Ejemplo n.º 1
0
void LLNMedium
( const AbstractDistMatrix<F>& LPre,
        AbstractDistMatrix<F>& XPre, 
  bool checkIfSingular )
{
    DEBUG_CSE
    const Int m = XPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = LPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> LProx( LPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& L = LProx.GetLocked();
    auto& X = XProx.Get();

    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<F,MR,  STAR> X1Trans_MR_STAR(g);

    for( Int k=0; k<m; k+=bsize )
    {
        const Int nbProp = Min(bsize,m-k);
        const bool in2x2 = ( k+nbProp<m && L.Get(k+nbProp-1,k+nbProp) != F(0) );
        const Int nb = ( in2x2 ? nbProp+1 : nbProp );

        const Range<Int> ind1( k,    k+nb ),
                         ind2( k+nb, m    );

        auto L11 = L( ind1, ind1 );
        auto L21 = L( ind2, ind1 );

        auto X1 = X( ind1, ALL );
        auto X2 = X( ind2, ALL );

        L11_STAR_STAR = L11; // L11[* ,* ] <- L11[MC,MR]
        X1Trans_MR_STAR.AlignWith( X2 );
        Transpose( X1, X1Trans_MR_STAR );

        // X1^T[MR,* ] := X1^T[MR,* ] L11^-T[* ,* ]
        //              = (L11^-1[* ,* ] X1[* ,MR])^T
        LocalQuasiTrsm
        ( RIGHT, LOWER, TRANSPOSE,
          F(1), L11_STAR_STAR, X1Trans_MR_STAR, checkIfSingular );

        Transpose( X1Trans_MR_STAR, X1 );
        L21_MC_STAR.AlignWith( X2 );
        L21_MC_STAR = L21;                   // L21[MC,* ] <- L21[MC,MR]
        
        // X2[MC,MR] -= L21[MC,* ] X1[* ,MR]
        LocalGemm
        ( NORMAL, TRANSPOSE, F(-1), L21_MC_STAR, X1Trans_MR_STAR, F(1), X2 );
    }
}
Ejemplo n.º 2
0
void LLNLarge
( const AbstractDistMatrix<F>& LPre,
        AbstractDistMatrix<F>& XPre, 
  bool checkIfSingular )
{
    DEBUG_CSE
    const Int m = XPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = LPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> LProx( LPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& L = LProx.GetLocked();
    auto& X = XProx.Get();

    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<F,STAR,MR  > X1_STAR_MR(g);
    DistMatrix<F,STAR,VR  > X1_STAR_VR(g);

    for( Int k=0; k<m; k+=bsize )
    {
        const Int nbProp = Min(bsize,m-k);
        const bool in2x2 = ( k+nbProp<m && L.Get(k+nbProp-1,k+nbProp) != F(0) );
        const Int nb = ( in2x2 ? nbProp+1 : nbProp );

        const Range<Int> ind1( k,    k+nb ),
                         ind2( k+nb, m    );

        auto L11 = L( ind1, ind1 );
        auto L21 = L( ind2, ind1 );

        auto X1 = X( ind1, ALL );
        auto X2 = X( ind2, ALL );

        // X1[* ,VR] := L11^-1[* ,* ] X1[* ,VR]
        L11_STAR_STAR = L11; 
        X1_STAR_VR    = X1; 
        LocalQuasiTrsm
        ( LEFT, LOWER, NORMAL, F(1), L11_STAR_STAR, X1_STAR_VR,
          checkIfSingular );

        X1_STAR_MR.AlignWith( X2 );
        X1_STAR_MR  = X1_STAR_VR; // X1[* ,MR]  <- X1[* ,VR]
        X1          = X1_STAR_MR; // X1[MC,MR] <- X1[* ,MR]
        L21_MC_STAR.AlignWith( X2 );
        L21_MC_STAR = L21;        // L21[MC,* ] <- L21[MC,MR]
        
