inline void GolubReinschUpper ( DistMatrix<F>& A, DistMatrix<BASE(F),VR,STAR>& s, DistMatrix<F>& V ) { #ifndef RELEASE CallStackEntry entry("svd::GolubReinschUpper"); #endif typedef BASE(F) Real; const Int m = A.Height(); const Int n = A.Width(); const Int k = Min( m, n ); const Int offdiagonal = ( m>=n ? 1 : -1 ); const char uplo = ( m>=n ? 'U' : 'L' ); const Grid& g = A.Grid(); // Bidiagonalize A DistMatrix<F,STAR,STAR> tP( g ), tQ( g ); Bidiag( A, tP, tQ ); // Grab copies of the diagonal and sub/super-diagonal of A DistMatrix<Real,MD,STAR> d_MD_STAR(g), e_MD_STAR(g); A.GetRealPartOfDiagonal( d_MD_STAR ); A.GetRealPartOfDiagonal( e_MD_STAR, offdiagonal ); // NOTE: lapack::BidiagQRAlg expects e to be of length k DistMatrix<Real,STAR,STAR> d_STAR_STAR( d_MD_STAR ), eHat_STAR_STAR( k, 1, g ), e_STAR_STAR( g ); View( e_STAR_STAR, eHat_STAR_STAR, 0, 0, k-1, 1 ); e_STAR_STAR = e_MD_STAR; // Initialize U and VAdj to the appropriate identity matrices DistMatrix<F,VC,STAR> U_VC_STAR( g ); DistMatrix<F,STAR,VC> VAdj_STAR_VC( g ); U_VC_STAR.AlignWith( A ); VAdj_STAR_VC.AlignWith( V ); Identity( U_VC_STAR, m, k ); Identity( VAdj_STAR_VC, k, n ); // Compute the SVD of the bidiagonal matrix and accumulate the Givens // rotations into our local portion of U and VAdj Matrix<F>& ULoc = U_VC_STAR.Matrix(); Matrix<F>& VAdjLoc = VAdj_STAR_VC.Matrix(); lapack::BidiagQRAlg ( uplo, k, VAdjLoc.Width(), ULoc.Height(), d_STAR_STAR.Buffer(), e_STAR_STAR.Buffer(), VAdjLoc.Buffer(), VAdjLoc.LDim(), ULoc.Buffer(), ULoc.LDim() ); // Make a copy of A (for the Householder vectors) and pull the necessary // portions of U and VAdj into a standard matrix dist. DistMatrix<F> B( A ); if( m >= n ) { DistMatrix<F> AT(g), AB(g); DistMatrix<F,VC,STAR> UT_VC_STAR(g), UB_VC_STAR(g); PartitionDown( A, AT, AB, n ); PartitionDown( U_VC_STAR, UT_VC_STAR, UB_VC_STAR, n ); AT = UT_VC_STAR; MakeZeros( AB ); Adjoint( VAdj_STAR_VC, V ); } else { DistMatrix<F> VT(g), VB(g); DistMatrix<F,STAR,VC> VAdjL_STAR_VC(g), VAdjR_STAR_VC(g); PartitionDown( V, VT, VB, m ); PartitionRight( VAdj_STAR_VC, VAdjL_STAR_VC, VAdjR_STAR_VC, m ); Adjoint( VAdjL_STAR_VC, VT ); MakeZeros( VB ); } // Backtransform U and V bidiag::ApplyU( LEFT, NORMAL, B, tQ, A ); bidiag::ApplyV( LEFT, NORMAL, B, tP, V ); // Copy out the appropriate subset of the singular values s = d_STAR_STAR; }
