void DenseGenMatrix::Copy(const DenseGenMatrix& M)
{
DBG_ASSERT(NCols()==M.NCols());
DBG_ASSERT(NRows()==M.NRows());
IpBlasDcopy(NCols()*NRows(), M.Values(), 1, values_, 1);
initialized_ = true;
ObjectChanged();
}
void DenseGenMatrix::CholeskySolveMatrix(DenseGenMatrix& B) const
{
DBG_ASSERT(NRows()==NCols());
DBG_ASSERT(B.NRows()==NRows());
DBG_ASSERT(initialized_);
Number* Bvalues = B.Values();
IpLapackDpotrs(NRows(), B.NCols(), values_, NRows(), Bvalues, B.NRows());
}
void DenseGenMatrix::CholeskyBackSolveMatrix(bool trans, Number alpha,
DenseGenMatrix& B) const
{
DBG_ASSERT(NRows()==NCols());
DBG_ASSERT(B.NRows()==NRows());
DBG_ASSERT(initialized_);
Number* Bvalues = B.Values();
IpBlasDtrsm(trans, NRows(), B.NCols(), alpha,
values_, NRows(), Bvalues, B.NRows());
}
void DenseGenMatrix::LUSolveMatrix(DenseGenMatrix& B) const
{
DBG_ASSERT(NRows()==NCols());
DBG_ASSERT(B.NRows()==NRows());
DBG_ASSERT(initialized_);
DBG_ASSERT(factorization_==LU);
Number* Bvalues = B.Values();
IpLapackDgetrs(NRows(), B.NCols(), values_, NRows(), pivot_, Bvalues,
B.NRows());
}
void DenseGenMatrix::AddMatrixProduct(Number alpha, const DenseGenMatrix& A,
bool transA, const DenseGenMatrix& B,
bool transB, Number beta)
{
Index m = NRows();
DBG_ASSERT((transA && A.NCols()==m) || (!transA && A.NRows()==m));
Index n = NCols();
DBG_ASSERT((transB && B.NRows()==n) || (!transB && B.NCols()==n));
Index k;
if (transA) {
k = A.NRows();
}
else {
k = A.NCols();
}
DBG_ASSERT((transB && B.NCols()==k) || (!transB && B.NRows()==k));
DBG_ASSERT(beta==0. || initialized_);
IpBlasDgemm(transA, transB, m, n, k, alpha, A.Values(), A.NRows(),
B.Values(), B.NRows(), beta, values_, NRows());
initialized_ = true;
ObjectChanged();
}
void DenseSymMatrix::HighRankUpdate(bool trans, Number alpha,
const DenseGenMatrix& V,
Number beta)
{
DBG_ASSERT((!trans && Dim()==V.NRows()) || (trans && Dim()==V.NCols()));
DBG_ASSERT(beta==0. || initialized_);
Index nrank;
if (trans) {
nrank = V.NRows();
}
else {
nrank = V.NCols();
}
IpBlasDsyrk(trans, Dim(), nrank, alpha, V.Values(), V.NRows(),
beta, values_, NRows());
initialized_ = true;
ObjectChanged();
}
void DenseSymMatrix::SpecialAddForLMSR1(const DenseVector& D,
const DenseGenMatrix& L)
{
const Index dim = Dim();
DBG_ASSERT(initialized_);
DBG_ASSERT(dim==D.Dim());
DBG_ASSERT(dim==L.NRows());
DBG_ASSERT(dim==L.NCols());
// First add the diagonal matrix
const Number* Dvalues = D.Values();
for (Index i=0; i<dim; i++) {
values_[i+i*dim] += Dvalues[i];
}
// Now add the strictly-lower triagular matrix L and its transpose
const Number* Lvalues = L.Values();
for (Index j=0; j<dim; j++) {
for (Index i=j+1; i<dim; i++) {
values_[i+j*dim] += Lvalues[i+j*dim];
}
}
ObjectChanged();
}
