コード例 #1
0
inline void
MakeDiscreteFourier( DistMatrix<Complex<R>,U,V>& A )
{
#ifndef RELEASE
    CallStackEntry entry("MakeDiscreteFourier");
#endif
    typedef Complex<R> F;

    const int m = A.Height();
    const int n = A.Width();
    if( m != n )
        throw std::logic_error("Cannot make a non-square DFT matrix");

    const R pi = 4*Atan( R(1) );
    const F nSqrt = Sqrt( R(n) );
    const int localHeight = A.LocalHeight();
    const int localWidth = A.LocalWidth();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();
    const int colStride = A.ColStride();
    const int rowStride = A.RowStride();
    for( int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        const int j = rowShift + jLocal*rowStride;
        for( int iLocal=0; iLocal<localHeight; ++iLocal )
        {
            const int i = colShift + iLocal*colStride;
            A.SetLocal( iLocal, jLocal, Exp(-2*pi*i*j/n)/nSqrt );

            const R theta = -2*pi*i*j/n;
            const Complex<R> alpha( Cos(theta), Sin(theta) );
            A.SetLocal( iLocal, jLocal, alpha/nSqrt );
        }
    }
}
コード例 #2
0
ファイル: Read.hpp プロジェクト: hrhill/Elemental
inline void
BinaryFlat
( DistMatrix<T,STAR,V>& A, Int height, Int width, const std::string filename )
{
    DEBUG_ONLY(CallStackEntry cse("read::BinaryFlat"))
    std::ifstream file( filename.c_str(), std::ios::binary );
    if( !file.is_open() )
        RuntimeError("Could not open ",filename);

    const Int numBytes = FileSize( file );
    const Int numBytesExp = height*width*sizeof(T);
    if( numBytes != numBytesExp )
        RuntimeError
        ("Expected file to be ",numBytesExp," bytes but found ",numBytes);

    A.Resize( height, width );
    const Int localWidth = A.LocalWidth();
    const Int rowShift = A.RowShift();
    const Int rowStride = A.RowStride();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const Int j = rowShift + jLoc*rowStride;
        const Int localIndex = j*height;
        const std::streamoff pos = localIndex*sizeof(T);
        file.seekg( pos );
        file.read( (char*)A.Buffer(0,jLoc), height*sizeof(T) );
    }
}
コード例 #3
0
ファイル: Riemann.hpp プロジェクト: ahmadia/Elemental-1
inline void
Riemann( DistMatrix<T,U,V>& R, int n )
{
#ifndef RELEASE
    CallStackEntry entry("Riemann");
#endif
    R.ResizeTo( n, n );
    const int localHeight = R.LocalHeight();
    const int localWidth = R.LocalWidth();
    const int colShift = R.ColShift();
    const int rowShift = R.RowShift();
    const int colStride = R.ColStride();
    const int rowStride = R.RowStride();
    for( int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        const int j = rowShift + jLocal*rowStride;
        for( int iLocal=0; iLocal<localHeight; ++iLocal )
        {
            const int i = colShift + iLocal*colStride;
            if( ((j+2)%(i+2))==0 )
                R.SetLocal( iLocal, jLocal, T(i+1) );
            else
                R.SetLocal( iLocal, jLocal, T(-1) );
        }
    }
}
コード例 #4
0
ファイル: Hankel.hpp プロジェクト: khalid-hasanov/Elemental
inline void
Hankel( DistMatrix<T,U,V>& A, Int m, Int n, const std::vector<T>& a )
{
#ifndef RELEASE
    CallStackEntry entry("Hankel");
#endif
    const Int length = m+n-1;
    if( a.size() != (Unsigned)length )
        LogicError("a was the wrong size");
    A.ResizeTo( m, n );

    const Int localHeight = A.LocalHeight();
    const Int localWidth = A.LocalWidth();
    const Int colShift = A.ColShift();
    const Int rowShift = A.RowShift();
    const Int colStride = A.ColStride();
    const Int rowStride = A.RowStride();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const Int j = rowShift + jLoc*rowStride;
        for( Int iLoc=0; iLoc<localHeight; ++iLoc )
        {
            const Int i = colShift + iLoc*colStride;
            A.SetLocal( iLoc, jLoc, a[i+j] );
        }
    }
}
コード例 #5
0
ファイル: Wilkinson.hpp プロジェクト: ahmadia/Elemental-1
inline void
Wilkinson( DistMatrix<T,U,V>& A, int k )
{
#ifndef RELEASE
    CallStackEntry entry("Wilkinson");
#endif
    const int n = 2*k+1;
    A.ResizeTo( n, n );
    MakeZeros( A );

