Exemplo n.º 1
0
inline void
LQ( DistMatrix<Complex<R>,MC,MR  >& A, 
    DistMatrix<Complex<R>,MD,STAR>& t )
{
#ifndef RELEASE
    PushCallStack("LQ");
    if( A.Grid() != t.Grid() )
        throw std::logic_error("{A,t} must be distributed over the same grid");
#endif
    typedef Complex<R> C;
    const Grid& g = A.Grid();
    if( t.Viewing() )
    {
        if( !t.AlignedWithDiagonal( A ) )
            throw std::logic_error("t was not aligned with A");
        if( t.Height() != std::min(A.Height(),A.Width()) || t.Width() != 1 )
            throw std::logic_error("t was not the appropriate shape");
    }
    else
    {
        t.AlignWithDiagonal( A );
        t.ResizeTo( std::min(A.Height(),A.Width()), 1 );
    }

    // Matrix views
    DistMatrix<C,MC,MR>
        ATL(g), ATR(g),  A00(g), A01(g), A02(g),  ATopPan(g), ABottomPan(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),
                         A20(g), A21(g), A22(g);
    DistMatrix<C,MD,STAR>
        tT(g),  t0(g),
        tB(g),  t1(g),
                t2(g);

    PartitionDownLeftDiagonal
    ( 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, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

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

        ATopPan.View1x2( A11, A12 );
        ABottomPan.View1x2( A21, A22 );

        //--------------------------------------------------------------------//
        internal::PanelLQ( ATopPan, t1 );
        ApplyPackedReflectors
        ( RIGHT, UPPER, HORIZONTAL, FORWARD, CONJUGATED,
          0, ATopPan, t1, ABottomPan );
        //--------------------------------------------------------------------//

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

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 2
0
inline void
Householder( DistMatrix<F>& A, DistMatrix<F,MD,STAR>& t )
{
#ifndef RELEASE
    CallStackEntry entry("qr::Householder");
    if( A.Grid() != t.Grid() )
        LogicError("{A,s} must be distributed over the same grid");
#endif
    const Grid& g = A.Grid();
    if( t.Viewing() )
    {
        if( !t.AlignedWithDiagonal( A ) ) 
            LogicError("t was not aligned with A");
    }
    else
    {
        t.AlignWithDiagonal( A );
    }
    t.ResizeTo( Min(A.Height(),A.Width()), 1 );

    // Matrix views
    DistMatrix<F>
        ATL(g), ATR(g),  A00(g), A01(g), A02(g),  ALeftPan(g), ARightPan(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),
                         A20(g), A21(g), A22(g);
    DistMatrix<F,MD,STAR>
        tT(g),  t0(g),
        tB(g),  t1(g),
                t2(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, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

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

        View2x1
        ( ALeftPan, A11,
                    A21 );

        View2x1
        ( ARightPan, A12,
                     A22 );

        //--------------------------------------------------------------------//
        PanelHouseholder( ALeftPan, t1 );
        ApplyQ( LEFT, ADJOINT, ALeftPan, t1, ARightPan );
        //--------------------------------------------------------------------//

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

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );
    }
}
Exemplo n.º 3
0
void LSquare
( DistMatrix<Complex<R> >& A,
  DistMatrix<Complex<R>,STAR,STAR>& t )
{
#ifndef RELEASE
    CallStackEntry entry("hermitian_tridiag::LSquare");
    if( A.Grid() != t.Grid() )
        throw std::logic_error("{A,t} must be distributed over the same grid");
#endif
    const Grid& g = A.Grid();
#ifndef RELEASE
    if( g.Height() != g.Width() )
        throw std::logic_error("The process grid must be square");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( t.Viewing() )
        throw std::logic_error("t must not be a view");
#endif
    typedef Complex<R> C;

    DistMatrix<C,MD,STAR> tDiag(g);
    tDiag.AlignWithDiagonal( A, -1 );
    tDiag.ResizeTo( A.Height()-1, 1 );

    // Matrix views 
    DistMatrix<C> 
        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<C,MD,STAR> tT(g),  t0(g), 
                          tB(g),  t1(g),
                                  t2(g);