        // X2[MC,MR] -= L21[MC,* ] X1[* ,MR]
        LocalGemm( NORMAL, NORMAL, F(-1), L21_MC_STAR, X1_STAR_MR, F(1), X2 );
    }
}
Ejemplo n.º 3
0
inline void
TrmmLLTCOld
( Orientation orientation, 
  UnitOrNonUnit diag,
  T alpha, 
  const DistMatrix<T>& L,
        DistMatrix<T>& X )
{
#ifndef RELEASE
    PushCallStack("internal::TrmmLLTCOld");
    if( L.Grid() != X.Grid() )
        throw std::logic_error
        ("L and X must be distributed over the same grid");
    if( orientation == NORMAL )
        throw std::logic_error("TrmmLLT expects a (Conjugate)Transpose option");
    if( L.Height() != L.Width() || L.Height() != X.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal TrmmLLTC: \n"
            << "  L ~ " << L.Height() << " x " << L.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = L.Grid();

    // Matrix views
    DistMatrix<T> 
        LTL(g), LTR(g),  L00(g), L01(g), L02(g),
        LBL(g), LBR(g),  L10(g), L11(g), L12(g),
                         L20(g), L21(g), L22(g);
    DistMatrix<T> XT(g),  X0(g),
                  XB(g),  X1(g),
                          X2(g);

    // Temporary distributions
    DistMatrix<T,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<T,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<T,STAR,VR  > X1_STAR_VR(g);
    DistMatrix<T,MR,  STAR> D1AdjOrTrans_MR_STAR(g);
    DistMatrix<T,MR,  MC  > D1AdjOrTrans_MR_MC(g);
    DistMatrix<T,MC,  MR  > D1(g);

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionDownDiagonal
    ( L, LTL, LTR,
         LBL, LBR, 0 );
    PartitionDown
    ( X, XT,
         XB, 0 );
    while( XB.Height() > 0 )
    {
        LockedRepartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, /**/ L01, L02,
         /*************/ /******************/
               /**/       L10, /**/ L11, L12,
          LBL, /**/ LBR,  L20, /**/ L21, L22 );

        RepartitionDown
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 ); 

        L21_MC_STAR.AlignWith( X2 );
        D1AdjOrTrans_MR_STAR.AlignWith( X1 );
        D1AdjOrTrans_MR_MC.AlignWith( X1 );
        D1.AlignWith( X1 );
        Zeros( X1.Width(), X1.Height(), D1AdjOrTrans_MR_STAR );
        Zeros( X1.Height(), X1.Width(), D1 );
        //--------------------------------------------------------------------//
        X1_STAR_VR = X1;
        L11_STAR_STAR = L11;
        LocalTrmm
        ( LEFT, LOWER, orientation, diag, T(1), L11_STAR_STAR, X1_STAR_VR );
        X1 = X1_STAR_VR;
 
        L21_MC_STAR = L21;
        LocalGemm
        ( orientation, NORMAL, 
          T(1), X2, L21_MC_STAR, T(0), D1AdjOrTrans_MR_STAR );
        D1AdjOrTrans_MR_MC.SumScatterFrom( D1AdjOrTrans_MR_STAR );
        if( orientation == TRANSPOSE )
            Transpose( D1AdjOrTrans_MR_MC.LocalMatrix(), D1.LocalMatrix() );
        else
            Adjoint( D1AdjOrTrans_MR_MC.LocalMatrix(), D1.LocalMatrix() );
        Axpy( T(1), D1, X1 );
        //--------------------------------------------------------------------//
        D1.FreeAlignments();
        D1AdjOrTrans_MR_MC.FreeAlignments();
        D1AdjOrTrans_MR_STAR.FreeAlignments();
        L21_MC_STAR.FreeAlignments();

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

        SlidePartitionDown
        ( XT,  X0,
               X1,
         /**/ /**/
          XB,  X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 4
0
inline void
TrmmLLNC
( UnitOrNonUnit diag,
  T alpha, const DistMatrix<T>& L,
                 DistMatrix<T>& X )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TrmmLLNC");
    if( L.Grid() != X.Grid() )
        throw std::logic_error
        ("L and X must be distributed over the same grid");
    if( L.Height() != L.Width() || L.Width() != X.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal TrmmLLNC: \n"
            << "  L ~ " << L.Height() << " x " << L.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = L.Grid();

    // Matrix views
    DistMatrix<T> 
        LTL(g), LTR(g),  L00(g), L01(g), L02(g),
        LBL(g), LBR(g),  L10(g), L11(g), L12(g),
                         L20(g), L21(g), L22(g);
    DistMatrix<T> XT(g),  X0(g),
                  XB(g),  X1(g),
                          X2(g);

