inline void CholeskyLVar2( Matrix<F>& A ) { #ifndef RELEASE PushCallStack("internal::CholeskyLVar2"); if( A.Height() != A.Width() ) throw std::logic_error ("Can only compute Cholesky factor of square matrices"); #endif // Matrix views Matrix<F> ATL, ATR, A00, A01, A02, ABL, ABR, A10, A11, A12, A20, A21, A22; // Start the algorithm PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ATL.Height() < A.Height() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); //--------------------------------------------------------------------// Herk( LOWER, NORMAL, F(-1), A10, F(1), A11 ); CholeskyLVar3Unb( A11 ); Gemm( NORMAL, ADJOINT, F(-1), A20, A10, F(1), A21 ); Trsm( RIGHT, LOWER, ADJOINT, NON_UNIT, F(1), A11, A21 ); //--------------------------------------------------------------------// SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } #ifndef RELEASE PopCallStack(); #endif }
inline void TrdtrmmLVar1( Orientation orientation, Matrix<F>& L ) { #ifndef RELEASE CallStackEntry entry("internal::TrdtrmmLVar1"); if( L.Height() != L.Width() ) LogicError("L must be square"); if( orientation == NORMAL ) LogicError("Orientation must be (conjugate-)transpose"); #endif Matrix<F> LTL, LTR, L00, L01, L02, LBL, LBR, L10, L11, L12, L20, L21, L22; Matrix<F> d1, S10; PartitionDownDiagonal ( L, LTL, LTR, LBL, LBR, 0 ); while( LTL.Height() < L.Height() && LTL.Width() < L.Height() ) { RepartitionDownDiagonal ( LTL, /**/ LTR, L00, /**/ L01, L02, /*************/ /******************/ /**/ L10, /**/ L11, L12, LBL, /**/ LBR, L20, /**/ L21, L22 ); //--------------------------------------------------------------------/ L11.GetDiagonal( d1 ); S10 = L10; DiagonalSolve( LEFT, NORMAL, d1, L10, true ); Trrk( LOWER, orientation, NORMAL, F(1), S10, L10, F(1), L00 ); Trmm( LEFT, LOWER, orientation, UNIT, F(1), L11, L10 ); TrdtrmmLUnblocked( orientation, L11 ); //--------------------------------------------------------------------/ SlidePartitionDownDiagonal ( LTL, /**/ LTR, L00, L01, /**/ L02, /**/ L10, L11, /**/ L12, /*************/ /******************/ LBL, /**/ LBR, L20, L21, /**/ L22 ); } }
inline void LU( Matrix<F>& A ) { #ifndef RELEASE PushCallStack("LU"); #endif // Matrix views Matrix<F> ATL, ATR, A00, a01, A02, alpha21T, ABL, ABR, a10, alpha11, a12, a21B, A20, a21, A22; PushBlocksizeStack( 1 ); PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ a01, A02, /*************/ /**********************/ /**/ a10, /**/ alpha11, a12, ABL, /**/ ABR, A20, /**/ a21, A22 ); //--------------------------------------------------------------------// F alpha = alpha11.Get(0,0); if( alpha == static_cast<F>(0) ) throw SingularMatrixException(); Scal( static_cast<F>(1)/alpha, a21 ); Geru( (F)-1, a21, a12, A22 ); //--------------------------------------------------------------------// SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, a01, /**/ A02, /**/ a10, alpha11, /**/ a12, /*************/ /**********************/ ABL, /**/ ABR, A20, a21, /**/ A22 ); } PopBlocksizeStack(); #ifndef RELEASE PopCallStack(); #endif }
inline void LU( Matrix<F>& A ) { #ifndef RELEASE PushCallStack("LU"); #endif // Matrix views Matrix<F> ATL, ATR, A00, A01, A02, ABL, ABR, A10, A11, A12, A20, A21, A22; // Start the algorithm PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); //--------------------------------------------------------------------// internal::LUUnb( A11 ); Trsm( RIGHT, UPPER, NORMAL, NON_UNIT, F(1), A11, A21 ); Trsm( LEFT, LOWER, NORMAL, UNIT, F(1), A11, A12 ); Gemm( NORMAL, NORMAL, F(-1), A21, A12, F(1), A22 ); //--------------------------------------------------------------------// SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } #ifndef RELEASE PopCallStack(); #endif }
inline void UVar3( Matrix<F>& A ) { #ifndef RELEASE CallStackEntry entry("cholesky::UVar3"); if( A.Height() != A.Width() ) throw std::logic_error ("Can only compute Cholesky factor of square matrices"); #endif // Matrix views Matrix<F> ATL, ATR, A00, A01, A02, ABL, ABR, A10, A11, A12, A20, A21, A22; // Start the algorithm PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ABR.Height() > 0 ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); //--------------------------------------------------------------------// cholesky::UVar3Unb( A11 ); Trsm( LEFT, UPPER, ADJOINT, NON_UNIT, F(1), A11, A12 ); Herk( UPPER, ADJOINT, F(-1), A12, F(1), A22 ); //--------------------------------------------------------------------// SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } }
inline void UnbFLAME( Matrix<F>& A ) { #ifndef RELEASE CallStackEntry entry("lu::UnbFLAME"); #endif // Matrix views Matrix<F> ATL, ATR, A00, a01, A02, alpha21T, ABL, ABR, a10, alpha11, a12, a21B, A20, a21, A22; PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ a01, A02, /*************/ /**********************/ /**/ a10, /**/ alpha11, a12, ABL, /**/ ABR, A20, /**/ a21, A22, 1 ); //--------------------------------------------------------------------// F alpha = alpha11.Get(0,0); if( alpha == F(0) ) throw SingularMatrixException(); Scale( 1/alpha, a21 ); Geru( F(-1), a21, a12, A22 ); //--------------------------------------------------------------------// SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, a01, /**/ A02, /**/ a10, alpha11, /**/ a12, /*************/ /**********************/ ABL, /**/ ABR, A20, a21, /**/ A22 ); } }
inline void TrtrmmUVar1( Orientation orientation, Matrix<T>& U ) { #ifndef RELEASE PushCallStack("internal::TrtrmmUVar1"); #endif Matrix<T> UTL, UTR, U00, U01, U02, UBL, UBR, U10, U11, U12, U20, U21, U22; 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 ); //--------------------------------------------------------------------/ Trrk( UPPER, NORMAL, orientation, T(1), U01, U01, T(1), U00 ); Trmm( RIGHT, UPPER, orientation, NON_UNIT, T(1), U11, U01 ); TrtrmmUUnblocked( orientation, U11 ); //--------------------------------------------------------------------/ SlidePartitionDownDiagonal ( UTL, /**/ UTR, U00, U01, /**/ U02, /**/ U10, U11, /**/ U12, /*************/ /******************/ UBL, /**/ UBR, U20, U21, /**/ U22 ); } #ifndef RELEASE PopCallStack(); #endif }
inline void TrtrmmLVar1( Orientation orientation, Matrix<T>& L ) { #ifndef RELEASE CallStackEntry entry("internal::TrtrmmLVar1"); if( orientation == NORMAL ) LogicError("Must be (conjugate-)transposed"); #endif Matrix<T> LTL, LTR, L00, L01, L02, LBL, LBR, L10, L11, L12, L20, L21, L22; PartitionDownDiagonal ( L, LTL, LTR, LBL, LBR, 0 ); while( LTL.Height() < L.Height() && LTL.Width() < L.Height() ) { RepartitionDownDiagonal ( LTL, /**/ LTR, L00, /**/ L01, L02, /*************/ /******************/ /**/ L10, /**/ L11, L12, LBL, /**/ LBR, L20, /**/ L21, L22 ); //--------------------------------------------------------------------/ Trrk( LOWER, orientation, NORMAL, T(1), L10, L10, T(1), L00 ); Trmm( LEFT, LOWER, orientation, NON_UNIT, T(1), L11, L10 ); TrtrmmLUnblocked( orientation, L11 ); //--------------------------------------------------------------------/ SlidePartitionDownDiagonal ( LTL, /**/ LTR, L00, L01, /**/ L02, /**/ L10, L11, /**/ L12, /*************/ /******************/ LBL, /**/ LBR, L20, L21, /**/ L22 ); } }
inline void HPDInverseLVar2( DistMatrix<F>& A ) { #ifndef RELEASE PushCallStack("internal::HPDInverseLVar2"); if( A.Height() != A.Width() ) throw std::logic_error("Nonsquare matrices cannot be triangular"); #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); // Temporary distributions DistMatrix<F,STAR,STAR> A11_STAR_STAR(g); DistMatrix<F,STAR,VR > A10_STAR_VR(g); DistMatrix<F,VC, STAR> A21_VC_STAR(g); DistMatrix<F,STAR,MC > A10_STAR_MC(g); DistMatrix<F,STAR,MR > A10_STAR_MR(g); DistMatrix<F,STAR,MC > A21Trans_STAR_MC(g); DistMatrix<F,VR, STAR> A21_VR_STAR(g); DistMatrix<F,STAR,MR > A21Adj_STAR_MR(g); // Start the algorithm PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ATL.Height() < A.Height() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); A10_STAR_VR.AlignWith( A00 ); A21_VC_STAR.AlignWith( A20 ); A10_STAR_MC.AlignWith( A00 ); A10_STAR_MR.AlignWith( A00 ); A21Trans_STAR_MC.AlignWith( A20 ); A21_VR_STAR.AlignWith( A22 ); A21Adj_STAR_MR.AlignWith( A22 ); //--------------------------------------------------------------------// A11_STAR_STAR = A11; LocalCholesky( LOWER, A11_STAR_STAR ); A10_STAR_VR = A10; LocalTrsm ( LEFT, LOWER, NORMAL, NON_UNIT, F(1), A11_STAR_STAR, A10_STAR_VR ); A21_VC_STAR = A21; LocalTrsm ( RIGHT, LOWER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A21_VC_STAR ); A10_STAR_MC = A10_STAR_VR; A10_STAR_MR = A10_STAR_VR; LocalTrrk ( LOWER, ADJOINT, F(1), A10_STAR_MC, A10_STAR_MR, F(1), A00 ); A21Trans_STAR_MC.TransposeFrom( A21_VC_STAR ); LocalGemm ( TRANSPOSE, NORMAL, F(-1), A21Trans_STAR_MC, A10_STAR_MR, F(1), A20 ); A21_VR_STAR = A21_VC_STAR; A21Adj_STAR_MR.AdjointFrom( A21_VR_STAR ); LocalTrrk ( LOWER, TRANSPOSE, F(-1), A21Trans_STAR_MC, A21Adj_STAR_MR, F(1), A22 ); LocalTrsm ( LEFT, LOWER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A10_STAR_VR ); LocalTrsm ( RIGHT, LOWER, NORMAL, NON_UNIT, F(-1), A11_STAR_STAR, A21_VC_STAR ); LocalTriangularInverse( LOWER, NON_UNIT, A11_STAR_STAR ); LocalTrtrmm( ADJOINT, LOWER, A11_STAR_STAR ); A11 = A11_STAR_STAR; A10 = A10_STAR_VR; A21 = A21_VC_STAR; //--------------------------------------------------------------------// A10_STAR_VR.FreeAlignments(); A21_VC_STAR.FreeAlignments(); A10_STAR_MC.FreeAlignments(); A10_STAR_MR.FreeAlignments(); A21Trans_STAR_MC.FreeAlignments(); A21_VR_STAR.FreeAlignments(); A21Adj_STAR_MR.FreeAlignments(); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } #ifndef RELEASE PopCallStack(); #endif }