    // Temporary distributions
    DistMatrix<C> WPan(g);
    DistMatrix<C,STAR,STAR> t1_STAR_STAR(g);
    DistMatrix<C,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<C,MC,  STAR> APan_MC_STAR(g),  A11_MC_STAR(g),
                                              A21_MC_STAR(g);
    DistMatrix<C,MR,  STAR> APan_MR_STAR(g),  A11_MR_STAR(g),
                                              A21_MR_STAR(g);
    DistMatrix<C,MC,  STAR> WPan_MC_STAR(g),  W11_MC_STAR(g),
                                              W21_MC_STAR(g);
    DistMatrix<C,MR,  STAR> WPan_MR_STAR(g),  W11_MR_STAR(g),
                                              W21_MR_STAR(g);

    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    PartitionDown
    ( tDiag, tT,
             tB, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        RepartitionDown
        ( tT,  t0,
         /**/ /**/
               t1,
          tB,  t2 );
            
        if( A22.Height() > 0 )
        {
            WPan.AlignWith( A11 );
            APan_MC_STAR.AlignWith( A11 );
            WPan_MC_STAR.AlignWith( A11 );
            APan_MR_STAR.AlignWith( A11 );
            WPan_MR_STAR.AlignWith( A11 );
            //----------------------------------------------------------------//
            WPan.ResizeTo( ABR.Height(), A11.Width() );
            APan_MC_STAR.ResizeTo( ABR.Height(), A11.Width() );
            WPan_MC_STAR.ResizeTo( ABR.Height(), A11.Width() );
            APan_MR_STAR.ResizeTo( ABR.Height(), A11.Width() );
            WPan_MR_STAR.ResizeTo( ABR.Height(), A11.Width() );

            hermitian_tridiag::PanelLSquare
            ( ABR, WPan, t1,
              APan_MC_STAR, APan_MR_STAR, WPan_MC_STAR, WPan_MR_STAR );

            PartitionDown
            ( APan_MC_STAR, A11_MC_STAR,
                            A21_MC_STAR, A11.Height() );
            PartitionDown
            ( APan_MR_STAR, A11_MR_STAR,
                            A21_MR_STAR, A11.Height() );
            PartitionDown
            ( WPan_MC_STAR, W11_MC_STAR,
                            W21_MC_STAR, A11.Height() );
            PartitionDown
            ( WPan_MR_STAR, W11_MR_STAR,
                            W21_MR_STAR, A11.Height() );

            LocalTrr2k
            ( LOWER, ADJOINT, ADJOINT,
              C(-1), A21_MC_STAR, W21_MR_STAR,
                     W21_MC_STAR, A21_MR_STAR,
              C(1), A22 );
            //----------------------------------------------------------------//
            WPan_MR_STAR.FreeAlignments();
            APan_MR_STAR.FreeAlignments();
            WPan_MC_STAR.FreeAlignments();
            APan_MC_STAR.FreeAlignments();
            WPan.FreeAlignments();
        }
        else
        {
            A11_STAR_STAR = A11;
            t1_STAR_STAR.ResizeTo( t1.Height(), 1 );

            HermitianTridiag
            ( LOWER, A11_STAR_STAR.Matrix(), t1_STAR_STAR.Matrix() );

            A11 = A11_STAR_STAR;
            t1 = t1_STAR_STAR;
        }

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

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

    // Redistribute from matrix-diagonal form to fully replicated
    t = tDiag;
}
Exemplo n.º 4
0
inline void
LU( DistMatrix<F>& A, DistMatrix<int,VC,STAR>& p )
{
#ifndef RELEASE
    CallStackEntry entry("LU");
    if( A.Grid() != p.Grid() )
        throw std::logic_error("{A,p} must be distributed over the same grid");
    if( p.Viewing() && 
        (std::min(A.Height(),A.Width()) != p.Height() || p.Width() != 1) ) 
        throw std::logic_error
        ("p must be a vector of the same height as the min dimension of A.");
#endif
    const Grid& g = A.Grid();
    if( !p.Viewing() )
        p.ResizeTo( std::min(A.Height(),A.Width()), 1 );

    // Matrix views
    DistMatrix<F>
        ATL(g), ATR(g),  A00(g), A01(g), A02(g),  AB(g),
        ABL(g), ABR(g),  A10(g), A11(g), A12(g),  
                         A20(g), A21(g), A22(g);

    DistMatrix<int,VC,STAR>
        pT(g),  p0(g), 
        pB(g),  p1(g),
                p2(g);

