Exemple #1
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
}
Exemple #2
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
}
Exemple #3
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 );
    }
}
Exemple #4
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 );
    }
}
Exemple #5
0
inline void
TrdtrmmUVar1( Orientation orientation, DistMatrix<F>& U )
{
#ifndef RELEASE
    PushCallStack("internal::TrdtrmmUVar1");
    if( U.Height() != U.Width() )
        throw std::logic_error("U must be square");
    if( orientation == NORMAL )
        throw std::logic_error("Orientation must be (conjugate-)transpose");
#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,MD,STAR> d1(g);

    // Temporary distributions
    DistMatrix<F,MC,  STAR> S01_MC_STAR(g);
    DistMatrix<F,VC,  STAR> S01_VC_STAR(g);
    DistMatrix<F,VR,  STAR> U01_VR_STAR(g);
    DistMatrix<F,STAR,MR  > U01AdjOrTrans_STAR_MR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);

    S01_MC_STAR.AlignWith( U );
    S01_VC_STAR.AlignWith( U );
    U01_VR_STAR.AlignWith( U );
    U01AdjOrTrans_STAR_MR.AlignWith( U );

    PartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( UTL.Height() < U.Height() && UTL.Width() < U.Height() )
    {
        RepartitionDownDiagonal 
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        //--------------------------------------------------------------------//
        U11.GetDiagonal( d1 );
        S01_MC_STAR = U01;
        S01_VC_STAR = S01_MC_STAR;
        U01_VR_STAR = S01_VC_STAR;
        if( orientation == TRANSPOSE )
        {
            DiagonalSolve( RIGHT, NORMAL, d1, U01_VR_STAR );
            U01AdjOrTrans_STAR_MR.TransposeFrom( U01_VR_STAR );
        }
        else
        {
            DiagonalSolve( RIGHT, ADJOINT, d1, U01_VR_STAR );
            U01AdjOrTrans_STAR_MR.AdjointFrom( U01_VR_STAR );
        }
        LocalTrrk( UPPER, F(1), S01_MC_STAR, U01AdjOrTrans_STAR_MR, F(1), U00 );

        U11_STAR_STAR = U11;
        LocalTrmm
        ( RIGHT, UPPER, ADJOINT, UNIT, F(1), U11_STAR_STAR, U01_VR_STAR );
        U01 = U01_VR_STAR;

        LocalTrdtrmm( orientation, UPPER, U11_STAR_STAR );
        U11 = U11_STAR_STAR;
        //--------------------------------------------------------------------//
        d1.FreeAlignments();

        SlidePartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemple #6
0
inline void
TwoSidedTrsmUVar2
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& U )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TwoSidedTrsmUVar2");
    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,MC,  STAR> A01_MC_STAR(g);
    DistMatrix<F,VC,  STAR> A01_VC_STAR(g);
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,MC,  STAR> F01_MC_STAR(g);
    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,VR,  STAR> U01_VR_STAR(g);
    DistMatrix<F,STAR,MR  > U01Adj_STAR_MR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,MR  > X11_STAR_MR(g);
    DistMatrix<F,MR,  STAR> X12Adj_MR_STAR(g);
    DistMatrix<F,MR,  MC  > X12Adj_MR_MC(g);
    DistMatrix<F,MR,  MC  > Y01_MR_MC(g);
    DistMatrix<F,MR,  STAR> Y01_MR_STAR(g);
    DistMatrix<F> X11(g);
    DistMatrix<F> Y01(g);

    Matrix<F> X12Local;

    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_MC_STAR.AlignWith( U01 );
        Y01.AlignWith( A01 );
        Y01_MR_STAR.AlignWith( A00 );
        U01_MC_STAR.AlignWith( A00 );
        U01_VR_STAR.AlignWith( A00 );
        U01Adj_STAR_MR.AlignWith( A00 );
        X11_STAR_MR.AlignWith( U01 );
        X11.AlignWith( A11 );
        X12Adj_MR_STAR.AlignWith( A02 );
        X12Adj_MR_MC.AlignWith( A12 );
        F01_MC_STAR.AlignWith( A00 );
        //--------------------------------------------------------------------//
        // Y01 := A00 U01
        U01_MC_STAR = U01;
        U01_VR_STAR = U01_MC_STAR;
        U01Adj_STAR_MR.AdjointFrom( U01_VR_STAR );
        Zeros( Y01_MR_STAR, A01.Height(), A01.Width() );
        Zeros( F01_MC_STAR, A01.Height(), A01.Width() );
        LocalSymmetricAccumulateLU
        ( ADJOINT, 
          F(1), A00, U01_MC_STAR, U01Adj_STAR_MR, F01_MC_STAR, Y01_MR_STAR );
        Y01_MR_MC.SumScatterFrom( Y01_MR_STAR );
        Y01 = Y01_MR_MC;
        Y01.SumScatterUpdate( F(1), F01_MC_STAR );

        // X11 := U01' A01
        LocalGemm( ADJOINT, NORMAL, F(1), U01_MC_STAR, A01, X11_STAR_MR );

        // A01 := A01 - Y01
        Axpy( F(-1), Y01, A01 );
        A01_MC_STAR = A01;
        
