Exemple #1
0
inline void
TrtrsmLLN
( UnitOrNonUnit diag, F alpha, const DistMatrix<F>& L, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TrtrsmLLN");
#endif
    const Grid& g = L.Grid();

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

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

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

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

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

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

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

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

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

        SlidePartitionDownDiagonal
        ( XTL, /**/ XTR,  X00, X01, /**/ X02,
          /**/       X10, X11, /**/ X12,
          /*************/ /******************/
          XBL, /**/ XBR,  X20, X21, /**/ X22 );
    }
}
Exemple #2
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
}
Exemple #3
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 );
    }
}