Ejemplo n.º 1
0
void LUNMedium
( UnitOrNonUnit diag, 
  const AbstractDistMatrix<F>& UPre,
        AbstractDistMatrix<F>& XPre,
  bool checkIfSingular )
{
    EL_DEBUG_CSE
    const Int m = XPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = UPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> UProx( UPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& U = UProx.GetLocked();
    auto& X = XProx.Get();

    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,MR,  STAR> X1Trans_MR_STAR(g);

    const Int kLast = LastOffset( m, bsize );
    for( Int k=kLast; k>=0; k-=bsize )
    {
        const Int nb = Min(bsize,m-k);

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

        auto U01 = U( ind0, ind1 );
        auto U11 = U( ind1, ind1 );

        auto X0 = X( ind0, ALL );
        auto X1 = X( ind1, ALL );

        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[MC,MR]
        X1Trans_MR_STAR.AlignWith( X0 );
        Transpose( X1, X1Trans_MR_STAR );
        
        // X1^T[MR,* ] := X1^T[MR,* ] U11^-T[* ,* ]
        //              = (U11^-1[* ,* ] X1[* ,MR])^T
        LocalTrsm
        ( RIGHT, UPPER, TRANSPOSE, diag, 
          F(1), U11_STAR_STAR, X1Trans_MR_STAR, checkIfSingular );
        Transpose( X1Trans_MR_STAR, X1 );

        U01_MC_STAR.AlignWith( X0 );
        U01_MC_STAR = U01;  // U01[MC,* ] <- U01[MC,MR]

        // X0[MC,MR] -= U01[MC,* ] X1[* ,MR]
        LocalGemm
        ( NORMAL, TRANSPOSE, F(-1), U01_MC_STAR, X1Trans_MR_STAR, F(1), X0 );
    }
}
Ejemplo n.º 2
0
void LUNLarge
( UnitOrNonUnit diag,
  const AbstractDistMatrix<F>& UPre,
        AbstractDistMatrix<F>& XPre, 
  bool checkIfSingular )
{
    EL_DEBUG_CSE
    const Int m = XPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = UPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> UProx( UPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& U = UProx.GetLocked();
    auto& X = XProx.Get();

    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,MR  > X1_STAR_MR(g);
    DistMatrix<F,STAR,VR  > X1_STAR_VR(g);

    const Int kLast = LastOffset( m, bsize );
    for( Int k=kLast; k>=0; k-=bsize )
    {
        const Int nb = Min(bsize,m-k);

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

        auto U01 = U( ind0, ind1 );
        auto U11 = U( ind1, ind1 );

        auto X0 = X( ind0, ALL );
        auto X1 = X( ind1, ALL );

        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[MC,MR]
        X1_STAR_VR    = X1;  // X1[* ,VR] <- X1[MC,MR]
        
        // X1[* ,VR] := U11^-1[* ,* ] X1[* ,VR]
        LocalTrsm
        ( LEFT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, X1_STAR_VR,
          checkIfSingular );

        X1_STAR_MR.AlignWith( X0 );
        X1_STAR_MR  = X1_STAR_VR; // X1[* ,MR]  <- X1[* ,VR]
        X1          = X1_STAR_MR; // X1[MC,MR] <- X1[* ,MR]
        U01_MC_STAR.AlignWith( X0 );
        U01_MC_STAR = U01;        // U01[MC,* ] <- U01[MC,MR]

        // X0[MC,MR] -= U01[MC,* ] X1[* ,MR]
        LocalGemm( NORMAL, NORMAL, F(-1), U01_MC_STAR, X1_STAR_MR, F(1), X0 );
    }
}
Ejemplo n.º 3
0
void BackwardSingle
( const DistMatrix<F,VC,STAR>& L,
        DistMatrix<F,VC,STAR>& X,
  bool conjugate=false )
{
    const Grid& g = L.Grid();
    const Orientation orientation = ( conjugate ? ADJOINT : TRANSPOSE );

    DistMatrix<F,STAR,STAR> D(g), L11_STAR_STAR(g), Z1_STAR_STAR(g);
    FormDiagonalBlocks( L, D, conjugate );

    const Int m = L.Height();
    const Int n = L.Width();
    const Int numRHS = X.Width();
    const Int bsize = Blocksize();

    const Int kLast = LastOffset( n, bsize );
    for( Int k=kLast; k>=0; k-=bsize )
    {
        const Int nb = Min(bsize,n-k);
        const Range<Int> ind1(k,k+nb), ind2(k+nb,m);
   
        auto L11Trans_STAR_STAR = D( IR(0,nb), ind1 );
        auto L21 = L( ind2, ind1 ); 
        auto X1 = X( ind1, IR(0,numRHS) );
        auto X2 = X( ind2, IR(0,numRHS) );

        // X1 -= L21' X2
        LocalGemm( orientation, NORMAL, F(-1), L21, X2, Z1_STAR_STAR );
        axpy::util::UpdateWithLocalData( F(1), X1, Z1_STAR_STAR );
        El::AllReduce( Z1_STAR_STAR, X1.DistComm() );

        // X1 := L11^-1 X1
        LocalTrsm
        ( LEFT, UPPER, NORMAL, UNIT, F(1), L11Trans_STAR_STAR, Z1_STAR_STAR );
        X1 = Z1_STAR_STAR;
    }
}
Ejemplo n.º 4
0
inline void
TrsmLUNLarge
( UnitOrNonUnit diag,
  F alpha, const DistMatrix<F>& U, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmLUNLarge");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);
    DistMatrix<F> XT(g),  X0(g),
                  XB(g),  X1(g),
                          X2(g);

    // Temporary distributions
    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,MR  > X1_STAR_MR(g);
    DistMatrix<F,STAR,VR  > X1_STAR_VR(g);

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionUp
    ( X, XT,
         XB, 0 );
    while( XT.Height() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( UTL, /**/ UTR,   U00, U01, /**/ U02,
               /**/        U10, U11, /**/ U12,
         /*************/  /******************/
          UBL, /**/ UBR,   U20, U21, /**/ U22 );

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

        U01_MC_STAR.AlignWith( X0 );
        X1_STAR_MR.AlignWith( X0 );
        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[MC,MR]
        X1_STAR_VR    = X1;  // X1[* ,VR] <- X1[MC,MR]
        
        // X1[* ,VR] := U11^-1[* ,* ] X1[* ,VR]
        LocalTrsm
        ( LEFT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, X1_STAR_VR,
          checkIfSingular );

        X1_STAR_MR  = X1_STAR_VR; // X1[* ,MR]  <- X1[* ,VR]
        X1          = X1_STAR_MR; // X1[MC,MR] <- X1[* ,MR]
        U01_MC_STAR = U01;        // U01[MC,* ] <- U01[MC,MR]

        // X0[MC,MR] -= U01[MC,* ] X1[* ,MR]
        LocalGemm( NORMAL, NORMAL, F(-1), U01_MC_STAR, X1_STAR_MR, F(1), X0 );
        //--------------------------------------------------------------------//
        U01_MC_STAR.FreeAlignments();
        X1_STAR_MR.FreeAlignments();

        SlideLockedPartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 5
0
inline void
TrsmLUNSmall
( UnitOrNonUnit diag,
  F alpha, const DistMatrix<F,VC,STAR>& U, DistMatrix<F,VC,STAR>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmLUNSmall");
    if( U.Grid() != X.Grid() )
        throw std::logic_error
        ("U and X must be distributed over the same grid");
    if( U.Height() != U.Width() || U.Width() != X.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal TrsmLUN: \n"
            << "  U ~ " << U.Height() << " x " << U.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str() );
    }
    if( U.ColAlignment() != X.ColAlignment() )
        throw std::logic_error("U and X are assumed to be aligned");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F,VC,STAR> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);
    DistMatrix<F,VC,STAR> XT(g),  X0(g),
                          XB(g),  X1(g),
                                  X2(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,STAR> X1_STAR_STAR(g);

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionUp
    ( X, XT,
         XB, 0 );
    while( XT.Height() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( UTL, /**/ UTR,   U00, U01, /**/ U02,
               /**/        U10, U11, /**/ U12,
         /*************/  /******************/
          UBL, /**/ UBR,   U20, U21, /**/ U22 );

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

        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[VC,* ]
        X1_STAR_STAR = X1;   // X1[* ,* ] <- X1[VC,* ]
        
        // X1[* ,* ] := U11^-1[* ,* ] X1[* ,* ]
        LocalTrsm
        ( LEFT, UPPER, NORMAL, diag,
          F(1), U11_STAR_STAR, X1_STAR_STAR, checkIfSingular );
        X1 = X1_STAR_STAR;

        // X0[VC,* ] -= U01[VC,* ] X1[* ,* ]
        LocalGemm( NORMAL, NORMAL, F(-1), U01, X1_STAR_STAR, F(1), X0 );
        //--------------------------------------------------------------------//

        SlideLockedPartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 6
0
inline void
ApplyPackedReflectorsLUVF
( Conjugation conjugation, int offset, 
  const DistMatrix<Complex<R> >& H,
  const DistMatrix<Complex<R>,MD,STAR>& t,
        DistMatrix<Complex<R> >& A )
{
#ifndef RELEASE
    PushCallStack("internal::ApplyPackedReflectorsLUVF");
    if( H.Grid() != t.Grid() || t.Grid() != A.Grid() )
        throw std::logic_error
        ("{H,t,A} must be distributed over the same grid");
    if( offset < 0 || offset > H.Height() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Height() )
        throw std::logic_error
        ("Width of transforms must equal height of target matrix");
    if( t.Height() != H.DiagonalLength( offset ) )
        throw std::logic_error("t must be the same length as H's offset diag");
    if( !t.AlignedWithDiagonal( H, offset ) )
        throw std::logic_error("t must be aligned with H's 'offset' diagonal");
#endif
    typedef Complex<R> C;
    const Grid& g = H.Grid();

