/*
* Solve a system of linear equations A*X = B with general M-by-N
* matrix A using the QR factorization computed by DecomposeQRT().
*
* If flags&gomas.TRANS != 0:
* find the minimum norm solution of an overdetermined system A.T * X = B.
* i.e min ||X|| s.t A.T*X = B
*
* Otherwise:
* find the least squares solution of an overdetermined system, i.e.,
* solve the least squares problem: min || B - A*X ||.
*
* Arguments:
* B On entry, the right hand side N-by-P matrix B. On exit, the solution matrix X.
*
* A The elements on and above the diagonal contain the min(M,N)-by-N upper
* trapezoidal matrix R. The elements below the diagonal with the matrix 'T',
* represent the ortogonal matrix Q as product of elementary reflectors.
* Matrix A and T are as returned by DecomposeQRT()
*
* T The block reflector computed from elementary reflectors as returned by
* DecomposeQRT() or computed from elementary reflectors and scalar coefficients
* by BuildT()
*
* W Workspace, size as returned by WorkspaceMultQT()
*
* flags Indicator flag
*
* conf Blocking configuration
*
* Compatible with lapack.GELS (the m >= n part)
*/
func QRTSolve(B, A, T, W *cmat.FloatMatrix, flags int, confs ...*gomas.Config) *gomas.Error {
var err *gomas.Error = nil
var R, BT cmat.FloatMatrix
conf := gomas.CurrentConf(confs...)
if flags&gomas.TRANS != 0 {
// Solve overdetermined system A.T*X = B
// B' = R.-1*B
R.SubMatrix(A, 0, 0, n(A), n(A))
BT.SubMatrix(B, 0, 0, n(A), n(B))
err = blasd.SolveTrm(&BT, &R, 1.0, gomas.LEFT|gomas.UPPER|gomas.TRANSA, conf)
// Clear bottom part of B
BT.SubMatrix(B, n(A), 0)
BT.SetFrom(cmat.NewFloatConstSource(0.0))
// X = Q*B'
err = QRTMult(B, A, T, W, gomas.LEFT, conf)
} else {
// solve least square problem min ||A*X - B||
// B' = Q.T*B
err = QRTMult(B, A, T, W, gomas.LEFT|gomas.TRANS, conf)
if err != nil {
return err
}
// X = R.-1*B'
R.SubMatrix(A, 0, 0, n(A), n(A))
BT.SubMatrix(B, 0, 0, n(A), n(B))
err = blasd.SolveTrm(&BT, &R, 1.0, gomas.LEFT|gomas.UPPER, conf)
}
return err
}
func TestDTrmmUnitUpperRight(t *testing.T) {
var d cmat.FloatMatrix
N := 563
K := 171
A := cmat.NewMatrix(N, N)
B := cmat.NewMatrix(K, N)
B0 := cmat.NewMatrix(K, N)
C := cmat.NewMatrix(K, N)
zeros := cmat.NewFloatConstSource(0.0)
ones := cmat.NewFloatConstSource(1.0)
zeromean := cmat.NewFloatNormSource()
A.SetFrom(zeromean, cmat.UPPER|cmat.UNIT)
B.SetFrom(ones)
B0.SetFrom(ones)
// B = B*A
blasd.MultTrm(B, A, 1.0, gomas.UPPER|gomas.RIGHT|gomas.UNIT)
d.Diag(A).SetFrom(ones)
blasd.Mult(C, B0, A, 1.0, 0.0, gomas.NONE)
ok := C.AllClose(B)
t.Logf("trmm(B, A, R|U|N|U) == gemm(C, B, TriUU(A)) : %v\n", ok)
B.SetFrom(ones)
// B = B*A.T
d.SetFrom(zeros)
blasd.MultTrm(B, A, 1.0, gomas.UPPER|gomas.RIGHT|gomas.TRANSA|gomas.UNIT)
d.SetFrom(ones)
