Exemplo n.º 1
0
// Inverse UNIT diagonal tridiagonal matrix
func unblockedInverseUnitLower(A *matrix.FloatMatrix) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, a10t, a11, A20, a21, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&a10t, &a11, nil,
			&A20, &a21, &A22, A, 1, pBOTTOMRIGHT)
		// -------------------------------------------------

		// a21 = -a21
		Scale(&a21, -1.0)
		// A20 = A20 + a21*a10.t
		MVRankUpdate(&A20, &a21, &a10t, 1.0)

		// -------------------------------------------------
		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, pBOTTOMRIGHT)
	}
	return
}
Exemplo n.º 2
0
func InverseTrm(A *matrix.FloatMatrix, flags Flags, nb int) (*matrix.FloatMatrix, error) {
	var err error = nil
	if nb == 0 || A.Cols() < nb {
		if flags&UNIT != 0 {
			if flags&LOWER != 0 {
				err = unblockedInverseUnitLower(A)
			} else {
				err = unblockedInverseUnitUpper(A)
			}
		} else {
			if flags&LOWER != 0 {
				err = unblockedInverseLower(A)
			} else {
				err = unblockedInverseUpper(A)
			}
		}
	} else {
		if flags&LOWER != 0 {
			err = blockedInverseLower(A, flags, nb)
		} else {
			err = blockedInverseUpper(A, flags, nb)
		}
	}
	return A, err
}
Exemplo n.º 3
0
// Inverse NON-UNIT diagonal tridiagonal matrix
func unblockedInverseUpper(A *matrix.FloatMatrix) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, a01, A02, a11, a12t, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, &a01, &A02,
			nil, &a11, &a12t,
			nil, nil, &A22, A, 1, pBOTTOMRIGHT)
		// -------------------------------------------------
		aval := a11.Float()

		// a12 = -a12/a11
		InvScale(&a12t, -aval)
		// A02 = A02 + a01*a12
		MVRankUpdate(&A02, &a01, &a12t, 1.0)
		// a01 = a01/a11
		InvScale(&a01, aval)
		// a11 = 1.0/a11
		a11.SetAt(0, 0, 1.0/aval)

		// -------------------------------------------------
		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, pBOTTOMRIGHT)
	}
	return
}
Exemplo n.º 4
0
func blockedInverseUpper(A *matrix.FloatMatrix, flags Flags, nb int) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, A01, A02, A11, A12, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, &A01, &A02,
			nil, &A11, &A12,
			nil, nil, &A22, A, nb, pBOTTOMRIGHT)
		// -------------------------------------------------
		// libflame, variant 1

		// A01 = A00*A01
		MultTrm(&A01, &A00, 1.0, flags)
		// A01 = -A01 / triu(A11)
		SolveTrm(&A01, &A11, -1.0, flags|RIGHT)
		// A11 = inv(A11)
		if flags&UNIT != 0 {
			unblockedInverseUnitUpper(&A11)
		} else {
			unblockedInverseUpper(&A11)
		}
		// -------------------------------------------------
		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, pBOTTOMRIGHT)
	}
	return
}
Exemplo n.º 5
0
func runRefTest(A *matrix.FloatMatrix, ntest, LB int) time.Duration {

	var mintime time.Duration

	N := A.Cols()
	tau := matrix.FloatZeros(N, 1)

	fnc := func() {
		ERRlapack = lapack.Geqrf(A, tau)
	}

	A0 := A.Copy()
	for n := 0; n < ntest; n++ {
		if n > 0 {
			// restore original A
			A0.CopyTo(A)
			tau.Scale(0.0)
		}
		mperf.FlushCache()
		time0 := mperf.Timeit(fnc)
		if n == 0 || time0 < mintime {
			mintime = time0
		}
	}
	return mintime
}
Exemplo n.º 6
0
func TestSolveLeastSquaresQRT(t *testing.T) {
	M := 60
	N := 40
	K := 30
	nb := 12

	A := matrix.FloatUniform(M, N)
	B := matrix.FloatZeros(M, K)
	X0 := matrix.FloatUniform(N, K)

	// B = A*X0
	Mult(B, A, X0, 1.0, 0.0, NOTRANS)
	W := matrix.FloatZeros(N, nb)
	T := matrix.FloatZeros(N, N)