    DistMatrix<C>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<C>
        AT(g),  A0(g),  ATop(g),
        AB(g),  A1(g),
                A2(g);
    DistMatrix<C,MD,STAR>
        tT(g),  t0(g),
        tB(g),  t1(g),
                t2(g);

    DistMatrix<C> HPanCopy(g);
    DistMatrix<C,VC,  STAR> HPan_VC_STAR(g);
    DistMatrix<C,MC,  STAR> HPan_MC_STAR(g);
    DistMatrix<C,STAR,STAR> t1_STAR_STAR(g);
    DistMatrix<C,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<C,STAR,MR  > Z_STAR_MR(g);
    DistMatrix<C,STAR,VR  > Z_STAR_VR(g);

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    LockedPartitionDown
    ( t, tT,
         tB, 0 );
    PartitionDown
    ( A, AT,
         AB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanHeight = H01.Height() + H11.Height();
        const int HPanOffset = 
            std::min( H11.Width(), std::max(offset-H00.Width(),0) );
        const int HPanWidth = H11.Width()-HPanOffset;
        HPan.LockedView( H, 0, H00.Width()+HPanOffset, HPanHeight, HPanWidth );

        LockedRepartitionDown
        ( tT,  t0,
         /**/ /**/
               t1,
          tB,  t2, HPanWidth );

        RepartitionDown
        ( AT,  A0,
         /**/ /**/
               A1,
          AB,  A2 );

        ATop.View2x1( A0,
                      A1 );

        HPan_MC_STAR.AlignWith( ATop );
        Z_STAR_MR.AlignWith( ATop );
        Z_STAR_VR.AlignWith( ATop );
        Zeros( HPan.Width(), ATop.Width(), Z_STAR_MR );
        Zeros( HPan.Width(), HPan.Width(), SInv_STAR_STAR );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, UPPER, offset, HPanCopy );
        SetDiagonalToOne( RIGHT, offset, HPanCopy );
        HPan_VC_STAR = HPanCopy;
        Herk
        ( LOWER, ADJOINT, 
          C(1), HPan_VC_STAR.LockedLocalMatrix(),
          C(0), SInv_STAR_STAR.LocalMatrix() ); 
        SInv_STAR_STAR.SumOverGrid();
        t1_STAR_STAR = t1;
        FixDiagonal( conjugation, t1_STAR_STAR, SInv_STAR_STAR );

        HPan_MC_STAR = HPanCopy;
        LocalGemm( ADJOINT, NORMAL, C(1), HPan_MC_STAR, ATop, C(0), Z_STAR_MR );
        Z_STAR_VR.SumScatterFrom( Z_STAR_MR );
        
        LocalTrsm
        ( LEFT, LOWER, NORMAL, NON_UNIT, C(1), SInv_STAR_STAR, Z_STAR_VR );

        Z_STAR_MR = Z_STAR_VR;
        LocalGemm( NORMAL, NORMAL, C(-1), HPan_MC_STAR, Z_STAR_MR, C(1), ATop );
        //--------------------------------------------------------------------//
        HPan_MC_STAR.FreeAlignments();
        Z_STAR_MR.FreeAlignments();
        Z_STAR_VR.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlideLockedPartitionDown
        ( tT,  t0,
               t1,
         /**/ /**/
          tB,  t2 );

        SlidePartitionDown
        ( AT,  A0,
               A1,
         /**/ /**/
          AB,  A2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 7
0
inline void
TrsmRUT
( Orientation orientation, UnitOrNonUnit diag,
  F alpha, const DistMatrix<F>& U, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmRUT");
    if( orientation == NORMAL )
        throw std::logic_error("TrsmRUT expects a (Conjugate)Transpose option");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    DistMatrix<F> XL(g), XR(g),
                  X0(g), X1(g), X2(g);

    // Temporary distributions
    DistMatrix<F,VR,  STAR> U01_VR_STAR(g);
    DistMatrix<F,STAR,MR  > U01AdjOrTrans_STAR_MR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,VC,  STAR> X1_VC_STAR(g);
    DistMatrix<F,STAR,MC  > X1Trans_STAR_MC(g);
    
    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionLeft( X, XL, XR, 0 );
    while( XL.Width() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );

        RepartitionLeft
        ( XL,     /**/ XR,
          X0, X1, /**/ X2 );

        X1_VC_STAR.AlignWith( X0 );
        X1Trans_STAR_MC.AlignWith( X0 );
        U01_VR_STAR.AlignWith( X0 );
        U01AdjOrTrans_STAR_MR.AlignWith( X0 );
        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11;
        X1_VC_STAR = X1; 

        LocalTrsm
        ( RIGHT, UPPER, orientation, diag, 
          F(1), U11_STAR_STAR, X1_VC_STAR, checkIfSingular );

        X1Trans_STAR_MC.TransposeFrom( X1_VC_STAR );
        X1.TransposeFrom( X1Trans_STAR_MC );
        U01_VR_STAR = U01;
        if( orientation == ADJOINT )
            U01AdjOrTrans_STAR_MR.AdjointFrom( U01_VR_STAR );
        else
            U01AdjOrTrans_STAR_MR.TransposeFrom( U01_VR_STAR );

        // X0[MC,MR] -= X1[MC,* ] (U01[MR,* ])^(T/H)
        //            = X1^T[* ,MC] (U01^(T/H))[* ,MR]
        LocalGemm
        ( TRANSPOSE, NORMAL, 
          F(-1), X1Trans_STAR_MC, U01AdjOrTrans_STAR_MR, F(1), X0 );
        //--------------------------------------------------------------------//
        X1_VC_STAR.FreeAlignments();
        X1Trans_STAR_MC.FreeAlignments();
        U01_VR_STAR.FreeAlignments();
        U01AdjOrTrans_STAR_MR.FreeAlignments();

        SlideLockedPartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12, 
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        SlidePartitionLeft
        ( XL, /**/     XR,
          X0, /**/ X1, X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 8
0
inline void
CholeskyUVar3( DistMatrix<F>& A )
{
#ifndef RELEASE
    PushCallStack("internal::CholeskyUVar3");
    if( A.Height() != A.Width() )
        throw std::logic_error
        ("Can only compute Cholesky factor of square matrices");
#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);

    // Temporary matrix distributions
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,STAR,MC  > A12_STAR_MC(g);
    DistMatrix<F,STAR,MR  > A12_STAR_MR(g);

    // Start the algorithm
    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 ); 
    while( ABR.Height() > 0 )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        A12_STAR_MC.AlignWith( A22 );
        A12_STAR_MR.AlignWith( A22 );
        A12_STAR_VR.AlignWith( A22 );
        //--------------------------------------------------------------------//
        A11_STAR_STAR = A11;
        LocalCholesky( UPPER, A11_STAR_STAR );
        A11 = A11_STAR_STAR;

        A12_STAR_VR = A12;
        LocalTrsm
        ( LEFT, UPPER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A12_STAR_VR );

        A12_STAR_MC = A12_STAR_VR;
        A12_STAR_MR = A12_STAR_VR;
        LocalTrrk
        ( UPPER, ADJOINT, F(-1), A12_STAR_MC, A12_STAR_MR, F(1), A22 );
        A12 = A12_STAR_MR;
        //--------------------------------------------------------------------//
        A12_STAR_MC.FreeAlignments();
        A12_STAR_MR.FreeAlignments();
        A12_STAR_VR.FreeAlignments();

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 9
0
inline void
HPDInverseLVar2( DistMatrix<F>& A )
{
#ifndef RELEASE
    PushCallStack("internal::HPDInverseLVar2");
    if( A.Height() != A.Width() )
        throw std::logic_error("Nonsquare matrices cannot be triangular");
#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);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > A10_STAR_VR(g);
    DistMatrix<F,VC,  STAR> A21_VC_STAR(g);
    DistMatrix<F,STAR,MC  > A10_STAR_MC(g);
    DistMatrix<F,STAR,MR  > A10_STAR_MR(g);
    DistMatrix<F,STAR,MC  > A21Trans_STAR_MC(g);
    DistMatrix<F,VR,  STAR> A21_VR_STAR(g);
    DistMatrix<F,STAR,MR  > A21Adj_STAR_MR(g);

    // Start the algorithm
    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        A10_STAR_VR.AlignWith( A00 );
        A21_VC_STAR.AlignWith( A20 );
        A10_STAR_MC.AlignWith( A00 );
        A10_STAR_MR.AlignWith( A00 );
        A21Trans_STAR_MC.AlignWith( A20 );
        A21_VR_STAR.AlignWith( A22 );
        A21Adj_STAR_MR.AlignWith( A22 );
        //--------------------------------------------------------------------//
        A11_STAR_STAR = A11;
        LocalCholesky( LOWER, A11_STAR_STAR );

        A10_STAR_VR = A10;
        LocalTrsm
        ( LEFT, LOWER, NORMAL, NON_UNIT, F(1), A11_STAR_STAR, A10_STAR_VR );

        A21_VC_STAR = A21;
        LocalTrsm
        ( RIGHT, LOWER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A21_VC_STAR );

        A10_STAR_MC = A10_STAR_VR;
        A10_STAR_MR = A10_STAR_VR;
        LocalTrrk
        ( LOWER, ADJOINT,
          F(1), A10_STAR_MC, A10_STAR_MR, F(1), A00 );

