/*
* like LAPACK/dlafrt.f
*
* Build block reflector T from HH reflector stored in TriLU(A) and coefficients
* in tau.
*
* Q = I - Y*T*Y.T; Householder H = I - tau*v*v.T
*
* T = | T 0 | z = -tau*T*Y.T*v
* | z c | c = tau
*
* Q = H(1)H(2)...H(k) building forward here.
*/
func unblkBlockReflectorRQ(T, A, tau *cmat.FloatMatrix) {
var ATL, ABR cmat.FloatMatrix
var A00, a10, A20, a11, a21, A22 cmat.FloatMatrix
var TTL, TBR cmat.FloatMatrix
var T00, t11, t21, T22 cmat.FloatMatrix
var tT, tB cmat.FloatMatrix
var t0, tau1, t2 cmat.FloatMatrix
util.Partition2x2(
&ATL, nil,
nil, &ABR /**/, A, 0, 0, util.PBOTTOMRIGHT)
util.Partition2x2(
&TTL, nil,
nil, &TBR /**/, T, 0, 0, util.PBOTTOMRIGHT)
util.Partition2x1(
&tT,
&tB /**/, tau, 0, util.PBOTTOM)
for m(&ATL) > 0 && n(&ATL) > 0 {
util.Repartition2x2to3x3(&ATL,
&A00, nil, nil,
&a10, &a11, nil,
&A20, &a21, &A22 /**/, A, 1, util.PTOPLEFT)
util.Repartition2x2to3x3(&TTL,
&T00, nil, nil,
nil, &t11, nil,
nil, &t21, &T22 /**/, T, 1, util.PTOPLEFT)
util.Repartition2x1to3x1(&tT,
&t0,
&tau1,
&t2 /**/, tau, 1, util.PTOP)
// --------------------------------------------------
// t11 := tau
tauval := tau1.Get(0, 0)
if tauval != 0.0 {
t11.Set(0, 0, tauval)
// t21 := -tauval*(a21 + A20*a10)
blasd.Axpby(&t21, &a21, 1.0, 0.0)
blasd.MVMult(&t21, &A20, &a10, -tauval, -tauval, gomas.NONE)
// t21 := T22*t21
blasd.MVMultTrm(&t21, &T22, 1.0, gomas.LOWER)
}
// --------------------------------------------------
util.Continue3x3to2x2(
&ATL, nil,
nil, &ABR /**/, &A00, &a11, &A22, A, util.PTOPLEFT)
util.Continue3x3to2x2(
&TTL, nil,
nil, &TBR /**/, &T00, &t11, &T22, T, util.PTOPLEFT)
util.Continue3x1to2x1(
&tT,
&tB /**/, &t0, &tau1, tau, util.PTOP)
}
}
/*
* like LAPACK/dlafrt.f
*
* Build block reflector T from HH reflector stored in TriLU(A) and coefficients
* in tau.
*
* Q = I - Y*T*Y.T; Householder H = I - tau*v*v.T
*
* T = | T z | z = -tau*T*Y.T*v
* | 0 c | c = tau
*
* Q = H(1)H(2)...H(k) building forward here.