	QR, err := DecomposeQRT(A, T, W, nb)
	if err != nil {
		t.Logf("decompose error: %v\n", err)
	}
	// B' = A.-1*B
	err = SolveQRT(B, QR, T, W, NOTRANS, nb)

	// expect B[0:N, 0:K] == X0, B[N:M, 0:K] == 0.0
	var Xref matrix.FloatMatrix
	Bref := matrix.FloatZeros(M, K)
	Bref.SubMatrix(&Xref, 0, 0, N, K)
	Xref.Plus(X0)
	Bref.Minus(B)
	t.Logf("\nmin ||B - A*X0||\n\twhere B = A*X0\n")
	t.Logf("||B - A*X0||_1 ~~ 0.0: %e\n", NormP(Bref, NORM_ONE))
}
Exemplo n.º 7
0
func updateBlas(t *testing.T, Y1, Y2, C1, C2, T, W *matrix.FloatMatrix) {
	if W.Rows() != C1.Cols() {
		panic("W.Rows != C1.Cols")
	}
	// W = C1.T
	ScalePlus(W, C1, 0.0, 1.0, TRANSB)
	//fmt.Printf("W = C1.T:\n%v\n", W)
	// W = C1.T*Y1
	blas.TrmmFloat(Y1, W, 1.0, linalg.OptLower, linalg.OptUnit, linalg.OptRight)
	t.Logf("W = C1.T*Y1:\n%v\n", W)
	// W = W + C2.T*Y2
	blas.GemmFloat(C2, Y2, W, 1.0, 1.0, linalg.OptTransA)
	t.Logf("W = W + C2.T*Y2:\n%v\n", W)

	// --- here: W == C.T*Y ---
	// W = W*T
	blas.TrmmFloat(T, W, 1.0, linalg.OptUpper, linalg.OptRight)
	t.Logf("W = C.T*Y*T:\n%v\n", W)

	// --- here: W == C.T*Y*T ---
	// C2 = C2 - Y2*W.T
	blas.GemmFloat(Y2, W, C2, -1, 1.0, linalg.OptTransB)
	t.Logf("C2 = C2 - Y2*W.T:\n%v\n", C2)
	//  W = Y1*W.T ==> W.T = W*Y1.T
	blas.TrmmFloat(Y1, W, 1.0, linalg.OptLower,
		linalg.OptUnit, linalg.OptRight, linalg.OptTrans)
	t.Logf("W.T = W*Y1.T:\n%v\n", W)

	// C1 = C1 - W.T
	ScalePlus(C1, W, 1.0, -1.0, TRANSB)
	//fmt.Printf("C1 = C1 - W.T:\n%v\n", C1)

	// --- here: C = (I - Y*T*Y.T).T * C ---
}
Exemplo n.º 8
0
func runTest(A *matrix.FloatMatrix, ntest, LB int) time.Duration {

	var flags matops.Flags
	var mintime time.Duration

	flags = matops.LOWER
	if testUpper {
		flags = matops.UPPER
	}

	fnc := func() {
		_, ERRmatops = matops.DecomposeCHOL(A, flags, LB)
	}

	A0 := A.Copy()
	for n := 0; n < ntest; n++ {
		if n > 0 {
			// restore original A
			A0.CopyTo(A)
		}
		mperf.FlushCache()
		time0 := mperf.Timeit(fnc)
		if n == 0 || time0 < mintime {
			mintime = time0
		}
		if verbose {
			fmt.Printf("%.4f ms\n", time0.Seconds()*1000.0)
		}
	}
	return mintime
}
Exemplo n.º 9
0
func setDiagonal(M *matrix.FloatMatrix, srow, scol, erow, ecol int, val float64) {
	for i := srow; i < erow; i++ {
		if i < ecol {
			M.SetAt(i, i, val)
		}
	}
}
Exemplo n.º 10
0
// max |x|
func AMax(X *matrix.FloatMatrix) float64 {
	ix := IAMax(X)
	if ix == -1 {
		return math.NaN()
	}
	return X.GetIndex(ix)
}
Exemplo n.º 11
0
// See function Syrk.
func SyrkFloat(A, C *matrix.FloatMatrix, alpha, beta float64, opts ...linalg.Option) (err error) {

