Example #1
0
File: rq.go Project: hrautila/gomas
// compute:
//      C*Q.T = C*(I -Y*T*Y.T).T ==  C - C*Y*T.T*Y.T
// or
//      C*Q   = (I -Y*T*Y.T)*C   ==  C - C*Y*T*Y.T
//
//
// where  C = ( C2 C1 ), Y = ( Y2 Y1 )
//
// C1 is K*nb, C2 is K*P, Y1 is nb*nb triuu, Y2 is nb*P, T is nb*nb
// W = K*nb
func updateRightRQ(C1, C2, Y1t, Y2t, T, W *cmat.FloatMatrix, transpose bool, conf *gomas.Config) {
	// -- compute: W = C*Y = C1*Y1 + C2*Y2

	// W = C1
	blasd.Plus(W, C1, 0.0, 1.0, gomas.NONE)
	// W = C1*Y1t.T
	blasd.MultTrm(W, Y1t, 1.0, gomas.RIGHT|gomas.LOWER|gomas.UNIT|gomas.TRANSA, conf)
	// W = W + C2*Y2t.T
	blasd.Mult(W, C2, Y2t, 1.0, 1.0, gomas.TRANSB, conf)
	// --- here: W == C*Y ---

	tflags := gomas.RIGHT | gomas.LOWER
	if transpose {
		tflags |= gomas.TRANSA
	}

	// W = W*T or W*T.T
	blasd.MultTrm(W, T, 1.0, tflags, conf)
	// --- here: W == C*Y*T or C*Y*T.T ---

	// C2 = C2 - W*Y2t
	blasd.Mult(C2, W, Y2t, -1.0, 1.0, gomas.NONE, conf)
	// C1 = C1 - W*Y1t
	//  W = W*Y1
	blasd.MultTrm(W, Y1t, 1.0, gomas.RIGHT|gomas.LOWER|gomas.UNIT, conf)
	// C1 = C1 - W
	blasd.Plus(C1, W, 1.0, -1.0, gomas.NONE)
	// --- here: C = (I - Y*T*Y.T).T * C ---
}
Example #2
0
File: rq.go Project: hrautila/gomas
// compute:
//      Q.T*C = (I -Y*T*Y.T).T*C ==  C - Y*(C.T*Y*T).T
// or
//      Q*C   = (I -Y*T*Y.T)*C   ==  C - Y*(C.T*Y*T.T).T
//
//
// where  C = ( C2 )   Y = ( Y2 Y1 )
//            ( C1 )
//
// C1 is nb*K, C2 is P*K, Y1 is nb*nb triuu, Y2 is nb*P, T is nb*nb
// W = K*nb
func updateLeftRQ(C1, C2, Y1t, Y2t, T, W *cmat.FloatMatrix, transpose bool, conf *gomas.Config) {

	// W = C1.T
	blasd.Plus(W, C1, 0.0, 1.0, gomas.TRANSB)
	// W = C1.T*Y1.T
	blasd.MultTrm(W, Y1t, 1.0, gomas.RIGHT|gomas.LOWER|gomas.UNIT|gomas.TRANSA, conf)
	// W = W + C2.T*Y2.T
	blasd.Mult(W, C2, Y2t, 1.0, 1.0, gomas.TRANSA|gomas.TRANSB, conf)
	// --- here: W == C.T*Y == C1.T*Y1.T + C2.T*Y2.T ---

	tflags := gomas.RIGHT | gomas.LOWER
	if !transpose {
		tflags |= gomas.TRANSA
	}
	// W = W*T or W*T.T
	blasd.MultTrm(W, T, 1.0, tflags, conf)
	// --- here: W == C.T*Y*T or C.T*Y*T.T ---

	// C2 = C2 - Y2*W.T
	blasd.Mult(C2, Y2t, W, -1.0, 1.0, gomas.TRANSA|gomas.TRANSB, conf)

	//  W = Y1*W.T ==> W.T = W*Y1
	blasd.MultTrm(W, Y1t, 1.0, gomas.RIGHT|gomas.LOWER|gomas.UNIT, conf)
	// C1 = C1 - W.T
	blasd.Plus(C1, W, 1.0, -1.0, gomas.TRANSB)
	// --- here: C = (I - Y*T*Y.T).T * C ---
}
Example #3
0
func TestDTrmmUnitUpper(t *testing.T) {
	var d cmat.FloatMatrix
	N := 563
	K := 171

	A := cmat.NewMatrix(N, N)
	B := cmat.NewMatrix(N, K)
	B0 := cmat.NewMatrix(N, K)
	C := cmat.NewMatrix(N, K)

	zeros := cmat.NewFloatConstSource(0.0)
	ones := cmat.NewFloatConstSource(1.0)
	zeromean := cmat.NewFloatNormSource()

	A.SetFrom(zeromean, cmat.UPPER|cmat.UNIT)
	B.SetFrom(ones)
	B0.SetFrom(ones)
	// B = A*B
	blasd.MultTrm(B, A, 1.0, gomas.UPPER|gomas.LEFT|gomas.UNIT)
	d.Diag(A).SetFrom(ones)
	blasd.Mult(C, A, B0, 1.0, 0.0, gomas.NONE)
	ok := C.AllClose(B)
	t.Logf("trmm(B, A, L|U|N|U) == gemm(C, TriUU(A), B)   : %v\n", ok)

	B.SetFrom(ones)
	// B = A.T*B
	d.Diag(A).SetFrom(zeros)
	blasd.MultTrm(B, A, 1.0, gomas.UPPER|gomas.LEFT|gomas.TRANSA|gomas.UNIT)
	d.Diag(A).SetFrom(ones)
	blasd.Mult(C, A, B0, 1.0, 0.0, gomas.TRANSA)
	ok = C.AllClose(B)
	t.Logf("trmm(B, A, L|U|T|U) == gemm(C, TriUU(A).T, B) : %v\n", ok)
}
Example #4
0
func TestDTrmmLowerRight(t *testing.T) {
	N := 563
	K := 171
	nofail := true

	A := cmat.NewMatrix(N, N)
	B := cmat.NewMatrix(K, N)
	B0 := cmat.NewMatrix(K, N)
	C := cmat.NewMatrix(K, N)

	ones := cmat.NewFloatConstSource(1.0)
	zeromean := cmat.NewFloatNormSource()

	A.SetFrom(zeromean, cmat.LOWER)
	B.SetFrom(ones)
	B0.SetFrom(ones)
	// B = B*A
	blasd.MultTrm(B, A, 1.0, gomas.LOWER|gomas.RIGHT)
	blasd.Mult(C, B0, A, 1.0, 0.0, gomas.NONE)
	ok := C.AllClose(B)
	nofail = nofail && ok
	t.Logf("trmm(B, A, R|L|N) == gemm(C, B, TriL(A))   : %v\n", ok)

	B.SetFrom(ones)
	// B = B*A.T
	blasd.MultTrm(B, A, 1.0, gomas.LOWER|gomas.RIGHT|gomas.TRANSA)
	blasd.Mult(C, B0, A, 1.0, 0.0, gomas.TRANSB)
	ok = C.AllClose(B)
	nofail = nofail && ok
	t.Logf("trmm(B, A, R|L|T) == gemm(C, B, TriL(A).T) : %v\n", ok)
}
Example #5
0
func TestDTrmmUnitUpperRight(t *testing.T) {
	var d cmat.FloatMatrix
	N := 563
	K := 171

