Пример #1
0
inline void
internal::HegstRLVar3( DistMatrix<F,MC,MR>& A, const DistMatrix<F,MC,MR>& L )
{
#ifndef RELEASE
    PushCallStack("internal::HegstRLVar4");
    if( A.Height() != A.Width() )
        throw std::logic_error("A must be square");
    if( L.Height() != L.Width() )
        throw std::logic_error("Triangular matrices must be square");
    if( A.Height() != L.Height() )
        throw std::logic_error("A and L 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>
    YTL(g), YTR(g),  Y00(g), Y01(g), Y02(g),
        YBL(g), YBR(g),  Y10(g), Y11(g), Y12(g),
        Y20(g), Y21(g), Y22(g);
    DistMatrix<F,MC,MR>
    LTL(g), LTR(g),  L00(g), L01(g), L02(g),
        LBL(g), LBR(g),  L10(g), L11(g), L12(g),
        L20(g), L21(g), L22(g);

    // Temporary distributions
    DistMatrix<F,STAR,MR  > A11_STAR_MR(g);
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,VC,  STAR> A21_VC_STAR(g);
    DistMatrix<F,STAR,VR  > A10_STAR_VR(g);
    DistMatrix<F,STAR,MR  > A10_STAR_MR(g);
    DistMatrix<F,STAR,STAR> L11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > L10_STAR_VR(g);
    DistMatrix<F,STAR,MR  > L10_STAR_MR(g);
    DistMatrix<F,MC,  STAR> L21_MC_STAR(g);
    DistMatrix<F,STAR,STAR> X11_STAR_STAR(g);
    DistMatrix<F,MC,  STAR> X21_MC_STAR(g);
    DistMatrix<F,MC,  STAR> Z21_MC_STAR(g);

    // We will use an entire extra matrix as temporary storage. If this is not
    // acceptable, use HegstRLVar4 instead.
    DistMatrix<F,MC,MR> Y(g);
    Y.AlignWith( A );
    Y.ResizeTo( A.Height(), A.Width() );
    Zero( Y );

    PartitionDownDiagonal
    ( A, ATL, ATR,
      ABL, ABR, 0 );
    PartitionDownDiagonal
    ( Y, YTL, YTR,
      YBL, YBR, 0 );
    LockedPartitionDownDiagonal
    ( L, LTL, LTR,
      LBL, LBR, 0 );
    while( ATL.Height() < A.Height() )
    {
        RepartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, /**/ A01, A02,
          /*************/ /******************/
          /**/       A10, /**/ A11, A12,
          ABL, /**/ ABR,  A20, /**/ A21, A22 );

        RepartitionDownDiagonal
        ( YTL, /**/ YTR,  Y00, /**/ Y01, Y02,
          /*************/ /******************/
          /**/       Y10, /**/ Y11, Y12,
          YBL, /**/ YBR,  Y20, /**/ Y21, Y22 );

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

        A11_STAR_MR.AlignWith( Y21 );
        A21_VC_STAR.AlignWith( A21 );
        A10_STAR_VR.AlignWith( A10 );
        A10_STAR_MR.AlignWith( A10 );
        L10_STAR_VR.AlignWith( A10 );
        L10_STAR_MR.AlignWith( A10 );
        L21_MC_STAR.AlignWith( Y21 );
        X21_MC_STAR.AlignWith( A20 );
        Z21_MC_STAR.AlignWith( L20 );
        //--------------------------------------------------------------------//
        // A10 := A10 - 1/2 Y10
        Axpy( (F)-0.5, Y10, A10 );

        // A11 := A11 - (A10 L10' + L10 A10')
        A10_STAR_VR = A10;
        L10_STAR_VR = L10;
        X11_STAR_STAR.ResizeTo( A11.Height(), A11.Width() );
        Her2k
        ( LOWER, NORMAL,
          (F)1, A10_STAR_VR.LocalMatrix(), L10_STAR_VR.LocalMatrix(),
          (F)0, X11_STAR_STAR.LocalMatrix() );
        MakeTrapezoidal( LEFT, LOWER, 0, X11_STAR_STAR );
        A11.SumScatterUpdate( (F)-1, X11_STAR_STAR );

