예제 #1
0
파일: NN.hpp 프로젝트: jimgoo/Elemental
inline void 
GemmNNB
( T alpha, const DistMatrix<T>& A,
           const DistMatrix<T>& B,
  T beta,        DistMatrix<T>& C )
{
#ifndef RELEASE
    PushCallStack("internal::GemmNNB");
    if( A.Grid() != B.Grid() || B.Grid() != C.Grid() )
        throw std::logic_error
        ("{A,B,C} must be distributed over the same grid");
    if( A.Height() != C.Height() ||
        B.Width()  != C.Width()  ||
        A.Width()  != B.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal GemmNNB: \n"
            << "  A ~ " << A.Height() << " x " << A.Width() << "\n"
            << "  B ~ " << B.Height() << " x " << B.Width() << "\n"
            << "  C ~ " << C.Height() << " x " << C.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<T> AT(g),  A0(g),
                  AB(g),  A1(g),
                          A2(g);
    DistMatrix<T> CT(g),  C0(g),
                  CB(g),  C1(g),
                          C2(g);

    // Temporary distributions
    DistMatrix<T,STAR,MC> A1_STAR_MC(g);
    DistMatrix<T,MR,STAR> D1Trans_MR_STAR(g);

    A1_STAR_MC.AlignWith( B );
    D1Trans_MR_STAR.AlignWith( B );

    // Start the algorithm
    Scale( beta, C );
    LockedPartitionDown
    ( A, AT,
         AB, 0 );
    PartitionDown
    ( C, CT,
         CB, 0 );
    while( AB.Height() > 0 )
    {
        LockedRepartitionDown
        ( AT,  A0,
         /**/ /**/
               A1,
          AB,  A2 );

        RepartitionDown
        ( CT,  C0,
         /**/ /**/
               C1,
          CB,  C2 );

        Zeros( C1.Width(), C1.Height(), D1Trans_MR_STAR );
        //--------------------------------------------------------------------//
        A1_STAR_MC = A1; // A1[*,MC] <- A1[MC,MR]

        // D1^T[MR,* ] := alpha B^T[MR,MC] A1^T[MC,* ]
        LocalGemm
        ( TRANSPOSE, TRANSPOSE, alpha, B, A1_STAR_MC, T(0), D1Trans_MR_STAR );

        C1.TransposeSumScatterUpdate( T(1), D1Trans_MR_STAR );
        //--------------------------------------------------------------------//

        SlideLockedPartitionDown
        ( AT,  A0,
               A1,
         /**/ /**/
          AB,  A2 );
 
        SlidePartitionDown
        ( CT,  C0,
               C1,
         /**/ /**/
          CB,  C2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}                     
예제 #2
0
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 );
    }
}
예제 #3
0
파일: LUVF.hpp 프로젝트: certik/Elemental
inline void
ApplyPackedReflectorsLUVF
( Conjugation conjugation, int offset, 
  const Matrix<Complex<R> >& H,
  const Matrix<Complex<R> >& t,
        Matrix<Complex<R> >& A )
{
#ifndef RELEASE
    PushCallStack("internal::ApplyPackedReflectorsLUVF");
    if( offset < 0 || offset > H.Height() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Height() )
        throw std::logic_error
        ("Width of transforms must equal height of target matrix");
    if( t.Height() != H.DiagonalLength( offset ) )
        throw std::logic_error("t must be the same length as H's offset diag");
#endif
    typedef Complex<R> C;

    Matrix<C>
        HTL, HTR,  H00, H01, H02,  HPan,
        HBL, HBR,  H10, H11, H12,
                   H20, H21, H22;
    Matrix<C>
        AT,  A0,  ATop,
        AB,  A1,
             A2;
    Matrix<C>
        tT,  t0,
        tB,  t1,
             t2;

    Matrix<C> HPanCopy;
    Matrix<C> SInv, Z;

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    LockedPartitionDown
    ( t, tT,
         tB, 0 );
    PartitionDown
    ( A, AT,
         AB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanHeight = H01.Height() + H11.Height();
        const int HPanOffset = 
            std::min( H11.Width(), std::max(offset-H00.Width(),0) );
        const int HPanWidth = H11.Width()-HPanOffset;
        HPan.LockedView( H, 0, H00.Width()+HPanOffset, HPanHeight, HPanWidth );

        LockedRepartitionDown
        ( tT,  t0,
         /**/ /**/
               t1,
          tB,  t2, HPanWidth );

        RepartitionDown
        ( AT,  A0,
         /**/ /**/
               A1,
          AB,  A2 );

        ATop.View2x1( A0,
                      A1 );

        Zeros( HPan.Width(), ATop.Width(), Z );
        Zeros( HPan.Width(), HPan.Width(), SInv );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, UPPER, offset, HPanCopy );
        SetDiagonalToOne( RIGHT, offset, HPanCopy );
        Herk( LOWER, ADJOINT, C(1), HPanCopy, C(0), SInv );
        FixDiagonal( conjugation, t1, SInv );

        Gemm( ADJOINT, NORMAL, C(1), HPanCopy, ATop, C(0), Z );
        Trsm( LEFT, LOWER, NORMAL, NON_UNIT, C(1), SInv, Z );
        Gemm( NORMAL, NORMAL, C(-1), HPanCopy, Z, C(1), ATop );
        //--------------------------------------------------------------------//

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlideLockedPartitionDown
        ( tT,  t0,
               t1,
         /**/ /**/
          tB,  t2 );

        SlidePartitionDown
        ( AT,  A0,
               A1,
         /**/ /**/
          AB,  A2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #4
0
파일: LLN.hpp 프로젝트: ahmadia/Elemental-1
inline void
TrmmLLNCOld
( UnitOrNonUnit diag,
  T alpha, const DistMatrix<T>& L,
                 DistMatrix<T>& X )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TrmmLLNCOld");
    if( L.Grid() != X.Grid() )
        throw std::logic_error
        ("L and X must be distributed over the same grid");
    if( L.Height() != L.Width() || L.Width() != X.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal TrmmLLNC: \n"
            << "  L ~ " << L.Height() << " x " << L.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = L.Grid();

    // Matrix views
    DistMatrix<T> 
        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);
    DistMatrix<T> XT(g),  X0(g),
                  XB(g),  X1(g),
                          X2(g);

    // Temporary distributions
    DistMatrix<T,STAR,MC  > L10_STAR_MC(g);
    DistMatrix<T,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<T,STAR,VR  > X1_STAR_VR(g);
    DistMatrix<T,MR,  STAR> D1Trans_MR_STAR(g);
    DistMatrix<T,MR,  MC  > D1Trans_MR_MC(g);
    DistMatrix<T,MC,  MR  > D1(g);

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( L, LTL, LTR,
         LBL, LBR, 0 );
    PartitionUp
    ( X, XT,
         XB, 0 );
    while( XT.Height() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( LTL, /**/ LTR,  L00, L01, /**/ L02,
               /**/       L10, L11, /**/ L12,
         /*************/ /******************/
          LBL, /**/ LBR,  L20, L21, /**/ L22 );

        RepartitionUp
        ( XT,  X0,
               X1,
         /**/ /**/
          XB,  X2 );

        L10_STAR_MC.AlignWith( X0 );
        D1Trans_MR_STAR.AlignWith( X1 );
        D1Trans_MR_MC.AlignWith( X1 );
        D1.AlignWith( X1 );
        //--------------------------------------------------------------------//
        L11_STAR_STAR = L11;
        X1_STAR_VR = X1;
        LocalTrmm( LEFT, LOWER, NORMAL, diag, T(1), L11_STAR_STAR, X1_STAR_VR );
        X1 = X1_STAR_VR;

        L10_STAR_MC = L10;
        LocalGemm
        ( TRANSPOSE, TRANSPOSE, T(1), X0, L10_STAR_MC, D1Trans_MR_STAR );
        D1Trans_MR_MC.SumScatterFrom( D1Trans_MR_STAR );
        Zeros( D1, X1.Height(), X1.Width() );
        Transpose( D1Trans_MR_MC.Matrix(), D1.Matrix() );
        Axpy( T(1), D1, X1 );
        //--------------------------------------------------------------------//
        D1.FreeAlignments();
        D1Trans_MR_MC.FreeAlignments();
        D1Trans_MR_STAR.FreeAlignments();
        L10_STAR_MC.FreeAlignments();

        SlideLockedPartitionUpDiagonal
        ( LTL, /**/ LTR,  L00, /**/ L01, L02,
         /*************/ /******************/
               /**/       L10, /**/ L11, L12, 
          LBL, /**/ LBR,  L20, /**/ L21, L22 );

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
}
예제 #5
0
파일: UN.hpp 프로젝트: jimgoo/Elemental
inline void
TrsvUN( UnitOrNonUnit diag, const DistMatrix<F>& U, DistMatrix<F>& x )
{
#ifndef RELEASE
    PushCallStack("internal::TrsvUN");
    if( U.Grid() != x.Grid() )
        throw std::logic_error("{U,x} must be distributed over the same grid");
    if( U.Height() != U.Width() )
        throw std::logic_error("U must be square");
    if( x.Width() != 1 && x.Height() != 1 )
        throw std::logic_error("x must be a vector");
    const int xLength = ( x.Width() == 1 ? x.Height() : x.Width() );
    if( U.Width() != xLength )
        throw std::logic_error("Nonconformal TrsvUN");
#endif
    const Grid& g = U.Grid();

    if( x.Width() == 1 )
    {
        // Matrix views 
        DistMatrix<F> U01(g),
                      U11(g);
        DistMatrix<F> 
            xT(g),  x0(g),
            xB(g),  x1(g),
                    x2(g);

        // Temporary distributions
        DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
        DistMatrix<F,STAR,STAR> x1_STAR_STAR(g);
        DistMatrix<F,MR,  STAR> x1_MR_STAR(g);
        DistMatrix<F,MC,  STAR> z_MC_STAR(g);

        // Views of z[MC,* ], which will store updates to x
        DistMatrix<F,MC,STAR> z0_MC_STAR(g),
                              z1_MC_STAR(g);

        z_MC_STAR.AlignWith( U );
        Zeros( x.Height(), 1, z_MC_STAR );

