예제 #1
0
파일: trired.go 프로젝트: hrautila/gomas
func blkReduceTridiagUpper(A, tauq, Y, W *cmat.FloatMatrix, lb int, conf *gomas.Config) {
	var ATL, ABR cmat.FloatMatrix
	var A00, A01, A11, A22 cmat.FloatMatrix
	var YT, YB, Y0, Y1, Y2 cmat.FloatMatrix
	var tqT, tqB, tq0, tauq1, tq2 cmat.FloatMatrix
	var v0 float64

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR, A, 0, 0, util.PBOTTOMRIGHT)
	util.Partition2x1(
		&YT,
		&YB, Y, 0, util.PBOTTOM)
	util.Partition2x1(
		&tqT,
		&tqB, tauq, 1, util.PBOTTOM)

	for m(&ATL)-lb > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, &A01, nil,
			nil, &A11, nil,
			nil, nil, &A22, A, lb, util.PTOPLEFT)
		util.Repartition2x1to3x1(&YT,
			&Y0,
			&Y1,
			&Y2, Y, lb, util.PTOP)
		util.Repartition2x1to3x1(&tqT,
			&tq0,
			&tauq1,
			&tq2, tauq, lb, util.PTOP)
		// ------------------------------------------------------
		unblkBuildTridiagUpper(&ATL, &tauq1, &YT, W)

		// set subdiagonal entry to unit
		v0 = A01.Get(-1, 0)
		A01.Set(-1, 0, 1.0)

		// A22 := A22 - A01*Y0.T - Y0*A01.T
		blasd.Update2Sym(&A00, &A01, &Y0, -1.0, 1.0, gomas.UPPER, conf)

		// restore subdiagonal entry
		A01.Set(-1, 0, v0)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &A11, &A22, A, util.PTOPLEFT)
		util.Continue3x1to2x1(
			&YT,
			&YB, &Y0, &Y1, Y, util.PTOP)
		util.Continue3x1to2x1(
			&tqT,
			&tqB, &tq0, &tauq1, tauq, util.PTOP)
	}

	if m(&ATL) > 0 {
		unblkReduceTridiagUpper(&ATL, &tqT, W, true)
	}
}
예제 #2
0
파일: ql.go 프로젝트: hrautila/gomas
/*
 * Blocked QR decomposition with compact WY transform.
 *
 * Compatible with lapack.DGEQRF.
 */
func blockedQL(A, Tvec, Twork, W *cmat.FloatMatrix, lb int, conf *gomas.Config) {
	var ATL, ATR, ABL, ABR, AL cmat.FloatMatrix
	var A00, A01, A10, A11, A22 cmat.FloatMatrix
	var TT, TB cmat.FloatMatrix
	var t0, tau, t2 cmat.FloatMatrix
	var Wrk, w1 cmat.FloatMatrix

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, util.PBOTTOMRIGHT)
	util.Partition2x1(
		&TT,
		&TB, Tvec, 0, util.PBOTTOM)

	nb := lb
	for m(&ATL)-nb > 0 && n(&ATL)-nb > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, &A01, nil,
			&A10, &A11, nil,
			nil, nil, &A22, A, nb, util.PTOPLEFT)
		util.Repartition2x1to3x1(&TT,
			&t0,
			&tau,
			&t2, Tvec, nb, util.PTOP)

		// current block size
		cb, rb := A11.Size()
		if rb < cb {
			cb = rb
		}
		// --------------------------------------------------------
		// decompose righ side AL == /A01\
		//                           \A11/
		w1.SubMatrix(W, 0, 0, cb, 1)
		util.Merge2x1(&AL, &A01, &A11)
		unblockedQL(&AL, &tau, &w1)

		// build block reflector
		unblkQLBlockReflector(Twork, &AL, &tau)

		// update A'tail i.e. A10 and A00 with (I - Y*T*Y.T).T * A'tail
		// compute: C - Y*(C.T*Y*T).T
		ar, ac := A10.Size()
		Wrk.SubMatrix(W, 0, 0, ac, ar)
		updateQLLeft(&A10, &A00, &A11, &A01, Twork, &Wrk, true, conf)
		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, util.PTOPLEFT)
		util.Continue3x1to2x1(
			&TT,
			&TB, &t0, &tau, Tvec, util.PTOP)
	}

	// last block with unblocked
	if m(&ATL) > 0 && n(&ATL) > 0 {
		w1.SubMatrix(W, 0, 0, n(&ATL), 1)
		unblockedQL(&ATL, &t0, &w1)
	}
}
예제 #3
0
파일: lq.go 프로젝트: hrautila/gomas
/*
 * Blocked LQ decomposition with compact WY transform. As implemented
 * in lapack.DGELQF subroutine.
 */
func blockedLQ(A, Tvec, Twork, W *cmat.FloatMatrix, lb int, conf *gomas.Config) {
	var ATL, ATR, ABL, ABR, AR cmat.FloatMatrix
	var A00, A11, A12, A21, A22 cmat.FloatMatrix
	var TT, TB cmat.FloatMatrix
	var t0, tau, t2 cmat.FloatMatrix
	var Wrk, w1 cmat.FloatMatrix

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

	//nb := conf.LB
	for m(&ABR)-lb > 0 && n(&ABR)-lb > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			nil, &A11, &A12,
			nil, &A21, &A22, A, lb, util.PBOTTOMRIGHT)
		util.Repartition2x1to3x1(&TT,
			&t0,
			&tau,
			&t2, Tvec, lb, util.PBOTTOM)

		// current block size
		cb, rb := A11.Size()
		if rb < cb {
			cb = rb
		}
		// --------------------------------------------------------
		// decompose left side AL == /A11\
		//                           \A21/
		w1.SubMatrix(W, 0, 0, cb, 1)
		util.Merge1x2(&AR, &A11, &A12)
		unblockedLQ(&AR, &tau, &w1)

		// build block reflector
		unblkBlockReflectorLQ(Twork, &AR, &tau)

		// update A'tail i.e. A21 and A22 with A'*(I - Y*T*Y.T).T
		// compute: C - Y*(C.T*Y*T).T
		ar, ac := A21.Size()
		Wrk.SubMatrix(W, 0, 0, ar, ac)
		updateRightLQ(&A21, &A22, &A11, &A12, Twork, &Wrk, true, conf)
		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue3x1to2x1(
			&TT,
			&TB, &t0, &tau, Tvec, util.PBOTTOM)
	}

	// last block with unblocked
	if m(&ABR) > 0 && n(&ABR) > 0 {
		w1.SubMatrix(W, 0, 0, m(&ABR), 1)
		unblockedLQ(&ABR, &t2, &w1)
	}
}
예제 #4
0
파일: trired.go 프로젝트: hrautila/gomas
/*
 * Reduce upper triangular matrix to tridiagonal.
 *
 * Elementary reflectors Q = H(n-1)...H(2)H(1) are stored on upper
 * triangular part of A. Reflector H(n-1) saved at column A(n) and
 * scalar multiplier to tau[n-1]. If parameter `tail` is true then
 * this function is used to reduce tail part of partially reduced
 * matrix and tau-vector partitioning is starting from last position.
 */
func unblkReduceTridiagUpper(A, tauq, W *cmat.FloatMatrix, tail bool) {
	var ATL, ABR cmat.FloatMatrix
	var A00, a01, a11, A22 cmat.FloatMatrix
	var tqT, tqB, tq0, tauq1, tq2 cmat.FloatMatrix
	var y21 cmat.FloatMatrix
	var v0 float64

	toff := 1
	if tail {
		toff = 0
	}
	util.Partition2x2(
		&ATL, nil,
		nil, &ABR, A, 0, 0, util.PBOTTOMRIGHT)
	util.Partition2x1(
		&tqT,
		&tqB, tauq, toff, util.PBOTTOM)

	for n(&ATL) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, &a01, nil,
			nil, &a11, nil,
			nil, nil, &A22, A, 1, util.PTOPLEFT)
		util.Repartition2x1to3x1(&tqT,
			&tq0,
			&tauq1,
			&tq2, tauq, 1, util.PTOP)
		// set temp vectors for this round
		y21.SetBuf(n(&A00), 1, n(&A00), W.Data())
		// ------------------------------------------------------

		// Compute householder to zero super-diagonal entries
		computeHouseholderRev(&a01, &tauq1)
		tauqv := tauq1.Get(0, 0)

		// set superdiagonal to unit
		v0 = a01.Get(-1, 0)
		a01.Set(-1, 0, 1.0)

		// y21 := A22*a12t
		blasd.MVMultSym(&y21, &A00, &a01, tauqv, 0.0, gomas.UPPER)
		// beta := tauq*a12t*y21
		beta := tauqv * blasd.Dot(&a01, &y21)
		// y21  := y21 - 0.5*beta*a125
		blasd.Axpy(&y21, &a01, -0.5*beta)
		// A22 := A22 - a12t*y21.T - y21*a12.T
		blasd.MVUpdate2Sym(&A00, &a01, &y21, -1.0, gomas.UPPER)

		// restore superdiagonal value
		a01.Set(-1, 0, v0)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &a11, &A22, A, util.PTOPLEFT)
		util.Continue3x1to2x1(
			&tqT,
			&tqB, &tq0, &tauq1, tauq, util.PTOP)
	}
}
예제 #5
0
파일: lq.go 프로젝트: hrautila/gomas
/*
 * 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)
	}
}
예제 #6
0
파일: rq.go 프로젝트: hrautila/gomas
/*
 * 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)
	}
}
예제 #7
0
파일: ql.go 프로젝트: hrautila/gomas
/*
 * 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)
	}
}
예제 #8
0
파일: rq.go 프로젝트: hrautila/gomas
/*
 * Blocked RQ decomposition with compact WY transform. As implemented
 * in lapack.DGERQF subroutine.
 */
func blockedRQ(A, Tvec, Twork, W *cmat.FloatMatrix, lb int, conf *gomas.Config) {
	var ATL, ABR, AL cmat.FloatMatrix
	var A00, A01, A10, A11, A22 cmat.FloatMatrix
	var TT, TB cmat.FloatMatrix
	var t0, tau, t2 cmat.FloatMatrix
	var Wrk, w1 cmat.FloatMatrix