        // A11 := A11 - triu(X11 + A01' U01) = A11 - (U01 A01 + A01' U01)
        LocalGemm( ADJOINT, NORMAL, F(1), A01_MC_STAR, U01, F(1), X11_STAR_MR );
        X11.SumScatterFrom( X11_STAR_MR );
        MakeTriangular( UPPER, X11 );
        Axpy( F(-1), X11, A11 );

        // A01 := A01 inv(U11)
        U11_STAR_STAR = U11;
        A01_VC_STAR = A01_MC_STAR;
        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;

        // A12 := A12 - A02' U01
        LocalGemm( ADJOINT, NORMAL, F(1), A02, U01_MC_STAR, X12Adj_MR_STAR );
        X12Adj_MR_MC.SumScatterFrom( X12Adj_MR_STAR );
        Adjoint( X12Adj_MR_MC.LockedMatrix(), X12Local );
        Axpy( F(-1), X12Local, A12.Matrix() );

        // 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;
        //--------------------------------------------------------------------//

        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 );
    }
}
Exemple #7
0
inline void
LocalTrmmAccumulateRUN
( Orientation orientation, UnitOrNonUnit diag, T alpha,
  const DistMatrix<T,MC,  MR  >& U,
  const DistMatrix<T,STAR,MC  >& X_STAR_MC,
        DistMatrix<T,MR,  STAR>& ZTrans_MR_STAR )
{
#ifndef RELEASE
    CallStackEntry entry("internal::LocalTrmmAccumulateRUN");
    if( U.Grid() != X_STAR_MC.Grid() ||
        X_STAR_MC.Grid() != ZTrans_MR_STAR.Grid() )
        throw std::logic_error
        ("{U,X,Z} must be distributed over the same grid");
    if( U.Height() != U.Width() ||
        U.Height() != X_STAR_MC.Width() ||
        U.Height() != ZTrans_MR_STAR.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal LocalTrmmAccumulateRUN: \n"
            << "  U ~ " << U.Height() << " x " << U.Width() << "\n"
            << "  X[* ,MC] ~ " << X_STAR_MC.Height() << " x "
                               << X_STAR_MC.Width() << "\n"
            << "  Z^H/T[MR,* ] ~ " << ZTrans_MR_STAR.Height() << " x "
                                   << ZTrans_MR_STAR.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
    if( X_STAR_MC.RowAlignment() != U.ColAlignment() ||
        ZTrans_MR_STAR.ColAlignment() != U.RowAlignment() )
        throw std::logic_error("Partial matrix distributions are misaligned");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<T>
        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<T> D11(g);

    DistMatrix<T,STAR,MC>
        XL_STAR_MC(g), XR_STAR_MC(g),
        X0_STAR_MC(g), X1_STAR_MC(g), X2_STAR_MC(g);

    DistMatrix<T,MR,STAR>
        ZTTrans_MR_STAR(g),  Z0Trans_MR_STAR(g),
        ZBTrans_MR_STAR(g),  Z1Trans_MR_STAR(g),
                             Z2Trans_MR_STAR(g);

    const int ratio = std::max( g.Height(), g.Width() );
    PushBlocksizeStack( ratio*Blocksize() );

    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    LockedPartitionRight( X_STAR_MC,  XL_STAR_MC, XR_STAR_MC, 0 );
    PartitionDown
    ( ZTrans_MR_STAR, ZTTrans_MR_STAR,
                      ZBTrans_MR_STAR, 0 );
    while( UTL.Height() < U.Height() )
    {
        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        LockedRepartitionRight
        ( XL_STAR_MC, /**/ XR_STAR_MC,
          X0_STAR_MC, /**/ X1_STAR_MC, X2_STAR_MC );

        RepartitionDown
        ( ZTTrans_MR_STAR,  Z0Trans_MR_STAR,
         /***************/ /***************/
                            Z1Trans_MR_STAR,
          ZBTrans_MR_STAR,  Z2Trans_MR_STAR );

        D11.AlignWith( U11 );
        //--------------------------------------------------------------------//
        D11 = U11;
        MakeTriangular( UPPER, D11 );
        if( diag == UNIT )
            SetDiagonal( D11, T(1) );
        LocalGemm
        ( orientation, orientation,
          alpha, D11, X1_STAR_MC, T(1), Z1Trans_MR_STAR );
        LocalGemm
        ( orientation, orientation,
          alpha, U01, X0_STAR_MC, T(1), Z1Trans_MR_STAR );
        //--------------------------------------------------------------------//
        D11.FreeAlignments();

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

        SlideLockedPartitionRight
        ( XL_STAR_MC,             /**/ XR_STAR_MC,
          X0_STAR_MC, X1_STAR_MC, /**/ X2_STAR_MC );

