// d = |d| - |s|
func absMinus(d, s *cmat.FloatMatrix) *cmat.FloatMatrix {
for k := 0; k < d.Len(); k++ {
tmp := math.Abs(d.GetAt(k))
d.SetAt(k, math.Abs(s.GetAt(k))-tmp)
}
return d
}
func sortEigenVec(D, U, V, C *cmat.FloatMatrix, updown int) {
var sD, m0, m1 cmat.FloatMatrix
N := D.Len()
for k := 0; k < N-1; k++ {
sD.SubVector(D, k, N-k)
pk := vecMinMax(&sD, -updown)
if pk != 0 {
t0 := D.GetAt(k)
D.SetAt(k, D.GetAt(pk+k))
D.SetAt(k+pk, t0)
if U != nil {
m0.Column(U, k)
m1.Column(U, k+pk)
blasd.Swap(&m1, &m0)
}
if V != nil {
m0.Row(V, k)
m1.Row(V, k+pk)
blasd.Swap(&m1, &m0)
}
if C != nil {
m0.Column(C, k)
m1.Column(C, k+pk)
blasd.Swap(&m1, &m0)
}
}
}
}
// Solve secular function arising in symmetric eigenproblems. On exit 'Y' contains new
// eigenvalues and 'V' the rank-one update vector corresponding new eigenvalues.
// The matrix Qd holds for each eigenvalue then computed deltas as row vectors.
// On entry 'D' holds original eigenvalues and 'Z' is the rank-one update vector.
func TRDSecularSolveAll(y, v, Qd, d, z *cmat.FloatMatrix, rho float64, confs ...*gomas.Config) (err *gomas.Error) {
var delta cmat.FloatMatrix
var lmbda float64
var e, ei int
ei = 0
err = nil
if y.Len() != d.Len() || z.Len() != d.Len() || m(Qd) != n(Qd) || m(Qd) != d.Len() {
err = gomas.NewError(gomas.ESIZE, "TRDSecularSolveAll")
return
}
for i := 0; i < d.Len(); i++ {
delta.Row(Qd, i)
lmbda, e = trdsecRoot(d, z, &delta, i, rho)
if e < 0 && ei == 0 {
ei = -(i + 1)
}
y.SetAt(i, lmbda)
}
if ei == 0 {
trdsecUpdateVecDelta(v, Qd, d, rho)
} else {
err = gomas.NewError(gomas.ECONVERGE, "TRDSecularSolveAll", ei)
}
return
}
// Compute the updated rank-1 update vector with precomputed deltas
func trdsecUpdateVecDelta(z, Q, d *cmat.FloatMatrix, rho float64) {
var delta cmat.FloatMatrix
for i := 0; i < d.Len(); i++ {
delta.Column(Q, i)
zk := trdsecUpdateElemDelta(d, &delta, i, rho)
z.SetAt(i, zk)
}
}
// Compute eigenvector corresponding precomputed deltas
func trdsecEigenVecDelta(qi, delta, z *cmat.FloatMatrix) {
var dk, zk float64
for k := 0; k < delta.Len(); k++ {
zk = z.GetAt(k)
dk = delta.GetAt(k)
qi.SetAt(k, zk/dk)
}
s := blasd.Nrm2(qi)
blasd.InvScale(qi, s)
}
func sortVec(D *cmat.FloatMatrix, updown int) {
var cval, tmpval float64
j := 0
for k := 0; k < D.Len(); k++ {
cval = D.GetAt(k)
for j = k; j > 0; j-- {
tmpval = D.GetAt(j - 1)
if updown > 0 && tmpval >= cval {
break
}
if updown < 0 && tmpval <= cval {
break
}
D.SetAt(j, tmpval)
}
D.SetAt(j, cval)
}
}
// Solve secular function arising in symmetric eigenproblems. On exit 'Y' contains new
// eigenvalues On entry 'D' holds original eigenvalues and 'Z' is the rank-one update vector.