blasd.Mult(C, B0, A, 1.0, 0.0, gomas.TRANSB)
ok = C.AllClose(B)
t.Logf("trmm(B, A, R|U|T|U) == gemm(C, B, TriUU(A).T) : %v\n", ok)
}
func TestPartition2D(t *testing.T) {
var ATL, ATR, ABL, ABR, As cmat.FloatMatrix
var A00, a01, A02, a10, a11, a12, A20, a21, A22 cmat.FloatMatrix
csource := cmat.NewFloatConstSource(1.0)
A := cmat.NewMatrix(6, 6)
As.SubMatrix(A, 1, 1, 4, 4)
As.SetFrom(csource)
Partition2x2(&ATL, &ATR, &ABL, &ABR, &As, 0, 0, PTOPLEFT)
t.Logf("ATL:\n%v\n", &ATL)
t.Logf("n(ATL)=%d, n(As)=%d\n", n(&ATL), n(&As))
k := 0
for n(&ATL) < n(&As) && k < n(&As) {
Repartition2x2to3x3(&ATL,
&A00, &a01, &A02,
&a10, &a11, &a12,
&A20, &a21, &A22, &As, 1, PBOTTOMRIGHT)
t.Logf("n(A00)=%d, n(a01)=%d, n(A02)=%d\n", n(&A00), n(&a01), n(&A02))
t.Logf("n(a10)=%d, n(a11)=%d, n(a12)=%d\n", n(&a10), n(&a11), n(&a12))
t.Logf("n(A20)=%d, n(a21)=%d, n(A22)=%d\n", n(&A20), n(&a21), n(&A22))
//t.Logf("n(a12)=%d [%d], n(a11)=%d\n", n(&a12), a12.Len(), a11.Len())
a11.Set(0, 0, a11.Get(0, 0)+1.0)
addConst(&a21, -2.0)
Continue3x3to2x2(&ATL, &ATR, &ABL, &ABR, &A00, &a11, &A22, &As, PBOTTOMRIGHT)
t.Logf("n(ATL)=%d, n(As)=%d\n", n(&ATL), n(&As))
k += 1
}
t.Logf("A:\n%v\n", A)
}
// Simple and slow LQ decomposition with Givens rotations
func TestGivensLQ(t *testing.T) {
var d cmat.FloatMatrix
M := 149
N := 167
A := cmat.NewMatrix(M, N)
A1 := cmat.NewCopy(A)
ones := cmat.NewFloatConstSource(1.0)
src := cmat.NewFloatNormSource()
A.SetFrom(src)
A0 := cmat.NewCopy(A)
Qt := cmat.NewMatrix(N, N)
d.Diag(Qt)
d.SetFrom(ones)
// R = G(n)...G(2)G(1)*A; Q = G(1).T*G(2).T...G(n).T ; Q.T = G(n)...G(2)G(1)
for i := 0; i < M; i++ {
// zero elements right of diagonal
for j := N - 2; j >= i; j-- {
c, s, r := lapackd.ComputeGivens(A.Get(i, j), A.Get(i, j+1))
A.Set(i, j, r)
A.Set(i, j+1, 0.0)
// apply rotation to this column starting from row i+1
lapackd.ApplyGivensRight(A, j, j+1, i+1, M-i-1, c, s)
// update Qt = G(k)*Qt
lapackd.ApplyGivensRight(Qt, j, j+1, 0, N, c, s)
}
}
// A = L*Q
blasd.Mult(A1, A, Qt, 1.0, 0.0, gomas.TRANSB)
blasd.Plus(A0, A1, 1.0, -1.0, gomas.NONE)
nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
t.Logf("M=%d, N=%d ||A - L*G(1)..G(n)||_1: %e\n", M, N, nrm)
}
// test: C = C*Q.T
func TestQLMultRightTrans(t *testing.T) {
var d, di0, di1 cmat.FloatMatrix
M := 891
N := 853
lb := 36
conf := gomas.NewConf()
A := cmat.NewMatrix(M, N)
src := cmat.NewFloatNormSource()
A.SetFrom(src)
C0 := cmat.NewMatrix(N, M)
d.Diag(C0, M-N)
ones := cmat.NewFloatConstSource(1.0)
d.SetFrom(ones)
C1 := cmat.NewCopy(C0)
I0 := cmat.NewMatrix(N, N)
I1 := cmat.NewCopy(I0)
di0.Diag(I0)
di1.Diag(I1)
tau := cmat.NewMatrix(N, 1)
W := cmat.NewMatrix(lb*(M+N), 1)
conf.LB = lb
lapackd.QLFactor(A, tau, W, conf)
conf.LB = 0
