コード例 #1
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 #2
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 #3
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 #4
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 #5
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 #6
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 #7
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 #8
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 #9
0
ファイル: RPCA.cpp プロジェクト: khalid-hasanov/Elemental
int Corrupt( DistMatrix<F>& A, double probCorrupt )
{
#ifndef RELEASE
    CallStackEntry entry("Corrupt");
#endif
    typedef BASE(F) Real;

    Int numLocalCorrupt = 0;
    const Int localHeight = A.LocalHeight();
    const Int localWidth = A.LocalWidth();
    for( Int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        for( Int iLocal=0; iLocal<localHeight; ++iLocal )
        {
            if( Uniform<Real>() <= probCorrupt )
            {
                ++numLocalCorrupt;
                const F perturb = SampleBall<F>();
                A.SetLocal( iLocal, jLocal, A.GetLocal(iLocal,jLocal)+perturb );
            }
        }
    }
    
    Int numCorrupt;
    mpi::AllReduce
    ( &numLocalCorrupt, &numCorrupt, 1, mpi::SUM, A.Grid().VCComm() );
    return numCorrupt;
}
コード例 #10
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 #11
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 #12
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 #13
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 #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: 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 #16
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 #17
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 #18
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 #19
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 #20
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 #21
0
ファイル: Uniform.hpp プロジェクト: jimgoo/Elemental
 static void Func
 ( DistMatrix<T,STAR,VR>& A, T center, typename Base<T>::type radius )
 {
     const int m = A.Height();
     const int localWidth = A.LocalWidth();
     for( int jLocal=0; jLocal<localWidth; ++jLocal )
         for( int i=0; i<m; ++i )
             A.SetLocal( i, jLocal, center+radius*SampleUnitBall<T>() );
 }
コード例 #22
0
ファイル: Uniform.hpp プロジェクト: jimgoo/Elemental
 static void Func
 ( DistMatrix<T,VR,STAR>& A, T center, typename Base<T>::type radius )
 {
     const int n = A.Width();
     const int localHeight = A.LocalHeight();
     for( int j=0; j<n; ++j )
         for( int iLocal=0; iLocal<localHeight; ++iLocal )
             A.SetLocal( iLocal, j, center+radius*SampleUnitBall<T>() );
 }
コード例 #23
0
ファイル: Uniform.hpp プロジェクト: jimgoo/Elemental
 static void Func
 ( DistMatrix<T,MC,MR>& A, T center, typename Base<T>::type radius )
 {
     const int localHeight = A.LocalHeight(); 
     const int localWidth = A.LocalWidth();
     for( int jLocal=0; jLocal<localWidth; ++jLocal )
         for( int iLocal=0; iLocal<localHeight; ++iLocal )
             A.SetLocal( iLocal, jLocal, center+radius*SampleUnitBall<T>() );
 }
コード例 #24
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 #25
0
ファイル: Lehmer.hpp プロジェクト: SamKChang/madness
inline void
Lehmer( DistMatrix<F,U,V>& L, Int n )
{
    DEBUG_ONLY(CallStackEntry cse("Lehmer"))
    L.Resize( n, n );
    const Int localHeight = L.LocalHeight();
    const Int localWidth = L.LocalWidth();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const Int j = L.GlobalCol(jLoc);
        for( Int iLoc=0; iLoc<localHeight; ++iLoc )
        {
            const Int i = L.GlobalRow(iLoc);
            if( i < j )
                L.SetLocal( iLoc, jLoc, F(i+1)/F(j+1) );
            else
                L.SetLocal( iLoc, jLoc, F(j+1)/F(i+1) );
        }
    }
}
コード例 #26
0
ファイル: Ones.hpp プロジェクト: ahmadia/Elemental-1
inline void
MakeOnes( DistMatrix<T,U,V>& A )
{
#ifndef RELEASE
    CallStackEntry entry("MakeOnes");
#endif
    const int localHeight = A.LocalHeight();
    const int localWidth = A.LocalWidth();
    for( int jLocal=0; jLocal<localWidth; ++jLocal )
        for( int iLocal=0; iLocal<localHeight; ++iLocal )
            A.SetLocal( iLocal, jLocal, T(1) );
}
コード例 #27
0
ファイル: RPCA.cpp プロジェクト: khalid-hasanov/Elemental
void NormalizeEntries( DistMatrix<F,U,V>& A )
{
    const Int localHeight = A.LocalHeight();
    const Int localWidth = A.LocalWidth();
    for( Int jLocal=0; jLocal<localWidth; ++jLocal )
    {
        for( Int iLocal=0; iLocal<localHeight; ++iLocal )
        {
            const F alpha = A.GetLocal( iLocal, jLocal );
            A.SetLocal( iLocal, jLocal, alpha/Abs(alpha) );
        }
    }
}
コード例 #28
0
ファイル: MonteCarlo.cpp プロジェクト: jimgoo/hfrisk
//function to generate W and Sqrt W for skewed t mvt rnd
void invgamma_matrix(DistMatrix<R> &W, DistMatrix<R> &sqrtW, const int df){