        // Start the algorithm
        PartitionUp
        ( x, xT,
             xB, 0 );
        while( xT.Height() > 0 )
        {
            RepartitionUp
            ( xT,  x0,
                   x1,
             /**/ /**/
              xB,  x2 );

            const int n0 = x0.Height();
            const int n1 = x1.Height();
            LockedView( U01, U, 0,  n0, n0, n1 );
            LockedView( U11, U, n0, n0, n1, n1 );
            View( z0_MC_STAR, z_MC_STAR, 0,  0, n0, 1 );
            View( z1_MC_STAR, z_MC_STAR, n0, 0, n1, 1 );

            x1_MR_STAR.AlignWith( U01 );
            //----------------------------------------------------------------//
            if( x2.Height() != 0 )
                x1.SumScatterUpdate( F(1), z1_MC_STAR );

            x1_STAR_STAR = x1;
            U11_STAR_STAR = U11;
            Trsv
            ( UPPER, NORMAL, diag,
              U11_STAR_STAR.LockedLocalMatrix(),
              x1_STAR_STAR.LocalMatrix() );
            x1 = x1_STAR_STAR;

            x1_MR_STAR = x1_STAR_STAR;
            Gemv
            ( NORMAL, F(-1), 
              U01.LockedLocalMatrix(), 
              x1_MR_STAR.LockedLocalMatrix(),
              F(1), z0_MC_STAR.LocalMatrix() );
            //----------------------------------------------------------------//
            x1_MR_STAR.FreeAlignments();

            SlidePartitionUp
            ( xT,  x0,
             /**/ /**/
                   x1,
              xB,  x2 );
        }
    }
    else
    {
        // Matrix views 
        DistMatrix<F> U01(g),
                      U11(g);
        DistMatrix<F> 
            xL(g), xR(g),
            x0(g), x1(g), x2(g);

        // Temporary distributions
        DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
        DistMatrix<F,STAR,STAR> x1_STAR_STAR(g);
        DistMatrix<F,STAR,MR  > x1_STAR_MR(g);
        DistMatrix<F,MC,  MR  > z1(g);
        DistMatrix<F,MR,  MC  > z1_MR_MC(g);
        DistMatrix<F,STAR,MC  > z_STAR_MC(g);

        // Views of z[* ,MC]
        DistMatrix<F,STAR,MC>  z0_STAR_MC(g),
                               z1_STAR_MC(g);

        z_STAR_MC.AlignWith( U );
        Zeros( 1, x.Width(), z_STAR_MC );

        // Start the algorithm
        PartitionLeft( x,  xL, xR, 0 );
        while( xL.Width() > 0 )
        {
            RepartitionLeft
            ( xL,     /**/ xR,
              x0, x1, /**/ x2 );

            const int n0 = x0.Width();
            const int n1 = x1.Width();
            LockedView( U01, U, 0,  n0, n0, n1 );
            LockedView( U11, U, n0, n0, n1, n1 );
            View( z0_STAR_MC, z_STAR_MC, 0, 0,  1, n0 );
            View( z1_STAR_MC, z_STAR_MC, 0, n0, 1, n1 );

            x1_STAR_MR.AlignWith( U01 );
            z1.AlignWith( x1 );
            //----------------------------------------------------------------//
            if( x2.Width() != 0 )
            {
                z1_MR_MC.SumScatterFrom( z1_STAR_MC );
                z1 = z1_MR_MC;
                Axpy( F(1), z1, x1 );
            }

            x1_STAR_STAR = x1;
            U11_STAR_STAR = U11;
            Trsv
            ( UPPER, NORMAL, diag,
              U11_STAR_STAR.LockedLocalMatrix(),
              x1_STAR_STAR.LocalMatrix() );
            x1 = x1_STAR_STAR;

            x1_STAR_MR = x1_STAR_STAR;
            Gemv
            ( NORMAL, F(-1), 
              U01.LockedLocalMatrix(), 
              x1_STAR_MR.LockedLocalMatrix(),
              F(1), z0_STAR_MC.LocalMatrix() );
            //----------------------------------------------------------------//
            x1_STAR_MR.FreeAlignments();
            z1.FreeAlignments(); 

            SlidePartitionLeft
            ( xL, /**/ xR,
              x0, /**/ x1, x2 );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #6
0
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 );
    }
}
예제 #7
0
파일: FoxLi.cpp 프로젝트: timwee/Elemental
void FoxLi( ElementalMatrix<Complex<Real>>& APre, Int n, Real omega )
{
    DEBUG_CSE
    typedef Complex<Real> C;
    const Real pi = 4*Atan( Real(1) );
    const C phi = Sqrt( C(0,omega/pi) ); 

    DistMatrixWriteProxy<C,C,MC,MR> AProx( APre );
    auto& A = AProx.Get();
    
    // Compute Gauss quadrature points and weights
    const Grid& g = A.Grid();
    DistMatrix<Real,VR,STAR> d(g), e(g); 
    Zeros( d, n, 1 );
    e.Resize( n-1, 1 );
    auto& eLoc = e.Matrix();
    for( Int iLoc=0; iLoc<e.LocalHeight(); ++iLoc )
    {
        const Int i = e.GlobalRow(iLoc);
        const Real betaInv = 2*Sqrt(1-Pow(i+Real(1),-2)/4);
        eLoc(iLoc) = 1/betaInv;
    }
    DistMatrix<Real,VR,STAR> x(g);
    DistMatrix<Real,STAR,VR> Z(g);
    HermitianTridiagEig( d, e, x, Z, UNSORTED );
    auto z = Z( IR(0), ALL );
    DistMatrix<Real,STAR,VR> sqrtWeights( z );
    auto& sqrtWeightsLoc = sqrtWeights.Matrix();
    for( Int jLoc=0; jLoc<sqrtWeights.LocalWidth(); ++jLoc )
        sqrtWeightsLoc(0,jLoc) = Sqrt(Real(2))*Abs(sqrtWeightsLoc(0,jLoc));
    herm_eig::Sort( x, sqrtWeights, ASCENDING );

    // Form the integral operator
    A.Resize( n, n );
    DistMatrix<Real,MC,STAR> x_MC( A.Grid() );
    DistMatrix<Real,MR,STAR> x_MR( A.Grid() );
    x_MC.AlignWith( A ); 
    x_MR.AlignWith( A );
    x_MC = x;
    x_MR = x;
    auto& ALoc = A.Matrix();
    auto& x_MCLoc = x_MC.Matrix();
    auto& x_MRLoc = x_MR.Matrix();
    for( Int jLoc=0; jLoc<A.LocalWidth(); ++jLoc )
    {
        for( Int iLoc=0; iLoc<A.LocalHeight(); ++iLoc )
        {
            const Real diff = x_MCLoc(iLoc)-x_MRLoc(jLoc);
            const Real theta = -omega*Pow(diff,2);
            const Real realPart = Cos(theta);
            const Real imagPart = Sin(theta);
            ALoc(iLoc,jLoc) = phi*C(realPart,imagPart);
        }
    }

    // Apply the weighting
    DistMatrix<Real,VR,STAR> sqrtWeightsTrans(g);
    Transpose( sqrtWeights, sqrtWeightsTrans );
    DiagonalScale( LEFT, NORMAL, sqrtWeightsTrans, A );
    DiagonalScale( RIGHT, NORMAL, sqrtWeightsTrans, A );
}
예제 #8
0
void IPM
( const DistSparseMatrix<Real>& A,
  const DistMultiVec<Real>& b, 
        Real lambda,
        DistMultiVec<Real>& x,
  const qp::affine::Ctrl<Real>& ctrl )
{
    DEBUG_CSE
    const Int m = A.Height();
    const Int n = A.Width();
    mpi::Comm comm = A.Comm();
    DistSparseMatrix<Real> Q(comm), AHat(comm), G(comm);
    DistMultiVec<Real> c(comm), h(comm);

    // Q := | 0 0 0 |
    //      | 0 0 0 |
    //      | 0 0 I |
    // ==============
    Zeros( Q, 2*n+m, 2*n+m );
    {
        Int numLocalUpdates = 0;
        for( Int iLoc=0; iLoc<Q.LocalHeight(); ++iLoc )
            if( Q.GlobalRow(iLoc) >= 2*n )
                ++numLocalUpdates;
        Q.Reserve( numLocalUpdates );
        for( Int iLoc=0; iLoc<Q.LocalHeight(); ++iLoc )
            if( Q.GlobalRow(iLoc) >= 2*n )
                Q.QueueLocalUpdate( iLoc, Q.GlobalRow(iLoc), Real(1) );
        Q.ProcessLocalQueues();
    }

    // c := lambda*[1;1;0]
    // ===================
    Zeros( c, 2*n+m, 1 );
    auto& cLoc = c.Matrix();
    for( Int iLoc=0; iLoc<c.LocalHeight(); ++iLoc )
        if( c.GlobalRow(iLoc) < 2*n )
            cLoc(iLoc) = lambda;

    // \hat A := [A, -A, I]
    // ====================
    // NOTE: Since A and \hat A are the same height and each distributed within
    //       columns, it is possible to form \hat A from A without communication
    const Int numLocalEntriesA = A.NumLocalEntries();
    Zeros( AHat, m, 2*n+m );
    AHat.Reserve( 2*numLocalEntriesA+AHat.LocalHeight() );
    for( Int e=0; e<numLocalEntriesA; ++e )
    {
        AHat.QueueUpdate( A.Row(e), A.Col(e),    A.Value(e) );
        AHat.QueueUpdate( A.Row(e), A.Col(e)+n, -A.Value(e) );
    }
    for( Int iLoc=0; iLoc<AHat.LocalHeight(); ++iLoc )
    {
        const Int i = AHat.GlobalRow(iLoc);
        AHat.QueueLocalUpdate( iLoc, i+2*n, Real(1) );
    }
    AHat.ProcessLocalQueues();

    // G := | -I  0 0 |
    //      |  0 -I 0 |
    // ================
    Zeros( G, 2*n, 2*n+m );
    G.Reserve( G.LocalHeight() );
    for( Int iLoc=0; iLoc<G.LocalHeight(); ++iLoc )
    {
        const Int i = G.GlobalRow(iLoc);
        G.QueueLocalUpdate( iLoc, i, Real(-1) );
    }
    G.ProcessLocalQueues();

    // h := 0
    // ======
    Zeros( h, 2*n, 1 );

    // Solve the affine QP
    // ===================
    DistMultiVec<Real> xHat(comm), y(comm), z(comm), s(comm);
    QP( Q, AHat, G, b, c, h, xHat, y, z, s, ctrl );

    // x := u - v
    // ==========
    Zeros( x, n, 1 );
    Int numRemoteUpdates = 0;
    for( Int iLoc=0; iLoc<xHat.LocalHeight(); ++iLoc )
        if( xHat.GlobalRow(iLoc) < 2*n )
            ++numRemoteUpdates; 
        else
            break;
    x.Reserve( numRemoteUpdates );
    auto& xHatLoc = xHat.LockedMatrix();
    for( Int iLoc=0; iLoc<xHat.LocalHeight(); ++iLoc )
    {
        const Int i = xHat.GlobalRow(iLoc);
        if( i < n )
            x.QueueUpdate( i, 0, xHatLoc(iLoc) );
        else if( i < 2*n )
            x.QueueUpdate( i-n, 0, -xHatLoc(iLoc) );
        else
            break;
    }
    x.ProcessQueues();
}
예제 #9
0
파일: RLHF.hpp 프로젝트: mcg1969/Elemental
inline void
RLHF
( int offset, 
  const DistMatrix<R>& H,
        DistMatrix<R>& A )
{
#ifndef RELEASE
    PushCallStack("apply_packed_reflectors::RLHF");
    if( H.Grid() != A.Grid() )
        throw std::logic_error("{H,A} must be distributed over the same grid");
    if( offset > 0 || offset < -H.Width() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Width() )
        throw std::logic_error
        ("Width of transforms must equal width of target matrix");
#endif
    const Grid& g = H.Grid();