        A21Trans_STAR_MC.TransposeFrom( A21_VC_STAR );
        LocalGemm
        ( TRANSPOSE, NORMAL, F(-1), A21Trans_STAR_MC, A10_STAR_MR, F(1), A20 );

        A21_VR_STAR = A21_VC_STAR;
        A21Adj_STAR_MR.AdjointFrom( A21_VR_STAR );
        LocalTrrk
        ( LOWER, TRANSPOSE,
          F(-1), A21Trans_STAR_MC, A21Adj_STAR_MR, F(1), A22 );

        LocalTrsm
        ( LEFT, LOWER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A10_STAR_VR );

        LocalTrsm
        ( RIGHT, LOWER, NORMAL, NON_UNIT, F(-1), A11_STAR_STAR, A21_VC_STAR );

        LocalTriangularInverse( LOWER, NON_UNIT, A11_STAR_STAR );

        LocalTrtrmm( ADJOINT, LOWER, A11_STAR_STAR );

        A11 = A11_STAR_STAR;
        A10 = A10_STAR_VR;
        A21 = A21_VC_STAR;
        //--------------------------------------------------------------------//
        A10_STAR_VR.FreeAlignments();
        A21_VC_STAR.FreeAlignments();
        A10_STAR_MC.FreeAlignments();
        A10_STAR_MR.FreeAlignments();
        A21Trans_STAR_MC.FreeAlignments();
        A21_VR_STAR.FreeAlignments();
        A21Adj_STAR_MR.FreeAlignments();

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 10
0
inline void
RUVF
( Conjugation conjugation, Int offset, 
  const DistMatrix<F>& H, const DistMatrix<F,MD,STAR>& t, DistMatrix<F>& A )
{
#ifndef RELEASE
    CallStackEntry cse("apply_packed_reflectors::RUVF");
    if( H.Grid() != t.Grid() || t.Grid() != A.Grid() )
        LogicError("{H,t,A} must be distributed over the same grid");
    // TODO: Proper dimension checks
    if( t.Height() != H.DiagonalLength(offset) )
        LogicError("t must be the same length as H's offset diag");
    if( !t.AlignedWithDiagonal( H, offset ) )
        LogicError("t must be aligned with H's 'offset' diagonal");
#endif
    const Grid& g = H.Grid();
    DistMatrix<F>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g), HPanCopy(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<F> ALeft(g);
    DistMatrix<F,MD,STAR>
        tT(g),  t0(g),
        tB(g),  t1(g),
                t2(g);

    DistMatrix<F,VC,  STAR> HPan_VC_STAR(g);
    DistMatrix<F,MR,  STAR> HPan_MR_STAR(g);
    DistMatrix<F,STAR,STAR> t1_STAR_STAR(g);
    DistMatrix<F,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<F,STAR,MC  > ZAdj_STAR_MC(g);
    DistMatrix<F,STAR,VC  > ZAdj_STAR_VC(g);

    LockedPartitionDownOffsetDiagonal
    ( offset,
      H, HTL, HTR,
         HBL, HBR, 0 );
    LockedPartitionDown
    ( t, tT,
         tB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        LockedRepartitionDown
        ( tT,  t0,
         /**/ /**/
               t1,
          tB,  t2 );

        LockedView2x1( HPan, H01, H11 );
        View( ALeft, A, 0, 0, A.Height(), HPan.Height() );

        HPan_MR_STAR.AlignWith( ALeft );
        ZAdj_STAR_MC.AlignWith( ALeft );
        ZAdj_STAR_VC.AlignWith( ALeft );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( UPPER, HPanCopy, 0, RIGHT );
        SetDiagonal( HPanCopy, F(1), 0, RIGHT );
 
        HPan_VC_STAR = HPanCopy;
        Zeros( SInv_STAR_STAR, HPan.Width(), HPan.Width() );
        Herk
        ( UPPER, ADJOINT, 
          F(1), HPan_VC_STAR.LockedMatrix(),
          F(0), SInv_STAR_STAR.Matrix() ); 
        SInv_STAR_STAR.SumOverGrid();
        t1_STAR_STAR = t1;
        FixDiagonal( conjugation, t1_STAR_STAR, SInv_STAR_STAR );

        HPan_MR_STAR = HPan_VC_STAR;
        LocalGemm( ADJOINT, ADJOINT, F(1), HPan_MR_STAR, ALeft, ZAdj_STAR_MC );
        ZAdj_STAR_VC.SumScatterFrom( ZAdj_STAR_MC );
        
        LocalTrsm
        ( LEFT, UPPER, ADJOINT, NON_UNIT, 
          F(1), SInv_STAR_STAR, ZAdj_STAR_VC );

        ZAdj_STAR_MC = ZAdj_STAR_VC;
        LocalGemm
        ( ADJOINT, ADJOINT, F(-1), ZAdj_STAR_MC, HPan_MR_STAR, F(1), ALeft );
        //--------------------------------------------------------------------//

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlideLockedPartitionDown
        ( tT,  t0,
               t1,
         /**/ /**/
          tB,  t2 );
    }
}
Ejemplo n.º 11
0
inline void
ApplyPackedReflectorsLUHB
( int offset, 
  const DistMatrix<R>& H,
        DistMatrix<R>& A )
{
#ifndef RELEASE
    PushCallStack("internal::ApplyPackedReflectorsLUHB");
    if( H.Grid() != A.Grid() )
        throw std::logic_error("{H,A} must be distributed over the same grid");
    if( offset < 0 || offset > H.Width() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Height() )
        throw std::logic_error
        ("Width of transforms must equal height of target matrix");
#endif
    const Grid& g = H.Grid();

    DistMatrix<R>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g), HPanCopy(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<R> ABottom(g);

    DistMatrix<R,STAR,VR  > HPan_STAR_VR(g);
    DistMatrix<R,STAR,MC  > HPan_STAR_MC(g);
    DistMatrix<R,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<R,STAR,MR  > Z_STAR_MR(g);
    DistMatrix<R,STAR,VR  > Z_STAR_VR(g);

    LockedPartitionUpDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    while( HBR.Height() < H.Height() && HBR.Width() < H.Width() )
    {
        LockedRepartitionUpDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );
    
        const int HPanWidth = H11.Width() + H12.Width();
        const int HPanHeight = 
            std::min( H11.Height(), std::max(HPanWidth-offset,0) );
        const int leftover = A.Height()-HPanWidth;
        HPan.LockedView( H, H00.Height(), H00.Width(), HPanHeight, HPanWidth );

        ABottom.View( A, leftover, 0, HPanWidth, A.Width() );

        HPan_STAR_MC.AlignWith( ABottom );
        Z_STAR_MR.AlignWith( ABottom );
        Z_STAR_VR.AlignWith( ABottom );
        Zeros( HPanHeight, ABottom.Width(), Z_STAR_MR );
        Zeros( HPanHeight, HPanHeight, SInv_STAR_STAR );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( LEFT, UPPER, offset, HPanCopy );
        SetDiagonalToOne( LEFT, offset, HPanCopy );

        HPan_STAR_VR = HPanCopy;
        Syrk
        ( UPPER, NORMAL,
          R(1), HPan_STAR_VR.LockedLocalMatrix(),
          R(0), SInv_STAR_STAR.LocalMatrix() );
        SInv_STAR_STAR.SumOverGrid();
        HalveMainDiagonal( SInv_STAR_STAR );

        HPan_STAR_MC = HPan_STAR_VR;
        LocalGemm
        ( NORMAL, NORMAL, R(1), HPan_STAR_MC, ABottom, R(0), Z_STAR_MR );
        Z_STAR_VR.SumScatterFrom( Z_STAR_MR );

        LocalTrsm
        ( LEFT, UPPER, NORMAL, NON_UNIT, R(1), SInv_STAR_STAR, Z_STAR_VR );

        Z_STAR_MR = Z_STAR_VR;
        LocalGemm
        ( TRANSPOSE, NORMAL, R(-1), HPan_STAR_MC, Z_STAR_MR, R(1), ABottom );
        //--------------------------------------------------------------------//
        HPan_STAR_MC.FreeAlignments();
        Z_STAR_MR.FreeAlignments();
        Z_STAR_VR.FreeAlignments();

        SlideLockedPartitionUpDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 12
0
inline void
TrsmRUN
( UnitOrNonUnit diag, F alpha, const DistMatrix<F>& U, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmRUN");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    DistMatrix<F> XL(g), XR(g),
                  X0(g), X1(g), X2(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g); 
    DistMatrix<F,STAR,MR  > U12_STAR_MR(g);
    DistMatrix<F,VC,  STAR> X1_VC_STAR(g);    
    DistMatrix<F,STAR,MC  > X1Trans_STAR_MC(g);
    
    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionRight( X, XL, XR, 0 );
    while( XR.Width() > 0 )
    {
        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12, 
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        RepartitionRight
        ( XL, /**/     XR,
          X0, /**/ X1, X2 ); 

        X1_VC_STAR.AlignWith( X2 );
        X1Trans_STAR_MC.AlignWith( X2 );
        U12_STAR_MR.AlignWith( X2 );
        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11; 
        X1_VC_STAR = X1;

        LocalTrsm
        ( RIGHT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, X1_VC_STAR,
          checkIfSingular );

        X1Trans_STAR_MC.TransposeFrom( X1_VC_STAR );
        X1.TransposeFrom( X1Trans_STAR_MC );
        U12_STAR_MR = U12; 

