コード例 #1
0
ファイル: Explicit.hpp プロジェクト: jeffhammond/Elemental
void ExplicitUnitary
( ElementalMatrix<F>& APre, bool thinQR, const QRCtrl<Base<F>>& ctrl )
{
    DEBUG_CSE

    DistMatrixReadWriteProxy<F,F,MC,MR> AProx( APre );
    auto& A = AProx.Get();

    const Grid& g = A.Grid();
    DistMatrix<F,MD,STAR> householderScalars(g);
    DistMatrix<Base<F>,MD,STAR> signature(g);
    if( ctrl.colPiv )
    {
        DistPermutation Omega(g);
        QR( A, householderScalars, signature, Omega, ctrl );
    }
    else
        QR( A, householderScalars, signature );

    if( thinQR )
    {
        A.Resize( A.Height(), householderScalars.Height() );
        ExpandPackedReflectors
        ( LOWER, VERTICAL, CONJUGATED, 0, A, householderScalars );
        DiagonalScale( RIGHT, NORMAL, signature, A );
    }
    else
    {
        auto ACopy = A;
        // TODO: Use an extension of ExpandPackedReflectors to make this faster
        Identity( A, A.Height(), A.Height() );
        qr::ApplyQ( LEFT, NORMAL, ACopy, householderScalars, signature, A );
    }
}
コード例 #2
0
ファイル: Explicit.hpp プロジェクト: khalid-hasanov/Elemental
inline void
Explicit( DistMatrix<F>& A, DistMatrix<F>& R, bool colPiv=false )
{
#ifndef RELEASE
    CallStackEntry cse("qr::Explicit");
#endif
    const Grid& g = A.Grid();
    DistMatrix<F,MD,STAR> t(g);
    if( colPiv )
    {
        DistMatrix<Int,VR,STAR> p(g);
        QR( A, t, p );
    }
    else
    {
        QR( A, t );
    }
    DistMatrix<F> AT(g),
                  AB(g);
    PartitionDown
    ( A, AT,
         AB, Min(A.Height(),A.Width()) );
    R = AT;
    MakeTriangular( UPPER, R );
    ExpandPackedReflectors( LOWER, VERTICAL, UNCONJUGATED, 0, A, t );
}
コード例 #3
0
ファイル: Explicit.hpp プロジェクト: jeffhammond/Elemental
void ExplicitUnitary
( Matrix<F>& A, bool thinQR, const QRCtrl<Base<F>>& ctrl )
{
    DEBUG_CSE
    Matrix<F> householderScalars;
    Matrix<Base<F>> signature;
    if( ctrl.colPiv )
    {
        Permutation Omega;
        QR( A, householderScalars, signature, Omega, ctrl );
    }
    else
        QR( A, householderScalars, signature );

    if( thinQR ) 
    {
        A.Resize( A.Height(), householderScalars.Height() );
        ExpandPackedReflectors
        ( LOWER, VERTICAL, CONJUGATED, 0, A, householderScalars );
        DiagonalScale( RIGHT, NORMAL, signature, A );
    }
    else
    {
        auto ACopy = A;
        // TODO: Use an extension of ExpandPackedReflectors to make this faster
        Identity( A, A.Height(), A.Height() );
        qr::ApplyQ( LEFT, NORMAL, ACopy, householderScalars, signature, A );
    }
}
コード例 #4
0
ファイル: Explicit.hpp プロジェクト: nooperpudd/Elemental
void ExplicitUnitary
( Matrix<F>& A, bool thinQR, const QRCtrl<Base<F>>& ctrl )
{
    DEBUG_ONLY(CSE cse("qr::ExplicitUnitary"))
    Matrix<F> t;
    Matrix<Base<F>> d;
    if( ctrl.colPiv )
    {
        Permutation Omega;
        QR( A, t, d, Omega, ctrl );
    }
    else
        QR( A, t, d );