        SlidePartitionDown
        ( ZTTrans_MR_STAR,  Z0Trans_MR_STAR,
                            Z1Trans_MR_STAR,
         /***************/ /***************/
          ZBTrans_MR_STAR,  Z2Trans_MR_STAR );
    }
    PopBlocksizeStack();
}
Exemple #8
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 );
    }
}
Exemple #9
0
Int ADMM
( const AbstractDistMatrix<Real>& APre,
  const AbstractDistMatrix<Real>& bPre,
  const AbstractDistMatrix<Real>& cPre,
        AbstractDistMatrix<Real>& zPre,
  const ADMMCtrl<Real>& ctrl )
{
    EL_DEBUG_CSE

    DistMatrixReadProxy<Real,Real,MC,MR>
      AProx( APre ),
      bProx( bPre ),
      cProx( cPre );
    DistMatrixWriteProxy<Real,Real,MC,MR>
      zProx( zPre );
    auto& A = AProx.GetLocked();
    auto& b = bProx.GetLocked();
    auto& c = cProx.GetLocked();
    auto& z = zProx.Get();

    // Cache a custom partially-pivoted LU factorization of
    //    |  rho*I   A^H | = | B11  B12 |
    //    |  A       0   |   | B21  B22 |
    // by (justifiably) avoiding pivoting in the first n steps of
    // the factorization, so that
    //    [I,rho*I] = lu(rho*I).
    // The factorization would then proceed with
    //    B21 := B21 U11^{-1} = A (rho*I)^{-1} = A/rho
    //    B12 := L11^{-1} B12 = I A^H = A^H.
    // The Schur complement would then be
    //    B22 := B22 - B21 B12 = 0 - (A*A^H)/rho.
    // We then factor said matrix with LU with partial pivoting and
    // swap the necessary rows of B21 in order to implicitly commute
    // the row pivots with the Gauss transforms in the manner standard
    // for GEPP. Unless A A' is singular, pivoting should not be needed,
    // as Cholesky factorization of the negative matrix should be valid.
    //
    // The result is the factorization
    //   | I 0   | | rho*I A^H | = | I   0   | | rho*I U12 |,
    //   | 0 P22 | | A     0   |   | L21 L22 | | 0     U22 |
    // where [L22,U22] are stored within B22.
    const Int m = A.Height();
    const Int n = A.Width();
    const Grid& grid = A.Grid();
    DistMatrix<Real> U12(grid), L21(grid), B22(grid), bPiv(grid);
    U12.Align( 0,                 n%U12.RowStride() );
    L21.Align( n%L21.ColStride(), 0                 );
    B22.Align( n%B22.ColStride(), n%B22.RowStride() );
    Adjoint( A, U12 );
    L21 = A;
    L21 *= 1/ctrl.rho;
    Herk( LOWER, NORMAL, -1/ctrl.rho, A, B22 );
    MakeHermitian( LOWER, B22 );
    DistPermutation P2(grid);
    LU( B22, P2 );
    P2.PermuteRows( L21 );
    bPiv = b;
    P2.PermuteRows( bPiv );

    // Possibly form the inverse of L22 U22
    DistMatrix<Real> X22(grid);
    if( ctrl.inv )
    {
        X22 = B22;
        MakeTrapezoidal( LOWER, X22 );
        FillDiagonal( X22, Real(1) );
        TriangularInverse( LOWER, UNIT, X22 );
        Trsm( LEFT, UPPER, NORMAL, NON_UNIT, Real(1), B22, X22 );
    }

    Int numIter=0;
    DistMatrix<Real> g(grid), xTmp(grid), y(grid), t(grid);
    Zeros( g, m+n, 1 );
    PartitionDown( g, xTmp, y, n );
    DistMatrix<Real> x(grid), u(grid), zOld(grid), xHat(grid);
    Zeros( z, n, 1 );
    Zeros( u, n, 1 );
    Zeros( t, n, 1 );
    while( numIter < ctrl.maxIter )
    {
        zOld = z;

        // Find x from
        //  | rho*I  A^H | | x | = | rho*(z-u)-c |
        //  | A      0   | | y |   | b           |
        // via our cached custom factorization:
        //
        // |x| = inv(U) inv(L) P' |rho*(z-u)-c|
        // |y|                    |b          |
        //     = |rho*I U12|^{-1} |I   0  | |I 0   | |rho*(z-u)-c|
        //     = |0     U22|      |L21 L22| |0 P22'| |b          |
        //     = "                        " |rho*(z-u)-c|
        //                                  | P22' b    |
        xTmp = z;
        xTmp -= u;
        xTmp *= ctrl.rho;
        xTmp -= c;
        y = bPiv;
        Gemv( NORMAL, Real(-1), L21, xTmp, Real(1), y );
        if( ctrl.inv )
        {
            Gemv( NORMAL, Real(1), X22, y, t );
            y = t;
        }
        else
        {
            Trsv( LOWER, NORMAL, UNIT, B22, y );
            Trsv( UPPER, NORMAL, NON_UNIT, B22, y );
        }
        Gemv( NORMAL, Real(-1), U12, y, Real(1), xTmp );
        xTmp *= 1/ctrl.rho;

        // xHat := alpha*x + (1-alpha)*zOld
        xHat = xTmp;
        xHat *= ctrl.alpha;
        Axpy( 1-ctrl.alpha, zOld, xHat );

        // z := pos(xHat+u)
        z = xHat;
        z += u;
        LowerClip( z, Real(0) );

