Exemplo n.º 1
0
double Random::U01d ()
{
    double u;
    u = U01();
	u += U01() * fact;
	return (u < 1.0) ? u : (u - 1.0);
}
Exemplo n.º 2
0
	//-------------------------------------------------------------------------
	// Generate the next random number with extended (53 bits) precision.
	//
	double RngStream::U01d ()
	{
		double u;
		u = U01();
		if (anti) {
			// Don't forget that U01() returns 1 - u in the antithetic case
			u += (U01() - 1.0) * fact;
			return (u < 0.0) ? u + 1.0 : u;
		} else {
			u += U01() * fact;
			return (u < 1.0) ? u : (u - 1.0);
		}
	}
Exemplo n.º 3
0
static double U01d (RngStream g)
{
    double u;
    u = U01(g);
    if (g->Anti == 0) {
        u += U01(g) * fact;
        return (u < 1.0) ? u : (u - 1.0);
    } else {
        /* Don't forget that U01() returns 1 - u in the antithetic case */
        u += (U01(g) - 1.0) * fact;
        return (u < 0.0) ? u + 1.0 : u;
    }
}
Exemplo n.º 4
0
static double U01d (RngStream g)
   {
   double u;
   if (g->anti != 1)
      {
      u = U01(g) + U01(g) * invtwo24;
      return (u < 1.0) ? u : (u - 1.0);
      }
   else
      { 
      u = (U01(g) + (U01(g) - 1.0) * invtwo24);
      return (u < 0.0) ? u + 1.0 : u;
      }
   }
Exemplo n.º 5
0
// generates random number following exponential distribution
double randexp(double lambda)
/*
 * lambda: rate parameter of exponential distribution
 */
{
  return -log(1.0-U01()) / lambda;  
}
Exemplo n.º 6
0
	//-------------------------------------------------------------------------
	// Generate the next random number.
	//
	double RngStream::RandU01 ()
	{
	   if (incPrec)
		  return U01d();
	   else
		  return U01();
	}
Exemplo n.º 7
0
double Random::RandU01 ()
{
	if (incPrec)
		return U01d();
	else
		return U01();
}
Exemplo n.º 8
0
double RngStream_RandU01 (RngStream g)
{
    if (g->IncPrec)
        return U01d (g);
    else
        return U01 (g);
}
Exemplo n.º 9
0
// generate crossover distributions for that g such that oscillation condition holds true
void chiDist(unsigned long g)
{
  unsigned long h, i, k;
  double s;
  h = bar(g); 
  for(s = 0, k = 0; k < 1ul<<L; k++){               // through all possible haploids
    for(i = 0; i < 1ul<<L; i++){                    // all i in R
      if( k == (h&i) ){                             // check if k in bar(g)R
	Chi[k^g] = U01();
	Chi[k] = U01();
        s += Chi[k] + Chi[k^g];
	break;                                      // break search if match found in set bar(g)R
      }
    }
  }
  for(k = 0; k < 1ul<<L; k++){
    Chi[k] /= s;
  }
}
Exemplo n.º 10
0
// play CA1 event (us vs nature game for one group)
void event_CA1()
{
  int i, g;  
  // choose a group randomly
  g = rnd(G); 
  // play us vs nature game
  B = normal(Bo, Sigma_B);                                     // randomly choose Benefit B
  B = MAX(B,0);                                                // check if B is less than zero
  update_XP_CA1(g);                                            // updates group effort and probability of success of the group
  updateIndividualPayoffAfterProduction(g, 1, P[g]);           // update payoff of individuals in the group and of the group 
#if PUNISH
  punish(g);
#endif
  updateGroupPayoff(g);
  
  Tx = malloc( GS[g]*sizeof(double [TRAITS]));  
  Xmax  = malloc(GS[g]*sizeof(double));
  // get state of strategies before update
  for(i = 0; i < GS[g]; i++){
    Tx[i][0]   = x[g][i];
    Tx[i][1] = dxi[g][i];
    Tx[i][2] = dsi[g][i];  
    #if Accumulatedpayoff      
      Xmax[i] = pow( ( (1-Discount)*Api[g][i] + (1.0 + B*V[g][i]) )/C, I_Alpha );
    #else
      Xmax[i] = pow( (1.0 + B*V[g][i])/C, I_Alpha);                                 // upper bound of x at each role 
    #endif
  }  
#if PUNISH
  Lookup = malloc(2*(GS[g]-1)*sizeof(int[3]));                                     // allocate memory for lookup table  
  Lidx   = malloc(2*(GS[g]-1)*sizeof(int));
  #if FORESIGHT
    Strat = malloc(GS[g]*sizeof(double[TRAITS]));    
    FS = malloc(GS[g]*sizeof(double[TRAITS]));
    Lt = malloc(2*(GS[g]-1)*sizeof(int[3])); 
    Idx = malloc(2*(GS[g]-1)*sizeof(int));
  #endif
#endif  
  // update strategies of individual with probability Mu
  for(i = 0; i < GS[g]; i++){   // through every individual in the group
    if( U01() < Mu)          // if random number is less than Mu, then update strategy
      updateStrategy(g, i, 1, X0_Be);    // use quantal response approach to update strategy (each individual strategy is updated believing other individuals do not change)    
  }   
  free(Tx); free(Xmax);
#if PUNISH
  free(Lookup); free(Lidx);  
  #if FORESIGHT
    free(Strat); free(FS); free(Lt); free(Idx);    
  #endif
#endif  
}
Exemplo n.º 11
0
// generate mutation distributions for that g such that oscillation condition holds true 
void muDist(unsigned long g)
{
  unsigned long j, i;
  double s;
  for(s = 0, j = 0; j < (1ul<<L); j++){            // through all possible haploids
    i = g&j;                                       // assumes 32 bit maximum
    i ^= (i >> 16);
    i ^= (i >> 8);
    if(ones(i&255)&1){                              // if odd, assign random value
      Mu[j] = U01();
      s += Mu[j];
    }    
  }
  for(j = (1ul<<L); j--;){                          // normalize distribution so that sums up to 1
    Mu[j] /= s;
  }
}
Exemplo n.º 12
0
inline void
TrsmLUNLarge
( UnitOrNonUnit diag,
  F alpha, const DistMatrix<F>& U, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmLUNLarge");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);
    DistMatrix<F> XT(g),  X0(g),
                  XB(g),  X1(g),
                          X2(g);

    // Temporary distributions
    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,MR  > X1_STAR_MR(g);
    DistMatrix<F,STAR,VR  > X1_STAR_VR(g);

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionUp
    ( X, XT,
         XB, 0 );
    while( XT.Height() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( UTL, /**/ UTR,   U00, U01, /**/ U02,
               /**/        U10, U11, /**/ U12,
         /*************/  /******************/
          UBL, /**/ UBR,   U20, U21, /**/ U22 );

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

        U01_MC_STAR.AlignWith( X0 );
        X1_STAR_MR.AlignWith( X0 );
        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[MC,MR]
        X1_STAR_VR    = X1;  // X1[* ,VR] <- X1[MC,MR]
        