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 ); } }
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 }
inline void PanelHouseholder( DistMatrix<F>& A, DistMatrix<F,MD,STAR>& t ) { #ifndef RELEASE CallStackEntry entry("lq::PanelHouseholder"); if( A.Grid() != t.Grid() ) LogicError("{A,t} must be distributed over the same grid"); if( t.Height() != Min(A.Height(),A.Width()) || t.Width() != 1 ) LogicError ("t must be a vector of height equal to the minimum dimension of A"); if( !t.AlignedWithDiagonal( A, 0 ) ) LogicError("t must be aligned with A's main diagonal"); #endif const Grid& g = A.Grid(); // Matrix views DistMatrix<F> ATL(g), ATR(g), A00(g), a01(g), A02(g), aTopRow(g), ABottomPan(g), ABL(g), ABR(g), a10(g), alpha11(g), a12(g), A20(g), a21(g), A22(g); DistMatrix<F,MD,STAR> tT(g), t0(g), tB(g), tau1(g), t2(g); // Temporary distributions DistMatrix<F> aTopRowConj(g); DistMatrix<F,STAR,MR > aTopRowConj_STAR_MR(g); DistMatrix<F,MC, STAR> z_MC_STAR(g); PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); PartitionDown ( t, tT, tB, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ a01, A02, /*************/ /**********************/ /**/ a10, /**/ alpha11, a12, ABL, /**/ ABR, A20, /**/ a21, A22, 1 ); RepartitionDown ( tT, t0, /**/ /****/ tau1, tB, t2, 1 ); View1x2( aTopRow, alpha11, a12 ); View1x2( ABottomPan, a21, A22 ); aTopRowConj_STAR_MR.AlignWith( ABottomPan ); z_MC_STAR.AlignWith( ABottomPan ); //--------------------------------------------------------------------// // Compute the Householder reflector const F tau = Reflector( alpha11, a12 ); tau1.Set( 0, 0, tau ); // Apply the Householder reflector const bool myDiagonalEntry = ( g.Row() == alpha11.ColAlignment() && g.Col() == alpha11.RowAlignment() ); F alpha = 0; if( myDiagonalEntry ) { alpha = alpha11.GetLocal(0,0); alpha11.SetLocal(0,0,1); } Conjugate( aTopRow, aTopRowConj ); aTopRowConj_STAR_MR = aTopRowConj; Zeros( z_MC_STAR, ABottomPan.Height(), 1 ); LocalGemv ( NORMAL, F(1), ABottomPan, aTopRowConj_STAR_MR, F(0), z_MC_STAR ); z_MC_STAR.SumOverRow(); Ger ( -Conj(tau), z_MC_STAR.LockedMatrix(), aTopRowConj_STAR_MR.LockedMatrix(), ABottomPan.Matrix() ); if( myDiagonalEntry ) alpha11.SetLocal(0,0,alpha); //--------------------------------------------------------------------// SlidePartitionDown ( tT, t0, tau1, /**/ /****/ tB, t2 ); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, a01, /**/ A02, /**/ a10, alpha11, /**/ a12, /*************/ /**********************/ ABL, /**/ ABR, A20, a21, /**/ A22 ); } }
inline void Householder( DistMatrix<F>& A, DistMatrix<F,MD,STAR>& t ) { #ifndef RELEASE CallStackEntry entry("qr::Householder"); if( A.Grid() != t.Grid() ) LogicError("{A,s} must be distributed over the same grid"); #endif const Grid& g = A.Grid(); if( t.Viewing() ) { if( !t.AlignedWithDiagonal( A ) ) LogicError("t was not aligned with A"); } else { t.AlignWithDiagonal( A ); } t.ResizeTo( Min(A.Height(),A.Width()), 1 ); // Matrix views DistMatrix<F> ATL(g), ATR(g), A00(g), A01(g), A02(g), ALeftPan(g), ARightPan(g), ABL(g), ABR(g), A10(g), A11(g), A12(g), A20(g), A21(g), A22(g); DistMatrix<F,MD,STAR> tT(g), t0(g), tB(g), t1(g), t2(g); PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); PartitionDown ( t, tT, tB, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); RepartitionDown ( tT, t0, /**/ /**/ t1, tB, t2 ); View2x1 ( ALeftPan, A11, A21 ); View2x1 ( ARightPan, A12, A22 ); //--------------------------------------------------------------------// PanelHouseholder( ALeftPan, t1 ); ApplyQ( LEFT, ADJOINT, ALeftPan, t1, ARightPan ); //--------------------------------------------------------------------// SlidePartitionDown ( tT, t0, t1, /**/ /**/ tB, t2 ); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } }
inline void TwoSidedTrmmUVar5( UnitOrNonUnit diag, Matrix<F>& A, const Matrix<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 // Matrix views Matrix<F> ATL, ATR, A00, A01, A02, ABL, ABR, A10, A11, A12, A20, A21, A22; Matrix<F> UTL, UTR, U00, U01, U02, UBL, UBR, U10, U11, U12, U20, U21, U22; // Temporary products Matrix<F> Y01; 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 ); //--------------------------------------------------------------------// // Y01 := U01 A11 Zeros( A01.Height(), A01.Width(), Y01 ); Hemm( RIGHT, UPPER, F(1), A11, U01, F(0), Y01 ); // 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') Her2k( UPPER, NORMAL, F(1), U01, A01, F(1), A00 ); // A01 := A01 + 1/2 Y01 Axpy( F(1)/F(2), Y01, A01 ); // A01 := A01 U11' Trmm( RIGHT, UPPER, ADJOINT, diag, F(1), U11, A01 ); // A11 := U11 A11 U11' TwoSidedTrmmUUnb( diag, A11, U11 ); //--------------------------------------------------------------------// 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 }