        // u := u + (xHat-z)
        u += xHat;
        u -= z;

        const Real objective = Dot( c, xTmp );

        // rNorm := || x - z ||_2
        t = xTmp;
        t -= z;
        const Real rNorm = FrobeniusNorm( t );
        // sNorm := |rho| || z - zOld ||_2
        t = z;
        t -= zOld;
        const Real sNorm = Abs(ctrl.rho)*FrobeniusNorm( t );

        const Real epsPri = Sqrt(Real(n))*ctrl.absTol +
            ctrl.relTol*Max(FrobeniusNorm(xTmp),FrobeniusNorm(z));
        const Real epsDual = Sqrt(Real(n))*ctrl.absTol +
            ctrl.relTol*Abs(ctrl.rho)*FrobeniusNorm(u);

        if( ctrl.print )
        {
            t = xTmp;
            LowerClip( t, Real(0) );
            t -= xTmp;
            const Real clipDist = FrobeniusNorm( t );
            if( grid.Rank() == 0 )
                cout << numIter << ": "
                  << "||x-z||_2=" << rNorm << ", "
                  << "epsPri=" << epsPri << ", "
                  << "|rho| ||z-zOld||_2=" << sNorm << ", "
                  << "epsDual=" << epsDual << ", "
                  << "||x-Pos(x)||_2=" << clipDist << ", "
                  << "c'x=" << objective << endl;
        }
        if( rNorm < epsPri && sNorm < epsDual )
            break;
        ++numIter;
    }
    if( ctrl.maxIter == numIter && grid.Rank() == 0 )
        cout << "ADMM failed to converge" << endl;
    x = xTmp;
    return numIter;
}
Exemple #10
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
}
Exemple #11
0
inline void
internal::HegstLUVar2( DistMatrix<F,MC,MR>& A, const DistMatrix<F,MC,MR>& U )
{
#ifndef RELEASE
    PushCallStack("internal::HegstLUVar2");
    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,MC,MR>
        ATL(g), ATR(g),  A00(g), A01(g), A02(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),
                         A20(g), A21(g), A22(g);

    DistMatrix<F,MC,MR>
        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,STAR> A11_STAR_STAR(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,VR  > U12_STAR_VR(g);
    DistMatrix<F,MR,  STAR> U12Adj_MR_STAR(g);
    DistMatrix<F,VC,  STAR> U12Adj_VC_STAR(g);
    DistMatrix<F,MC,  STAR> X01_MC_STAR(g);
    DistMatrix<F,STAR,STAR> X11_STAR_STAR(g);
    DistMatrix<F,MC,  MR  > Y12(g);
    DistMatrix<F,MC,  MR  > Z12Adj(g);
    DistMatrix<F,MR,  MC  > Z12Adj_MR_MC(g);
    DistMatrix<F,MC,  STAR> Z12Adj_MC_STAR(g);
    DistMatrix<F,MR,  STAR> Z12Adj_MR_STAR(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_VR.AlignWith( A12 );
        U12_STAR_MC.AlignWith( A22 );
        U12_STAR_VR.AlignWith( A12 );
        U12Adj_MR_STAR.AlignWith( A22 );
        U12Adj_VC_STAR.AlignWith( A22 );
        X01_MC_STAR.AlignWith( A01 );
        Y12.AlignWith( A12 );
        Z12Adj.AlignWith( A12 );
        Z12Adj_MR_MC.AlignWith( A12 );
        Z12Adj_MC_STAR.AlignWith( A22 );
        Z12Adj_MR_STAR.AlignWith( A22 );
        //--------------------------------------------------------------------//
        // A01 := A01 U11'
        U11_STAR_STAR = U11;
        A01_VC_STAR = A01;
        internal::LocalTrmm
        ( RIGHT, UPPER, ADJOINT, NON_UNIT, (F)1, U11_STAR_STAR, A01_VC_STAR );
        A01 = A01_VC_STAR;

        // A01 := A01 + A02 U12'
        U12Adj_MR_STAR.AdjointFrom( U12 );
        X01_MC_STAR.ResizeTo( A01.Height(), A01.Width() );
        internal::LocalGemm
        ( NORMAL, NORMAL,
          (F)1, A02, U12Adj_MR_STAR, (F)0, X01_MC_STAR );
        A01.SumScatterUpdate( (F)1, X01_MC_STAR );

        // Y12 := U12 A22
        U12Adj_VC_STAR = U12Adj_MR_STAR;
        U12_STAR_MC.AdjointFrom( U12Adj_VC_STAR );
        Z12Adj_MC_STAR.ResizeTo( A12.Width(), A12.Height() );
        Z12Adj_MR_STAR.ResizeTo( A12.Width(), A12.Height() );
        Zero( Z12Adj_MC_STAR );
        Zero( Z12Adj_MR_STAR );
        internal::LocalSymmetricAccumulateRU
        ( ADJOINT, 
          (F)1, A22, U12_STAR_MC, U12Adj_MR_STAR, 
          Z12Adj_MC_STAR, Z12Adj_MR_STAR );
        Z12Adj.SumScatterFrom( Z12Adj_MC_STAR );
        Z12Adj_MR_MC = Z12Adj;
        Z12Adj_MR_MC.SumScatterUpdate( (F)1, Z12Adj_MR_STAR );
        Y12.ResizeTo( A12.Height(), A12.Width() );
        Adjoint( Z12Adj_MR_MC.LockedLocalMatrix(), Y12.LocalMatrix() );