	A := cmat.NewMatrix(N, N)
	B := cmat.NewMatrix(K, N)
	B0 := cmat.NewMatrix(K, N)
	C := cmat.NewMatrix(K, N)

	zeros := cmat.NewFloatConstSource(0.0)
	ones := cmat.NewFloatConstSource(1.0)
	zeromean := cmat.NewFloatNormSource()

	A.SetFrom(zeromean, cmat.UPPER|cmat.UNIT)
	B.SetFrom(ones)
	B0.SetFrom(ones)
	// B = B*A
	blasd.MultTrm(B, A, 1.0, gomas.UPPER|gomas.RIGHT|gomas.UNIT)
	d.Diag(A).SetFrom(ones)
	blasd.Mult(C, B0, A, 1.0, 0.0, gomas.NONE)
	ok := C.AllClose(B)
	t.Logf("trmm(B, A, R|U|N|U) == gemm(C, B, TriUU(A))   : %v\n", ok)

	B.SetFrom(ones)
	// B = B*A.T
	d.SetFrom(zeros)
	blasd.MultTrm(B, A, 1.0, gomas.UPPER|gomas.RIGHT|gomas.TRANSA|gomas.UNIT)
	d.SetFrom(ones)
	blasd.Mult(C, B0, A, 1.0, 0.0, gomas.TRANSB)
	ok = C.AllClose(B)
	t.Logf("trmm(B, A, R|U|T|U) == gemm(C, B, TriUU(A).T) : %v\n", ok)
}
Example #6
0
func TestDTrmmLower(t *testing.T) {
	N := 563
	K := 171
	nofail := true

	A := cmat.NewMatrix(N, N)
	B := cmat.NewMatrix(N, K)
	B0 := cmat.NewMatrix(N, K)
	C := cmat.NewMatrix(N, K)

	ones := cmat.NewFloatConstSource(1.0)
	zeromean := cmat.NewFloatNormSource()

	A.SetFrom(zeromean, cmat.LOWER)
	B.SetFrom(ones)
	B0.SetFrom(ones)
	// B = A*B
	blasd.MultTrm(B, A, 1.0, gomas.LOWER|gomas.LEFT)
	blasd.Mult(C, A, B0, 1.0, 0.0, gomas.NONE)
	ok := C.AllClose(B)
	nofail = nofail && ok
	t.Logf("trmm(B, A, L|L|N) == gemm(C, TriL(A), B)   : %v\n", ok)

	B.SetFrom(ones)
	// B = A.T*B
	blasd.MultTrm(B, A, 1.0, gomas.LOWER|gomas.LEFT|gomas.TRANSA)
	blasd.Mult(C, A, B0, 1.0, 0.0, gomas.TRANSA)
	ok = C.AllClose(B)
	nofail = nofail && ok
	t.Logf("trmm(B, A, L|L|T) == gemm(C, TriL(A).T, B) : %v\n", ok)
}
Example #7
0
func test_bdsvd(N, flags, kind int, verbose bool, t *testing.T) {
	var At, sD, sE, tmp cmat.FloatMatrix

	uplo := "upper"
	offdiag := 1
	if flags&gomas.LOWER != 0 {
		offdiag = -1
		uplo = "lower"
	}
	A0 := cmat.NewMatrix(N, N)
	desc := setDiagonals(A0, offdiag, kind)
	At.SubMatrix(A0, 0, 0, N, N)
	sD.Diag(A0, 0)
	sE.Diag(A0, offdiag)
	D := cmat.NewCopy(&sD)
	E := cmat.NewCopy(&sE)

	// unit singular vectors
	U := cmat.NewMatrix(N, N)
	sD.Diag(U, 0)
	sD.Add(1.0)

	V := cmat.NewMatrix(N, N)
	sD.Diag(V, 0)
	sD.Add(1.0)

	W := cmat.NewMatrix(4*N, 1)
	C := cmat.NewMatrix(N, N)

	lapackd.BDSvd(D, E, U, V, W, flags|gomas.WANTU|gomas.WANTV)

	blasd.Mult(C, U, U, 1.0, 0.0, gomas.TRANSA)
	sD.Diag(C)
	sD.Add(-1.0)
	nrmu := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Mult(C, V, V, 1.0, 0.0, gomas.TRANSB)
	sD.Add(-1.0)
	nrmv := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Mult(C, U, A0, 1.0, 0.0, gomas.TRANSA)
	blasd.Mult(&At, C, V, 1.0, 0.0, gomas.TRANSB)
	if verbose && N < 10 {
		t.Logf("D:\n%v\n", asRow(&tmp, D))
		t.Logf("U:\n%v\n", U)
		t.Logf("V:\n%v\n", V)
		t.Logf("U.T*A*V\n%v\n", &At)
	}
	sD.Diag(&At)
	blasd.Axpy(&sD, D, -1.0)
	nrma := lapackd.NormP(&At, lapackd.NORM_ONE)

	t.Logf("N=%d [%s,%s] ||U.T*A*V - bdsvd(A)||_1: %e\n", N, uplo, desc, nrma)
	t.Logf("  ||I - U.T*U||_1: %e\n", nrmu)
	t.Logf("  ||I - V.T*V||_1: %e\n", nrmv)
}
Example #8
0
// test: C = C*Q.T
func TestQLMultRightTrans(t *testing.T) {
	var d, di0, di1 cmat.FloatMatrix
	M := 891
	N := 853
	lb := 36
	conf := gomas.NewConf()

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)

	C0 := cmat.NewMatrix(N, M)
	d.Diag(C0, M-N)
	ones := cmat.NewFloatConstSource(1.0)
	d.SetFrom(ones)
	C1 := cmat.NewCopy(C0)

	I0 := cmat.NewMatrix(N, N)
	I1 := cmat.NewCopy(I0)
	di0.Diag(I0)
	di1.Diag(I1)

	tau := cmat.NewMatrix(N, 1)
	W := cmat.NewMatrix(lb*(M+N), 1)

	conf.LB = lb
	lapackd.QLFactor(A, tau, W, conf)

	conf.LB = 0
	lapackd.QLMult(C0, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
	// I = Q*Q.T - I
	blasd.Mult(I0, C0, C0, 1.0, 0.0, gomas.TRANSB, conf)
	blasd.Add(&di0, -1.0)
	n0 := lapackd.NormP(I0, lapackd.NORM_ONE)

	conf.LB = lb
	lapackd.QLMult(C1, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
	// I = Q*Q.T - I
	blasd.Mult(I1, C1, C1, 1.0, 0.0, gomas.TRANSB, conf)
	blasd.Add(&di1, -1.0)
	n1 := lapackd.NormP(I1, lapackd.NORM_ONE)

	if N < 10 {
		t.Logf("unblk C0*Q:\n%v\n", C0)
		t.Logf("blk. C2*Q:\n%v\n", C1)
	}
	blasd.Plus(C0, C1, 1.0, -1.0, gomas.NONE)
	n2 := lapackd.NormP(C0, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d ||unblk.QLMult(C) - blk.QLMult(C)||_1: %e\n", M, N, n2)
	t.Logf("unblk M=%d, N=%d ||I - Q*Q.T||_1: %e\n", M, N, n0)
	t.Logf("blk   M=%d, N=%d ||I - Q*Q.T||_1: %e\n", M, N, n1)
}
Example #9
0
func TestUpperCHOL(t *testing.T) {
	N := 311
	K := 43
	nb := 0

	conf := gomas.NewConf()
	conf.LB = nb

	Z := cmat.NewMatrix(N, N)
	A := cmat.NewMatrix(N, N)
	A0 := cmat.NewMatrix(N, N)
	B := cmat.NewMatrix(N, K)
	X := cmat.NewMatrix(N, K)

	unitrand := cmat.NewFloatUniformSource()
	Z.SetFrom(unitrand)

	blasd.Mult(A, Z, Z, 1.0, 0.0, gomas.TRANSB)
	A0.Copy(A)

