Exemplo n.º 1
0
inline void HermitianSVD
( UpperOrLower uplo, DistMatrix<F>& A, 
  DistMatrix<BASE(F),VR,STAR>& s, DistMatrix<F>& U, DistMatrix<F>& V )
{
#ifndef RELEASE
    CallStackEntry entry("HermitianSVD");
#endif
#ifdef HAVE_PMRRR
    typedef BASE(F) R;

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

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

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

    // Copy V into U (flipping the sign as necessary)
    U.AlignWith( V );
    U.ResizeTo( V.Height(), V.Width() );
    const Int localHeight = V.LocalHeight();
    const Int localWidth = V.LocalWidth();
    for( Int jLoc=0; jLoc<localWidth; ++jLoc )
    {
        const R sigma = s_MR_STAR.GetLocal( jLoc, 0 );
        F* UCol = U.Buffer( 0, jLoc );
        const F* VCol = V.LockedBuffer( 0, jLoc );
        if( sigma >= 0 )
            for( Int iLoc=0; iLoc<localHeight; ++iLoc )
                UCol[iLoc] = VCol[iLoc];
        else
            for( Int iLoc=0; iLoc<localHeight; ++iLoc )
                UCol[iLoc] = -VCol[iLoc];
    }
#else
    U = A;
    MakeHermitian( uplo, U );
    SVD( U, s, V );
#endif // ifdef HAVE_PMRRR
}
Exemplo n.º 2
0
void IndexDependentMap
( const DistMatrix<S,U,V,wrap>& A,
        DistMatrix<T,U,V,wrap>& B,
  function<T(Int,Int,const S&)> func )
{
    EL_DEBUG_CSE
    const Int mLoc = A.LocalHeight();
    const Int nLoc = A.LocalWidth();
    B.AlignWith( A.DistData() );
    B.Resize( A.Height(), A.Width() );
    auto& ALoc = A.LockedMatrix();
    auto& BLoc = B.Matrix();
    for( Int jLoc=0; jLoc<nLoc; ++jLoc )
    {
        const Int j = A.GlobalCol(jLoc);
        for( Int iLoc=0; iLoc<mLoc; ++iLoc )
        {
            const Int i = A.GlobalRow(iLoc);
            BLoc(iLoc,jLoc) = func(i,j,ALoc(iLoc,jLoc));
        }
    }
}
Exemplo n.º 3
0
void TestCorrectness
( bool print,
  UpperOrLower uplo, 
  const DistMatrix<F>& A, 
  const DistMatrix<F,STAR,STAR>& t,
        DistMatrix<F>& AOrig )
{
    typedef BASE(F) Real;
    const Grid& g = A.Grid();
    const Int m = AOrig.Height();

    Int subdiagonal = ( uplo==LOWER ? -1 : +1 );

    if( g.Rank() == 0 )
        cout << "Testing error..." << endl;

    // Grab the diagonal and subdiagonal of the symmetric tridiagonal matrix
    DistMatrix<Real,MD,STAR> d(g);
    DistMatrix<Real,MD,STAR> e(g);
    A.GetRealPartOfDiagonal( d );
    A.GetRealPartOfDiagonal( e, subdiagonal );
     
    // Grab a full copy of e so that we may fill the opposite subdiagonal 
    DistMatrix<Real,STAR,STAR> e_STAR_STAR(g);
    DistMatrix<Real,MD,STAR> eOpposite(g);
    e_STAR_STAR = e;
    eOpposite.AlignWithDiagonal( A.DistData(), -subdiagonal );
    eOpposite = e_STAR_STAR;
    
    // Zero B and then fill its tridiagonal
    DistMatrix<F> B(g);
    B.AlignWith( A );
    Zeros( B, m, m );
    B.SetRealPartOfDiagonal( d );
    B.SetRealPartOfDiagonal( e, subdiagonal );
    B.SetRealPartOfDiagonal( eOpposite, -subdiagonal );
    if( print )
        Print( B, "Tridiagonal" );

    // Reverse the accumulated Householder transforms, ignoring symmetry
    hermitian_tridiag::ApplyQ( LEFT, uplo, NORMAL, A, t, B );
    hermitian_tridiag::ApplyQ( RIGHT, uplo, ADJOINT, A, t, B );
    if( print )
        Print( B, "Rotated tridiagonal" );

    // Compare the appropriate triangle of AOrig and B
    MakeTriangular( uplo, AOrig );
    MakeTriangular( uplo, B );
    Axpy( F(-1), AOrig, B );
    if( print )
        Print( B, "Error in rotated tridiagonal" );

    const Real infNormOfAOrig = HermitianInfinityNorm( uplo, AOrig );
    const Real frobNormOfAOrig = HermitianFrobeniusNorm( uplo, AOrig );
    const Real infNormOfError = HermitianInfinityNorm( uplo, B );
    const Real frobNormOfError = HermitianFrobeniusNorm( uplo, B );
    if( g.Rank() == 0 )
    {
        cout << "    ||AOrig||_1 = ||AOrig||_oo = " << infNormOfAOrig << "\n"
             << "    ||AOrig||_F                = " << frobNormOfAOrig << "\n"
             << "    ||AOrig - Q^H A Q||_oo     = " << infNormOfError << "\n"
             << "    ||AOrig - Q^H A Q||_F      = " << frobNormOfError << endl;
    }
}