	params, e := linalg.GetParameters(opts...)
	if e != nil {
		err = e
		return
	}
	ind := linalg.GetIndexOpts(opts...)
	err = check_level3_func(ind, fsyrk, A, nil, C, params)
	if e != nil || err != nil {
		return
	}
	if ind.N == 0 {
		return
	}
	Aa := A.FloatArray()
	Ca := C.FloatArray()
	uplo := linalg.ParamString(params.Uplo)
	trans := linalg.ParamString(params.Trans)
	//diag := linalg.ParamString(params.Diag)
	dsyrk(uplo, trans, ind.N, ind.K, alpha, Aa[ind.OffsetA:], ind.LDa, beta,
		Ca[ind.OffsetC:], ind.LDc)

	return
}
Exemplo n.º 12
0
func runRefTest(A *matrix.FloatMatrix, ntest, LB int) time.Duration {

	var mintime time.Duration

	lopt := linalg.OptLower
	if testUpper {
		lopt = linalg.OptUpper
	}

	fnc := func() {
		ERRlapack = lapack.Potrf(A, lopt)
	}

	A0 := A.Copy()
	for n := 0; n < ntest; n++ {
		if n > 0 {
			// restore original A
			A0.CopyTo(A)
		}
		mperf.FlushCache()
		time0 := mperf.Timeit(fnc)
		if n == 0 || time0 < mintime {
			mintime = time0
		}
	}
	return mintime
}
Exemplo n.º 13
0
/*
   Copy x to y using packed storage.

   The vector x is an element of S, with the 's' components stored in
   unpacked storage.  On return, x is copied to y with the 's' components
   stored in packed storage and the off-diagonal entries scaled by
   sqrt(2).
*/
func pack(x, y *matrix.FloatMatrix, dims *sets.DimensionSet, opts ...la_.Option) (err error) {
	/*DEBUGGED*/
	err = nil
	mnl := la_.GetIntOpt("mnl", 0, opts...)
	offsetx := la_.GetIntOpt("offsetx", 0, opts...)
	offsety := la_.GetIntOpt("offsety", 0, opts...)

	nlq := mnl + dims.At("l")[0] + dims.Sum("q")
	blas.Copy(x, y, &la_.IOpt{"n", nlq}, &la_.IOpt{"offsetx", offsetx},
		&la_.IOpt{"offsety", offsety})

	iu, ip := offsetx+nlq, offsety+nlq
	for _, n := range dims.At("s") {
		for k := 0; k < n; k++ {
			blas.Copy(x, y, &la_.IOpt{"n", n - k}, &la_.IOpt{"offsetx", iu + k*(n+1)},
				&la_.IOpt{"offsety", ip})
			y.SetIndex(ip, (y.GetIndex(ip) / math.Sqrt(2.0)))
			ip += n - k
		}
		iu += n * n
	}
	np := dims.SumPacked("s")
	blas.ScalFloat(y, math.Sqrt(2.0), &la_.IOpt{"n", np}, &la_.IOpt{"offset", offsety + nlq})
	return
}
Exemplo n.º 14
0
func trmvTest(t *testing.T, A *matrix.FloatMatrix, flags Flags, nb int) bool {
	N := A.Cols()
	//S := 0
	//E := A.Cols()
	X0 := matrix.FloatWithValue(A.Rows(), 1, 2.0)
	X1 := X0.Copy()

	trans := linalg.OptNoTrans
	if flags&TRANS != 0 {
		trans = linalg.OptTrans
	}
	diag := linalg.OptNonUnit
	if flags&UNIT != 0 {
		diag = linalg.OptUnit
	}
	uplo := linalg.OptUpper
	if flags&LOWER != 0 {
		uplo = linalg.OptLower
	}

	blas.TrmvFloat(A, X0, uplo, diag, trans)

	Ar := A.FloatArray()
	Xr := X1.FloatArray()
	if nb == 0 {
		DTrimvUnblkMV(Xr, Ar, flags, 1, A.LeadingIndex(), N)
	}
	result := X0.AllClose(X1)
	t.Logf("   X0 == X1: %v\n", result)
	if !result && A.Rows() < 8 {
		t.Logf("  BLAS TRMV X0:\n%v\n", X0)
		t.Logf("  DTrmv X1:\n%v\n", X1)
	}
	return result
}
Exemplo n.º 15
0
// In-place version of pack(), which also accepts matrix arguments x.
// The columns of x are elements of S, with the 's' components stored
// in unpacked storage.  On return, the 's' components are stored in
// packed storage and the off-diagonal entries are scaled by sqrt(2).
//
func pack2(x *matrix.FloatMatrix, dims *sets.DimensionSet, mnl int) (err error) {
	if len(dims.At("s")) == 0 {
		return nil
	}