    const int localHeight = A.LocalHeight();
    const int localWidth = A.LocalWidth();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();
    const int colStride = A.ColStride();
    const int rowStride = A.RowStride();
    for( int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        const int j = rowShift + jLocal*rowStride;
        for( int iLocal=0; iLocal<localHeight; ++iLocal )
        {
            const int i = colShift + iLocal*colStride;
            if( i == j )
            {
                if( j <= k )
                    A.SetLocal( iLocal, jLocal, T(k-j) );
                else
                    A.SetLocal( iLocal, jLocal, T(j-k) );
            }
            else if( i == j-1 || i == j+1 )
                A.SetLocal( iLocal, jLocal, T(1) );
        }
    }
}
コード例 #6
0
inline void
Redheffer( DistMatrix<T,U,V>& R, Int n )
{
#ifndef RELEASE
    CallStackEntry entry("Redheffer");
#endif
    R.ResizeTo( n, n );
    const Int localHeight = R.LocalHeight();
    const Int localWidth = R.LocalWidth();
    const Int colShift = R.ColShift();
    const Int rowShift = R.RowShift();
    const Int colStride = R.ColStride();
    const Int rowStride = R.RowStride();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const Int j = rowShift + jLoc*rowStride;
        for( Int iLoc=0; iLoc<localHeight; ++iLoc )
        {
            const Int i = colShift + iLoc*colStride;
            if( j==0 || ((j+1)%(i+1))==0 )
                R.SetLocal( iLoc, jLoc, T(1) );
            else
                R.SetLocal( iLoc, jLoc, T(0) );
        }
    }
}
コード例 #7
0
ファイル: Legendre.hpp プロジェクト: khalid-hasanov/Elemental
inline void
MakeLegendre( DistMatrix<F,U,V>& A )
{
#ifndef RELEASE
    CallStackEntry entry("MakeLegendre");
#endif
    if( A.Height() != A.Width() )
        LogicError("Cannot make a non-square matrix Legendre");
    MakeZeros( A );

    const Int localHeight = A.LocalHeight();
    const Int localWidth = A.LocalWidth();
    const Int colShift = A.ColShift();
    const Int rowShift = A.RowShift();
    const Int colStride = A.ColStride();
    const Int rowStride = A.RowStride();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const Int j = rowShift + jLoc*rowStride;
        for( Int iLoc=0; iLoc<localHeight; ++iLoc )
        {
            const Int i = colShift + iLoc*colStride;
            if( j == i+1 || j == i-1 )
            {
                const Int k = Max( i, j );
                const F gamma = F(1) / Pow( F(2)*k, F(2) );
                const F beta = F(1) / (2*Sqrt(F(1)-gamma));
                A.SetLocal( iLoc, jLoc, beta );
            }
        }
    }
}
コード例 #8
0
ファイル: Hilbert.hpp プロジェクト: ahmadia/elemental
inline void
MakeHilbert( DistMatrix<F,U,V>& A )
{
#ifndef RELEASE
    PushCallStack("MakeHilbert");
#endif
    const int m = A.Height();
    const int n = A.Width();
    if( m != n )
        throw std::logic_error("Cannot make a non-square matrix Hilbert");

    const F one = static_cast<F>(1);
    const int localHeight = A.LocalHeight();
    const int localWidth = A.LocalWidth();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();
    const int colStride = A.ColStride();
    const int rowStride = A.RowStride();
    for( int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        const int j = rowShift + jLocal*rowStride;
        for( int iLocal=0; iLocal<localHeight; ++iLocal )
        {
            const int i = colShift + iLocal*colStride;
            A.SetLocalEntry( iLocal, jLocal, one/(i+j+1) );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
コード例 #9
0
ファイル: MonteCarlo.cpp プロジェクト: jimgoo/hfrisk
//w = -log(rand(m,n));
void log_uniform(DistMatrix<R> &U){

  //boost::random::gamma_distribution<> dist(df/2.0,2.0);  
  boost::random::uniform_01<> dist;
  boost::random::mt19937 rng(static_cast<boost::uint32_t>(commRank));

  double temp;	

  const int colShift = U.ColShift(); // first row we own
  const int rowShift = U.RowShift(); // first col we own
  const int colStride = U.ColStride();
  const int rowStride = U.RowStride();
  const int localHeight = U.LocalHeight();
  const int localWidth = U.LocalWidth();
  for( int iLocal=0; iLocal<localHeight; ++iLocal ){
    for( int jLocal=0; jLocal<localWidth; ++jLocal ){
      const int i = colShift + iLocal*colStride;
      const int j = rowShift + jLocal*rowStride;
      temp = dist(rng);