    if( thinQR ) 
    {
        A.Resize( A.Height(), t.Height() );
        ExpandPackedReflectors( LOWER, VERTICAL, CONJUGATED, 0, A, t );
        DiagonalScale( RIGHT, NORMAL, d, A );
    }
    else
    {
        auto ACopy = A;
        // TODO: Use an extension of ExpandPackedReflectors to make this faster
        Identity( A, A.Height(), A.Height() );
        qr::ApplyQ( LEFT, NORMAL, ACopy, t, d, A );
    }
}
コード例 #5
0
ファイル: Explicit.hpp プロジェクト: khalid-hasanov/Elemental
inline void
Explicit( Matrix<F>& A, Matrix<F>& R, bool colPiv=false )
{
#ifndef RELEASE
    CallStackEntry cse("qr::Explicit");
#endif
    Matrix<F> t;
    if( colPiv )
    {
        Matrix<Int> p;
        QR( A, t, p );
    }
    else
    {
        QR( A, t );
    }
    Matrix<F> AT,
              AB;
    PartitionDown
    ( A, AT,
         AB, Min(A.Height(),A.Width()) );
    R = AT;
    MakeTriangular( UPPER, R );
    ExpandPackedReflectors( LOWER, VERTICAL, UNCONJUGATED, 0, A, t );
}
コード例 #6
0
inline void
ExpandPackedReflectors
( UpperOrLower uplo, VerticalOrHorizontal dir, Conjugation conjugation,
  int offset,
        DistMatrix<Complex<R> >& H, 
  const DistMatrix<Complex<R>,STAR,STAR>& t )
{
#ifndef RELEASE
    CallStackEntry entry("ExpandPackedReflectors");
#endif
    DistMatrix<Complex<R>,MD,STAR> tDiag(H.Grid());
    tDiag.AlignWithDiagonal( H, offset );
    tDiag = t;
    ExpandPackedReflectors( uplo, dir, conjugation, offset, H, tDiag );
}
コード例 #7
0
ファイル: Explicit.hpp プロジェクト: hrhill/Elemental
inline void
Explicit( Matrix<F>& A, bool colPiv=false )
{
    DEBUG_ONLY(CallStackEntry cse("qr::Explicit"))
    Matrix<F> t;
    if( colPiv )
    {
        Matrix<Int> p;
        QR( A, t, p );
    }
    else
    {
        QR( A, t );
    }
    ExpandPackedReflectors( LOWER, VERTICAL, CONJUGATED, 0, A, t );
}
コード例 #8
0
ファイル: Explicit.hpp プロジェクト: jakebolewski/Elemental
void ExplicitUnitary( Matrix<F>& A, const QRCtrl<Base<F>>& ctrl )
{
    DEBUG_ONLY(CallStackEntry cse("qr::ExplicitUnitary"))
    Matrix<F> t;
    Matrix<Base<F>> d;
    if( ctrl.colPiv )
    {
        Matrix<Int> p;
        QR( A, t, d, p, ctrl );
    }
    else
        QR( A, t, d );

    A.Resize( A.Height(), t.Height() );
    ExpandPackedReflectors( LOWER, VERTICAL, CONJUGATED, 0, A, t );
    DiagonalScale( RIGHT, NORMAL, d, A );
}
コード例 #9
0
ファイル: Explicit.hpp プロジェクト: khalid-hasanov/Elemental
inline void
Explicit( Matrix<F>& A, bool colPiv=false )
{
#ifndef RELEASE
    CallStackEntry cse("qr::Explicit");
#endif
    Matrix<F> t;
    if( colPiv )
    {
        Matrix<Int> p;
        QR( A, t, p );
    }
    else
    {
        QR( A, t );
    }
    ExpandPackedReflectors( LOWER, VERTICAL, UNCONJUGATED, 0, A, t );
}
コード例 #10
0
ファイル: Explicit.hpp プロジェクト: nooperpudd/Elemental
void Explicit
( ElementalMatrix<F>& APre,
  ElementalMatrix<F>& R, 
  bool thinQR,
  const QRCtrl<Base<F>>& ctrl )
{
    DEBUG_ONLY(CSE cse("qr::Explicit"))