	B.SetFrom(unitrand)
	X.Copy(B)

	// A = chol(A) = U.T*U
	t.Logf("Unblocked version: nb=%d\n", conf.LB)
	lapackd.CHOLFactor(A, gomas.UPPER, conf)
	// X = A.-1*B = U.-1*(U.-T*B)
	lapackd.CHOLSolve(X, A, gomas.UPPER)
	// B = B - A*X
	blasd.Mult(B, A0, X, -1.0, 1.0, gomas.NONE)
	// ||B - A*X||_1
	nrm := lapackd.NormP(B, lapackd.NORM_ONE)
	t.Logf("N=%d:  ||B - A*X||_1: %e\n", N, nrm)

	// A = chol(A) = U.T*U
	A.Copy(A0)
	B.SetFrom(unitrand)
	X.Copy(B)
	conf.LB = 16
	t.Logf("Blocked version: nb=%d\n", conf.LB)
	lapackd.CHOLFactor(A, gomas.UPPER, conf)
	// X = A.-1*B = U.-1*(U.-T*B)
	lapackd.CHOLSolve(X, A, gomas.UPPER)
	// B = B - A*X
	blasd.Mult(B, A0, X, -1.0, 1.0, gomas.NONE)
	// ||B - A*X||_1
	nrm = lapackd.NormP(B, lapackd.NORM_ONE)
	t.Logf("N=%d:  ||B - A*X||_1: %e\n", N, nrm)

}
Example #10
0
func TestQLBuildwithK(t *testing.T) {
	var dc cmat.FloatMatrix
	M := 711
	N := 707
	K := 691
	lb := 36
	conf := gomas.NewConf()

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	tau := cmat.NewMatrix(N, 1)

	W := cmat.NewMatrix(M+N, 1)
	C := cmat.NewMatrix(N, N)

	conf.LB = lb
	lapackd.QLFactor(A, tau, W, conf)
	A1 := cmat.NewCopy(A)

	conf.LB = 0
	lapackd.QLBuild(A, tau, W, K, conf)
	blasd.Mult(C, A, A, 1.0, 0.0, gomas.TRANSA, conf)
	dc.Diag(C)
	blasd.Add(&dc, -1.0)
	if N < 10 {
		t.Logf("unblk.QLBuild Q:\n%v\n", A)
		t.Logf("unblk.QLBuild Q.T*Q:\n%v\n", C)
	}
	n0 := lapackd.NormP(C, lapackd.NORM_ONE)

	conf.LB = lb
	W1 := lapackd.Workspace(lapackd.QLBuildWork(A1, conf))
	lapackd.QLBuild(A1, tau, W1, K, conf)
	if N < 10 {
		t.Logf("blk.QLBuild Q:\n%v\n", A1)
	}
	// compute: I - Q.T*Q
	blasd.Mult(C, A1, A1, 1.0, 0.0, gomas.TRANSA, conf)
	blasd.Add(&dc, -1.0)
	n1 := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Plus(A, A1, 1.0, -1.0, gomas.NONE)
	n2 := lapackd.NormP(A, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d, K=%d ||unblk.QLBuild(A) - blk.QLBuild(A)||_1 :%e\n", M, N, K, n2)
	t.Logf("unblk M=%d, N=%d, K=%d ||Q.T*Q - I||_1 : %e\n", M, N, K, n0)
	t.Logf("blk   M=%d, N=%d, K=%d ||Q.T*Q - I||_1 : %e\n", M, N, K, n1)
}
Example #11
0
func test_trdevd(N, flags, kind int, verbose bool, t *testing.T) {
	var At, sD, sE, tmp cmat.FloatMatrix

	A0 := cmat.NewMatrix(N, N)
	desc := setTrdDiagonals(A0, kind)
	At.SubMatrix(A0, 0, 0, N, N)
	sD.Diag(A0, 0)
	sE.Diag(A0, 1)
	D := cmat.NewCopy(&sD)
	E := cmat.NewCopy(&sE)

	V := cmat.NewMatrix(N, N)
	sD.Diag(V, 0)
	sD.Add(1.0)

	W := cmat.NewMatrix(4*N, 1)
	C := cmat.NewMatrix(N, N)

	if verbose && N < 10 {
		t.Logf("A0:\n%v\n", A0.ToString("%6.3f"))
		t.Logf("V.pre:\n%v\n", V.ToString("%6.3f"))
	}
	lapackd.TRDEigen(D, E, V, W, flags|gomas.WANTV)
	for k := 0; k < N-1; k++ {
		if E.GetAt(k) != 0.0 {
			t.Logf("E[%d] != 0.0 (%e)\n", k, E.GetAt(k))
		}
	}

	blasd.Mult(C, V, V, 1.0, 0.0, gomas.TRANSB)
	sD.Diag(C)
	sD.Add(-1.0)
	nrmv := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Mult(C, V, A0, 1.0, 0.0, gomas.TRANSA)
	blasd.Mult(&At, C, V, 1.0, 0.0, gomas.NONE)
	if verbose && N < 10 {
		t.Logf("D:\n%v\n", asRow(&tmp, D).ToString("%6.3f"))
		t.Logf("V:\n%v\n", V.ToString("%6.3f"))
		t.Logf("V.T*A*V\n%v\n", At.ToString("%6.3f"))
	}
	sD.Diag(&At)
	blasd.Axpy(&sD, D, -1.0)
	nrma := lapackd.NormP(&At, lapackd.NORM_ONE)

	t.Logf("N=%d [%s] ||V.T*A*V - eigen(A)||_1: %e\n", N, desc, nrma)
	t.Logf("  ||I - V.T*V||_1: %e\n", nrmv)
}
Example #12
0
func TestLQBuild(t *testing.T) {
	var dc cmat.FloatMatrix