        // A11 := inv(L11) A11 inv(L11)'
        A11_STAR_STAR = A11;
        L11_STAR_STAR = L11;
        internal::LocalHegst( RIGHT, LOWER, A11_STAR_STAR, L11_STAR_STAR );
        A11 = A11_STAR_STAR;

        // A21 := A21 - A20 L10'
        L10_STAR_MR = L10_STAR_VR;
        X21_MC_STAR.ResizeTo( A21.Height(), A21.Width() );
        internal::LocalGemm
        ( NORMAL, ADJOINT, (F)1, A20, L10_STAR_MR, (F)0, X21_MC_STAR );
        A21.SumScatterUpdate( (F)-1, X21_MC_STAR );

        // A21 := A21 inv(L11)'
        A21_VC_STAR = A21;
        internal::LocalTrsm
        ( RIGHT, LOWER, ADJOINT, NON_UNIT, (F)1, L11_STAR_STAR, A21_VC_STAR );
        A21 = A21_VC_STAR;

        // A10 := A10 - 1/2 Y10
        Axpy( (F)-0.5, Y10, A10 );

        // A10 := inv(L11) A10
        A10_STAR_VR = A10;
        internal::LocalTrsm
        ( LEFT, LOWER, NORMAL, NON_UNIT,
          (F)1, L11_STAR_STAR, A10_STAR_VR );

        // Y20 := Y20 + L21 A10
        A10_STAR_MR = A10_STAR_VR;
        A10 = A10_STAR_MR;
        L21_MC_STAR = L21;
        internal::LocalGemm
        ( NORMAL, NORMAL, (F)1, L21_MC_STAR, A10_STAR_MR, (F)1, Y20 );

        // Y21 := L21 A11
        //
        // Symmetrize A11[* ,* ] by copying the lower triangle into the upper
        // so that we can call a local gemm instead of worrying about
        // reproducing a hemm with nonsymmetric local matrices.
        {
            const int height = A11_STAR_STAR.LocalHeight();
            const int ldim = A11_STAR_STAR.LocalLDim();
            F* A11Buffer = A11_STAR_STAR.LocalBuffer();
            for( int i=1; i<height; ++i )
                for( int j=0; j<i; ++j )
                    A11Buffer[j+i*ldim] = Conj(A11Buffer[i+j*ldim]);
        }
        A11_STAR_MR = A11_STAR_STAR;
        internal::LocalGemm
        ( NORMAL, NORMAL, (F)1, L21_MC_STAR, A11_STAR_MR, (F)0, Y21 );

        // Y21 := Y21 + L20 A10'
        Z21_MC_STAR.ResizeTo( A21.Height(), A21.Width() );
        internal::LocalGemm
        ( NORMAL, ADJOINT, (F)1, L20, A10_STAR_MR, (F)0, Z21_MC_STAR );
        Y21.SumScatterUpdate( (F)1, Z21_MC_STAR );
        //--------------------------------------------------------------------//
        A11_STAR_MR.FreeAlignments();
        A21_VC_STAR.FreeAlignments();
        A10_STAR_VR.FreeAlignments();
        A10_STAR_MR.FreeAlignments();
        L10_STAR_VR.FreeAlignments();
        L10_STAR_MR.FreeAlignments();
        L21_MC_STAR.FreeAlignments();
        X21_MC_STAR.FreeAlignments();
        Z21_MC_STAR.FreeAlignments();

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

        SlidePartitionDownDiagonal
        ( YTL, /**/ YTR,  Y00, Y01, /**/ Y02,
          /**/       Y10, Y11, /**/ Y12,
          /*************/ /******************/
          YBL, /**/ YBR,  Y20, Y21, /**/ Y22 );

        SlideLockedPartitionDownDiagonal
        ( LTL, /**/ LTR,  L00, L01, /**/ L02,
          /**/       L10, L11, /**/ L12,
          /**********************************/
          LBL, /**/ LBR,  L20, L21, /**/ L22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
Пример #2
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
}
Пример #3
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
}