lapackd.QLMult(C0, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
// I = Q*Q.T - I
blasd.Mult(I0, C0, C0, 1.0, 0.0, gomas.TRANSB, conf)
blasd.Add(&di0, -1.0)
n0 := lapackd.NormP(I0, lapackd.NORM_ONE)
conf.LB = lb
lapackd.QLMult(C1, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
// I = Q*Q.T - I
blasd.Mult(I1, C1, C1, 1.0, 0.0, gomas.TRANSB, conf)
blasd.Add(&di1, -1.0)
n1 := lapackd.NormP(I1, lapackd.NORM_ONE)
if N < 10 {
t.Logf("unblk C0*Q:\n%v\n", C0)
t.Logf("blk. C2*Q:\n%v\n", C1)
}
blasd.Plus(C0, C1, 1.0, -1.0, gomas.NONE)
n2 := lapackd.NormP(C0, lapackd.NORM_ONE)
t.Logf("M=%d, N=%d ||unblk.QLMult(C) - blk.QLMult(C)||_1: %e\n", M, N, n2)
t.Logf("unblk M=%d, N=%d ||I - Q*Q.T||_1: %e\n", M, N, n0)
t.Logf("blk M=%d, N=%d ||I - Q*Q.T||_1: %e\n", M, N, n1)
}
// test: A - Q*Hess(A)*Q.T == 0
func TestMultHess(t *testing.T) {
N := 377
nb := 16
conf := gomas.NewConf()
conf.LB = nb
A := cmat.NewMatrix(N, N)
tau := cmat.NewMatrix(N, 1)
zeromean := cmat.NewFloatNormSource()
A.SetFrom(zeromean)
A0 := cmat.NewCopy(A)
// reduction
W := lapackd.Workspace(lapackd.HessReduceWork(A, conf))
lapackd.HessReduce(A, tau, W, conf)
var Hlow cmat.FloatMatrix
H := cmat.NewCopy(A)
// set triangular part below first subdiagonal to zeros
zeros := cmat.NewFloatConstSource(0.0)
Hlow.SubMatrix(H, 1, 0, N-1, N-1)
Hlow.SetFrom(zeros, cmat.LOWER|cmat.UNIT)
H1 := cmat.NewCopy(H)
// H := Q*H*Q.T
conf.LB = nb
lapackd.HessMult(H, A, tau, W, gomas.LEFT, conf)
lapackd.HessMult(H, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
// H := Q*H*Q.T
conf.LB = 0
lapackd.HessMult(H1, A, tau, W, gomas.LEFT, conf)
lapackd.HessMult(H1, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
// compute ||Q*Hess(A)*Q.T - A||_1
blasd.Plus(H, A0, 1.0, -1.0, gomas.NONE)
nrm := lapackd.NormP(H, lapackd.NORM_ONE)
t.Logf(" blk.|| Q*Hess(A)*Q.T - A ||_1 : %e\n", nrm)
blasd.Plus(H1, A0, 1.0, -1.0, gomas.NONE)
nrm = lapackd.NormP(H1, lapackd.NORM_ONE)
t.Logf("unblk.|| Q*Hess(A)*Q.T - A ||_1 : %e\n", nrm)
}
func testEigen(N int, bits int, t *testing.T) {
var A, A0, W, D, V *cmat.FloatMatrix
var sD cmat.FloatMatrix
var s string = "lower"
if bits&gomas.UPPER != 0 {
s = "upper"
}
wsize := N * N
if wsize < 100 {
wsize = 100
}
D = cmat.NewMatrix(N, 1)
A = cmat.NewMatrix(N, N)
V = cmat.NewMatrix(N, N)
src := cmat.NewFloatNormSource()
A.SetFrom(src, cmat.SYMM)
A0 = cmat.NewCopy(A)
W = cmat.NewMatrix(wsize, 1)
if err := lapackd.EigenSym(D, A, W, bits|gomas.WANTV); err != nil {
t.Errorf("EigenSym error: %v\n", err)
return
}
// ||I - V.T*V||
sD.Diag(V)
blasd.Mult(V, A, A, 1.0, 0.0, gomas.TRANSA)
blasd.Add(&sD, -1.0)
nrm1 := lapackd.NormP(V, lapackd.NORM_ONE)
// left vectors are M-by-N
V.Copy(A)
lapackd.MultDiag(V, D, gomas.RIGHT)
blasd.Mult(A0, V, A, -1.0, 1.0, gomas.TRANSB)