        // X1[* ,VR] := U11^-1[* ,* ] X1[* ,VR]
        LocalTrsm
        ( LEFT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, X1_STAR_VR,
          checkIfSingular );

        X1_STAR_MR  = X1_STAR_VR; // X1[* ,MR]  <- X1[* ,VR]
        X1          = X1_STAR_MR; // X1[MC,MR] <- X1[* ,MR]
        U01_MC_STAR = U01;        // U01[MC,* ] <- U01[MC,MR]

        // X0[MC,MR] -= U01[MC,* ] X1[* ,MR]
        LocalGemm( NORMAL, NORMAL, F(-1), U01_MC_STAR, X1_STAR_MR, F(1), X0 );
        //--------------------------------------------------------------------//
        U01_MC_STAR.FreeAlignments();
        X1_STAR_MR.FreeAlignments();

        SlideLockedPartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 13
0
inline void
TwoSidedTrsmUVar5
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& U )
{
#ifndef RELEASE
    PushCallStack("internal::TwoSidedTrsmUVar5");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( U.Height() != U.Width() )
        throw std::logic_error("Triangular matrices must be square");
    if( A.Height() != U.Height() )
        throw std::logic_error("A and U must be the same size");
#endif
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<F>
        ATL(g), ATR(g),  A00(g), A01(g), A02(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),
                         A20(g), A21(g), A22(g);
    DistMatrix<F>
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,MC  > A12_STAR_MC(g);
    DistMatrix<F,STAR,MR  > A12_STAR_MR(g);
    DistMatrix<F,STAR,VC  > A12_STAR_VC(g);
    DistMatrix<F,STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,MC  > U12_STAR_MC(g);
    DistMatrix<F,STAR,MR  > U12_STAR_MR(g);
    DistMatrix<F,STAR,VC  > U12_STAR_VC(g);
    DistMatrix<F,STAR,VR  > U12_STAR_VR(g);
    DistMatrix<F,STAR,VR  > Y12_STAR_VR(g);
    DistMatrix<F> Y12(g);

    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        A12_STAR_MC.AlignWith( A22 );
        A12_STAR_MR.AlignWith( A22 );
        A12_STAR_VC.AlignWith( A22 );
        A12_STAR_VR.AlignWith( A22 );
        U12_STAR_MC.AlignWith( A22 );
        U12_STAR_MR.AlignWith( A22 );
        U12_STAR_VC.AlignWith( A22 );
        U12_STAR_VR.AlignWith( A22 );
        Y12.AlignWith( A12 );
        Y12_STAR_VR.AlignWith( A12 );
        //--------------------------------------------------------------------//
        // A11 := inv(U11)' A11 inv(U11)
        U11_STAR_STAR = U11;
        A11_STAR_STAR = A11;
        LocalTwoSidedTrsm( UPPER, diag, A11_STAR_STAR, U11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // Y12 := A11 U12
        U12_STAR_VR = U12;
        Y12_STAR_VR.ResizeTo( A12.Height(), A12.Width() );
        Hemm
        ( LEFT, UPPER,
          F(1), A11_STAR_STAR.LocalMatrix(), U12_STAR_VR.LocalMatrix(),
          F(0), Y12_STAR_VR.LocalMatrix() );
        Y12 = Y12_STAR_VR;

        // A12 := inv(U11)' A12
        A12_STAR_VR = A12;
        LocalTrsm
        ( LEFT, UPPER, ADJOINT, diag, F(1), U11_STAR_STAR, A12_STAR_VR );
        A12 = A12_STAR_VR;

        // A12 := A12 - 1/2 Y12
        Axpy( F(-1)/F(2), Y12, A12 );

        // A22 := A22 - (A12' U12 + U12' A12)
        A12_STAR_VR = A12;
        A12_STAR_VC = A12_STAR_VR;
        U12_STAR_VC = U12_STAR_VR;
        A12_STAR_MC = A12_STAR_VC;
        U12_STAR_MC = U12_STAR_VC;
        A12_STAR_MR = A12_STAR_VR;
        U12_STAR_MR = U12_STAR_VR;
        LocalTrr2k
        ( UPPER, ADJOINT, ADJOINT,
          F(-1), U12_STAR_MC, A12_STAR_MR,
                 A12_STAR_MC, U12_STAR_MR,
          F(1), A22 );

        // A12 := A12 - 1/2 Y12
        Axpy( F(-1)/F(2), Y12, A12 );

        // A12 := A12 inv(U22)
        //
        // This is the bottleneck because A12 only has blocksize rows
        Trsm( RIGHT, UPPER, NORMAL, diag, F(1), U22, A12 );
        //--------------------------------------------------------------------//
        A12_STAR_MC.FreeAlignments();
        A12_STAR_MR.FreeAlignments();
        A12_STAR_VC.FreeAlignments();
        A12_STAR_VR.FreeAlignments();
        U12_STAR_MC.FreeAlignments();
        U12_STAR_MR.FreeAlignments();
        U12_STAR_VC.FreeAlignments();
        U12_STAR_VR.FreeAlignments();
        Y12.FreeAlignments();
        Y12_STAR_VR.FreeAlignments();

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 14
0
inline void
TwoSidedTrsmUVar4
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& U )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TwoSidedTrsmUVar4");
    if( A.Height() != A.Width() )
        LogicError("A must be square");
    if( U.Height() != U.Width() )
        LogicError("Triangular matrices must be square");
    if( A.Height() != U.Height() )
        LogicError("A and U must be the same size");
#endif
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<F>
        ATL(g), ATR(g),  A00(g), A01(g), A02(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),
                         A20(g), A21(g), A22(g);
    DistMatrix<F>
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    // Temporary distributions
    DistMatrix<F,VC,  STAR> A01_VC_STAR(g);
    DistMatrix<F,STAR,MC  > A01Trans_STAR_MC(g);
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,STAR,VC  > A12_STAR_VC(g);
    DistMatrix<F,STAR,MC  > A12_STAR_MC(g);
    DistMatrix<F,STAR,MR  > A12_STAR_MR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,MR,  STAR> U12Trans_MR_STAR(g);
    DistMatrix<F,VR,  STAR> U12Trans_VR_STAR(g);
    DistMatrix<F,STAR,VR  > U12_STAR_VR(g);
    DistMatrix<F,STAR,VC  > U12_STAR_VC(g);
    DistMatrix<F,STAR,MC  > U12_STAR_MC(g);
    DistMatrix<F,STAR,VR  > Y12_STAR_VR(g);

    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        A01_VC_STAR.AlignWith( A02 );
        A01Trans_STAR_MC.AlignWith( A02 );
        A12_STAR_VR.AlignWith( A22 );
        A12_STAR_VC.AlignWith( A22 );
        A12_STAR_MC.AlignWith( A22 );
        A12_STAR_MR.AlignWith( A22 );
        U12Trans_MR_STAR.AlignWith( A02 );
        U12Trans_VR_STAR.AlignWith( A02 );
        U12_STAR_VR.AlignWith( A02 );
        U12_STAR_VC.AlignWith( A22 );
        U12_STAR_MC.AlignWith( A22 );
        Y12_STAR_VR.AlignWith( A12 );
        //--------------------------------------------------------------------//
        // A01 := A01 inv(U11)
        A01_VC_STAR = A01;
        U11_STAR_STAR = U11;
        LocalTrsm
        ( RIGHT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, A01_VC_STAR );
        A01 = A01_VC_STAR;