      U.SetLocal(iLocal, jLocal, log(temp));
    
    }
  }
}
コード例 #10
0
ファイル: MonteCarlo.cpp プロジェクト: jimgoo/hfrisk
void calc_x_if(const R alpha,const R beta,const R c, const R delta,DistMatrix<R> &x, DistMatrix<R> &phi,DistMatrix<R> &w){
 
  R temp; // phi
  R temp2; // w
  R aphi;
  R a1phi;
  const R pi = 4*atan(1);
  const R zeta = beta * tan(pi * alpha/2);

  const int colShift = x.ColShift(); // first row we own
  const int rowShift = x.RowShift(); // first col we own
  const int colStride = x.ColStride();
  const int rowStride = x.RowStride();
  const int localHeight = x.LocalHeight();
  const int localWidth = x.LocalWidth();
  for( int iLocal=0; iLocal<localHeight; ++iLocal ){
    for( int jLocal=0; jLocal<localWidth; ++jLocal ){
      const int i = colShift + iLocal*colStride;
      const int j = rowShift + jLocal*rowStride;
      temp = phi.GetLocal(iLocal,jLocal);//phi
      temp2 = w.GetLocal(iLocal,jLocal); //w
       aphi = alpha * temp;
       a1phi = (1-alpha)*temp;

       x.SetLocal(iLocal, jLocal, (-1 * sqrt(abs(delta + c *( ( (sin(aphi)+zeta * cos(aphi))/ cos(temp)) * -1 * pow( abs( ((cos(a1phi) + zeta * sin(a1phi))/ (temp2 * cos(temp))) ) ,((1-alpha)/alpha) ) + beta * tan(pi * alpha/2) ))))  );


    }
  }
}
コード例 #11
0
ファイル: Hilbert.hpp プロジェクト: khalid-hasanov/Elemental
inline void
MakeHilbert( DistMatrix<F,U,V>& A )
{
#ifndef RELEASE
    CallStackEntry entry("MakeHilbert");
#endif
    const Int m = A.Height();
    const Int n = A.Width();
    if( m != n )
        LogicError("Cannot make a non-square matrix Hilbert");

    const F one = F(1);
    const Int localHeight = A.LocalHeight();
    const Int localWidth = A.LocalWidth();
    const Int colShift = A.ColShift();
    const Int rowShift = A.RowShift();
    const Int colStride = A.ColStride();
    const Int rowStride = A.RowStride();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const Int j = rowShift + jLoc*rowStride;
        for( Int iLoc=0; iLoc<localHeight; ++iLoc )
        {
            const Int i = colShift + iLoc*colStride;
            A.SetLocal( iLoc, jLoc, one/(i+j+1) );
        }
    }
}
コード例 #12
0
ファイル: EntrywiseOne.hpp プロジェクト: mcg1969/Elemental
inline typename Base<F>::type
HermitianEntrywiseOneNorm( UpperOrLower uplo, const DistMatrix<F>& A )
{
#ifndef RELEASE
    PushCallStack("HermitianEntrywiseOneNorm");
#endif
    if( A.Height() != A.Width() )
        throw std::logic_error("Hermitian matrices must be square.");

    const int r = A.Grid().Height();
    const int c = A.Grid().Width();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();

    typedef typename Base<F>::type R;
    R localSum = 0;
    const int localWidth = A.LocalWidth();
    if( uplo == UPPER )
    {
        for( int jLocal=0; jLocal<localWidth; ++jLocal )
        {
            int j = rowShift + jLocal*c;
            int numUpperRows = Length(j+1,colShift,r);
            for( int iLocal=0; iLocal<numUpperRows; ++iLocal )
            {
                int i = colShift + iLocal*r;
                const R alpha = Abs(A.GetLocal(iLocal,jLocal));
                if( i ==j )
                    localSum += alpha;
                else
                    localSum += 2*alpha;
            }
        }
    }
    else
    {
        for( int jLocal=0; jLocal<localWidth; ++jLocal )
        {
            int j = rowShift + jLocal*c;
            int numStrictlyUpperRows = Length(j,colShift,r);
            for( int iLocal=numStrictlyUpperRows;
                 iLocal<A.LocalHeight(); ++iLocal )
            {
                int i = colShift + iLocal*r;
                const R alpha = Abs(A.GetLocal(iLocal,jLocal));
                if( i ==j )
                    localSum += alpha;
                else
                    localSum += 2*alpha;
            }
        }
    }