	const sqrt2 = 1.41421356237309504880

	iu := mnl + dims.Sum("l", "q")
	ip := iu
	row := matrix.FloatZeros(1, x.Cols())
	//fmt.Printf("x.size = %d %d\n", x.Rows(), x.Cols())
	for _, n := range dims.At("s") {
		for k := 0; k < n; k++ {
			cnt := n - k
			row = x.GetRow(iu+(n+1)*k, row)
			//fmt.Printf("%02d: %v\n", iu+(n+1)*k, x.FloatArray())
			x.SetRow(ip, row)
			for i := 1; i < n-k; i++ {
				row = x.GetRow(iu+(n+1)*k+i, row)
				//fmt.Printf("%02d: %v\n", iu+(n+1)*k+i, x.FloatArray())
				x.SetRow(ip+i, row.Scale(sqrt2))
			}
			ip += cnt
		}
		iu += n * n
	}
	return nil
}
Exemplo n.º 16
0
/*
 *  ( a11  a12 )   ( 1   0   )( d1  0   )( l  l21.t )
 *  ( a21  A22 )   ( l21 L22 )(  0  A22 )( 0  L22.t )
 *
 *   a11  =   d1
 *   a21  =   l21*d1                       => l21 = a21/d1
 *   A22  =   l21*d1*l21.t + L22*D2*L22.t  => L22 = A22 - l21*d1*l21t
 */
func unblkLowerLDLnoPiv(A *matrix.FloatMatrix) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, a10, a11, A20, a21, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&a10, &a11, nil,
			&A20, &a21, &A22, A, 1, pBOTTOMRIGHT)

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

		// d11 = a11; no-op

		// A22 = A22 - l21*d11*l21.T = A22 - a21*a21.T/a11; triangular update
		err = MVUpdateTrm(&A22, &a21, &a21, -1.0/a11.Float(), LOWER)

		// l21 = a21/a11
		InvScale(&a21, a11.Float())
		// ---------------------------------------------------------

		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, pBOTTOMRIGHT)
	}
	return
}
Exemplo n.º 17
0
// See function Trsm.
func TrsmFloat(A, B *matrix.FloatMatrix, alpha float64, opts ...linalg.Option) (err error) {

	params, e := linalg.GetParameters(opts...)
	if e != nil {
		err = e
		return
	}
	ind := linalg.GetIndexOpts(opts...)
	err = check_level3_func(ind, ftrsm, A, B, nil, params)
	if err != nil {
		return
	}
	if ind.N == 0 || ind.M == 0 {
		return
	}
	Aa := A.FloatArray()
	Ba := B.FloatArray()
	uplo := linalg.ParamString(params.Uplo)
	transA := linalg.ParamString(params.TransA)
	side := linalg.ParamString(params.Side)
	diag := linalg.ParamString(params.Diag)
	dtrsm(side, uplo, transA, diag, ind.M, ind.N, alpha,
		Aa[ind.OffsetA:], ind.LDa, Ba[ind.OffsetB:], ind.LDb)
	return
}
Exemplo n.º 18
0
// blocked LU decomposition w/o pivots, FLAME LU nopivots variant 5
func blockedLUnoPiv(A *matrix.FloatMatrix, nb int) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, A01, A02, A10, A11, A12, A20, A21, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, &A01, &A02,
			&A10, &A11, &A12,
			&A20, &A21, &A22, A, nb, pBOTTOMRIGHT)

		// A00 = LU(A00)
		unblockedLUnoPiv(&A11)
		// A12 = trilu(A00)*A12.-1  (TRSM)
		SolveTrm(&A12, &A11, 1.0, LEFT|LOWER|UNIT)
		// A21 = A21.-1*triu(A00) (TRSM)
		SolveTrm(&A21, &A11, 1.0, RIGHT|UPPER)
		// A22 = A22 - A21*A12
		Mult(&A22, &A21, &A12, -1.0, 1.0, NOTRANS)

		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, pBOTTOMRIGHT)
	}
	return
}
Exemplo n.º 19
0
/*
   Matrix-vector multiplication.

   A is a matrix or spmatrix of size (m, n) where

       N = dims['l'] + sum(dims['q']) + sum( k**2 for k in dims['s'] )

   representing a mapping from R^n to S.