        // A12 := U11 A12
        A12_STAR_VR = A12;
        U11_STAR_STAR = U11;
        internal::LocalTrmm
        ( LEFT, UPPER, NORMAL, NON_UNIT, (F)1, U11_STAR_STAR, A12_STAR_VR );
        A12 = A12_STAR_VR;

        // A12 := A12 + 1/2 Y12
        Axpy( (F)0.5, Y12, A12 );

        // A11 := U11 A11 U11'
        A11_STAR_STAR = A11;
        internal::LocalHegst( LEFT, UPPER, A11_STAR_STAR, U11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // A11 := A11 + (A12 U12' + U12 A12')
        A12_STAR_VR = A12;
        U12_STAR_VR = U12;
        X11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() );
        Her2k
        ( UPPER, NORMAL,
          (F)1, A12_STAR_VR.LocalMatrix(), U12_STAR_VR.LocalMatrix(),
          (F)0, X11_STAR_STAR.LocalMatrix() );
        A11.SumScatterUpdate( (F)1, X11_STAR_STAR );

        // A12 := A12 + 1/2 Y12
        Axpy( (F)0.5, Y12, A12 );
        //--------------------------------------------------------------------//
        A12_STAR_VR.FreeAlignments();
        U12_STAR_MC.FreeAlignments();
        U12_STAR_VR.FreeAlignments();
        U12Adj_MR_STAR.FreeAlignments();
        U12Adj_VC_STAR.FreeAlignments();
        X01_MC_STAR.FreeAlignments();
        Y12.FreeAlignments();
        Z12Adj.FreeAlignments();
        Z12Adj_MR_MC.FreeAlignments(); 
        Z12Adj_MC_STAR.FreeAlignments();
        Z12Adj_MR_STAR.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
}
Exemple #12
0
inline void
internal::LocalTrmmAccumulateLUN
( Orientation orientation, UnitOrNonUnit diag, T alpha,
  const DistMatrix<T,MC,  MR  >& U,
  const DistMatrix<T,STAR,MR  >& XAdjOrTrans_STAR_MR,
        DistMatrix<T,MC,  STAR>& Z_MC_STAR )
{
#ifndef RELEASE
    PushCallStack("internal::LocalTrmmAccumulateLUN");
    if( U.Grid() != XAdjOrTrans_STAR_MR.Grid() ||
        XAdjOrTrans_STAR_MR.Grid() != Z_MC_STAR.Grid() )
        throw std::logic_error
        ("{U,X,Z} must be distributed over the same grid");
    if( U.Height() != U.Width() ||
        U.Height() != XAdjOrTrans_STAR_MR.Width() ||
        U.Height() != Z_MC_STAR.Height() ||
        XAdjOrTrans_STAR_MR.Height() != Z_MC_STAR.Width() )
    {
        std::ostringstream msg;
        msg << "Nonconformal LocalTrmmAccumulateLUN: \n"
            << "  U ~ " << U.Height() << " x " << U.Width() << "\n"
            << "  X^H/T[* ,MR] ~ " << XAdjOrTrans_STAR_MR.Height() << " x "
                                   << XAdjOrTrans_STAR_MR.Width() << "\n"
            << "  Z[MC,* ] ~ " << Z_MC_STAR.Height() << " x "
                               << Z_MC_STAR.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
    if( XAdjOrTrans_STAR_MR.RowAlignment() != U.RowAlignment() ||
        Z_MC_STAR.ColAlignment() != U.ColAlignment() )
        throw std::logic_error("Partial matrix distributions are misaligned");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<T,MC,MR>
        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<T,MC,MR> D11(g);

    DistMatrix<T,STAR,MR>
        XLAdjOrTrans_STAR_MR(g), XRAdjOrTrans_STAR_MR(g),
        X0AdjOrTrans_STAR_MR(g), X1AdjOrTrans_STAR_MR(g), 
        X2AdjOrTrans_STAR_MR(g);

    DistMatrix<T,MC,STAR>
        ZT_MC_STAR(g),  Z0_MC_STAR(g),
        ZB_MC_STAR(g),  Z1_MC_STAR(g),
                        Z2_MC_STAR(g);

    const int ratio = std::max( g.Height(), g.Width() );
    PushBlocksizeStack( ratio*Blocksize() );

    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    LockedPartitionRight
    ( XAdjOrTrans_STAR_MR, XLAdjOrTrans_STAR_MR, XRAdjOrTrans_STAR_MR, 0 );
    PartitionDown
    ( Z_MC_STAR, ZT_MC_STAR,
                 ZB_MC_STAR, 0 );
    while( UTL.Height() < U.Height() )
    {
        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        LockedRepartitionRight
        ( XLAdjOrTrans_STAR_MR, /**/ XRAdjOrTrans_STAR_MR,
          X0AdjOrTrans_STAR_MR, /**/ X1AdjOrTrans_STAR_MR, X2AdjOrTrans_STAR_MR 
        );