        // A11 := inv(U11)' A11 inv(U11)
        A11_STAR_STAR = A11;
        LocalTwoSidedTrsm( UPPER, diag, A11_STAR_STAR, U11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // A02 := A02 - A01 U12
        A01Trans_STAR_MC.TransposeFrom( A01_VC_STAR );
        U12Trans_MR_STAR.TransposeFrom( U12 );
        LocalGemm
        ( TRANSPOSE, TRANSPOSE, 
          F(-1), A01Trans_STAR_MC, U12Trans_MR_STAR, F(1), A02 );

        // Y12 := A11 U12
        U12Trans_VR_STAR = U12Trans_MR_STAR;
        Zeros( U12_STAR_VR, A12.Height(), A12.Width() );
        Transpose( U12Trans_VR_STAR.Matrix(), U12_STAR_VR.Matrix() );
        Zeros( Y12_STAR_VR, A12.Height(), A12.Width() );
        Hemm
        ( LEFT, UPPER, 
          F(1), A11_STAR_STAR.Matrix(), U12_STAR_VR.Matrix(), 
          F(0), Y12_STAR_VR.Matrix() );

        // A12 := inv(U11)' A12
        A12_STAR_VR = A12;
        LocalTrsm
        ( LEFT, UPPER, ADJOINT, diag, F(1), U11_STAR_STAR, A12_STAR_VR );

        // A12 := A12 - 1/2 Y12
        Axpy( F(-1)/F(2), Y12_STAR_VR, A12_STAR_VR );

        // A22 := A22 - (A12' U12 + U12' A12)
        A12_STAR_MR = A12_STAR_VR;
        A12_STAR_VC = A12_STAR_VR;
        U12_STAR_VC = U12_STAR_VR;
        A12_STAR_MC = A12_STAR_VC;
        U12_STAR_MC = U12_STAR_VC;
        LocalTrr2k
        ( UPPER, ADJOINT, TRANSPOSE, ADJOINT,
          F(-1), A12_STAR_MC, U12Trans_MR_STAR,
                 U12_STAR_MC, A12_STAR_MR,
          F(1), A22 );

        // A12 := A12 - 1/2 Y12
        Axpy( F(-1)/F(2), Y12_STAR_VR, A12_STAR_VR );
        A12 = A12_STAR_VR;
        //--------------------------------------------------------------------//

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /**********************************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );
    }
}
Exemplo n.º 15
0
inline void
internal::HegstLUVar2( DistMatrix<F,MC,MR>& A, const DistMatrix<F,MC,MR>& U )
{
#ifndef RELEASE
    PushCallStack("internal::HegstLUVar2");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( U.Height() != U.Width() )
        throw std::logic_error("Triangular matrices must be square");
    if( A.Height() != U.Height() )
        throw std::logic_error("A and U must be the same size");
#endif
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<F,MC,MR>
        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,MC,MR>
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    // Temporary distributions
    DistMatrix<F,VC,  STAR> A01_VC_STAR(g);
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,MC  > U12_STAR_MC(g);
    DistMatrix<F,STAR,VR  > U12_STAR_VR(g);
    DistMatrix<F,MR,  STAR> U12Adj_MR_STAR(g);
    DistMatrix<F,VC,  STAR> U12Adj_VC_STAR(g);
    DistMatrix<F,MC,  STAR> X01_MC_STAR(g);
    DistMatrix<F,STAR,STAR> X11_STAR_STAR(g);
    DistMatrix<F,MC,  MR  > Y12(g);
    DistMatrix<F,MC,  MR  > Z12Adj(g);
    DistMatrix<F,MR,  MC  > Z12Adj_MR_MC(g);
    DistMatrix<F,MC,  STAR> Z12Adj_MC_STAR(g);
    DistMatrix<F,MR,  STAR> Z12Adj_MR_STAR(g);

    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        A12_STAR_VR.AlignWith( A12 );
        U12_STAR_MC.AlignWith( A22 );
        U12_STAR_VR.AlignWith( A12 );
        U12Adj_MR_STAR.AlignWith( A22 );
        U12Adj_VC_STAR.AlignWith( A22 );
        X01_MC_STAR.AlignWith( A01 );
        Y12.AlignWith( A12 );
        Z12Adj.AlignWith( A12 );
        Z12Adj_MR_MC.AlignWith( A12 );
        Z12Adj_MC_STAR.AlignWith( A22 );
        Z12Adj_MR_STAR.AlignWith( A22 );
        //--------------------------------------------------------------------//
        // A01 := A01 U11'
        U11_STAR_STAR = U11;
        A01_VC_STAR = A01;
        internal::LocalTrmm
        ( RIGHT, UPPER, ADJOINT, NON_UNIT, (F)1, U11_STAR_STAR, A01_VC_STAR );
        A01 = A01_VC_STAR;

        // A01 := A01 + A02 U12'
        U12Adj_MR_STAR.AdjointFrom( U12 );
        X01_MC_STAR.ResizeTo( A01.Height(), A01.Width() );
        internal::LocalGemm
        ( NORMAL, NORMAL,
          (F)1, A02, U12Adj_MR_STAR, (F)0, X01_MC_STAR );
        A01.SumScatterUpdate( (F)1, X01_MC_STAR );

        // Y12 := U12 A22
        U12Adj_VC_STAR = U12Adj_MR_STAR;
        U12_STAR_MC.AdjointFrom( U12Adj_VC_STAR );
        Z12Adj_MC_STAR.ResizeTo( A12.Width(), A12.Height() );
        Z12Adj_MR_STAR.ResizeTo( A12.Width(), A12.Height() );
        Zero( Z12Adj_MC_STAR );
        Zero( Z12Adj_MR_STAR );
        internal::LocalSymmetricAccumulateRU
        ( ADJOINT, 
          (F)1, A22, U12_STAR_MC, U12Adj_MR_STAR, 
          Z12Adj_MC_STAR, Z12Adj_MR_STAR );
        Z12Adj.SumScatterFrom( Z12Adj_MC_STAR );
        Z12Adj_MR_MC = Z12Adj;
        Z12Adj_MR_MC.SumScatterUpdate( (F)1, Z12Adj_MR_STAR );
        Y12.ResizeTo( A12.Height(), A12.Width() );
        Adjoint( Z12Adj_MR_MC.LockedLocalMatrix(), Y12.LocalMatrix() );

        // A12 := U11 A12
        A12_STAR_VR = A12;
        U11_STAR_STAR = U11;
        internal::LocalTrmm
        ( LEFT, UPPER, NORMAL, NON_UNIT, (F)1, U11_STAR_STAR, A12_STAR_VR );
        A12 = A12_STAR_VR;

        // A12 := A12 + 1/2 Y12
        Axpy( (F)0.5, Y12, A12 );