   If trans is 'N':

       y := alpha*A*x + beta * y   (trans = 'N').

   x is a vector of length n.  y is a vector of length N.

   If trans is 'T':

       y := alpha*A'*x + beta * y  (trans = 'T').

   x is a vector of length N.  y is a vector of length n.

   The 's' components in S are stored in unpacked 'L' storage.
*/
func sgemv(A, x, y *matrix.FloatMatrix, alpha, beta float64, dims *sets.DimensionSet, opts ...la_.Option) error {

	m := dims.Sum("l", "q") + dims.SumSquared("s")
	n := la_.GetIntOpt("n", -1, opts...)
	if n == -1 {
		n = A.Cols()
	}
	trans := la_.GetIntOpt("trans", int(la_.PNoTrans), opts...)
	offsetX := la_.GetIntOpt("offsetx", 0, opts...)
	offsetY := la_.GetIntOpt("offsety", 0, opts...)
	offsetA := la_.GetIntOpt("offseta", 0, opts...)

	if trans == int(la_.PTrans) && alpha != 0.0 {
		trisc(x, dims, offsetX)
		//fmt.Printf("trisc x=\n%v\n", x.ConvertToString())
	}
	//fmt.Printf("alpha=%.4f beta=%.4f m=%d n=%d\n", alpha, beta, m, n)
	//fmt.Printf("A=\n%v\nx=\n%v\ny=\n%v\n", A, x.ConvertToString(), y.ConvertToString())
	err := blas.GemvFloat(A, x, y, alpha, beta, &la_.IOpt{"trans", trans},
		&la_.IOpt{"n", n}, &la_.IOpt{"m", m}, &la_.IOpt{"offseta", offsetA},
		&la_.IOpt{"offsetx", offsetX}, &la_.IOpt{"offsety", offsetY})
	//fmt.Printf("gemv y=\n%v\n", y.ConvertToString())

	if trans == int(la_.PTrans) && alpha != 0.0 {
		triusc(x, dims, offsetX)
	}
	return err
}
Exemplo n.º 20
0
func (p *acenterProg) F2(x, z *matrix.FloatMatrix) (f, Df, H *matrix.FloatMatrix, err error) {
	f, Df, err = p.F1(x)
	u := matrix.Pow(x, 2.0).Scale(-1.0).Add(1.0)
	z0 := z.GetIndex(0)
	u2 := matrix.Pow(u, 2.0)
	hd := matrix.Div(matrix.Add(u2, 1.0), u2).Scale(2 * z0)
	H = matrix.FloatDiagonal(hd.NumElements(), hd.FloatArray()...)
	return
}
Exemplo n.º 21
0
/*
 * Compute an LU factorization of a general M-by-N matrix without pivoting.
 *
 * Arguments:
 *   A   On entry, the M-by-N matrix to be factored. On exit the factors
 *       L and U from factorization A = P*L*U, the unit diagonal elements
 *       of L are not stored.
 *
 *   nb  Blocking factor for blocked invocations. If bn == 0 or
 *       min(M,N) < nb unblocked algorithm is used.
 *
 * Returns:
 *  LU factorization and error indicator.
 *
 * Compatible with lapack.DGETRF
 */
func DecomposeLUnoPiv(A *matrix.FloatMatrix, nb int) (*matrix.FloatMatrix, error) {
	var err error
	mlen := imin(A.Rows(), A.Cols())
	if mlen <= nb || nb == 0 {
		err = unblockedLUnoPiv(A)
	} else {
		err = blockedLUnoPiv(A, nb)
	}
	return A, err
}
Exemplo n.º 22
0
func sinv(x, y *matrix.FloatMatrix, dims *sets.DimensionSet, mnl int) (err error) {
	/*DEBUGGED*/

	err = nil

	// For the nonlinear and 'l' blocks:
	//
	//     yk o\ xk = yk .\ xk.

	ind := mnl + dims.At("l")[0]
	blas.Tbsv(y, x, &la_.IOpt{"n", ind}, &la_.IOpt{"k", 0}, &la_.IOpt{"ldA", 1})

	// For the 'q' blocks:
	//
	//                        [ l0   -l1'              ]
	//     yk o\ xk = 1/a^2 * [                        ] * xk
	//                        [ -l1  (a*I + l1*l1')/l0 ]
	//
	// where yk = (l0, l1) and a = l0^2 - l1'*l1.