	M := 877
	N := 913
	K := 831
	lb := 48
	conf := gomas.NewConf()
	_ = lb

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	tau := cmat.NewMatrix(M, 1)
	W := cmat.NewMatrix(M, 1)
	C := cmat.NewMatrix(M, M)
	dc.Diag(C)

	conf.LB = lb
	lapackd.LQFactor(A, tau, W, conf)
	A1 := cmat.NewCopy(A)

	conf.LB = 0
	lapackd.LQBuild(A, tau, W, K, conf)
	if N < 10 {
		t.Logf("unblk.LQBuild Q:\n%v\n", A)
	}
	blasd.Mult(C, A, A, 1.0, 0.0, gomas.TRANSB, conf)
	blasd.Add(&dc, -1.0)
	n0 := lapackd.NormP(C, lapackd.NORM_ONE)

	conf.LB = lb
	W2 := lapackd.Workspace(lapackd.LQBuildWork(A, conf))
	lapackd.LQBuild(A1, tau, W2, K, conf)
	if N < 10 {
		t.Logf("blk.LQBuild Q:\n%v\n", A1)
	}
	blasd.Mult(C, A1, A1, 1.0, 0.0, gomas.TRANSB, conf)
	blasd.Add(&dc, -1.0)
	n1 := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Plus(A, A1, 1.0, -1.0, gomas.NONE)
	n2 := lapackd.NormP(A, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d, K=%d ||unblk.LQBuild(A) - blk.LQBuild(A)||_1 :%e\n", M, N, K, n2)
	t.Logf("unblk M=%d, N=%d, K=%d ||I - Q*Q.T||_1 : %e\n", M, N, K, n0)
	t.Logf("  blk M=%d, N=%d, K=%d ||I - Q*Q.T||_1 : %e\n", M, N, K, n1)
}
Example #13
0
// Simple and slow LQ decomposition with Givens rotations
func TestGivensLQ(t *testing.T) {
	var d cmat.FloatMatrix
	M := 149
	N := 167
	A := cmat.NewMatrix(M, N)
	A1 := cmat.NewCopy(A)

	ones := cmat.NewFloatConstSource(1.0)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	A0 := cmat.NewCopy(A)

	Qt := cmat.NewMatrix(N, N)
	d.Diag(Qt)
	d.SetFrom(ones)

	// R = G(n)...G(2)G(1)*A; Q = G(1).T*G(2).T...G(n).T ;  Q.T = G(n)...G(2)G(1)
	for i := 0; i < M; i++ {
		// zero elements right of diagonal
		for j := N - 2; j >= i; j-- {
			c, s, r := lapackd.ComputeGivens(A.Get(i, j), A.Get(i, j+1))
			A.Set(i, j, r)
			A.Set(i, j+1, 0.0)
			// apply rotation to this column starting from row i+1
			lapackd.ApplyGivensRight(A, j, j+1, i+1, M-i-1, c, s)
			// update Qt = G(k)*Qt
			lapackd.ApplyGivensRight(Qt, j, j+1, 0, N, c, s)
		}
	}
	// A = L*Q
	blasd.Mult(A1, A, Qt, 1.0, 0.0, gomas.TRANSB)
	blasd.Plus(A0, A1, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d ||A - L*G(1)..G(n)||_1: %e\n", M, N, nrm)
}
Example #14
0
// test: min ||X|| s.t A.T*X = B
func TestSolveQR(t *testing.T) {
	M := 799
	N := 711
	K := 241
	nb := 32
	conf := gomas.NewConf()
	conf.LB = nb

	tau := cmat.NewMatrix(N, 1)
	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	A0 := cmat.NewCopy(A)
	B0 := cmat.NewMatrix(M, K)
	B0.SetFrom(src)
	B := cmat.NewCopy(B0)

	W := lapackd.Workspace(lapackd.QRFactorWork(A, conf))
	lapackd.QRFactor(A, tau, W, conf)

	lapackd.QRSolve(B, A, tau, W, gomas.TRANS, conf)

	var Bmin cmat.FloatMatrix
	Bmin.SubMatrix(B0, 0, 0, N, K)
	blasd.Mult(&Bmin, A0, B, 1.0, -1.0, gomas.TRANSA, conf)

	nrm := lapackd.NormP(&Bmin, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d ||B - A.T*X||_1: %e\n", M, N, nrm)
}
Example #15
0
File: lu.go Project: hrautila/gomas
// blocked LU decomposition w/o pivots, FLAME LU nopivots variant 5
func blockedLUnoPiv(A *cmat.FloatMatrix, nb int, conf *gomas.Config) *gomas.Error {
	var err *gomas.Error = nil
	var ATL, ATR, ABL, ABR cmat.FloatMatrix
	var A00, A01, A02, A10, A11, A12, A20, A21, A22 cmat.FloatMatrix

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, util.PTOPLEFT)

	for m(&ATL) < m(A)-nb {
		util.Repartition2x2to3x3(&ATL,
			&A00, &A01, &A02,
			&A10, &A11, &A12,
			&A20, &A21, &A22, A, nb, util.PBOTTOMRIGHT)

		// A00 = LU(A00)
		unblockedLUnoPiv(&A11, conf)
		// A12 = trilu(A00)*A12.-1  (TRSM)
		blasd.SolveTrm(&A12, &A11, 1.0, gomas.LEFT|gomas.LOWER|gomas.UNIT)
		// A21 = A21.-1*triu(A00) (TRSM)
		blasd.SolveTrm(&A21, &A11, 1.0, gomas.RIGHT|gomas.UPPER)
		// A22 = A22 - A21*A12
		blasd.Mult(&A22, &A21, &A12, -1.0, 1.0, gomas.NONE)

		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
	}
	// last block
	if m(&ATL) < m(A) {
		unblockedLUnoPiv(&ABR, conf)
	}
	return err
}
Example #16
0
// test: min || B - A.T*X ||
func TestLeastSquaresLQ(t *testing.T) {
	M := 723
	N := 811
	K := 273
	nb := 32
	conf := gomas.NewConf()
	conf.LB = nb

	tau := cmat.NewMatrix(M, 1)
	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	B0 := cmat.NewMatrix(M, K)
	B0.SetFrom(src)
	B := cmat.NewMatrix(N, K)

	// B = A.T*B0
	blasd.Mult(B, A, B0, 1.0, 0.0, gomas.TRANSA, conf)

	W := lapackd.Workspace(lapackd.LQFactorWork(A, conf))
	lapackd.LQFactor(A, tau, W, conf)

	// B' = A.-1*B
	lapackd.LQSolve(B, A, tau, W, gomas.TRANS, conf)

	// expect B[0:M,0:K] == B0[0:M,0:K], B[M:N,0:K] == 0
	var X cmat.FloatMatrix

	X.SubMatrix(B, 0, 0, M, K)
	blasd.Plus(&X, B0, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(&X, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d  ||B0 - min( ||A.T*X - B0|| ) ||_1: %e\n", M, N, nrm)
}
Example #17
0
func TestBlockedDecomposeCHOL(t *testing.T) {
	N := 119
	nb := 16

	conf := gomas.NewConf()
	conf.LB = nb

	Z := cmat.NewMatrix(N, N)
	AL := cmat.NewMatrix(N, N)
	AU := cmat.NewMatrix(N, N)

	unitrand := cmat.NewFloatUniformSource()
	Z.SetFrom(unitrand)

	blasd.Mult(AL, Z, Z, 1.0, 0.0, gomas.TRANSB)
	AU.Copy(AL)

	eu := lapackd.CHOLFactor(AU, gomas.UPPER, conf)
	el := lapackd.CHOLFactor(AL, gomas.LOWER, conf)
	_, _ = eu, el