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR /**/, A, 0, 0, util.PBOTTOMRIGHT)
	util.Partition2x1(
		&TT,
		&TB /**/, Tvec, 0, util.PBOTTOM)

	for m(&ATL)-lb > 0 && n(&ATL)-lb > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, &A01, nil,
			&A10, &A11, nil,
			nil, nil, &A22 /**/, A, lb, util.PTOPLEFT)
		util.Repartition2x1to3x1(&TT,
			&t0,
			&tau,
			&t2 /**/, Tvec, n(&A11), util.PTOP)

		// current block size
		cb, rb := A11.Size()
		if rb < cb {
			cb = rb
		}
		// --------------------------------------------------------
		// decompose left side AL == ( A10 A11 )
		w1.SubMatrix(W, 0, 0, cb, 1)
		util.Merge1x2(&AL, &A10, &A11)
		unblockedRQ(&AL, &tau, &w1)

		// build block reflector
		unblkBlockReflectorRQ(Twork, &AL, &tau)

		// compute: (A00 A01)(I - Y*T*Y.T)
		ar, ac := A01.Size()
		Wrk.SubMatrix(W, 0, 0, ar, ac)
		updateRightRQ(&A01, &A00, &A11, &A10, Twork, &Wrk, false, conf)
		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &A11, &A22, A, util.PTOPLEFT)
		util.Continue3x1to2x1(
			&TT,
			&TB, &t0, &tau, Tvec, util.PTOP)
	}

	// last block with unblocked
	if m(&ATL) > 0 && n(&ATL) > 0 {
		w1.SubMatrix(W, 0, 0, m(&ATL), 1)
		unblockedRQ(&ATL, &TT, &w1)
	}
}
예제 #9
0
파일: trired.go 프로젝트: hrautila/gomas
/*
 * Tridiagonal reduction of LOWER triangular symmetric matrix, zero elements below 1st
 * subdiagonal:
 *
 *   A =  (1 - tau*u*u.t)*A*(1 - tau*u*u.T)
 *     =  (I - tau*( 0   0   )) (a11 a12) (I - tau*( 0  0   ))
 *        (        ( 0  u*u.t)) (a21 A22) (        ( 0 u*u.t))
 *
 *  a11, a12, a21 not affected
 *
 *  from LEFT:
 *    A22 = A22 - tau*u*u.T*A22
 *  from RIGHT:
 *    A22 = A22 - tau*A22*u.u.T
 *
 *  LEFT and RIGHT:
 *    A22   = A22 - tau*u*u.T*A22 - tau*(A22 - tau*u*u.T*A22)*u*u.T
 *          = A22 - tau*u*u.T*A22 - tau*A22*u*u.T + tau*tau*u*u.T*A22*u*u.T
 *    [x    = tau*A22*u (vector)]  (SYMV)
 *    A22   = A22 - u*x.T - x*u.T + tau*u*u.T*x*u.T
 *    [beta = tau*u.T*x (scalar)]  (DOT)
 *          = A22 - u*x.T - x*u.T + beta*u*u.T
 *          = A22 - u*(x - 0.5*beta*u).T - (x - 0.5*beta*u)*u.T
 *    [w    = x - 0.5*beta*u]      (AXPY)
 *          = A22 - u*w.T - w*u.T  (SYR2)
 *
 * Result of reduction for N = 5:
 *    ( d  .  .  . . )
 *    ( e  d  .  . . )
 *    ( v1 e  d  . . )
 *    ( v1 v2 e  d . )
 *    ( v1 v2 v3 e d )
 */
func unblkReduceTridiagLower(A, tauq, W *cmat.FloatMatrix) {
	var ATL, ABR cmat.FloatMatrix
	var A00, a11, a21, A22 cmat.FloatMatrix
	var tqT, tqB, tq0, tauq1, tq2 cmat.FloatMatrix
	var y21 cmat.FloatMatrix
	var v0 float64

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR, A, 0, 0, util.PTOPLEFT)
	util.Partition2x1(
		&tqT,
		&tqB, tauq, 0, util.PTOP)

	for m(&ABR) > 0 && n(&ABR) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			nil, &a11, nil,
			nil, &a21, &A22, A, 1, util.PBOTTOMRIGHT)
		util.Repartition2x1to3x1(&tqT,
			&tq0,
			&tauq1,
			&tq2, tauq, 1, util.PBOTTOM)
		// set temp vectors for this round
		y21.SetBuf(n(&A22), 1, n(&A22), W.Data())
		// ------------------------------------------------------

		// Compute householder to zero subdiagonal entries
		computeHouseholderVec(&a21, &tauq1)
		tauqv := tauq1.Get(0, 0)

		// set subdiagonal to unit
		v0 = a21.Get(0, 0)
		a21.Set(0, 0, 1.0)

		// y21 := tauq*A22*a21
		blasd.MVMultSym(&y21, &A22, &a21, tauqv, 0.0, gomas.LOWER)
		// beta := tauq*a21.T*y21
		beta := tauqv * blasd.Dot(&a21, &y21)
		// y21  := y21 - 0.5*beta*a21
		blasd.Axpy(&y21, &a21, -0.5*beta)
		// A22 := A22 - a21*y21.T - y21*a21.T
		blasd.MVUpdate2Sym(&A22, &a21, &y21, -1.0, gomas.LOWER)

		// restore subdiagonal
		a21.Set(0, 0, v0)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue3x1to2x1(
			&tqT,
			&tqB, &tq0, &tauq1, tauq, util.PBOTTOM)
	}
}
예제 #10
0
파일: qlbld.go 프로젝트: hrautila/gomas
/*
 * Unblocked code for generating M by N matrix Q with orthogonal columns which
 * are defined as the last N columns of the product of K first elementary
 * reflectors.
 *
 * Parameter nk is last nk elementary reflectors that are not used in computing
 * the matrix Q. Parameter mk length of the first unused elementary reflectors
 * First nk columns are zeroed and subdiagonal mk-nk is set to unit.
 *
 * Compatible with lapack.DORG2L subroutine.
 */
func unblkBuildQL(A, Tvec, W *cmat.FloatMatrix, mk, nk int, mayClear bool) {
	var ATL, ATR, ABL, ABR cmat.FloatMatrix
	var A00, a01, a10, a11, a21, A22 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2, w12, D cmat.FloatMatrix

	// (mk, nk) = (rows, columns) of upper left partition
	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, mk, nk, util.PTOPLEFT)
	util.Partition2x1(
		&tT,
		&tB, Tvec, nk, util.PTOP)

	// zero the left side
	if nk > 0 && mayClear {
		blasd.Scale(&ABL, 0.0)
		blasd.Scale(&ATL, 0.0)
		D.Diag(&ATL, nk-mk)
		blasd.Add(&D, 1.0)
	}

	for m(&ABR) > 0 && n(&ABR) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, &a01, nil,
			&a10, &a11, nil,
			nil, &a21, &A22, A, 1, util.PBOTTOMRIGHT)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2, Tvec, 1, util.PBOTTOM)
		// ------------------------------------------------------
		w12.SubMatrix(W, 0, 0, a10.Len(), 1)
		applyHouseholder2x1(&tau1, &a01, &a10, &A00, &w12, gomas.LEFT)

		blasd.Scale(&a01, -tau1.Get(0, 0))
		a11.Set(0, 0, 1.0-tau1.Get(0, 0))

		// zero bottom elements
		blasd.Scale(&a21, 0.0)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau1, Tvec, util.PBOTTOM)
	}
}
예제 #11
0
파일: lqbld.go 프로젝트: hrautila/gomas
/*
 * Unblocked code for generating M by N matrix Q with orthogonal columns which
 * are defined as the first N columns of the product of K first elementary
 * reflectors.
 *
 * Parameters nk = n(A)-K, mk = m(A)-K define the initial partitioning of
 * matrix A.
 *
 *  Q = H(k)H(k-1)...H(1)  , 0 < k <= M, where H(i) = I - tau*v*v.T
 *
 * Computation is ordered as H(k)*H(k-1)...*H(1)*I ie. from bottom to top.
 *
 * If k < M rows k+1:M are cleared and diagonal entries [k+1:M,k+1:M] are
 * set to unit. Then the matrix Q is generated by right multiplying elements below
 * of i'th elementary reflector H(i).
 *
 * Compatible to lapack.xORG2L subroutine.
 */
func unblkBuildLQ(A, Tvec, W *cmat.FloatMatrix, mk, nk int, mayClear bool) {
	var ATL, ATR, ABL, ABR cmat.FloatMatrix
	var A00, a10, a11, a12, a21, A22 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2, w12, D cmat.FloatMatrix

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, mk, nk, util.PBOTTOMRIGHT)
	util.Partition2x1(
		&tT,
		&tB, Tvec, mk, util.PBOTTOM)

	// zero the bottom part
	if mk > 0 && mayClear {
		blasd.Scale(&ABL, 0.0)
		blasd.Scale(&ABR, 0.0)
		D.Diag(&ABR)
		blasd.Add(&D, 1.0)
	}

	for m(&ATL) > 0 && n(&ATL) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&a10, &a11, &a12,
			nil, &a21, &A22, A, 1, util.PTOPLEFT)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2, Tvec, 1, util.PTOP)
		// ------------------------------------------------------

		w12.SubMatrix(W, 0, 0, a21.Len(), 1)
		applyHouseholder2x1(&tau1, &a12, &a21, &A22, &w12, gomas.RIGHT)

		blasd.Scale(&a12, -tau1.Get(0, 0))
		a11.Set(0, 0, 1.0-tau1.Get(0, 0))