    DistMatrix<R>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g), HPanCopy(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<R> ALeft(g);

    DistMatrix<R,STAR,VR  > HPan_STAR_VR(g);
    DistMatrix<R,STAR,MR  > HPan_STAR_MR(g);
    DistMatrix<R,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<R,STAR,MC  > ZTrans_STAR_MC(g);
    DistMatrix<R,STAR,VC  > ZTrans_STAR_VC(g);

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanWidth = H10.Width() + H11.Width();
        const int HPanOffset = 
            std::min( H11.Height(), std::max(-offset-H00.Height(),0) );
        const int HPanHeight = H11.Height()-HPanOffset;
        LockedView
        ( HPan, H, H00.Height()+HPanOffset, 0, HPanHeight, HPanWidth );

        View( ALeft, A, 0, 0, A.Height(), HPanWidth );

        HPan_STAR_MR.AlignWith( ALeft );
        ZTrans_STAR_MC.AlignWith( ALeft );
        ZTrans_STAR_VC.AlignWith( ALeft );
        Zeros( HPan.Height(), ALeft.Height(), ZTrans_STAR_MC );
        Zeros( HPan.Height(), HPan.Height(), SInv_STAR_STAR );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, LOWER, offset, HPanCopy );
        SetDiagonal( RIGHT, offset, HPanCopy, R(1) );

        HPan_STAR_VR = HPanCopy;
        Syrk
        ( UPPER, NORMAL,
          R(1), HPan_STAR_VR.LockedMatrix(),
          R(0), SInv_STAR_STAR.Matrix() );
        SInv_STAR_STAR.SumOverGrid();
        HalveMainDiagonal( SInv_STAR_STAR );

        HPan_STAR_MR = HPan_STAR_VR;
        LocalGemm
        ( NORMAL, TRANSPOSE,
          R(1), HPan_STAR_MR, ALeft, R(0), ZTrans_STAR_MC );
        ZTrans_STAR_VC.SumScatterFrom( ZTrans_STAR_MC );

        LocalTrsm
        ( LEFT, UPPER, TRANSPOSE, NON_UNIT,
          R(1), SInv_STAR_STAR, ZTrans_STAR_VC );

        ZTrans_STAR_MC = ZTrans_STAR_VC;
        LocalGemm
        ( TRANSPOSE, NORMAL,
          R(-1), ZTrans_STAR_MC, HPan_STAR_MR, R(1), ALeft );
        //--------------------------------------------------------------------//
        HPan_STAR_MR.FreeAlignments();
        ZTrans_STAR_MC.FreeAlignments();
        ZTrans_STAR_VC.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #10
0
void LUMod
( Matrix<F>& A,
        Permutation& P, 
  const Matrix<F>& u,
  const Matrix<F>& v,
  bool conjugate,
  Base<F> tau )
{
    DEBUG_CSE
    typedef Base<F> Real;
    const Int m = A.Height();
    const Int n = A.Width();
    const Int minDim = Min(m,n);
    if( minDim != m )
        LogicError("It is assumed that height(A) <= width(A)");
    if( u.Height() != m || u.Width() != 1 )
        LogicError("u is expected to be a conforming column vector");
    if( v.Height() != n || v.Width() != 1 )
        LogicError("v is expected to be a conforming column vector");

    // w := inv(L) P u
    auto w( u );
    P.PermuteRows( w );
    Trsv( LOWER, NORMAL, UNIT, A, w );

    // Maintain an external vector for the temporary subdiagonal of U
    Matrix<F> uSub;
    Zeros( uSub, minDim-1, 1 );

    // Reduce w to a multiple of e0
    for( Int i=minDim-2; i>=0; --i )
    {
        // Decide if we should pivot the i'th and i+1'th rows of w
        const F lambdaSub = A(i+1,i);
        const F ups_ii = A(i,i); 
        const F omega_i = w(i);
        const F omega_ip1 = w(i+1);
        const Real rightTerm = Abs(lambdaSub*omega_i+omega_ip1);
        const bool pivot = ( Abs(omega_i) < tau*rightTerm );

        const Range<Int> indi( i, i+1 ),
                         indip1( i+1, i+2 ),
                         indB( i+2, m ),
                         indR( i+1, n );

        auto lBi   = A( indB,   indi   );
        auto lBip1 = A( indB,   indip1 );
        auto uiR   = A( indi,   indR   );
        auto uip1R = A( indip1, indR   );

        if( pivot )
        {
            // P := P_i P
            P.Swap( i, i+1 );

            // Simultaneously perform 
            //   U := P_i U and
            //   L := P_i L P_i^T
            //
            // Then update
            //     L := L T_{i,L}^{-1},
            //     U := T_{i,L} U, 
            //     w := T_{i,L} P_i w,
            // where T_{i,L} is the Gauss transform which zeros (P_i w)_{i+1}.
            // 
            // More succinctly,
            //     gamma    := w(i) / w(i+1),
            //     w(i)     := w(i+1), 
            //     w(i+1)   := 0,
            //     L(:,i)   += gamma L(:,i+1),
            //     U(i+1,:) -= gamma U(i,:).
            const F gamma = omega_i / omega_ip1;
            const F lambda_ii = F(1) + gamma*lambdaSub;
            A(i,  i) = gamma;
            A(i+1,i) = 0;

            auto lBiCopy = lBi;
            Swap( NORMAL, lBi, lBip1 );
            Axpy( gamma, lBiCopy, lBi );

            auto uip1RCopy = uip1R;
            RowSwap( A, i, i+1 );
            Axpy( -gamma, uip1RCopy, uip1R );

            // Force L back to *unit* lower-triangular form via the transform
            //     L := L T_{i,U}^{-1} D^{-1}, 
            // where D is diagonal and responsible for forcing L(i,i) and 
            // L(i+1,i+1) back to 1. The effect on L is:
            //     eta       := L(i,i+1)/L(i,i),
            //     L(:,i+1)  -= eta L(:,i),
            //     delta_i   := L(i,i),
            //     delta_ip1 := L(i+1,i+1),
            //     L(:,i)   /= delta_i,
            //     L(:,i+1) /= delta_ip1,
            // while the effect on U is
            //     U(i,:)   += eta U(i+1,:)
            //     U(i,:)   *= delta_i,
            //     U(i+1,:) *= delta_{i+1},
            // and the effect on w is
            //     w(i) *= delta_i.
            const F eta = lambdaSub/lambda_ii;
            const F delta_i = lambda_ii;
            const F delta_ip1 = F(1) - eta*gamma;

            Axpy( -eta, lBi, lBip1 );
            A(i+1,i) = gamma/delta_i;
            lBi   *= F(1)/delta_i;
            lBip1 *= F(1)/delta_ip1;

            A(i,i) = eta*ups_ii*delta_i;
            Axpy( eta, uip1R, uiR );
            uiR   *= delta_i;
            uip1R *= delta_ip1;
            uSub(i) = ups_ii*delta_ip1;

            // Finally set w(i)
            w(i) = omega_ip1*delta_i;
        }
        else
        {
            // Update
            //     L := L T_{i,L}^{-1},
            //     U := T_{i,L} U, 
            //     w := T_{i,L} w,
            // where T_{i,L} is the Gauss transform which zeros w_{i+1}.
            // 
            // More succinctly,
            //     gamma    := w(i+1) / w(i),
            //     L(:,i)   += gamma L(:,i+1),
            //     U(i+1,:) -= gamma U(i,:),
            //     w(i+1)   := 0.
            const F gamma = omega_ip1 / omega_i;
            A(i+1,i) += gamma;
            Axpy(  gamma, lBip1, lBi );
            Axpy( -gamma, uiR, uip1R );
            uSub(i) = -gamma*ups_ii;
        }
    }

    // Add the modified w v' into U
    {
        auto a0 = A( IR(0), ALL );
        const F omega_0 = w(0); 
        Matrix<F> vTrans;
        Transpose( v, vTrans, conjugate );
        Axpy( omega_0, vTrans, a0 );
    }

    // Transform U from upper-Hessenberg to upper-triangular form
    for( Int i=0; i<minDim-1; ++i ) 
    {
        // Decide if we should pivot the i'th and i+1'th rows U
        const F lambdaSub = A(i+1,i);
        const F ups_ii = A(i,i);
        const F ups_ip1i = uSub(i);
        const Real rightTerm = Abs(lambdaSub*ups_ii+ups_ip1i);
        const bool pivot = ( Abs(ups_ii) < tau*rightTerm );

        const Range<Int> indi( i, i+1 ),
                         indip1( i+1, i+2 ),
                         indB( i+2, m ),
                         indR( i+1, n );

        auto lBi   = A( indB,   indi   );
        auto lBip1 = A( indB,   indip1 );
        auto uiR   = A( indi,   indR   );
        auto uip1R = A( indip1, indR   );

        if( pivot )
        {
            // P := P_i P
            P.Swap( i, i+1 );

            // Simultaneously perform 
            //   U := P_i U and
            //   L := P_i L P_i^T
            //
            // Then update
            //     L := L T_{i,L}^{-1},
            //     U := T_{i,L} U, 
            // where T_{i,L} is the Gauss transform which zeros U(i+1,i).
            // 
            // More succinctly,
            //     gamma    := U(i+1,i) / U(i,i),
            //     L(:,i)   += gamma L(:,i+1),
            //     U(i+1,:) -= gamma U(i,:).
            const F gamma = ups_ii / ups_ip1i;
            const F lambda_ii = F(1) + gamma*lambdaSub;
            A(i+1,i) = ups_ip1i;
            A(i,  i) = gamma;

            auto lBiCopy = lBi;
            Swap( NORMAL, lBi, lBip1 );
            Axpy( gamma, lBiCopy, lBi );

            auto uip1RCopy = uip1R;
            RowSwap( A, i, i+1 );
            Axpy( -gamma, uip1RCopy, uip1R );