	Z.Transpose(AU)
	if N < 10 {
		t.Logf("AU.T:\n%v\n", Z)
		t.Logf("AL:\n%v\n", AL)
	}
	ok := AL.AllClose(Z)
	t.Logf("Decompose(AL) == Decompose(AU).T: %v\n", ok)
}
Example #18
0
func TestLU(t *testing.T) {
	N := 119
	K := 41
	nb := 0

	A := cmat.NewMatrix(N, N)
	A0 := cmat.NewMatrix(N, N)
	B := cmat.NewMatrix(N, K)
	X := cmat.NewMatrix(N, K)

	unitrand := cmat.NewFloatUniformSource()
	A.SetFrom(unitrand)
	A0.Copy(A)
	B.SetFrom(unitrand)
	X.Copy(B)
	piv := lapackd.NewPivots(N)

	conf := gomas.DefaultConf()
	conf.LB = nb

	// R = lu(A) = P*L*U
	lapackd.LUFactor(A, piv, conf)
	// X = A.-1*B = U.-1*(L.-1*B)
	lapackd.LUSolve(X, A, piv, gomas.NONE)
	// B = B - A*X
	blasd.Mult(B, A0, X, -1.0, 1.0, gomas.NONE)
	nrm := lapackd.NormP(B, lapackd.NORM_ONE)
	t.Logf("Unblocked decomposition: nb=%d\n", conf.LB)
	t.Logf("N=%d  ||B - A*X||_1: %e\n", N, nrm)

	// blocked
	conf.LB = 16
	A.Copy(A0)
	B.SetFrom(unitrand)
	X.Copy(B)
	// lu(A) = P*L*U
	lapackd.LUFactor(A, piv, conf)
	// X = A.-1*B = U.-1*(L.-1*B)
	lapackd.LUSolve(X, A, piv, gomas.NONE)
	// B = B - A*X
	blasd.Mult(B, A0, X, -1.0, 1.0, gomas.NONE)
	nrm = lapackd.NormP(B, lapackd.NORM_ONE)
	t.Logf("Blocked decomposition: nb=%d\n", conf.LB)
	t.Logf("N=%d  ||B - A*X||_1: %e\n", N, nrm)
}
Example #19
0
func TestQRBuild(t *testing.T) {
	var d cmat.FloatMatrix

	M := 911
	N := 899
	K := 873
	lb := 36
	conf := gomas.NewConf()

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	tau := cmat.NewMatrix(N, 1)
	W := cmat.NewMatrix(N+M, 1)

	C := cmat.NewMatrix(N, N)
	d.Diag(C)

	conf.LB = lb
	lapackd.QRFactor(A, tau, W, conf)
	A1 := cmat.NewCopy(A)

	conf.LB = 0
	lapackd.QRBuild(A, tau, W, K, conf)

	blasd.Mult(C, A, A, 1.0, 0.0, gomas.TRANSA, conf)
	blasd.Add(&d, -1.0)
	n0 := lapackd.NormP(C, lapackd.NORM_ONE)

	conf.LB = lb
	W2 := lapackd.Workspace(lapackd.QRBuildWork(A, conf))
	lapackd.QRBuild(A1, tau, W2, K, conf)

	blasd.Mult(C, A1, A1, 1.0, 0.0, gomas.TRANSA, conf)
	blasd.Add(&d, -1.0)
	n1 := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Plus(A, A1, 1.0, -1.0, gomas.NONE)
	n2 := lapackd.NormP(A, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d, K=%d ||unblk.QRBuild(A) - blk.QRBuild(A)||_1 :%e\n", M, N, K, n2)
	t.Logf("unblk M=%d, N=%d, K=%d ||I - Q.T*Q||_1: %e\n", M, N, K, n0)
	t.Logf("  blk M=%d, N=%d, K=%d ||I - Q.T*Q||_1: %e\n", M, N, K, n1)
}
Example #20
0
func testEigen(N int, bits int, t *testing.T) {
	var A, A0, W, D, V *cmat.FloatMatrix
	var sD cmat.FloatMatrix
	var s string = "lower"

	if bits&gomas.UPPER != 0 {
		s = "upper"
	}

	wsize := N * N
	if wsize < 100 {
		wsize = 100
	}

	D = cmat.NewMatrix(N, 1)
	A = cmat.NewMatrix(N, N)
	V = cmat.NewMatrix(N, N)

	src := cmat.NewFloatNormSource()
	A.SetFrom(src, cmat.SYMM)
	A0 = cmat.NewCopy(A)
	W = cmat.NewMatrix(wsize, 1)

	if err := lapackd.EigenSym(D, A, W, bits|gomas.WANTV); err != nil {
		t.Errorf("EigenSym error: %v\n", err)
		return
	}

	// ||I - V.T*V||
	sD.Diag(V)
	blasd.Mult(V, A, A, 1.0, 0.0, gomas.TRANSA)
	blasd.Add(&sD, -1.0)
	nrm1 := lapackd.NormP(V, lapackd.NORM_ONE)

	// left vectors are M-by-N
	V.Copy(A)
	lapackd.MultDiag(V, D, gomas.RIGHT)
	blasd.Mult(A0, V, A, -1.0, 1.0, gomas.TRANSB)
	nrm2 := lapackd.NormP(A0, lapackd.NORM_ONE)

	t.Logf("N=%d, [%s] ||A - V*D*V.T||_1 :%e\n", N, s, nrm2)
	t.Logf("  ||I - V.T*V||_1 : %e\n", nrm1)
}
Example #21
0
func TestDSyrkUpper(t *testing.T) {
	var ok bool
	conf := gomas.NewConf()

	A := cmat.NewMatrix(N, N)
	A0 := cmat.NewMatrix(N, N)
	B := cmat.NewMatrix(N, K)
	Bt := cmat.NewMatrix(K, N)

	ones := cmat.NewFloatConstSource(1.0)
	zeromean := cmat.NewFloatUniformSource()
	_, _ = ones, zeromean

	A.SetFrom(ones, cmat.UPPER)
	A0.Copy(A)
	B.SetFrom(ones)
	Bt.Transpose(B)

	// B = A*B
	blasd.UpdateSym(A, B, 1.0, 1.0, gomas.UPPER, conf)
	blasd.Mult(A0, B, B, 1.0, 1.0, gomas.TRANSB)
	cmat.TriU(A0, cmat.NONE)
	ok = A0.AllClose(A)
	t.Logf("UpdateSym(A, B, U|N) == TriU(Mult(A, B, B.T)) : %v\n", ok)
	if N < 10 {
		t.Logf("UpdateSym(A, B)\n%v\n", A)
		t.Logf("Mult(A, B.T, B)\n%v\n", A0)
	}
	A.SetFrom(ones, cmat.UPPER)
	A0.Copy(A)

	blasd.UpdateSym(A, Bt, 1.0, 1.0, gomas.UPPER|gomas.TRANSA, conf)
	blasd.Mult(A0, Bt, Bt, 1.0, 1.0, gomas.TRANSA)
	cmat.TriU(A0, cmat.NONE)
	ok = A0.AllClose(A)
	t.Logf("UpdateSym(A, B, U|T) == TriU(Mult(A, B.T, B)) : %v\n", ok)
	if N < 10 {
		t.Logf("UpdateSym(A, B)\n%v\n", A)
		t.Logf("Mult(A, B.T, B)\n%v\n", A0)
	}
}
Example #22
0
/*
 * test2: C0 = A*B.T; C1 = B*A.T; C0 == C1.T
 *    A[M,K], B[K,N], C[M,N] and M != N == K
 */
func TestDGemm2(t *testing.T) {
	M := 411
	N := 377
	K := N
	A := cmat.NewMatrix(M, K)
	B := cmat.NewMatrix(K, N)
	C := cmat.NewMatrix(M, N)
	Ct := cmat.NewMatrix(N, M)
	T := cmat.NewMatrix(M, N)

	zeromean := cmat.NewFloatNormSource()