		// zero
		blasd.Scale(&a10, 0.0)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, util.PTOPLEFT)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau1, Tvec, util.PTOP)
	}
}
예제 #12
0
파일: rq.go 프로젝트: hrautila/gomas
/*
 * Unblocked RQ decomposition. As implemented
 * in lapack.DGERQ2 subroutine.
 */
func unblockedRQ(A, Tvec, W *cmat.FloatMatrix) {
	var ATL, ABR cmat.FloatMatrix
	var A00, a11, a01, a10, A22 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2, w12 cmat.FloatMatrix

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR, A, 0, 0, util.PBOTTOMRIGHT)
	util.Partition2x1(
		&tT,
		&tB, Tvec, 0, util.PBOTTOM)

	for m(&ATL) > 0 && n(&ATL) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, &a01, nil,
			&a10, &a11, nil,
			nil, nil, &A22, A, 1, util.PTOPLEFT)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2, Tvec, 1, util.PTOP)
		// ------------------------------------------------------
		computeHouseholder(&a11, &a10, &tau1)

		w12.SubMatrix(W, 0, 0, a01.Len(), 1)
		applyHouseholder2x1(&tau1, &a10, &a01, &A00, &w12, gomas.RIGHT)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &a11, &A22, A, util.PTOPLEFT)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau1, Tvec, util.PTOP)
	}
}
예제 #13
0
파일: hess.go 프로젝트: hrautila/gomas
/*
 * 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
}
예제 #14
0
파일: lqbld.go 프로젝트: hrautila/gomas
func blkBuildLQ(A, Tvec, Twork, W *cmat.FloatMatrix, K, lb int, conf *gomas.Config) {
	var ATL, ATR, ABL, ABR, AL cmat.FloatMatrix
	var A00, A10, A11, A12, A21, A22 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau, t2, Wrk, D, T cmat.FloatMatrix

	nk := n(A) - K
	mk := m(A) - K
	uk := K % lb
	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, mk+uk, nk+uk, util.PBOTTOMRIGHT)
	util.Partition2x1(
		&tT,
		&tB, Tvec, mk+uk, util.PBOTTOM)

	// zero the bottom part __CHECK HERE: nk? or mk?
	if nk+uk > 0 {
		blasd.Scale(&ABL, 0.0)
		if uk > 0 {
			// number of reflectors is not multiple of blocking factor
			// do the first part with unblocked code.
			unblkBuildLQ(&ABR, &tB, W, m(&ABR)-uk, n(&ABR)-uk, true)
		} else {
			// blocking factor is multiple of K
			blasd.Scale(&ABR, 0.0)
			D.Diag(&ABR)
			blasd.Add(&D, 1.0)
		}
	}

	for m(&ATL) > 0 && n(&ATL) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&A10, &A11, &A12,
			nil, &A21, &A22, A, lb, util.PTOPLEFT)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau,
			&t2, Tvec, lb, util.PTOP)
		// ------------------------------------------------------
		util.Merge1x2(&AL, &A11, &A12)

		// build block reflector
		T.SubMatrix(Twork, 0, 0, n(&A11), n(&A11))
		unblkBlockReflectorLQ(&T, &AL, &tau)

		// update A21 and A22 with (I - Y*T*Y.T) from right
		ar, ac := A21.Size()
		Wrk.SubMatrix(W, 0, 0, ar, ac)
		updateRightLQ(&A21, &A22, &A11, &A12, &T, &Wrk, false, conf)

		// update current block
		unblkBuildLQ(&AL, &tau, W, 0, n(&A12), false)

		// zero top rows
		blasd.Scale(&A10, 0.0)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, util.PTOPLEFT)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau, Tvec, util.PTOP)
	}
}
예제 #15
0
파일: qrmult.go 프로젝트: hrautila/gomas
/*
 * Blocked version for computing C = C*Q and C = C*Q.T from elementary reflectors
 * and scalar coefficients.
 *
 * Elementary reflectors and scalar coefficients are used to build block reflector T.
 * Matrix C is updated by applying block reflector T using compact WY algorithm.
 */
func blockedMultQRight(C, A, tau, W *cmat.FloatMatrix, flags, nb int, conf *gomas.Config) {
	var ATL, ATR, ABL, ABR, AL cmat.FloatMatrix
	var A00, A10, A11, A20, A21, A22 cmat.FloatMatrix
	var CL, CR, C0, C1, C2 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2 cmat.FloatMatrix
	var W0, Wrk, Tw, Twork cmat.FloatMatrix

	var Aref *cmat.FloatMatrix
	var pAdir, pAstart, pDir, pStart, pCstart, pCdir util.Direction
	var bsz, cb, mb int

	// partitioning start and direction
	if flags&gomas.TRANS != 0 {
		// from bottom-right to top-left to produce transpose sequence (C*Q.T)
		pAstart = util.PBOTTOMRIGHT
		pAdir = util.PTOPLEFT
		pStart = util.PBOTTOM
		pDir = util.PTOP
		pCstart = util.PRIGHT
		pCdir = util.PLEFT
		mb = imax(0, m(A)-n(A))
		cb = n(C) - n(A)
		Aref = &ATL
	} else {
		// from top-left to bottom-right to produce normal sequence (C*Q)
		pAstart = util.PTOPLEFT
		pAdir = util.PBOTTOMRIGHT
		pStart = util.PTOP
		pDir = util.PBOTTOM
		pCstart = util.PLEFT
		pCdir = util.PRIGHT
		mb = 0
		cb = 0
		Aref = &ABR
	}

	// intermediate reflector at start of workspace
	Twork.SetBuf(nb, nb, nb, W.Data())
	W0.SetBuf(m(C), nb, m(C), W.Data()[Twork.Len():])

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, mb, 0, pAstart)
	util.Partition1x2(
		&CL, &CR, C, cb, pCstart)
	util.Partition2x1(
		&tT,
		&tB, tau, 0, pStart)

	transpose := flags&gomas.TRANS != 0

	for m(Aref) > 0 && n(Aref) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&A10, &A11, nil,
			&A20, &A21, &A22, A, nb, pAdir)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2, tau, nb, pDir)

		bsz = n(&A11) // C1 block size must match A11
		util.Repartition1x2to1x3(&CL,
			&C0, &C1, &C2, C, bsz, pCdir)
		// --------------------------------------------------------
		// clear & build block reflector from current block
		util.Merge2x1(&AL, &A11, &A21)
		Tw.SubMatrix(&Twork, 0, 0, bsz, bsz)
		blasd.Scale(&Tw, 0.0)
		unblkQRBlockReflector(&Tw, &AL, &tau1)

		// compute: C*Q.T == C - C*(Y*T*Y.T).T = C - C*Y*T.T*Y.T
		//          C*Q   == C - C*Y*T*Y.T
		Wrk.SubMatrix(&W0, 0, 0, m(&C1), bsz)
		updateWithQTRight(&C1, &C2, &A11, &A21, &Tw, &Wrk, transpose, conf)
		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, pAdir)
		util.Continue1x3to1x2(
			&CL, &CR, &C0, &C1, C, pCdir)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau1, tau, pDir)
	}

}
예제 #16
0
파일: qrmult.go 프로젝트: hrautila/gomas
/*
 * Unblocked algorith for computing C = Q.T*C and C = Q*C.
 *
 * Q = H(1)H(2)...H(k) where elementary reflectors H(i) are stored on i'th column
 * below diagonal in A.
 *
 * Progressing A from top-left to bottom-right i.e from smaller column numbers
 * to larger, produces H(k)...H(2)H(1) == Q.T. and C = Q.T*C
 *
 * Progressing from bottom-right to top-left produces H(1)H(2)...H(k) == Q and C = Q*C
 */
func unblockedMultQLeft(C, A, tau, w *cmat.FloatMatrix, flags int) {
	var ATL, ATR, ABL, ABR cmat.FloatMatrix
	var A00, a10, a11, A20, a21, A22 cmat.FloatMatrix
	var CT, CB, C0, c1t, C2 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2, w1 cmat.FloatMatrix

	var Aref *cmat.FloatMatrix
	var pAdir, pAstart, pDir, pStart util.Direction
	var mb, tb, nb int

	// partitioning start and direction
	if flags&gomas.TRANS != 0 {
		// from top-left to bottom-right to produce transposed sequence (Q.T*C)
		pAstart = util.PTOPLEFT
		pAdir = util.PBOTTOMRIGHT
		pStart = util.PTOP
		pDir = util.PBOTTOM
		mb = 0
		tb = 0
		nb = 0
		Aref = &ABR
	} else {
		// from bottom-right to top-left to produce normal sequence (Q*C)
		pAstart = util.PBOTTOMRIGHT
		pAdir = util.PTOPLEFT
		pStart = util.PBOTTOM
		pDir = util.PTOP
		mb = imax(0, m(A)-n(A))
		nb = imax(0, n(A)-m(A))
		tb = imax(0, tau.Len()-n(A))
		Aref = &ATL
	}

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, mb, nb, pAstart)
	util.Partition2x1(
		&CT,
		&CB, C, mb, pStart)
	util.Partition2x1(
		&tT,
		&tB, tau, tb, pStart)

	for m(Aref) > 0 && n(Aref) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&a10, &a11, nil,
			&A20, &a21, &A22, A, 1, pAdir)
		util.Repartition2x1to3x1(&CT,
			&C0,
			&c1t,
			&C2, C, 1, pDir)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2, tau, 1, pDir)

