func findBKPivotUpper(A *cmat.FloatMatrix) (int, int) {
var r, q int
var rcol, qrow cmat.FloatMatrix
if m(A) == 1 {
return 0, 1
}
lastcol := m(A) - 1
amax := math.Abs(A.Get(lastcol, lastcol))
// column above [A.Rows()-1, A.Rows()-1]
rcol.SubMatrix(A, 0, lastcol, lastcol, 1)
r = blasd.IAmax(&rcol)
// max off-diagonal on first column at index r
rmax := math.Abs(A.Get(r, lastcol))
if amax >= bkALPHA*rmax {
// no pivoting, 1x1 diagonal
return -1, 1
}
// max off-diagonal on r'th row at index q
// a) rest of the r'th row above diagonal
qmax := 0.0
if r > 0 {
qrow.SubMatrix(A, 0, r, r, 1)
q = blasd.IAmax(&qrow)
qmax = math.Abs(A.Get(q, r /*+1*/))
}
// b) elements right of diagonal
qrow.SubMatrix(A, r, r+1, 1, lastcol-r)
q = blasd.IAmax(&qrow)
qmax2 := math.Abs(qrow.Get(0, q))
if qmax2 > qmax {
qmax = qmax2
}
if amax >= bkALPHA*rmax*(rmax/qmax) {
// no pivoting, 1x1 diagonal
return -1, 1
}
if math.Abs(A.Get(r, r)) >= bkALPHA*qmax {
// 1x1 pivoting and interchange with k, r
return r, 1
} else {
// 2x2 pivoting and interchange with k+1, r
return r, 2
}
return 0, 1
}
/*
* α = (1 + sqrt(17))/8
* λ = |a(r,1)| = max{|a(2,1)|, . . . , |a(m,1)|}
* if λ > 0
* if |a(1,1)| ≥ αλ
* use a11 as 1-by-1 pivot
* else
* σ = |a(p,r)| = max{|a(1,r)|,..., |a(r−1,r)|, |a(r+1,r)|,..., |a(m,r)|}
* if |a(1,1) |σ ≥ αλ^2
* use a(1,1) as 1-by-1 pivot
* else if |a(r,r)| ≥ ασ
* use a(r,r) as 1-by-1 pivot
* else
* a11 | ar1
* use -------- as 2-by-2 pivot
* ar1 | arr
* end
* end
* end
*
* -----------------------
* | d
* | x P1 x x x P2 -- current row/col 'srcix'
* | x S2 d x x x
* | x S2 x d x x
* | x S2 x x d x
* | x P2 D2 D2 D2 P3 -- swap with row/col 'dstix'
* | x S3 x x x D3 d
* | x S3 x x x D3 x d
* (AR)
*/
func findBKPivotLower(A *cmat.FloatMatrix) (int, int) {
var r, q int
var rcol, qrow cmat.FloatMatrix
if m(A) == 1 {
return 0, 1
}
amax := math.Abs(A.Get(0, 0))
// column below diagonal at [0, 0]
rcol.SubMatrix(A, 1, 0, m(A)-1, 1)
r = blasd.IAmax(&rcol) + 1
// max off-diagonal on first column at index r
rmax := math.Abs(A.Get(r, 0))
if amax >= bkALPHA*rmax {
// no pivoting, 1x1 diagonal
return 0, 1
}
// max off-diagonal on r'th row at index q
qrow.SubMatrix(A, r, 0, 1, r /*+1*/)
q = blasd.IAmax(&qrow)
qmax := math.Abs(A.Get(r, q /*+1*/))
if r < m(A)-1 {
// rest of the r'th row after diagonal
qrow.SubMatrix(A, r+1, r, m(A)-r-1, 1)
q = blasd.IAmax(&qrow)
qmax2 := math.Abs(qrow.Get(q, 0))
if qmax2 > qmax {
qmax = qmax2
}
}
if amax >= bkALPHA*rmax*(rmax/qmax) {
// no pivoting, 1x1 diagonal
return 0, 1
}
if math.Abs(A.Get(r, r)) >= bkALPHA*qmax {
// 1x1 pivoting and interchange with k, r
return r, 1
} else {
// 2x2 pivoting and interchange with k+1, r
return r, 2
}
return 0, 1
}
/*
* Find diagonal pivot and build incrementaly updated block.