nrm2 := lapackd.NormP(A0, lapackd.NORM_ONE)
t.Logf("N=%d, [%s] ||A - V*D*V.T||_1 :%e\n", N, s, nrm2)
t.Logf(" ||I - V.T*V||_1 : %e\n", nrm1)
}
/*
* Solve a system of linear equations A.T*X = B with general M-by-N
* matrix A using the QR factorization computed by LQFactor().
*
* If flags&TRANS != 0:
* find the minimum norm solution of an overdetermined system A.T * X = B.
* i.e min ||X|| s.t A.T*X = B
*
* Otherwise:
* find the least squares solution of an overdetermined system, i.e.,
* solve the least squares problem: min || B - A*X ||.
*
* Arguments:
* B On entry, the right hand side N-by-P matrix B. On exit, the solution matrix X.
*
* A The elements on and below the diagonal contain the M-by-min(M,N) lower
* trapezoidal matrix L. The elements right of the diagonal with the vector 'tau',
* represent the ortogonal matrix Q as product of elementary reflectors.
* Matrix A is as returned by LQFactor()
*
* tau The vector of N scalar coefficients that together with trilu(A) define
* the ortogonal matrix Q as Q = H(N)H(N-1)...H(1)
*
* W Workspace, size required returned WorksizeMultLQ().
*
* flags Indicator flags
*
* conf Optinal blocking configuration. If not given default will be used. Unblocked
* invocation is indicated with conf.LB == 0.
*
* Compatible with lapack.GELS (the m < n part)
*/
func LQSolve(B, A, tau, W *cmat.FloatMatrix, flags int, confs ...*gomas.Config) *gomas.Error {
var err *gomas.Error = nil
var L, BL cmat.FloatMatrix
conf := gomas.CurrentConf(confs...)
wsmin := wsMultLQLeft(B, 0)
if W.Len() < wsmin {
return gomas.NewError(gomas.EWORK, "SolveLQ", wsmin)
}
if flags&gomas.TRANS != 0 {
// solve: MIN ||A.T*X - B||
// B' = Q.T*B
err = LQMult(B, A, tau, W, gomas.LEFT, conf)
if err != nil {
return err
}
// X = L.-1*B'
L.SubMatrix(A, 0, 0, m(A), m(A))
BL.SubMatrix(B, 0, 0, m(A), n(B))
err = blasd.SolveTrm(&BL, &L, 1.0, gomas.LEFT|gomas.LOWER|gomas.TRANSA, conf)
} else {
// Solve underdetermined system A*X = B
// B' = L.-1*B
L.SubMatrix(A, 0, 0, m(A), m(A))
BL.SubMatrix(B, 0, 0, m(A), n(B))
err = blasd.SolveTrm(&BL, &L, 1.0, gomas.LEFT|gomas.LOWER, conf)
// Clear bottom part of B
BL.SubMatrix(B, m(A), 0)
BL.SetFrom(cmat.NewFloatConstSource(0.0))
// X = Q.T*B'
err = LQMult(B, A, tau, W, gomas.LEFT|gomas.TRANS, conf)
}
return err
}
// Simple and slow QR decomposition with Givens rotations
func TestGivensQR(t *testing.T) {
var d cmat.FloatMatrix
M := 181
N := 159
A := cmat.NewMatrix(M, N)
A1 := cmat.NewCopy(A)
ones := cmat.NewFloatConstSource(1.0)
src := cmat.NewFloatNormSource()
A.SetFrom(src)
A0 := cmat.NewCopy(A)
Qt := cmat.NewMatrix(M, M)
d.Diag(Qt)
d.SetFrom(ones)
// R = G(n)...G(2)G(1)*A; Q = G(1).T*G(2).T...G(n).T ; Q.T = G(n)...G(2)G(1)
// for all columns ...