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

		w1.SubMatrix(w, 0, 0, c1t.Len(), 1)
		applyHouseholder2x1(&tau1, &a21, &c1t, &C2, &w1, gomas.LEFT)

		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, pAdir)
		util.Continue3x1to2x1(
			&CT,
			&CB, &C0, &c1t, C, pDir)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau1, tau, pDir)
	}
}
예제 #17
0
파일: rqmult.go 프로젝트: hrautila/gomas
/*
 * Unblocked algorith for computing C = C*Q.T and C = C*Q.
 *
 * Q = H(0)H(1)...H(K-1) where elementary reflectors H(i) are stored on i'th row
 * right of diagonal in A.
 *
 * Progressing A from top-left to bottom-right i.e from smaller column numbers
 * to larger, produces C*H(0)H(1)...H(K-1) == C*Q.
 *
 * Progressing from bottom-right to top-left produces C*H(K-1)...H(1)H(0) == C*Q.T.
 */
func unblockedMultRQRight(C, A, tau, w *cmat.FloatMatrix, flags int) {
	var ATL, ABR cmat.FloatMatrix
	var A00, a10, a11, A22 cmat.FloatMatrix
	var CL, CR, C0, c1, C2 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2, w1 cmat.FloatMatrix

	var Aref *cmat.FloatMatrix
	var pAdir, pAstart, pDir, pStart, pCstart, pCdir util.Direction
	var cb, mb, tb, nb int

	// partitioning start and direction
	if flags&gomas.TRANS != 0 {
		// from bottom-right to top-left to produce transpose sequence (C*Q.T)
		pAstart = util.PBOTTOMRIGHT
		pAdir = util.PTOPLEFT
		pStart = util.PBOTTOM
		pDir = util.PTOP
		pCstart = util.PRIGHT
		pCdir = util.PLEFT
		mb = 0
		nb = 0
		cb = 0
		tb = 0
		Aref = &ATL
	} else {
		// from top-left to bottom-right to produce normal sequence (C*Q)
		pAstart = util.PTOPLEFT
		pAdir = util.PBOTTOMRIGHT
		pStart = util.PTOP
		pDir = util.PBOTTOM
		pCstart = util.PLEFT
		pCdir = util.PRIGHT
		mb = imax(0, m(A)-n(A))
		nb = imax(0, n(A)-m(A))
		cb = imax(0, n(C)-m(A))
		tb = imax(0, tau.Len()-n(A))
		Aref = &ABR
	}

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR /**/, A, mb, nb, pAstart)
	util.Partition1x2(
		&CL, &CR /**/, C, cb, pCstart)
	util.Partition2x1(
		&tT,
		&tB /**/, tau, tb, pStart)

	w1.SubMatrix(w, 0, 0, m(C), 1)

	for m(Aref) > 0 && n(Aref) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&a10, &a11, nil,
			nil, nil, &A22 /**/, A, 1, pAdir)
		util.Repartition1x2to1x3(&CL,
			&C0, &c1, &C2 /**/, C, 1, pCdir)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2 /**/, tau, 1, pDir)
		// --------------------------------------------------------
		applyHouseholder2x1(&tau1, &a10, &c1, &C0, &w1, gomas.RIGHT)
		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR /**/, &A00, &a11, &A22, A, pAdir)
		util.Continue1x3to1x2(
			&CL, &CR /**/, &C0, &c1, C, pCdir)
		util.Continue3x1to2x1(
			&tT,
			&tB /**/, &t0, &tau1, tau, pDir)
	}
}
예제 #18
0
파일: qrtmult.go 프로젝트: hrautila/gomas
/*
 * Blocked version for computing C = Q*C and C = Q.T*C with block reflector.
 *
 * Block reflector T is [T(0), T(1), ... T(k-1)], conf.LB*n(A) matrix where
 * where each T(n), expect T(k-1), is conf.LB*conf.LB. T(k-1) is IB*IB where
 * IB = imin(LB, K%LB)
 */
func blockedMultQTLeft(C, A, T, W *cmat.FloatMatrix, flags int, conf *gomas.Config) *gomas.Error {
	var ATL, ATR, ABL, ABR cmat.FloatMatrix
	var A00, A10, A11, A20, A21, A22 cmat.FloatMatrix
	var CT, CB, C0, C1, C2 cmat.FloatMatrix
	var TL, TR, T00, T01, T02 cmat.FloatMatrix
	var Wrk cmat.FloatMatrix

	var Aref *cmat.FloatMatrix
	var pAdir, pAstart, pCdir, pCstart, pTstart, pTdir util.Direction
	var bsz, mb, tb int

	lb := conf.LB
	if conf.LB == 0 {
		lb = m(T)
	}
	transpose := flags&gomas.TRANS != 0
	nb := lb
	//W0 := cmat.MakeMatrix(n(C), conf.LB, W.Data())

	// partitioning start and direction
	if flags&gomas.TRANS != 0 {
		// from top-left to bottom-right to produce transposed sequence (Q.T*C)
		pAstart = util.PTOPLEFT
		pAdir = util.PBOTTOMRIGHT
		pCstart = util.PTOP
		pCdir = util.PBOTTOM
		pTstart = util.PLEFT
		pTdir = util.PRIGHT
		mb = 0
		tb = nb
		Aref = &ABR
	} else {
		// from bottom-right to top-left to produce normal sequence (Q*C)
		pAstart = util.PBOTTOMRIGHT
		pAdir = util.PTOPLEFT
		pCstart = util.PBOTTOM
		pCdir = util.PTOP
		pTstart = util.PRIGHT
		pTdir = util.PLEFT
		mb = m(A) - n(A)
		Aref = &ATL
		// if N%LB != 0 then the last T is not of size LB and we need
		// adjust first repartitioning accordingly.
		tb = n(A) % lb
	}

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, mb, 0, pAstart)
	util.Partition1x2(
		&TL, &TR, T, 0, pTstart)
	util.Partition2x1(
		&CT,
		&CB, C, mb, pCstart)

	nb = tb
	for m(Aref) > 0 && n(Aref) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&A10, &A11, nil,
			&A20, &A21, &A22, A, nb, pAdir)
		util.Repartition1x2to1x3(&TL,
			&T00, &T01, &T02, T, nb, pTdir)

		bsz = n(&A11) // must match A11 block size
		util.Repartition2x1to3x1(&CT,
			&C0,
			&C1,
			&C2, C, bsz, pCdir)
		// --------------------------------------------------------
		tr, tc := T01.Size()
		// compute: Q.T*C == C - Y*(C.T*Y*T).T  transpose == true
		//          Q*C   == C - C*Y*T*Y.T      transpose == false
		Wrk.SubMatrix(W, 0, 0, n(&C1), bsz)
		if tr != tc {
			// this happens when n(A) not multiple of LB
			var Tmp cmat.FloatMatrix
			Tmp.SubMatrix(&T01, 0, 0, tc, tc)
			updateWithQTLeft(&C1, &C2, &A11, &A21, &Tmp, &Wrk, transpose, conf)
		} else {
			updateWithQTLeft(&C1, &C2, &A11, &A21, &T01, &Wrk, transpose, conf)
		}

		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, pAdir)
		util.Continue1x3to1x2(
			&TL, &TR, &T00, &T01, T, pTdir)
		util.Continue3x1to2x1(
			&CT,
			&CB, &C0, &C1, C, pCdir)

		nb = lb
	}
	return nil
}
예제 #19
0
파일: qlmult.go 프로젝트: hrautila/gomas
func blkMultRightQL(C, A, tau, W *cmat.FloatMatrix, flags, lb int, conf *gomas.Config) {
	var ATL, ABR, AL cmat.FloatMatrix
	var A00, A01, A11, A22 cmat.FloatMatrix
	var CL, CR, C0, C1, C2 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2 cmat.FloatMatrix
	var T0, T, W0, Wrk cmat.FloatMatrix

	var Aref *cmat.FloatMatrix
	var pAdir, pAstart, pDir, pStart, pCdir, pCstart util.Direction
	var mb, tb, nb, cb int

	// partitioning start and direction
	if flags&gomas.TRANS != 0 {
		// from top-left to bottom-right to produce transpose sequence (C*Q.T)
		pAstart = util.PTOPLEFT
		pAdir = util.PBOTTOMRIGHT
		pStart = util.PTOP
		pDir = util.PBOTTOM
		pCstart = util.PLEFT
		pCdir = util.PRIGHT
		mb = imax(0, m(A)-n(A))
		nb = imax(0, n(A)-m(A))
		cb = imax(0, n(C)-n(A))
		tb = imax(0, tau.Len()-n(A))
		Aref = &ABR
	} else {
		// A from bottom-right to top-left to produce normal sequence (C*Q)
		pAstart = util.PBOTTOMRIGHT
		pAdir = util.PTOPLEFT
		pStart = util.PBOTTOM
		pDir = util.PTOP
		pCstart = util.PRIGHT
		pCdir = util.PLEFT
		mb = 0
		tb = 0
		nb = 0
		cb = 0
		Aref = &ATL
	}

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR /**/, A, mb, nb, pAstart)
	util.Partition1x2(
		&CL, &CR /**/, C, cb, pCstart)
	util.Partition2x1(
		&tT,
		&tB /**/, tau, tb, pStart)

	transpose := flags&gomas.TRANS != 0
	// divide workspace for block reflector and temporary work matrix
	T0.SetBuf(lb, lb, lb, W.Data())
	W0.SetBuf(m(C), lb, m(C), W.Data()[T0.Len():])

	for n(Aref) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, &A01, nil,
			nil, &A11, nil,
			nil, nil, &A22 /**/, A, lb, pAdir)
		bsz := n(&A11)
		util.Repartition1x2to1x3(&CL,
			&C0, &C1, &C2 /**/, C, bsz, pCdir)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2 /**/, tau, bsz, pDir)
		// --------------------------------------------------------
		util.Merge2x1(&AL, &A01, &A11)
		T.SubMatrix(&T0, 0, 0, bsz, bsz)
		blasd.Scale(&T, 0.0)
		unblkQLBlockReflector(&T, &AL, &tau1)