    DistMatrixReadWriteProxy<F,F,MC,MR> AProx( APre );
    auto& A = AProx.Get();

    const Grid& g = A.Grid();
    DistMatrix<F,MD,STAR> t(g);
    DistMatrix<Base<F>,MD,STAR> d(g);
    if( ctrl.colPiv )
    {
        DistPermutation Omega(g);
        QR( A, t, d, Omega, ctrl );
    }
    else
        QR( A, t, d );

    const Int m = A.Height();
    const Int n = A.Width();
    const Int numIts = t.Height();

    auto AT = A( IR(0,numIts), IR(0,n) );
    Copy( AT, R );
    MakeTrapezoidal( UPPER, R );

    if( thinQR )
    {
        A.Resize( m, numIts );
        ExpandPackedReflectors( LOWER, VERTICAL, CONJUGATED, 0, A, t );
        DiagonalScale( RIGHT, NORMAL, d, A );
    }
    else
    {
        auto ACopy = A;
        // TODO: Use an extension of ExpandPackedReflectors to make this faster
        Identity( A, A.Height(), A.Height() );
        qr::ApplyQ( LEFT, NORMAL, ACopy, t, d, A );
    }
}
コード例 #11
0
ファイル: Explicit.hpp プロジェクト: jeffhammond/Elemental
void Explicit
( ElementalMatrix<F>& APre,
  ElementalMatrix<F>& R, 
  ElementalMatrix<Int>& OmegaFull,
  bool thinQR,
  const QRCtrl<Base<F>>& ctrl )
{
    DEBUG_CSE

    DistMatrixReadWriteProxy<F,F,MC,MR> AProx( APre );
    auto& A = AProx.Get();

    const Grid& g = A.Grid();
    DistMatrix<F,MD,STAR> householderScalars(g);
    DistMatrix<Base<F>,MD,STAR> signature(g);
    DistPermutation Omega(g);
    QR( A, householderScalars, signature, Omega, ctrl );

    const Int m = A.Height();
    const Int n = A.Width();
    const Int numIts = householderScalars.Height();

    auto AT = A( IR(0,numIts), IR(0,n) );
    Copy( AT, R );
    MakeTrapezoidal( UPPER, R );

    if( thinQR )
    {
        A.Resize( m, numIts );
        ExpandPackedReflectors
        ( LOWER, VERTICAL, CONJUGATED, 0, A, householderScalars );
        DiagonalScale( RIGHT, NORMAL, signature, A );
    }
    else
    {
        auto ACopy = A;
        // TODO: Use an extension of ExpandPackedReflectors to make this faster
        Identity( A, A.Height(), A.Height() );
        qr::ApplyQ( LEFT, NORMAL, ACopy, householderScalars, signature, A );
    }

    Omega.ExplicitMatrix( OmegaFull );
}
コード例 #12
0
ファイル: Explicit.hpp プロジェクト: khalid-hasanov/Elemental
inline void
Explicit( DistMatrix<F>& A, bool colPiv=false )
{
#ifndef RELEASE
    CallStackEntry cse("qr::Explicit");
#endif
    const Grid& g = A.Grid();
    DistMatrix<F,MD,STAR> t(g);
    if( colPiv )
    {
        DistMatrix<Int,VR,STAR> p(g);
        QR( A, t, p );
    }
    else
    {
        QR( A, t );
    }
    ExpandPackedReflectors( LOWER, VERTICAL, UNCONJUGATED, 0, A, t );
}
コード例 #13
0
ファイル: Explicit.hpp プロジェクト: jeffhammond/Elemental
void Explicit
( Matrix<F>& A,
  Matrix<F>& R,
  bool thinQR,
  const QRCtrl<Base<F>>& ctrl )
{
    DEBUG_CSE
    Matrix<F> householderScalars;
    Matrix<Base<F>> signature;
    if( ctrl.colPiv )
    {
        Permutation Omega;
        QR( A, householderScalars, signature, Omega, ctrl );
    }
    else
        QR( A, householderScalars, signature );