// Parameter 'delta' is workspace needed for computation.
func TRDSecularSolve(Y, D, Z, delta *cmat.FloatMatrix, rho float64, confs ...*gomas.Config) (err *gomas.Error) {
var lmbda float64
var e, ei int
ei = 0
err = nil
if delta.Len() != D.Len() || Y.Len() != D.Len() || Z.Len() != D.Len() {
err = gomas.NewError(gomas.ESIZE, "TRDSecularSolve")
return
}
for i := 0; i < D.Len(); i++ {
lmbda, e = trdsecRoot(D, Z, delta, i, rho)
if e < 0 && ei == 0 {
ei = -(i + 1)
}
Y.SetAt(i, lmbda)
}
if ei != 0 {
err = gomas.NewError(gomas.ECONVERGE, "TRDSecularSolve", ei)
}
return
}
/*
* Generic rank update of diagonal matrix.
* diag(D) = diag(D) + alpha * x * y.T
*
* Arguments:
* D N element column or row vector or N-by-N matrix
*
* x, y N element vectors
*
* alpha scalar
*/
func MVUpdateDiag(D, x, y *cmat.FloatMatrix, alpha float64, confs ...*gomas.Config) *gomas.Error {
var d *cmat.FloatMatrix
var d0 cmat.FloatMatrix
if !x.IsVector() || !y.IsVector() {
return gomas.NewError(gomas.ENEED_VECTOR, "MvUpdateDiag")
}
d = D
if !D.IsVector() {
d0.Diag(D)
d = &d0
}
for k := 0; k < d.Len(); k++ {
val := d.GetAt(k)
val += x.GetAt(k) * y.GetAt(k) * alpha
d.SetAt(k, val)
}
return nil
}
/*
* Bidiagonal bottom to top implicit QL sweep
*/
func bdQLsweep(D, E, Cr, Sr, Cl, Sl *cmat.FloatMatrix, f0, g0 float64, saves bool) int {
var d1, e1, d2, e2, f, g, cosr, sinr, cosl, sinl, r float64
N := D.Len()
d1 = D.GetAtUnsafe(N - 1)
e1 = E.GetAtUnsafe(N - 2)
f = f0
g = g0
for k := N - 1; k > 0; k-- {
d2 = D.GetAtUnsafe(k - 1)
cosr, sinr, r = ComputeGivens(f, g)
if k < N-1 {
E.SetAt(k, r)
}
f, e1 = RotateGivens(d1, e1, cosr, sinr)
g, d2 = RotateGivens(0.0, d2, cosr, sinr)
cosl, sinl, r = ComputeGivens(f, g)
d1 = r
f, d2 = RotateGivens(e1, d2, cosl, sinl)
if k > 1 {
e2 = E.GetAtUnsafe(k - 2)
g, e2 = RotateGivens(0.0, e2, cosl, sinl)
E.SetAtUnsafe(k-2, e2)
}
D.SetAtUnsafe(k, d1)
//D.SetAtUnsafe(k-1, d2)
d1 = d2
e1 = e2
if saves {
Cr.SetAtUnsafe(k-1, cosr)
Sr.SetAtUnsafe(k-1, -sinr)
Cl.SetAtUnsafe(k-1, cosl)
Sl.SetAtUnsafe(k-1, -sinl)
}
}
D.SetAtUnsafe(0, d1)
E.SetAt(0, f)
return N - 1
}
func trdsecEigenBuildInplace(Q, z *cmat.FloatMatrix) {
var QTL, QBR, Q00, q11, q12, q21, Q22, qi cmat.FloatMatrix
var zk0, zk1, dk0, dk1 float64
util.Partition2x2(
&QTL, nil,
nil, &QBR /**/, Q, 0, 0, util.PTOPLEFT)
for m(&QBR) > 0 {
util.Repartition2x2to3x3(&QTL,
&Q00, nil, nil,
nil, &q11, &q12,
nil, &q21, &Q22 /**/, Q, 1, util.PBOTTOMRIGHT)