*
* d x r2 x x x c1 | x x kp1 k | w w
* d r2 x x x c1 | x x kp1 k | w w
* r2 r2 r2 r2 c1 | x x kp1 k | w w
* d x x c1 | x x kp1 k | w w
* d x c1 | x x kp1 k | w w
* d c1 | x x kp1 k | w w
* c1 | x x kp1 k | w w
* -------------------------- -------------
* (AL) (AR) (WL) (WR)
*
* Matrix AL contains the unfactored part of the matrix and AR the already
* factored columns. Matrix WR is updated values of factored part ie.
* w(i) = l(i)d(i). Matrix WL will have updated values for next column.
* Column WL(k) contains updated AL(c1) and WL(kp1) possible pivot row AL(r2).
*
* On exit, for 1x1 diagonal the rightmost column of WL (k) holds the updated
* value of AL(c1). If pivoting this required the WL(k) holds the actual pivoted
* column/row.
*
* For 2x2 diagonal blocks WL(k) holds the updated AL(c1) and WL(kp1) holds
* actual values of pivot column/row AL(r2), without the diagonal pivots.
*/
func findAndBuildBKPivotUpper(AL, AR, WL, WR *cmat.FloatMatrix, k int) (int, int) {
var r, q int
var rcol, qrow, src, wk, wkp1, wrow cmat.FloatMatrix
lc := n(AL) - 1
wc := n(WL) - 1
lr := m(AL) - 1
// Copy AL[:,lc] to WL[:,wc] and update with WR[0:]
src.SubMatrix(AL, 0, lc, m(AL), 1)
wk.SubMatrix(WL, 0, wc, m(AL), 1)
blasd.Copy(&wk, &src)
if k > 0 {
wrow.SubMatrix(WR, lr, 0, 1, n(WR))
blasd.MVMult(&wk, AR, &wrow, -1.0, 1.0, gomas.NONE)
}
if m(AL) == 1 {
return -1, 1
}
// amax is on-diagonal element of current column
amax := math.Abs(WL.Get(lr, wc))
// find max off-diagonal on first column.
rcol.SubMatrix(WL, 0, wc, lr, 1)
// r is row index and rmax is its absolute value
r = blasd.IAmax(&rcol)
rmax := math.Abs(rcol.Get(r, 0))
if amax >= bkALPHA*rmax {
// no pivoting, 1x1 diagonal
return -1, 1
}
// Now we need to copy row r to WL[:,wc-1] and update it
wkp1.SubMatrix(WL, 0, wc-1, m(AL), 1)
if r > 0 {
// above the diagonal part of AL
qrow.SubMatrix(AL, 0, r, r, 1)
blasd.Copy(&wkp1, &qrow)
}
var wkr cmat.FloatMatrix
qrow.SubMatrix(AL, r, r, 1, m(AL)-r)
wkr.SubMatrix(&wkp1, r, 0, m(AL)-r, 1)
blasd.Copy(&wkr, &qrow)
if k > 0 {
// update wkp1
wrow.SubMatrix(WR, r, 0, 1, n(WR))
blasd.MVMult(&wkp1, AR, &wrow, -1.0, 1.0, gomas.NONE)
}
// set on-diagonal entry to zero to avoid hitting it.
p1 := wkp1.Get(r, 0)
wkp1.Set(r, 0, 0.0)
// max off-diagonal on r'th column/row at index q
q = blasd.IAmax(&wkp1)
qmax := math.Abs(wkp1.Get(q, 0))
wkp1.Set(r, 0, p1)
if amax >= bkALPHA*rmax*(rmax/qmax) {
// no pivoting, 1x1 diagonal
return -1, 1
}
// if q == r then qmax is not off-diagonal, qmax == WR[r,1] and
// we get 1x1 pivot as following is always true
if math.Abs(WL.Get(r, wc-1)) >= bkALPHA*qmax {
// 1x1 pivoting and interchange with k, r
// pivot row in column WL[:,-2] to WL[:,-1]
src.SubMatrix(WL, 0, wc-1, m(AL), 1)
wkp1.SubMatrix(WL, 0, wc, m(AL), 1)
blasd.Copy(&wkp1, &src)
wkp1.Set(-1, 0, src.Get(r, 0))
wkp1.Set(r, 0, src.Get(-1, 0))
return r, 1
} else {
// 2x2 pivoting and interchange with k+1, r
return r, 2
}
return -1, 1
}
/*
* Find diagonal pivot and build incrementaly updated block.
