コード例 #1
0
ファイル: LUN.hpp プロジェクト: YingzhouLi/Elemental
void LUN( const Matrix<F>& U, Matrix<F>& X, bool checkIfSingular )
{
    DEBUG_CSE
    const Int m = X.Height();
    const Int bsize = Blocksize();

    const Int kLast = LastOffset( m, bsize );
    Int k=kLast, kOld=m;
    while( true )
    {
        const bool in2x2 = ( k>0 && U.Get(k,k-1) != F(0) );
        if( in2x2 )
            --k;
        const Int nb = kOld-k;

        const Range<Int> ind0( 0, k    ),
                         ind1( k, k+nb );

        auto U01 = U( ind0, ind1 );
        auto U11 = U( ind1, ind1 );

        auto X0 = X( ind0, ALL );
        auto X1 = X( ind1, ALL );

        LUNUnb( U11, X1, checkIfSingular );
        Gemm( NORMAL, NORMAL, F(-1), U01, X1, F(1), X0 );

        if( k == 0 )
            break;
        kOld = k;
        k -= Min(bsize,k);
    }
}
コード例 #2
0
ファイル: Phase.cpp プロジェクト: elemental/Elemental
void BatchTransposedSparseToCoordinates
( const Matrix<Field>& NTrans,
  const Matrix<Field>& Y,
        Matrix<Field>& V,
        Int blocksize )
{
    EL_DEBUG_CSE
    const Int n = NTrans.Height();
    const Int numRHS = Y.Width();

    // TODO(poulson): Test the relative performance of this branch
    if( numRHS == 1 )
    {
        TransposedSparseToCoordinates( NTrans, Y, V );
        return;
    }

    Zeros( V, n, numRHS );
    const Int iLast = LastOffset( n, blocksize );
    for( Int i=iLast; i>=0; i-=blocksize )
    { 
        const Int nb = Min(n-i,blocksize);
        const Range<Int> ind0(0,i), ind1(i,i+nb);
        
        auto NTrans10 = NTrans( ind1, ind0 );
        auto NTrans11 = NTrans( ind1, ind1 );
        auto Y1 = Y( ind1, ALL );
        auto V0 = V( ind0, ALL );
        auto V1 = V( ind1, ALL );

        BatchTransposedSparseToCoordinatesUnblocked( NTrans11, Y1, V1 );
        Gemm( TRANSPOSE, NORMAL, Field(-1), NTrans10, V1, Field(1), V0 );
    }
}
コード例 #3
0
ファイル: LUN.hpp プロジェクト: YingzhouLi/Elemental
void LUNMedium
( const AbstractDistMatrix<F>& UPre, AbstractDistMatrix<F>& XPre, 
  bool checkIfSingular )
{
    DEBUG_CSE
    const Int m = XPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = UPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> UProx( UPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& U = UProx.GetLocked();
    auto& X = XProx.Get();

    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,MR,  STAR> X1Trans_MR_STAR(g);

    const Int kLast = LastOffset( m, bsize );
    Int k=kLast, kOld=m;
    while( true )
    {
        const bool in2x2 = ( k>0 && U.Get(k,k-1) != F(0) );
        if( in2x2 )
            --k;
        const Int nb = kOld-k;

        const Range<Int> ind0( 0, k    ),
                         ind1( k, k+nb );

        auto U01 = U( ind0, ind1 );
        auto U11 = U( ind1, ind1 );

        auto X0 = X( ind0, ALL );
        auto X1 = X( ind1, ALL );

        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[MC,MR]
        X1Trans_MR_STAR.AlignWith( X0 );
        Transpose( X1, X1Trans_MR_STAR );
        
        // X1^T[MR,* ] := X1^T[MR,* ] U11^-T[* ,* ]
        //              = (U11^-1[* ,* ] X1[* ,MR])^T
        LocalQuasiTrsm
        ( RIGHT, UPPER, TRANSPOSE,
          F(1), U11_STAR_STAR, X1Trans_MR_STAR, checkIfSingular );
        Transpose( X1Trans_MR_STAR, X1 );

        U01_MC_STAR.AlignWith( X0 );
        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 );

        if( k == 0 )
            break;
        kOld = k;
        k -= Min(bsize,k);
    }
}
コード例 #4
0
ファイル: LUN.hpp プロジェクト: elemental/Elemental
void LUNMedium
( UnitOrNonUnit diag, 
  const AbstractDistMatrix<F>& UPre,
        AbstractDistMatrix<F>& XPre,
  bool checkIfSingular )
{
    EL_DEBUG_CSE
    const Int m = XPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = UPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> UProx( UPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& U = UProx.GetLocked();
    auto& X = XProx.Get();

    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,MR,  STAR> X1Trans_MR_STAR(g);

    const Int kLast = LastOffset( m, bsize );
    for( Int k=kLast; k>=0; k-=bsize )
    {
        const Int nb = Min(bsize,m-k);

        const Range<Int> ind0( 0, k    ),
                         ind1( k, k+nb );

        auto U01 = U( ind0, ind1 );
        auto U11 = U( ind1, ind1 );

        auto X0 = X( ind0, ALL );
        auto X1 = X( ind1, ALL );