        // A11 := U11 A11 U11'
        A11_STAR_STAR = A11;
        internal::LocalHegst( LEFT, UPPER, A11_STAR_STAR, U11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // A11 := A11 + (A12 U12' + U12 A12')
        A12_STAR_VR = A12;
        U12_STAR_VR = U12;
        X11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() );
        Her2k
        ( UPPER, NORMAL,
          (F)1, A12_STAR_VR.LocalMatrix(), U12_STAR_VR.LocalMatrix(),
          (F)0, X11_STAR_STAR.LocalMatrix() );
        A11.SumScatterUpdate( (F)1, X11_STAR_STAR );

        // A12 := A12 + 1/2 Y12
        Axpy( (F)0.5, Y12, A12 );
        //--------------------------------------------------------------------//
        A12_STAR_VR.FreeAlignments();
        U12_STAR_MC.FreeAlignments();
        U12_STAR_VR.FreeAlignments();
        U12Adj_MR_STAR.FreeAlignments();
        U12Adj_VC_STAR.FreeAlignments();
        X01_MC_STAR.FreeAlignments();
        Y12.FreeAlignments();
        Z12Adj.FreeAlignments();
        Z12Adj_MR_MC.FreeAlignments(); 
        Z12Adj_MC_STAR.FreeAlignments();
        Z12Adj_MR_STAR.FreeAlignments();

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 16
0
inline void
TrdtrmmUVar1( Orientation orientation, DistMatrix<F>& U )
{
#ifndef RELEASE
    PushCallStack("internal::TrdtrmmUVar1");
    if( U.Height() != U.Width() )
        throw std::logic_error("U must be square");
    if( orientation == NORMAL )
        throw std::logic_error("Orientation must be (conjugate-)transpose");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F>
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);
    DistMatrix<F,MD,STAR> d1(g);

    // Temporary distributions
    DistMatrix<F,MC,  STAR> S01_MC_STAR(g);
    DistMatrix<F,VC,  STAR> S01_VC_STAR(g);
    DistMatrix<F,VR,  STAR> U01_VR_STAR(g);
    DistMatrix<F,STAR,MR  > U01AdjOrTrans_STAR_MR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);

    S01_MC_STAR.AlignWith( U );
    S01_VC_STAR.AlignWith( U );
    U01_VR_STAR.AlignWith( U );
    U01AdjOrTrans_STAR_MR.AlignWith( U );

    PartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( UTL.Height() < U.Height() && UTL.Width() < U.Height() )
    {
        RepartitionDownDiagonal 
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        //--------------------------------------------------------------------//
        U11.GetDiagonal( d1 );
        S01_MC_STAR = U01;
        S01_VC_STAR = S01_MC_STAR;
        U01_VR_STAR = S01_VC_STAR;
        if( orientation == TRANSPOSE )
        {
            DiagonalSolve( RIGHT, NORMAL, d1, U01_VR_STAR );
            U01AdjOrTrans_STAR_MR.TransposeFrom( U01_VR_STAR );
        }
        else
        {
            DiagonalSolve( RIGHT, ADJOINT, d1, U01_VR_STAR );
            U01AdjOrTrans_STAR_MR.AdjointFrom( U01_VR_STAR );
        }
        LocalTrrk( UPPER, F(1), S01_MC_STAR, U01AdjOrTrans_STAR_MR, F(1), U00 );

        U11_STAR_STAR = U11;
        LocalTrmm
        ( RIGHT, UPPER, ADJOINT, UNIT, F(1), U11_STAR_STAR, U01_VR_STAR );
        U01 = U01_VR_STAR;

        LocalTrdtrmm( orientation, UPPER, U11_STAR_STAR );
        U11 = U11_STAR_STAR;
        //--------------------------------------------------------------------//
        d1.FreeAlignments();

        SlidePartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 17
0
inline void
UVar3( UnitOrNonUnit diag, DistMatrix<F>& U )
{
#ifndef RELEASE
    CallStackEntry entry("triangular_inverse::UVar3");
    if( U.Height() != U.Width() )
        LogicError("Nonsquare matrices cannot be triangular");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    // Temporary distributions
    DistMatrix<F,VC,  STAR> U01_VC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > U12_STAR_VR(g);
    DistMatrix<F,STAR,MC  > U01Trans_STAR_MC(g);
    DistMatrix<F,MR,  STAR> U12Trans_MR_STAR(g);

    // Start the algorithm
    PartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( UBR.Height() < U.Height() )
    {
        RepartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );

        U01Trans_STAR_MC.AlignWith( U02 );
        U12Trans_MR_STAR.AlignWith( U02 );
        //--------------------------------------------------------------------//
        U01_VC_STAR = U01;
        U11_STAR_STAR = U11;
        LocalTrsm
        ( RIGHT, UPPER, NORMAL, diag, F(-1), U11_STAR_STAR, U01_VC_STAR );

        // We transpose before the communication to avoid cache-thrashing
        // in the unpacking stage.
        U12Trans_MR_STAR.TransposeFrom( U12 );
        U01Trans_STAR_MC.TransposeFrom( U01_VC_STAR );

        LocalGemm
        ( TRANSPOSE, TRANSPOSE, 
          F(1), U01Trans_STAR_MC, U12Trans_MR_STAR, F(1), U02 );
        U01.TransposeFrom( U01Trans_STAR_MC );

        U12_STAR_VR.TransposeFrom( U12Trans_MR_STAR );
        LocalTrsm
        ( LEFT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, U12_STAR_VR );
        LocalTriangularInverse( UPPER, diag, U11_STAR_STAR );
        U11 = U11_STAR_STAR;
        U12 = U12_STAR_VR;
        //--------------------------------------------------------------------//

        SlidePartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );
    }
}
Exemplo n.º 18
0
inline void
TrmmRUNC
( UnitOrNonUnit diag,
  T alpha, const DistMatrix<T>& U,
                 DistMatrix<T>& X )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TrmmRUNC");
    if( U.Grid() != X.Grid() )
        throw std::logic_error
        ("U and X must be distributed over the same grid");
    if( U.Height() != U.Width() || X.Width() != U.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal TrmmRUNC: \n"
            << "  U ~ " << U.Height() << " x " << U.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<T> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    DistMatrix<T> XL(g), XR(g),
                  X0(g), X1(g), X2(g);

    // Temporary distributions
    DistMatrix<T,MR,  STAR> U12Trans_MR_STAR(g);
    DistMatrix<T,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<T,VC,  STAR> X1_VC_STAR(g);
    DistMatrix<T,MC,  STAR> X1_MC_STAR(g);
    
    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionLeft( X, XL, XR, 0 );
    while( XL.Width() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12, 
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );

        RepartitionLeft
        ( XL,     /**/ XR,
          X0, X1, /**/ X2 ); 

        X1_MC_STAR.AlignWith( X2 );
        U12Trans_MR_STAR.AlignWith( X2 );
        X1_VC_STAR.AlignWith( X1 );
        //--------------------------------------------------------------------//
        X1_MC_STAR = X1;
        U12Trans_MR_STAR.TransposeFrom( U12 );
        LocalGemm
        ( NORMAL, TRANSPOSE, T(1), X1_MC_STAR, U12Trans_MR_STAR, T(1), X2 );