inline void SimpleSVDUpper ( DistMatrix<Complex<Real> >& A, DistMatrix<Real,VR,STAR>& s, DistMatrix<Complex<Real> >& V ) { #ifndef RELEASE PushCallStack("svd::SimpleSVDUpper"); #endif typedef Complex<Real> C; const int m = A.Height(); const int n = A.Width(); const int k = std::min( m, n ); const int offdiagonal = ( m>=n ? 1 : -1 ); const char uplo = ( m>=n ? 'U' : 'L' ); const Grid& g = A.Grid(); // Bidiagonalize A DistMatrix<C,STAR,STAR> tP( g ), tQ( g ); Bidiag( A, tP, tQ ); // Grab copies of the diagonal and sub/super-diagonal of A DistMatrix<Real,MD,STAR> d_MD_STAR( g ), e_MD_STAR( g ); A.GetRealPartOfDiagonal( d_MD_STAR ); A.GetRealPartOfDiagonal( e_MD_STAR, offdiagonal ); // NOTE: lapack::BidiagQRAlg expects e to be of length k DistMatrix<Real,STAR,STAR> d_STAR_STAR( d_MD_STAR ); DistMatrix<Real,STAR,STAR> eHat_STAR_STAR( k, 1, g ); DistMatrix<Real,STAR,STAR> e_STAR_STAR( g ); e_STAR_STAR.View( eHat_STAR_STAR, 0, 0, k-1, 1 ); e_STAR_STAR = e_MD_STAR; // Initialize U and VAdj to the appropriate identity matrices DistMatrix<C,VC,STAR> U_VC_STAR( g ); DistMatrix<C,STAR,VC> VAdj_STAR_VC( g ); U_VC_STAR.AlignWith( A ); VAdj_STAR_VC.AlignWith( V ); Identity( m, k, U_VC_STAR ); Identity( k, n, VAdj_STAR_VC ); // Compute the SVD of the bidiagonal matrix and accumulate the Givens // rotations into our local portion of U and VAdj Matrix<C>& ULocal = U_VC_STAR.LocalMatrix(); Matrix<C>& VAdjLocal = VAdj_STAR_VC.LocalMatrix(); lapack::BidiagQRAlg ( uplo, k, VAdjLocal.Width(), ULocal.Height(), d_STAR_STAR.LocalBuffer(), e_STAR_STAR.LocalBuffer(), VAdjLocal.Buffer(), VAdjLocal.LDim(), ULocal.Buffer(), ULocal.LDim() ); // Make a copy of A (for the Householder vectors) and pull the necessary // portions of U and VAdj into a standard matrix dist. DistMatrix<C> B( A ); if( m >= n ) { DistMatrix<C> AT( g ), AB( g ); DistMatrix<C,VC,STAR> UT_VC_STAR( g ), UB_VC_STAR( g ); PartitionDown( A, AT, AB, n ); PartitionDown( U_VC_STAR, UT_VC_STAR, UB_VC_STAR, n ); AT = UT_VC_STAR; MakeZeros( AB ); Adjoint( VAdj_STAR_VC, V ); } else { DistMatrix<C> VT( g ), VB( g ); DistMatrix<C,STAR,VC> VAdjL_STAR_VC( g ), VAdjR_STAR_VC( g ); PartitionDown( V, VT, VB, m ); PartitionRight( VAdj_STAR_VC, VAdjL_STAR_VC, VAdjR_STAR_VC, m ); Adjoint( VAdjL_STAR_VC, VT ); MakeZeros( VB ); } // Backtransform U and V if( m >= n ) { ApplyPackedReflectors ( LEFT, LOWER, VERTICAL, BACKWARD, UNCONJUGATED, 0, B, tQ, A ); ApplyPackedReflectors ( LEFT, UPPER, HORIZONTAL, BACKWARD, UNCONJUGATED, 1, B, tP, V ); } else { ApplyPackedReflectors ( LEFT, LOWER, VERTICAL, BACKWARD, UNCONJUGATED, -1, B, tQ, A ); ApplyPackedReflectors ( LEFT, UPPER, HORIZONTAL, BACKWARD, UNCONJUGATED, 0, B, tP, V ); } // Copy out the appropriate subset of the singular values s = d_STAR_STAR; #ifndef RELEASE PopCallStack(); #endif }