    // Temporary distributions
    DistMatrix<T,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<T,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<T,STAR,VR  > X1_STAR_VR(g);
    DistMatrix<T,MR,  STAR> X1Trans_MR_STAR(g);

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( L, LTL, LTR,
         LBL, LBR, 0 );
    PartitionUp
    ( X, XT,
         XB, 0 );
    while( XT.Height() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( LTL, /**/ LTR,  L00, L01, /**/ L02,
               /**/       L10, L11, /**/ L12,
         /*************/ /******************/
          LBL, /**/ LBR,  L20, L21, /**/ L22 );

        RepartitionUp
        ( XT,  X0,
               X1,
         /**/ /**/
          XB,  X2 );

        L21_MC_STAR.AlignWith( X2 );
        X1Trans_MR_STAR.AlignWith( X2 );
        X1_STAR_VR.AlignWith( X1 );
        //--------------------------------------------------------------------//
        L21_MC_STAR = L21;
        X1Trans_MR_STAR.TransposeFrom( X1 );
        LocalGemm
        ( NORMAL, TRANSPOSE, T(1), L21_MC_STAR, X1Trans_MR_STAR, T(1), X2 );

        L11_STAR_STAR = L11;
        X1_STAR_VR.TransposeFrom( X1Trans_MR_STAR );
        LocalTrmm( LEFT, LOWER, NORMAL, diag, T(1), L11_STAR_STAR, X1_STAR_VR );
        X1 = X1_STAR_VR;
        //--------------------------------------------------------------------//
        L21_MC_STAR.FreeAlignments();
        X1Trans_MR_STAR.FreeAlignments();
        X1_STAR_VR.FreeAlignments();

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

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
}
Ejemplo n.º 5
0
void LLN
( UnitOrNonUnit diag, 
  F alpha,
  const AbstractDistMatrix<F>& LPre,
        AbstractDistMatrix<F>& XPre,
  bool checkIfSingular )
{
    DEBUG_CSE
    const Int n = LPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = LPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> LProx( LPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& L = LProx.GetLocked();
    auto& X = XProx.Get();

    // Temporary distributions
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g), X11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<F,STAR,MR  > X10_STAR_MR(g), X11_STAR_MR(g);
    DistMatrix<F,STAR,VR  > X10_STAR_VR(g);

    ScaleTrapezoid( alpha, LOWER, X );
    for( Int k=0; k<n; k+=bsize )
    {
        const Int nb = Min(bsize,n-k);

        const Range<Int> ind0( 0,    k    ),
                         ind1( k,    k+nb ),
                         ind2( k+nb, n    );

        auto L11 = L( ind1, ind1 );
        auto L21 = L( ind2, ind1 );

        auto X10 = X( ind1, ind0 );
        auto X11 = X( ind1, ind1 );
        auto X20 = X( ind2, ind0 );
        auto X21 = X( ind2, ind1 );

        L11_STAR_STAR = L11; 
        X11_STAR_STAR = X11; 
        X10_STAR_VR = X10;

        LocalTrsm
        ( LEFT, LOWER, NORMAL, diag, F(1), L11_STAR_STAR, X10_STAR_VR,
          checkIfSingular );
        Trstrm
        ( LEFT, LOWER, NORMAL, diag, F(1), L11_STAR_STAR, X11_STAR_STAR,
          checkIfSingular );
        X11 = X11_STAR_STAR;
        X11_STAR_MR.AlignWith( X21 );
        X11_STAR_MR = X11_STAR_STAR;
        MakeTrapezoidal( LOWER, X11_STAR_MR );

        X10_STAR_MR.AlignWith( X20 );
        X10_STAR_MR = X10_STAR_VR;
        X10 = X10_STAR_MR;
        L21_MC_STAR.AlignWith( X20 );
        L21_MC_STAR = L21;
        