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

  double temp;		       
  const int colShift = W.ColShift(); // first row we own
  const int rowShift = W.RowShift(); // first col we own
  const int colStride = W.ColStride();
  const int rowStride = W.RowStride();
  const int localHeight = W.LocalHeight();
  const int localWidth = W.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 = (double)df/dist(rng);
      W.SetLocal( iLocal, jLocal, temp  );
      sqrtW.SetLocal( iLocal, jLocal, sqrt(temp));
    }
  }
}
コード例 #29
0
ファイル: SVD.hpp プロジェクト: khalid-hasanov/Elemental
inline void HermitianSVD
( UpperOrLower uplo, DistMatrix<F>& A, 
  DistMatrix<BASE(F),VR,STAR>& s, DistMatrix<F>& U, DistMatrix<F>& V )
{
#ifndef RELEASE
    CallStackEntry entry("HermitianSVD");
#endif
#ifdef HAVE_PMRRR
    typedef BASE(F) R;

    // Grab an eigenvalue decomposition of A
    HermitianEig( uplo, A, s, V );

    // Redistribute the singular values into an [MR,* ] distribution
    const Grid& grid = A.Grid();
    DistMatrix<R,MR,STAR> s_MR_STAR( grid );
    s_MR_STAR.AlignWith( V.DistData() );
    s_MR_STAR = s;

    // Set the singular values to the absolute value of the eigenvalues
    const Int numLocalVals = s.LocalHeight();
    for( Int iLoc=0; iLoc<numLocalVals; ++iLoc )
    {
        const R sigma = s.GetLocal(iLoc,0);
        s.SetLocal(iLoc,0,Abs(sigma));
    }

    // Copy V into U (flipping the sign as necessary)
    U.AlignWith( V );
    U.ResizeTo( V.Height(), V.Width() );
    const Int localHeight = V.LocalHeight();
    const Int localWidth = V.LocalWidth();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const R sigma = s_MR_STAR.GetLocal( jLoc, 0 );
        F* UCol = U.Buffer( 0, jLoc );
        const F* VCol = V.LockedBuffer( 0, jLoc );
        if( sigma >= 0 )
            for( Int iLoc=0; iLoc<localHeight; ++iLoc )
                UCol[iLoc] = VCol[iLoc];
        else
            for( Int iLoc=0; iLoc<localHeight; ++iLoc )
                UCol[iLoc] = -VCol[iLoc];
    }
#else
    U = A;
    MakeHermitian( uplo, U );
    SVD( U, s, V );
#endif // ifdef HAVE_PMRRR
}
コード例 #30
0
ファイル: Riemann.hpp プロジェクト: kyle-jhchen/Elemental
inline void
Riemann( DistMatrix<T,U,V>& R, Int n )
{
    DEBUG_ONLY(CallStackEntry cse("Riemann"))
    R.Resize( 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+2)%(i+2))==0 )
                R.SetLocal( iLoc, jLoc, T(i+1) );
            else
                R.SetLocal( iLoc, jLoc, T(-1) );
        }
    }
}