        // X2[MC,MR] -= X1[MC,* ] U12[* ,MR]
        //            = X1^T[* ,MC] U12[* ,MR]
        LocalGemm
        ( TRANSPOSE, NORMAL, F(-1), X1Trans_STAR_MC, U12_STAR_MR, F(1), X2 );
        //--------------------------------------------------------------------//
        X1_VC_STAR.FreeAlignments();
        X1Trans_STAR_MC.FreeAlignments();
        U12_STAR_MR.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );

        SlidePartitionRight
        ( XL,     /**/ XR,
          X0, X1, /**/ X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 13
0
inline void
TrsmRLT
( Orientation orientation, UnitOrNonUnit diag,
  F alpha, const DistMatrix<F>& L, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TrsmRLT");
    if( orientation == NORMAL )
        LogicError("TrsmRLT expects a (Conjugate)Transpose option");
#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> XL(g), XR(g),
                  X0(g), X1(g), X2(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,VR,  STAR> L21_VR_STAR(g);
    DistMatrix<F,STAR,MR  > L21AdjOrTrans_STAR_MR(g);
    DistMatrix<F,VC,  STAR> X1_VC_STAR(g);
    DistMatrix<F,STAR,MC  > X1Trans_STAR_MC(g);

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

        RepartitionRight
        ( XL, /**/     XR,
          X0, /**/ X1, X2 );

        X1_VC_STAR.AlignWith( X2 );
        X1Trans_STAR_MC.AlignWith( X2 );
        L21_VR_STAR.AlignWith( X2 );
        L21AdjOrTrans_STAR_MR.AlignWith( X2 );
        //--------------------------------------------------------------------//
        L11_STAR_STAR = L11; 
        X1_VC_STAR = X1;  
        
        LocalTrsm
        ( RIGHT, LOWER, orientation, diag, 
          F(1), L11_STAR_STAR, X1_VC_STAR, checkIfSingular );

        X1Trans_STAR_MC.TransposeFrom( X1_VC_STAR );
        X1.TransposeFrom( X1Trans_STAR_MC );
        L21_VR_STAR = L21;
        if( orientation == ADJOINT )
            L21AdjOrTrans_STAR_MR.AdjointFrom( L21_VR_STAR );
        else
            L21AdjOrTrans_STAR_MR.TransposeFrom( L21_VR_STAR );

        // X2[MC,MR] -= X1[MC,*] (L21[MR,*])^(T/H)
        //            = X1^T[* ,MC] (L21^(T/H))[*,MR]
        LocalGemm
        ( TRANSPOSE, NORMAL, 
          F(-1), X1Trans_STAR_MC, L21AdjOrTrans_STAR_MR, F(1), X2 );
        //--------------------------------------------------------------------//

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

        SlidePartitionRight
        ( XL,     /**/ XR,
          X0, X1, /**/ X2 );
    }
}
Ejemplo n.º 14
0
inline void
TwoSidedTrsmLVar2
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<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
    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,MR,  STAR> A10Adj_MR_STAR(g);
    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,MR,  STAR> F10Adj_MR_STAR(g);
    DistMatrix<F,MR,  STAR> L10Adj_MR_STAR(g);
    DistMatrix<F,VC,  STAR> L10Adj_VC_STAR(g);
    DistMatrix<F,STAR,MC  > L10_STAR_MC(g);
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> X11_MC_STAR(g);
    DistMatrix<F,MC,  STAR> X21_MC_STAR(g);
    DistMatrix<F,MC,  STAR> Y10Adj_MC_STAR(g);
    DistMatrix<F,MR,  MC  > Y10Adj_MR_MC(g);
    DistMatrix<F> X11(g);
    DistMatrix<F> Y10Adj(g);

    Matrix<F> Y10Local;

    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 );

        A10Adj_MR_STAR.AlignWith( L10 );
        F10Adj_MR_STAR.AlignWith( A00 );
        L10Adj_MR_STAR.AlignWith( A00 );
        L10Adj_VC_STAR.AlignWith( A00 );
        L10_STAR_MC.AlignWith( A00 );
        X11.AlignWith( A11 );
        X11_MC_STAR.AlignWith( L10 );
        X21_MC_STAR.AlignWith( A20 );
        Y10Adj_MC_STAR.AlignWith( A00 );
        Y10Adj_MR_MC.AlignWith( A10 );
        //--------------------------------------------------------------------//
        // Y10 := L10 A00
        L10Adj_MR_STAR.AdjointFrom( L10 );
        L10Adj_VC_STAR = L10Adj_MR_STAR;
        L10_STAR_MC.AdjointFrom( L10Adj_VC_STAR );
        Y10Adj_MC_STAR.ResizeTo( A10.Width(), A10.Height() );
        F10Adj_MR_STAR.ResizeTo( A10.Width(), A10.Height() );
        Zero( Y10Adj_MC_STAR );
        Zero( F10Adj_MR_STAR );
        LocalSymmetricAccumulateRL
        ( ADJOINT,
          F(1), A00, L10_STAR_MC, L10Adj_MR_STAR, 
          Y10Adj_MC_STAR, F10Adj_MR_STAR );
        Y10Adj.SumScatterFrom( Y10Adj_MC_STAR );
        Y10Adj_MR_MC = Y10Adj;
        Y10Adj_MR_MC.SumScatterUpdate( F(1), F10Adj_MR_STAR );
        Adjoint( Y10Adj_MR_MC.LockedLocalMatrix(), Y10Local );

        // X11 := A10 L10'
        X11_MC_STAR.ResizeTo( A11.Height(), A11.Width() );
        LocalGemm
        ( NORMAL, NORMAL, F(1), A10, L10Adj_MR_STAR, F(0), X11_MC_STAR );

        // A10 := A10 - Y10
        Axpy( F(-1), Y10Local, A10.LocalMatrix() );
        A10Adj_MR_STAR.AdjointFrom( A10 );
        
        // A11 := A11 - (X11 + L10 A10') = A11 - (A10 L10' + L10 A10')
        LocalGemm
        ( NORMAL, NORMAL, F(1), L10, A10Adj_MR_STAR, F(1), X11_MC_STAR );
        X11.SumScatterFrom( X11_MC_STAR );
        MakeTrapezoidal( LEFT, LOWER, 0, X11 );
        Axpy( F(-1), X11, A11 );

        // A10 := inv(L11) A10
        L11_STAR_STAR = L11;
        A10_STAR_VR.AdjointFrom( A10Adj_MR_STAR );
        LocalTrsm
        ( LEFT, LOWER, NORMAL, diag, F(1), L11_STAR_STAR, A10_STAR_VR );
        A10 = A10_STAR_VR;

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

        // A21 := A21 - A20 L10'
        X21_MC_STAR.ResizeTo( A21.Height(), A21.Width() );
        LocalGemm
        ( NORMAL, NORMAL, F(1), A20, L10Adj_MR_STAR, F(0), X21_MC_STAR );
        A21.SumScatterUpdate( F(-1), X21_MC_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;
        //--------------------------------------------------------------------//
        A10Adj_MR_STAR.FreeAlignments();
        F10Adj_MR_STAR.FreeAlignments();
        L10Adj_MR_STAR.FreeAlignments();
        L10Adj_VC_STAR.FreeAlignments();
        L10_STAR_MC.FreeAlignments();
        X11.FreeAlignments();
        X11_MC_STAR.FreeAlignments();
        X21_MC_STAR.FreeAlignments();
        Y10Adj_MC_STAR.FreeAlignments();
        Y10Adj_MR_MC.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 15
0
inline void
LUHF
( Conjugation conjugation, Int offset, 
  const DistMatrix<F>& H, const DistMatrix<F,MD,STAR>& t, DistMatrix<F>& A )
{
#ifndef RELEASE
    CallStackEntry cse("apply_packed_reflectors::LUHF");
    if( H.Grid() != t.Grid() || t.Grid() != A.Grid() )
        LogicError("{H,t,A} must be distributed over the same grid");
    // TODO: Proper dimension checks
    if( t.Height() != H.DiagonalLength(offset) )
        LogicError("t must be the same length as H's offset diag");
    if( !t.AlignedWithDiagonal( H, offset ) )
        LogicError("t must be aligned with H's offset diagonal");
#endif
    const Grid& g = H.Grid(); 
    DistMatrix<F>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g), HPanCopy(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<F> 
        AT(g),  A0(g),
        AB(g),  A1(g),
                A2(g);
    DistMatrix<F,MD,STAR>
        tT(g),  t0(g),
        tB(g),  t1(g),
                t2(g);

    DistMatrix<F,STAR,VR  > HPan_STAR_VR(g);
    DistMatrix<F,STAR,MC  > HPan_STAR_MC(g);
    DistMatrix<F,STAR,STAR> t1_STAR_STAR(g);
    DistMatrix<F,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<F,STAR,MR  > Z_STAR_MR(g);
    DistMatrix<F,STAR,VR  > Z_STAR_VR(g);

    LockedPartitionDownOffsetDiagonal
    ( offset,
      H, HTL, HTR,
         HBL, HBR, 0 );
    LockedPartitionDown
    ( t, tT,
         tB, 0 );
    PartitionDown
    ( A, AT,
         AB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        LockedRepartitionDown
        ( tT,  t0,
         /**/ /**/
               t1,
          tB,  t2 );

        RepartitionDown
        ( AT,  A0,
         /**/ /**/
               A1,
          AB,  A2, H11.Height() );

        LockedView1x2( HPan, H11, H12 );

        HPan_STAR_MC.AlignWith( AB );
        Z_STAR_MR.AlignWith( AB );
        Z_STAR_VR.AlignWith( AB );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTriangular( UPPER, HPanCopy );
        SetDiagonal( HPanCopy, F(1) );