            // Force L back to *unit* lower-triangular form via the transform
            //     L := L T_{i,U}^{-1} D^{-1}, 
            // where D is diagonal and responsible for forcing L(i,i) and 
            // L(i+1,i+1) back to 1. The effect on L is:
            //     eta       := L(i,i+1)/L(i,i),
            //     L(:,i+1)  -= eta L(:,i),
            //     delta_i   := L(i,i),
            //     delta_ip1 := L(i+1,i+1),
            //     L(:,i)   /= delta_i,
            //     L(:,i+1) /= delta_ip1,
            // while the effect on U is
            //     U(i,:)   += eta U(i+1,:)
            //     U(i,:)   *= delta_i,
            //     U(i+1,:) *= delta_{i+1}.
            const F eta = lambdaSub/lambda_ii;
            const F delta_i = lambda_ii;
            const F delta_ip1 = F(1) - eta*gamma;

            Axpy( -eta, lBi, lBip1 );
            A(i+1,i) = gamma/delta_i;
            lBi   *= F(1)/delta_i;
            lBip1 *= F(1)/delta_ip1;

            A(i,i) = ups_ip1i*delta_i;
            Axpy( eta, uip1R, uiR );
            uiR   *= delta_i;
            uip1R *= delta_ip1;
        }
        else
        {
            // Update
            //     L := L T_{i,L}^{-1},
            //     U := T_{i,L} U, 
            // where T_{i,L} is the Gauss transform which zeros U(i+1,i).
            // 
            // More succinctly,
            //     gamma    := U(i+1,i)/ U(i,i),
            //     L(:,i)   += gamma L(:,i+1),
            //     U(i+1,:) -= gamma U(i,:).
            const F gamma = ups_ip1i / ups_ii;
            A(i+1,i) += gamma;
            Axpy(  gamma, lBip1, lBi );
            Axpy( -gamma, uiR, uip1R );
        }
    }
}
예제 #11
0
void IPM
( const SparseMatrix<Real>& A,
  const Matrix<Real>& b, 
        Real lambda,
        Matrix<Real>& x,
  const qp::affine::Ctrl<Real>& ctrl )
{
    DEBUG_CSE
    const Int m = A.Height();
    const Int n = A.Width();
    const Range<Int> uInd(0,n), vInd(n,2*n), rInd(2*n,2*n+m);
    SparseMatrix<Real> Q, AHat, G;
    Matrix<Real> c, h;

    // Q := | 0 0 0 |
    //      | 0 0 0 |
    //      | 0 0 I |
    // ==============
    Zeros( Q, 2*n+m, 2*n+m );
    Q.Reserve( m );
    for( Int e=0; e<m; ++e )
        Q.QueueUpdate( 2*n+e, 2*n+e, Real(1) );
    Q.ProcessQueues();

    // c := lambda*[1;1;0]
    // ===================
    Zeros( c, 2*n+m, 1 );
    auto cuv = c( IR(0,2*n), ALL );
    Fill( cuv, lambda );

    // \hat A := [A, -A, I]
    // ====================
    const Int numEntriesA = A.NumEntries();
    Zeros( AHat, m, 2*n+m );
    AHat.Reserve( 2*numEntriesA+m );
    for( Int e=0; e<numEntriesA; ++e )
    {
        AHat.QueueUpdate( A.Row(e), A.Col(e),    A.Value(e) );
        AHat.QueueUpdate( A.Row(e), A.Col(e)+n, -A.Value(e) );
    }
    for( Int e=0; e<m; ++e )
        AHat.QueueUpdate( e, e+2*n, Real(1) );
    AHat.ProcessQueues();

    // G := | -I  0 0 |
    //      |  0 -I 0 |
    // ================
    Zeros( G, 2*n, 2*n+m );
    G.Reserve( 2*m );
    for( Int e=0; e<2*m; ++e )
        G.QueueUpdate( e, e, Real(-1) );
    G.ProcessQueues();

    // h := 0
    // ======
    Zeros( h, 2*n, 1 );

    // Solve the affine QP
    // ===================
    Matrix<Real> xHat, y, z, s;
    QP( Q, AHat, G, b, c, h, xHat, y, z, s, ctrl );

    // x := u - v
    // ==========
    x = xHat( uInd, ALL );
    x -= xHat( vInd, ALL );
}
예제 #12
0
파일: UVar5.hpp 프로젝트: jimgoo/Elemental
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
}
예제 #13
0
파일: TT.hpp 프로젝트: certik/Elemental
inline void
GemmTTA
( Orientation orientationOfA, 
  Orientation orientationOfB,
  T alpha, const DistMatrix<T>& A,
           const DistMatrix<T>& B,
  T beta,        DistMatrix<T>& C )
{
#ifndef RELEASE
    PushCallStack("internal::GemmTTA");
    if( A.Grid() != B.Grid() || B.Grid() != C.Grid() )
        throw std::logic_error
        ("{A,B,C} must be distributed over the same grid");
    if( orientationOfA == NORMAL || orientationOfB == NORMAL )
        throw std::logic_error
        ("GemmTTA expects A and B to be (Conjugate)Transposed");
    if( A.Width()  != C.Height() ||
        B.Height() != C.Width()  ||
        A.Height() != B.Width()    )
    {
        std::ostringstream msg;
        msg << "Nonconformal GemmTTA: \n"
            << "  A ~ " << A.Height() << " x " << A.Width() << "\n"
            << "  B ~ " << B.Height() << " x " << B.Width() << "\n"
            << "  C ~ " << C.Height() << " x " << C.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<T> BT(g),  B0(g),
                  BB(g),  B1(g),
                          B2(g);
    DistMatrix<T> CL(g), CR(g),
                  C0(g), C1(g), C2(g);

    // Temporary distributions
    DistMatrix<T,STAR,MC  > B1_STAR_MC(g);
    DistMatrix<T,MR,  STAR> D1_MR_STAR(g);
    DistMatrix<T,MR,  MC  > D1_MR_MC(g);
    DistMatrix<T> D1(g);

    B1_STAR_MC.AlignWith( A ); 
    D1_MR_STAR.AlignWith( A );  

    // Start the algorithm
    Scale( beta, C );
    LockedPartitionDown
    ( B, BT,
         BB, 0 );
    PartitionRight( C, CL, CR, 0 );
    while( BB.Height() > 0 )
    {
        LockedRepartitionDown
        ( BT,  B0,
         /**/ /**/
               B1,
          BB,  B2 );

        RepartitionRight
        ( CL, /**/     CR,
          C0, /**/ C1, C2 );

        D1.AlignWith( C1 );  
        Zeros( C1.Height(), C1.Width(), D1_MR_STAR );
        //--------------------------------------------------------------------//
        B1_STAR_MC = B1; // B1[*,MC] <- B1[MC,MR]

        // D1[MR,*] := alpha (A[MC,MR])^T (B1[*,MC])^T
        //           = alpha (A^T)[MR,MC] (B1^T)[MC,*]
        LocalGemm
        ( orientationOfA, orientationOfB, 
          alpha, A, B1_STAR_MC, T(0), D1_MR_STAR );

        // C1[MC,MR] += scattered & transposed D1[MR,*] summed over grid cols
        D1_MR_MC.SumScatterFrom( D1_MR_STAR );
        D1 = D1_MR_MC; 
        Axpy( T(1), D1, C1 );
        //--------------------------------------------------------------------//
        D1.FreeAlignments();
        
        SlideLockedPartitionDown
        ( BT,  B0,
               B1,
         /**/ /**/
          BB,  B2 );

        SlidePartitionRight
        ( CL,     /**/ CR,
          C0, C1, /**/ C2 ); 
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #14
0
파일: TT.hpp 프로젝트: certik/Elemental
inline void
GemmTTB
( Orientation orientationOfA, 
  Orientation orientationOfB,
  T alpha, const DistMatrix<T>& A,
           const DistMatrix<T>& B,
  T beta,        DistMatrix<T>& C )
{
#ifndef RELEASE
    PushCallStack("internal::GemmTTB");
    if( A.Grid() != B.Grid() || B.Grid() != C.Grid() )
        throw std::logic_error
        ("{A,B,C} must be distributed over the same grid");
    if( orientationOfA == NORMAL || orientationOfB == NORMAL )
        throw std::logic_error
        ("GemmTTB expects A and B to be (Conjugate)Transposed");
    if( A.Width()  != C.Height() ||
        B.Height() != C.Width()  ||
        A.Height() != B.Width()    )
    {
        std::ostringstream msg;
        msg << "Nonconformal GemmTTB: \n"
            << "  A ~ " << A.Height() << " x " << A.Width() << "\n"
            << "  B ~ " << B.Height() << " x " << B.Width() << "\n"
            << "  C ~ " << C.Height() << " x " << C.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<T> AL(g), AR(g),
                  A0(g), A1(g), A2(g);
    DistMatrix<T> CT(g),  C0(g),
                  CB(g),  C1(g),
                          C2(g);

    // Temporary distributions
    DistMatrix<T,VR,  STAR> A1_VR_STAR(g);
    DistMatrix<T,STAR,MR  > A1AdjOrTrans_STAR_MR(g);
    DistMatrix<T,STAR,MC  > D1_STAR_MC(g);
    DistMatrix<T,MR,  MC  > D1_MR_MC(g);
    DistMatrix<T> D1(g);

    A1_VR_STAR.AlignWith( B );
    A1AdjOrTrans_STAR_MR.AlignWith( B );
    D1_STAR_MC.AlignWith( B );

    // Start the algorithm 
    Scale( beta, C );
    LockedPartitionRight( A, AL, AR, 0 );
    PartitionDown
    ( C, CT,
         CB, 0 );
    while( AR.Width() > 0 )
    {
        LockedRepartitionRight
        ( AL, /**/     AR,
          A0, /**/ A1, A2 );
 
        RepartitionDown
        ( CT,  C0,
         /**/ /**/
               C1,
          CB,  C2 );

        D1.AlignWith( C1 );
        Zeros( C1.Height(), C1.Width(), D1_STAR_MC );
        //--------------------------------------------------------------------//
        A1_VR_STAR = A1;
        if( orientationOfA == ADJOINT )
            A1AdjOrTrans_STAR_MR.AdjointFrom( A1_VR_STAR );
        else
            A1AdjOrTrans_STAR_MR.TransposeFrom( A1_VR_STAR );
 
        // D1[*,MC] := alpha (A1[MR,*])^[T/H] (B[MC,MR])^[T/H]
        //           = alpha (A1^[T/H])[*,MR] (B^[T/H])[MR,MC]
        LocalGemm
        ( NORMAL, orientationOfB, 
          alpha, A1AdjOrTrans_STAR_MR, B, T(0), D1_STAR_MC );

        // C1[MC,MR] += scattered & transposed D1[*,MC] summed over grid rows
        D1_MR_MC.SumScatterFrom( D1_STAR_MC );
        D1 = D1_MR_MC; 
        Axpy( T(1), D1, C1 );
        //--------------------------------------------------------------------//
        D1.FreeAlignments();