        U11_STAR_STAR = U11;
        X1_VC_STAR = X1_MC_STAR;
        LocalTrmm
        ( RIGHT, UPPER, NORMAL, diag, T(1), U11_STAR_STAR, X1_VC_STAR );
        X1 = X1_VC_STAR;
        //--------------------------------------------------------------------//
        X1_MC_STAR.FreeAlignments();
        U12Trans_MR_STAR.FreeAlignments();
        X1_VC_STAR.FreeAlignments();

        SlideLockedPartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        SlidePartitionLeft
        ( XL, /**/ XR,
          X0, /**/ X1, X2 );
    }
}
Exemplo n.º 19
0
inline void
LocalTrmmAccumulateRUN
( Orientation orientation, UnitOrNonUnit diag, T alpha,
  const DistMatrix<T,MC,  MR  >& U,
  const DistMatrix<T,STAR,MC  >& X_STAR_MC,
        DistMatrix<T,MR,  STAR>& ZTrans_MR_STAR )
{
#ifndef RELEASE
    CallStackEntry entry("internal::LocalTrmmAccumulateRUN");
    if( U.Grid() != X_STAR_MC.Grid() ||
        X_STAR_MC.Grid() != ZTrans_MR_STAR.Grid() )
        throw std::logic_error
        ("{U,X,Z} must be distributed over the same grid");
    if( U.Height() != U.Width() ||
        U.Height() != X_STAR_MC.Width() ||
        U.Height() != ZTrans_MR_STAR.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal LocalTrmmAccumulateRUN: \n"
            << "  U ~ " << U.Height() << " x " << U.Width() << "\n"
            << "  X[* ,MC] ~ " << X_STAR_MC.Height() << " x "
                               << X_STAR_MC.Width() << "\n"
            << "  Z^H/T[MR,* ] ~ " << ZTrans_MR_STAR.Height() << " x "
                                   << ZTrans_MR_STAR.Width() << "\n";
        throw std::logic_error( msg.str().c_str() );
    }
    if( X_STAR_MC.RowAlignment() != U.ColAlignment() ||
        ZTrans_MR_STAR.ColAlignment() != U.RowAlignment() )
        throw std::logic_error("Partial matrix distributions are misaligned");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<T>
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    DistMatrix<T> D11(g);

    DistMatrix<T,STAR,MC>
        XL_STAR_MC(g), XR_STAR_MC(g),
        X0_STAR_MC(g), X1_STAR_MC(g), X2_STAR_MC(g);

    DistMatrix<T,MR,STAR>
        ZTTrans_MR_STAR(g),  Z0Trans_MR_STAR(g),
        ZBTrans_MR_STAR(g),  Z1Trans_MR_STAR(g),
                             Z2Trans_MR_STAR(g);

    const int ratio = std::max( g.Height(), g.Width() );
    PushBlocksizeStack( ratio*Blocksize() );

    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    LockedPartitionRight( X_STAR_MC,  XL_STAR_MC, XR_STAR_MC, 0 );
    PartitionDown
    ( ZTrans_MR_STAR, ZTTrans_MR_STAR,
                      ZBTrans_MR_STAR, 0 );
    while( UTL.Height() < U.Height() )
    {
        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        LockedRepartitionRight
        ( XL_STAR_MC, /**/ XR_STAR_MC,
          X0_STAR_MC, /**/ X1_STAR_MC, X2_STAR_MC );

        RepartitionDown
        ( ZTTrans_MR_STAR,  Z0Trans_MR_STAR,
         /***************/ /***************/
                            Z1Trans_MR_STAR,
          ZBTrans_MR_STAR,  Z2Trans_MR_STAR );

        D11.AlignWith( U11 );
        //--------------------------------------------------------------------//
        D11 = U11;
        MakeTriangular( UPPER, D11 );
        if( diag == UNIT )
            SetDiagonal( D11, T(1) );
        LocalGemm
        ( orientation, orientation,
          alpha, D11, X1_STAR_MC, T(1), Z1Trans_MR_STAR );
        LocalGemm
        ( orientation, orientation,
          alpha, U01, X0_STAR_MC, T(1), Z1Trans_MR_STAR );
        //--------------------------------------------------------------------//
        D11.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );

        SlideLockedPartitionRight
        ( XL_STAR_MC,             /**/ XR_STAR_MC,
          X0_STAR_MC, X1_STAR_MC, /**/ X2_STAR_MC );

        SlidePartitionDown
        ( ZTTrans_MR_STAR,  Z0Trans_MR_STAR,
                            Z1Trans_MR_STAR,
         /***************/ /***************/
          ZBTrans_MR_STAR,  Z2Trans_MR_STAR );
    }
    PopBlocksizeStack();
}
Exemplo n.º 20
0
inline void
TrsmRUT
( Orientation orientation, UnitOrNonUnit diag,
  F alpha, const DistMatrix<F>& U, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmRUT");
    if( orientation == NORMAL )
        throw std::logic_error("TrsmRUT expects a (Conjugate)Transpose option");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    DistMatrix<F> XL(g), XR(g),
                  X0(g), X1(g), X2(g);

    // Temporary distributions
    DistMatrix<F,VR,  STAR> U01_VR_STAR(g);
    DistMatrix<F,STAR,MR  > U01AdjOrTrans_STAR_MR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,VC,  STAR> X1_VC_STAR(g);
    DistMatrix<F,STAR,MC  > X1Trans_STAR_MC(g);
    
    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionLeft( X, XL, XR, 0 );
    while( XL.Width() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );

        RepartitionLeft
        ( XL,     /**/ XR,
          X0, X1, /**/ X2 );

        X1_VC_STAR.AlignWith( X0 );
        X1Trans_STAR_MC.AlignWith( X0 );
        U01_VR_STAR.AlignWith( X0 );
        U01AdjOrTrans_STAR_MR.AlignWith( X0 );
        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11;
        X1_VC_STAR = X1; 

        LocalTrsm
        ( RIGHT, UPPER, orientation, diag, 
          F(1), U11_STAR_STAR, X1_VC_STAR, checkIfSingular );

        X1Trans_STAR_MC.TransposeFrom( X1_VC_STAR );
        X1.TransposeFrom( X1Trans_STAR_MC );
        U01_VR_STAR = U01;
        if( orientation == ADJOINT )
            U01AdjOrTrans_STAR_MR.AdjointFrom( U01_VR_STAR );
        else
            U01AdjOrTrans_STAR_MR.TransposeFrom( U01_VR_STAR );

        // X0[MC,MR] -= X1[MC,* ] (U01[MR,* ])^(T/H)
        //            = X1^T[* ,MC] (U01^(T/H))[* ,MR]
        LocalGemm
        ( TRANSPOSE, NORMAL, 
          F(-1), X1Trans_STAR_MC, U01AdjOrTrans_STAR_MR, F(1), X0 );
        //--------------------------------------------------------------------//
        X1_VC_STAR.FreeAlignments();
        X1Trans_STAR_MC.FreeAlignments();
        U01_VR_STAR.FreeAlignments();
        U01AdjOrTrans_STAR_MR.FreeAlignments();

        SlideLockedPartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12, 
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        SlidePartitionLeft
        ( XL, /**/     XR,
          X0, /**/ X1, X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 21
0
double Rand_RandU01 (RngStream g)
   {
   if (g->doubleGen) return U01d(g);
   else return U01(g);
   }  
Exemplo n.º 22
0
inline void
TrsmLUNSmall
( UnitOrNonUnit diag,
  F alpha, const DistMatrix<F,VC,STAR>& U, DistMatrix<F,VC,STAR>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmLUNSmall");
    if( U.Grid() != X.Grid() )
        throw std::logic_error
        ("U and X must be distributed over the same grid");
    if( U.Height() != U.Width() || U.Width() != X.Height() )
    {
        std::ostringstream msg;
        msg << "Nonconformal TrsmLUN: \n"
            << "  U ~ " << U.Height() << " x " << U.Width() << "\n"
            << "  X ~ " << X.Height() << " x " << X.Width() << "\n";
        throw std::logic_error( msg.str() );
    }
    if( U.ColAlignment() != X.ColAlignment() )
        throw std::logic_error("U and X are assumed to be aligned");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F,VC,STAR> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);
    DistMatrix<F,VC,STAR> 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);

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionUp
    ( X, XT,
         XB, 0 );
    while( XT.Height() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( UTL, /**/ UTR,   U00, U01, /**/ U02,
               /**/        U10, U11, /**/ U12,
         /*************/  /******************/
          UBL, /**/ UBR,   U20, U21, /**/ U22 );

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

        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11; // U11[* ,* ] <- U11[VC,* ]
        X1_STAR_STAR = X1;   // X1[* ,* ] <- X1[VC,* ]
        
        // X1[* ,* ] := U11^-1[* ,* ] X1[* ,* ]
        LocalTrsm
        ( LEFT, UPPER, NORMAL, diag,
          F(1), U11_STAR_STAR, X1_STAR_STAR, checkIfSingular );
        X1 = X1_STAR_STAR;

        // X0[VC,* ] -= U01[VC,* ] X1[* ,* ]
        LocalGemm( NORMAL, NORMAL, F(-1), U01, X1_STAR_STAR, F(1), X0 );
        //--------------------------------------------------------------------//

        SlideLockedPartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 23
0
// sets initial strategies, roles, valuations and payoffs
void set_init_xrvpi()
{
  int g, i;
  double v_sum; 

  for(g = 0; g < G; g++){     // through each group                               
    for(pi_g[g] = 0, v_sum = 0, i = 0; i < N; i++){   // through each individual in a group      
      x[g][i] = U01()*0.05;              // initialize strategy vector for all individuals      
      pi[g][i] = 1.0;                           // set initial payoffs for each individual to 1   
      Api[g][i] = 0;
      // start calculation of valuations of each individual
#if !PUNISH  
      V[g][i]  = pow(N - i, Delta);                // rank based valuations
#if EGALITARIAN
      V[g][i] = 1;
#endif
      v_sum += V[g][i];                            // sum of valuations of individuals in a group for normalization 
#endif      
    }              
    pi_g[g] = 1;
#if !PUNISH
    // normalize valuations
    for(i = 0; i < N; i++){  // through each individual 
      V[g][i] /= v_sum;         // normalize valuations      
    }     
#endif
  }
  
#if PUNISH

  int j;
  double *ss = malloc(N*sizeof(double));            // scratch space for strength sorting
    
  for(g = 0; g < G; g++){     // through each group          
    
    for( i = 0; i < N; i++){ ss[i] = U01();  /*ss[i] = 1. - i/(double)N;*/}
    merge_sort(ss, N);   // sort strength                     
    for(v_sum = 0, i = 0; i < N; i++){   // through each individual in a group  
      S[g][i] = ss[N-i-1];                      // assign strength in descending order 
      dxi[g][i] = U01()*0.05;
#if AGGR
      dsi[g][i] = 1 - U01()*0.05;              // setting value near to 1   
#else
      dsi[g][i] = 0;
#endif
      
#if EGALITARIAN
      S[g][i] = 1;
      V[g][i] = 1;                              // same valuations
#else
      V[g][i] = pow(S[g][i], Beta);             // strength based valuations
#endif
      v_sum += V[g][i];
    }
    // normalize valuations
    for(i = 0; i < N; i++){  // through each individual 
      V[g][i] /= v_sum;         // normalize valuations      
    }  
  }

  // computing Sij matrix for all groups
  for(g = 0; g < G; g++){
    for(i = 0; i < N; i++){
      for(j = 0; j < N; j++){
	if( i == j) continue;
	Sij[g][i][j] = S0 *( exp( Phi*(S[g][j] - S[g][i]) ) );
      }   
    }
  }  
  free(ss);
#endif
}
Exemplo n.º 24
0
inline void
TrsmLUNMedium
( UnitOrNonUnit diag, F alpha, const DistMatrix<F>& U, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    CallStackEntry entry("internal::TrsmLUNMedium");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);
    DistMatrix<F> XT(g),  X0(g),
                  XB(g),  X1(g),
                          X2(g);

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

    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionUpDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionUp
    ( X, XT,
         XB, 0 );
    while( XT.Height() > 0 )
    {
        LockedRepartitionUpDiagonal
        ( UTL, /**/ UTR,   U00, U01, /**/ U02,
               /**/        U10, U11, /**/ U12,
         /*************/  /******************/
          UBL, /**/ UBR,   U20, U21, /**/ U22 );

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

        U01_MC_STAR.AlignWith( X0 );
        X1Trans_MR_STAR.AlignWith( X0 );
        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11;                 // U11[* ,* ] <- U11[MC,MR]
        X1Trans_MR_STAR.TransposeFrom( X1 ); // X1[* ,MR] <- X1[MC,MR]
        
        // X1[* ,MR] := U11^-1[* ,* ] X1[* ,MR]
        //
        // X1^T[MR,* ] := X1^T[MR,* ] U11^-T[* ,* ]
        LocalTrsm
        ( RIGHT, UPPER, TRANSPOSE, diag, 
          F(1), U11_STAR_STAR, X1Trans_MR_STAR, checkIfSingular );
        X1.TransposeFrom( X1Trans_MR_STAR );

        U01_MC_STAR = U01;  // U01[MC,* ] <- U01[MC,MR]

        // X0[MC,MR] -= U01[MC,* ] X1[* ,MR]
        LocalGemm
        ( NORMAL, TRANSPOSE, F(-1), U01_MC_STAR, X1Trans_MR_STAR, F(1), X0 );
        //--------------------------------------------------------------------//
        U01_MC_STAR.FreeAlignments();
        X1Trans_MR_STAR.FreeAlignments();

        SlideLockedPartitionUpDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        SlidePartitionUp
        ( XT,  X0,
         /**/ /**/
               X1,
          XB,  X2 );
    }
}
Exemplo n.º 25
0
inline void
TwoSidedTrmmUVar5
( UnitOrNonUnit diag, DistMatrix<F>& A, const DistMatrix<F>& U )
{
#ifndef RELEASE
    PushCallStack("internal::TwoSidedTrmmUVar5");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( U.Height() != U.Width() )
        throw std::logic_error("Triangular matrices must be square");
    if( A.Height() != U.Height() )
        throw std::logic_error("A and U must be the same size");
#endif
    const Grid& g = A.Grid();