        RepartitionDown
        ( ZT_MC_STAR,  Z0_MC_STAR,
         /**********/ /**********/
                       Z1_MC_STAR,
          ZB_MC_STAR,  Z2_MC_STAR );

        D11.AlignWith( U11 );
        //--------------------------------------------------------------------//
        D11 = U11;
        MakeTrapezoidal( LEFT, UPPER, 0, D11 );
        if( diag == UNIT )
            SetDiagonalToOne( D11 );
        internal::LocalGemm
        ( NORMAL, orientation, alpha, D11, X1AdjOrTrans_STAR_MR,
          (T)1, Z1_MC_STAR );

        internal::LocalGemm
        ( NORMAL, orientation, alpha, U01, X1AdjOrTrans_STAR_MR,
          (T)1, Z0_MC_STAR );
        //--------------------------------------------------------------------//
        D11.FreeAlignments();

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

        SlideLockedPartitionRight
        ( XLAdjOrTrans_STAR_MR,                       /**/ XRAdjOrTrans_STAR_MR,
          X0AdjOrTrans_STAR_MR, X1AdjOrTrans_STAR_MR, /**/ X2AdjOrTrans_STAR_MR 
        );

        SlidePartitionDown
        ( ZT_MC_STAR,  Z0_MC_STAR,
                       Z1_MC_STAR,
         /**********/ /**********/
          ZB_MC_STAR,  Z2_MC_STAR );
    }
    PopBlocksizeStack();
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemple #13
0
inline void
internal::TrmmLUNC
( UnitOrNonUnit diag,
  T alpha, const DistMatrix<T,MC,MR>& U,
                 DistMatrix<T,MC,MR>& X )
{
#ifndef RELEASE
    PushCallStack("internal::TrmmLUNC");
    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 TrmmLUN: \n"
            << "  U ~ " << U.Height() << " x " << U.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<T,MC,MR> 
        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<T,MC,MR> XT(g),  X0(g),
                        XB(g),  X1(g),
                                X2(g);

    // Temporary distributions
    DistMatrix<T,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<T,STAR,MC  > U12_STAR_MC(g);
    DistMatrix<T,STAR,VR  > X1_STAR_VR(g);
    DistMatrix<T,MR,  STAR> D1Trans_MR_STAR(g);
    DistMatrix<T,MR,  MC  > D1Trans_MR_MC(g);
    DistMatrix<T,MC,  MR  > D1(g);

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

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

        U12_STAR_MC.AlignWith( X2 );
        D1Trans_MR_STAR.AlignWith( X1 );
        D1Trans_MR_MC.AlignWith( X1 );
        D1.AlignWith( X1 );
        D1Trans_MR_STAR.ResizeTo( X1.Width(), X1.Height() );
        D1.ResizeTo( X1.Height(), X1.Width() );
        //--------------------------------------------------------------------//
        X1_STAR_VR = X1;
        U11_STAR_STAR = U11;
        internal::LocalTrmm
        ( LEFT, UPPER, NORMAL, diag, (T)1, U11_STAR_STAR, X1_STAR_VR );
        X1 = X1_STAR_VR;
 
        U12_STAR_MC = U12;
        internal::LocalGemm
        ( TRANSPOSE, TRANSPOSE, (T)1, X2, U12_STAR_MC, (T)0, D1Trans_MR_STAR );
        D1Trans_MR_MC.SumScatterFrom( D1Trans_MR_STAR );
        Transpose( D1Trans_MR_MC.LocalMatrix(), D1.LocalMatrix() );
        Axpy( (T)1, D1, X1 );
       //--------------------------------------------------------------------//
        D1.FreeAlignments();
        D1Trans_MR_MC.FreeAlignments();
        D1Trans_MR_STAR.FreeAlignments();
        U12_STAR_MC.FreeAlignments();

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

        SlidePartitionDown
        ( XT,  X0,
               X1,
         /**/ /**/
          XB,  X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemple #14
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
}
Exemple #15
0
inline void
TrmmRUNC
( UnitOrNonUnit diag,
  T alpha, const DistMatrix<T>& U,
                 DistMatrix<T>& X )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TrmmRUNC");
    if( U.Grid() != X.Grid() )
        throw std::logic_error
        ("U and X must be distributed over the same grid");
    if( U.Height() != U.Width() || X.Width() != U.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal TrmmRUNC: \n"
            << "  U ~ " << U.Height() << " x " << U.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<T> 
        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<T> XL(g), XR(g),
                  X0(g), X1(g), X2(g);

    // Temporary distributions
    DistMatrix<T,MR,  STAR> U12Trans_MR_STAR(g);
    DistMatrix<T,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<T,VC,  STAR> X1_VC_STAR(g);
    DistMatrix<T,MC,  STAR> X1_MC_STAR(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_MC_STAR.AlignWith( X2 );
        U12Trans_MR_STAR.AlignWith( X2 );
        X1_VC_STAR.AlignWith( X1 );
        //--------------------------------------------------------------------//
        X1_MC_STAR = X1;
        U12Trans_MR_STAR.TransposeFrom( U12 );
        LocalGemm
        ( NORMAL, TRANSPOSE, T(1), X1_MC_STAR, U12Trans_MR_STAR, T(1), X2 );