        HPan_STAR_VR = HPanCopy;
        Zeros( SInv_STAR_STAR, HPan.Height(), HPan.Height() );
        Herk
        ( LOWER, NORMAL,
          F(1), HPan_STAR_VR.LockedMatrix(),
          F(0), SInv_STAR_STAR.Matrix() );
        SInv_STAR_STAR.SumOverGrid();
        t1_STAR_STAR = t1;
        FixDiagonal( conjugation, t1_STAR_STAR, SInv_STAR_STAR );

        HPan_STAR_MC = HPan_STAR_VR;
        LocalGemm( NORMAL, NORMAL, F(1), HPan_STAR_MC, AB, Z_STAR_MR );
        Z_STAR_VR.SumScatterFrom( Z_STAR_MR );

        LocalTrsm
        ( LEFT, LOWER, NORMAL, NON_UNIT, F(1), SInv_STAR_STAR, Z_STAR_VR );

        Z_STAR_MR = Z_STAR_VR;
        LocalGemm( ADJOINT, NORMAL, F(-1), HPan_STAR_MC, Z_STAR_MR, F(1), AB );
        //--------------------------------------------------------------------//

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlideLockedPartitionDown
        ( tT,  t0,
               t1,
         /**/ /**/
          tB,  t2 );

        SlidePartitionDown
        ( AT,  A0,
               A1,
         /**/ /**/
          AB,  A2 );
    }
}
Ejemplo n.º 16
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 17
0
inline void
RLHF
( int offset, 
  const DistMatrix<R>& H,
        DistMatrix<R>& A )
{
#ifndef RELEASE
    PushCallStack("apply_packed_reflectors::RLHF");
    if( H.Grid() != A.Grid() )
        throw std::logic_error("{H,A} must be distributed over the same grid");
    if( offset > 0 || offset < -H.Width() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Width() )
        throw std::logic_error
        ("Width of transforms must equal width of target matrix");
#endif
    const Grid& g = H.Grid();

    DistMatrix<R>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g), HPanCopy(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<R> ALeft(g);

    DistMatrix<R,STAR,VR  > HPan_STAR_VR(g);
    DistMatrix<R,STAR,MR  > HPan_STAR_MR(g);
    DistMatrix<R,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<R,STAR,MC  > ZTrans_STAR_MC(g);
    DistMatrix<R,STAR,VC  > ZTrans_STAR_VC(g);

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanWidth = H10.Width() + H11.Width();
        const int HPanOffset = 
            std::min( H11.Height(), std::max(-offset-H00.Height(),0) );
        const int HPanHeight = H11.Height()-HPanOffset;
        LockedView
        ( HPan, H, H00.Height()+HPanOffset, 0, HPanHeight, HPanWidth );

        View( ALeft, A, 0, 0, A.Height(), HPanWidth );

        HPan_STAR_MR.AlignWith( ALeft );
        ZTrans_STAR_MC.AlignWith( ALeft );
        ZTrans_STAR_VC.AlignWith( ALeft );
        Zeros( HPan.Height(), ALeft.Height(), ZTrans_STAR_MC );
        Zeros( HPan.Height(), HPan.Height(), SInv_STAR_STAR );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, LOWER, offset, HPanCopy );
        SetDiagonal( RIGHT, offset, HPanCopy, R(1) );

        HPan_STAR_VR = HPanCopy;
        Syrk
        ( UPPER, NORMAL,
          R(1), HPan_STAR_VR.LockedMatrix(),
          R(0), SInv_STAR_STAR.Matrix() );
        SInv_STAR_STAR.SumOverGrid();
        HalveMainDiagonal( SInv_STAR_STAR );

        HPan_STAR_MR = HPan_STAR_VR;
        LocalGemm
        ( NORMAL, TRANSPOSE,
          R(1), HPan_STAR_MR, ALeft, R(0), ZTrans_STAR_MC );
        ZTrans_STAR_VC.SumScatterFrom( ZTrans_STAR_MC );

        LocalTrsm
        ( LEFT, UPPER, TRANSPOSE, NON_UNIT,
          R(1), SInv_STAR_STAR, ZTrans_STAR_VC );

        ZTrans_STAR_MC = ZTrans_STAR_VC;
        LocalGemm
        ( TRANSPOSE, NORMAL,
          R(-1), ZTrans_STAR_MC, HPan_STAR_MR, R(1), ALeft );
        //--------------------------------------------------------------------//
        HPan_STAR_MR.FreeAlignments();
        ZTrans_STAR_MC.FreeAlignments();
        ZTrans_STAR_VC.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 18
0
inline void
TrsmLLTLarge
( Orientation orientation, UnitOrNonUnit diag,
  F alpha, const DistMatrix<F>& L, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmLLTLarge");
    if( orientation == NORMAL )
        throw std::logic_error("TrsmLLT expects a (Conjugate)Transpose option");
#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> XT(g),  X0(g),
                  XB(g),  X1(g),
                          X2(g);

    // Temporary distributions
    DistMatrix<F,STAR,MC  > L10_STAR_MC(g);
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,STAR,MR  > X1_STAR_MR(g);
    DistMatrix<F,STAR,VR  > X1_STAR_VR(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 ); 

        L10_STAR_MC.AlignWith( X0 );
        X1_STAR_MR.AlignWith( X0 );
        //--------------------------------------------------------------------//
        L11_STAR_STAR = L11; // L11[* ,* ] <- L11[MC,MR]
        X1_STAR_VR    = X1;  // X1[* ,VR] <- X1[MC,MR]

        // X1[* ,VR] := L11^-[T/H][* ,* ] X1[* ,VR]
        LocalTrsm
        ( LEFT, LOWER, orientation, diag, F(1), L11_STAR_STAR, X1_STAR_VR,
          checkIfSingular );

        X1_STAR_MR  = X1_STAR_VR; // X1[* ,MR] <- X1[* ,VR]
        X1          = X1_STAR_MR; // X1[MC,MR] <- X1[* ,MR]
        L10_STAR_MC = L10;        // L10[* ,MC] <- L10[MC,MR]

        // X0[MC,MR] -= (L10[* ,MC])^(T/H) X1[* ,MR]
        //            = L10^[T/H][MC,* ] X1[* ,MR]
        LocalGemm
        ( orientation, NORMAL, F(-1), L10_STAR_MC, X1_STAR_MR, F(1), X0 );
        //--------------------------------------------------------------------//
        L10_STAR_MC.FreeAlignments();
        X1_STAR_MR.FreeAlignments();

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

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 19
0
inline void
RLHF
( Conjugation conjugation, int offset, 
  const DistMatrix<Complex<R> >& H,
  const DistMatrix<Complex<R>,MD,STAR>& t,
        DistMatrix<Complex<R> >& A )
{
#ifndef RELEASE
    PushCallStack("apply_packed_reflectors::RLHF");
    if( H.Grid() != t.Grid() || t.Grid() != A.Grid() )
        throw std::logic_error
        ("{H,t,A} must be distributed over the same grid");
    if( offset > 0 || offset < -H.Width() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Width() )
        throw std::logic_error
        ("Width of transforms must equal width of target matrix");
    if( t.Height() != H.DiagonalLength( offset ) )
        throw std::logic_error("t must be the same length as H's offset diag");
    if( !t.AlignedWithDiagonal( H, offset ) )
        throw std::logic_error("t must be aligned with H's 'offset' diagonal");
#endif
    typedef Complex<R> C;
    const Grid& g = H.Grid();

    DistMatrix<C>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g), HPanCopy(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<C> ALeft(g);
    DistMatrix<C,MD,STAR>
        tT(g),  t0(g),
        tB(g),  t1(g),
                t2(g);

    DistMatrix<C,STAR,VR  > HPan_STAR_VR(g);
    DistMatrix<C,STAR,MR  > HPan_STAR_MR(g);
    DistMatrix<C,STAR,STAR> t1_STAR_STAR(g);
    DistMatrix<C,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<C,STAR,MC  > ZAdj_STAR_MC(g);
    DistMatrix<C,STAR,VC  > ZAdj_STAR_VC(g);

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    LockedPartitionDown
    ( t, tT,
         tB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanWidth = H10.Width() + H11.Width();
        const int HPanOffset = 
            std::min( H11.Height(), std::max(-offset-H00.Height(),0) );
        const int HPanHeight = H11.Height()-HPanOffset;
        LockedView
        ( HPan, H, H00.Height()+HPanOffset, 0, HPanHeight, HPanWidth );

        LockedRepartitionDown
        ( tT,  t0,
         /**/ /**/
               t1,
          tB,  t2, HPanHeight );

        View( ALeft, A, 0, 0, A.Height(), HPanWidth );

        HPan_STAR_MR.AlignWith( ALeft );
        ZAdj_STAR_MC.AlignWith( ALeft );
        ZAdj_STAR_VC.AlignWith( ALeft );
        Zeros( HPan.Height(), ALeft.Height(), ZAdj_STAR_MC );
        Zeros( HPan.Height(), HPan.Height(), SInv_STAR_STAR );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, LOWER, offset, HPanCopy );
        SetDiagonal( RIGHT, offset, HPanCopy, C(1) );

        HPan_STAR_VR = HPanCopy;
        Herk
        ( UPPER, NORMAL,
          C(1), HPan_STAR_VR.LockedMatrix(),
          C(0), SInv_STAR_STAR.Matrix() );
        SInv_STAR_STAR.SumOverGrid();
        t1_STAR_STAR = t1;
        FixDiagonal( conjugation, t1_STAR_STAR, SInv_STAR_STAR );