	A.SetFrom(zeromean)
	B.SetFrom(zeromean)

	blasd.Mult(C, A, B, 1.0, 0.0, gomas.TRANSB)
	blasd.Mult(Ct, B, A, 1.0, 0.0, gomas.TRANSB)
	T.Transpose(Ct)
	ok := C.AllClose(T)
	t.Logf("gemm(A, B.T) == transpose(gemm(B, A.T))  : %v\n", ok)
}
Example #23
0
// update T: T = -T1*Y1.T*Y2*T2
//  Y1 = /Y10\   Y2 = /Y11\
//       \Y20/        \Y21/
//
//  T = -T1 * [Y10.T*Y11 + Y20.T*Y21]*T2
//
//  T1 is K*K triangular upper matrix
//  T2 is nb*nb triangular upper matrix
//  T  is K*nb block matrix
//  Y10 is nb*K block matrix
//  Y20 is M-K-nb*K block matrix
//  Y11 is nb*nb triangular lower unit diagonal matrix
//  Y21 is M-K-nb*nb block matrix
//
func updateQRTReflector(T, Y10, Y20, Y11, Y21, T1, T2 *cmat.FloatMatrix, conf *gomas.Config) {
	// T = Y10.T
	if n(Y10) == 0 {
		return
	}
	// T = Y10.T
	blasd.Plus(T, Y10, 0.0, 1.0, gomas.TRANSB)
	// T = Y10.T*Y11
	blasd.MultTrm(T, Y11, 1.0, gomas.LOWER|gomas.UNIT|gomas.RIGHT, conf)
	// T = T + Y20.T*Y21
	blasd.Mult(T, Y20, Y21, 1.0, 1.0, gomas.TRANSA, conf)
	// -- here: T == Y1.T*Y2

	// T = -T1*T
	blasd.MultTrm(T, T1, -1.0, gomas.UPPER, conf)
	// T = T*T2
	blasd.MultTrm(T, T2, 1.0, gomas.UPPER|gomas.RIGHT, conf)
}
Example #24
0
func main() {
	flag.Parse()

	C := cmat.NewMatrix(N, N)
	A := cmat.NewMatrix(N, N)
	B := cmat.NewMatrix(N, N)

	zeromean := cmat.NewFloatNormSource()
	A.SetFrom(zeromean)
	B.SetFrom(zeromean)

	cumtime := 0.0
	mintime := 0.0
	maxtime := 0.0
	for i := 0; i < count; i++ {
		flushCache()

		t1 := time.Now()
		// ----------------------------------------------

		blasd.Mult(C, A, B, 1.0, 0.0, gomas.NONE)

		// ----------------------------------------------
		t2 := time.Now()
		tm := t2.Sub(t1)

		if mintime == 0.0 || tm.Seconds() < mintime {
			mintime = tm.Seconds()
		}
		if maxtime == 0.0 || tm.Seconds() > maxtime {
			maxtime = tm.Seconds()
		}
		cumtime += tm.Seconds()
		if verbose {
			fmt.Printf("%3d  %12.4f msec, %9.4f gflops\n",
				i, 1e+3*tm.Seconds(), gflops(N, tm.Seconds()))
		}
	}
	cumtime /= float64(count)
	minflops := gflops(N, maxtime)
	avgflops := gflops(N, cumtime)
	maxflops := gflops(N, mintime)
	fmt.Printf("%5d %9.4f %9.4f %9.4f Gflops\n", N, minflops, avgflops, maxflops)
}
Example #25
0
// test: min || B - A*X ||
func TestLeastSquaresQR(t *testing.T) {
	M := 811
	N := 723
	K := 311
	nb := 32
	conf := gomas.NewConf()
	conf.LB = nb

	tau := cmat.NewMatrix(N, 1)
	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	B0 := cmat.NewMatrix(N, K)
	B0.SetFrom(src)
	B := cmat.NewMatrix(M, K)

	// B = A*B0
	blasd.Mult(B, A, B0, 1.0, 0.0, gomas.NONE, conf)

	W := lapackd.Workspace(lapackd.QRFactorWork(A, conf))
	err := lapackd.QRFactor(A, tau, W, conf)
	if err != nil {
		t.Logf("DecomposeQR: %v\n", err)
	}

	// B' = A.-1*B
	err = lapackd.QRSolve(B, A, tau, W, gomas.NONE, conf)
	if err != nil {
		t.Logf("SolveQR: %v\n", err)
	}

	// expect B[0:N,0:K] == B0[0:N,0:K], B[N:M,0:K] == 0
	var X cmat.FloatMatrix

	X.SubMatrix(B, 0, 0, N, K)
	blasd.Plus(&X, B0, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(&X, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d  ||B0 - min( ||A*X - B0|| ) ||_1: %e\n", M, N, nrm)
}
Example #26
0
// Simple and slow QR decomposition with Givens rotations
func TestGivensQR(t *testing.T) {
	var d cmat.FloatMatrix
	M := 181
	N := 159
	A := cmat.NewMatrix(M, N)
	A1 := cmat.NewCopy(A)

	ones := cmat.NewFloatConstSource(1.0)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	A0 := cmat.NewCopy(A)

	Qt := cmat.NewMatrix(M, M)
	d.Diag(Qt)
	d.SetFrom(ones)

	// R = G(n)...G(2)G(1)*A; Q = G(1).T*G(2).T...G(n).T ;  Q.T = G(n)...G(2)G(1)

	// for all columns ...
	for j := 0; j < N; j++ {
		// ... zero elements below diagonal, starting from bottom
		for i := M - 2; i >= j; i-- {
			c, s, r := lapackd.ComputeGivens(A.Get(i, j), A.Get(i+1, j))
			A.Set(i, j, r)
			A.Set(i+1, j, 0.0)
			// apply rotations on this row starting from column j, N-j column
			lapackd.ApplyGivensLeft(A, i, i+1, j+1, N-j-1, c, s)
			// update Qt = G(k)*Qt
			lapackd.ApplyGivensLeft(Qt, i, i+1, 0, M, c, s)
		}
	}
	// check: A = Q*R
	blasd.Mult(A1, Qt, A, 1.0, 0.0, gomas.TRANSA)
	blasd.Plus(A0, A1, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d ||A - G(n)..G(1)*R||_1: %e\n", M, N, nrm)
}
Example #27
0
func test1(N int, beta float64, t *testing.T) {
	var sI cmat.FloatMatrix

	if N&0x1 != 0 {
		N = N + 1
	}
	D := cmat.NewMatrix(N, 1)
	Z := cmat.NewMatrix(N, 1)
	Y := cmat.NewMatrix(N, 1)
	V := cmat.NewMatrix(N, 1)
	Q := cmat.NewMatrix(N, N)
	I := cmat.NewMatrix(N, N)

