Beispiel #1
0
inline void
TwoSidedTrsmLVar2( UnitOrNonUnit diag, Matrix<F>& A, const Matrix<F>& L )
{
#ifndef RELEASE
    PushCallStack("internal::TwoSidedTrsmLVar2");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( L.Height() != L.Width() )
        throw std::logic_error("Triangular matrices must be square");
    if( A.Height() != L.Height() )
        throw std::logic_error("A and L must be the same size");
#endif
    // Matrix views
    Matrix<F>
        ATL, ATR,  A00, A01, A02,
        ABL, ABR,  A10, A11, A12,
                         A20, A21, A22;
    Matrix<F>
        LTL, LTR,  L00, L01, L02,
        LBL, LBR,  L10, L11, L12,
                   L20, L21, L22;

    // Temporary products
    Matrix<F> X11;
    Matrix<F> Y10;

    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    LockedPartitionDownDiagonal
    ( L, LTL, LTR,
         LBL, LBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        LockedRepartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, /**/ L01, L02,
         /*************/ /******************/
               /**/       L10, /**/ L11, L12,
          LBL, /**/ LBR,  L20, /**/ L21, L22 );

        //--------------------------------------------------------------------//
        // Y10 := L10 A00
        Zeros( L10.Height(), A00.Width(), Y10 );
        Hemm( RIGHT, LOWER, F(1), A00, L10, F(0), Y10 );

        // A10 := A10 - 1/2 Y10
        Axpy( F(-1)/F(2), Y10, A10 );

        // A11 := A11 - (A10 L10' + L10 A10')
        Her2k( LOWER, NORMAL, F(-1), A10, L10, F(1), A11 );

        // A11 := inv(L11) A11 inv(L11)'
        TwoSidedTrsmLUnb( diag, A11, L11 );

        // A21 := A21 - A20 L10'
        Gemm( NORMAL, ADJOINT, F(-1), A20, L10, F(1), A21 );

        // A21 := A21 inv(L11)'
        Trsm( RIGHT, LOWER, ADJOINT, diag, F(1), L11, A21 );

        // A10 := A10 - 1/2 Y10
        Axpy( F(-1)/F(2), Y10, A10 );

        // A10 := inv(L11) A10
        Trsm( LEFT, LOWER, NORMAL, diag, F(1), L11, A10 );
        //--------------------------------------------------------------------//

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );

        SlideLockedPartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, L01, /**/ L02,
               /**/       L10, L11, /**/ L12,
         /**********************************/
          LBL, /**/ LBR,  L20, L21, /**/ L22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Beispiel #2
0
inline void
TwoSidedTrsmLVar5( UnitOrNonUnit diag, Matrix<F>& A, const Matrix<F>& L )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TwoSidedTrsmLVar5");
    if( A.Height() != A.Width() )
        LogicError("A must be square");
    if( L.Height() != L.Width() )
        LogicError("Triangular matrices must be square");
    if( A.Height() != L.Height() )
        LogicError("A and L must be the same size");
#endif
    // Matrix views
    Matrix<F>
    ATL, ATR,  A00, A01, A02,
         ABL, ABR,  A10, A11, A12,
         A20, A21, A22;
    Matrix<F>
    LTL, LTR,  L00, L01, L02,
         LBL, LBR,  L10, L11, L12,
         L20, L21, L22;

    // Temporary products
    Matrix<F> Y21;

    PartitionDownDiagonal
    ( A, ATL, ATR,
      ABL, ABR, 0 );
    LockedPartitionDownDiagonal
    ( L, LTL, LTR,
      LBL, LBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
          /*************/ /******************/
          /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        LockedRepartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, /**/ L01, L02,
          /*************/ /******************/
          /**/       L10, /**/ L11, L12,
          LBL, /**/ LBR,  L20, /**/ L21, L22 );

        //--------------------------------------------------------------------//
        // A11 := inv(L11) A11 inv(L11)'
        TwoSidedTrsmLUnb( diag, A11, L11 );

        // Y21 := L21 A11
        Zeros( Y21, A21.Height(), A21.Width() );
        Hemm( RIGHT, LOWER, F(1), A11, L21, F(0), Y21 );

        // A21 := A21 inv(L11)'
        Trsm( RIGHT, LOWER, ADJOINT, diag, F(1), L11, A21 );

        // A21 := A21 - 1/2 Y21
        Axpy( F(-1)/F(2), Y21, A21 );

        // A22 := A22 - (L21 A21' + A21 L21')
        Her2k( LOWER, NORMAL, F(-1), L21, A21, F(1), A22 );

        // A21 := A21 - 1/2 Y21
        Axpy( F(-1)/F(2), Y21, A21 );

        // A21 := inv(L22) A21
        Trsm( LEFT, LOWER, NORMAL, diag, F(1), L22, A21 );
        //--------------------------------------------------------------------//

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
          /**/       A10, A11, /**/ A12,
          /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );

        SlideLockedPartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, L01, /**/ L02,
          /**/       L10, L11, /**/ L12,
          /**********************************/
          LBL, /**/ LBR,  L20, L21, /**/ L22 );
    }
}