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 ); } }
void LSquare( DistMatrix<R>& A ) { #ifndef RELEASE CallStackEntry entry("hermitian_tridiag::LSquare"); if( A.Height() != A.Width() ) throw std::logic_error("A must be square"); if( A.Grid().Height() != A.Grid().Width() ) throw std::logic_error("The process grid must be square"); #endif const Grid& g = A.Grid(); // Matrix views DistMatrix<R> 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); // Temporary distributions DistMatrix<R> WPan(g); DistMatrix<R,STAR,STAR> A11_STAR_STAR(g); DistMatrix<R,MC, STAR> APan_MC_STAR(g), A11_MC_STAR(g), A21_MC_STAR(g); DistMatrix<R,MR, STAR> APan_MR_STAR(g), A11_MR_STAR(g), A21_MR_STAR(g); DistMatrix<R,MC, STAR> WPan_MC_STAR(g), W11_MC_STAR(g), W21_MC_STAR(g); DistMatrix<R,MR, STAR> WPan_MR_STAR(g), W11_MR_STAR(g), W21_MR_STAR(g); PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ATL.Height() < A.Height() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); if( A22.Height() > 0 ) { WPan.AlignWith( A11 ); APan_MC_STAR.AlignWith( A11 ); WPan_MC_STAR.AlignWith( A11 ); APan_MR_STAR.AlignWith( A11 ); WPan_MR_STAR.AlignWith( A11 ); //----------------------------------------------------------------// WPan.ResizeTo( ABR.Height(), A11.Width() ); APan_MC_STAR.ResizeTo( ABR.Height(), A11.Width() ); WPan_MC_STAR.ResizeTo( ABR.Height(), A11.Width() ); APan_MR_STAR.ResizeTo( ABR.Height(), A11.Width() ); WPan_MR_STAR.ResizeTo( ABR.Height(), A11.Width() ); hermitian_tridiag::PanelLSquare ( ABR, WPan, APan_MC_STAR, APan_MR_STAR, WPan_MC_STAR, WPan_MR_STAR ); PartitionDown ( APan_MC_STAR, A11_MC_STAR, A21_MC_STAR, A11.Height() ); PartitionDown ( APan_MR_STAR, A11_MR_STAR, A21_MR_STAR, A11.Height() ); PartitionDown ( WPan_MC_STAR, W11_MC_STAR, W21_MC_STAR, A11.Height() ); PartitionDown ( WPan_MR_STAR, W11_MR_STAR, W21_MR_STAR, A11.Height() ); LocalTrr2k ( LOWER, TRANSPOSE, TRANSPOSE, R(-1), A21_MC_STAR, W21_MR_STAR, W21_MC_STAR, A21_MR_STAR, R(1), A22 ); //----------------------------------------------------------------// WPan_MR_STAR.FreeAlignments(); APan_MR_STAR.FreeAlignments(); WPan_MC_STAR.FreeAlignments(); APan_MC_STAR.FreeAlignments(); WPan.FreeAlignments(); } else { A11_STAR_STAR = A11; HermitianTridiag( LOWER, A11_STAR_STAR.Matrix() ); A11 = A11_STAR_STAR; } SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } }
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 }
inline void LU( Matrix<F>& A, Matrix<int>& p ) { #ifndef RELEASE CallStackEntry entry("LU"); if( p.Viewing() && (p.Height() != std::min(A.Height(),A.Width()) || p.Width() != 1) ) throw std::logic_error ("p must be a vector of the same height as the min dimension of A"); #endif if( !p.Viewing() ) p.ResizeTo( std::min(A.Height(),A.Width()), 1 ); // Matrix views Matrix<F> ATL, ATR, A00, A01, A02, ABRL, ABRR, ABL, ABR, A10, A11, A12, A20, A21, A22; Matrix<int> pT, p0, pB, p1, p2; // Pivot composition std::vector<int> image, preimage; // Start the algorithm PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); PartitionDown ( p, pT, pB, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); RepartitionDown ( pT, p0, /**/ /**/ p1, pB, p2 ); PartitionRight( ABR, ABRL, ABRR, A11.Width() ); const int pivotOffset = A01.Height(); //--------------------------------------------------------------------// lu::Panel( ABRL, p1, pivotOffset ); ComposePivots( p1, pivotOffset, image, preimage ); ApplyRowPivots( ABL, image, preimage ); ApplyRowPivots( ABRR, image, preimage ); Trsm( LEFT, LOWER, NORMAL, UNIT, F(1), A11, A12 ); Gemm( NORMAL, NORMAL, F(-1), A21, A12, F(1), A22 ); //--------------------------------------------------------------------// SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); SlidePartitionDown ( pT, p0, p1, /**/ /**/ pB, p2 ); } }