    // Temporary distributions
    DistMatrix<F,  STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,  MC,  STAR> A21_MC_STAR(g);
    DistMatrix<F,  STAR,VR  > A12_STAR_VR(g);
    DistMatrix<F,  STAR,MR  > A12_STAR_MR(g);
    DistMatrix<int,STAR,STAR> p1_STAR_STAR(g);

    // Pivot composition
    std::vector<int> image, preimage;

    // Start the algorithm
    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    PartitionDown
    ( p, pT,
         pB, 0 );
    while( ATL.Height() < A.Height() && ATL.Width() < A.Width() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        RepartitionDown
        ( pT,  p0,
         /**/ /**/
               p1,
          pB,  p2 );

        View1x2( AB, ABL, ABR );

        const int pivotOffset = A01.Height();
        A12_STAR_VR.AlignWith( A22 );
        A12_STAR_MR.AlignWith( A22 );
        A21_MC_STAR.AlignWith( A22 );
        A11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() );
        p1_STAR_STAR.ResizeTo( p1.Height(), 1 );
        //--------------------------------------------------------------------//
        A21_MC_STAR = A21;
        A11_STAR_STAR = A11;
        lu::Panel( A11_STAR_STAR, A21_MC_STAR, p1_STAR_STAR, pivotOffset );
        ComposePivots( p1_STAR_STAR, pivotOffset, image, preimage );
        ApplyRowPivots( AB, image, preimage );

        // Perhaps we should give up perfectly distributing this operation since
        // it's total contribution is only O(n^2)
        A12_STAR_VR = A12;
        LocalTrsm
        ( LEFT, LOWER, NORMAL, UNIT, F(1), A11_STAR_STAR, A12_STAR_VR );

        A12_STAR_MR = A12_STAR_VR;
        LocalGemm( NORMAL, NORMAL, F(-1), A21_MC_STAR, A12_STAR_MR, F(1), A22 );

        A11 = A11_STAR_STAR;
        A12 = A12_STAR_MR;
        A21 = A21_MC_STAR;
        p1 = p1_STAR_STAR;
        //--------------------------------------------------------------------//
        A12_STAR_VR.FreeAlignments();
        A12_STAR_MR.FreeAlignments();
        A21_MC_STAR.FreeAlignments();

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

        SlidePartitionDown
        ( pT,  p0,
               p1,
         /**/ /**/
          pB,  p2 );
    }
}
Exemplo n.º 5
0
inline void
internal::HermitianTridiagU
( DistMatrix<Complex<R>,MC,  MR  >& A,
  DistMatrix<Complex<R>,STAR,STAR>& t )
{
#ifndef RELEASE
    PushCallStack("internal::HermitianTridiagU");
    if( A.Grid() != t.Grid() )
        throw std::logic_error("{A,t} must be distributed over the same grid");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( t.Viewing() )
        throw std::logic_error("t must not be a view");
#endif
    typedef Complex<R> C;

    const Grid& g = A.Grid();
    DistMatrix<C,MD,STAR> tDiag(g);
    tDiag.AlignWithDiagonal( A, 1 );
    tDiag.ResizeTo( A.Height()-1, 1 );

    if( g.InGrid() )
    {
        // Matrix views
        DistMatrix<C,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<C,MD,STAR> tT(g),  t0(g),
                   tB(g),  t1(g),
                   t2(g);

        // Temporary distributions
        DistMatrix<C,MC,  MR  > WPan(g);
        DistMatrix<C,STAR,STAR> t1_STAR_STAR(g);
        DistMatrix<C,STAR,STAR> A11_STAR_STAR(g);
        DistMatrix<C,MC,  STAR> APan_MC_STAR(g),  A01_MC_STAR(g),
                   A11_MC_STAR(g);
        DistMatrix<C,MR,  STAR> APan_MR_STAR(g),  A01_MR_STAR(g),
                   A11_MR_STAR(g);
        DistMatrix<C,MC,  STAR> WPan_MC_STAR(g),  W01_MC_STAR(g),
                   W11_MC_STAR(g);
        DistMatrix<C,MR,  STAR> WPan_MR_STAR(g),  W01_MR_STAR(g),
                   W11_MR_STAR(g);

        PartitionUpDiagonal
        ( A, ATL, ATR,
          ABL, ABR, 0 );
        PartitionUp
        ( tDiag, tT,
          tB, 0 );
        while( ABR.Height() < A.Height() )
        {
            RepartitionUpDiagonal
            ( ATL, /**/ ATR,  A00, A01, /**/ A02,
              /**/       A10, A11, /**/ A12,
              /*************/ /******************/
              ABL, /**/ ABR,  A20, A21, /**/ A22 );