        LocalGemm
        ( NORMAL, NORMAL, F(-1), L21_MC_STAR, X10_STAR_MR, F(1), X20 );
        LocalGemm
        ( NORMAL, NORMAL, F(-1), L21_MC_STAR, X11_STAR_MR, F(1), X21 );
    }
}
Ejemplo n.º 6
0
inline void
TwoSidedTrsmLVar5
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<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
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<F>
    ATL(g), ATR(g),  A00(g), A01(g), A02(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),
        A20(g), A21(g), A22(g);
    DistMatrix<F>
    LTL(g), LTR(g),  L00(g), L01(g), L02(g),
        LBL(g), LBR(g),  L10(g), L11(g), L12(g),
        L20(g), L21(g), L22(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> A21_MC_STAR(g);
    DistMatrix<F,VC,  STAR> A21_VC_STAR(g);
    DistMatrix<F,VR,  STAR> A21_VR_STAR(g);
    DistMatrix<F,STAR,MR  > A21Adj_STAR_MR(g);
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<F,VC,  STAR> L21_VC_STAR(g);
    DistMatrix<F,VR,  STAR> L21_VR_STAR(g);
    DistMatrix<F,STAR,MR  > L21Adj_STAR_MR(g);
    DistMatrix<F,VC,  STAR> Y21_VC_STAR(g);
    DistMatrix<F> Y21(g);

    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 );

        A21_MC_STAR.AlignWith( A22 );
        A21_VC_STAR.AlignWith( A22 );
        A21_VR_STAR.AlignWith( A22 );
        A21Adj_STAR_MR.AlignWith( A22 );
        L21_MC_STAR.AlignWith( A22 );
        L21_VC_STAR.AlignWith( A22 );
        L21_VR_STAR.AlignWith( A22 );
        L21Adj_STAR_MR.AlignWith( A22 );
        Y21.AlignWith( A21 );
        Y21_VC_STAR.AlignWith( A22 );
        //--------------------------------------------------------------------//
        // A11 := inv(L11) A11 inv(L11)'
        L11_STAR_STAR = L11;
        A11_STAR_STAR = A11;
        LocalTwoSidedTrsm( LOWER, diag, A11_STAR_STAR, L11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // Y21 := L21 A11
        L21_VC_STAR = L21;
        Zeros( Y21_VC_STAR, A21.Height(), A21.Width() );
        Hemm
        ( RIGHT, LOWER,
          F(1), A11_STAR_STAR.Matrix(), L21_VC_STAR.Matrix(),
          F(0), Y21_VC_STAR.Matrix() );
        Y21 = Y21_VC_STAR;

        // A21 := A21 inv(L11)'
        A21_VC_STAR = A21;
        LocalTrsm
        ( RIGHT, LOWER, ADJOINT, diag, F(1), L11_STAR_STAR, A21_VC_STAR );
        A21 = A21_VC_STAR;

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

        // A22 := A22 - (L21 A21' + A21 L21')
        A21_MC_STAR = A21;
        L21_MC_STAR = L21;
        A21_VC_STAR = A21_MC_STAR;
        A21_VR_STAR = A21_VC_STAR;
        L21_VR_STAR = L21_VC_STAR;
        A21Adj_STAR_MR.AdjointFrom( A21_VR_STAR );
        L21Adj_STAR_MR.AdjointFrom( L21_VR_STAR );
        LocalTrr2k
        ( LOWER,
          F(-1), L21_MC_STAR, A21Adj_STAR_MR,
          A21_MC_STAR, L21Adj_STAR_MR,
          F(1), A22 );

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

        // A21 := inv(L22) A21
        //
        // This is the bottleneck because A21 only has blocksize columns
        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 );
    }
}
Ejemplo n.º 7
0
inline void
internal::HegstRLVar3( DistMatrix<F,MC,MR>& A, const DistMatrix<F,MC,MR>& L )
{
#ifndef RELEASE
    PushCallStack("internal::HegstRLVar4");
    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
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<F,MC,MR>
    ATL(g), ATR(g),  A00(g), A01(g), A02(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),
        A20(g), A21(g), A22(g);
    DistMatrix<F,MC,MR>
    YTL(g), YTR(g),  Y00(g), Y01(g), Y02(g),
        YBL(g), YBR(g),  Y10(g), Y11(g), Y12(g),
        Y20(g), Y21(g), Y22(g);
    DistMatrix<F,MC,MR>
    LTL(g), LTR(g),  L00(g), L01(g), L02(g),
        LBL(g), LBR(g),  L10(g), L11(g), L12(g),
        L20(g), L21(g), L22(g);

