Exemple #1
0
real
norm2chol_sparsematrix(pchmatrix LU, pcsparsematrix sp)
{
  avector   tmp1, tmp2;
  uint      rows = LU->rc->size;
  uint      cols = LU->cc->size;
  pavector  x, y;
  real      norm;
  uint      j;

  assert(sp->rows == rows);
  assert(sp->cols == cols);

  x = init_avector(&tmp1, cols);
  y = init_avector(&tmp2, rows);

  random_avector(x);
  norm = norm2_avector(x);
  scale_avector(1.0 / norm, x);

  for (j = 0; j < NORM_STEPS; j++) {
    // printf("norm = %g \n", sqrt( norm));
    clear_avector(y);
    mvm_sparsematrix_avector(1.0, false, sp, x, y);
    triangularsolve_hmatrix_avector(true, false, false, LU, y);
    triangularsolve_hmatrix_avector(true, false, true, LU, y);
    add_avector(-1.0, y, x);
    copy_avector(x, y);
    triangularsolve_hmatrix_avector(true, false, false, LU, y);
    triangularsolve_hmatrix_avector(true, false, true, LU, y);
    mvm_sparsematrix_avector(-1.0, true, sp, y, x);
    norm = norm2_avector(x);
    scale_avector(1.0 / norm, x);
  }

  uninit_avector(y);
  uninit_avector(x);

  return REAL_SQRT(norm);
}
Exemple #2
0
void
addeval_hmatrix_avector(field alpha, phmatrix hm, char trans, pcavector x, field beta, pavector y)
{
	pavector  xp, yp;
	avector   xtmp, ytmp;
	int      i, ip;

	assert(x->dim == hm->cc->size);
	assert(y->dim == hm->rc->size);

	/* Permutation of x */
	xp = init_avector(&xtmp, x->dim);
	for (i = 0; i < xp->dim; i++) {
		ip = hm->cc->idx[i];
		assert(ip < x->dim);
		xp->v[i] = x->v[ip];
	}

	/* Permutation of y */
	yp = init_avector(&ytmp, y->dim);
	for (i = 0; i < yp->dim; i++) {
		ip = hm->rc->idx[i];
		assert(ip < y->dim);
		yp->v[i] = y->v[ip];
	}

	/* Matrix-vector multiplication */
	//hmat_avec_prod(hm, trans, xp, yp);
	fastaddeval_hmatrix_avector(alpha, hm, trans, xp, beta, yp);

	/* Reverse permutation of y */
	for (i = 0; i < yp->dim; i++) {
		ip = hm->rc->idx[i];
		assert(ip < y->dim);
		y->v[ip] = yp->v[i];
	}

	uninit_avector(yp);
	uninit_avector(xp);
}
Exemple #3
0
void
mvm_uniform_avector(field alpha, bool trans, pcuniform u,
		    pcavector x, pavector y)
{
  avector   tmp1, tmp2;
  pavector  xt, yt;

  if (trans) {
    xt = init_avector(&tmp1, u->rb->kbranch);
    yt = init_avector(&tmp2, u->cb->kbranch);

    compress_clusterbasis_avector(u->rb, x, xt);

    clear_avector(yt);

    mvm_amatrix_avector(alpha, true, &u->S, xt, yt);

    expand_clusterbasis_avector(u->cb, yt, y);

    uninit_avector(yt);
    uninit_avector(xt);
  }
  else {
    xt = init_avector(&tmp1, u->cb->kbranch);
    yt = init_avector(&tmp2, u->rb->kbranch);

    compress_clusterbasis_avector(u->cb, x, xt);

    clear_avector(yt);

    mvm_amatrix_avector(alpha, false, &u->S, xt, yt);

    expand_clusterbasis_avector(u->rb, yt, y);

    uninit_avector(yt);
    uninit_avector(xt);
  }
}
Exemple #4
0
static void
check_triangularsolve(bool lower, bool unit, bool atrans,
                      pcamatrix a, bool xtrans)
{
    uint      n = a->rows;
    amatrix   xtmp, btmp;
    pamatrix  x, b;
    avector   xvtmp, bvtmp;
    pavector  xv, bv;
    real      error;

    assert(n == a->cols);

    /*
     * amatrix
     */

    x = init_amatrix(&xtmp, n, n);
    random_amatrix(x);

    b = init_zero_amatrix(&btmp, n, n);

    if (xtrans)
        addmul_amatrix(1.0, false, x, !atrans, a, b);
    else
        addmul_amatrix(1.0, atrans, a, false, x, b);

    triangularsolve_amatrix(lower, unit, atrans, a, xtrans, b);

    add_amatrix(-1.0, false, x, b);
    error = norm2_amatrix(b) / norm2_amatrix(x);

    (void) printf("Checking amatrix triangularsolve\n"
                  "  (lower=%s, unit=%s, atrans=%s, xtrans=%s)\n"
                  "  Accuracy %g, %sokay\n", (lower ? "tr" : "fl"),
                  (unit ? "tr" : "fl"), (atrans ? "tr" : "fl"),
                  (xtrans ? "tr" : "fl"), error,
                  (IS_IN_RANGE(0.0, error, 1.0e-14) ? "" : "    NOT "));
    if (!IS_IN_RANGE(0.0, error, 1.0e-14))
        problems++;

    copy_amatrix(false, x, b);
    triangulareval_amatrix(lower, unit, atrans, a, xtrans, b);

    triangularsolve_amatrix(lower, unit, atrans, a, xtrans, b);

    add_amatrix(-1.0, false, x, b);
    error = norm2_amatrix(b) / norm2_amatrix(x);

