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)
}
}
}
}
/*
* Apply diagonal pivot (row and column swapped) to symmetric matrix blocks.
* AR[0,0] is on diagonal and AL is block to the left of diagonal and AR the
* triangular diagonal block. Need to swap row and column.
*
* LOWER triangular; moving from top-left to bottom-right
*
* d
* x d |
* --------------------------
* x x | d
* S1 S1| S1 P1 x x x P2 -- current row/col 'srcix'
* x x | x S2 d x x x
* x x | x S2 x d x x
* x x | x S2 x x d x
* D1 D1| D1 P2 D2 D2 D2 P3 -- swap with row/col 'dstix'
* x x | x S3 x x x D3 d
* x x | x S3 x x x D3 x d
* (ABL) (ABR)
*
* UPPER triangular; moving from bottom-right to top-left
*
* (ATL) (ATR)
* d x x D3 x x x S3 x | x
* d x D3 x x x S3 x | x
* d D3 x x x S3 x | x
* P3 D2 D2 D2 P2 D1| D1 -- dstinx
* d x x S2 x | x
* d x S2 x | x
* d S2 x | x
* P1 S1| S1 -- srcinx
* d | x
* -----------------------------
* | d
* (ABR)
*/
func applyPivotSym2(AL, AR *cmat.FloatMatrix, srcix, dstix int, flags int) {
var s, d cmat.FloatMatrix
_, lc := AL.Size()
rr, rc := AR.Size()
if flags&gomas.LOWER != 0 {
// AL is [ABL]; AR is [ABR]; P1 is AR[0,0], P2 is AR[index, 0]
// S1 -- D1
AL.SubMatrix(&s, srcix, 0, 1, lc)
AL.SubMatrix(&d, dstix, 0, 1, lc)
blasd.Swap(&s, &d)
if srcix > 0 {
AR.SubMatrix(&s, srcix, 0, 1, srcix)
AR.SubMatrix(&d, dstix, 0, 1, srcix)
blasd.Swap(&s, &d)
}
// S2 -- D2
AR.SubMatrix(&s, srcix+1, srcix, dstix-srcix-1, 1)
AR.SubMatrix(&d, dstix, srcix+1, 1, dstix-srcix-1)
blasd.Swap(&s, &d)
// S3 -- D3
AR.SubMatrix(&s, dstix+1, srcix, rr-dstix-1, 1)
AR.SubMatrix(&d, dstix+1, dstix, rr-dstix-1, 1)
blasd.Swap(&s, &d)
// swap P1 and P3
p1 := AR.Get(srcix, srcix)
p3 := AR.Get(dstix, dstix)
AR.Set(srcix, srcix, p3)
AR.Set(dstix, dstix, p1)
return
}
if flags&gomas.UPPER != 0 {
// AL is ATL, AR is ATR; P1 is AL[srcix, srcix];
// S1 -- D1;
AR.SubMatrix(&s, srcix, 0, 1, rc)
AR.SubMatrix(&d, dstix, 0, 1, rc)
blasd.Swap(&s, &d)
if srcix < lc-1 {
// not the corner element
AL.SubMatrix(&s, srcix, srcix+1, 1, srcix)
AL.SubMatrix(&d, dstix, srcix+1, 1, srcix)
blasd.Swap(&s, &d)
}
// S2 -- D2
AL.SubMatrix(&s, dstix+1, srcix, srcix-dstix-1, 1)
AL.SubMatrix(&d, dstix, dstix+1, 1, srcix-dstix-1)
blasd.Swap(&s, &d)
// S3 -- D3
AL.SubMatrix(&s, 0, srcix, dstix, 1)
AL.SubMatrix(&d, 0, dstix, dstix, 1)
blasd.Swap(&s, &d)
//fmt.Printf("3, AR=%v\n", AR)
// swap P1 and P3
p1 := AR.Get(0, 0)
p3 := AL.Get(dstix, dstix)
AR.Set(srcix, srcix, p3)
AL.Set(dstix, dstix, p1)
return
}
}
/*
* Apply diagonal pivot (row and column swapped) to symmetric matrix blocks.