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

            if( A00.Height() > 0 )
            {
                WPan.AlignWith( A01 );
                APan_MC_STAR.AlignWith( A00 );
                WPan_MC_STAR.AlignWith( A00 );
                APan_MR_STAR.AlignWith( A00 );
                WPan_MR_STAR.AlignWith( A00 );
                //------------------------------------------------------------//
                WPan.ResizeTo( ATL.Height(), A11.Width() );
                APan_MC_STAR.ResizeTo( ATL.Height(), A11.Width() );
                WPan_MC_STAR.ResizeTo( ATL.Height(), A11.Width() );
                APan_MR_STAR.ResizeTo( ATL.Height(), A11.Width() );
                WPan_MR_STAR.ResizeTo( ATL.Height(), A11.Width() );

                internal::HermitianPanelTridiagU
                ( ATL, WPan, t1,
                  APan_MC_STAR, APan_MR_STAR, WPan_MC_STAR, WPan_MR_STAR );

                PartitionUp
                ( APan_MC_STAR, A01_MC_STAR,
                  A11_MC_STAR, A11.Height() );
                PartitionUp
                ( APan_MR_STAR, A01_MR_STAR,
                  A11_MR_STAR, A11.Height() );
                PartitionUp
                ( WPan_MC_STAR, W01_MC_STAR,
                  W11_MC_STAR, A11.Height() );
                PartitionUp
                ( WPan_MR_STAR, W01_MR_STAR,
                  W11_MR_STAR, A11.Height() );

                internal::LocalTrr2k
                ( UPPER, ADJOINT, ADJOINT,
                  (C)-1, A01_MC_STAR, W01_MR_STAR,
                  W01_MC_STAR, A01_MR_STAR,
                  (C)1,  A00 );
                //------------------------------------------------------------//
                WPan_MR_STAR.FreeAlignments();
                APan_MR_STAR.FreeAlignments();
                WPan_MC_STAR.FreeAlignments();
                APan_MC_STAR.FreeAlignments();
                WPan.FreeAlignments();
            }
            else
            {
                A11_STAR_STAR = A11;
                t1_STAR_STAR.ResizeTo( t1.Height(), 1 );

                HermitianTridiag
                ( UPPER, A11_STAR_STAR.LocalMatrix(),
                  t1_STAR_STAR.LocalMatrix() );

                A11 = A11_STAR_STAR;
                t1 = t1_STAR_STAR;
            }

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

            SlidePartitionUpDiagonal
            ( ATL, /**/ ATR,  A00, /**/ A01, A02,
              /*************/ /******************/
              /**/       A10, /**/ A11, A12,
              ABL, /**/ ABR,  A20, /**/ A21, A22 );
        }
    }
    // Redistribute from matrix-diagonal form to fully replicated
    t = tDiag;
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 6
0
inline void UnblockedBidiagU
( DistMatrix<Complex<R> >& A, 
  DistMatrix<Complex<R>,MD,STAR>& tP,
  DistMatrix<Complex<R>,MD,STAR>& tQ )
{
#ifndef RELEASE
    PushCallStack("BidiagU");
#endif
    const int tPHeight = std::max(A.Width()-1,0);
    const int tQHeight = A.Width();
#ifndef RELEASE
    if( A.Grid() != tP.Grid() || tP.Grid() != tQ.Grid() )
        throw std::logic_error("Process grids do not match");
    if( A.Height() < A.Width() )
        throw std::logic_error("A must be at least as tall as it is wide");
    if( tP.Viewing() && (tP.Height() != tPHeight || tP.Width() != 1) )
        throw std::logic_error("tP is the wrong height");
    if( tQ.Viewing() && (tQ.Height() != tQHeight || tQ.Width() != 1) )
        throw std::logic_error("tQ is the wrong height");
#endif
    typedef Complex<R> C;
    const Grid& g = A.Grid();

    if( !tP.Viewing() )
        tP.ResizeTo( tPHeight, 1 );
    if( !tQ.Viewing() )
        tQ.ResizeTo( tQHeight, 1 );

    // Matrix views 
    DistMatrix<C>
        ATL(g), ATR(g),  A00(g), a01(g),     A02(g),  alpha12L(g), a12R(g),
        ABL(g), ABR(g),  a10(g), alpha11(g), a12(g),  aB1(g), AB2(g),
                         A20(g), a21(g),     A22(g);