	D.SetAt(0, 1.0)
	Z.SetAt(0, 2.0)
	for i := 1; i < N-1; i++ {
		if i < N/2 {
			D.SetAt(i, 2.0-float64(N/2-i)*beta)
		} else {
			D.SetAt(i, 2.0+float64(i+1-N/2)*beta)
		}
		Z.SetAt(i, beta)
	}
	D.SetAt(N-1, 10.0/3.0)
	Z.SetAt(N-1, 2.0)
	w := blasd.Nrm2(Z)
	blasd.InvScale(Z, w)
	rho := 1.0 / (w * w)

	lapackd.TRDSecularSolveAll(Y, V, Q, D, Z, rho)
	lapackd.TRDSecularEigen(Q, V, nil)
	blasd.Mult(I, Q, Q, 1.0, 0.0, gomas.TRANSA)
	sI.Diag(I)
	sI.Add(-1.0)
	nrm := lapackd.NormP(I, lapackd.NORM_ONE)
	t.Logf("N=%d, beta=%e ||I - Q.T*Q||_1: %e\n", N, beta, nrm)
}
Example #28
0
/*
 * Blocked version of Hessenberg reduction algorithm as presented in (1). This
 * version uses compact-WY transformation.
 *
 * Some notes:
 *
 * Elementary reflectors stored in [A11; A21].T are not on diagonal of A11. Update of
 * a block aligned with A11; A21 is as follow
 *
 * 1. Update from left Q(k)*C:
 *                                         c0   0                            c0
 * (I - Y*T*Y.T).T*C = C - Y*(C.T*Y)*T.T = C1 - Y1 * (C1.T.Y1+C2.T*Y2)*T.T = C1-Y1*W
 *                                         C2   Y2                           C2-Y2*W
 *
 * where W = (C1.T*Y1+C2.T*Y2)*T.T and first row of C is not affected by update
 *
 * 2. Update from right C*Q(k):
 *                                       0
 * C - C*Y*T*Y.T = c0;C1;C2 - c0;C1;C2 * Y1 *T*(0;Y1;Y2) = c0; C1-W*Y1; C2-W*Y2
 *                                       Y2
 * where  W = (C1*Y1 + C2*Y2)*T and first column of C is not affected
 *
 */
func blkHessGQvdG(A, Tvec, W *cmat.FloatMatrix, nb int, conf *gomas.Config) *gomas.Error {
	var ATL, ATR, ABL, ABR cmat.FloatMatrix
	var A00, A11, A12, A21, A22, A2 cmat.FloatMatrix
	var tT, tB, td cmat.FloatMatrix
	var t0, t1, t2, T cmat.FloatMatrix
	var V, VT, VB /*V0, V1, V2,*/, Y1, Y2, W0 cmat.FloatMatrix

	//fmt.Printf("blkHessGQvdG...\n")
	T.SubMatrix(W, 0, 0, conf.LB, conf.LB)
	V.SubMatrix(W, conf.LB, 0, m(A), conf.LB)
	td.Diag(&T)

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
	util.Partition2x1(
		&tT,
		&tB, Tvec, 0, util.PTOP)

	for m(&ABR) > nb+1 && n(&ABR) > nb {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			nil, &A11, &A12,
			nil, &A21, &A22, A, nb, util.PBOTTOMRIGHT)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&t1,
			&t2, Tvec, nb, util.PBOTTOM)

		util.Partition2x1(
			&VT,
			&VB, &V, m(&ATL), util.PTOP)
		// ------------------------------------------------------

		unblkBuildHessGQvdG(&ABR, &T, &VB, nil)
		blasd.Copy(&t1, &td)

		// m(Y) == m(ABR)-1, n(Y) == n(A11)
		Y1.SubMatrix(&ABR, 1, 0, n(&A11), n(&A11))
		Y2.SubMatrix(&ABR, 1+n(&A11), 0, m(&A21)-1, n(&A11))

		// [A01; A02] == ATR := ATR*(I - Y*T*Y.T)
		updateHessRightWY(&ATR, &Y1, &Y2, &T, &VT, conf)

		// A2 = [A12; A22].T
		util.Merge2x1(&A2, &A12, &A22)

		// A2 := A2 - VB*T*A21.T
		be := A21.Get(0, -1)
		A21.Set(0, -1, 1.0)
		blasd.MultTrm(&VB, &T, 1.0, gomas.UPPER|gomas.RIGHT)
		blasd.Mult(&A2, &VB, &A21, -1.0, 1.0, gomas.TRANSB, conf)
		A21.Set(0, -1, be)

		// A2 := (I - Y*T*Y.T).T * A2
		W0.SubMatrix(&V, 0, 0, n(&A2), n(&Y2))
		updateHessLeftWY(&A2, &Y1, &Y2, &T, &W0, conf)

		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &t1, Tvec, util.PBOTTOM)
	}

	if m(&ABR) > 1 {
		// do the rest with unblocked
		util.Merge2x1(&A2, &ATR, &ABR)
		W0.SetBuf(m(A), 1, m(A), W.Data())
		unblkHessGQvdG(&A2, &tB, &W0, m(&ATR))
	}
	return nil
}
Example #29
0
/*
 * Unblocked solve A*X = B for Bunch-Kauffman factorized symmetric real matrix.
 */
func unblkSolveBKUpper(B, A *cmat.FloatMatrix, p Pivots, phase int, conf *gomas.Config) *gomas.Error {
	var err *gomas.Error = nil
	var ATL, ATR, ABL, ABR cmat.FloatMatrix
	var A00, a01, A02, a11, a12t, A22 cmat.FloatMatrix
	var Aref *cmat.FloatMatrix
	var BT, BB, B0, b1, B2, Bx cmat.FloatMatrix
	var pT, pB, p0, p1, p2 Pivots
	var aStart, aDir, bStart, bDir util.Direction
	var nc int

	np := 0

	if phase == 2 {
		aStart = util.PTOPLEFT
		aDir = util.PBOTTOMRIGHT
		bStart = util.PTOP
		bDir = util.PBOTTOM
		nc = 1
		Aref = &ABR
	} else {
		aStart = util.PBOTTOMRIGHT
		aDir = util.PTOPLEFT
		bStart = util.PBOTTOM
		bDir = util.PTOP
		nc = m(A)
		Aref = &ATL
	}
	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, aStart)
	util.Partition2x1(
		&BT,
		&BB, B, 0, bStart)
	partitionPivot2x1(
		&pT,
		&pB, p, 0, bStart)

	// phase 1:
	//   - solve U*D*X = B, overwriting B with X
	//   - looping from BOTTOM to TOP
	// phase 1:
	//   - solve U*X = B, overwriting B with X
	//   - looping from TOP to BOTTOM
	for n(Aref) > 0 {
		// see if next diagonal block is 1x1 or 2x2
		np = 1
		if p[nc-1] < 0 {
			np = 2
		}