        U11_STAR_STAR = U11;
        X1_VC_STAR = X1_MC_STAR;
        LocalTrmm
        ( RIGHT, UPPER, NORMAL, diag, T(1), U11_STAR_STAR, X1_VC_STAR );
        X1 = X1_VC_STAR;
        //--------------------------------------------------------------------//
        X1_MC_STAR.FreeAlignments();
        U12Trans_MR_STAR.FreeAlignments();
        X1_VC_STAR.FreeAlignments();

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

        SlidePartitionLeft
        ( XL, /**/ XR,
          X0, /**/ X1, X2 );
    }
}
Exemple #16
0
inline void
TwoSidedTrmmUVar5
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& U )
{
#ifndef RELEASE
    PushCallStack("internal::TwoSidedTrmmUVar5");
    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,MC,  STAR> A01_MC_STAR(g);
    DistMatrix<F,MR,  STAR> A01_MR_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,MR,  STAR> U01_MR_STAR(g);
    DistMatrix<F,VC,  STAR> U01_VC_STAR(g);
    DistMatrix<F,VC,  STAR> Y01_VC_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_MC_STAR.AlignWith( A00 );
        A01_MR_STAR.AlignWith( A00 );
        A01_VC_STAR.AlignWith( A00 );
        U01_MC_STAR.AlignWith( A00 );
        U01_MR_STAR.AlignWith( A00 );
        U01_VC_STAR.AlignWith( A00 );
        Y01.AlignWith( A01 );
        Y01_VC_STAR.AlignWith( A01 );
        //--------------------------------------------------------------------//
        // Y01 := U01 A11
        A11_STAR_STAR = A11;
        U01_VC_STAR = U01;
        Y01_VC_STAR.ResizeTo( A01.Height(), A01.Width() );
        Hemm
        ( RIGHT, UPPER,
          F(1), A11_STAR_STAR.LocalMatrix(), U01_VC_STAR.LocalMatrix(),
          F(0), Y01_VC_STAR.LocalMatrix() );
        Y01 = Y01_VC_STAR;

        // A01 := U00 A01
        Trmm( LEFT, UPPER, NORMAL, diag, F(1), U00, A01 );

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

        // A00 := A00 + (U01 A01' + A01 U01')
        A01_MC_STAR = A01;
        U01_MC_STAR = U01;
        A01_VC_STAR = A01_MC_STAR;
        A01_MR_STAR = A01_VC_STAR;
        U01_MR_STAR = U01_MC_STAR;
        LocalTrr2k
        ( UPPER, ADJOINT, ADJOINT,
          F(1), U01_MC_STAR, A01_MR_STAR, 
                A01_MC_STAR, U01_MR_STAR,
          F(1), A00 );

        // A01 := A01 + 1/2 Y01
        Axpy( F(1)/F(2), Y01_VC_STAR, A01_VC_STAR );

        // A01 := A01 U11'
        U11_STAR_STAR = U11;
        LocalTrmm
        ( RIGHT, UPPER, ADJOINT, diag, F(1), U11_STAR_STAR, A01_VC_STAR );
        A01 = A01_VC_STAR;

        // A11 := U11 A11 U11'
        LocalTwoSidedTrmm( UPPER, diag, A11_STAR_STAR, U11_STAR_STAR );
        A11 = A11_STAR_STAR;
        //--------------------------------------------------------------------//
        A01_MC_STAR.FreeAlignments();
        A01_MR_STAR.FreeAlignments();
        A01_VC_STAR.FreeAlignments();
        U01_MC_STAR.FreeAlignments();
        U01_MR_STAR.FreeAlignments();
        U01_VC_STAR.FreeAlignments();
        Y01.FreeAlignments();
        Y01_VC_STAR.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
}
Exemple #17
0
inline void
internal::TrsvUN
( UnitOrNonUnit diag, 
  const DistMatrix<F,MC,MR>& U, 
        DistMatrix<F,MC,MR>& x )
{
#ifndef RELEASE
    PushCallStack("internal::TrsvUN");
    if( U.Grid() != x.Grid() )
        throw std::logic_error("{U,x} must be distributed over the same grid");
    if( U.Height() != U.Width() )
        throw std::logic_error("U must be square");
    if( x.Width() != 1 && x.Height() != 1 )
        throw std::logic_error("x must be a vector");
    const int xLength = ( x.Width() == 1 ? x.Height() : x.Width() );
    if( U.Width() != xLength )
        throw std::logic_error("Nonconformal TrsvUN");
#endif
    const Grid& g = U.Grid();

    if( x.Width() == 1 )
    {
        // Matrix views 
        DistMatrix<F,MC,MR> 
            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,MC,MR> 
            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);
        DistMatrix<F,MR,  STAR> x1_MR_STAR(g);
        DistMatrix<F,MC,  STAR> z0_MC_STAR(g);