    // Temporary matrices
    DistMatrix<C,STAR,MR  > a12_STAR_MR(g);
    DistMatrix<C,MC,  STAR> aB1_MC_STAR(g);
    DistMatrix<C,MR,  STAR> x12Adj_MR_STAR(g);
    DistMatrix<C,MC,  STAR> w21_MC_STAR(g);

    PushBlocksizeStack( 1 );
    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    while( ATL.Width() < A.Width() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ a01,     A02,
         /*************/ /**********************/
               /**/       a10, /**/ alpha11, a12,
          ABL, /**/ ABR,  A20, /**/ a21,     A22 );

        View2x1
        ( aB1, alpha11,
               a21 );
        View2x1
        ( AB2, a12,
               A22 );

        aB1_MC_STAR.AlignWith( aB1 );
        a12_STAR_MR.AlignWith( a12 );
        x12Adj_MR_STAR.AlignWith( AB2 );
        w21_MC_STAR.AlignWith( A22 );
        Zeros( a12.Width(), 1, x12Adj_MR_STAR );
        Zeros( a21.Height(), 1, w21_MC_STAR );
        const bool thisIsMyRow = ( g.Row() == alpha11.ColAlignment() );
        const bool thisIsMyCol = ( g.Col() == alpha11.RowAlignment() );
        const bool nextIsMyCol = ( g.Col() == a12.RowAlignment() );
        //--------------------------------------------------------------------//

        // Find tauQ, u, and epsilonQ such that
        //     I - conj(tauQ) | 1 | | 1, u^H | | alpha11 | = | epsilonQ |
        //                    | u |            |    a21  |   |    0     |
        const C tauQ = Reflector( alpha11, a21 );
        tQ.Set(A00.Height(),0,tauQ );
        C epsilonQ=0;
        if( thisIsMyCol && thisIsMyRow )
            epsilonQ = alpha11.GetLocal(0,0);

        // Set aB1 = | 1 | and form x12^H := (aB1^H AB2)^H = AB2^H aB1
        //           | u |
        alpha11.Set(0,0,C(1));
        aB1_MC_STAR = aB1;
        internal::LocalGemv
        ( ADJOINT, C(1), AB2, aB1_MC_STAR, C(0), x12Adj_MR_STAR );
        x12Adj_MR_STAR.SumOverCol();

        // Update AB2 := AB2 - conj(tauQ) aB1 x12
        //             = AB2 - conj(tauQ) aB1 aB1^H AB2 
        //             = (I - conj(tauQ) aB1 aB1^H) AB2
        internal::LocalGer( -Conj(tauQ), aB1_MC_STAR, x12Adj_MR_STAR, AB2 );

        // Put epsilonQ back instead of the temporary value, 1
        if( thisIsMyCol && thisIsMyRow )
            alpha11.SetLocal(0,0,epsilonQ);

        if( A22.Width() != 0 )
        {
            // Due to the deficiencies in the BLAS ?gemv routines, this section
            // is easier if we temporarily conjugate a12
            Conjugate( a12 ); 

            // Expose the subvector we seek to zero, a12R
            PartitionRight( a12, alpha12L, a12R );

            // Find tauP, v, and epsilonP such that
            //     I - conj(tauP) | 1 | | 1, v^H | | alpha12L | = | epsilonP |
            //                    | v |            |  a12R^T  |   |    0     |
            const C tauP = Reflector( alpha12L, a12R );
            tP.Set(A00.Height(),0,tauP);
            C epsilonP=0;
            if( nextIsMyCol && thisIsMyRow )
                epsilonP = alpha12L.GetLocal(0,0);

            // Set a12^T = | 1 | and form w21 := A22 a12^T = A22 | 1 |
            //             | v |                                 | v |
            alpha12L.Set(0,0,C(1));
            a12_STAR_MR = a12;
            internal::LocalGemv
            ( NORMAL, C(1), A22, a12_STAR_MR, C(0), w21_MC_STAR );
            w21_MC_STAR.SumOverRow();

            // A22 := A22 - tauP w21 conj(a12)
            //      = A22 - tauP A22 a12^T conj(a12)
            //      = A22 (I - tauP a12^T conj(a12))
            //      = A22 conj(I - conj(tauP) a12^H a12)
            // which compensates for the fact that the reflector was generated
            // on the conjugated a12.
            internal::LocalGer( -tauP, w21_MC_STAR, a12_STAR_MR, A22 );