inline void LQ( DistMatrix<Complex<R>,MC,MR >& A, DistMatrix<Complex<R>,MD,STAR>& t ) { #ifndef RELEASE PushCallStack("LQ"); if( A.Grid() != t.Grid() ) throw std::logic_error("{A,t} must be distributed over the same grid"); #endif typedef Complex<R> C; const Grid& g = A.Grid(); if( t.Viewing() ) { if( !t.AlignedWithDiagonal( A ) ) throw std::logic_error("t was not aligned with A"); if( t.Height() != std::min(A.Height(),A.Width()) || t.Width() != 1 ) throw std::logic_error("t was not the appropriate shape"); } else { t.AlignWithDiagonal( A ); t.ResizeTo( std::min(A.Height(),A.Width()), 1 ); } // Matrix views DistMatrix<C,MC,MR> ATL(g), ATR(g), A00(g), A01(g), A02(g), ATopPan(g), ABottomPan(g), ABL(g), ABR(g), A10(g), A11(g), A12(g), A20(g), A21(g), A22(g); DistMatrix<C,MD,STAR> tT(g), t0(g), tB(g), t1(g), t2(g); PartitionDownLeftDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); PartitionDown ( t, tT, tB, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); RepartitionDown ( tT, t0, /**/ /**/ t1, tB, t2 ); ATopPan.View1x2( A11, A12 ); ABottomPan.View1x2( A21, A22 ); //--------------------------------------------------------------------// internal::PanelLQ( ATopPan, t1 ); ApplyPackedReflectors ( RIGHT, UPPER, HORIZONTAL, FORWARD, CONJUGATED, 0, ATopPan, t1, ABottomPan ); //--------------------------------------------------------------------// SlidePartitionDown ( tT, t0, t1, /**/ /**/ tB, t2 ); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } #ifndef RELEASE PopCallStack(); #endif }
inline void LU( DistMatrix<F>& A, DistMatrix<int,VC,STAR>& p ) { #ifndef RELEASE CallStackEntry entry("LU"); if( A.Grid() != p.Grid() ) throw std::logic_error("{A,p} must be distributed over the same grid"); if( p.Viewing() && (std::min(A.Height(),A.Width()) != p.Height() || p.Width() != 1) ) throw std::logic_error ("p must be a vector of the same height as the min dimension of A."); #endif const Grid& g = A.Grid(); if( !p.Viewing() ) p.ResizeTo( std::min(A.Height(),A.Width()), 1 ); // Matrix views DistMatrix<F> ATL(g), ATR(g), A00(g), A01(g), A02(g), AB(g), ABL(g), ABR(g), A10(g), A11(g), A12(g), A20(g), A21(g), A22(g); DistMatrix<int,VC,STAR> pT(g), p0(g), pB(g), p1(g), p2(g); // Temporary distributions DistMatrix<F, STAR,STAR> A11_STAR_STAR(g); DistMatrix<F, MC, STAR> A21_MC_STAR(g); DistMatrix<F, STAR,VR > A12_STAR_VR(g); DistMatrix<F, STAR,MR > A12_STAR_MR(g); DistMatrix<int,STAR,STAR> p1_STAR_STAR(g); // Pivot composition std::vector<int> image, preimage; // Start the algorithm PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); PartitionDown ( p, pT, pB, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); RepartitionDown ( pT, p0, /**/ /**/ p1, pB, p2 ); View1x2( AB, ABL, ABR ); const int pivotOffset = A01.Height(); A12_STAR_VR.AlignWith( A22 ); A12_STAR_MR.AlignWith( A22 ); A21_MC_STAR.AlignWith( A22 ); A11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() ); p1_STAR_STAR.ResizeTo( p1.Height(), 1 ); //--------------------------------------------------------------------// A21_MC_STAR = A21; A11_STAR_STAR = A11; lu::Panel( A11_STAR_STAR, A21_MC_STAR, p1_STAR_STAR, pivotOffset ); ComposePivots( p1_STAR_STAR, pivotOffset, image, preimage ); ApplyRowPivots( AB, image, preimage ); // Perhaps we should give up perfectly distributing this operation since // it's total contribution is only O(n^2) A12_STAR_VR = A12; LocalTrsm ( LEFT, LOWER, NORMAL, UNIT, F(1), A11_STAR_STAR, A12_STAR_VR ); A12_STAR_MR = A12_STAR_VR; LocalGemm( NORMAL, NORMAL, F(-1), A21_MC_STAR, A12_STAR_MR, F(1), A22 ); A11 = A11_STAR_STAR; A12 = A12_STAR_MR; A21 = A21_MC_STAR; p1 = p1_STAR_STAR; //--------------------------------------------------------------------// A12_STAR_VR.FreeAlignments(); A12_STAR_MR.FreeAlignments(); A21_MC_STAR.FreeAlignments(); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); SlidePartitionDown ( pT, p0, p1, /**/ /**/ pB, p2 ); } }
inline void Householder( Matrix<F>& A, Matrix<F>& t ) { #ifndef RELEASE CallStackEntry entry("qr::Householder"); #endif t.ResizeTo( Min(A.Height(),A.Width()), 1 ); // Matrix views Matrix<F> ATL, ATR, A00, A01, A02, ALeftPan, ARightPan, ABL, ABR, A10, A11, A12, A20, A21, A22; Matrix<F> tT, t0, tB, t1, t2; PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); PartitionDown ( t, tT, tB, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); RepartitionDown ( tT, t0, /**/ /**/ t1, tB, t2 ); View2x1 ( ALeftPan, A11, A21 ); View2x1 ( ARightPan, A12, A22 ); //--------------------------------------------------------------------// PanelHouseholder( ALeftPan, t1 ); ApplyQ( LEFT, ADJOINT, ALeftPan, t1, ARightPan ); //--------------------------------------------------------------------// SlidePartitionDown ( tT, t0, t1, /**/ /**/ tB, t2 ); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } }
inline void LU( DistMatrix<F>& A ) { #ifndef RELEASE CallStackEntry entry("LU"); #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); // Temporary distributions DistMatrix<F,STAR,STAR> A11_STAR_STAR(g); DistMatrix<F,MC, STAR> A21_MC_STAR(g); DistMatrix<F,STAR,VR > A12_STAR_VR(g); DistMatrix<F,STAR,MR > A12_STAR_MR(g); // Start the algorithm PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); A12_STAR_VR.AlignWith( A22 ); A12_STAR_MR.AlignWith( A22 ); A21_MC_STAR.AlignWith( A22 ); A11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() ); //--------------------------------------------------------------------// A11_STAR_STAR = A11; LocalLU( A11_STAR_STAR ); A11 = A11_STAR_STAR; A21_MC_STAR = A21; LocalTrsm ( RIGHT, UPPER, NORMAL, NON_UNIT, F(1), A11_STAR_STAR, A21_MC_STAR ); A21 = A21_MC_STAR; // Perhaps we should give up perfectly distributing this operation since // it's total contribution is only O(n^2) A12_STAR_VR = A12; LocalTrsm ( LEFT, LOWER, NORMAL, UNIT, F(1), A11_STAR_STAR, A12_STAR_VR ); A12_STAR_MR = A12_STAR_VR; LocalGemm( NORMAL, NORMAL, F(-1), A21_MC_STAR, A12_STAR_MR, F(1), A22 ); A12 = A12_STAR_MR; //--------------------------------------------------------------------// A12_STAR_VR.FreeAlignments(); A12_STAR_MR.FreeAlignments(); A21_MC_STAR.FreeAlignments(); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } }
inline void PanelHouseholder( Matrix<F>& A, Matrix<F>& t ) { #ifndef RELEASE CallStackEntry entry("lq::PanelHouseholder"); if( t.Height() != Min(A.Height(),A.Width()) || t.Width() != 1 ) LogicError ("t must be a vector of height equal to the minimum dimension of A"); #endif Matrix<F> ATL, ATR, A00, a01, A02, aTopRow, ABottomPan, ABL, ABR, a10, alpha11, a12, A20, a21, A22; Matrix<F> tT, t0, tB, tau1, t2; Matrix<F> z, aTopRowConj; PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); PartitionDown ( t, tT, tB, 0 ); while( ATL.Height() < A.Height() && ATL.Width() < A.Width() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ a01, A02, /*************/ /**********************/ /**/ a10, /**/ alpha11, a12, ABL, /**/ ABR, A20, /**/ a21, A22, 1 ); RepartitionDown ( tT, t0, /**/ /****/ tau1, tB, t2, 1 ); View1x2( aTopRow, alpha11, a12 ); View1x2( ABottomPan, a21, A22 ); //--------------------------------------------------------------------// // Compute the Householder reflector const F tau = Reflector( alpha11, a12 ); tau1.Set( 0, 0, tau ); // Apply the Householder reflector const F alpha = alpha11.Get(0,0); alpha11.Set(0,0,1); Conjugate( aTopRow, aTopRowConj ); Zeros( z, ABottomPan.Height(), 1 ); Gemv( NORMAL, F(1), ABottomPan, aTopRowConj, F(0), z ); Ger( -Conj(tau), z, aTopRowConj, ABottomPan ); alpha11.Set(0,0,alpha); //--------------------------------------------------------------------// SlidePartitionDown ( tT, t0, tau1, /**/ /****/ tB, t2 ); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, a01, /**/ A02, /**/ a10, alpha11, /**/ a12, /*************/ /**********************/ ABL, /**/ ABR, A20, a21, /**/ A22 ); } }
inline void TwoSidedTrmmLVar4 ( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& L ) { #ifndef RELEASE CallStackEntry entry("internal::TwoSidedTrmmLVar4"); if( A.Height() != A.Width() ) LogicError("A must be square"); if( L.Height() != L.Width() ) LogicError("Triangular matrices must be square"); if( A.Height() != L.Height() ) LogicError("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,STAR,VR > A10_STAR_VR(g); DistMatrix<F,STAR,MR > A10_STAR_MR(g); DistMatrix<F,STAR,MC > A10_STAR_MC(g); DistMatrix<F,STAR,STAR> A11_STAR_STAR(g); DistMatrix<F,VC, STAR> A21_VC_STAR(g); DistMatrix<F,MC, STAR> A21_MC_STAR(g); DistMatrix<F,STAR,VR > L10_STAR_VR(g); DistMatrix<F,MR, STAR> L10Adj_MR_STAR(g); DistMatrix<F,STAR,MC > L10_STAR_MC(g); DistMatrix<F,STAR,STAR> L11_STAR_STAR(g); DistMatrix<F,STAR,VR > Y10_STAR_VR(g); 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 ); A10_STAR_VR.AlignWith( A00 ); A10_STAR_MR.AlignWith( A00 ); A10_STAR_MC.AlignWith( A00 ); A21_MC_STAR.AlignWith( A20 ); L10_STAR_VR.AlignWith( A00 ); L10Adj_MR_STAR.AlignWith( A00 ); L10_STAR_MC.AlignWith( A00 ); Y10_STAR_VR.AlignWith( A10 ); //--------------------------------------------------------------------// // Y10 := A11 L10 A11_STAR_STAR = A11; L10Adj_MR_STAR.AdjointFrom( L10 ); L10_STAR_VR.AdjointFrom( L10Adj_MR_STAR ); Zeros( Y10_STAR_VR, A10.Height(), A10.Width() ); Hemm ( LEFT, LOWER, F(1), A11_STAR_STAR.LockedMatrix(), L10_STAR_VR.LockedMatrix(), F(0), Y10_STAR_VR.Matrix() ); // A10 := A10 + 1/2 Y10 A10_STAR_VR = A10; Axpy( F(1)/F(2), Y10_STAR_VR, A10_STAR_VR ); // A00 := A00 + (A10' L10 + L10' A10) A10_STAR_MR = A10_STAR_VR; A10_STAR_MC = A10_STAR_VR; L10_STAR_MC = L10_STAR_VR; LocalTrr2k ( LOWER, ADJOINT, ADJOINT, ADJOINT, F(1), A10_STAR_MC, L10Adj_MR_STAR, L10_STAR_MC, A10_STAR_MR, F(1), A00 ); // A10 := A10 + 1/2 Y10 Axpy( F(1)/F(2), Y10_STAR_VR, A10_STAR_VR ); // A10 := L11' A10 L11_STAR_STAR = L11; LocalTrmm ( LEFT, LOWER, ADJOINT, diag, F(1), L11_STAR_STAR, A10_STAR_VR ); A10 = A10_STAR_VR; // A20 := A20 + A21 L10 A21_MC_STAR = A21; LocalGemm ( NORMAL, ADJOINT, F(1), A21_MC_STAR, L10Adj_MR_STAR, F(1), A20 ); // A11 := L11' A11 L11 LocalTwoSidedTrmm( LOWER, diag, A11_STAR_STAR, L11_STAR_STAR ); A11 = A11_STAR_STAR; // A21 := A21 L11 A21_VC_STAR = A21_MC_STAR; LocalTrmm ( RIGHT, LOWER, NORMAL, diag, F(1), L11_STAR_STAR, A21_VC_STAR ); A21 = A21_VC_STAR; //--------------------------------------------------------------------// 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 ); } }
inline void CholeskyUVar3( DistMatrix<F>& A ) { #ifndef RELEASE PushCallStack("internal::CholeskyUVar3"); if( A.Height() != A.Width() ) throw std::logic_error ("Can only compute Cholesky factor of square matrices"); #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); // Temporary matrix distributions DistMatrix<F,STAR,STAR> A11_STAR_STAR(g); DistMatrix<F,STAR,VR > A12_STAR_VR(g); DistMatrix<F,STAR,MC > A12_STAR_MC(g); DistMatrix<F,STAR,MR > A12_STAR_MR(g); // Start the algorithm PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ABR.Height() > 0 ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); A12_STAR_MC.AlignWith( A22 ); A12_STAR_MR.AlignWith( A22 ); A12_STAR_VR.AlignWith( A22 ); //--------------------------------------------------------------------// A11_STAR_STAR = A11; LocalCholesky( UPPER, A11_STAR_STAR ); A11 = A11_STAR_STAR; A12_STAR_VR = A12; LocalTrsm ( LEFT, UPPER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A12_STAR_VR ); A12_STAR_MC = A12_STAR_VR; A12_STAR_MR = A12_STAR_VR; LocalTrrk ( UPPER, ADJOINT, F(-1), A12_STAR_MC, A12_STAR_MR, F(1), A22 ); A12 = A12_STAR_MR; //--------------------------------------------------------------------// A12_STAR_MC.FreeAlignments(); A12_STAR_MR.FreeAlignments(); A12_STAR_VR.FreeAlignments(); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } #ifndef RELEASE PopCallStack(); #endif }
inline void TwoSidedTrmmLVar4( UnitOrNonUnit diag, Matrix<F>& A, const Matrix<F>& L ) { #ifndef RELEASE CallStackEntry entry("internal::TwoSidedTrmmLVar4"); if( A.Height() != A.Width() ) LogicError("A must be square"); if( L.Height() != L.Width() ) LogicError("Triangular matrices must be square"); if( A.Height() != L.Height() ) LogicError("A and L must be the same size"); #endif // Matrix views Matrix<F> ATL, ATR, A00, A01, A02, ABL, ABR, A10, A11, A12, A20, A21, A22; Matrix<F> LTL, LTR, L00, L01, L02, LBL, LBR, L10, L11, L12, L20, L21, L22; // Temporary products Matrix<F> Y10; 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 ); //--------------------------------------------------------------------// // Y10 := A11 L10 Zeros( Y10, A10.Height(), A10.Width() ); Hemm( LEFT, LOWER, F(1), A11, L10, F(0), Y10 ); // A10 := A10 + 1/2 Y10 Axpy( F(1)/F(2), Y10, A10 ); // A00 := A00 + (A10' L10 + L10' A10) Her2k( LOWER, ADJOINT, F(1), A10, L10, F(1), A00 ); // A10 := A10 + 1/2 Y10 Axpy( F(1)/F(2), Y10, A10 ); // A10 := L11' A10 Trmm( LEFT, LOWER, ADJOINT, diag, F(1), L11, A10 ); // A20 := A20 + A21 L10 Gemm( NORMAL, NORMAL, F(1), A21, L10, F(1), A20 ); // A11 := L11' A11 L11 TwoSidedTrmmLUnb( diag, A11, L11 ); // A21 := A21 L11 Trmm( RIGHT, LOWER, NORMAL, diag, F(1), L11, A21 ); //--------------------------------------------------------------------// 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 ); } }
inline void TwoSidedTrsmUVar1( UnitOrNonUnit diag, Matrix<F>& A, const Matrix<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 // Matrix views Matrix<F> ATL, ATR, A00, A01, A02, ABL, ABR, A10, A11, A12, A20, A21, A22; Matrix<F> UTL, UTR, U00, U01, U02, UBL, UBR, U10, U11, U12, U20, U21, U22; // Temporary products Matrix<F> Y01; 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 ); //--------------------------------------------------------------------// // Y01 := A00 U01 Zeros( Y01, A01.Height(), A01.Width() ); Hemm( LEFT, UPPER, F(1), A00, U01, F(0), Y01 ); // A01 := inv(U00)' A01 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) Her2k( UPPER, ADJOINT, F(-1), U01, A01, F(1), A11 ); // A11 := inv(U11)' A11 inv(U11) TwoSidedTrsmUUnb( diag, A11, U11 ); // A01 := A01 - 1/2 Y01 Axpy( F(-1)/F(2), Y01, A01 ); // A01 := A01 inv(U11) Trsm( RIGHT, UPPER, NORMAL, diag, F(1), U11, A01 ); //--------------------------------------------------------------------// 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 ); } }
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 }