		// repartition according the pivot size
		util.Repartition2x2to3x3(&ATL,
			&A00, &a01, &A02,
			nil, &a11, &a12t,
			nil, nil, &A22 /**/, A, np, aDir)
		util.Repartition2x1to3x1(&BT,
			&B0,
			&b1,
			&B2 /**/, B, np, bDir)
		repartPivot2x1to3x1(&pT,
			&p0,
			&p1,
			&p2 /**/, p, np, bDir)
		// ------------------------------------------------------------

		switch phase {
		case 1:
			// computes D.-1*(U.-1*B);
			// b1 is current row, last row of BT
			if np == 1 {
				if p1[0] != nc {
					// swap rows on top part of B
					swapRows(&BT, m(&BT)-1, p1[0]-1)
				}
				// B0 = B0 - a01*b1
				blasd.MVUpdate(&B0, &a01, &b1, -1.0)
				// b1 = b1/d1
				blasd.InvScale(&b1, a11.Get(0, 0))
				nc -= 1
			} else if np == 2 {
				if p1[0] != -nc {
					// swap rows on top part of B
					swapRows(&BT, m(&BT)-2, -p1[0]-1)
				}
				b := a11.Get(0, 1)
				apb := a11.Get(0, 0) / b
				dpb := a11.Get(1, 1) / b
				// (a/b)*(d/b)-1.0 == (a*d - b^2)/b^2
				scale := apb*dpb - 1.0
				scale *= b

				// B0 = B0 - a01*b1
				blasd.Mult(&B0, &a01, &b1, -1.0, 1.0, gomas.NONE, conf)
				// b1 = a11.-1*b1.T
				//(2x2 block, no subroutine for doing this in-place)
				for k := 0; k < n(&b1); k++ {
					s0 := b1.Get(0, k)
					s1 := b1.Get(1, k)
					b1.Set(0, k, (dpb*s0-s1)/scale)
					b1.Set(1, k, (apb*s1-s0)/scale)
				}
				nc -= 2
			}
		case 2:
			// compute X = U.-T*B
			if np == 1 {
				blasd.MVMult(&b1, &B0, &a01, -1.0, 1.0, gomas.TRANS)
				if p1[0] != nc {
					// swap rows on bottom part of B
					util.Merge2x1(&Bx, &B0, &b1)
					swapRows(&Bx, m(&Bx)-1, p1[0]-1)
				}
				nc += 1
			} else if np == 2 {
				blasd.Mult(&b1, &a01, &B0, -1.0, 1.0, gomas.TRANSA, conf)
				if p1[0] != -nc {
					// swap rows on bottom part of B
					util.Merge2x1(&Bx, &B0, &b1)
					swapRows(&Bx, m(&Bx)-2, -p1[0]-1)
				}
				nc += 2
			}
		}
		// ------------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, aDir)
		util.Continue3x1to2x1(
			&BT,
			&BB, &B0, &b1, B, bDir)
		contPivot3x1to2x1(
			&pT,
			&pB, p0, p1, p, bDir)

	}
	return err
}
Example #30
0
func unblkBoundedBKUpper(A, wrk *cmat.FloatMatrix, p *Pivots, ncol int, conf *gomas.Config) (*gomas.Error, int) {
	var err *gomas.Error = nil
	var ATL, ATR, ABL, ABR cmat.FloatMatrix
	var A00, a01, A02, a11, a12, A22, a11inv cmat.FloatMatrix
	var w00, w01, w11 cmat.FloatMatrix
	var cwrk cmat.FloatMatrix
	var pT, pB, p0, p1, p2 Pivots

	err = nil
	nc := 0
	if ncol > n(A) {
		ncol = n(A)
	}

	// permanent working space for symmetric inverse of a11
	a11inv.SubMatrix(wrk, m(wrk)-2, 0, 2, 2)
	a11inv.Set(0, 1, -1.0)
	a11inv.Set(1, 0, -1.0)

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, util.PBOTTOMRIGHT)
	partitionPivot2x1(
		&pT,
		&pB, *p, 0, util.PBOTTOM)

	for n(&ATL) > 0 && nc < ncol {

		util.Partition2x2(
			&w00, &w01,
			nil, &w11, wrk, nc, nc, util.PBOTTOMRIGHT)

		r, np := findAndBuildBKPivotUpper(&ATL, &ATR, &w00, &w01, nc)
		if np > ncol-nc {
			// next pivot does not fit into ncol columns,
			// return with number of factorized columns
			return err, nc
		}
		cwrk.SubMatrix(&w00, 0, n(&w00)-np, m(&ATL), np)
		if r != -1 {
			// pivoting needed; do swaping here
			k := m(&ATL) - np
			applyBKPivotSymUpper(&ATL, k, r)
			// swap right hand rows to get correct updates
			swapRows(&ATR, k, r)
			swapRows(&w01, k, r)
			if np == 2 && r != k {
				/* for 2x2 blocks we need diagonal pivots.
				 *          [r, r] | [ r,-1]
				 * a11 ==   ----------------  2-by-2 pivot, swapping [1,0] and [r,0]
				 *          [-1,r] | [-1,-1]
				 */
				t0 := w00.Get(k, -1)
				tr := w00.Get(r, -1)
				w00.Set(k, -1, tr)
				w00.Set(r, -1, t0)
				t0 = w00.Get(k, -2)
				tr = w00.Get(r, -2)
				w00.Set(k, -2, tr)
				w00.Set(r, -2, t0)
			}
		}
		// repartition according the pivot size
		util.Repartition2x2to3x3(&ATL,
			&A00, &a01, &A02,
			nil, &a11, &a12,
			nil, nil, &A22 /**/, A, np, util.PTOPLEFT)
		repartPivot2x1to3x1(&pT,
			&p0,
			&p1,
			&p2 /**/, *p, np, util.PTOP)
		// ------------------------------------------------------------

		wlc := n(&w00) - np
		cwrk.SubMatrix(&w00, 0, wlc, m(&a01), n(&a01))
		if np == 1 {
			//
			a11.Set(0, 0, w00.Get(m(&a01), wlc))
			// a21 = a21/a11
			blasd.Copy(&a01, &cwrk)
			blasd.InvScale(&a01, a11.Get(0, 0))
			// store pivot point relative to original matrix
			if r == -1 {
				p1[0] = m(&ATL)
			} else {
				p1[0] = r + 1
			}
		} else if np == 2 {
			/*          a | b                       d/b | -1
			 *  w00 == ------  == a11 --> a11.-1 == -------- * scale
			 *          . | d                        -1 | a/b
			 */
			a := w00.Get(m(&ATL)-2, -2)
			b := w00.Get(m(&ATL)-2, -1)
			d := w00.Get(m(&ATL)-1, -1)
			a11inv.Set(0, 0, d/b)
			a11inv.Set(1, 1, a/b)
			// denominator: (a/b)*(d/b)-1.0 == (a*d - b^2)/b^2
			scale := 1.0 / ((a/b)*(d/b) - 1.0)
			scale /= b

			// a01 = a01*a11.-1
			blasd.Mult(&a01, &cwrk, &a11inv, scale, 0.0, gomas.NONE, conf)
			a11.Set(0, 0, a)
			a11.Set(0, 1, b)
			a11.Set(1, 1, d)

			// store pivot point relative to original matrix
			p1[0] = -(r + 1)
			p1[1] = p1[0]
		}
		// ------------------------------------------------------------
		nc += np
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, util.PTOPLEFT)
		contPivot3x1to2x1(
			&pT,
			&pB, p0, p1, *p, util.PTOP)

	}
	return err, nc
}