for j := 0; j < N; j++ {
// ... zero elements below diagonal, starting from bottom
for i := M - 2; i >= j; i-- {
c, s, r := lapackd.ComputeGivens(A.Get(i, j), A.Get(i+1, j))
A.Set(i, j, r)
A.Set(i+1, j, 0.0)
// apply rotations on this row starting from column j, N-j column
lapackd.ApplyGivensLeft(A, i, i+1, j+1, N-j-1, c, s)
// update Qt = G(k)*Qt
lapackd.ApplyGivensLeft(Qt, i, i+1, 0, M, c, s)
}
}
// check: A = Q*R
blasd.Mult(A1, Qt, A, 1.0, 0.0, gomas.TRANSA)
blasd.Plus(A0, A1, 1.0, -1.0, gomas.NONE)
nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
t.Logf("M=%d, N=%d ||A - G(n)..G(1)*R||_1: %e\n", M, N, nrm)
}
// test: M < N, U=[m,m] and V=[m,n] or V=[n,n] (square)
func testWide(M, N int, square bool, t *testing.T) {
var A, A0, W, S, U, Uu, V, Vv *cmat.FloatMatrix
var sD cmat.FloatMatrix
var s string
wsize := M * N
if wsize < 100 {
wsize = 100
}
S = cmat.NewMatrix(M, 1)
A = cmat.NewMatrix(M, N)
U = cmat.NewMatrix(M, M)
Uu = cmat.NewMatrix(M, M)
if square {
V = cmat.NewMatrix(N, N)
Vv = cmat.NewMatrix(N, N)
} else {
V = cmat.NewMatrix(M, N)
Vv = cmat.NewMatrix(M, M)
}
src := cmat.NewFloatNormSource()
A.SetFrom(src)
A0 = cmat.NewCopy(A)
W = cmat.NewMatrix(wsize, 1)
if err := lapackd.SVD(S, U, V, A, W, gomas.WANTU|gomas.WANTV); err != nil {
t.Errorf("SVD error: %v\n", err)
return
}
// ||I - U.T*U||
sD.Diag(Uu)
blasd.Mult(Uu, U, U, 1.0, 0.0, gomas.TRANSA)
blasd.Add(&sD, -1.0)
nrm0 := lapackd.NormP(Uu, lapackd.NORM_ONE)
// ||I - V*V.T||
sD.Diag(Vv)
blasd.Mult(Vv, V, V, 1.0, 0.0, gomas.TRANSB)
blasd.Add(&sD, -1.0)
nrm1 := lapackd.NormP(Vv, lapackd.NORM_ONE)
if square {
// right vectors are N-by-N
Sg := cmat.NewMatrix(M, N)
A1 := cmat.NewMatrix(M, N)
sD.Diag(Sg)
blasd.Copy(&sD, S)
blasd.Mult(A1, Sg, V, 1.0, 0.0, gomas.NONE)
blasd.Mult(A0, U, A1, -1.0, 1.0, gomas.NONE)
s = "U=[m,m], V=[n,n]"
} else {
// right vectors are M-by-N
lapackd.MultDiag(V, S, gomas.LEFT)
blasd.Mult(A0, U, V, -1.0, 1.0, gomas.NONE)
s = "U=[m,m], V=[m,n]"
}
nrm2 := lapackd.NormP(A0, lapackd.NORM_ONE)
if N < 10 {
t.Logf("A - U*S*V.T:\n%v\n", A0)
}
t.Logf("M=%d, N=%d, %s ||A - U*S*V.T||_1 :%e\n", M, N, s, nrm2)
t.Logf(" ||I - U.T*U||_1 : %e\n", nrm0)
t.Logf(" ||I - V*V.T||_1 : %e\n", nrm1)
}
func svdWide(S, U, V, A, W *cmat.FloatMatrix, bits int, conf *gomas.Config) (err *gomas.Error) {
var uu, vv *cmat.FloatMatrix