        SlideLockedPartitionRight
        ( AL,     /**/ AR,
          A0, A1, /**/ A2 );

        SlidePartitionDown
        ( CT,  C0,
               C1,
         /**/ /**/
          CB,  C2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #15
0
파일: se2.hpp 프로젝트: catree/LATL
 SE2() : t(Zeros()) {}
예제 #16
0
파일: RLHF.hpp 프로젝트: mcg1969/Elemental
inline void
RLHF
( Conjugation conjugation, int offset, 
  const Matrix<Complex<R> >& H,
  const Matrix<Complex<R> >& t,
        Matrix<Complex<R> >& A )
{
#ifndef RELEASE
    PushCallStack("apply_packed_reflectors::RLHF");
    if( offset > 0 || offset < -H.Width() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Width() )
        throw std::logic_error
        ("Width of transforms must equal width of target matrix");
    if( t.Height() != H.DiagonalLength( offset ) )
        throw std::logic_error("t must be the same length as H's offset diag");
#endif
    typedef Complex<R> C;

    Matrix<C>
        HTL, HTR,  H00, H01, H02,  HPan, HPanCopy,
        HBL, HBR,  H10, H11, H12,
                   H20, H21, H22;
    Matrix<C> ALeft;
    Matrix<C>
        tT,  t0,
        tB,  t1,
             t2;

    Matrix<C> SInv, Z;

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    LockedPartitionDown
    ( t, tT,
         tB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanWidth = H10.Width() + H11.Width();
        const int HPanOffset = 
            std::min( H11.Height(), std::max(-offset-H00.Height(),0) );
        const int HPanHeight = H11.Height()-HPanOffset;
        LockedView
        ( HPan, H, H00.Height()+HPanOffset, 0, HPanHeight, HPanWidth );

        LockedRepartitionDown
        ( tT,  t0,
         /**/ /**/
               t1,
          tB,  t2, HPanHeight );

        View( ALeft, A, 0, 0, A.Height(), HPanWidth );

        Zeros( ALeft.Height(), HPan.Height(), Z );
        Zeros( HPan.Height(), HPan.Height(), SInv );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, LOWER, offset, HPanCopy );
        SetDiagonal( RIGHT, offset, HPanCopy, C(1) );

        Herk( UPPER, NORMAL, C(1), HPanCopy, C(0), SInv );
        FixDiagonal( conjugation, t1, SInv );

        Gemm( NORMAL, ADJOINT, C(1), ALeft, HPanCopy, C(0), Z );
        Trsm( RIGHT, UPPER, NORMAL, NON_UNIT, C(1), SInv, Z );
        Gemm( NORMAL, NORMAL, C(-1), Z, HPanCopy, C(1), ALeft );
        //--------------------------------------------------------------------//

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlideLockedPartitionDown
        ( tT,  t0,
               t1,
         /**/ /**/
          tB,  t2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #17
0
파일: se2.hpp 프로젝트: catree/LATL
 SE2(const SO2<Scalar>& R_)
     : t(Zeros()), R(R_){}
예제 #18
0
파일: RLHF.hpp 프로젝트: mcg1969/Elemental
inline void
RLHF
( Conjugation conjugation, int offset, 
  const DistMatrix<Complex<R> >& H,
  const DistMatrix<Complex<R>,MD,STAR>& t,
        DistMatrix<Complex<R> >& A )
{
#ifndef RELEASE
    PushCallStack("apply_packed_reflectors::RLHF");
    if( H.Grid() != t.Grid() || t.Grid() != A.Grid() )
        throw std::logic_error
        ("{H,t,A} must be distributed over the same grid");
    if( offset > 0 || offset < -H.Width() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Width() )
        throw std::logic_error
        ("Width of transforms must equal width of target matrix");
    if( t.Height() != H.DiagonalLength( offset ) )
        throw std::logic_error("t must be the same length as H's offset diag");
    if( !t.AlignedWithDiagonal( H, offset ) )
        throw std::logic_error("t must be aligned with H's 'offset' diagonal");
#endif
    typedef Complex<R> C;
    const Grid& g = H.Grid();

    DistMatrix<C>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g), HPanCopy(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<C> ALeft(g);
    DistMatrix<C,MD,STAR>
        tT(g),  t0(g),
        tB(g),  t1(g),
                t2(g);

    DistMatrix<C,STAR,VR  > HPan_STAR_VR(g);
    DistMatrix<C,STAR,MR  > HPan_STAR_MR(g);
    DistMatrix<C,STAR,STAR> t1_STAR_STAR(g);
    DistMatrix<C,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<C,STAR,MC  > ZAdj_STAR_MC(g);
    DistMatrix<C,STAR,VC  > ZAdj_STAR_VC(g);

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    LockedPartitionDown
    ( t, tT,
         tB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanWidth = H10.Width() + H11.Width();
        const int HPanOffset = 
            std::min( H11.Height(), std::max(-offset-H00.Height(),0) );
        const int HPanHeight = H11.Height()-HPanOffset;
        LockedView
        ( HPan, H, H00.Height()+HPanOffset, 0, HPanHeight, HPanWidth );

        LockedRepartitionDown
        ( tT,  t0,
         /**/ /**/
               t1,
          tB,  t2, HPanHeight );

        View( ALeft, A, 0, 0, A.Height(), HPanWidth );

        HPan_STAR_MR.AlignWith( ALeft );
        ZAdj_STAR_MC.AlignWith( ALeft );
        ZAdj_STAR_VC.AlignWith( ALeft );
        Zeros( HPan.Height(), ALeft.Height(), ZAdj_STAR_MC );
        Zeros( HPan.Height(), HPan.Height(), SInv_STAR_STAR );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, LOWER, offset, HPanCopy );
        SetDiagonal( RIGHT, offset, HPanCopy, C(1) );

        HPan_STAR_VR = HPanCopy;
        Herk
        ( UPPER, NORMAL,
          C(1), HPan_STAR_VR.LockedMatrix(),
          C(0), SInv_STAR_STAR.Matrix() );
        SInv_STAR_STAR.SumOverGrid();
        t1_STAR_STAR = t1;
        FixDiagonal( conjugation, t1_STAR_STAR, SInv_STAR_STAR );

        HPan_STAR_MR = HPan_STAR_VR;
        LocalGemm
        ( NORMAL, ADJOINT,
          C(1), HPan_STAR_MR, ALeft, C(0), ZAdj_STAR_MC );
        ZAdj_STAR_VC.SumScatterFrom( ZAdj_STAR_MC );

        LocalTrsm
        ( LEFT, UPPER, ADJOINT, NON_UNIT,
          C(1), SInv_STAR_STAR, ZAdj_STAR_VC );

        ZAdj_STAR_MC = ZAdj_STAR_VC;
        LocalGemm
        ( ADJOINT, NORMAL,
          C(-1), ZAdj_STAR_MC, HPan_STAR_MR, C(1), ALeft );
        //--------------------------------------------------------------------//
        HPan_STAR_MR.FreeAlignments();
        ZAdj_STAR_MC.FreeAlignments();
        ZAdj_STAR_VC.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlideLockedPartitionDown
        ( tT,  t0,
               t1,
         /**/ /**/
          tB,  t2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #19
0
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 );
    }
}
예제 #20
0
파일: RLHF.hpp 프로젝트: mcg1969/Elemental
inline void
RLHF( int offset, const Matrix<R>& H, Matrix<R>& A )
{
#ifndef RELEASE
    PushCallStack("apply_packed_reflectors::RLHF");
    if( offset > 0 || offset < -H.Width() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Width() )
        throw std::logic_error
        ("Width of transforms must equal width of target matrix");
#endif
    Matrix<R>
        HTL, HTR,  H00, H01, H02,  HPan, HPanCopy,
        HBL, HBR,  H10, H11, H12,
                   H20, H21, H22;
    Matrix<R> ALeft;

    Matrix<R> SInv, Z;

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanWidth = H10.Width() + H11.Width();
        const int HPanOffset = 
            std::min( H11.Height(), std::max(-offset-H00.Height(),0) );
        const int HPanHeight = H11.Height()-HPanOffset;
        LockedView
        ( HPan, H, H00.Height()+HPanOffset, 0, HPanHeight, HPanWidth );

        View( ALeft, A, 0, 0, A.Height(), HPanWidth );

        Zeros( ALeft.Height(), HPan.Height(), Z );
        Zeros( HPan.Height(), HPan.Height(), SInv );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, LOWER, offset, HPanCopy );
        SetDiagonal( RIGHT, offset, HPanCopy, R(1) );

        Syrk( UPPER, NORMAL, R(1), HPanCopy, R(0), SInv );
        HalveMainDiagonal( SInv );

        Gemm( NORMAL, TRANSPOSE, R(1), ALeft, HPanCopy, R(0), Z );
        Trsm( RIGHT, UPPER, NORMAL, NON_UNIT, R(1), SInv, Z );
        Gemm( NORMAL, NORMAL, R(-1), Z, HPanCopy, R(1), ALeft );
        //--------------------------------------------------------------------//

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #21
0
inline void
Symv
( UpperOrLower uplo,
  T alpha, const DistMatrix<T>& A,
           const DistMatrix<T>& x,
  T beta,        DistMatrix<T>& y,
  bool conjugate=false )
{
#ifndef RELEASE
    CallStackEntry entry("Symv");
    if( A.Grid() != x.Grid() || x.Grid() != y.Grid() )
        throw std::logic_error
        ("{A,x,y} must be distributed over the same grid");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( ( x.Width() != 1 && x.Height() != 1 ) ||
        ( y.Width() != 1 && y.Height() != 1 ) )
        throw std::logic_error("x and y are assumed to be vectors");
    const int xLength = ( x.Width()==1 ? x.Height() : x.Width() );
    const int yLength = ( y.Width()==1 ? y.Height() : y.Width() );
    if( A.Height() != xLength || A.Height() != yLength )
    {
        std::ostringstream msg;
        msg << "Nonconformal Symv: \n"
            << "  A ~ " << A.Height() << " x " << A.Width() << "\n"
            << "  x ~ " << x.Height() << " x " << x.Width() << "\n"
            << "  y ~ " << y.Height() << " x " << y.Width() << "\n";
        throw std::logic_error( msg.str() );
    }
#endif
    const Grid& g = A.Grid();

    if( x.Width() == 1 && y.Width() == 1 )
    {
        // Temporary distributions
        DistMatrix<T,MC,STAR> x_MC_STAR(g), z_MC_STAR(g);
        DistMatrix<T,MR,STAR> x_MR_STAR(g), z_MR_STAR(g);
        DistMatrix<T,MR,MC  > z_MR_MC(g);
        DistMatrix<T> z(g);