		Wrk.SubMatrix(&W0, 0, 0, m(C), bsz)
		updateQLRight(&C1, &C0, &A11, &A01, &T, &Wrk, transpose, conf)
		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR /**/, &A00, &A11, &A22, A, pAdir)
		util.Continue1x3to1x2(
			&CL, &CR /**/, &C0, &C1, C, pCdir)
		util.Continue3x1to2x1(
			&tT,
			&tB /**/, &t0, &tau1, tau, pDir)
	}
}
예제 #20
0
파일: bired.go 프로젝트: hrautila/gomas
/*
 * This is adaptation of BIRED_LAZY_UNB algorithm from (1).
 *
 * Z matrix accumulates updates of row transformations i.e. first
 * Householder that zeros off diagonal entries on row. Vector z21
 * is updates for current round, Z20 are already accumulated updates.
 * Vector z21 updates a12 before next transformation.
 *
 * Y matrix accumulates updates on column tranformations ie Householder
 * that zeros elements below sub-diagonal. Vector y21 is updates for current
 * round, Y20 are already accumulated updates.  Vector y21 updates
 * a21 befor next transformation.
 *
 * Z, Y matrices upper trigonal part is not needed, temporary vector
 * w00 that has maximum length of n(Y) is placed on the last column of
 * Z matrix on each iteration.
 */
func unblkBuildBidiagRight(A, tauq, taup, Y, Z *cmat.FloatMatrix) {
	var ATL, ABL, ABR cmat.FloatMatrix
	var A00, a01, A02, a10, a11, a12t, A20, a21, A22 cmat.FloatMatrix
	var YTL, YBR, ZTL, ZBR cmat.FloatMatrix
	var Y00, y10, Y20, y11, y21, Y22 cmat.FloatMatrix
	var Z00, z10, Z20, z11, z21, Z22 cmat.FloatMatrix
	var tqT, tqB, tq0, tauq1, tq2 cmat.FloatMatrix
	var tpT, tpB, tp0, taup1, tp2 cmat.FloatMatrix
	var w00 cmat.FloatMatrix
	var v0 float64

	// Y is workspace for building updates for first Householder.
	// And Z is space for build updates for second Householder
	// Y is n(A)-2,nb and Z is m(A)-1,nb

	util.Partition2x2(
		&ATL, nil,
		&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
	util.Partition2x2(
		&YTL, nil,
		nil, &YBR, Y, 0, 0, util.PTOPLEFT)
	util.Partition2x2(
		&ZTL, nil,
		nil, &ZBR, Z, 0, 0, util.PTOPLEFT)
	util.Partition2x1(
		&tqT,
		&tqB, tauq, 0, util.PTOP)
	util.Partition2x1(
		&tpT,
		&tpB, taup, 0, util.PTOP)

	k := 0
	for k < n(Y) {
		util.Repartition2x2to3x3(&ATL,
			&A00, &a01, &A02,
			&a10, &a11, &a12t,
			&A20, &a21, &A22, A, 1, util.PBOTTOMRIGHT)
		util.Repartition2x2to3x3(&YTL,
			&Y00, nil, nil,
			&y10, &y11, nil,
			&Y20, &y21, &Y22, Y, 1, util.PBOTTOMRIGHT)
		util.Repartition2x2to3x3(&ZTL,
			&Z00, nil, nil,
			&z10, &z11, nil,
			&Z20, &z21, &Z22, Z, 1, util.PBOTTOMRIGHT)
		util.Repartition2x1to3x1(&tqT,
			&tq0,
			&tauq1,
			&tq2, tauq, 1, util.PBOTTOM)
		util.Repartition2x1to3x1(&tpT,
			&tp0,
			&taup1,
			&tp2, taup, 1, util.PBOTTOM)

		// set temp vectors for this round,
		w00.SubMatrix(Z, 0, n(Z)-1, m(&A02), 1)
		// ------------------------------------------------------
		// u10 == a10, U20 == A20, u21 == a21,
		// v10 == a01, V20 == A02, v21 == a12t
		if n(&Y20) > 0 {
			// a11 := a11 - u10t*z10 - y10*v10
			aa := blasd.Dot(&a10, &z10)
			aa += blasd.Dot(&y10, &a01)
			a11.Set(0, 0, a11.Get(0, 0)-aa)
			// a12t := a12t - V20*z10 - Z20*u10
			blasd.MVMult(&a12t, &A02, &y10, -1.0, 1.0, gomas.TRANS)
			blasd.MVMult(&a12t, &Z20, &a10, -1.0, 1.0, gomas.NONE)
			// a21 := a21 - Y20*v10 - U20*z10
			blasd.MVMult(&a21, &Y20, &a01, -1.0, 1.0, gomas.NONE)
			blasd.MVMult(&a21, &A20, &z10, -1.0, 1.0, gomas.NONE)
			// here restore bidiagonal entry
			a10.Set(0, -1, v0)
		}
		// Compute householder to zero superdiagonal entries
		computeHouseholder(&a11, &a12t, &taup1)
		taupv := taup1.Get(0, 0)

		// y21 := a21 + A22*v21 - Y20*U20.T*v21 - V20*Z20.T*v21
		blasd.Axpby(&y21, &a21, 1.0, 0.0)
		blasd.MVMult(&y21, &A22, &a12t, 1.0, 1.0, gomas.NONE)

		// w00 := U20.T*v21 [= A02*a12t]
		blasd.MVMult(&w00, &A02, &a12t, 1.0, 0.0, gomas.NONE)
		// y21 := y21 - U20*w00 [U20 == A20]
		blasd.MVMult(&y21, &Y20, &w00, -1.0, 1.0, gomas.NONE)
		// w00 := Z20.T*v21
		blasd.MVMult(&w00, &Z20, &a12t, 1.0, 0.0, gomas.TRANS)
		// y21 := y21 - V20*w00  [V20 == A02.T]
		blasd.MVMult(&y21, &A20, &w00, -1.0, 1.0, gomas.NONE)

		// a21 := a21 - taup*y21
		blasd.Scale(&y21, taupv)
		blasd.Axpy(&a21, &y21, -1.0)

		// Compute householder to zero elements below 1st subdiagonal
		computeHouseholderVec(&a21, &tauq1)
		v0 = a21.Get(0, 0)
		a21.Set(0, 0, 1.0)
		tauqv := tauq1.Get(0, 0)

		// z21 := tauq*(A22*y - V20*Y20.T*u - Z20*U20.T*u - beta*v)
		// [v == a12t, u == a21]
		beta := blasd.Dot(&y21, &a21)
		// z21 := beta*v
		blasd.Axpby(&z21, &a12t, beta, 0.0)
		// w00 = Y20.T*u
		blasd.MVMult(&w00, &Y20, &a21, 1.0, 0.0, gomas.TRANS)
		// z21 = z21 + V20*w00 == A02.T*w00
		blasd.MVMult(&z21, &A02, &w00, 1.0, 1.0, gomas.TRANS)
		// w00 := U20.T*u  (U20.T == A20.T)
		blasd.MVMult(&w00, &A20, &a21, 1.0, 0.0, gomas.TRANS)
		// z21 := z21 + Z20*w00
		blasd.MVMult(&z21, &Z20, &w00, 1.0, 1.0, gomas.NONE)
		// z21 := -tauq*z21 + tauq*A22*v
		blasd.MVMult(&z21, &A22, &a21, tauqv, -tauqv, gomas.TRANS)
		// ------------------------------------------------------
		k += 1
		util.Continue3x3to2x2(
			&ATL, nil,
			&ABL, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue3x3to2x2(
			&YTL, nil,
			nil, &YBR, &Y00, &y11, &Y22, Y, util.PBOTTOMRIGHT)
		util.Continue3x3to2x2(
			&ZTL, nil,
			nil, &ZBR, &Z00, &z11, &Z22, Z, util.PBOTTOMRIGHT)
		util.Continue3x1to2x1(
			&tqT,
			&tqB, &tq0, &tauq1, tauq, util.PBOTTOM)
		util.Continue3x1to2x1(
			&tpT,
			&tpB, &tp0, &taup1, taup, util.PBOTTOM)
	}
	// restore
	ABL.Set(0, -1, v0)
}
예제 #21
0
파일: bired.go 프로젝트: hrautila/gomas
func blkBidiagRight(A, tauq, taup, W *cmat.FloatMatrix, lb int, conf *gomas.Config) {
	var ATL, ABR cmat.FloatMatrix
	var A00, A11, A12, A21, A22 cmat.FloatMatrix
	var tqT, tqB, tq0, tauq1, tq2 cmat.FloatMatrix
	var tpT, tpB, tp0, taup1, tp2 cmat.FloatMatrix
	var ZT, ZB, YT, YB cmat.FloatMatrix
	var Z0, Z1, Z2, Y0, Y1, Y2 cmat.FloatMatrix
	var Y, Z cmat.FloatMatrix

	// setup work buffers
	Z.SetBuf(n(A), lb, n(A), W.Data())
	Y.SetBuf(m(A), lb, m(A), W.Data()[Z.Len():])