    // Temporary distributions
    DistMatrix<F,STAR,MR  > A11_STAR_MR(g);
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,VC,  STAR> A21_VC_STAR(g);
    DistMatrix<F,STAR,VR  > A10_STAR_VR(g);
    DistMatrix<F,STAR,MR  > A10_STAR_MR(g);
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > L10_STAR_VR(g);
    DistMatrix<F,STAR,MR  > L10_STAR_MR(g);
    DistMatrix<F,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<F,STAR,STAR> X11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> X21_MC_STAR(g);
    DistMatrix<F,MC,  STAR> Z21_MC_STAR(g);

    // We will use an entire extra matrix as temporary storage. If this is not
    // acceptable, use HegstRLVar4 instead.
    DistMatrix<F,MC,MR> Y(g);
    Y.AlignWith( A );
    Y.ResizeTo( A.Height(), A.Width() );
    Zero( Y );

    PartitionDownDiagonal
    ( A, ATL, ATR,
      ABL, ABR, 0 );
    PartitionDownDiagonal
    ( Y, YTL, YTR,
      YBL, YBR, 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 );

        RepartitionDownDiagonal
        ( YTL, /**/ YTR,  Y00, /**/ Y01, Y02,
          /*************/ /******************/
          /**/       Y10, /**/ Y11, Y12,
          YBL, /**/ YBR,  Y20, /**/ Y21, Y22 );

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

        A11_STAR_MR.AlignWith( Y21 );
        A21_VC_STAR.AlignWith( A21 );
        A10_STAR_VR.AlignWith( A10 );
        A10_STAR_MR.AlignWith( A10 );
        L10_STAR_VR.AlignWith( A10 );
        L10_STAR_MR.AlignWith( A10 );
        L21_MC_STAR.AlignWith( Y21 );
        X21_MC_STAR.AlignWith( A20 );
        Z21_MC_STAR.AlignWith( L20 );
        //--------------------------------------------------------------------//
        // A10 := A10 - 1/2 Y10
        Axpy( (F)-0.5, Y10, A10 );

        // A11 := A11 - (A10 L10' + L10 A10')
        A10_STAR_VR = A10;
        L10_STAR_VR = L10;
        X11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() );
        Her2k
        ( LOWER, NORMAL,
          (F)1, A10_STAR_VR.LocalMatrix(), L10_STAR_VR.LocalMatrix(),
          (F)0, X11_STAR_STAR.LocalMatrix() );
        MakeTrapezoidal( LEFT, LOWER, 0, X11_STAR_STAR );
        A11.SumScatterUpdate( (F)-1, X11_STAR_STAR );

        // A11 := inv(L11) A11 inv(L11)'
        A11_STAR_STAR = A11;
        L11_STAR_STAR = L11;
        internal::LocalHegst( RIGHT, LOWER, A11_STAR_STAR, L11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // A21 := A21 - A20 L10'
        L10_STAR_MR = L10_STAR_VR;
        X21_MC_STAR.ResizeTo( A21.Height(), A21.Width() );
        internal::LocalGemm
        ( NORMAL, ADJOINT, (F)1, A20, L10_STAR_MR, (F)0, X21_MC_STAR );
        A21.SumScatterUpdate( (F)-1, X21_MC_STAR );

        // A21 := A21 inv(L11)'
        A21_VC_STAR = A21;
        internal::LocalTrsm
        ( RIGHT, LOWER, ADJOINT, NON_UNIT, (F)1, L11_STAR_STAR, A21_VC_STAR );
        A21 = A21_VC_STAR;

        // A10 := A10 - 1/2 Y10
        Axpy( (F)-0.5, Y10, A10 );

        // A10 := inv(L11) A10
        A10_STAR_VR = A10;
        internal::LocalTrsm
        ( LEFT, LOWER, NORMAL, NON_UNIT,
          (F)1, L11_STAR_STAR, A10_STAR_VR );

        // Y20 := Y20 + L21 A10
        A10_STAR_MR = A10_STAR_VR;
        A10 = A10_STAR_MR;
        L21_MC_STAR = L21;
        internal::LocalGemm
        ( NORMAL, NORMAL, (F)1, L21_MC_STAR, A10_STAR_MR, (F)1, Y20 );