    // Matrix views
    DistMatrix<F>
        ATL(g), ATR(g),  A00(g), A01(g), A02(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),
                         A20(g), A21(g), A22(g);
    DistMatrix<F>
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> A01_MC_STAR(g);
    DistMatrix<F,MR,  STAR> A01_MR_STAR(g);
    DistMatrix<F,VC,  STAR> A01_VC_STAR(g);
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> U01_MC_STAR(g);
    DistMatrix<F,MR,  STAR> U01_MR_STAR(g);
    DistMatrix<F,VC,  STAR> U01_VC_STAR(g);
    DistMatrix<F,VC,  STAR> Y01_VC_STAR(g);
    DistMatrix<F> Y01(g);

    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12,
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        A01_MC_STAR.AlignWith( A00 );
        A01_MR_STAR.AlignWith( A00 );
        A01_VC_STAR.AlignWith( A00 );
        U01_MC_STAR.AlignWith( A00 );
        U01_MR_STAR.AlignWith( A00 );
        U01_VC_STAR.AlignWith( A00 );
        Y01.AlignWith( A01 );
        Y01_VC_STAR.AlignWith( A01 );
        //--------------------------------------------------------------------//
        // Y01 := U01 A11
        A11_STAR_STAR = A11;
        U01_VC_STAR = U01;
        Y01_VC_STAR.ResizeTo( A01.Height(), A01.Width() );
        Hemm
        ( RIGHT, UPPER,
          F(1), A11_STAR_STAR.LocalMatrix(), U01_VC_STAR.LocalMatrix(),
          F(0), Y01_VC_STAR.LocalMatrix() );
        Y01 = Y01_VC_STAR;

        // A01 := U00 A01
        Trmm( LEFT, UPPER, NORMAL, diag, F(1), U00, A01 );

        // A01 := A01 + 1/2 Y01
        Axpy( F(1)/F(2), Y01, A01 );

        // A00 := A00 + (U01 A01' + A01 U01')
        A01_MC_STAR = A01;
        U01_MC_STAR = U01;
        A01_VC_STAR = A01_MC_STAR;
        A01_MR_STAR = A01_VC_STAR;
        U01_MR_STAR = U01_MC_STAR;
        LocalTrr2k
        ( UPPER, ADJOINT, ADJOINT,
          F(1), U01_MC_STAR, A01_MR_STAR, 
                A01_MC_STAR, U01_MR_STAR,
          F(1), A00 );

        // A01 := A01 + 1/2 Y01
        Axpy( F(1)/F(2), Y01_VC_STAR, A01_VC_STAR );

        // A01 := A01 U11'
        U11_STAR_STAR = U11;
        LocalTrmm
        ( RIGHT, UPPER, ADJOINT, diag, F(1), U11_STAR_STAR, A01_VC_STAR );
        A01 = A01_VC_STAR;

        // A11 := U11 A11 U11'
        LocalTwoSidedTrmm( UPPER, diag, A11_STAR_STAR, U11_STAR_STAR );
        A11 = A11_STAR_STAR;
        //--------------------------------------------------------------------//
        A01_MC_STAR.FreeAlignments();
        A01_MR_STAR.FreeAlignments();
        A01_VC_STAR.FreeAlignments();
        U01_MC_STAR.FreeAlignments();
        U01_MR_STAR.FreeAlignments();
        U01_VC_STAR.FreeAlignments();
        Y01.FreeAlignments();
        Y01_VC_STAR.FreeAlignments();

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 26
0
// play CA2 event (us vs them game for ng no. of groups)
void event_CA2(int ng)
{
  int i, j, k, *g, *sg, preexists;
  double wgx, xb;    // sum of groups contribution with Beta exponent
  
  g = malloc(ng*sizeof(int));       // array for group index of selected group in its polity  
  sg = malloc(ng*sizeof(int));      // array for selected unique group indices
  
  // choose ng no. of groups randomly
  for(k = 0; k < ng; k++){
    do{
      g[k] = rnd(G);            // selection from uniform distribution; // generate random no. less than total no. of groups
      preexists = 0;
      for(j = 0; j < k; j++){      // check if it already exists in the selected group array 'sg' for playing game
	  if(g[k] == sg[j]){
	    preexists = 1; break;
	  }
	}
    }while(preexists == 1);

    sg[k] = g[k];
  }
   
  // play us vs them game
  B = normal(Bo, Sigma_B);                // randomly choose Benefit B
  if(B < 0) B = 0;                     // check if B is less than zero
  update_XP_CA2(g, ng);        // caculate probability of success of ng groups in array pbs    
  
  for(k = 0; k < ng; k++){
    updateIndividualPayoffAfterProduction(g[k], ng, P[g[k]]);          // update payoff of individuals in each group and of each group 
#if PUNISH
    punish(g[k]);
#endif
    updateGroupPayoff(g[k]);
  } 
    
  for(wgx = 0, k = 0; k < ng; k++)
    wgx += pow(X[g[k]], Beta);        // sum of group contribution with Beta exponent
  
  for(k = 0; k < ng; k++){    
    Tx    = malloc( GS[g[k]]*sizeof(double [TRAITS]));
    Xmax  = malloc(GS[g[k]]*sizeof(double));
    // get state of strategies before update
    for(i = 0; i < GS[g[k]]; i++){
      Tx[i][0] = x[g[k]][i];
      Tx[i][1] = dxi[g[k]][i];
      Tx[i][2] = dsi[g[k]][i];      
#if Accumulatedpayoff      
  Xmax[i] = pow( ( (1-Discount)*Api[g[k]][i] + (1.0 + B*V[g[k]][i]) )/C, I_Alpha );         // upper bound of x at each role 
#else
  Xmax[i] = pow( (1.0 + B*V[g[k]][i])/C, I_Alpha);                                 
#endif 
    }    
#if PUNISH
    Lookup = malloc(2*(GS[g[k]]-1)*sizeof(int[3]));                                     // allocate memory for lookup table  
    Lidx   = malloc(2*(GS[g[k]]-1)*sizeof(int));
    #if FORESIGHT
      Strat = malloc(GS[g[k]]*sizeof(double[TRAITS]));      
      FS = malloc(GS[g[k]]*sizeof(double[TRAITS]));
      Lt = malloc(2*(GS[g[k]]-1)*sizeof(int[3])); 
      Idx = malloc(2*(GS[g[k]]-1)*sizeof(int));
    #endif
#endif  
    // update strategies of individual with probability Mu
    for(i = 0; i < GS[g[k]]; i++){   // through every individual in group
      if( U01() < Mu){          // if random number is less than Mu, then update strategy
	xb = wgx - pow( X[g[k]], Beta );
	xb = MAX(xb, 0.001);
	updateStrategy(g[k], i, ng, xb);    // use quantal response approach to update strategy (each individual strategy is updated believing other individuals do not change)
      }
    }
    free(Tx); 
#if PUNISH
    free(Lookup); free(Lidx);  
    #if FORESIGHT
      free(Strat); free(FS); free(Lt); free(Idx);    
    #endif
#endif 
  }
  free(g); free(sg); free(Xmax); 
}
Exemplo n.º 27
0
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
}
Exemplo n.º 28
0
inline void
internal::TrsvUN
( UnitOrNonUnit diag, 
  const DistMatrix<F,MC,MR>& U, 
        DistMatrix<F,MC,MR>& 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,MC,MR> 
            UTL(g), UTR(g),  U00(g), U01(g), U02(g),
            UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                             U20(g), U21(g), U22(g);