    R norm;
    mpi::AllReduce( &localSum, &norm, 1, mpi::SUM, A.Grid().VCComm() );
#ifndef RELEASE
    PopCallStack();
#endif
    return norm;
}
コード例 #13
0
ファイル: MonteCarlo.cpp プロジェクト: jimgoo/hfrisk
void dotproduct(DistMatrix<R> &A,DistMatrix<R> &B){
  if(A.Height() != B.Height()){
    //ERROR!
  }
  if(A.Width() != B.Width()){
    //ERROR!
  }
  double temp,temp1;
 
  const int colShift = A.ColShift(); // first row we own
  const int rowShift = A.RowShift(); // first col we own
  const int colStride = A.ColStride();
  const int rowStride = A.RowStride();
  const int localHeight = A.LocalHeight();
  const int localWidth = A.LocalWidth();
  for( int iLocal=0; iLocal<localHeight; ++iLocal ){
    for( int jLocal=0; jLocal<localWidth; ++jLocal ){
      const int i = colShift + iLocal*colStride;
      const int j = rowShift + jLocal*rowStride;
      temp = A.GetLocal(iLocal, jLocal);
      temp1 = B.GetLocal(iLocal,jLocal);
      B.SetLocal(iLocal, jLocal, (temp*temp1));
    }
  }
}
コード例 #14
0
ファイル: MonteCarlo.cpp プロジェクト: jimgoo/hfrisk
void calc_x_else(const R alpha, const R beta,const R c, const R delta, DistMatrix<R> &x, DistMatrix<R> &phi,DistMatrix<R> &w){

R bphi;
R temp;
R temp2;
const R pi = 4*atan(1);

  const int colShift = x.ColShift(); // first row we own
  const int rowShift = x.RowShift(); // first col we own
  const int colStride = x.ColStride();
  const int rowStride = x.RowStride();
  const int localHeight = x.LocalHeight();
  const int localWidth = x.LocalWidth();
  for( int iLocal=0; iLocal<localHeight; ++iLocal ){
    for( int jLocal=0; jLocal<localWidth; ++jLocal ){
      const int i = colShift + iLocal*colStride;
      const int j = rowShift + jLocal*rowStride;
      temp = phi.GetLocal(0,jLocal);//phi
      temp2 = w.GetLocal(0,jLocal); //w
      bphi = (pi/2) + beta * temp;
      //cout<< (delta + c * (((2/pi) * (bphi * tan(temp) - beta * log((pi/2) * temp2 * cos(temp) / bphi))) + (beta * tan (pi *alpha/2))))<<endl;
      x.SetLocal(iLocal, jLocal, (-1* sqrt(abs(delta + c * (((2/pi) * (bphi * tan(temp) - beta * log((pi/2) * temp2 * cos(temp) / bphi))) + (beta * tan (pi *alpha/2)))))));
    }
  }
} 
コード例 #15
0
ファイル: OneTwoOne.hpp プロジェクト: certik/Elemental
inline void
MakeOneTwoOne( DistMatrix<T,U,V>& A )
{
#ifndef RELEASE
    PushCallStack("MakeOneTwoOne");
#endif
    if( A.Height() != A.Width() )
        throw std::logic_error("Cannot make a non-square matrix 1-2-1");
    MakeZeros( A );

    const int localHeight = A.LocalHeight();
    const int localWidth = A.LocalWidth();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();
    const int colStride = A.ColStride();
    const int rowStride = A.RowStride();
    for( int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        const int j = rowShift + jLocal*rowStride;
        for( int iLocal=0; iLocal<localHeight; ++iLocal )
        {
            const int i = colShift + iLocal*colStride;
            if( i == j )
                A.SetLocal( iLocal, jLocal, T(2) );
            else if( i == j-1 || i == j+1 )
                A.SetLocal( iLocal, jLocal, T(1) );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
コード例 #16
0
ファイル: Diagonal.hpp プロジェクト: jimgoo/Elemental
inline void
Diagonal( const std::vector<T>& d, DistMatrix<T,U,V>& D )
{
#ifndef RELEASE
    PushCallStack("Diagonal");
#endif
    const int n = d.size();
    D.ResizeTo( n, n );
    MakeZeros( D );