            // Put epsilonP back instead of the temporary value, 1
            if( nextIsMyCol && thisIsMyRow )
                alpha12L.SetLocal(0,0,epsilonP);

            // Undue the temporary conjugation
            Conjugate( a12 );
        }
        //--------------------------------------------------------------------//
        aB1_MC_STAR.FreeAlignments();
        a12_STAR_MR.FreeAlignments();
        x12Adj_MR_STAR.FreeAlignments();
        w21_MC_STAR.FreeAlignments();

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, a01,     /**/ A02,
               /**/       a10, alpha11, /**/ a12,
         /*************/ /**********************/
          ABL, /**/ ABR,  A20, a21,     /**/ A22 );
    }
    PopBlocksizeStack();
#ifndef RELEASE
    PopCallStack();
#endif
}
Exemplo n.º 7
0
inline void
Var3( Orientation orientation, DistMatrix<F>& A, DistMatrix<F,MC,STAR>& d )
{
#ifndef RELEASE
    PushCallStack("ldl::Var3");
    if( orientation == NORMAL )
        throw std::logic_error("Can only perform LDL^T and LDL^H");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( A.Grid() != d.Grid() )
        throw std::logic_error("A and d must use the same grid");
    if( d.Viewing() && (d.Height() != A.Height() || d.Width() != 1) )
        throw std::logic_error
        ("d must be a column vector of the same height as A");
    if( d.Viewing() && d.ColAlignment() != A.ColAlignment() )
        throw std::logic_error("d must be aligned with A");
#endif
    const Grid& g = A.Grid();
    if( !d.Viewing() )
    {
        d.AlignWith( A );
        d.ResizeTo( A.Height(), 1 );
    }

    // 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,MC,STAR>
        dT(g),  d0(g),
        dB(g),  d1(g),
                d2(g);

    // Temporary matrices
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,STAR> d1_STAR_STAR(g);
    DistMatrix<F,VC,  STAR> A21_VC_STAR(g);
    DistMatrix<F,VR,  STAR> A21_VR_STAR(g);
    DistMatrix<F,STAR,MC  > S21Trans_STAR_MC(g);
    DistMatrix<F,STAR,MR  > A21AdjOrTrans_STAR_MR(g);

    const bool conjugate = ( orientation == ADJOINT );

    // Start the algorithm
    PartitionDownDiagonal
    ( A, ATL, ATR,
         ABL, ABR, 0 );
    PartitionDown
    ( d, dT,
         dB, 0 );
    while( ABR.Height() > 0 )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
         /*************/ /******************/
               /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        RepartitionDown
        ( dT,  d0,
         /**/ /**/
               d1,
          dB,  d2 );

        A21_VC_STAR.AlignWith( A22 );
        A21_VR_STAR.AlignWith( A22 );
        S21Trans_STAR_MC.AlignWith( A22 );
        A21AdjOrTrans_STAR_MR.AlignWith( A22 );
        //--------------------------------------------------------------------//
        A11_STAR_STAR = A11;
        LocalLDL( orientation, A11_STAR_STAR, d1_STAR_STAR );
        A11 = A11_STAR_STAR;
        d1 = d1_STAR_STAR;

        A21_VC_STAR = A21;
        LocalTrsm
        ( RIGHT, LOWER, orientation, UNIT,
          F(1), A11_STAR_STAR, A21_VC_STAR );

        S21Trans_STAR_MC.TransposeFrom( A21_VC_STAR );
        DiagonalSolve( RIGHT, NORMAL, d1_STAR_STAR, A21_VC_STAR );
        A21_VR_STAR = A21_VC_STAR;
        A21AdjOrTrans_STAR_MR.TransposeFrom( A21_VR_STAR, conjugate );
        LocalTrrk
        ( LOWER, TRANSPOSE,
          F(-1), S21Trans_STAR_MC, A21AdjOrTrans_STAR_MR, F(1), A22 );

        A21 = A21_VC_STAR;
        //--------------------------------------------------------------------//
        A21_VC_STAR.FreeAlignments();
        A21_VR_STAR.FreeAlignments();
        S21Trans_STAR_MC.FreeAlignments();
        A21AdjOrTrans_STAR_MR.FreeAlignments();

        SlidePartitionDown
        ( dT,  d0,
               d1,
         /**/ /**/
          dB,  d2 );

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}