        // Y21 := L21 A11
        //
        // Symmetrize A11[* ,* ] by copying the lower triangle into the upper
        // so that we can call a local gemm instead of worrying about
        // reproducing a hemm with nonsymmetric local matrices.
        {
            const int height = A11_STAR_STAR.LocalHeight();
            const int ldim = A11_STAR_STAR.LocalLDim();
            F* A11Buffer = A11_STAR_STAR.LocalBuffer();
            for( int i=1; i<height; ++i )
                for( int j=0; j<i; ++j )
                    A11Buffer[j+i*ldim] = Conj(A11Buffer[i+j*ldim]);
        }
        A11_STAR_MR = A11_STAR_STAR;
        internal::LocalGemm
        ( NORMAL, NORMAL, (F)1, L21_MC_STAR, A11_STAR_MR, (F)0, Y21 );

        // Y21 := Y21 + L20 A10'
        Z21_MC_STAR.ResizeTo( A21.Height(), A21.Width() );
        internal::LocalGemm
        ( NORMAL, ADJOINT, (F)1, L20, A10_STAR_MR, (F)0, Z21_MC_STAR );
        Y21.SumScatterUpdate( (F)1, Z21_MC_STAR );
        //--------------------------------------------------------------------//
        A11_STAR_MR.FreeAlignments();
        A21_VC_STAR.FreeAlignments();
        A10_STAR_VR.FreeAlignments();
        A10_STAR_MR.FreeAlignments();
        L10_STAR_VR.FreeAlignments();
        L10_STAR_MR.FreeAlignments();
        L21_MC_STAR.FreeAlignments();
        X21_MC_STAR.FreeAlignments();
        Z21_MC_STAR.FreeAlignments();

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

        SlidePartitionDownDiagonal
        ( YTL, /**/ YTR,  Y00, Y01, /**/ Y02,
          /**/       Y10, Y11, /**/ Y12,
          /*************/ /******************/
          YBL, /**/ YBR,  Y20, Y21, /**/ Y22 );

        SlideLockedPartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, L01, /**/ L02,
          /**/       L10, L11, /**/ L12,
          /**********************************/
          LBL, /**/ LBR,  L20, L21, /**/ L22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 8
0
inline void
TrtrsmLLN
( UnitOrNonUnit diag, F alpha, const DistMatrix<F>& L, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TrtrsmLLN");
#endif
    const Grid& g = L.Grid();

    // Matrix views
    DistMatrix<F>
    LTL(g), LTR(g),  L00(g), L01(g), L02(g),
        LBL(g), LBR(g),  L10(g), L11(g), L12(g),
        L20(g), L21(g), L22(g);
    DistMatrix<F>
    XTL(g), XTR(g),  X00(g), X01(g), X02(g),
        XBL(g), XBR(g),  X10(g), X11(g), X12(g),
        X20(g), X21(g), X22(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<F,STAR,MR  > X10_STAR_MR(g);
    DistMatrix<F,STAR,VR  > X10_STAR_VR(g);
    DistMatrix<F,STAR,MR  > X11_STAR_MR(g);
    DistMatrix<F,STAR,STAR> X11_STAR_STAR(g);

    // Start the algorithm
    ScaleTrapezoid( alpha, LOWER, X );
    LockedPartitionDownDiagonal
    ( L, LTL, LTR,
      LBL, LBR, 0 );
    PartitionDownDiagonal
    ( X, XTL, XTR,
      XBL, XBR, 0 );
    while( XBR.Height() > 0 )
    {
        LockedRepartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, /**/ L01, L02,
          /*************/ /******************/
          /**/       L10, /**/ L11, L12,
          LBL, /**/ LBR,  L20, /**/ L21, L22 );

        RepartitionDownDiagonal
        ( XTL, /**/ XTR,  X00, /**/ X01, X02,
          /*************/ /******************/
          /**/       X10, /**/ X11, X12,
          XBL, /**/ XBR,  X20, /**/ X21, X22 );

        L21_MC_STAR.AlignWith( X20 );
        X10_STAR_MR.AlignWith( X20 );
        X11_STAR_MR.AlignWith( X21 );
        //--------------------------------------------------------------------//
        L11_STAR_STAR = L11;
        X11_STAR_STAR = X11;
        X10_STAR_VR = X10;