    const int localWidth = D.LocalWidth();
    const int colShift = D.ColShift();
    const int rowShift = D.RowShift();
    const int colStride = D.ColStride();
    const int rowStride = D.RowStride();
    for( int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        const int j = rowShift + jLocal*rowStride;
        if( (j-colShift+colStride) % colStride == 0 )
        {
            const int iLocal = (j-colShift) / colStride;
            D.SetLocal( iLocal, jLocal, d[j] );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
コード例 #17
0
ファイル: MonteCarlo.cpp プロジェクト: jimgoo/hfrisk
//phi = (rand(m,n)-.5)*pi;
void phi_uniform(DistMatrix<R> &U){
      
  boost::random::uniform_01<> dist;
  boost::random::mt19937 rng(static_cast<boost::uint32_t>(commRank));

  R temp;	
  R pi = 4*atan(1);

  const int colShift = U.ColShift(); // first row we own
  const int rowShift = U.RowShift(); // first col we own
  const int colStride = U.ColStride();
  const int rowStride = U.RowStride();
  const int localHeight = U.LocalHeight();
  const int localWidth = U.LocalWidth();
  for( int iLocal=0; iLocal<localHeight; ++iLocal ){
    for( int jLocal=0; jLocal<localWidth; ++jLocal ){
      const int i = colShift + iLocal*colStride;
      const int j = rowShift + jLocal*rowStride;
      temp = dist(rng);

      U.SetLocal(iLocal, jLocal, ((temp-0.5)*pi) );
    
    }
  }
}
コード例 #18
0
ファイル: Hankel.hpp プロジェクト: certik/Elemental
inline void
Hankel( int m, int n, const std::vector<T>& a, DistMatrix<T,U,V>& A )
{
#ifndef RELEASE
    PushCallStack("Hankel");
#endif
    const int length = m+n-1;
    if( a.size() != (unsigned)length )
        throw std::logic_error("a was the wrong size");
    A.ResizeTo( m, n );

    const int localHeight = A.LocalHeight();
    const int localWidth = A.LocalWidth();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();
    const int colStride = A.ColStride();
    const int rowStride = A.RowStride();
    for( int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        const int j = rowShift + jLocal*rowStride;
        for( int iLocal=0; iLocal<localHeight; ++iLocal )
        {
            const int i = colShift + iLocal*colStride;
            A.SetLocal( iLocal, jLocal, a[i+j] );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
コード例 #19
0
ファイル: GKS.hpp プロジェクト: khalid-hasanov/Elemental
inline void
MakeGKS( DistMatrix<F,U,V>& A )
{
#ifndef RELEASE
    CallStackEntry entry("MakeGKS");
#endif
    const Int m = A.Height();
    const Int n = A.Width();
    if( m != n )
        LogicError("Cannot make a non-square matrix GKS");

    const Int localHeight = A.LocalHeight();
    const Int localWidth = A.LocalWidth();
    const Int colShift = A.ColShift();
    const Int rowShift = A.RowShift();
    const Int colStride = A.ColStride();
    const Int rowStride = A.RowStride();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const Int j = rowShift + jLoc*rowStride;
        const F jDiag = F(1)/Sqrt(F(j));
        for( Int iLoc=0; iLoc<localHeight; ++iLoc )
        {
            const Int i = colShift + iLoc*colStride;
            if( i < j )
                A.SetLocal( iLoc, jLoc, -jDiag );
            else if( i == j )
                A.SetLocal( iLoc, jLoc, jDiag );
            else
                A.SetLocal( iLoc, jLoc, 0 );
        }
    }
}
コード例 #20
0
ファイル: Pei.hpp プロジェクト: khalid-hasanov/Elemental
inline void
Pei( DistMatrix<T,U,V>& P, Int n, T alpha )
{
#ifndef RELEASE
    CallStackEntry entry("MakeIdentity");
#endif
    P.ResizeTo( n, n );
    const Int localHeight = P.LocalHeight();
    const Int localWidth = P.LocalWidth();
    const Int colShift = P.ColShift();
    const Int rowShift = P.RowShift();
    const Int colStride = P.ColStride();
    const Int rowStride = P.RowStride();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const Int j = rowShift + jLoc*rowStride;
        for( Int iLoc=0; iLoc<localHeight; ++iLoc )
        {
            const Int i = colShift + iLoc*colStride;
            P.SetLocal( iLoc, jLoc, T(1) );
            if( i == j )
                P.UpdateLocal( iLoc, jLoc, alpha );
        }
    }
}
コード例 #21
0
ファイル: Jordan.hpp プロジェクト: kyle-jhchen/Elemental
inline void
MakeJordan( DistMatrix<T,U,V>& J, T lambda )
{
    DEBUG_ONLY(CallStackEntry cse("MakeJordan"))
    Zero( J.Matrix() );