//---------------------------------------------------------------
k := m(&Q00)
zk0 = z.GetAt(k)
dk0 = q11.Get(0, 0)
q11.Set(0, 0, zk0/dk0)
for i := 0; i < q12.Len(); i++ {
zk1 = z.GetAt(k + i + 1)
dk0 = q12.GetAt(i)
dk1 = q21.GetAt(i)
q12.SetAt(i, zk0/dk1)
q21.SetAt(i, zk1/dk0)
}
//---------------------------------------------------------------
util.Continue3x3to2x2(
&QTL, nil,
nil, &QBR /**/, &Q00, &q11, &Q22 /**/, Q, util.PBOTTOMRIGHT)
}
// scale column eigenvectors
for k := 0; k < z.Len(); k++ {
qi.Column(Q, k)
t := blasd.Nrm2(&qi)
blasd.InvScale(&qi, t)
}
}
func setDiagonals(A *cmat.FloatMatrix, offdiag, kind int) string {
var sD, sE cmat.FloatMatrix
var desc string
switch kind {
case 2:
desc = "middle"
case 1:
desc = "top "
default:
desc = "bottom"
}
sD.Diag(A, 0)
sE.Diag(A, offdiag)
N := sD.Len()
for k := 0; k < N; k++ {
if k < N-1 {
sE.SetAt(k, 1.0)
}
switch kind {
case 2: // midheavy
if k < N/2 {
sD.SetAt(k, float64(k+1))
} else {
sD.SetAt(k, float64(N-k))
}
break
case 1: // top heavy
sD.SetAt(N-1-k, float64(k+1))
break
default: // bottom heavy
sD.SetAt(k, float64(k+1))
break
}
}
return desc
}
func updateDelta(delta *cmat.FloatMatrix, eta float64) {
for i := 0; i < delta.Len(); i++ {
delta.SetAt(i, delta.GetAt(i)-eta)
}
}
func computeDelta(delta, D *cmat.FloatMatrix, index int, tau float64) {
d0 := D.GetAt(index)
for i := 0; i < delta.Len(); i++ {
delta.SetAt(i, D.GetAt(i)-d0-tau)
}
}
func svdSmall(S, U, V, A, W *cmat.FloatMatrix, bits int, conf *gomas.Config) (err *gomas.Error) {
var r cmat.FloatMatrix
var d0, d1, e0 float64
err = nil
K := m(A)
if n(A) < K {
K = n(A)
}
tau := cmat.NewMatrix(K, 1)
if m(A) >= n(A) {
if err = QRFactor(A, tau, W, conf); err != nil {
return
}
} else {
if err = LQFactor(A, tau, W, conf); err != nil {
return
}
}
if m(A) == 1 || n(A) == 1 {
// either tall M-by-1 or wide 1-by-N
S.SetAt(0, math.Abs(A.Get(0, 0)))
if bits&gomas.WANTU != 0 {
if n(A) == 1 {
if n(U) == n(A) {
// U is M-by-1
U.Copy(A)
QRBuild(U, tau, W, n(A), conf)
} else {
// U is M-by-M
eye := cmat.FloatDiagonalSource{1.0}
U.SetFrom(&eye, cmat.SYMM)
if err = QRMult(U, A, tau, W, gomas.RIGHT, conf); err != nil {
return
}
}
} else {
U.Set(0, 0, -1.0)
}
}
if bits&gomas.WANTV != 0 {
if m(A) == 1 {
if m(V) == m(A) {
// V is 1-by-N
V.Copy(A)
LQBuild(V, tau, W, m(A), conf)
} else {
// V is N-by-N
eye := cmat.FloatDiagonalSource{1.0}
V.SetFrom(&eye, cmat.SYMM)