        HPan_STAR_MR = HPan_STAR_VR;
        LocalGemm
        ( NORMAL, ADJOINT,
          C(1), HPan_STAR_MR, ALeft, C(0), ZAdj_STAR_MC );
        ZAdj_STAR_VC.SumScatterFrom( ZAdj_STAR_MC );

        LocalTrsm
        ( LEFT, UPPER, ADJOINT, NON_UNIT,
          C(1), SInv_STAR_STAR, ZAdj_STAR_VC );

        ZAdj_STAR_MC = ZAdj_STAR_VC;
        LocalGemm
        ( ADJOINT, NORMAL,
          C(-1), ZAdj_STAR_MC, HPan_STAR_MR, C(1), ALeft );
        //--------------------------------------------------------------------//
        HPan_STAR_MR.FreeAlignments();
        ZAdj_STAR_MC.FreeAlignments();
        ZAdj_STAR_VC.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlideLockedPartitionDown
        ( tT,  t0,
               t1,
         /**/ /**/
          tB,  t2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 20
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 21
0
inline void
UVar3( UnitOrNonUnit diag, DistMatrix<F>& U )
{
#ifndef RELEASE
    CallStackEntry entry("triangular_inverse::UVar3");
    if( U.Height() != U.Width() )
        LogicError("Nonsquare matrices cannot be triangular");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    // Temporary distributions
    DistMatrix<F,VC,  STAR> U01_VC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > U12_STAR_VR(g);
    DistMatrix<F,STAR,MC  > U01Trans_STAR_MC(g);
    DistMatrix<F,MR,  STAR> U12Trans_MR_STAR(g);

    // Start the algorithm
    PartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( UBR.Height() < U.Height() )
    {
        RepartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );

        U01Trans_STAR_MC.AlignWith( U02 );
        U12Trans_MR_STAR.AlignWith( U02 );
        //--------------------------------------------------------------------//
        U01_VC_STAR = U01;
        U11_STAR_STAR = U11;
        LocalTrsm
        ( RIGHT, UPPER, NORMAL, diag, F(-1), U11_STAR_STAR, U01_VC_STAR );

        // We transpose before the communication to avoid cache-thrashing
        // in the unpacking stage.
        U12Trans_MR_STAR.TransposeFrom( U12 );
        U01Trans_STAR_MC.TransposeFrom( U01_VC_STAR );

        LocalGemm
        ( TRANSPOSE, TRANSPOSE, 
          F(1), U01Trans_STAR_MC, U12Trans_MR_STAR, F(1), U02 );
        U01.TransposeFrom( U01Trans_STAR_MC );

        U12_STAR_VR.TransposeFrom( U12Trans_MR_STAR );
        LocalTrsm
        ( LEFT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, U12_STAR_VR );
        LocalTriangularInverse( UPPER, diag, U11_STAR_STAR );
        U11 = U11_STAR_STAR;
        U12 = U12_STAR_VR;
        //--------------------------------------------------------------------//

        SlidePartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );
    }
}
Ejemplo n.º 22
0
inline void
TrsmLUNMedium
( UnitOrNonUnit diag, F alpha, const DistMatrix<F>& U, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TrsmLUNMedium");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);
    DistMatrix<F> XT(g),  X0(g),
                  XB(g),  X1(g),
                          X2(g);

    // Temporary distributions
    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,MR,  STAR> X1Trans_MR_STAR(g);

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionUp
    ( X, XT,
         XB, 0 );
    while( XT.Height() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( UTL, /**/ UTR,   U00, U01, /**/ U02,
               /**/        U10, U11, /**/ U12,
         /*************/  /******************/
          UBL, /**/ UBR,   U20, U21, /**/ U22 );

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

        U01_MC_STAR.AlignWith( X0 );
        X1Trans_MR_STAR.AlignWith( X0 );
        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11;                 // U11[* ,* ] <- U11[MC,MR]
        X1Trans_MR_STAR.TransposeFrom( X1 ); // X1[* ,MR] <- X1[MC,MR]
        
        // X1[* ,MR] := U11^-1[* ,* ] X1[* ,MR]
        //
        // X1^T[MR,* ] := X1^T[MR,* ] U11^-T[* ,* ]
        LocalTrsm
        ( RIGHT, UPPER, TRANSPOSE, diag, 
          F(1), U11_STAR_STAR, X1Trans_MR_STAR, checkIfSingular );
        X1.TransposeFrom( X1Trans_MR_STAR );

        U01_MC_STAR = U01;  // U01[MC,* ] <- U01[MC,MR]

        // X0[MC,MR] -= U01[MC,* ] X1[* ,MR]
        LocalGemm
        ( NORMAL, TRANSPOSE, F(-1), U01_MC_STAR, X1Trans_MR_STAR, F(1), X0 );
        //--------------------------------------------------------------------//
        U01_MC_STAR.FreeAlignments();
        X1Trans_MR_STAR.FreeAlignments();

        SlideLockedPartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
}
Ejemplo n.º 23
0
inline void
TrsmLLTSmall
( Orientation orientation, UnitOrNonUnit diag,
  F alpha, const DistMatrix<F,STAR,VR>& L, DistMatrix<F,VR,STAR>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmLLTSmall");
    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("TrsmLLT expects a (Conjugate)Transpose option");
    if( L.Height() != L.Width() || L.Height() != X.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal TrsmLLT: \n"
            << "  L ~ " << L.Height() << " x " << L.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
    if( L.RowAlignment() != X.ColAlignment() )
        throw std::logic_error("L and X must be aligned");
#endif
    const Grid& g = L.Grid();

    // Matrix views
    DistMatrix<F,STAR,VR> 
        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,VR,STAR> XT(g),  X0(g),
                          XB(g),  X1(g),
                                  X2(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,STAR,STAR> X1_STAR_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 ); 

        //--------------------------------------------------------------------//
        L11_STAR_STAR = L11; // L11[* ,* ] <- L11[* ,VR]
        X1_STAR_STAR = X1;   // X1[* ,* ] <- X1[VR,* ]

        // X1[* ,* ] := L11^-[T/H][* ,* ] X1[* ,* ]
        LocalTrsm
        ( LEFT, LOWER, orientation, diag,
          F(1), L11_STAR_STAR, X1_STAR_STAR, checkIfSingular );

        X1 = X1_STAR_STAR;

        // X0[VR,* ] -= L10[* ,VR]^(T/H) X1[* ,* ]
        LocalGemm( orientation, NORMAL, F(-1), L10, X1_STAR_STAR, F(1), X0 );
        //--------------------------------------------------------------------//

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

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 24
0
inline void
TwoSidedTrsmUVar4
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& U )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TwoSidedTrsmUVar4");
    if( A.Height() != A.Width() )
        LogicError("A must be square");
    if( U.Height() != U.Width() )
        LogicError("Triangular matrices must be square");
    if( A.Height() != U.Height() )
        LogicError("A and U 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>
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    // Temporary distributions
    DistMatrix<F,VC,  STAR> A01_VC_STAR(g);
    DistMatrix<F,STAR,MC  > A01Trans_STAR_MC(g);
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,STAR,VC  > A12_STAR_VC(g);
    DistMatrix<F,STAR,MC  > A12_STAR_MC(g);
    DistMatrix<F,STAR,MR  > A12_STAR_MR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,MR,  STAR> U12Trans_MR_STAR(g);
    DistMatrix<F,VR,  STAR> U12Trans_VR_STAR(g);
    DistMatrix<F,STAR,VR  > U12_STAR_VR(g);
    DistMatrix<F,STAR,VC  > U12_STAR_VC(g);
    DistMatrix<F,STAR,MC  > U12_STAR_MC(g);
    DistMatrix<F,STAR,VR  > Y12_STAR_VR(g);

    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        A01_VC_STAR.AlignWith( A02 );
        A01Trans_STAR_MC.AlignWith( A02 );
        A12_STAR_VR.AlignWith( A22 );
        A12_STAR_VC.AlignWith( A22 );
        A12_STAR_MC.AlignWith( A22 );
        A12_STAR_MR.AlignWith( A22 );
        U12Trans_MR_STAR.AlignWith( A02 );
        U12Trans_VR_STAR.AlignWith( A02 );
        U12_STAR_VR.AlignWith( A02 );
        U12_STAR_VC.AlignWith( A22 );
        U12_STAR_MC.AlignWith( A22 );
        Y12_STAR_VR.AlignWith( A12 );
        //--------------------------------------------------------------------//
        // A01 := A01 inv(U11)
        A01_VC_STAR = A01;
        U11_STAR_STAR = U11;
        LocalTrsm
        ( RIGHT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, A01_VC_STAR );
        A01 = A01_VC_STAR;

        // A11 := inv(U11)' A11 inv(U11)
        A11_STAR_STAR = A11;
        LocalTwoSidedTrsm( UPPER, diag, A11_STAR_STAR, U11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // A02 := A02 - A01 U12
        A01Trans_STAR_MC.TransposeFrom( A01_VC_STAR );
        U12Trans_MR_STAR.TransposeFrom( U12 );
        LocalGemm
        ( TRANSPOSE, TRANSPOSE, 
          F(-1), A01Trans_STAR_MC, U12Trans_MR_STAR, F(1), A02 );

        // Y12 := A11 U12
        U12Trans_VR_STAR = U12Trans_MR_STAR;
        Zeros( U12_STAR_VR, A12.Height(), A12.Width() );
        Transpose( U12Trans_VR_STAR.Matrix(), U12_STAR_VR.Matrix() );
        Zeros( Y12_STAR_VR, A12.Height(), A12.Width() );
        Hemm
        ( LEFT, UPPER, 
          F(1), A11_STAR_STAR.Matrix(), U12_STAR_VR.Matrix(), 
          F(0), Y12_STAR_VR.Matrix() );