    const Int localHeight = J.LocalHeight();
    const Int localWidth = J.LocalWidth();
    const Int colShift = J.ColShift();
    const Int rowShift = J.RowShift();
    const Int colStride = J.ColStride();
    const Int rowStride = J.RowStride();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const Int j = rowShift + jLoc*rowStride;
        for( Int iLoc=0; iLoc<localHeight; ++iLoc )
        {
            const Int i = colShift + iLoc*colStride;
            if( i == j )
                J.SetLocal( iLoc, jLoc, lambda );
            else if( i == j-1 )
                J.SetLocal( iLoc, jLoc, T(1) );
        }
    }
}
コード例 #22
0
ファイル: MakeTriangular.hpp プロジェクト: jimgoo/Elemental
inline void
MakeTriangular( UpperOrLower uplo, DistMatrix<T,U,V>& A )
{
#ifndef RELEASE
    PushCallStack("MakeTriangular");
#endif
    const int height = A.Height();
    const int localHeight = A.LocalHeight();
    const int localWidth = A.LocalWidth();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();
    const int colStride = A.ColStride();
    const int rowStride = A.RowStride();

    T* localBuffer = A.LocalBuffer();
    const int ldim = A.LocalLDim();

    if( uplo == LOWER )
    {

#ifdef HAVE_OPENMP
        #pragma omp parallel for
#endif
        for( int jLocal=0; jLocal<localWidth; ++jLocal )
        {
            const int j = rowShift + jLocal*rowStride;
            const int lastZeroRow = j-1;
            if( lastZeroRow >= 0 )
            {
                const int boundary = std::min( lastZeroRow+1, height );
                const int numZeroRows =
                    RawLocalLength( boundary, colShift, colStride );
                MemZero( &localBuffer[jLocal*ldim], numZeroRows );
            }
        }
    }
    else
    {
#ifdef HAVE_OPENMP
        #pragma omp parallel for
#endif
        for( int jLocal=0; jLocal<localWidth; ++jLocal )
        {
            const int j = rowShift + jLocal*rowStride;
            const int firstZeroRow = j+1;
            const int numNonzeroRows =
                RawLocalLength(firstZeroRow,colShift,colStride);
            if( numNonzeroRows < localHeight )
            {
                T* col = &localBuffer[numNonzeroRows+jLocal*ldim];
                MemZero( col, localHeight-numNonzeroRows );
            }
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
コード例 #23
0
ファイル: Max.hpp プロジェクト: jimgoo/Elemental
inline typename Base<F>::type
HermitianMaxNorm( UpperOrLower uplo, const DistMatrix<F>& A )
{
#ifndef RELEASE
    PushCallStack("internal::HermitianMaxNorm");
#endif
    typedef typename Base<F>::type R;

    if( A.Height() != A.Width() )
        throw std::logic_error("Hermitian matrices must be square.");

    const int r = A.Grid().Height();
    const int c = A.Grid().Width();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();

    R localMaxAbs = 0;
    const int localWidth = A.LocalWidth();
    if( uplo == UPPER )
    {
        for( int jLocal=0; jLocal<localWidth; ++jLocal )
        {
            int j = rowShift + jLocal*c;
            int numUpperRows = LocalLength(j+1,colShift,r);
            for( int iLocal=0; iLocal<numUpperRows; ++iLocal )
            {
                const R thisAbs = Abs(A.GetLocal(iLocal,jLocal));
                localMaxAbs = std::max( localMaxAbs, thisAbs );
            }
        }
    }
    else
    {
        for( int jLocal=0; jLocal<localWidth; ++jLocal )
        {
            int j = rowShift + jLocal*c;
            int numStrictlyUpperRows = LocalLength(j,colShift,r);
            for( int iLocal=numStrictlyUpperRows; 
                 iLocal<A.LocalHeight(); ++iLocal )
            {
                const R thisAbs = Abs(A.GetLocal(iLocal,jLocal));
                localMaxAbs = std::max( localMaxAbs, thisAbs );
            }
        }
    }

