示例#1
0
inline void
HPDInverseLVar2( DistMatrix<F>& A )
{
#ifndef RELEASE
    PushCallStack("internal::HPDInverseLVar2");
    if( A.Height() != A.Width() )
        throw std::logic_error("Nonsquare matrices cannot be triangular");
#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);

    // Temporary distributions
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,STAR,VR  > A10_STAR_VR(g);
    DistMatrix<F,VC,  STAR> A21_VC_STAR(g);
    DistMatrix<F,STAR,MC  > A10_STAR_MC(g);
    DistMatrix<F,STAR,MR  > A10_STAR_MR(g);
    DistMatrix<F,STAR,MC  > A21Trans_STAR_MC(g);
    DistMatrix<F,VR,  STAR> A21_VR_STAR(g);
    DistMatrix<F,STAR,MR  > A21Adj_STAR_MR(g);

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

        A10_STAR_VR.AlignWith( A00 );
        A21_VC_STAR.AlignWith( A20 );
        A10_STAR_MC.AlignWith( A00 );
        A10_STAR_MR.AlignWith( A00 );
        A21Trans_STAR_MC.AlignWith( A20 );
        A21_VR_STAR.AlignWith( A22 );
        A21Adj_STAR_MR.AlignWith( A22 );
        //--------------------------------------------------------------------//
        A11_STAR_STAR = A11;
        LocalCholesky( LOWER, A11_STAR_STAR );

        A10_STAR_VR = A10;
        LocalTrsm
        ( LEFT, LOWER, NORMAL, NON_UNIT, F(1), A11_STAR_STAR, A10_STAR_VR );

        A21_VC_STAR = A21;
        LocalTrsm
        ( RIGHT, LOWER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A21_VC_STAR );

        A10_STAR_MC = A10_STAR_VR;
        A10_STAR_MR = A10_STAR_VR;
        LocalTrrk
        ( LOWER, ADJOINT,
          F(1), A10_STAR_MC, A10_STAR_MR, F(1), A00 );

        A21Trans_STAR_MC.TransposeFrom( A21_VC_STAR );
        LocalGemm
        ( TRANSPOSE, NORMAL, F(-1), A21Trans_STAR_MC, A10_STAR_MR, F(1), A20 );

        A21_VR_STAR = A21_VC_STAR;
        A21Adj_STAR_MR.AdjointFrom( A21_VR_STAR );
        LocalTrrk
        ( LOWER, TRANSPOSE,
          F(-1), A21Trans_STAR_MC, A21Adj_STAR_MR, F(1), A22 );

        LocalTrsm
        ( LEFT, LOWER, ADJOINT, NON_UNIT, F(1), A11_STAR_STAR, A10_STAR_VR );

        LocalTrsm
        ( RIGHT, LOWER, NORMAL, NON_UNIT, F(-1), A11_STAR_STAR, A21_VC_STAR );

        LocalTriangularInverse( LOWER, NON_UNIT, A11_STAR_STAR );

        LocalTrtrmm( ADJOINT, LOWER, A11_STAR_STAR );

        A11 = A11_STAR_STAR;
        A10 = A10_STAR_VR;
        A21 = A21_VC_STAR;
        //--------------------------------------------------------------------//
        A10_STAR_VR.FreeAlignments();
        A21_VC_STAR.FreeAlignments();
        A10_STAR_MC.FreeAlignments();
        A10_STAR_MR.FreeAlignments();
        A21Trans_STAR_MC.FreeAlignments();
        A21_VR_STAR.FreeAlignments();
        A21Adj_STAR_MR.FreeAlignments();

        SlidePartitionDownDiagonal
        ( ATL, /**/ ATR,  A00, A01, /**/ A02,
               /**/       A10, A11, /**/ A12,
         /*************/ /******************/
          ABL, /**/ ABR,  A20, A21, /**/ A22 );
    }
#ifndef RELEASE
    PopCallStack();
#endif
}
示例#2
0
inline void
internal::CholeskyLVar3( DistMatrix<F,MC,MR>& A )
{
#ifndef RELEASE
    PushCallStack("internal::CholeskyLVar3");
    if( A.Height() != A.Width() )
        throw std::logic_error
        ("Can only compute Cholesky factor of square matrices");
#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);

    // Temporary matrices
    DistMatrix<F,STAR,STAR> A11_STAR_STAR(g);
    DistMatrix<F,VC,  STAR> A21_VC_STAR(g);
    DistMatrix<F,VR,  STAR> A21_VR_STAR(g);
    DistMatrix<F,STAR,MC  > A21Trans_STAR_MC(g);
    DistMatrix<F,STAR,MR  > A21Adj_STAR_MR(g);

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

        A21_VR_STAR.AlignWith( A22 );
        A21_VC_STAR.AlignWith( A22 );
        A21Trans_STAR_MC.AlignWith( A22 );
        A21Adj_STAR_MR.AlignWith( A22 );
        //--------------------------------------------------------------------//
        A11_STAR_STAR = A11;
        internal::LocalCholesky( LOWER, A11_STAR_STAR );
        A11 = A11_STAR_STAR;

        A21_VC_STAR = A21;
        internal::LocalTrsm
        ( RIGHT, LOWER, ADJOINT, NON_UNIT, (F)1, A11_STAR_STAR, A21_VC_STAR );

        A21_VR_STAR = A21_VC_STAR;
        A21Trans_STAR_MC.TransposeFrom( A21_VC_STAR );
        A21Adj_STAR_MR.AdjointFrom( A21_VR_STAR );

        // (A21^T[* ,MC])^T A21^H[* ,MR] = A21[MC,* ] A21^H[* ,MR]
        //                               = (A21 A21^H)[MC,MR]
        internal::LocalTrrk
        ( LOWER, TRANSPOSE, 
          (F)-1, A21Trans_STAR_MC, A21Adj_STAR_MR, (F)1, A22 );

        A21.TransposeFrom( A21Trans_STAR_MC );
        //--------------------------------------------------------------------//
        A21_VR_STAR.FreeAlignments();
        A21_VC_STAR.FreeAlignments();
        A21Trans_STAR_MC.FreeAlignments();
        A21Adj_STAR_MR.FreeAlignments();

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