        LocalTrsm
        ( LEFT, LOWER, NORMAL, diag, F(1), L11_STAR_STAR, X10_STAR_VR,
          checkIfSingular );
        LocalTrtrsm
        ( LEFT, LOWER, NORMAL, diag, F(1), L11_STAR_STAR, X11_STAR_STAR,
          checkIfSingular );
        X11 = X11_STAR_STAR;
        X11_STAR_MR = X11_STAR_STAR;
        MakeTriangular( LOWER, X11_STAR_MR );

        X10_STAR_MR = X10_STAR_VR;
        X10 = X10_STAR_MR;
        L21_MC_STAR = L21;

        LocalGemm
        ( NORMAL, NORMAL, F(-1), L21_MC_STAR, X10_STAR_MR, F(1), X20 );
        LocalGemm
        ( NORMAL, NORMAL, F(-1), L21_MC_STAR, X11_STAR_MR, F(1), X21 );
        //--------------------------------------------------------------------//

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

        SlidePartitionDownDiagonal
        ( XTL, /**/ XTR,  X00, X01, /**/ X02,
          /**/       X10, X11, /**/ X12,
          /*************/ /******************/
          XBL, /**/ XBR,  X20, X21, /**/ X22 );
    }
}
Ejemplo n.º 9
0
inline void
TwoSidedTrmmLVar2
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& L )
{
#ifndef RELEASE
    PushCallStack("internal::TwoSidedTrmmLVar2");
    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
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<F>
    ATL(g), ATR(g),  A00(g), A01(g), A02(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),
        A20(g), A21(g), A22(g);
    DistMatrix<F>
    LTL(g), LTR(g),  L00(g), L01(g), L02(g),
        LBL(g), LBR(g),  L10(g), L11(g), L12(g),
        L20(g), L21(g), L22(g);

    // Temporary distributions
    DistMatrix<F,STAR,VR  > A10_STAR_VR(g);
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,VC,  STAR> A21_VC_STAR(g);
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<F,STAR,MR  > L21Adj_STAR_MR(g);
    DistMatrix<F,VC,  STAR> L21_VC_STAR(g);
    DistMatrix<F,VR,  STAR> L21_VR_STAR(g);
    DistMatrix<F,STAR,MR  > X10_STAR_MR(g);
    DistMatrix<F,STAR,STAR> X11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> Z21_MC_STAR(g);
    DistMatrix<F,MR,  STAR> Z21_MR_STAR(g);
    DistMatrix<F,MR,  MC  > Z21_MR_MC(g);
    DistMatrix<F> Y21(g);

    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 );

        A21_VC_STAR.AlignWith( A22 );
        L21_MC_STAR.AlignWith( A20 );
        L21_VC_STAR.AlignWith( A22 );
        L21_VR_STAR.AlignWith( A22 );
        L21Adj_STAR_MR.AlignWith( A22 );
        X10_STAR_MR.AlignWith( A10 );
        Y21.AlignWith( A21 );
        Z21_MC_STAR.AlignWith( A22 );
        Z21_MR_STAR.AlignWith( A22 );
        //--------------------------------------------------------------------//
        // A10 := L11' A10
        L11_STAR_STAR = L11;
        A10_STAR_VR = A10;
        LocalTrmm
        ( LEFT, LOWER, ADJOINT, diag, F(1), L11_STAR_STAR, A10_STAR_VR );
        A10 = A10_STAR_VR;

        // A10 := A10 + L21' A20
        L21_MC_STAR = L21;
        X10_STAR_MR.ResizeTo( A10.Height(), A10.Width() );
        LocalGemm( ADJOINT, NORMAL, F(1), L21_MC_STAR, A20, F(0), X10_STAR_MR );
        A10.SumScatterUpdate( F(1), X10_STAR_MR );

        // Y21 := A22 L21
        L21_VC_STAR = L21_MC_STAR;
        L21_VR_STAR = L21_VC_STAR;
        L21Adj_STAR_MR.AdjointFrom( L21_VR_STAR );
        Z21_MC_STAR.ResizeTo( A21.Height(), A21.Width() );
        Z21_MR_STAR.ResizeTo( A21.Height(), A21.Width() );
        Zero( Z21_MC_STAR );
        Zero( Z21_MR_STAR );
        LocalSymmetricAccumulateLL
        ( ADJOINT,
          F(1), A22, L21_MC_STAR, L21Adj_STAR_MR, Z21_MC_STAR, Z21_MR_STAR );
        Z21_MR_MC.SumScatterFrom( Z21_MR_STAR );
        Y21 = Z21_MR_MC;
        Y21.SumScatterUpdate( F(1), Z21_MC_STAR );