var tauq, taup, Wred, sD, sE, L, Vm cmat.FloatMatrix
if (bits & (gomas.WANTU | gomas.WANTV)) != 0 {
if W.Len() < 4*n(A) {
err = gomas.NewError(gomas.ESIZE, "SVD")
return
}
}
tauq.SetBuf(m(A)-1, 1, m(A)-1, W.Data())
taup.SetBuf(m(A), 1, m(A), W.Data()[tauq.Len():])
wrl := W.Len() - 2*m(A) - 1
Wred.SetBuf(wrl, 1, wrl, W.Data()[2*m(A)-1:])
if svdCrossover(n(A), m(A)) {
goto do_n_much_bigger
}
// reduce to bidiagonal form
if err = BDReduce(A, &tauq, &taup, &Wred, conf); err != nil {
return
}
sD.Diag(A)
sE.Diag(A, -1)
blasd.Copy(S, &sD)
// leftt vectors
if bits&gomas.WANTU != 0 {
L.SubMatrix(A, 0, 0, m(A), m(A))
U.Copy(&L)
cmat.TriL(U, 0)
if err = BDBuild(U, &tauq, &Wred, m(U), gomas.WANTQ|gomas.LOWER, conf); err != nil {
return
}
uu = U
}
// right vectors
if bits&gomas.WANTV != 0 {
if m(V) == m(A) {
// V is M-by-N; copy and make upper triangular
V.Copy(A)
//cmat.TriU(V, 0)
if err = BDBuild(V, &taup, &Wred, m(V), gomas.WANTP, conf); err != nil {
return
}
} else {
// V is N-by-N
eye := cmat.FloatDiagonalSource{1.0}
V.SetFrom(&eye, cmat.SYMM)
err = BDMult(V, A, &taup, &Wred, gomas.MULTP|gomas.LEFT|gomas.TRANS, conf)
if err != nil {
return
}
}
vv = V
}
err = BDSvd(S, &sE, uu, vv, W, bits|gomas.LOWER)
return
do_n_much_bigger:
// here N >> M, use LQ factor first
if err = LQFactor(A, &taup, &Wred, conf); err != nil {
return
}
if bits&gomas.WANTV != 0 {
if m(V) == m(A) {
V.Copy(A)
if err = LQBuild(V, &taup, &Wred, m(A), conf); err != nil {
return
}
} else {
// V is N-by-N
eye := cmat.FloatDiagonalSource{1.0}
V.SetFrom(&eye, cmat.SYMM)
if err = LQMult(V, A, &taup, &Wred, gomas.RIGHT, conf); err != nil {
return
}
}
}
L.SubMatrix(A, 0, 0, m(A), m(A))
cmat.TriL(&L, 0)
// resize tauq/taup for UPPER bidiagonal reduction
tauq.SetBuf(m(A), 1, m(A), W.Data())
taup.SetBuf(m(A)-1, 1, m(A)-1, W.Data()[tauq.Len():])
// bidiagonal reduce
if err = BDReduce(&L, &tauq, &taup, &Wred, conf); err != nil {
return
}
if bits&gomas.WANTV != 0 {
Vm.SubMatrix(V, 0, 0, m(A), n(A))
err = BDMult(&Vm, &L, &taup, &Wred, gomas.MULTP|gomas.LEFT|gomas.TRANS, conf)
if err != nil {
return
}
vv = V
}
if bits&gomas.WANTU != 0 {
U.Copy(&L)
if err = BDBuild(U, &tauq, &Wred, m(U), gomas.WANTQ, conf); err != nil {
return
}
uu = U
}
sD.Diag(A)
sE.Diag(A, 1)
blasd.Copy(S, &sD)
err = BDSvd(S, &sE, uu, vv, W, bits|gomas.UPPER, conf)
