+    else
+      for (size_t j = 0; j < ncol; j++)
+        for (size_t i = 0; i < nrow; i++)
+          elem[i+nrow*j] = alpha*X[i]*Y[j];
+
+    return true;
+  }
+
   template<class T> inline
   bool matrix3d<T>::multiply(const matrix<T>& A, const matrix3d<T>& B,
                              bool transA, bool addTo)