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR, A, 0, 0, util.PTOPLEFT)
	util.Partition2x1(
		&tqT,
		&tqB, tauq, 0, util.PTOP)
	util.Partition2x1(
		&tpT,
		&tpB, taup, 0, util.PTOP)
	util.Partition2x1(
		&YT,
		&YB, &Y, 0, util.PTOP)
	util.Partition2x1(
		&ZT,
		&ZB, &Z, 0, util.PTOP)

	for m(&ABR) > lb && n(&ABR) > lb {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			nil, &A11, &A12,
			nil, &A21, &A22, A, lb, util.PBOTTOMRIGHT)
		util.Repartition2x1to3x1(&tqT,
			&tq0,
			&tauq1,
			&tq2, tauq, lb, util.PBOTTOM)
		util.Repartition2x1to3x1(&tpT,
			&tp0,
			&taup1,
			&tp2, taup, lb, util.PBOTTOM)
		util.Repartition2x1to3x1(&ZT,
			&Z0,
			&Z1,
			&Z2, &Z, lb, util.PBOTTOM)
		util.Repartition2x1to3x1(&YT,
			&Y0,
			&Y1,
			&Y2, &Y, lb, util.PBOTTOM)
		// ------------------------------------------------------
		unblkBuildBidiagRight(&ABR, &tauq1, &taup1, &YB, &ZB)

		// set sub-diagonal entry to one
		v0 := A21.Get(0, n(&A21)-1)
		A21.Set(0, n(&A21)-1, 1.0)

		// A22 := A22 - U2*Z2.T
		blasd.Mult(&A22, &A21, &Z2, -1.0, 1.0, gomas.TRANSB, conf)
		// A22 := A22 - Y2*V2.T
		blasd.Mult(&A22, &Y2, &A12, -1.0, 1.0, gomas.NONE, conf)

		// restore sub-diagonal entry
		A21.Set(0, n(&A21)-1, v0)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue3x1to2x1(
			&tqT,
			&tqB, &tq0, &tauq1, tauq, util.PBOTTOM)
		util.Continue3x1to2x1(
			&tpT,
			&tpB, &tp0, &taup1, taup, util.PBOTTOM)
		util.Continue3x1to2x1(
			&ZT,
			&ZB, &Z0, &Z1, &Z, util.PBOTTOM)
		util.Continue3x1to2x1(
			&YT,
			&YB, &Y0, &Y1, &Y, util.PBOTTOM)
	}

	if n(&ABR) > 0 {
		// do rest with unblocked
		unblkReduceBidiagRight(&ABR, &tqB, &tpB, W)
	}
}
예제 #22
0
파일: qlbld.go 프로젝트: hrautila/gomas
/*
 * Blocked code for generating M by N matrix Q with orthogonal columns which
 * are defined as the last N columns of the product of K first elementary
 * reflectors.
 *
 * If the number K of elementary reflectors is not multiple of the blocking
 * factor lb, then unblocked code is used first to generate the upper left corner
 * of the matrix Q.
 *
 * Compatible with lapack.DORGQL subroutine.
 */
func blkBuildQL(A, Tvec, Twork, W *cmat.FloatMatrix, K, lb int, conf *gomas.Config) {
	var ATL, ATR, ABL, ABR, AL cmat.FloatMatrix
	var A00, A01, A10, A11, A21, A22 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau, t2, Wrk, D, T cmat.FloatMatrix

	nk := n(A) - K
	mk := m(A) - K
	uk := K % lb
	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, mk+uk, nk+uk, util.PTOPLEFT)
	util.Partition2x1(
		&tT,
		&tB, Tvec, nk+uk, util.PTOP)

	// zero the left side
	if nk+uk > 0 {
		blasd.Scale(&ABL, 0.0)
		if uk > 0 {
			// number of reflectors is not multiple of blocking factor
			// do the first part with unblocked code.
			unblkBuildQL(&ATL, &tT, W, m(&ATL)-uk, n(&ATL)-uk, true)
		} else {
			// blocking factor is multiple of K
			blasd.Scale(&ATL, 0.0)
			D.Diag(&ATL)
			blasd.Add(&D, 1.0)
		}
	}

	for m(&ABR) > 0 && n(&ABR) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, &A01, nil,
			&A10, &A11, nil,
			nil, &A21, &A22, A, lb, util.PBOTTOMRIGHT)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau,
			&t2, Tvec, lb, util.PBOTTOM)
		// ------------------------------------------------------
		util.Merge2x1(&AL, &A01, &A11)

		// build block reflector
		T.SubMatrix(Twork, 0, 0, n(&A11), n(&A11))
		unblkQLBlockReflector(&T, &AL, &tau)

		// update left side i.e. A10 and A00 with (I - Y*T*Y.T)
		ar, ac := A10.Size()
		Wrk.SubMatrix(W, 0, 0, ac, ar)
		updateQLLeft(&A10, &A00, &A11, &A01, &T, &Wrk, false, conf)

		// update current block
		unblkBuildQL(&AL, &tau, W, m(&A01), 0, false)

		// zero bottom rows
		blasd.Scale(&A21, 0.0)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau, Tvec, util.PBOTTOM)
	}

}
예제 #23
0
파일: bired.go 프로젝트: hrautila/gomas
/*
 * Compute unblocked bidiagonal reduction for A when M >= N
 *
 * Diagonal and first super/sub diagonal are overwritten with the
 * upper/lower bidiagonal matrix B.
 *
 * This computing (1-tauq*v*v.T)*A*(1-taup*u.u.T) from left to right.
 */
func unblkReduceBidiagLeft(A, tauq, taup, W *cmat.FloatMatrix) {
	var ATL, ABR cmat.FloatMatrix
	var A00, a11, a12t, a21, A22 cmat.FloatMatrix
	var tqT, tqB, tq0, tauq1, tq2 cmat.FloatMatrix
	var tpT, tpB, tp0, taup1, tp2 cmat.FloatMatrix
	var y21, z21 cmat.FloatMatrix
	var v0 float64

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR, A, 0, 0, util.PTOPLEFT)
	util.Partition2x1(
		&tqT,
		&tqB, tauq, 0, util.PTOP)
	util.Partition2x1(
		&tpT,
		&tpB, taup, 0, util.PTOP)

	for m(&ABR) > 0 && n(&ABR) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			nil, &a11, &a12t,
			nil, &a21, &A22, A, 1, util.PBOTTOMRIGHT)
		util.Repartition2x1to3x1(&tqT,
			&tq0,
			&tauq1,
			&tq2, tauq, 1, util.PBOTTOM)
		util.Repartition2x1to3x1(&tpT,
			&tp0,
			&taup1,
			&tp2, taup, 1, util.PBOTTOM)

		// set temp vectors for this round
		y21.SetBuf(n(&a12t), 1, n(&a12t), W.Data())
		z21.SetBuf(m(&a21), 1, m(&a21), W.Data()[y21.Len():])
		// ------------------------------------------------------

		// Compute householder to zero subdiagonal entries
		computeHouseholder(&a11, &a21, &tauq1)

		// y21 := a12 + A22.T*a21
		blasd.Axpby(&y21, &a12t, 1.0, 0.0)
		blasd.MVMult(&y21, &A22, &a21, 1.0, 1.0, gomas.TRANSA)

		// a12t := a12t - tauq*y21
		tauqv := tauq1.Get(0, 0)
		blasd.Axpy(&a12t, &y21, -tauqv)

		// Compute householder to zero elements above 1st superdiagonal
		computeHouseholderVec(&a12t, &taup1)
		v0 = a12t.Get(0, 0)
		a12t.Set(0, 0, 1.0)
		taupv := taup1.Get(0, 0)

		// [v == a12t, u == a21]
		beta := blasd.Dot(&y21, &a12t)
		// z21 := tauq*beta*u
		blasd.Axpby(&z21, &a21, tauqv*beta, 0.0)
		// z21 := A22*v - z21
		blasd.MVMult(&z21, &A22, &a12t, 1.0, -1.0, gomas.NONE)
		// A22 := A22 - tauq*u*y21
		blasd.MVUpdate(&A22, &a21, &y21, -tauqv)
		// A22 := A22 - taup*z21*v
		blasd.MVUpdate(&A22, &z21, &a12t, -taupv)

		a12t.Set(0, 0, v0)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue3x1to2x1(
			&tqT,
			&tqB, &tq0, &tauq1, tauq, util.PBOTTOM)
		util.Continue3x1to2x1(
			&tpT,
			&tpB, &tp0, &taup1, taup, util.PBOTTOM)
	}
}
예제 #24
0
파일: trired.go 프로젝트: hrautila/gomas
/*
 * This is adaptation of TRIRED_LAZY_UNB algorithm from (1).
 */
func unblkBuildTridiagLower(A, tauq, Y, W *cmat.FloatMatrix) {
	var ATL, ABR cmat.FloatMatrix
	var A00, a10, a11, A20, a21, A22 cmat.FloatMatrix
	var YTL, YBR cmat.FloatMatrix
	var Y00, y10, y11, Y20, y21, Y22 cmat.FloatMatrix
	var tqT, tqB, tq0, tauq1, tq2 cmat.FloatMatrix
	var w12 cmat.FloatMatrix
	var v0 float64

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR, A, 0, 0, util.PTOPLEFT)
	util.Partition2x2(
		&YTL, nil,
		nil, &YBR, Y, 0, 0, util.PTOPLEFT)
	util.Partition2x1(
		&tqT,
		&tqB, tauq, 0, util.PTOP)

	k := 0
	for k < n(Y) {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&a10, &a11, nil,
			&A20, &a21, &A22, A, 1, util.PBOTTOMRIGHT)
		util.Repartition2x2to3x3(&YTL,
			&Y00, nil, nil,
			&y10, &y11, nil,
			&Y20, &y21, &Y22, Y, 1, util.PBOTTOMRIGHT)
		util.Repartition2x1to3x1(&tqT,
			&tq0,
			&tauq1,
			&tq2, tauq, 1, util.PBOTTOM)
		// set temp vectors for this round
		//w12.SetBuf(y10.Len(), 1, y10.Len(), W.Data())
		w12.SubMatrix(Y, 0, 0, 1, n(&Y00))
		// ------------------------------------------------------

		if n(&Y00) > 0 {
			aa := blasd.Dot(&a10, &y10)
			aa += blasd.Dot(&y10, &a10)
			a11.Set(0, 0, a11.Get(0, 0)-aa)