        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[MC,MR]
        X1Trans_MR_STAR.AlignWith( X0 );
        Transpose( X1, X1Trans_MR_STAR );
        
        // X1^T[MR,* ] := X1^T[MR,* ] U11^-T[* ,* ]
        //              = (U11^-1[* ,* ] X1[* ,MR])^T
        LocalTrsm
        ( RIGHT, UPPER, TRANSPOSE, diag, 
          F(1), U11_STAR_STAR, X1Trans_MR_STAR, checkIfSingular );
        Transpose( X1Trans_MR_STAR, X1 );

        U01_MC_STAR.AlignWith( X0 );
        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 );
    }
}
コード例 #5
0
ファイル: LUN.hpp プロジェクト: elemental/Elemental
void LUNLarge
( UnitOrNonUnit diag,
  const AbstractDistMatrix<F>& UPre,
        AbstractDistMatrix<F>& XPre, 
  bool checkIfSingular )
{
    EL_DEBUG_CSE
    const Int m = XPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = UPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> UProx( UPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& U = UProx.GetLocked();
    auto& X = XProx.Get();

    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);

    const Int kLast = LastOffset( m, bsize );
    for( Int k=kLast; k>=0; k-=bsize )
    {
        const Int nb = Min(bsize,m-k);

        const Range<Int> ind0( 0, k    ),
                         ind1( k, k+nb );

        auto U01 = U( ind0, ind1 );
        auto U11 = U( ind1, ind1 );

        auto X0 = X( ind0, ALL );
        auto X1 = X( ind1, ALL );

        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.AlignWith( X0 );
        X1_STAR_MR  = X1_STAR_VR; // X1[* ,MR]  <- X1[* ,VR]
        X1          = X1_STAR_MR; // X1[MC,MR] <- X1[* ,MR]
        U01_MC_STAR.AlignWith( X0 );
        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 );
    }
}
コード例 #6
0
ファイル: Householder.hpp プロジェクト: timmoon10/Elemental
void
Householder
( AbstractDistMatrix<F>& APre,
  AbstractDistMatrix<F>& householderScalarsPre,
  AbstractDistMatrix<Base<F>>& signaturePre )
{
    DEBUG_CSE
    DEBUG_ONLY(AssertSameGrids( APre, householderScalarsPre, signaturePre ))
    const Int m = APre.Height();
    const Int n = APre.Width();
    const Int minDim = Min(m,n);
    const Int iOff = m-minDim;
    const Int jOff = n-minDim;

    DistMatrixReadWriteProxy<F,F,MC,MR> AProx( APre );
    DistMatrixWriteProxy<F,F,MD,STAR>
      householderScalarsProx( householderScalarsPre );
    DistMatrixWriteProxy<Base<F>,Base<F>,MD,STAR> signatureProx( signaturePre );
    auto& A = AProx.Get();
    auto& householderScalars = householderScalarsProx.Get();
    auto& signature = signatureProx.Get();
    householderScalars.Resize( minDim, 1 );
    signature.Resize( minDim, 1 );

    const Int bsize = Blocksize();
    const Int kLast = LastOffset( minDim, bsize );
    for( Int k=kLast; k>=0; k-=bsize )
    {
        const Int nb = Min(bsize,minDim-k);

        const Int ki = k + iOff;
        const Int kj = k + jOff;

        const Range<Int> ind0Vert( 0,  ki    ),
                         ind1(     k,  k+nb  ),
                         ind1Vert( ki, ki+nb ),
                         indL( 0, kj+nb );

        auto A0L = A( ind0Vert, indL );
        auto A1L = A( ind1Vert, indL );
        auto householderScalars1 = householderScalars( ind1, ALL );
        auto sig1 = signature( ind1, ALL );

        PanelHouseholder( A1L, householderScalars1, sig1 );
        ApplyQ( RIGHT, ADJOINT, A1L, householderScalars1, sig1, A0L );
    }
}
コード例 #7
0
ファイル: Householder.hpp プロジェクト: timmoon10/Elemental
void
Householder
( Matrix<F>& A,
  Matrix<F>& householderScalars,
  Matrix<Base<F>>& signature )
{
    DEBUG_CSE
    const Int m = A.Height();
    const Int n = A.Width();
    const Int minDim = Min(m,n);
    const Int iOff = m-minDim;
    const Int jOff = n-minDim;

    householderScalars.Resize( minDim, 1 );
    signature.Resize( minDim, 1 );

    const Int bsize = Blocksize();
    const Int kLast = LastOffset( minDim, bsize );
    for( Int k=kLast; k>=0; k-=bsize )
    {
        const Int nb = Min(bsize,minDim-k);

        const Int ki = k + iOff;
        const Int kj = k + jOff;

        const Range<Int> ind0Vert( 0,  ki    ),
                         ind1(     k,  k+nb  ),
                         ind1Vert( ki, ki+nb ),
                         indL( 0, kj+nb );

        auto A0L = A( ind0Vert, indL );
        auto A1L = A( ind1Vert, indL );
        auto householderScalars1 = householderScalars( ind1, ALL );
        auto sig1 = signature( ind1, ALL );