        DistMatrix<F,MC,MR> 
            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> z0_MC_STAR(g);

        // Start the algorithm
        LockedPartitionUpDiagonal
        ( U, UTL, UTR,
             UBL, UBR, 0 );
        PartitionUp
        ( x, xT,
             xB, 0 );
        while( xT.Height() > 0 )
        {
            LockedRepartitionUpDiagonal
            ( UTL, /**/ UTR,  U00, U01, /**/ U02,
                   /**/       U10, U11, /**/ U12,
             /*************/ /******************/
              UBL, /**/ UBR,  U20, U21, /**/ U22 );

            RepartitionUp
            ( xT,  x0,
                   x1,
             /**/ /**/
              xB,  x2 );

            x1_MR_STAR.AlignWith( U01 );
            z0_MC_STAR.AlignWith( U01 );
            z0_MC_STAR.ResizeTo( x0.Height(), 1 );
            //----------------------------------------------------------------//
            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)0, z0_MC_STAR.LocalMatrix() );
            x0.SumScatterUpdate( (F)1, z0_MC_STAR );
            //----------------------------------------------------------------//
            x1_MR_STAR.FreeAlignments();
            z0_MC_STAR.FreeAlignments();

            SlideLockedPartitionUpDiagonal
            ( UTL, /**/ UTR,  U00, /**/ U01, U02,
             /*************/ /******************/
                   /**/       U10, /**/ U11, U12,
              UBL, /**/ UBR,  U20, /**/ U21, U22 );

            SlidePartitionUp
            ( xT,  x0,
             /**/ /**/
                   x1,
              xB,  x2 );
        }
    }
    else
    {
        // Matrix views 
        DistMatrix<F,MC,MR> 
            UTL(g), UTR(g),  U00(g), U01(g), U02(g),
            UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                             U20(g), U21(g), U22(g);

        DistMatrix<F,MC,MR> 
            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,STAR,MC  > z0_STAR_MC(g);
        DistMatrix<F,MR,  MC  > z0_MR_MC(g);
        DistMatrix<F,MC,  MR  > z0(g);

        // Start the algorithm
        LockedPartitionUpDiagonal
        ( U, UTL, UTR,
             UBL, UBR, 0 );
        PartitionLeft( x,  xL, xR, 0 );
        while( xL.Width() > 0 )
        {
            LockedRepartitionUpDiagonal
            ( UTL, /**/ UTR,  U00, U01, /**/ U02,
                   /**/       U10, U11, /**/ U12,
             /*************/ /******************/
              UBL, /**/ UBR,  U20, U21, /**/ U22 );

            RepartitionLeft
            ( xL,     /**/ xR,
              x0, x1, /**/ x2 );

            x1_STAR_MR.AlignWith( U01 );
            z0_STAR_MC.AlignWith( U01 );
            z0.AlignWith( x0 );
            z0_STAR_MC.ResizeTo( 1, x0.Width() );
            //----------------------------------------------------------------//
            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)0, z0_STAR_MC.LocalMatrix() );
            z0_MR_MC.SumScatterFrom( z0_STAR_MC );
            z0 = z0_MR_MC;
            Axpy( (F)1, z0, x0 );
            //----------------------------------------------------------------//
            x1_STAR_MR.FreeAlignments();
            z0_STAR_MC.FreeAlignments();
            z0.FreeAlignments(); 

            SlideLockedPartitionUpDiagonal
            ( UTL, /**/ UTR,  U00, /**/ U01, U02,
             /*************/ /******************/
                   /**/       U10, /**/ U11, U12,
              UBL, /**/ UBR,  U20, /**/ U21, U22 );

            SlidePartitionLeft
            ( xL, /**/ xR,
              x0, /**/ x1, x2 );
        }
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 29
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 );
    }
}
Exemplo n.º 30
0
inline void
TrsmRUN
( UnitOrNonUnit diag, F alpha, const DistMatrix<F>& U, DistMatrix<F>& X,
  bool checkIfSingular )
{
#ifndef RELEASE
    PushCallStack("internal::TrsmRUN");
#endif
    const Grid& g = U.Grid();

    // Matrix views
    DistMatrix<F> 
        UTL(g), UTR(g),  U00(g), U01(g), U02(g),
        UBL(g), UBR(g),  U10(g), U11(g), U12(g),
                         U20(g), U21(g), U22(g);

    DistMatrix<F> XL(g), XR(g),
                  X0(g), X1(g), X2(g);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> U11_STAR_STAR(g); 
    DistMatrix<F,STAR,MR  > U12_STAR_MR(g);
    DistMatrix<F,VC,  STAR> X1_VC_STAR(g);    
    DistMatrix<F,STAR,MC  > X1Trans_STAR_MC(g);
    
    // Start the algorithm
    Scale( alpha, X );
    LockedPartitionDownDiagonal
    ( U, UTL, UTR,
         UBL, UBR, 0 );
    PartitionRight( X, XL, XR, 0 );
    while( XR.Width() > 0 )
    {
        LockedRepartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, /**/ U01, U02,
         /*************/ /******************/
               /**/       U10, /**/ U11, U12, 
          UBL, /**/ UBR,  U20, /**/ U21, U22 );

        RepartitionRight
        ( XL, /**/     XR,
          X0, /**/ X1, X2 ); 

        X1_VC_STAR.AlignWith( X2 );
        X1Trans_STAR_MC.AlignWith( X2 );
        U12_STAR_MR.AlignWith( X2 );
        //--------------------------------------------------------------------//
        U11_STAR_STAR = U11; 
        X1_VC_STAR = X1;

        LocalTrsm
        ( RIGHT, UPPER, NORMAL, diag, F(1), U11_STAR_STAR, X1_VC_STAR,
          checkIfSingular );

        X1Trans_STAR_MC.TransposeFrom( X1_VC_STAR );
        X1.TransposeFrom( X1Trans_STAR_MC );
        U12_STAR_MR = U12; 

        // X2[MC,MR] -= X1[MC,* ] U12[* ,MR]
        //            = X1^T[* ,MC] U12[* ,MR]
        LocalGemm
        ( TRANSPOSE, NORMAL, F(-1), X1Trans_STAR_MC, U12_STAR_MR, F(1), X2 );
        //--------------------------------------------------------------------//
        X1_VC_STAR.FreeAlignments();
        X1Trans_STAR_MC.FreeAlignments();
        U12_STAR_MR.FreeAlignments();

        SlideLockedPartitionDownDiagonal
        ( UTL, /**/ UTR,  U00, U01, /**/ U02,
               /**/       U10, U11, /**/ U12,
         /*************/ /******************/
          UBL, /**/ UBR,  U20, U21, /**/ U22 );

        SlidePartitionRight
        ( XL,     /**/ XR,
          X0, X1, /**/ X2 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}