        // Start the algorithm
        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 );

            x1_MR_STAR.AlignWith( U01 );
            z0_MC_STAR.AlignWith( U01 );
            z0_MC_STAR.ResizeTo( x0.Height(), 1 );
            //----------------------------------------------------------------//
            x1_STAR_STAR = x1;
            U11_STAR_STAR = U11;
            Trsv
            ( UPPER, NORMAL, diag,
              U11_STAR_STAR.LockedLocalMatrix(),
              x1_STAR_STAR.LocalMatrix() );
            x1 = x1_STAR_STAR;

            x1_MR_STAR = x1_STAR_STAR;
            Gemv
            ( NORMAL, (F)-1, 
              U01.LockedLocalMatrix(), 
              x1_MR_STAR.LockedLocalMatrix(),
              (F)0, z0_MC_STAR.LocalMatrix() );
            x0.SumScatterUpdate( (F)1, z0_MC_STAR );
            //----------------------------------------------------------------//
            x1_MR_STAR.FreeAlignments();
            z0_MC_STAR.FreeAlignments();

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

            SlidePartitionUp
            ( xT,  x0,
             /**/ /**/
                   x1,
              xB,  x2 );
        }
    }
    else
    {
        // Matrix views 
        DistMatrix<F,MC,MR> 
            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,MC,MR> 
            xL(g), xR(g),
            x0(g), x1(g), x2(g);

        // Temporary distributions
        DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
        DistMatrix<F,STAR,STAR> x1_STAR_STAR(g);
        DistMatrix<F,STAR,MR  > x1_STAR_MR(g);
        DistMatrix<F,STAR,MC  > z0_STAR_MC(g);
        DistMatrix<F,MR,  MC  > z0_MR_MC(g);
        DistMatrix<F,MC,  MR  > z0(g);

        // Start the algorithm
        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_STAR_MR.AlignWith( U01 );
            z0_STAR_MC.AlignWith( U01 );
            z0.AlignWith( x0 );
            z0_STAR_MC.ResizeTo( 1, x0.Width() );
            //----------------------------------------------------------------//
            x1_STAR_STAR = x1;
            U11_STAR_STAR = U11;
            Trsv
            ( UPPER, NORMAL, diag,
              U11_STAR_STAR.LockedLocalMatrix(),
              x1_STAR_STAR.LocalMatrix() );
            x1 = x1_STAR_STAR;

            x1_STAR_MR = x1_STAR_STAR;
            Gemv
            ( NORMAL, (F)-1, 
              U01.LockedLocalMatrix(), 
              x1_STAR_MR.LockedLocalMatrix(),
              (F)0, z0_STAR_MC.LocalMatrix() );
            z0_MR_MC.SumScatterFrom( z0_STAR_MC );
            z0 = z0_MR_MC;
            Axpy( (F)1, z0, x0 );
            //----------------------------------------------------------------//
            x1_STAR_MR.FreeAlignments();
            z0_STAR_MC.FreeAlignments();
            z0.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
}
Exemple #18
0
// See before eq. 2.1.4
Matrix<std::complex<double> > UMNS(double delta)
{
	return U23(delta) * U13() * U12();
}
Exemple #19
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
}
Exemple #20
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 );
    }
}
Exemple #21
0
inline void
TrtrmmUVar1( Orientation orientation, DistMatrix<T>& U )
{
#ifndef RELEASE
    PushCallStack("internal::TrtrmmUVar1");
    if( U.Height() != U.Width() )
        throw std::logic_error("U must be square");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<T>
        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<T,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<T,VC,  STAR> U01_VC_STAR(g);
    DistMatrix<T,VR,  STAR> U01_VR_STAR(g);
    DistMatrix<T,STAR,MR  > U01AdjOrTrans_STAR_MR(g);
    DistMatrix<T,STAR,STAR> U11_STAR_STAR(g);

    U01_MC_STAR.AlignWith( U );
    U01_VC_STAR.AlignWith( U );
    U01_VR_STAR.AlignWith( U );
    U01AdjOrTrans_STAR_MR.AlignWith( U );

    PartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( UTL.Height() < U.Height() && UTL.Width() < U.Height() )
    {
        RepartitionDownDiagonal 
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        //--------------------------------------------------------------------//
        U01_MC_STAR = U01;
        U01_VC_STAR = U01_MC_STAR;
        U01_VR_STAR = U01_VC_STAR;
        if( orientation == ADJOINT )
            U01AdjOrTrans_STAR_MR.AdjointFrom( U01_VR_STAR );
        else
            U01AdjOrTrans_STAR_MR.TransposeFrom( U01_VR_STAR );
        LocalTrrk( UPPER, T(1), U01_MC_STAR, U01AdjOrTrans_STAR_MR, T(1), U00 );

        U11_STAR_STAR = U11;
        LocalTrmm
        ( RIGHT, UPPER, orientation, NON_UNIT, 
          T(1), U11_STAR_STAR, U01_VC_STAR );
        U01 = U01_VC_STAR;

        LocalTrtrmm( orientation, UPPER, U11_STAR_STAR );
        U11 = U11_STAR_STAR;
        //--------------------------------------------------------------------//

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