    R maxAbs;
    mpi::AllReduce( &localMaxAbs, &maxAbs, 1, mpi::MAX, A.Grid().VCComm() );
#ifndef RELEASE
    PopCallStack();
#endif
    return maxAbs;
}
コード例 #24
0
ファイル: Walsh.hpp プロジェクト: jimgoo/Elemental
inline void
Walsh( int k, DistMatrix<T,U,V>& A, bool binary )
{
#ifndef RELEASE
    PushCallStack("Walsh");
#endif
    if( k < 1 )
        throw std::logic_error("Walsh matrices are only defined for k>=1");

    const unsigned n = 1u<<k;
    A.ResizeTo( n, n );

    // Run an O(n^2 log n / p) algorithm based upon successive sign flips
    const T onValue = 1;
    const T offValue = ( binary ? 0 : -1 );
    const unsigned localHeight = A.LocalHeight();
    const unsigned localWidth = A.LocalWidth();
    const unsigned colShift = A.ColShift();
    const unsigned rowShift = A.RowShift();
    const unsigned colStride = A.ColStride();
    const unsigned rowStride = A.RowStride();
    for( unsigned jLocal=0; jLocal<localWidth; ++jLocal )
    {
        const unsigned j = rowShift + jLocal*rowStride;
        for( unsigned iLocal=0; iLocal<localHeight; ++iLocal )
        {
            const unsigned i = colShift + iLocal*colStride;

            // Recurse on the quadtree, flipping the sign of the entry each
            // time we are in the bottom-right quadrant
            unsigned r = i;     
            unsigned s = j;
            unsigned t = n;
            bool on = true;
            while( t != 1u )
            {
                t >>= 1;
                if( r >= t && s >= t )
                    on = !on;
                r %= t;
                s %= t;
            }
            if( on )
                A.SetLocal( iLocal, jLocal, onValue );
            else
                A.SetLocal( iLocal, jLocal, offValue );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
コード例 #25
0
ファイル: CauchyLike.hpp プロジェクト: jimgoo/Elemental
inline void
CauchyLike
( const std::vector<F>& r, const std::vector<F>& s, 
  const std::vector<F>& x, const std::vector<F>& y, 
  DistMatrix<F,U,V>& A )
{
#ifndef RELEASE
    PushCallStack("CauchyLike");
#endif
    const int m = r.size();
    const int n = s.size();
    if( x.size() != (unsigned)m )
        throw std::logic_error("x vector was the wrong length");
    if( y.size() != (unsigned)n )
        throw std::logic_error("y vector was the wrong length");
    A.ResizeTo( m, n );

    const int localHeight = A.LocalHeight();
    const int localWidth = A.LocalWidth();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();
    const int colStride = A.ColStride();
    const int rowStride = A.RowStride();
    for( int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        const int j = rowShift + jLocal*rowStride;
        for( int iLocal=0; iLocal<localHeight; ++iLocal )
        {
            const int i = colShift + iLocal*colStride;
#ifndef RELEASE
            // TODO: Use tolerance instead?
            if( x[i] == y[j] )
            {
                std::ostringstream msg;
                msg << "x[" << i << "] = y[" << j << "] (" << x[i] 
                    << ") is not allowed for Cauchy-like matrices";
                throw std::logic_error( msg.str().c_str() );
            }
#endif
            A.SetLocal( iLocal, jLocal, r[i]*s[j]/(x[i]-y[j]) );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
コード例 #26
0
ファイル: md_star_impl.hpp プロジェクト: jimgoo/Elemental
inline void
DistMatrix<T,MD,STAR,Int>::AlignWith( const DistMatrix<S,STAR,MD,N>& A )
{
#ifndef RELEASE
    PushCallStack("[MD,* ]::AlignWith([* ,MD])");
    this->AssertFreeColAlignment();
    this->AssertSameGrid( A );
#endif
    this->Empty();
    this->diagPath_ = A.diagPath_;
    this->colAlignment_ = A.rowAlignment_;
    this->constrainedColAlignment_ = true;
    this->colShift_ = A.RowShift();
#ifndef RELEASE
    PopCallStack();
#endif
}
コード例 #27
0
ファイル: Filter.hpp プロジェクト: YingzhouLi/Elemental
void Filter
( const DistMatrix<T,Collect<U>(),Collect<V>()>& A,
        DistMatrix<T,        U,           V   >& B )
{
    DEBUG_CSE
    AssertSameGrids( A, B );