        // A12 := inv(U11)' A12
        A12_STAR_VR = A12;
        LocalTrsm
        ( LEFT, UPPER, ADJOINT, diag, F(1), U11_STAR_STAR, A12_STAR_VR );

        // A12 := A12 - 1/2 Y12
        Axpy( F(-1)/F(2), Y12_STAR_VR, A12_STAR_VR );

        // A22 := A22 - (A12' U12 + U12' A12)
        A12_STAR_MR = A12_STAR_VR;
        A12_STAR_VC = A12_STAR_VR;
        U12_STAR_VC = U12_STAR_VR;
        A12_STAR_MC = A12_STAR_VC;
        U12_STAR_MC = U12_STAR_VC;
        LocalTrr2k
        ( UPPER, ADJOINT, TRANSPOSE, ADJOINT,
          F(-1), A12_STAR_MC, U12Trans_MR_STAR,
                 U12_STAR_MC, A12_STAR_MR,
          F(1), A22 );

        // A12 := A12 - 1/2 Y12
        Axpy( F(-1)/F(2), Y12_STAR_VR, A12_STAR_VR );
        A12 = A12_STAR_VR;
        //--------------------------------------------------------------------//

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

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /**********************************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );
    }
}
Ejemplo n.º 25
0
inline void
TwoSidedTrsmUVar1
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& U )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TwoSidedTrsmUVar1");
    if( A.Height() != A.Width() )
        LogicError("A must be square");
    if( U.Height() != U.Width() )
        LogicError("Triangular matrices must be square");
    if( A.Height() != U.Height() )
        LogicError("A and U 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>
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,VC,  STAR> A01_VC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,VC,  STAR> U01_VC_STAR(g);
    DistMatrix<F,VR,  STAR> U01_VR_STAR(g);
    DistMatrix<F,STAR,MR  > U01Adj_STAR_MR(g);
    DistMatrix<F,STAR,STAR> X11_STAR_STAR(g);
    DistMatrix<F,MR,  MC  > Z01_MR_MC(g);
    DistMatrix<F,MC,  STAR> Z01_MC_STAR(g);
    DistMatrix<F,MR,  STAR> Z01_MR_STAR(g);
    DistMatrix<F> Y01(g);

    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        A01_VC_STAR.AlignWith( A01 );
        U01_MC_STAR.AlignWith( A00 );
        U01_VR_STAR.AlignWith( A00 );
        U01_VC_STAR.AlignWith( A00 );
        U01Adj_STAR_MR.AlignWith( A00 );
        Y01.AlignWith( A01 );
        Z01_MR_MC.AlignWith( A01 );
        Z01_MC_STAR.AlignWith( A00 );
        Z01_MR_STAR.AlignWith( A00 );
        //--------------------------------------------------------------------//
        // Y01 := A00 U01
        U01_MC_STAR = U01;
        U01_VR_STAR = U01_MC_STAR;
        U01Adj_STAR_MR.AdjointFrom( U01_VR_STAR );
        Zeros( Z01_MC_STAR, A01.Height(), A01.Width() );
        Zeros( Z01_MR_STAR, A01.Height(), A01.Width() );
        LocalSymmetricAccumulateLU
        ( ADJOINT, 
          F(1), A00, U01_MC_STAR, U01Adj_STAR_MR, Z01_MC_STAR, Z01_MR_STAR );
        Z01_MR_MC.SumScatterFrom( Z01_MR_STAR );
        Y01 = Z01_MR_MC;
        Y01.SumScatterUpdate( F(1), Z01_MC_STAR );

        // A01 := inv(U00)' A01
        //
        // This is the bottleneck because A01 only has blocksize columns
        Trsm( LEFT, UPPER, ADJOINT, diag, F(1), U00, A01 );

        // A01 := A01 - 1/2 Y01
        Axpy( F(-1)/F(2), Y01, A01 );

        // A11 := A11 - (U01' A01 + A01' U01)
        A01_VC_STAR = A01;
        U01_VC_STAR = U01_MC_STAR;
        Zeros( X11_STAR_STAR, A11.Height(), A11.Width() );
        Her2k
        ( UPPER, ADJOINT,
          F(-1), A01_VC_STAR.Matrix(), U01_VC_STAR.Matrix(),
          F(0), X11_STAR_STAR.Matrix() );
        A11.SumScatterUpdate( F(1), X11_STAR_STAR );

        // A11 := inv(U11)' A11 inv(U11)
        A11_STAR_STAR = A11;
        U11_STAR_STAR = U11;
        LocalTwoSidedTrsm( UPPER, diag, A11_STAR_STAR, U11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // A01 := A01 - 1/2 Y01
        Axpy( F(-1)/F(2), Y01, A01 );

        // A01 := A01 inv(U11)
        A01_VC_STAR = A01;
        LocalTrsm
        ( RIGHT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, A01_VC_STAR );
        A01 = A01_VC_STAR;
        //--------------------------------------------------------------------//

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

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );
    }
}
Ejemplo n.º 26
0
inline void
LU( DistMatrix<F>& A, DistMatrix<int,VC,STAR>& p )
{
#ifndef RELEASE
    CallStackEntry entry("LU");
    if( A.Grid() != p.Grid() )
        throw std::logic_error("{A,p} must be distributed over the same grid");
    if( p.Viewing() && 
        (std::min(A.Height(),A.Width()) != p.Height() || p.Width() != 1) ) 
        throw std::logic_error
        ("p must be a vector of the same height as the min dimension of A.");
#endif
    const Grid& g = A.Grid();
    if( !p.Viewing() )
        p.ResizeTo( std::min(A.Height(),A.Width()), 1 );

    // Matrix views
    DistMatrix<F>
        ATL(g), ATR(g),  A00(g), A01(g), A02(g),  AB(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),  
                         A20(g), A21(g), A22(g);

    DistMatrix<int,VC,STAR>
        pT(g),  p0(g), 
        pB(g),  p1(g),
                p2(g);

    // Temporary distributions
    DistMatrix<F,  STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,  MC,  STAR> A21_MC_STAR(g);
    DistMatrix<F,  STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,  STAR,MR  > A12_STAR_MR(g);
    DistMatrix<int,STAR,STAR> p1_STAR_STAR(g);

    // Pivot composition
    std::vector<int> image, preimage;

    // Start the algorithm
    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    PartitionDown
    ( p, pT,
         pB, 0 );
    while( ATL.Height() < A.Height() && ATL.Width() < A.Width() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        RepartitionDown
        ( pT,  p0,
         /**/ /**/
               p1,
          pB,  p2 );

        View1x2( AB, ABL, ABR );

        const int pivotOffset = A01.Height();
        A12_STAR_VR.AlignWith( A22 );
        A12_STAR_MR.AlignWith( A22 );
        A21_MC_STAR.AlignWith( A22 );
        A11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() );
        p1_STAR_STAR.ResizeTo( p1.Height(), 1 );
        //--------------------------------------------------------------------//
        A21_MC_STAR = A21;
        A11_STAR_STAR = A11;
        lu::Panel( A11_STAR_STAR, A21_MC_STAR, p1_STAR_STAR, pivotOffset );
        ComposePivots( p1_STAR_STAR, pivotOffset, image, preimage );
        ApplyRowPivots( AB, image, preimage );

        // Perhaps we should give up perfectly distributing this operation since
        // it's total contribution is only O(n^2)
        A12_STAR_VR = A12;
        LocalTrsm
        ( LEFT, LOWER, NORMAL, UNIT, F(1), A11_STAR_STAR, A12_STAR_VR );

        A12_STAR_MR = A12_STAR_VR;
        LocalGemm( NORMAL, NORMAL, F(-1), A21_MC_STAR, A12_STAR_MR, F(1), A22 );

        A11 = A11_STAR_STAR;
        A12 = A12_STAR_MR;
        A21 = A21_MC_STAR;
        p1 = p1_STAR_STAR;
        //--------------------------------------------------------------------//
        A12_STAR_VR.FreeAlignments();
        A12_STAR_MR.FreeAlignments();
        A21_MC_STAR.FreeAlignments();

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

        SlidePartitionDown
        ( pT,  p0,
               p1,
         /**/ /**/
          pB,  p2 );
    }
}
Ejemplo n.º 27
0
inline void
ApplyPackedReflectorsLUVF
( int offset, 
  const DistMatrix<R>& H,
        DistMatrix<R>& A )
{
#ifndef RELEASE
    PushCallStack("internal::ApplyPackedReflectorsLUVF");
    if( H.Grid() != A.Grid() )
        throw std::logic_error("{H,A} must be distributed over the same grid");
    if( offset < 0 || offset > H.Height() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Height() )
        throw std::logic_error
        ("Width of transforms must equal height of target matrix");
#endif
    const Grid& g = H.Grid();

    DistMatrix<R>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<R>
        AT(g),  A0(g),  ATop(g),
        AB(g),  A1(g),
                A2(g);

    DistMatrix<R> HPanCopy(g);
    DistMatrix<R,VC,  STAR> HPan_VC_STAR(g);
    DistMatrix<R,MC,  STAR> HPan_MC_STAR(g);
    DistMatrix<R,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<R,STAR,MR  > Z_STAR_MR(g);
    DistMatrix<R,STAR,VR  > Z_STAR_VR(g);