inline void LVar2( DistMatrix<F>& A ) { #ifndef RELEASE CallStackEntry entry("cholesky::LVar2"); if( A.Height() != A.Width() ) LogicError("Can only compute Cholesky factor of square matrices"); #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); // Temporary distributions DistMatrix<F,MR, STAR> A10Adj_MR_STAR(g); DistMatrix<F,STAR,STAR> A11_STAR_STAR(g); DistMatrix<F,VC, STAR> A21_VC_STAR(g); DistMatrix<F,MC, STAR> X11_MC_STAR(g); DistMatrix<F,MC, STAR> X21_MC_STAR(g); // Start the algorithm PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); while( ATL.Height() < A.Height() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); A10Adj_MR_STAR.AlignWith( A10 ); X11_MC_STAR.AlignWith( A10 ); X21_MC_STAR.AlignWith( A20 ); //--------------------------------------------------------------------// A10Adj_MR_STAR.AdjointFrom( A10 ); LocalGemm( NORMAL, NORMAL, F(1), A10, A10Adj_MR_STAR, X11_MC_STAR ); A11.SumScatterUpdate( F(-1), X11_MC_STAR ); A11_STAR_STAR = A11; LocalCholesky( LOWER, A11_STAR_STAR ); A11 = A11_STAR_STAR; LocalGemm( NORMAL, NORMAL, F(1), A20, A10Adj_MR_STAR, X21_MC_STAR ); A21.SumScatterUpdate( F(-1), X21_MC_STAR ); A21_VC_STAR = A21; LocalTrsm ( RIGHT, LOWER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A21_VC_STAR ); A21 = A21_VC_STAR; //--------------------------------------------------------------------// SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } }
void LSquare ( DistMatrix<Complex<R> >& A, DistMatrix<Complex<R>,STAR,STAR>& t ) { #ifndef RELEASE CallStackEntry entry("hermitian_tridiag::LSquare"); if( A.Grid() != t.Grid() ) throw std::logic_error("{A,t} must be distributed over the same grid"); #endif const Grid& g = A.Grid(); #ifndef RELEASE if( g.Height() != g.Width() ) throw std::logic_error("The process grid must be square"); if( A.Height() != A.Width() ) throw std::logic_error("A must be square"); if( t.Viewing() ) throw std::logic_error("t must not be a view"); #endif typedef Complex<R> C; DistMatrix<C,MD,STAR> tDiag(g); tDiag.AlignWithDiagonal( A, -1 ); tDiag.ResizeTo( A.Height()-1, 1 ); // Matrix views DistMatrix<C> 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<C,MD,STAR> tT(g), t0(g), tB(g), t1(g), t2(g); // Temporary distributions DistMatrix<C> WPan(g); DistMatrix<C,STAR,STAR> t1_STAR_STAR(g); DistMatrix<C,STAR,STAR> A11_STAR_STAR(g); DistMatrix<C,MC, STAR> APan_MC_STAR(g), A11_MC_STAR(g), A21_MC_STAR(g); DistMatrix<C,MR, STAR> APan_MR_STAR(g), A11_MR_STAR(g), A21_MR_STAR(g); DistMatrix<C,MC, STAR> WPan_MC_STAR(g), W11_MC_STAR(g), W21_MC_STAR(g); DistMatrix<C,MR, STAR> WPan_MR_STAR(g), W11_MR_STAR(g), W21_MR_STAR(g); PartitionDownDiagonal ( A, ATL, ATR, ABL, ABR, 0 ); PartitionDown ( tDiag, tT, tB, 0 ); while( ATL.Height() < A.Height() ) { RepartitionDownDiagonal ( ATL, /**/ ATR, A00, /**/ A01, A02, /*************/ /******************/ /**/ A10, /**/ A11, A12, ABL, /**/ ABR, A20, /**/ A21, A22 ); RepartitionDown ( tT, t0, /**/ /**/ t1, tB, t2 ); if( A22.Height() > 0 ) { WPan.AlignWith( A11 ); APan_MC_STAR.AlignWith( A11 ); WPan_MC_STAR.AlignWith( A11 ); APan_MR_STAR.AlignWith( A11 ); WPan_MR_STAR.AlignWith( A11 ); //----------------------------------------------------------------// WPan.ResizeTo( ABR.Height(), A11.Width() ); APan_MC_STAR.ResizeTo( ABR.Height(), A11.Width() ); WPan_MC_STAR.ResizeTo( ABR.Height(), A11.Width() ); APan_MR_STAR.ResizeTo( ABR.Height(), A11.Width() ); WPan_MR_STAR.ResizeTo( ABR.Height(), A11.Width() ); hermitian_tridiag::PanelLSquare ( ABR, WPan, t1, APan_MC_STAR, APan_MR_STAR, WPan_MC_STAR, WPan_MR_STAR ); PartitionDown ( APan_MC_STAR, A11_MC_STAR, A21_MC_STAR, A11.Height() ); PartitionDown ( APan_MR_STAR, A11_MR_STAR, A21_MR_STAR, A11.Height() ); PartitionDown ( WPan_MC_STAR, W11_MC_STAR, W21_MC_STAR, A11.Height() ); PartitionDown ( WPan_MR_STAR, W11_MR_STAR, W21_MR_STAR, A11.Height() ); LocalTrr2k ( LOWER, ADJOINT, ADJOINT, C(-1), A21_MC_STAR, W21_MR_STAR, W21_MC_STAR, A21_MR_STAR, C(1), A22 ); //----------------------------------------------------------------// WPan_MR_STAR.FreeAlignments(); APan_MR_STAR.FreeAlignments(); WPan_MC_STAR.FreeAlignments(); APan_MC_STAR.FreeAlignments(); WPan.FreeAlignments(); } else { A11_STAR_STAR = A11; t1_STAR_STAR.ResizeTo( t1.Height(), 1 ); HermitianTridiag ( LOWER, A11_STAR_STAR.Matrix(), t1_STAR_STAR.Matrix() ); A11 = A11_STAR_STAR; t1 = t1_STAR_STAR; } SlidePartitionDown ( tT, t0, t1, /**/ /**/ tB, t2 ); SlidePartitionDownDiagonal ( ATL, /**/ ATR, A00, A01, /**/ A02, /**/ A10, A11, /**/ A12, /*************/ /******************/ ABL, /**/ ABR, A20, A21, /**/ A22 ); } // Redistribute from matrix-diagonal form to fully replicated t = tDiag; }