			// a21 := a21 - A20*y10
			blasd.MVMult(&a21, &A20, &y10, -1.0, 1.0, gomas.NONE)
			// a21 := a21 - Y20*a10
			blasd.MVMult(&a21, &Y20, &a10, -1.0, 1.0, gomas.NONE)

			// restore subdiagonal value
			a10.Set(0, -1, v0)
		}
		// Compute householder to zero subdiagonal entries
		computeHouseholderVec(&a21, &tauq1)
		tauqv := tauq1.Get(0, 0)

		// set subdiagonal to unit
		v0 = a21.Get(0, 0)
		a21.Set(0, 0, 1.0)

		// y21 := tauq*A22*a21
		blasd.MVMultSym(&y21, &A22, &a21, tauqv, 0.0, gomas.LOWER)
		// w12 := A20.T*a21
		blasd.MVMult(&w12, &A20, &a21, 1.0, 0.0, gomas.TRANS)
		// y21 := y21 - Y20*(A20.T*a21)
		blasd.MVMult(&y21, &Y20, &w12, -tauqv, 1.0, gomas.NONE)
		// w12 := Y20.T*a21
		blasd.MVMult(&w12, &Y20, &a21, 1.0, 0.0, gomas.TRANS)
		// y21 := y21 - A20*(Y20.T*a21)
		blasd.MVMult(&y21, &A20, &w12, -tauqv, 1.0, gomas.NONE)

		// beta := tauq*a21.T*y21
		beta := tauqv * blasd.Dot(&a21, &y21)
		// y21  := y21 - 0.5*beta*a21
		blasd.Axpy(&y21, &a21, -0.5*beta)

		// ------------------------------------------------------
		k += 1
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue3x3to2x2(
			&YTL, nil,
			nil, &YBR, &Y00, &y11, &Y22, A, util.PBOTTOMRIGHT)
		util.Continue3x1to2x1(
			&tqT,
			&tqB, &tq0, &tauq1, tauq, util.PBOTTOM)
	}
	// restore subdiagonal value
	A.Set(m(&ATL), n(&ATL)-1, v0)
}
예제 #25
0
파일: ldlbku.go 프로젝트: hrautila/gomas
/*
 * 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
}
예제 #26
0
파일: hess.go 프로젝트: hrautila/gomas
/*
 * Computes upper Hessenberg reduction of N-by-N matrix A using unblocked
 * algorithm as described in (1).
 *
 * Hessengerg reduction: A = Q.T*B*Q, Q unitary, B upper Hessenberg
 *  Q = H(0)*H(1)*...*H(k) where H(k) is k'th Householder reflector.
 *
 * Compatible with lapack.DGEHD2.
 */
func unblkHessGQvdG(A, Tvec, W *cmat.FloatMatrix, row int) {
	var ATL, ATR, ABL, ABR cmat.FloatMatrix
	var A00, a11, a21, A22 cmat.FloatMatrix
	var AL, AR, A0, a1, A2 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2, w12, v1 cmat.FloatMatrix

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, row, 0, util.PTOPLEFT)
	util.Partition1x2(
		&AL, &AR, A, 0, util.PLEFT)
	util.Partition2x1(
		&tT,
		&tB, Tvec, 0, util.PTOP)

	v1.SubMatrix(W, 0, 0, m(A), 1)

	for m(&ABR) > 1 && n(&ABR) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			nil, &a11, nil,
			nil, &a21, &A22, A, 1, util.PBOTTOMRIGHT)
		util.Repartition1x2to1x3(&AL,
			&A0, &a1, &A2, A, 1, util.PRIGHT)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2, Tvec, 1, util.PBOTTOM)

		// ------------------------------------------------------
		// a21 = [beta; H(k)].T
		computeHouseholderVec(&a21, &tau1)
		tauval := tau1.Get(0, 0)
		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)

		// A2 := A2 - tau*v1*a21   (A2 := A2*H(k))
		blasd.MVUpdate(&A2, &v1, &a21, -tauval)

		w12.SubMatrix(W, 0, 0, n(&A22), 1)
		// w12 := a21.T*A22 = A22.T*a21
		blasd.MVMult(&w12, &A22, &a21, 1.0, 0.0, gomas.TRANS)
		// A22 := A22 - tau*a21*w12   (A22 := H(k)*A22)
		blasd.MVUpdate(&A22, &a21, &w12, -tauval)

		a21.Set(0, 0, beta)
		// ------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
		util.Continue1x3to1x2(
			&AL, &AR, &A0, &a1, A, util.PRIGHT)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau1, Tvec, util.PBOTTOM)
	}
}
예제 #27
0
파일: qlmult.go 프로젝트: hrautila/gomas
func blkMultLeftQL(C, A, tau, W *cmat.FloatMatrix, flags, lb int, conf *gomas.Config) {
	var ATL /*ATR, ABL,*/, ABR, AL cmat.FloatMatrix
	var A00, A01, A11, A22 cmat.FloatMatrix
	var CT, CB, C0, C1, C2 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2 cmat.FloatMatrix
	var T0, T, W0, Wrk cmat.FloatMatrix

	var Aref *cmat.FloatMatrix
	var pAdir, pAstart, pDir, pStart util.Direction
	var mb, tb, nb int

	// partitioning start and direction
	if flags&gomas.TRANS != 0 {
		// A from bottom-right to top-left to produce transposed sequence (Q.T*C)
		pAstart = util.PBOTTOMRIGHT
		pAdir = util.PTOPLEFT
		pStart = util.PBOTTOM
		pDir = util.PTOP
		mb = 0
		tb = 0
		nb = 0
		Aref = &ATL
	} else {
		// from top-left to bottom-right to produce normal sequence (Q*C)
		pAstart = util.PTOPLEFT
		pAdir = util.PBOTTOMRIGHT
		pStart = util.PTOP
		pDir = util.PBOTTOM
		mb = imax(0, m(A)-n(A))
		nb = imax(0, n(A)-m(A))
		tb = imax(0, tau.Len()-n(A))
		Aref = &ABR
	}

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR, A, mb, nb, pAstart)
	util.Partition2x1(
		&CT,
		&CB, C, mb, pStart)
	util.Partition2x1(
		&tT,
		&tB, tau, tb, pStart)

	transpose := flags&gomas.TRANS != 0
	// divide workspace for block reflector and temporart space
	T0.SetBuf(lb, lb, lb, W.Data())
	W0.SetBuf(n(C), lb, n(C), W.Data()[T0.Len():])

	for n(Aref) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, &A01, nil,
			nil, &A11, nil,
			nil, nil, &A22, A, lb, pAdir)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2, tau, lb, pDir)
		bsz := n(&A11)
		util.Repartition2x1to3x1(&CT,
			&C0,
			&C1,
			&C2, C, bsz, pDir)
		// --------------------------------------------------------
		// build block reflector for current block
		util.Merge2x1(&AL, &A01, &A11)
		T.SubMatrix(&T0, 0, 0, bsz, bsz)
		blasd.Scale(&T, 0.0)
		unblkQLBlockReflector(&T, &AL, &tau1)

		// update with (I - Y*T*Y.T) or (I - Y*T*Y.T).T
		Wrk.SubMatrix(&W0, 0, 0, n(&C1), bsz)
		updateQLLeft(&C1, &C0, &A11, &A01, &T, &Wrk, transpose, conf)
		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &A11, &A22, A, pAdir)
		util.Continue3x1to2x1(
			&CT,
			&CB, &C0, &C1, C, pDir)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau1, tau, pDir)
	}
}
예제 #28
0
파일: qrmult.go 프로젝트: hrautila/gomas
/*
 * Blocked version for computing C = Q*C and C = Q.T*C from elementary reflectors
 * and scalar coefficients.
 *
 * Elementary reflectors and scalar coefficients are used to build block reflector T.
 * Matrix C is updated by applying block reflector T using compact WY algorithm.
 */
func blockedMultQLeft(C, A, tau, W *cmat.FloatMatrix, flags, nb int, conf *gomas.Config) {
	var ATL, ATR, ABL, ABR, AL cmat.FloatMatrix
	var A00, A10, A11, A20, A21, A22 cmat.FloatMatrix
	var CT, CB, C0, C1, C2 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2 cmat.FloatMatrix
	var Wrk, W0, Tw, Twork cmat.FloatMatrix

	var Aref *cmat.FloatMatrix
	var pAdir, pAstart, pDir, pStart util.Direction
	var bsz, mb int