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    PartitionDown
    ( A, AT,
         AB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanHeight = H01.Height() + H11.Height();
        const int HPanOffset = 
            std::min( H11.Width(), std::max(offset-H00.Width(),0) );
        const int HPanWidth = H11.Width()-HPanOffset;
        HPan.LockedView( H, 0, H00.Width()+HPanOffset, HPanHeight, HPanWidth );

        RepartitionDown
        ( AT,  A0,
         /**/ /**/
               A1,
          AB,  A2 );

        ATop.View2x1( A0, 
                      A1 );

        HPan_MC_STAR.AlignWith( ATop );
        Z_STAR_MR.AlignWith( ATop );
        Z_STAR_VR.AlignWith( ATop );
        Zeros( HPan.Width(), ATop.Width(), Z_STAR_MR );
        Zeros( HPan.Width(), HPan.Width(), SInv_STAR_STAR );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, UPPER, offset, HPanCopy );
        SetDiagonalToOne( RIGHT, offset, HPanCopy );
        HPan_VC_STAR = HPanCopy;
        Syrk
        ( LOWER, TRANSPOSE, 
          R(1), HPan_VC_STAR.LockedLocalMatrix(),
          R(0), SInv_STAR_STAR.LocalMatrix() ); 
        SInv_STAR_STAR.SumOverGrid();
        HalveMainDiagonal( SInv_STAR_STAR );

        HPan_MC_STAR = HPanCopy;
        LocalGemm
        ( TRANSPOSE, NORMAL, R(1), HPan_MC_STAR, ATop, R(0), Z_STAR_MR );
        Z_STAR_VR.SumScatterFrom( Z_STAR_MR );
        
        LocalTrsm
        ( LEFT, LOWER, NORMAL, NON_UNIT, 
          R(1), SInv_STAR_STAR, Z_STAR_VR );

        Z_STAR_MR = Z_STAR_VR;
        LocalGemm( NORMAL, NORMAL, R(-1), HPan_MC_STAR, Z_STAR_MR, R(1), ATop );
        //--------------------------------------------------------------------//
        HPan_MC_STAR.FreeAlignments();
        Z_STAR_MR.FreeAlignments();
        Z_STAR_VR.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlidePartitionDown
        ( AT,  A0,
               A1,
         /**/ /**/
          AB,  A2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Ejemplo n.º 28
0
inline void
LU( DistMatrix<F>& A )
{
#ifndef RELEASE
    CallStackEntry entry("LU");
#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);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> A21_MC_STAR(g);
    DistMatrix<F,STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,STAR,MR  > A12_STAR_MR(g);

    // Start the algorithm
    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    while( ATL.Height() < A.Height() && ATL.Width() < A.Width() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        A12_STAR_VR.AlignWith( A22 );
        A12_STAR_MR.AlignWith( A22 );
        A21_MC_STAR.AlignWith( A22 );
        A11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() );
        //--------------------------------------------------------------------//
        A11_STAR_STAR = A11;
        LocalLU( A11_STAR_STAR );
        A11 = A11_STAR_STAR;

        A21_MC_STAR = A21;
        LocalTrsm
        ( RIGHT, UPPER, NORMAL, NON_UNIT, F(1), A11_STAR_STAR, A21_MC_STAR );
        A21 = A21_MC_STAR;

        // Perhaps we should give up perfectly distributing this operation since
        // it's total contribution is only O(n^2)
        A12_STAR_VR = A12;
        LocalTrsm
        ( LEFT, LOWER, NORMAL, UNIT, F(1), A11_STAR_STAR, A12_STAR_VR );

        A12_STAR_MR = A12_STAR_VR;
        LocalGemm( NORMAL, NORMAL, F(-1), A21_MC_STAR, A12_STAR_MR, F(1), A22 );
        A12 = A12_STAR_MR;
        //--------------------------------------------------------------------//
        A12_STAR_VR.FreeAlignments();
        A12_STAR_MR.FreeAlignments();
        A21_MC_STAR.FreeAlignments();

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );
    }
}
Ejemplo n.º 29
0
inline void
LVar2( DistMatrix<F>& A )
{
#ifndef RELEASE
    CallStackEntry entry("cholesky::LVar2");
    if( A.Height() != A.Width() )
        LogicError("Can only compute Cholesky factor of square matrices");
#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);

    // Temporary distributions
    DistMatrix<F,MR,  STAR> A10Adj_MR_STAR(g);
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,VC,  STAR> A21_VC_STAR(g);
    DistMatrix<F,MC,  STAR> X11_MC_STAR(g);
    DistMatrix<F,MC,  STAR> X21_MC_STAR(g);

    // Start the algorithm
    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        A10Adj_MR_STAR.AlignWith( A10 );
        X11_MC_STAR.AlignWith( A10 );
        X21_MC_STAR.AlignWith( A20 );
        //--------------------------------------------------------------------//
        A10Adj_MR_STAR.AdjointFrom( A10 );
        LocalGemm( NORMAL, NORMAL, F(1), A10, A10Adj_MR_STAR, X11_MC_STAR );
        A11.SumScatterUpdate( F(-1), X11_MC_STAR );

        A11_STAR_STAR = A11;
        LocalCholesky( LOWER, A11_STAR_STAR );
        A11 = A11_STAR_STAR;

        LocalGemm( NORMAL, NORMAL, F(1), A20, A10Adj_MR_STAR, X21_MC_STAR );
        A21.SumScatterUpdate( F(-1), X21_MC_STAR );

        A21_VC_STAR = A21;
        LocalTrsm
        ( RIGHT, LOWER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A21_VC_STAR );
        A21 = A21_VC_STAR;
        //--------------------------------------------------------------------//

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );
    }
}
Ejemplo n.º 30
0
inline void
TwoSidedTrsmUVar5
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& U )
{
#ifndef RELEASE
    PushCallStack("internal::TwoSidedTrsmUVar5");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( U.Height() != U.Width() )
        throw std::logic_error("Triangular matrices must be square");
    if( A.Height() != U.Height() )
        throw std::logic_error("A and U 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>
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,MC  > A12_STAR_MC(g);
    DistMatrix<F,STAR,MR  > A12_STAR_MR(g);
    DistMatrix<F,STAR,VC  > A12_STAR_VC(g);
    DistMatrix<F,STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,MC  > U12_STAR_MC(g);
    DistMatrix<F,STAR,MR  > U12_STAR_MR(g);
    DistMatrix<F,STAR,VC  > U12_STAR_VC(g);
    DistMatrix<F,STAR,VR  > U12_STAR_VR(g);
    DistMatrix<F,STAR,VR  > Y12_STAR_VR(g);
    DistMatrix<F> Y12(g);

    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        A12_STAR_MC.AlignWith( A22 );
        A12_STAR_MR.AlignWith( A22 );
        A12_STAR_VC.AlignWith( A22 );
        A12_STAR_VR.AlignWith( A22 );
        U12_STAR_MC.AlignWith( A22 );
        U12_STAR_MR.AlignWith( A22 );
        U12_STAR_VC.AlignWith( A22 );
        U12_STAR_VR.AlignWith( A22 );
        Y12.AlignWith( A12 );
        Y12_STAR_VR.AlignWith( A12 );
        //--------------------------------------------------------------------//
        // A11 := inv(U11)' A11 inv(U11)
        U11_STAR_STAR = U11;
        A11_STAR_STAR = A11;
        LocalTwoSidedTrsm( UPPER, diag, A11_STAR_STAR, U11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // Y12 := A11 U12
        U12_STAR_VR = U12;
        Y12_STAR_VR.ResizeTo( A12.Height(), A12.Width() );
        Hemm
        ( LEFT, UPPER,
          F(1), A11_STAR_STAR.LocalMatrix(), U12_STAR_VR.LocalMatrix(),
          F(0), Y12_STAR_VR.LocalMatrix() );
        Y12 = Y12_STAR_VR;

        // A12 := inv(U11)' A12
        A12_STAR_VR = A12;
        LocalTrsm
        ( LEFT, UPPER, ADJOINT, diag, F(1), U11_STAR_STAR, A12_STAR_VR );
        A12 = A12_STAR_VR;

        // A12 := A12 - 1/2 Y12
        Axpy( F(-1)/F(2), Y12, A12 );

        // A22 := A22 - (A12' U12 + U12' A12)
        A12_STAR_VR = A12;
        A12_STAR_VC = A12_STAR_VR;
        U12_STAR_VC = U12_STAR_VR;
        A12_STAR_MC = A12_STAR_VC;
        U12_STAR_MC = U12_STAR_VC;
        A12_STAR_MR = A12_STAR_VR;
        U12_STAR_MR = U12_STAR_VR;
        LocalTrr2k
        ( UPPER, ADJOINT, ADJOINT,
          F(-1), U12_STAR_MC, A12_STAR_MR,
                 A12_STAR_MC, U12_STAR_MR,
          F(1), A22 );

        // A12 := A12 - 1/2 Y12
        Axpy( F(-1)/F(2), Y12, A12 );

        // A12 := A12 inv(U22)
        //
        // This is the bottleneck because A12 only has blocksize rows
        Trsm( RIGHT, UPPER, NORMAL, diag, F(1), U22, A12 );
        //--------------------------------------------------------------------//
        A12_STAR_MC.FreeAlignments();
        A12_STAR_MR.FreeAlignments();
        A12_STAR_VC.FreeAlignments();
        A12_STAR_VR.FreeAlignments();
        U12_STAR_MC.FreeAlignments();
        U12_STAR_MR.FreeAlignments();
        U12_STAR_VC.FreeAlignments();
        U12_STAR_VR.FreeAlignments();
        Y12.FreeAlignments();
        Y12_STAR_VR.FreeAlignments();

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

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}