	for _, m := range dims.At("q") {
		aa := blas.Nrm2Float(y, &la_.IOpt{"n", m - 1}, &la_.IOpt{"offset", ind + 1})
		ee := y.GetIndex(ind)
		aa = (ee + aa) * (ee - aa)
		cc := x.GetIndex(ind)
		dd := blas.DotFloat(x, y, &la_.IOpt{"n", m - 1}, &la_.IOpt{"offsetx", ind + 1},
			&la_.IOpt{"offsety", ind + 1})
		x.SetIndex(ind, cc*ee-dd)
		blas.ScalFloat(x, aa/ee, &la_.IOpt{"n", m - 1}, &la_.IOpt{"offset", ind + 1})
		blas.AxpyFloat(y, x, dd/ee-cc, &la_.IOpt{"n", m - 1},
			&la_.IOpt{"offsetx", ind + 1}, &la_.IOpt{"offsety", ind + 1})
		blas.ScalFloat(x, 1.0/aa, &la_.IOpt{"n", m}, &la_.IOpt{"offset", ind})
		ind += m
	}

	// For the 's' blocks:
	//
	//     yk o\ xk =  xk ./ gamma
	//
	// where gammaij = .5 * (yk_i + yk_j).

	ind2 := ind
	for _, m := range dims.At("s") {
		for j := 0; j < m; j++ {
			u := matrix.FloatVector(y.FloatArray()[ind2+j : ind2+m])
			u.Add(y.GetIndex(ind2 + j))
			u.Scale(0.5)
			blas.Tbsv(u, x, &la_.IOpt{"n", m - j}, &la_.IOpt{"k", 0}, &la_.IOpt{"lda", 1},
				&la_.IOpt{"offsetx", ind + j*(m+1)})
		}
		ind += m * m
		ind2 += m
	}
	return
}
Exemplo n.º 23
0
/*
   Returns sqrt(x' * J * x) where J = [1, 0; 0, -I], for a vector
   x in a second order cone.
*/
func jnrm2(x *matrix.FloatMatrix, n, offset int) float64 {
	/*DEBUGGED*/
	if n <= 0 {
		n = x.NumElements()
	}
	if offset < 0 {
		offset = 0
	}
	a := blas.Nrm2Float(x, &la_.IOpt{"n", n - 1}, &la_.IOpt{"offset", offset + 1})
	fst := x.GetIndex(offset)
	return math.Sqrt(fst-a) * math.Sqrt(fst+a)
}
Exemplo n.º 24
0
// See function Scal.
func ScalFloat(X *matrix.FloatMatrix, alpha float64, opts ...linalg.Option) (err error) {
	ind := linalg.GetIndexOpts(opts...)
	err = check_level1_func(ind, fscal, X, nil)
	if err != nil {
		return
	}
	if ind.Nx == 0 {
		return
	}
	Xa := X.FloatArray()
	dscal(ind.Nx, alpha, Xa[ind.OffsetX:], ind.IncX)
	return
}
Exemplo n.º 25
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func saveData(A *matrix.FloatMatrix) {
	var fd *os.File
	if fileName == "" {
		fileName = testName + ".dat"
	}
	fd, err := os.Create(fileName)
	if err != nil {
		fmt.Fprintf(os.Stderr, "create error: %v\n", err)
		return
	}
	io.WriteString(fd, A.ToString("%14e"))
	fd.Close()
}
Exemplo n.º 26
0
/*
 *  ( A11  a12 )   ( U11 u12 )( D1  0  )( U11.t 0 )
 *  ( a21  a22 )   (  0   1  )(  0  d2 )( u12.t 1 )
 *
 *   a22  =   d2
 *   a01  =   u12*d2                       => u12 = a12/d2
 *   A11  =   u12*d2*u12.t + U11*D1*U11.t  => U11 = A11 - u12*d2*u12.t
 */
func unblkUpperLDLnoPiv(A *matrix.FloatMatrix) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, a01, A02, a11, a12, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pBOTTOMRIGHT)

	for ATL.Rows() > 0 {
		repartition2x2to3x3(&ATL,
			&A00, &a01, &A02,
			nil, &a11, &a12,
			nil, nil, &A22, A, 1, pTOPLEFT)