    (void) printf("Checking amatrix triangulareval/triangularsolve\n"
                  "  (lower=%s, unit=%s, atrans=%s, xtrans=%s):\n"
                  "  Accuracy %g, %sokay\n", (lower ? "tr" : "fl"),
                  (unit ? "tr" : "fl"), (atrans ? "tr" : "fl"),
                  (xtrans ? "tr" : "fl"), error,
                  (IS_IN_RANGE(0.0, error, 1.0e-14) ? "" : "    NOT "));
    if (!IS_IN_RANGE(0.0, error, 1.0e-14))
        problems++;

    /*
     * avector
     */

    xv = init_avector(&xvtmp, n);
    random_avector(xv);

    bv = init_avector(&bvtmp, n);
    clear_avector(bv);

    if (atrans) {
        addevaltrans_amatrix_avector(1.0, a, xv, bv);
    }
    else {
        addeval_amatrix_avector(1.0, a, xv, bv);
    }

    triangularsolve_amatrix_avector(lower, unit, atrans, a, bv);

    add_avector(-1.0, xv, bv);
    error = norm2_avector(bv) / norm2_avector(xv);

    (void) printf("Checking avector triangularsolve\n"
                  "  (lower=%s, unit=%s, atrans=%s)\n"
                  "  Accuracy %g, %sokay\n", (lower ? "tr" : "fl"),
                  (unit ? "tr" : "fl"), (atrans ? "tr" : "fl"), error,
                  (IS_IN_RANGE(0.0, error, 1.0e-14) ? "" : "    NOT "));
    if (!IS_IN_RANGE(0.0, error, 1.0e-14))
        problems++;

    copy_avector(xv, bv);
    triangulareval_amatrix_avector(lower, unit, atrans, a, bv);

    triangularsolve_amatrix_avector(lower, unit, atrans, a, bv);

    add_avector(-1.0, xv, bv);
    error = norm2_avector(bv) / norm2_avector(xv);

    (void) printf("Checking avector triangulareval/triangularsolve\n"
                  "  (lower=%s, unit=%s, atrans=%s):\n"
                  "  Accuracy %g, %sokay\n", (lower ? "tr" : "fl"),
                  (unit ? "tr" : "fl"), (atrans ? "tr" : "fl"), error,
                  (IS_IN_RANGE(0.0, error, 1.0e-14) ? "" : "    NOT "));
    if (!IS_IN_RANGE(0.0, error, 1.0e-14))
        problems++;

    uninit_amatrix(b);
    uninit_amatrix(x);
    uninit_avector(bv);
    uninit_avector(xv);
}
Exemple #5
0
int
hmat_cg(phmatrix hm, pavector b, pavector x)
{
    if (hm->rc->size != b->dim) {
        return -1;
    }
    else {
        double ep = 1e-2;
        pavector r = new_avector(b->dim);
        pavector p = new_avector(b->dim);
        pavector q = new_avector(b->dim);
        pavector tempq = new_avector(b->dim);
        pavector newb = new_avector(b->dim);

		pavector bp, xp;
		avector btmp, xtmp;
		int ip;
	/* Permutation of b */
		bp = init_avector(&btmp, b->dim);
		for (int i = 0; i < bp->dim; i++) {
			ip = hm->cc->idx[i];
			assert(ip < x->dim);
			bp->v[i] = b->v[ip];
		}
	/* Permutation of y */
		xp = init_avector(&xtmp, x->dim);

        fastaddeval_hmatrix_avector(1.0, hm, CblasConjTrans, bp, 0.0, newb);

        for (int i=0;i<bp->dim;i++) {
            r->v[i] = newb->v[i];
            xp->v[i] = 0;
        }

        int i;
        field alpha, beta;
        field rr1;
        field rr;
        for (i=0;i<400;i++) {

            rr = dot_prod_avec('c', r, r);
            if (i == 0) {
                for (int j=0;j<bp->dim;j++) {
                    p->v[j] = r->v[j];
                }
            }
            else {
                beta = rr / rr1;
                add_avec(1, r, beta, p);
            }

            fastaddeval_hmatrix_avector(1.0, hm, CblasNoTrans, p, 0.0, tempq);
            fastaddeval_hmatrix_avector(1.0, hm, CblasConjTrans, tempq, 0.0, q);

            alpha = rr / dot_prod_avec('c', q, p);

            add_avec(alpha, p, 1, xp);
            add_avec(-alpha, q, 1, r);

            rr1 = rr;

            if (LAPACKE_zlange(LAPACK_ROW_MAJOR, 'f', 1, r->dim, (MKL_Complex16 *)r->v, r->dim) < ep) {
				continue;
                //break;
            }
        }
			/* Reverse permutation of y */
			for (int i = 0; i < xp->dim; i++) {
				ip = hm->rc->idx[i];
				assert(ip < xp->dim);
				x->v[ip] = xp->v[i];
			}
			uninit_avector(bp);
			uninit_avector(xp);
        return i;
    }
}