        // Begin the algoritm
        Scale( beta, y );
        x_MC_STAR.AlignWith( A );
        x_MR_STAR.AlignWith( A );
        z_MC_STAR.AlignWith( A );
        z_MR_STAR.AlignWith( A );
        z.AlignWith( y );
        Zeros( z_MC_STAR, y.Height(), 1 );
        Zeros( z_MR_STAR, y.Height(), 1 );
        //--------------------------------------------------------------------//
        x_MC_STAR = x;
        x_MR_STAR = x_MC_STAR;
        if( uplo == LOWER )
        {
            internal::LocalSymvColAccumulateL
            ( alpha, A, x_MC_STAR, x_MR_STAR, z_MC_STAR, z_MR_STAR, conjugate );
        }
        else
        {
            internal::LocalSymvColAccumulateU
            ( alpha, A, x_MC_STAR, x_MR_STAR, z_MC_STAR, z_MR_STAR, conjugate );
        }

        z_MR_MC.SumScatterFrom( z_MR_STAR );
        z = z_MR_MC;
        z.SumScatterUpdate( T(1), z_MC_STAR );
        Axpy( T(1), z, y );
        //--------------------------------------------------------------------//
        x_MC_STAR.FreeAlignments();
        x_MR_STAR.FreeAlignments();
        z_MC_STAR.FreeAlignments();
        z_MR_STAR.FreeAlignments();
        z.FreeAlignments();
    }
    else if( x.Width() == 1 )
    {
        // Temporary distributions
        DistMatrix<T,MC,STAR> x_MC_STAR(g), z_MC_STAR(g);
        DistMatrix<T,MR,STAR> x_MR_STAR(g), z_MR_STAR(g);
        DistMatrix<T,MR,MC  > z_MR_MC(g);
        DistMatrix<T> z(g), zTrans(g);

        // Begin the algoritm
        Scale( beta, y );
        x_MC_STAR.AlignWith( A );
        x_MR_STAR.AlignWith( A );
        z_MC_STAR.AlignWith( A );
        z_MR_STAR.AlignWith( A );
        z.AlignWith( y );
        z_MR_MC.AlignWith( y );
        Zeros( z_MC_STAR, y.Width(), 1 );
        Zeros( z_MR_STAR, y.Width(), 1 );
        //--------------------------------------------------------------------//
        x_MC_STAR = x;
        x_MR_STAR = x_MC_STAR;
        if( uplo == LOWER )
        {
            internal::LocalSymvColAccumulateL
            ( alpha, A, x_MC_STAR, x_MR_STAR, z_MC_STAR, z_MR_STAR, conjugate );
        }
        else
        {
            internal::LocalSymvColAccumulateU
            ( alpha, A, x_MC_STAR, x_MR_STAR, z_MC_STAR, z_MR_STAR, conjugate );
        }

        z.SumScatterFrom( z_MC_STAR );
        z_MR_MC = z;
        z_MR_MC.SumScatterUpdate( T(1), z_MR_STAR );
        Transpose( z_MR_MC, zTrans );
        Axpy( T(1), zTrans, y );
        //--------------------------------------------------------------------//
        x_MC_STAR.FreeAlignments();
        x_MR_STAR.FreeAlignments();
        z_MC_STAR.FreeAlignments();
        z_MR_STAR.FreeAlignments();
        z.FreeAlignments();
        z_MR_MC.FreeAlignments();
    }
    else if( y.Width() == 1 )
    {
        // Temporary distributions
        DistMatrix<T,STAR,MC> x_STAR_MC(g), z_STAR_MC(g);
        DistMatrix<T,STAR,MR> x_STAR_MR(g), z_STAR_MR(g);
        DistMatrix<T,MR,  MC> z_MR_MC(g);
        DistMatrix<T> z(g), zTrans(g);

        // Begin the algoritm
        Scale( beta, y );
        x_STAR_MC.AlignWith( A );
        x_STAR_MR.AlignWith( A );
        z_STAR_MC.AlignWith( A );
        z_STAR_MR.AlignWith( A );
        z.AlignWith( y );
        z_MR_MC.AlignWith( y );
        Zeros( z_STAR_MC, 1, y.Height() );
        Zeros( z_STAR_MR, 1, y.Height() );
        //--------------------------------------------------------------------//
        x_STAR_MR = x;
        x_STAR_MC = x_STAR_MR;
        if( uplo == LOWER )
        {
            internal::LocalSymvRowAccumulateL
            ( alpha, A, x_STAR_MC, x_STAR_MR, z_STAR_MC, z_STAR_MR, conjugate );
        }
        else
        {
            internal::LocalSymvRowAccumulateU
            ( alpha, A, x_STAR_MC, x_STAR_MR, z_STAR_MC, z_STAR_MR, conjugate );
        }

        z.SumScatterFrom( z_STAR_MR );
        z_MR_MC = z;
        z_MR_MC.SumScatterUpdate( T(1), z_STAR_MC );
        Transpose( z_MR_MC, zTrans );
        Axpy( T(1), zTrans, y );
        //--------------------------------------------------------------------//
        x_STAR_MC.FreeAlignments();
        x_STAR_MR.FreeAlignments();
        z_STAR_MC.FreeAlignments();
        z_STAR_MR.FreeAlignments();
        z.FreeAlignments();
        z_MR_MC.FreeAlignments();
    }
    else
    {
        // Temporary distributions
        DistMatrix<T,STAR,MC> x_STAR_MC(g), z_STAR_MC(g);
        DistMatrix<T,STAR,MR> x_STAR_MR(g), z_STAR_MR(g);
        DistMatrix<T,MR,  MC> z_MR_MC(g);
        DistMatrix<T> z(g);

        // Begin the algoritm
        Scale( beta, y );
        x_STAR_MC.AlignWith( A );
        x_STAR_MR.AlignWith( A );
        z_STAR_MC.AlignWith( A );
        z_STAR_MR.AlignWith( A );
        z.AlignWith( y );
        z_MR_MC.AlignWith( y );
        Zeros( z_STAR_MC, 1, y.Width() );
        Zeros( z_STAR_MR, 1, y.Width() );
        //--------------------------------------------------------------------//
        x_STAR_MR = x;
        x_STAR_MC = x_STAR_MR;
        if( uplo == LOWER )
        {
            internal::LocalSymvRowAccumulateL
            ( alpha, A, x_STAR_MC, x_STAR_MR, z_STAR_MC, z_STAR_MR, conjugate );
        }
        else
        {
            internal::LocalSymvRowAccumulateU
            ( alpha, A, x_STAR_MC, x_STAR_MR, z_STAR_MC, z_STAR_MR, conjugate );
        }

        z_MR_MC.SumScatterFrom( z_STAR_MC );
        z = z_MR_MC;
        z.SumScatterUpdate( T(1), z_STAR_MR );
        Axpy( T(1), z, y );
        //--------------------------------------------------------------------//
        x_STAR_MC.FreeAlignments();
        x_STAR_MR.FreeAlignments();
        z_STAR_MC.FreeAlignments();
        z_STAR_MR.FreeAlignments();
        z.FreeAlignments();
        z_MR_MC.FreeAlignments();
    }
}
예제 #22
0
inline void
RUVF
( Conjugation conjugation, Int offset, 
  const DistMatrix<F>& H, const DistMatrix<F,MD,STAR>& t, DistMatrix<F>& A )
{
#ifndef RELEASE
    CallStackEntry cse("apply_packed_reflectors::RUVF");
    if( H.Grid() != t.Grid() || t.Grid() != A.Grid() )
        LogicError("{H,t,A} must be distributed over the same grid");
    // TODO: Proper dimension checks
    if( t.Height() != H.DiagonalLength(offset) )
        LogicError("t must be the same length as H's offset diag");
    if( !t.AlignedWithDiagonal( H, offset ) )
        LogicError("t must be aligned with H's 'offset' diagonal");
#endif
    const Grid& g = H.Grid();
    DistMatrix<F>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g), HPanCopy(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<F> ALeft(g);
    DistMatrix<F,MD,STAR>
        tT(g),  t0(g),
        tB(g),  t1(g),
                t2(g);

    DistMatrix<F,VC,  STAR> HPan_VC_STAR(g);
    DistMatrix<F,MR,  STAR> HPan_MR_STAR(g);
    DistMatrix<F,STAR,STAR> t1_STAR_STAR(g);
    DistMatrix<F,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<F,STAR,MC  > ZAdj_STAR_MC(g);
    DistMatrix<F,STAR,VC  > ZAdj_STAR_VC(g);

    LockedPartitionDownOffsetDiagonal
    ( offset,
      H, HTL, HTR,
         HBL, HBR, 0 );
    LockedPartitionDown
    ( t, tT,
         tB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        LockedRepartitionDown
        ( tT,  t0,
         /**/ /**/
               t1,
          tB,  t2 );

        LockedView2x1( HPan, H01, H11 );
        View( ALeft, A, 0, 0, A.Height(), HPan.Height() );

        HPan_MR_STAR.AlignWith( ALeft );
        ZAdj_STAR_MC.AlignWith( ALeft );
        ZAdj_STAR_VC.AlignWith( ALeft );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( UPPER, HPanCopy, 0, RIGHT );
        SetDiagonal( HPanCopy, F(1), 0, RIGHT );
 
        HPan_VC_STAR = HPanCopy;
        Zeros( SInv_STAR_STAR, HPan.Width(), HPan.Width() );
        Herk
        ( UPPER, ADJOINT, 
          F(1), HPan_VC_STAR.LockedMatrix(),
          F(0), SInv_STAR_STAR.Matrix() ); 
        SInv_STAR_STAR.SumOverGrid();
        t1_STAR_STAR = t1;
        FixDiagonal( conjugation, t1_STAR_STAR, SInv_STAR_STAR );

        HPan_MR_STAR = HPan_VC_STAR;
        LocalGemm( ADJOINT, ADJOINT, F(1), HPan_MR_STAR, ALeft, ZAdj_STAR_MC );
        ZAdj_STAR_VC.SumScatterFrom( ZAdj_STAR_MC );
        
        LocalTrsm
        ( LEFT, UPPER, ADJOINT, NON_UNIT, 
          F(1), SInv_STAR_STAR, ZAdj_STAR_VC );

        ZAdj_STAR_MC = ZAdj_STAR_VC;
        LocalGemm
        ( ADJOINT, ADJOINT, F(-1), ZAdj_STAR_MC, HPan_MR_STAR, F(1), ALeft );
        //--------------------------------------------------------------------//

