Exemple #1
0
func TestQRBlk(t *testing.T) {
	M := 8
	N := 6
	nb := 2

	A := matrix.FloatUniform(M, N)
	Tau := matrix.FloatZeros(M, 1)
	Tz := matrix.FloatZeros(N, N)
	Tx := matrix.FloatZeros(N, N)

	DecomposeBlockSize(0)
	Z, _ := DecomposeQRT(A.Copy(), Tz, nil, 0)
	_ = Z

	DecomposeBlockSize(nb)
	//X, _ := DecomposeQR(A.Copy(), Tau, nil)
	X, _ := DecomposeQRT(A.Copy(), Tx, nil, nb)

	Tau0 := matrix.FloatZeros(M, 1)
	A0 := A.Copy()
	lapack.Geqrf(A0, Tau0)
	ok := X.AllClose(A0)
	var dx matrix.FloatMatrix
	dx.DiagOf(Tx)
	//okt := Tau.AllClose(Tau0)
	okt := true
	_ = Tau
	t.Logf("lapack QR == DecomposeQR: %v\n", ok && okt)
	if !ok || !okt || true {
		t.Logf("A0: %d, %d, %d\n", A0.Rows(), A0.Cols(), A0.LeadingIndex())
		t.Logf("A\n%v\n", A)
		t.Logf("X\n%v\n", X)
		t.Logf("Tz\n%v\n", Tz)
		t.Logf("Tx\n%v\n", Tx)
		t.Logf("Tau\n%v\n", &dx)
		t.Logf("lapack X\n%v\n", A0)
		t.Logf("lapack Tau\n%v\n", Tau0)
	}
}
Exemple #2
0
func TestQRT(t *testing.T) {
	M := 6
	N := 5

	var Tau matrix.FloatMatrix
	A := matrix.FloatUniform(M, N)
	T := matrix.FloatZeros(A.Cols(), A.Cols())
	T0 := T.Copy()

	X, _ := DecomposeQRT(A.Copy(), T, nil, 0)
	Tau.DiagOf(T)

	Tau0 := matrix.FloatZeros(M, 1)
	A0 := A.Copy()
	lapack.Geqrf(A0, Tau0)
	ok := X.AllClose(A0)
	okt := Tau.AllClose(Tau0)
	t.Logf("lapack QR == DecomposeQR: %v\n", ok && okt)
	if !ok || !okt {
		t.Logf("A0: %d, %d, %d\n", A0.Rows(), A0.Cols(), A0.LeadingIndex())
		t.Logf("A\n%v\n", A)
		t.Logf("X\n%v\n", X)
		t.Logf("Tau\n%v\n", &Tau)
		t.Logf("lapack X\n%v\n", A0)
		t.Logf("lapack Tau\n%v\n", Tau0)
	}

	// build block reflectors
	//unblkQRBlockReflector(X, Tau, T)
	V := TriLU(A0.Copy())
	lapack.LarftFloat(V, Tau0, T0)

	ok = T0.AllClose(T)
	t.Logf("lapack.dlarft == QRBlockReflector: %v\n", ok)
	if !ok {
		t.Logf("T:\n%v\n", T)
		t.Logf("lapack T0:\n%v\n", T0)
	}
}
Exemple #3
0
/*
 * Blocked QR decomposition with compact WY transform. As implemented
 * in lapack.xGEQRF subroutine.
 */
func blockedQR(A, Tvec, Twork, W *matrix.FloatMatrix, nb int) {
	var ATL, ATR, ABL, ABR, AL, AR matrix.FloatMatrix
	var A00, A01, A02, A10, A11, A12, A20, A21, A22 matrix.FloatMatrix
	var TT, TB matrix.FloatMatrix
	var t0, tau, t2, Tdiag, WT, WB, W0, W1, W2 matrix.FloatMatrix
	//var Twork, W *matrix.FloatMatrix

	Tdiag.DiagOf(Twork)

	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)
	partition2x1(
		&TT,
		&TB, Tvec, 0, pTOP)
	partition2x1(
		&WT,
		&WB, W, 0, pTOP)

	for ABR.Rows() > 0 && ABR.Cols() > 0 {
		repartition2x2to3x3(&ATL,
			&A00, &A01, &A02,
			&A10, &A11, &A12,
			&A20, &A21, &A22, A, nb, pBOTTOMRIGHT)
		repartition2x1to3x1(&TT,
			&t0,
			&tau,
			&t2, Tvec, nb, pBOTTOM)
		repartition2x1to3x1(&WT,
			&W0,
			&W1,
			&W2, W, nb, pBOTTOM)
		partition1x2(
			&AL, &AR, &ABR, nb, pLEFT)

		// current block size
		cb, rb := A11.Size()
		if rb < cb {
			cb = rb
		}

		// --------------------------------------------------------

		// decompose left side AL == /A11\
		//                           \A21/
		unblockedQRT(&AL, Twork)

		// copy scaling from T diagonal to tau-vector
		Tdiag.CopyTo(&tau)

		// update A'tail i.e. A12 and A22 with (I - Y*T*Y.T).T * A'tail
		// compute: C - Y*(C.T*Y*T).T
		updateWithQT(&A12, &A22, &A11, &A21, Twork, &W2, cb, true)

		// --------------------------------------------------------
		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, pBOTTOMRIGHT)
		continue3x1to2x1(
			&TT,
			&TB, &t0, &tau, Tvec, pBOTTOM)
		continue3x1to2x1(
			&WT,
			&WB, &W0, &W1, W, pBOTTOM)
	}
}