*/
func unblkQLBlockReflector(T, A, tau *cmat.FloatMatrix) {
var ATL, ABR cmat.FloatMatrix
var A00, a01, a11, A02, a12, A22 cmat.FloatMatrix
var TTL, TBR cmat.FloatMatrix
var T00, t11, t21, T22 cmat.FloatMatrix
var tT, tB cmat.FloatMatrix
var t0, tau1, t2 cmat.FloatMatrix
util.Partition2x2(
&ATL, nil,
nil, &ABR, A, 0, 0, util.PBOTTOMRIGHT)
util.Partition2x2(
&TTL, nil,
nil, &TBR, T, 0, 0, util.PBOTTOMRIGHT)
util.Partition2x1(
&tT,
&tB, tau, 0, util.PBOTTOM)
for m(&ATL) > 0 && n(&ATL) > 0 {
util.Repartition2x2to3x3(&ATL,
&A00, &a01, &A02,
nil, &a11, &a12,
nil, nil, &A22, A, 1, util.PTOPLEFT)
util.Repartition2x2to3x3(&TTL,
&T00, nil, nil,
nil, &t11, nil,
nil, &t21, &T22, T, 1, util.PTOPLEFT)
util.Repartition2x1to3x1(&tT,
&t0,
&tau1,
&t2, tau, 1, util.PTOP)
// --------------------------------------------------
// t11 := tau
tauval := tau1.Get(0, 0)
if tauval != 0.0 {
t11.Set(0, 0, tauval)
// t21 := -tauval*(a12.T + &A02.T*a12)
blasd.Axpby(&t21, &a12, 1.0, 0.0)
blasd.MVMult(&t21, &A02, &a01, -tauval, -tauval, gomas.TRANSA)
// t21 := T22*t01
blasd.MVMultTrm(&t21, &T22, 1.0, gomas.LOWER)
}
// --------------------------------------------------
util.Continue3x3to2x2(
&ATL, nil,
nil, &ABR, &A00, &a11, &A22, A, util.PTOPLEFT)
util.Continue3x3to2x2(
&TTL, nil,
nil, &TBR, &T00, &t11, &T22, T, util.PTOPLEFT)
util.Continue3x1to2x1(
&tT,
&tB, &t0, &tau1, tau, util.PTOP)
}
}
/*
* like LAPACK/dlafrt.f
*
* Build block reflector T from HH reflector stored in TriLU(A) and coefficients
* in tau.
*
* Q = I - Y*T*Y.T; Householder H = I - tau*v*v.T
*
* T = | T z | z = -tau*T*Y.T*v
* | 0 c | c = tau
*
* Q = H(1)H(2)...H(k) building forward here.
*/
func unblkBlockReflectorLQ(T, A, tau *cmat.FloatMatrix) {
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, a01, A02, a11, a12, A22 cmat.FloatMatrix
var TTL, TTR, TBL, TBR cmat.FloatMatrix
var T00, t01, T02, t11, t12, T22 cmat.FloatMatrix
var tT, tB cmat.FloatMatrix
var t0, tau1, t2 cmat.FloatMatrix
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
util.Partition2x2(
&TTL, &TTR,
&TBL, &TBR, T, 0, 0, util.PTOPLEFT)
util.Partition2x1(
&tT,
&tB, tau, 0, util.PTOP)
for m(&ABR) > 0 && n(&ABR) > 0 {
util.Repartition2x2to3x3(&ATL,
&A00, &a01, &A02,
nil, &a11, &a12,
nil, nil, &A22, A, 1, util.PBOTTOMRIGHT)
util.Repartition2x2to3x3(&TTL,
&T00, &t01, &T02,
nil, &t11, &t12,
nil, nil, &T22, T, 1, util.PBOTTOMRIGHT)
util.Repartition2x1to3x1(&tT,
&t0,
&tau1,
&t2, tau, 1, util.PBOTTOM)
// --------------------------------------------------
// t11 := tau
tauval := tau1.Get(0, 0)
if tauval != 0.0 {
t11.Set(0, 0, tauval)
// t01 := -tauval*(a01 + A02*a12)
blasd.Axpby(&t01, &a01, 1.0, 0.0)
blasd.MVMult(&t01, &A02, &a12, -tauval, -tauval, gomas.NONE)
// t01 := T00*t01
blasd.MVMultTrm(&t01, &T00, 1.0, gomas.UPPER)
}
// --------------------------------------------------
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
util.Continue3x3to2x2(
&TTL, &TTR,
&TBL, &TBR, &T00, &t11, &T22, T, util.PBOTTOMRIGHT)
util.Continue3x1to2x1(
&tT,
&tB, &t0, &tau1, tau, util.PBOTTOM)
}
}
/*
* Unblocked QR decomposition with block reflector T.