    B.Resize( A.Height(), A.Width() );
    if( !B.Participating() )
        return;

    const Int colShift = B.ColShift();
    const Int rowShift = B.RowShift();
    util::InterleaveMatrix
    ( B.LocalHeight(), B.LocalWidth(),
      A.LockedBuffer(colShift,rowShift), B.ColStride(), B.RowStride()*A.LDim(),
      B.Buffer(),                        1,             B.LDim() );
}
コード例 #28
0
void GetMappedDiagonal
( const DistMatrix<T,U,V>& A,
        AbstractDistMatrix<S>& dPre,
        function<S(const T&)> func,
        Int offset )
{
    EL_DEBUG_CSE
    EL_DEBUG_ONLY(AssertSameGrids( A, dPre ))
    ElementalProxyCtrl ctrl;
    ctrl.colConstrain = true;
    ctrl.colAlign = A.DiagonalAlign(offset);
    ctrl.rootConstrain = true;
    ctrl.root = A.DiagonalRoot(offset);

    DistMatrixWriteProxy<S,S,DiagCol<U,V>(),DiagRow<U,V>()> dProx( dPre, ctrl );
    auto& d = dProx.Get();

    d.Resize( A.DiagonalLength(offset), 1 );
    if( d.Participating() )
    {
        const Int diagShift = d.ColShift();
        const Int iStart = diagShift + Max(-offset,0);
        const Int jStart = diagShift + Max( offset,0);

        const Int colStride = A.ColStride();
        const Int rowStride = A.RowStride();
        const Int iLocStart = (iStart-A.ColShift()) / colStride;
        const Int jLocStart = (jStart-A.RowShift()) / rowStride;
        const Int iLocStride = d.ColStride() / colStride;
        const Int jLocStride = d.ColStride() / rowStride;

        const Int localDiagLength = d.LocalHeight();
        S* dBuf = d.Buffer();
        const T* ABuf = A.LockedBuffer();
        const Int ldim = A.LDim();
        EL_PARALLEL_FOR
        for( Int k=0; k<localDiagLength; ++k )
        {
            const Int iLoc = iLocStart + k*iLocStride;
            const Int jLoc = jLocStart + k*jLocStride;
            dBuf[k] = func(ABuf[iLoc+jLoc*ldim]);
        }
    }
}
コード例 #29
0
ファイル: Kahan.hpp プロジェクト: mcg1969/Elemental
inline void
MakeKahan( F phi, DistMatrix<F,U,V>& A )
{
#ifndef RELEASE
    PushCallStack("MakeKahan");
#endif
    typedef typename Base<F>::type R;

    const int m = A.Height();
    const int n = A.Width();
    if( m != n )
        throw std::logic_error("Cannot make a non-square matrix Kahan");
    if( Abs(phi) >= R(1) )
        throw std::logic_error("Phi must be in (0,1)");

    const F zeta = Sqrt(1-phi*Conj(phi));

    const int localHeight = A.LocalHeight();
    const int localWidth = A.LocalWidth();
    const int colShift = A.ColShift();
    const int rowShift = A.RowShift();
    const int colStride = A.ColStride();
    const int rowStride = A.RowStride();
    for( int iLocal=0; iLocal<localHeight; ++iLocal )
    {
        const int i = colShift + iLocal*colStride;
        const F zetaPow = Pow( zeta, R(i) );
        for( int jLocal=0; jLocal<localWidth; ++jLocal )
        {
            const int j = rowShift + jLocal*rowStride;
            if( i > j )       
                A.SetLocal( iLocal, jLocal, F(0) ); 
            else if( i == j )
                A.SetLocal( iLocal, jLocal, zetaPow );
            else
                A.SetLocal( iLocal, jLocal, -phi*zetaPow );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
コード例 #30
0
ファイル: MonteCarlo.cpp プロジェクト: jimgoo/hfrisk
void repmat_as2(DistMatrix<R> &vector, DistMatrix<R> &repmatrix){
  //old 1 x d
  //new nSim x d
  //Must set dimensions of New before being passed to function
  double temp;
  const int colShift = repmatrix.ColShift(); // first row we own
  const int rowShift = repmatrix.RowShift(); // first col we own
  const int colStride = repmatrix.ColStride();
  const int rowStride = repmatrix.RowStride();
  const int localHeight = repmatrix.LocalHeight();
  const int localWidth = repmatrix.LocalWidth();
  for( int iLocal=0; iLocal<localHeight; ++iLocal ){
    for( int jLocal=0; jLocal<localWidth; ++jLocal ){
      const int i = colShift + iLocal*colStride;
      const int j = rowShift + jLocal*rowStride;
      temp = vector.GetLocal(jLocal, 0);
      repmatrix.SetLocal(iLocal, jLocal, temp);
    }
  }
}