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

		// A00 = A00 - u01*d11*u01.T = A00 - a01*a01.T/a11; triangular update
		err = MVUpdateTrm(&A00, &a01, &a01, -1.0/a11.Float(), UPPER)

		// u01 = a01/a11
		InvScale(&a01, a11.Float())
		// ---------------------------------------------------------

		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, pTOPLEFT)
	}
	return
}
Exemplo n.º 27
0
func createGpProg(K []int, F, g *matrix.FloatMatrix) *gpConvexProg {
    gp := &gpConvexProg{mnl: len(K) - 1, l: F.Rows(), n: F.Cols()}
    gp.ind = make([][2]int, len(K))
    s := 0
    for i := 0; i < len(K); i++ {
        gp.ind[i][0] = s
        gp.ind[i][1] = s + K[i]
        s += K[i]
    }
    gp.F = F
    gp.g = g
    gp.maxK = maxdim(K)
    return gp
}
Exemplo n.º 28
0
/* From LAPACK/dlarfg.f
 *
 * DLARFG generates a real elementary reflector H of order n, such
 * that
 *
 *       H * ( alpha ) = ( beta ),   H**T * H = I.
 *           (   x   )   (   0  )
 *
 * where alpha and beta are scalars, and x is an (n-1)-element real
 * vector. H is represented in the form
 *
 *       H = I - tau * ( 1 ) * ( 1 v**T ) ,
 *                     ( v )
 *
 * where tau is a real scalar and v is a real (n-1)-element
 * vector.
 *
 * If the elements of x are all zero, then tau = 0 and H is taken to be
 * the unit matrix.
 *
 * Otherwise  1 <= tau <= 2.
 */
func computeHouseholder(a11, x, tau *matrix.FloatMatrix, flags Flags) {

	// norm_x2 = ||x||_2
	norm_x2 := Norm2(x)
	if norm_x2 == 0.0 {
		//a11.SetAt(0, 0, -a11.GetAt(0, 0))
		tau.SetAt(0, 0, 0.0)
		return
	}

	alpha := a11.GetAt(0, 0)
	sign := 1.0
	if math.Signbit(alpha) {
		sign = -1.0
	}
	// beta = -(alpha / |alpha|) * ||alpha x||
	//      = -sign(alpha) * sqrt(alpha**2, norm_x2**2)
	beta := -sign * sqrtX2Y2(alpha, norm_x2)

	// x = x /(a11 - beta)
	InvScale(x, alpha-beta)

	tau.SetAt(0, 0, (beta-alpha)/beta)
	a11.SetAt(0, 0, beta)
}
Exemplo n.º 29
0
func solveMVTest(t *testing.T, A, X0 *matrix.FloatMatrix, flags Flags, bN, bNB int) {
	X1 := X0.Copy()

	uplo := linalg.OptUpper
	diag := linalg.OptNonUnit
	if flags&LOWER != 0 {
		uplo = linalg.OptLower
	}
	if flags&UNIT != 0 {
		diag = linalg.OptUnit
	}

	blas.TrsvFloat(A, X0, uplo, diag)

	Ar := A.FloatArray()
	Xr := X1.FloatArray()
	if bN == bNB {
		DSolveUnblkMV(Xr, Ar, flags, 1, A.LeadingIndex(), bN)
	} else {
		DSolveBlkMV(Xr, Ar, flags, 1, A.LeadingIndex(), bN, bNB)
	}
	ok := X1.AllClose(X0)
	t.Logf("X1 == X0: %v\n", ok)
	if !ok && bN < 8 {
		t.Logf("A=\n%v\n", A)
		t.Logf("X0=\n%v\n", X0)
		t.Logf("blas: X0\n%v\n", X0)
		t.Logf("X1:\n%v\n", X1)
	}
}
Exemplo n.º 30
0
// unblocked LU decomposition w/o pivots, FLAME LU nopivots variant 5
func unblockedLUnoPiv(A *matrix.FloatMatrix) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, a01, A02, a10, a11, a12, A20, a21, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, &a01, &A02,
			&a10, &a11, &a12,
			&A20, &a21, &A22, A, 1, pBOTTOMRIGHT)

		// a21 = a21/a11
		//a21.Scale(1.0/a11.Float())
		InvScale(&a21, a11.Float())
		// A22 = A22 - a21*a12
		err = MVRankUpdate(&A22, &a21, &a12, -1.0)

		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, pBOTTOMRIGHT)
	}
	return
}