        // A21 := A21 L11
        A21_VC_STAR = A21;
        LocalTrmm
        ( RIGHT, LOWER, NORMAL, diag, F(1), L11_STAR_STAR, A21_VC_STAR );
        A21 = A21_VC_STAR;

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

        // A11 := L11' A11 L11
        A11_STAR_STAR = A11;
        LocalTwoSidedTrmm( LOWER, diag, A11_STAR_STAR, L11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // A11 := A11 + (A21' L21 + L21' A21)
        A21_VC_STAR = A21;
        X11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() );
        Her2k
        ( LOWER, ADJOINT,
          F(1), A21_VC_STAR.LocalMatrix(), L21_VC_STAR.LocalMatrix(),
          F(0), X11_STAR_STAR.LocalMatrix() );
        A11.SumScatterUpdate( F(1), X11_STAR_STAR );

        // A21 := A21 + 1/2 Y21
        Axpy( F(1)/F(2), Y21, A21 );
        //--------------------------------------------------------------------//
        A21_VC_STAR.FreeAlignments();
        L21_MC_STAR.FreeAlignments();
        L21_VC_STAR.FreeAlignments();
        L21_VR_STAR.FreeAlignments();
        L21Adj_STAR_MR.FreeAlignments();
        X10_STAR_MR.FreeAlignments();
        Y21.FreeAlignments();
        Z21_MC_STAR.FreeAlignments();
        Z21_MR_STAR.FreeAlignments();

        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
}
Ejemplo n.º 10
0
inline void
TriangularInverseLVar3( UnitOrNonUnit diag, DistMatrix<F>& L )
{
#ifndef RELEASE
    PushCallStack("internal::TriangularInverseLVar3");
    if( L.Height() != L.Width() )
        throw std::logic_error("Nonsquare matrices cannot be triangular");
#endif
    const Grid& g = L.Grid();

    // Matrix views
    DistMatrix<F> 
        LTL(g), LTR(g),  L00(g), L01(g), L02(g),
        LBL(g), LBR(g),  L10(g), L11(g), L12(g),
                         L20(g), L21(g), L22(g);

    // Temporary distributions
    DistMatrix<F,STAR,MR  > L10_STAR_MR(g);
    DistMatrix<F,STAR,VR  > L10_STAR_VR(g);
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<F,VC,  STAR> L21_VC_STAR(g);

    // Start the algorithm
    PartitionDownDiagonal
    ( L, LTL, LTR,
         LBL, LBR, 0 );
    while( LTL.Height() < L.Height() )
    {
        RepartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, /**/ L01, L02,
         /*************/ /******************/
               /**/       L10, /**/ L11, L12,
          LBL, /**/ LBR,  L20, /**/ L21, L22 );

        L10_STAR_MR.AlignWith( L20 );
        L21_MC_STAR.AlignWith( L20 );
        //--------------------------------------------------------------------//
        L10_STAR_VR = L10;
        L11_STAR_STAR = L11;
        LocalTrsm
        ( LEFT, LOWER, NORMAL, diag, F(-1), L11_STAR_STAR, L10_STAR_VR );

        L21_MC_STAR = L21;
        L10_STAR_MR = L10_STAR_VR;
        LocalGemm
        ( NORMAL, NORMAL, F(1), L21_MC_STAR, L10_STAR_MR, F(1), L20 );
        L10 = L10_STAR_MR;

        L21_VC_STAR = L21_MC_STAR;
        LocalTrsm
        ( RIGHT, LOWER, NORMAL, diag, F(1), L11_STAR_STAR, L21_VC_STAR );
        LocalTriangularInverse( LOWER, diag, L11_STAR_STAR );
        L11 = L11_STAR_STAR;
        L21 = L21_VC_STAR;
        //--------------------------------------------------------------------//
        L10_STAR_MR.FreeAlignments();
        L21_MC_STAR.FreeAlignments();

        SlidePartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, L01, /**/ L02,
               /**/       L10, L11, /**/ L12,
         /*************/ /******************/
          LBL, /**/ LBR,  L20, L21, /**/ L22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}