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlideLockedPartitionDown
        ( tT,  t0,
               t1,
         /**/ /**/
          tB,  t2 );
    }
}
예제 #23
0
파일: LLT.hpp 프로젝트: mcg1969/Elemental
inline void
TrsmLLTSmall
( Orientation orientation, UnitOrNonUnit diag,
  F alpha, const DistMatrix<F,VC,STAR>& L, DistMatrix<F,VC,STAR>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmLLTSmall");
    if( L.Grid() != X.Grid() )
        throw std::logic_error
        ("L and X must be distributed over the same grid");
    if( orientation == NORMAL )
        throw std::logic_error("TrsmLLT expects a (Conjugate)Transpose option");
    if( L.Height() != L.Width() || L.Height() != X.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal TrsmLLT: \n"
            << "  L ~ " << L.Height() << " x " << L.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
    if( L.ColAlignment() != X.ColAlignment() )
        throw std::logic_error("L and X must be aligned");
#endif
    const Grid& g = L.Grid();

    // Matrix views
    DistMatrix<F,VC,STAR> 
        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);

    DistMatrix<F,VC,STAR> XT(g),  X0(g),
                          XB(g),  X1(g),
                                  X2(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,STAR,STAR> Z1_STAR_STAR(g);

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( L, LTL, LTR,
         LBL, LBR, 0 );
    PartitionUp
    ( X, XT,
         XB, 0 );
    while( XT.Height() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( LTL, /**/ LTR,  L00, L01, /**/ L02,
               /**/       L10, L11, /**/ L12,
         /*************/ /******************/
          LBL, /**/ LBR,  L20, L21, /**/ L22 );

        RepartitionUp
        ( XT,  X0,
               X1,
         /**/ /**/
          XB,  X2 ); 

        //--------------------------------------------------------------------//
        // X1 -= L21' X2
        Zeros( X1.Height(), X1.Width(), Z1_STAR_STAR );
        LocalGemm( orientation, NORMAL, F(-1), L21, X2, F(0), Z1_STAR_STAR );
        AddInLocalData( X1, Z1_STAR_STAR );
        Z1_STAR_STAR.SumOverGrid();

        // X1 := L11^-1 X1
        L11_STAR_STAR = L11;
        LocalTrsm
        ( LEFT, LOWER, orientation, diag, F(1), L11_STAR_STAR, Z1_STAR_STAR,
          checkIfSingular );
        X1 = Z1_STAR_STAR;
        //--------------------------------------------------------------------//

        SlideLockedPartitionUpDiagonal
        ( LTL, /**/ LTR,  L00, /**/ L01, L02,
         /*************/ /******************/
               /**/       L10, /**/ L11, L12,
          LBL, /**/ LBR,  L20, /**/ L21, L22 );

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #24
0
void Ones( DistSparseMatrix<T>& A, Int m, Int n )
{
    EL_DEBUG_CSE
    Zeros( A, m, n );
    Fill( A, T(1) );
}
예제 #25
0
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 );
    }
}
예제 #26
0
파일: LU.hpp 프로젝트: jimgoo/Elemental
inline void
HemmLUA
( T alpha, const DistMatrix<T>& A,
           const DistMatrix<T>& B,
  T beta,        DistMatrix<T>& C )
{
#ifndef RELEASE
    PushCallStack("internal::HemmLUA");
    if( A.Grid() != B.Grid() || B.Grid() != C.Grid() )
        throw std::logic_error
        ("{A,B,C} must be distributed over the same grid");
#endif
    const Grid& g = A.Grid();

    DistMatrix<T>
        BL(g), BR(g),
        B0(g), B1(g), B2(g);
    DistMatrix<T>
        CL(g), CR(g),
        C0(g), C1(g), C2(g);

    DistMatrix<T,MC,STAR> B1_MC_STAR(g);
    DistMatrix<T,VR,STAR> B1_VR_STAR(g);
    DistMatrix<T,STAR,MR> B1Adj_STAR_MR(g);
    DistMatrix<T,MC,STAR> Z1_MC_STAR(g);
    DistMatrix<T,MR,STAR> Z1_MR_STAR(g);
    DistMatrix<T,MR,MC  > Z1_MR_MC(g);
    DistMatrix<T> Z1(g);

    B1_MC_STAR.AlignWith( A );
    B1_VR_STAR.AlignWith( A );
    B1Adj_STAR_MR.AlignWith( A );
    Z1_MC_STAR.AlignWith( A );
    Z1_MR_STAR.AlignWith( A );

    Scale( beta, C );
    LockedPartitionRight
    ( B, BL, BR, 0 );
    PartitionRight
    ( C, CL, CR, 0 );
    while( CL.Width() < C.Width() )
    {
        LockedRepartitionRight
        ( BL, /**/ BR,
          B0, /**/ B1, B2 );

        RepartitionRight
        ( CL, /**/ CR,
          C0, /**/ C1, C2 );

        Z1.AlignWith( C1 );
        Zeros( C1.Height(), C1.Width(), Z1_MC_STAR );
        Zeros( C1.Height(), C1.Width(), Z1_MR_STAR );
        //--------------------------------------------------------------------//
        B1_MC_STAR = B1;
        B1_VR_STAR = B1_MC_STAR;
        B1Adj_STAR_MR.AdjointFrom( B1_VR_STAR );
        LocalSymmetricAccumulateLU
        ( ADJOINT,
          alpha, A, B1_MC_STAR, B1Adj_STAR_MR, Z1_MC_STAR, Z1_MR_STAR );

        Z1_MR_MC.SumScatterFrom( Z1_MR_STAR );
        Z1 = Z1_MR_MC;
        Z1.SumScatterUpdate( T(1), Z1_MC_STAR );
        Axpy( T(1), Z1, C1 );
        //--------------------------------------------------------------------//
        Z1.FreeAlignments();

        SlideLockedPartitionRight
        ( BL,     /**/ BR,
          B0, B1, /**/ B2 );

        SlidePartitionRight
        ( CL,     /**/ CR,
          C0, C1, /**/ C2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #27
0
파일: LUVF.hpp 프로젝트: certik/Elemental
inline void
ApplyPackedReflectorsLUVF
( int offset, 
  const DistMatrix<R>& H,
        DistMatrix<R>& A )
{
#ifndef RELEASE
    PushCallStack("internal::ApplyPackedReflectorsLUVF");
    if( H.Grid() != A.Grid() )
        throw std::logic_error("{H,A} must be distributed over the same grid");
    if( offset < 0 || offset > H.Height() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Height() )
        throw std::logic_error
        ("Width of transforms must equal height of target matrix");
#endif
    const Grid& g = H.Grid();

    DistMatrix<R>
        HTL(g), HTR(g),  H00(g), H01(g), H02(g),  HPan(g),
        HBL(g), HBR(g),  H10(g), H11(g), H12(g),
                         H20(g), H21(g), H22(g);
    DistMatrix<R>
        AT(g),  A0(g),  ATop(g),
        AB(g),  A1(g),
                A2(g);

    DistMatrix<R> HPanCopy(g);
    DistMatrix<R,VC,  STAR> HPan_VC_STAR(g);
    DistMatrix<R,MC,  STAR> HPan_MC_STAR(g);
    DistMatrix<R,STAR,STAR> SInv_STAR_STAR(g);
    DistMatrix<R,STAR,MR  > Z_STAR_MR(g);
    DistMatrix<R,STAR,VR  > Z_STAR_VR(g);

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    PartitionDown
    ( A, AT,
         AB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanHeight = H01.Height() + H11.Height();
        const int HPanOffset = 
            std::min( H11.Width(), std::max(offset-H00.Width(),0) );
        const int HPanWidth = H11.Width()-HPanOffset;
        HPan.LockedView( H, 0, H00.Width()+HPanOffset, HPanHeight, HPanWidth );

        RepartitionDown
        ( AT,  A0,
         /**/ /**/
               A1,
          AB,  A2 );

        ATop.View2x1( A0, 
                      A1 );

        HPan_MC_STAR.AlignWith( ATop );
        Z_STAR_MR.AlignWith( ATop );
        Z_STAR_VR.AlignWith( ATop );
        Zeros( HPan.Width(), ATop.Width(), Z_STAR_MR );
        Zeros( HPan.Width(), HPan.Width(), SInv_STAR_STAR );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, UPPER, offset, HPanCopy );
        SetDiagonalToOne( RIGHT, offset, HPanCopy );
        HPan_VC_STAR = HPanCopy;
        Syrk
        ( LOWER, TRANSPOSE, 
          R(1), HPan_VC_STAR.LockedLocalMatrix(),
          R(0), SInv_STAR_STAR.LocalMatrix() ); 
        SInv_STAR_STAR.SumOverGrid();
        HalveMainDiagonal( SInv_STAR_STAR );

        HPan_MC_STAR = HPanCopy;
        LocalGemm
        ( TRANSPOSE, NORMAL, R(1), HPan_MC_STAR, ATop, R(0), Z_STAR_MR );
        Z_STAR_VR.SumScatterFrom( Z_STAR_MR );
        
        LocalTrsm
        ( LEFT, LOWER, NORMAL, NON_UNIT, 
          R(1), SInv_STAR_STAR, Z_STAR_VR );

        Z_STAR_MR = Z_STAR_VR;
        LocalGemm( NORMAL, NORMAL, R(-1), HPan_MC_STAR, Z_STAR_MR, R(1), ATop );
        //--------------------------------------------------------------------//
        HPan_MC_STAR.FreeAlignments();
        Z_STAR_MR.FreeAlignments();
        Z_STAR_VR.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlidePartitionDown
        ( AT,  A0,
               A1,
         /**/ /**/
          AB,  A2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #28
0
void Ridge
( Orientation orientation,
  const Matrix<Field>& A,
  const Matrix<Field>& B,
        Base<Field> gamma,
        Matrix<Field>& X,
  RidgeAlg alg )
{
    EL_DEBUG_CSE

    const bool normal = ( orientation==NORMAL );
    const Int m = ( normal ? A.Height() : A.Width()  );
    const Int n = ( normal ? A.Width()  : A.Height() );
    if( orientation == TRANSPOSE && IsComplex<Field>::value )
        LogicError("Transpose version of complex Ridge not yet supported");

    if( m >= n )
    {
        Matrix<Field> Z;
        if( alg == RIDGE_CHOLESKY )
        {
            if( orientation == NORMAL )
                Herk( LOWER, ADJOINT, Base<Field>(1), A, Z );
            else
                Herk( LOWER, NORMAL, Base<Field>(1), A, Z );
            ShiftDiagonal( Z, Field(gamma*gamma) );
            Cholesky( LOWER, Z );
            if( orientation == NORMAL )
                Gemm( ADJOINT, NORMAL, Field(1), A, B, X );
            else
                Gemm( NORMAL, NORMAL, Field(1), A, B, X );
            cholesky::SolveAfter( LOWER, NORMAL, Z, X );
        }
        else if( alg == RIDGE_QR )
        {
            Zeros( Z, m+n, n );
            auto ZT = Z( IR(0,m),   IR(0,n) );
            auto ZB = Z( IR(m,m+n), IR(0,n) );
            if( orientation == NORMAL )
                ZT = A;
            else
                Adjoint( A, ZT );
            FillDiagonal( ZB, Field(gamma) );
            // NOTE: This QR factorization could exploit the upper-triangular
            //       structure of the diagonal matrix ZB
            qr::ExplicitTriang( Z );
            if( orientation == NORMAL )
                Gemm( ADJOINT, NORMAL, Field(1), A, B, X );
            else
                Gemm( NORMAL, NORMAL, Field(1), A, B, X );
            cholesky::SolveAfter( LOWER, NORMAL, Z, X );
        }
        else
        {
            Matrix<Field> U, V;
            Matrix<Base<Field>> s;
            if( orientation == NORMAL )
            {
                SVDCtrl<Base<Field>> ctrl;
                ctrl.overwrite = false;
                SVD( A, U, s, V, ctrl );
            }
            else
            {
                Matrix<Field> AAdj;
                Adjoint( A, AAdj );