*/
func unblockedQRT(A, T, W *cmat.FloatMatrix) *gomas.Error {
var err *gomas.Error = nil
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, a10, a11, a12, A20, a21, A22 cmat.FloatMatrix
var TTL, TTR, TBL, TBR cmat.FloatMatrix
var T00, t01, T02, t11, t12, T22, w12 cmat.FloatMatrix
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
util.Partition2x2(
&TTL, &TTR,
&TBL, &TBR, T, 0, 0, util.PTOPLEFT)
for m(&ABR) > 0 && n(&ABR) > 0 {
util.Repartition2x2to3x3(&ATL,
&A00, nil, nil,
&a10, &a11, &a12,
&A20, &a21, &A22, A, 1, util.PBOTTOMRIGHT)
util.Repartition2x2to3x3(&TTL,
&T00, &t01, &T02,
nil, &t11, &t12,
nil, nil, &T22, T, 1, util.PBOTTOMRIGHT)
// ------------------------------------------------------
computeHouseholder(&a11, &a21, &t11)
// H*[a12 A22].T
w12.SubMatrix(W, 0, 0, a12.Len(), 1)
applyHouseholder2x1(&t11, &a21, &a12, &A22, &w12, gomas.LEFT)
// update T
tauval := t11.Get(0, 0)
if tauval != 0.0 {
// t01 := -tauval*(a10.T + &A20.T*a21)
//a10.CopyTo(&t01)
blasd.Axpby(&t01, &a10, 1.0, 0.0)
blasd.MVMult(&t01, &A20, &a21, -tauval, -tauval, gomas.TRANSA)
// t01 := T00*t01
blasd.MVMultTrm(&t01, &T00, 1.0, gomas.UPPER)
}
// ------------------------------------------------------
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
util.Continue3x3to2x2(
&TTL, &TTR,
&TBL, &TBR, &T00, &t11, &T22, T, util.PBOTTOMRIGHT)
}
return err
}
/*
* Update vector with compact WY Householder block
* (I - Y*T*Y.T)*v = v - Y*T*Y.T*v
*
* LEFT:
* 1 | 0 * v0 = v0 = v0
* 0 | Q v1 Q*v1 = v1 - Y*T*Y.T*v1
*
* 1 | 0 * v0 = v0 = v0
* 0 | Q.T v1 Q.T*v1 = v1 - Y*T.T*Y.T*v1
*
* RIGHT:
* v0 | v1 * 1 | 0 = v0 | v1*Q = v0 | v1 - v1*Y*T*Y.T
* 0 | Q
*
* v0 | v1 * 1 | 0 = v0 | v1*Q.T = v0 | v1 - v1*Y*T.T*Y.T
* 0 | Q.T
*/
func updateVecLeftWY2(v, Y1, Y2, T, w *cmat.FloatMatrix, bits int) {
var v1, v2 cmat.FloatMatrix
var w0 cmat.FloatMatrix
v1.SubMatrix(v, 1, 0, n(Y1), 1)
v2.SubMatrix(v, n(Y1)+1, 0, m(Y2), 1)
w0.SubMatrix(w, 0, 0, m(Y1), 1)
// w0 := Y1.T*v1 + Y2.T*v2
blasd.Copy(&w0, &v1)
blasd.MVMultTrm(&w0, Y1, 1.0, gomas.LOWER|gomas.UNIT|gomas.TRANS)
blasd.MVMult(&w0, Y2, &v2, 1.0, 1.0, gomas.TRANS)
// w0 := op(T)*w0
blasd.MVMultTrm(&w0, T, 1.0, bits|gomas.UPPER)
// v2 := v2 - Y2*w0
blasd.MVMult(&v2, Y2, &w0, -1.0, 1.0, gomas.NONE)
// v1 := v1 - Y1*w0
blasd.MVMultTrm(&w0, Y1, 1.0, gomas.LOWER|gomas.UNIT)
blasd.Axpy(&v1, &w0, -1.0)
}
/*
*
* Building reduction block for blocked algorithm as described in (1).