return
}
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
}
// Compute SVD when m(A) >= n(A)
func svdTall(S, U, V, A, W *cmat.FloatMatrix, bits int, conf *gomas.Config) (err *gomas.Error) {
var uu, vv *cmat.FloatMatrix
var tauq, taup, Wred, sD, sE, R, Un cmat.FloatMatrix
if (bits & (gomas.WANTU | gomas.WANTV)) != 0 {
if W.Len() < 4*n(A) {
err = gomas.NewError(gomas.ESIZE, "SVD")
return
}
}
tauq.SetBuf(n(A), 1, n(A), W.Data())
taup.SetBuf(n(A)-1, 1, n(A)-1, W.Data()[tauq.Len():])
wrl := W.Len() - 2*n(A) - 1
Wred.SetBuf(wrl, 1, wrl, W.Data()[2*n(A)-1:])
if svdCrossover(m(A), n(A)) {
goto do_m_much_bigger
}
// reduce to bidiagonal form
if err = BDReduce(A, &tauq, &taup, &Wred, conf); err != nil {
return
}
sD.Diag(A)
sE.Diag(A, 1)
blasd.Copy(S, &sD)
// left vectors
if bits&gomas.WANTU != 0 {
if n(U) == n(A) {
// U is M-by-N; copy and make lower triangular
U.Copy(A)
cmat.TriL(U, 0)
if err = BDBuild(U, &tauq, &Wred, n(U), gomas.WANTQ, conf); err != nil {
return
}
} else {
// U is M-by-M
eye := cmat.FloatDiagonalSource{1.0}
U.SetFrom(&eye, cmat.SYMM)
if err = BDMult(U, A, &tauq, &Wred, gomas.MULTQ|gomas.RIGHT, conf); err != nil {
return
}
}
uu = U
}
// right vectors
if bits&gomas.WANTV != 0 {
R.SubMatrix(A, 0, 0, n(A), n(A))
V.Copy(&R)
cmat.TriU(V, 0)
if err = BDBuild(V, &taup, &Wred, m(V), gomas.WANTP, conf); err != nil {
return
}
vv = V
}
err = BDSvd(S, &sE, uu, vv, W, bits|gomas.UPPER)
return
do_m_much_bigger:
// M >> N here; first use QR factorization
if err = QRFactor(A, &tauq, &Wred, conf); err != nil {
return
}
if bits&gomas.WANTU != 0 {
if n(U) == n(A) {
U.Copy(A)
if err = QRBuild(U, &tauq, &Wred, n(U), 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, &tauq, &Wred, gomas.LEFT, conf); err != nil {
return
}
}
}
R.SubMatrix(A, 0, 0, n(A), n(A))
cmat.TriU(&R, 0)
// bidiagonal reduce
if err = BDReduce(&R, &tauq, &taup, &Wred, conf); err != nil {
return
}
if bits&gomas.WANTU != 0 {
Un.SubMatrix(U, 0, 0, m(A), n(A))
if err = BDMult(&Un, &R, &tauq, &Wred, gomas.MULTQ|gomas.RIGHT, conf); err != nil {
return
}
uu = U
}
if bits&gomas.WANTV != 0 {
V.Copy(&R)
if err = BDBuild(V, &taup, &Wred, m(V), gomas.WANTP, conf); err != nil {
return
}
vv = V
}
sD.Diag(A)
sE.Diag(A, 1)
blasd.Copy(S, &sD)
err = BDSvd(S, &sE, uu, vv, W, bits|gomas.UPPER, conf)
return
}