*
* (AL) (AR) (WL) (WR)
* -------------------------- ---------- k'th row in W
* x x | c1 w w | k kp1
* x x | c1 d w w | k kp1
* x x | c1 x d w w | k kp1
* x x | c1 x x d w w | k kp1
* x x | c1 r2 r2 r2 r2 w w | k kp1
* x x | c1 x x x r2 d w w | k kp1
* x x | c1 x x x r2 x d w w | k kp1
*
* Matrix AR contains the unfactored part of the matrix and AL the already
* factored columns. Matrix WL is updated values of factored part ie.
* w(i) = l(i)d(i). Matrix WR will have updated values for next column.
* Column WR(k) contains updated AR(c1) and WR(kp1) possible pivot row AR(r2).
*/
func findAndBuildBKPivotLower(AL, AR, WL, WR *cmat.FloatMatrix, k int) (int, int) {
var r, q int
var rcol, qrow, src, wk, wkp1, wrow cmat.FloatMatrix
// Copy AR column 0 to WR column 0 and update with WL[0:]
src.SubMatrix(AR, 0, 0, m(AR), 1)
wk.SubMatrix(WR, 0, 0, m(AR), 1)
wk.Copy(&src)
if k > 0 {
wrow.SubMatrix(WL, 0, 0, 1, n(WL))
blasd.MVMult(&wk, AL, &wrow, -1.0, 1.0, gomas.NONE)
}
if m(AR) == 1 {
return 0, 1
}
amax := math.Abs(WR.Get(0, 0))
// find max off-diagonal on first column.
rcol.SubMatrix(WR, 1, 0, m(AR)-1, 1)
// r is row index and rmax is its absolute value
r = blasd.IAmax(&rcol) + 1
rmax := math.Abs(rcol.Get(r-1, 0))
if amax >= bkALPHA*rmax {
// no pivoting, 1x1 diagonal
return 0, 1
}
// Now we need to copy row r to WR[:,1] and update it
wkp1.SubMatrix(WR, 0, 1, m(AR), 1)
qrow.SubMatrix(AR, r, 0, 1, r+1)
blasd.Copy(&wkp1, &qrow)
if r < m(AR)-1 {
var wkr cmat.FloatMatrix
qrow.SubMatrix(AR, r, r, m(AR)-r, 1)
wkr.SubMatrix(&wkp1, r, 0, m(&wkp1)-r, 1)
blasd.Copy(&wkr, &qrow)
}
if k > 0 {
// update wkp1
wrow.SubMatrix(WL, r, 0, 1, n(WL))
blasd.MVMult(&wkp1, AL, &wrow, -1.0, 1.0, gomas.NONE)
}
// set on-diagonal entry to zero to avoid finding it
p1 := wkp1.Get(r, 0)
wkp1.Set(r, 0, 0.0)
// max off-diagonal on r'th column/row at index q
q = blasd.IAmax(&wkp1)
qmax := math.Abs(wkp1.Get(q, 0))
// restore on-diagonal entry
wkp1.Set(r, 0, p1)
if amax >= bkALPHA*rmax*(rmax/qmax) {
// no pivoting, 1x1 diagonal
return 0, 1
}
// if q == r then qmax is not off-diagonal, qmax == WR[r,1] and
// we get 1x1 pivot as following is always true
if math.Abs(WR.Get(r, 1)) >= bkALPHA*qmax {
// 1x1 pivoting and interchange with k, r
// pivot row in column WR[:,1] to W[:,0]
src.SubMatrix(WR, 0, 1, m(AR), 1)
wkp1.SubMatrix(WR, 0, 0, m(AR), 1)
blasd.Copy(&wkp1, &src)
wkp1.Set(0, 0, src.Get(r, 0))
wkp1.Set(r, 0, src.Get(0, 0))
return r, 1
} else {
// 2x2 pivoting and interchange with k+1, r
return r, 2
}
return 0, 1
}
// Find largest absolute value on column
func pivotIndex(A *cmat.FloatMatrix) int {
return blasd.IAmax(A) + 1
}