        PanelHouseholder( A1L, householderScalars1, sig1 );
        ApplyQ( RIGHT, ADJOINT, A1L, householderScalars1, sig1, A0L );
    }
}
コード例 #8
0
ファイル: FrontBackward.hpp プロジェクト: elemental/Elemental
void BackwardSingle
( const DistMatrix<F,VC,STAR>& L,
        DistMatrix<F,VC,STAR>& X,
  bool conjugate=false )
{
    const Grid& g = L.Grid();
    const Orientation orientation = ( conjugate ? ADJOINT : TRANSPOSE );

    DistMatrix<F,STAR,STAR> D(g), L11_STAR_STAR(g), Z1_STAR_STAR(g);
    FormDiagonalBlocks( L, D, conjugate );

    const Int m = L.Height();
    const Int n = L.Width();
    const Int numRHS = X.Width();
    const Int bsize = Blocksize();

    const Int kLast = LastOffset( n, bsize );
    for( Int k=kLast; k>=0; k-=bsize )
    {
        const Int nb = Min(bsize,n-k);
        const Range<Int> ind1(k,k+nb), ind2(k+nb,m);
   
        auto L11Trans_STAR_STAR = D( IR(0,nb), ind1 );
        auto L21 = L( ind2, ind1 ); 
        auto X1 = X( ind1, IR(0,numRHS) );
        auto X2 = X( ind2, IR(0,numRHS) );

        // X1 -= L21' X2
        LocalGemm( orientation, NORMAL, F(-1), L21, X2, Z1_STAR_STAR );
        axpy::util::UpdateWithLocalData( F(1), X1, Z1_STAR_STAR );
        El::AllReduce( Z1_STAR_STAR, X1.DistComm() );

        // X1 := L11^-1 X1
        LocalTrsm
        ( LEFT, UPPER, NORMAL, UNIT, F(1), L11Trans_STAR_STAR, Z1_STAR_STAR );
        X1 = Z1_STAR_STAR;
    }
}
コード例 #9
0
ファイル: LUN.hpp プロジェクト: AmiArnab/Elemental
    DEBUG_ONLY(CSE cse("trsm::LUNLarge"))
    const Int m = XPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = UPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> UProx( UPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& U = UProx.GetLocked();
    auto& X = XProx.Get();

    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);

    const Int kLast = LastOffset( m, bsize );
    for( Int k=kLast; k>=0; k-=bsize )
    {
        const Int nb = Min(bsize,m-k);

        const Range<Int> ind0( 0, k    ),
                         ind1( k, k+nb );

        auto U01 = U( ind0, ind1 );
        auto U11 = U( ind1, ind1 );

        auto X0 = X( ind0, ALL );
        auto X1 = X( ind1, ALL );

        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[MC,MR]
        X1_STAR_VR    = X1;  // X1[* ,VR] <- X1[MC,MR]
コード例 #10
0
ファイル: LUN.hpp プロジェクト: timwee/Elemental
void LUNLarge
( const ElementalMatrix<F>& UPre,
        ElementalMatrix<F>& XPre, 
  bool checkIfSingular )
{
    DEBUG_CSE
    const Int m = XPre.Height();
    const Int bsize = Blocksize();
    const Grid& g = UPre.Grid();

    DistMatrixReadProxy<F,F,MC,MR> UProx( UPre );
    DistMatrixReadWriteProxy<F,F,MC,MR> XProx( XPre );
    auto& U = UProx.GetLocked();
    auto& X = XProx.Get();

    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);

    const Int kLast = LastOffset( m, bsize );
    Int k=kLast, kOld=m;
    while( true )
    {
        const bool in2x2 = ( k>0 && U.Get(k,k-1) != F(0) );
        if( in2x2 )
            --k;
        const Int nb = kOld-k;

        const Range<Int> ind0( 0, k    ),
                         ind1( k, k+nb );

        auto U01 = U( ind0, ind1 );
        auto U11 = U( ind1, ind1 );

        auto X0 = X( ind0, ALL );
        auto X1 = X( ind1, ALL );

        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[MC,MR]
        X1_STAR_VR    = X1;  // X1[* ,VR] <- X1[MC,MR]
        
        // X1[* ,VR] := U11^-1[* ,* ] X1[* ,VR]
        LocalQuasiTrsm
        ( LEFT, UPPER, NORMAL, F(1), U11_STAR_STAR, X1_STAR_VR,
          checkIfSingular );

        X1_STAR_MR.AlignWith( X0 );
        X1_STAR_MR  = X1_STAR_VR; // X1[* ,MR]  <- X1[* ,VR]
        X1          = X1_STAR_MR; // X1[MC,MR] <- X1[* ,MR]
        U01_MC_STAR.AlignWith( X0 );
        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 );

        if( k == 0 )
            break;
        kOld = k;
        k -= Min(bsize,k);
    }
}