if err = LQMult(V, A, tau, W, gomas.RIGHT, conf); err != nil {
return
}
}
} else {
// V is 1-by-1
V.Set(0, 0, -1.0)
}
}
return
}
// Use bdSvd2x2 functions
d0 = A.Get(0, 0)
d1 = A.Get(1, 1)
if m(A) >= n(A) {
e0 = A.Get(0, 1)
} else {
e0 = A.Get(1, 0)
}
if bits&(gomas.WANTU|gomas.WANTV) == 0 {
// no vectors
smin, smax := bdSvd2x2(d0, e0, d1)
S.SetAt(0, math.Abs(smax))
S.SetAt(1, math.Abs(smin))
return
}
// at least left or right eigenvector wanted
smin, smax, cosl, sinl, cosr, sinr := bdSvd2x2Vec(d0, e0, d1)
if bits&gomas.WANTU != 0 {
// left eigenvectors
if m(A) >= n(A) {
if n(U) == n(A) {
U.Copy(A)
if err = QRBuild(U, tau, W, n(A), conf); err != nil {
return
}
} else {
// U is M-by-M
eye := cmat.FloatDiagonalSource{1.0}
U.SetFrom(&eye, cmat.SYMM)
if err = QRMult(U, A, tau, W, gomas.RIGHT, conf); err != nil {
return
}
}
ApplyGivensRight(U, 0, 1, 0, m(A), cosl, sinl)
} else {
// U is 2-by-2
eye := cmat.FloatDiagonalSource{1.0}
U.SetFrom(&eye, cmat.SYMM)
ApplyGivensRight(U, 0, 1, 0, m(A), cosr, sinr)
}
}
if bits&gomas.WANTV != 0 {
if n(A) > m(A) {
if m(V) == m(A) {
V.Copy(A)
if err = LQBuild(V, tau, W, m(A), conf); err != nil {
return
}
} else {
eye := cmat.FloatDiagonalSource{1.0}
V.SetFrom(&eye, cmat.SYMM)
if err = LQMult(V, A, tau, W, gomas.RIGHT, conf); err != nil {
return
}
}
ApplyGivensLeft(V, 0, 1, 0, n(A), cosl, sinl)
} else {
// V is 2-by-2
eye := cmat.FloatDiagonalSource{1.0}
V.SetFrom(&eye, cmat.SYMM)
ApplyGivensLeft(V, 0, 1, 0, n(A), cosr, sinr)
}
if smax < 0.0 {
r.Row(V, 0)
blasd.Scale(&r, -1.0)
}
if smin < 0.0 {
r.Row(V, 1)
blasd.Scale(&r, -1.0)
}
}
S.SetAt(0, math.Abs(smax))
S.SetAt(1, math.Abs(smin))
return
}
/*
* Tridiagonal top to bottom implicit QR sweep
*/
func trdQRsweep(D, E, Cr, Sr *cmat.FloatMatrix, f0, g0 float64, saves bool) int {
var d0, e0, e1, d1, e0r, e0c, w0, f, g, cosr, sinr, r float64
N := D.Len()
d0 = D.GetAt(0)
e0 = E.GetAt(0)
f = f0
g = g0
for k := 0; k < N-1; k++ {
d1 = D.GetAt(k + 1)
cosr, sinr, r = ComputeGivens(f, g)
if k > 0 {
E.SetAt(k-1, r)
}
d0, e0c = RotateGivens(d0, e0, cosr, sinr)
e0r, d1 = RotateGivens(e0, d1, cosr, sinr)
d0, e0r = RotateGivens(d0, e0r, cosr, sinr)
e0c, d1 = RotateGivens(e0c, d1, cosr, sinr)
// here: e0c == e0r
if k < N-2 {
e1 = E.GetAt(k + 1)
w0, e1 = RotateGivens(0.0, e1, cosr, sinr)
}
D.SetAt(k, d0)
d0 = d1
e0 = e1
f = e0r
g = w0
if saves {
Cr.SetAt(k, cosr)
Sr.SetAt(k, sinr)
}
}
D.SetAt(N-1, d0)
E.SetAt(N-2, e0r)
return N - 1
}