    const Int m = A.Height();
    const Int n = A.Width();
    const Int numIts = householderScalars.Height();

    auto AT = A( IR(0,numIts), IR(0,n) );
    R = AT;
    MakeTrapezoidal( UPPER, R );

    if( thinQR )
    {
        A.Resize( m, numIts );
        ExpandPackedReflectors
        ( LOWER, VERTICAL, CONJUGATED, 0, A, householderScalars );
        DiagonalScale( RIGHT, NORMAL, signature, A );
    }
    else
    {
        auto ACopy = A;
        // TODO: Use an extension of ExpandPackedReflectors to make this faster
        Identity( A, A.Height(), A.Height() );
        qr::ApplyQ( LEFT, NORMAL, ACopy, householderScalars, signature, A );
    }
}
コード例 #14
0
ファイル: SDC.hpp プロジェクト: hrhill/Elemental
inline ValueInt<BASE(F)>
QDWHDivide
( UpperOrLower uplo, DistMatrix<F>& A, DistMatrix<F>& G, bool returnQ=false )
{
    DEBUG_ONLY(CallStackEntry cse("herm_eig::QDWHDivide"))

    // G := sgn(G)
    // G := 1/2 ( G + I )
    herm_polar::QDWH( uplo, G ); 
    UpdateDiagonal( G, F(1) );
    Scale( F(1)/F(2), G );

    // Compute the pivoted QR decomposition of the spectral projection 
    const Grid& g = A.Grid();
    DistMatrix<F,MD,STAR> t(g);
    DistMatrix<Int,VR,STAR> p(g);
    elem::QR( G, t, p );

    // A := Q^H A Q
    MakeHermitian( uplo, A );
    const Base<F> oneA = OneNorm( A );
    if( returnQ )
    {
        ExpandPackedReflectors( LOWER, VERTICAL, CONJUGATED, 0, G, t );
        DistMatrix<F> B(g);
        Gemm( ADJOINT, NORMAL, F(1), G, A, B );
        Gemm( NORMAL, NORMAL, F(1), B, G, A );
    }
    else
    {
        qr::ApplyQ( LEFT, ADJOINT, G, t, A );
        qr::ApplyQ( RIGHT, NORMAL, G, t, A );
    }

    // Return || E21 ||1 / || A ||1 and the chosen rank
    auto part = ComputePartition( A );
    part.value /= oneA;
    return part;
}
コード例 #15
0
ファイル: Explicit.hpp プロジェクト: nooperpudd/Elemental
void Explicit
( Matrix<F>& A,
  Matrix<F>& R,
  Matrix<Int>& OmegaFull,
  bool thinQR,
  const QRCtrl<Base<F>>& ctrl )
{
    DEBUG_ONLY(CSE cse("qr::Explicit"))
    Matrix<F> t;
    Matrix<Base<F>> d;
    Permutation Omega;
    QR( A, t, d, Omega, ctrl );

    const Int m = A.Height();
    const Int n = A.Width();
    const Int numIts = t.Height();

    auto AT = A( IR(0,numIts), IR(0,n) );
    R = AT;
    MakeTrapezoidal( UPPER, R );

    if( thinQR )
    {
        A.Resize( m, numIts );
        ExpandPackedReflectors( LOWER, VERTICAL, CONJUGATED, 0, A, t );
        DiagonalScale( RIGHT, NORMAL, d, A );
    }
    else
    {
        auto ACopy = A;
        // TODO: Use an extension of ExpandPackedReflectors to make this faster
        Identity( A, A.Height(), A.Height() );
        qr::ApplyQ( LEFT, NORMAL, ACopy, t, d, A );
    }

    Omega.ExplicitMatrix( OmegaFull );
}