*
* A. update next column
* a10 [(U00) (U00) ] [(a10) (V00) ]
* a11 := I -[(u10)*T00*(u10).T] * [(a11) - (v01) * T00 * a10]
* a12 [(U20) (U20) ] [(a12) (V02) ]
*
* B. compute Householder reflector for updated column
* a21, t11 := Householder(a21)
*
* C. update intermediate reductions
* v10 A02*a21
* v11 := a12*a21
* v12 A22*a21
*
* D. update block reflector
* t01 := A20*a21
* t11 := t11
*/
func unblkBuildHessGQvdG(A, T, V, W *cmat.FloatMatrix) *gomas.Error {
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, a10, a11, A20, a21, A22 cmat.FloatMatrix
var AL, AR, A0, a1, A2 cmat.FloatMatrix
var TTL, TTR, TBL, TBR cmat.FloatMatrix
var T00, t01, t11, T22 cmat.FloatMatrix
var VL, VR, V0, v1, V2, Y0 cmat.FloatMatrix
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
util.Partition2x2(
&TTL, &TTR,
&TBL, &TBR, T, 0, 0, util.PTOPLEFT)
util.Partition1x2(
&AL, &AR, A, 0, util.PLEFT)
util.Partition1x2(
&VL, &VR, V, 0, util.PLEFT)
var beta float64
for n(&VR) > 0 {
util.Repartition2x2to3x3(&ATL,
&A00, nil, nil,
&a10, &a11, nil,
&A20, &a21, &A22, A, 1, util.PBOTTOMRIGHT)
util.Repartition2x2to3x3(&TTL,
&T00, &t01, nil,
nil, &t11, nil,
nil, nil, &T22, T, 1, util.PBOTTOMRIGHT)
util.Repartition1x2to1x3(&AL,
&A0, &a1, &A2, A, 1, util.PRIGHT)
util.Repartition1x2to1x3(&VL,
&V0, &v1, &V2, V, 1, util.PRIGHT)
// ------------------------------------------------------
// Compute Hessenberg update for next column of A:
if n(&V0) > 0 {
// y10 := T00*a10 (use t01 as workspace?)
blasd.Axpby(&t01, &a10, 1.0, 0.0)
blasd.MVMultTrm(&t01, &T00, 1.0, gomas.UPPER)
// a1 := a1 - V0*T00*a10
blasd.MVMult(&a1, &V0, &t01, -1.0, 1.0, gomas.NONE)
// update a1 := (I - Y*T*Y.T).T*a1 (here t01 as workspace)
Y0.SubMatrix(A, 1, 0, n(&A00), n(&A00))
updateVecLeftWY2(&a1, &Y0, &A20, &T00, &t01, gomas.TRANS)
a10.Set(0, -1, beta)
}
// Compute Householder reflector
computeHouseholderVec(&a21, &t11)
beta = a21.Get(0, 0)
a21.Set(0, 0, 1.0)
// v1 := A2*a21
blasd.MVMult(&v1, &A2, &a21, 1.0, 0.0, gomas.NONE)
// update T
tauval := t11.Get(0, 0)
if tauval != 0.0 {
// t01 := -tauval*A20.T*a21
blasd.MVMult(&t01, &A20, &a21, -tauval, 0.0, gomas.TRANS)
// t01 := T00*t01
blasd.MVMultTrm(&t01, &T00, 1.0, gomas.UPPER)
}
// ------------------------------------------------------
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
util.Continue3x3to2x2(
&TTL, &TTR,
&TBL, &TBR, &T00, &t11, &T22, T, util.PBOTTOMRIGHT)
util.Continue1x3to1x2(
&AL, &AR, &A0, &a1, A, util.PRIGHT)
util.Continue1x3to1x2(
&VL, &VR, &V0, &v1, V, util.PRIGHT)
}
A.Set(n(V), n(V)-1, beta)
return nil
}