                SVDCtrl<Base<Field>> ctrl;
                ctrl.overwrite = true;
                SVD( AAdj, U, s, V, ctrl );
            }
            auto sigmaMap =
              [=]( const Base<Field>& sigma )
              { return sigma / (sigma*sigma + gamma*gamma); };
            EntrywiseMap( s, MakeFunction(sigmaMap) );
            Gemm( ADJOINT, NORMAL, Field(1), U, B, X );
            DiagonalScale( LEFT, NORMAL, s, X );
            U = X;
            Gemm( NORMAL, NORMAL, Field(1), V, U, X );
        }
    }
    else
    {
        LogicError("This case not yet supported");
    }
}
예제 #29
0
파일: LUVF.hpp 프로젝트: certik/Elemental
inline void
ApplyPackedReflectorsLUVF
( int offset, const Matrix<R>& H, Matrix<R>& A )
{
#ifndef RELEASE
    PushCallStack("internal::ApplyPackedReflectorsLUVF");
    if( offset < 0 || offset > H.Height() )
        throw std::logic_error("Transforms out of bounds");
    if( H.Width() != A.Height() )
        throw std::logic_error
        ("Width of transforms must equal height of target matrix");
#endif
    Matrix<R>
        HTL, HTR,  H00, H01, H02,  HPan, HPanCopy,
        HBL, HBR,  H10, H11, H12,
                   H20, H21, H22;
    Matrix<R>
        AT,  A0,  ATop,
        AB,  A1,
             A2;

    Matrix<R> SInv, Z;

    LockedPartitionDownDiagonal
    ( H, HTL, HTR,
         HBL, HBR, 0 );
    PartitionDown
    ( A, AT,
         AB, 0 );
    while( HTL.Height() < H.Height() && HTL.Width() < H.Width() )
    {
        LockedRepartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, /**/ H01, H02,
         /*************/ /******************/
               /**/       H10, /**/ H11, H12,
          HBL, /**/ HBR,  H20, /**/ H21, H22 );

        const int HPanHeight = H01.Height() + H11.Height();
        const int HPanOffset = 
            std::min( H11.Width(), std::max(offset-H00.Width(),0) );
        const int HPanWidth = H11.Width()-HPanOffset;
        HPan.LockedView( H, 0, H00.Width()+HPanOffset, HPanHeight, HPanWidth );

        RepartitionDown
        ( AT,  A0,
         /**/ /**/
               A1,
          AB,  A2 );

        ATop.View2x1( A0, 
                      A1 );

        Zeros( HPan.Width(), ATop.Width(), Z );
        Zeros( HPan.Width(), HPan.Width(), SInv );
        //--------------------------------------------------------------------//
        HPanCopy = HPan;
        MakeTrapezoidal( RIGHT, UPPER, offset, HPanCopy );
        SetDiagonalToOne( RIGHT, offset, HPanCopy );
        Syrk( LOWER, TRANSPOSE, R(1), HPanCopy, R(0), SInv );
        HalveMainDiagonal( SInv );

        Gemm( TRANSPOSE, NORMAL, R(1), HPanCopy, ATop, R(0), Z );
        Trsm( LEFT, LOWER, NORMAL, NON_UNIT, R(1), SInv, Z );
        Gemm( NORMAL, NORMAL, R(-1), HPanCopy, Z, R(1), ATop );
        //--------------------------------------------------------------------//

        SlideLockedPartitionDownDiagonal
        ( HTL, /**/ HTR,  H00, H01, /**/ H02,
               /**/       H10, H11, /**/ H12,
         /*************/ /******************/
          HBL, /**/ HBR,  H20, H21, /**/ H22 );

        SlidePartitionDown
        ( AT,  A0,
               A1,
         /**/ /**/
          AB,  A2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
예제 #30
0
파일: NN.hpp 프로젝트: jimgoo/Elemental
inline void 
GemmNNDot
( T alpha, const DistMatrix<T>& A,
           const DistMatrix<T>& B,
  T beta,        DistMatrix<T>& C )
{
#ifndef RELEASE
    PushCallStack("internal::GemmNNDot");
    if( A.Grid() != B.Grid() || B.Grid() != C.Grid() )
        throw std::logic_error
        ("{A,B,C} must be distributed over the same grid");
    if( A.Height() != C.Height() ||
        B.Width()  != C.Width()  ||
        A.Width()  != B.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal GemmNNDot: \n"
            << "  A ~ " << A.Height() << " x " << A.Width() << "\n"
            << "  B ~ " << B.Height() << " x " << B.Width() << "\n"
            << "  C ~ " << C.Height() << " x " << C.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = A.Grid();

    if( A.Height() > B.Width() )
    {
        // Matrix views
        DistMatrix<T> AT(g), AB(g),
                      A0(g), A1(g), A2(g);         
        DistMatrix<T> BL(g),  B0(g),
                      BR(g),  B1(g),
                              B2(g);
        DistMatrix<T> CT(g), C0(g), C1L(g), C1R(g),
                      CB(g), C1(g), C10(g), C11(g), C12(g),
                             C2(g);

        // Temporary distributions
        DistMatrix<T,STAR,VC> A1_STAR_VC(g);
        DistMatrix<T,VC,STAR> B1_VC_STAR(g);
        DistMatrix<T,STAR,STAR> C11_STAR_STAR(g);

        // Star the algorithm
        Scale( beta, C );
        LockedPartitionDown
        ( A, AT,
             AB, 0 );
        PartitionDown
        ( C, CT,
             CB, 0 );
        while( AB.Height() > 0 )
        {
            LockedRepartitionDown
            ( AT,  A0,
             /**/ /**/
                   A1,
              AB,  A2 );

            RepartitionDown
            ( CT,  C0,
             /**/ /**/
                   C1,
              CB,  C2 );

            A1_STAR_VC = A1; 
            B1_VC_STAR.AlignWith( A1_STAR_VC );

            LockedPartitionRight( B, BL, BR, 0 );
            PartitionRight( C1, C1L, C1R, 0 );
            while( BR.Width() > 0 )
            {
                LockedRepartitionRight
                ( BL, /**/ BR,
                  B0, /**/ B1, B2 );

                RepartitionRight
                ( C1L, /**/ C1R,
                  C10, /**/ C11, C12 );

                Zeros( C11.Height(), C11.Width(), C11_STAR_STAR );
                //------------------------------------------------------------//
                B1_VC_STAR = B1;
                LocalGemm
                ( NORMAL, NORMAL, 
                  alpha, A1_STAR_VC, B1_VC_STAR, T(0), C11_STAR_STAR );
                C11.SumScatterUpdate( T(1), C11_STAR_STAR );
                //------------------------------------------------------------//

                SlideLockedPartitionRight
                ( BL,     /**/ BR,
                  B0, B1, /**/ B2 );

                SlidePartitionRight
                ( C1L,      /**/ C1R,
                  C10, C11, /**/ C12 );
            }
            B1_VC_STAR.FreeAlignments();

            SlideLockedPartitionDown
            ( AT,  A0,
                   A1,
             /**/ /**/
              AB,  A2 );

            SlidePartitionDown
            ( CT,  C0,
                   C1,
             /**/ /**/
              CB,  C2 );
        }
    }
    else
    {
        // Matrix views
        DistMatrix<T> AT(g), AB(g),
                      A0(g), A1(g), A2(g);         
        DistMatrix<T> BL(g),  B0(g),
                      BR(g),  B1(g),
                              B2(g);
        DistMatrix<T> 
            CL(g), CR(g),         C1T(g),  C01(g),
            C0(g), C1(g), C2(g),  C1B(g),  C11(g),
                                           C21(g);

        // Temporary distributions
        DistMatrix<T,STAR,VR> A1_STAR_VR(g);
        DistMatrix<T,VR,STAR> B1_VR_STAR(g);
        DistMatrix<T,STAR,STAR> C11_STAR_STAR(g);

        // Star the algorithm
        Scale( beta, C );
        LockedPartitionRight( B, BL, BR, 0 );
        PartitionRight( C, CL, CR, 0 );
        while( BR.Width() > 0 )
        {
            LockedRepartitionRight
            ( BL, /**/ BR,
              B0, /**/ B1, B2 );

            RepartitionRight
            ( CL, /**/ CR,
              C0, /**/ C1, C2 );

            B1_VR_STAR = B1;
            A1_STAR_VR.AlignWith( B1_VR_STAR );

            LockedPartitionDown
            ( A, AT,
                 AB, 0 );
            PartitionDown
            ( C1, C1T,
                  C1B, 0 );
            while( AB.Height() > 0 )
            {
                LockedRepartitionDown
                ( AT,  A0,
                 /**/ /**/
                       A1,
                  AB,  A2 );

                RepartitionDown
                ( C1T,  C01,
                 /***/ /***/
                        C11,
                  C1B,  C21 );

                Zeros( C11.Height(), C11.Width(), C11_STAR_STAR );
                //------------------------------------------------------------//
                A1_STAR_VR = A1;
                LocalGemm
                ( NORMAL, NORMAL, 
                  alpha, A1_STAR_VR, B1_VR_STAR, T(0), C11_STAR_STAR );
                C11.SumScatterUpdate( T(1), C11_STAR_STAR );
                //------------------------------------------------------------//

                SlideLockedPartitionDown
                ( AT,  A0,
                       A1,
                 /**/ /**/
                  AB,  A2 );

                SlidePartitionDown
                ( C1T,  C01,
                        C11,
                 /***/ /***/
                  C1B,  C21 );
            }
            A1_STAR_VR.FreeAlignments();

            SlideLockedPartitionRight
            ( BL,     /**/ BR,
              B0, B1, /**/ B2 ); 

            SlidePartitionRight
            ( CL,     /**/ CR,
              C0, C1, /**/ C2 );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}