	// partitioning start and direction
	if flags&gomas.TRANS != 0 || nb == n(A) {
		// from top-left to bottom-right to produce transposed sequence (Q.T*C)
		pAstart = util.PTOPLEFT
		pAdir = util.PBOTTOMRIGHT
		pStart = util.PTOP
		pDir = util.PBOTTOM
		mb = 0
		Aref = &ABR
	} else {
		// from bottom-right to top-left to produce normal sequence (Q*C)
		pAstart = util.PBOTTOMRIGHT
		pAdir = util.PTOPLEFT
		pStart = util.PBOTTOM
		pDir = util.PTOP
		mb = imax(0, m(A)-n(A))
		Aref = &ATL
	}

	util.Partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, mb, 0, pAstart)
	util.Partition2x1(
		&CT,
		&CB, C, mb, pStart)
	util.Partition2x1(
		&tT,
		&tB, tau, 0, pStart)

	transpose := flags&gomas.TRANS != 0

	// intermediate reflector at start of workspace
	Twork.SetBuf(nb, nb, nb, W.Data())
	W0.SetBuf(n(C), nb, n(C), W.Data()[Twork.Len():])

	for m(Aref) > 0 && n(Aref) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&A10, &A11, nil,
			&A20, &A21, &A22, A, nb, pAdir)
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2, tau, nb, pDir)
		bsz = n(&A11)
		util.Repartition2x1to3x1(&CT,
			&C0,
			&C1,
			&C2, C, bsz, pDir)
		// --------------------------------------------------------
		// clear & build block reflector from current block
		util.Merge2x1(&AL, &A11, &A21)
		Tw.SubMatrix(&Twork, 0, 0, bsz, bsz)
		blasd.Scale(&Tw, 0.0)
		unblkQRBlockReflector(&Tw, &AL, &tau1)

		// compute: Q*T.C == C - Y*(C.T*Y*T).T  transpose == true
		//          Q*C   == C - C*Y*T*Y.T      transpose == false
		Wrk.SubMatrix(&W0, 0, 0, n(&C1), bsz)
		updateWithQTLeft(&C1, &C2, &A11, &A21, &Tw, &Wrk, transpose, conf)
		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, pAdir)
		util.Continue3x1to2x1(
			&CT,
			&CB, &C0, &C1, C, pDir)
		util.Continue3x1to2x1(
			&tT,
			&tB, &t0, &tau1, tau, pDir)
	}

}
예제 #29
0
파일: trired.go 프로젝트: hrautila/gomas
/*
 * This is adaptation of TRIRED_LAZY_UNB algorithm from (1).
 */
func unblkBuildTridiagUpper(A, tauq, Y, W *cmat.FloatMatrix) {
	var ATL, ABR cmat.FloatMatrix
	var A00, a01, A02, a11, a12, A22 cmat.FloatMatrix
	var YTL, YBR cmat.FloatMatrix
	var Y00, y01, Y02, y11, y12, Y22 cmat.FloatMatrix
	var tqT, tqB, tq0, tauq1, tq2 cmat.FloatMatrix
	var w12 cmat.FloatMatrix
	var v0 float64

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR, A, 0, 0, util.PBOTTOMRIGHT)
	util.Partition2x2(
		&YTL, nil,
		nil, &YBR, Y, 0, 0, util.PBOTTOMRIGHT)
	util.Partition2x1(
		&tqT,
		&tqB, tauq, 0, util.PBOTTOM)

	k := 0
	for k < n(Y) {
		util.Repartition2x2to3x3(&ATL,
			&A00, &a01, &A02,
			nil, &a11, &a12,
			nil, nil, &A22, A, 1, util.PTOPLEFT)
		util.Repartition2x2to3x3(&YTL,
			&Y00, &y01, &Y02,
			nil, &y11, &y12,
			nil, nil, &Y22, Y, 1, util.PTOPLEFT)
		util.Repartition2x1to3x1(&tqT,
			&tq0,
			&tauq1,
			&tq2, tauq, 1, util.PTOP)

		// set temp vectors for this round
		w12.SubMatrix(Y, -1, 0, 1, n(&Y02))
		// ------------------------------------------------------

		if n(&Y02) > 0 {
			aa := blasd.Dot(&a12, &y12)
			aa += blasd.Dot(&y12, &a12)
			a11.Set(0, 0, a11.Get(0, 0)-aa)

			// a01 := a01 - A02*y12
			blasd.MVMult(&a01, &A02, &y12, -1.0, 1.0, gomas.NONE)
			// a01 := a01 - Y02*a12
			blasd.MVMult(&a01, &Y02, &a12, -1.0, 1.0, gomas.NONE)

			// restore superdiagonal value
			a12.Set(0, 0, v0)
		}
		// Compute householder to zero subdiagonal entries
		computeHouseholderRev(&a01, &tauq1)
		tauqv := tauq1.Get(0, 0)

		// set sub&iagonal to unit
		v0 = a01.Get(-1, 0)
		a01.Set(-1, 0, 1.0)

		// y01 := tauq*A00*a01
		blasd.MVMultSym(&y01, &A00, &a01, tauqv, 0.0, gomas.UPPER)
		// w12 := A02.T*a01
		blasd.MVMult(&w12, &A02, &a01, 1.0, 0.0, gomas.TRANS)
		// y01 := y01 - Y02*(A02.T*a01)
		blasd.MVMult(&y01, &Y02, &w12, -tauqv, 1.0, gomas.NONE)
		// w12 := Y02.T*a01
		blasd.MVMult(&w12, &Y02, &a01, 1.0, 0.0, gomas.TRANS)
		// y01 := y01 - A02*(Y02.T*a01)
		blasd.MVMult(&y01, &A02, &w12, -tauqv, 1.0, gomas.NONE)

		// beta := tauq*a01.T*y01
		beta := tauqv * blasd.Dot(&a01, &y01)
		// y01  := y01 - 0.5*beta*a01
		blasd.Axpy(&y01, &a01, -0.5*beta)

		// ------------------------------------------------------
		k += 1
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR, &A00, &a11, &A22, A, util.PTOPLEFT)
		util.Continue3x3to2x2(
			&YTL, nil,
			nil, &YBR, &Y00, &y11, &Y22, A, util.PTOPLEFT)
		util.Continue3x1to2x1(
			&tqT,
			&tqB, &tq0, &tauq1, tauq, util.PTOP)
	}
	// restore superdiagonal value
	A.Set(m(&ATL)-1, n(&ATL), v0)
}
예제 #30
0
파일: rqmult.go 프로젝트: hrautila/gomas
/*
 * Blocked version for computing C = C*Q and C = C*Q.T from elementary
 * reflectors and scalar coefficients.
 *
 * Elementary reflectors and scalar coefficients are used to build block
 * reflector T. Matrix C is updated by applying block reflector T using
 * compact WY algorithm.
 */
func blockedMultRQRight(C, A, tau, W *cmat.FloatMatrix, flags, lb int, conf *gomas.Config) {
	var ATL, ABR, AL cmat.FloatMatrix
	var A00, A10, A11, A22 cmat.FloatMatrix
	var CL, CR, C0, C1, C2 cmat.FloatMatrix
	var tT, tB cmat.FloatMatrix
	var t0, tau1, t2 cmat.FloatMatrix
	var W0, Wrk, Tw, Twork cmat.FloatMatrix

	var Aref *cmat.FloatMatrix
	var pAdir, pAstart, pDir, pStart, pCstart, pCdir util.Direction
	var bsz, cb, mb, nb, tb int
	var transpose bool

	// partitioning start and direction
	if flags&gomas.TRANS != 0 {
		// from bottom-right to top-left to produce transpose sequence (C*Q.T)
		pAstart = util.PBOTTOMRIGHT
		pAdir = util.PTOPLEFT
		pStart = util.PBOTTOM
		pDir = util.PTOP
		pCstart = util.PRIGHT
		pCdir = util.PLEFT
		mb = 0
		nb = 0
		cb = 0
		tb = 0
		Aref = &ATL
		transpose = false
	} else {
		// from top-left to bottom-right to produce normal sequence (C*Q)
		pAstart = util.PTOPLEFT
		pAdir = util.PBOTTOMRIGHT
		pStart = util.PTOP
		pDir = util.PBOTTOM
		pCstart = util.PLEFT
		pCdir = util.PRIGHT
		mb = imax(0, m(A)-n(A))
		nb = imax(0, n(A)-m(A))
		cb = imax(0, n(C)-m(A))
		tb = imax(0, tau.Len()-m(A))
		Aref = &ABR
		transpose = true
	}

	// intermediate reflector at start of workspace
	Twork.SetBuf(lb, lb, lb, W.Data())
	W0.SetBuf(m(C), lb, m(C), W.Data()[Twork.Len():])

	util.Partition2x2(
		&ATL, nil,
		nil, &ABR /**/, A, mb, nb, pAstart)
	util.Partition1x2(
		&CL, &CR /**/, C, cb, pCstart)
	util.Partition2x1(
		&tT,
		&tB /**/, tau, tb, pStart)

	for m(Aref) > 0 && n(Aref) > 0 {
		util.Repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&A10, &A11, nil,
			nil, nil, &A22 /**/, A, lb, pAdir)
		bsz = m(&A11) // C1 block size must match A11
		util.Repartition2x1to3x1(&tT,
			&t0,
			&tau1,
			&t2 /**/, tau, bsz, pDir)
		util.Repartition1x2to1x3(&CL,
			&C0, &C1, &C2 /**/, C, bsz, pCdir)
		// --------------------------------------------------------
		// clear & build block reflector from current block
		util.Merge1x2(&AL, &A10, &A11)
		Tw.SubMatrix(&Twork, 0, 0, bsz, bsz)
		blasd.Scale(&Tw, 0.0)
		unblkBlockReflectorRQ(&Tw, &AL, &tau1)

		Wrk.SubMatrix(&W0, 0, 0, m(&C1), bsz)
		updateRightRQ(&C1, &C0, &A11, &A10, &Tw, &Wrk, transpose, conf)
		// --------------------------------------------------------
		util.Continue3x3to2x2(
			&ATL, nil,
			nil, &ABR /**/, &A00, &A11, &A22, A, pAdir)
		util.Continue1x3to1x2(
			&CL, &CR /**/, &C0, &C1, C, pCdir)
		util.Continue3x1to2x1(
			&tT,
			&tB /**/, &t0, &tau1, tau, pDir)
	}

}