*
* LOWER triangular; moving from top-left to bottom-right
*
* -----------------------
* | 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 applyBKPivotSymLower(AR *cmat.FloatMatrix, srcix, dstix int) {
var s, d cmat.FloatMatrix
// S2 -- D2
s.SubMatrix(AR, srcix+1, srcix, dstix-srcix-1, 1)
d.SubMatrix(AR, dstix, srcix+1, 1, dstix-srcix-1)
blasd.Swap(&s, &d)
// S3 -- D3
s.SubMatrix(AR, dstix+1, srcix, m(AR)-dstix-1, 1)
d.SubMatrix(AR, dstix+1, dstix, m(AR)-dstix-1, 1)
blasd.Swap(&s, &d)
// swap P1 and P3
p1 := AR.Get(srcix, srcix)
p3 := AR.Get(dstix, dstix)
AR.Set(srcix, srcix, p3)
AR.Set(dstix, dstix, p1)
return
}
/*
* Apply diagonal pivot (row and column swapped) to symmetric matrix blocks.
*
* UPPER triangular; moving from bottom-right to top-left
*
* d x D3 x x x S3 x |
* d D3 x x x S3 x |
* P3 D2 D2 D2 P2 x | -- dstinx
* d x x S2 x |
* d x S2 x |
* d S2 x |
* P1 x | -- srcinx
* d |
* ----------------------
* (ABR)
*/
func applyBKPivotSymUpper(AR *cmat.FloatMatrix, srcix, dstix int) {
var s, d cmat.FloatMatrix
// AL is ATL, AR is ATR; P1 is AL[srcix, srcix];
// S2 -- D2
s.SubMatrix(AR, dstix+1, srcix, srcix-dstix-1, 1)
d.SubMatrix(AR, dstix, dstix+1, 1, srcix-dstix-1)
blasd.Swap(&s, &d)
// S3 -- D3
s.SubMatrix(AR, 0, srcix, dstix, 1)
d.SubMatrix(AR, 0, dstix, dstix, 1)
blasd.Swap(&s, &d)
// swap P1 and P3
p1 := AR.Get(srcix, srcix)
p3 := AR.Get(dstix, dstix)
AR.Set(srcix, srcix, p3)
AR.Set(dstix, dstix, p1)
return
}
func swapCols(A *cmat.FloatMatrix, src, dst int) {
var c0, c1 cmat.FloatMatrix
ar, _ := A.Size()
if src == dst || ar == 0 {
return
}
c0.SubMatrix(A, 0, src, ar, 1)
c1.SubMatrix(A, 0, dst, ar, 1)
blasd.Swap(&c0, &c1)
}
func swapRows(A *cmat.FloatMatrix, src, dst int) {
var r0, r1 cmat.FloatMatrix
ar, ac := A.Size()
if src == dst || ar == 0 {
return
}
r0.SubMatrix(A, src, 0, 1, ac)
r1.SubMatrix(A, dst, 0, 1, ac)
blasd.Swap(&r0, &r1)
}
/*
* Apply diagonal pivot (row and column swapped) to symmetric matrix blocks.
* AR[0,0] is on diagonal and AL is block to the left of diagonal and AR the
* triangular diagonal block. Need to swap row and column.
*
* LOWER triangular; moving from top-left to bottom-right
*
* d
* x d
* x x d |
* --------------------------
* S1 S1 S1 | P1 x x x P2 -- current row
* x x x | S2 d x x x
* x x x | S2 x d x x
* x x x | S2 x x d x
* D1 D1 D1 | P2 D2 D2 D2 P3 -- swap with row 'index'
* x x x | S3 x x x D3 d
* x x x | S3 x x x D3 x d
* (ABL) (ABR)
*
* UPPER triangular; moving from bottom-right to top-left
*
* (ATL) (ATR)
* d x x D3 x x x | S3 x x
* d x D3 x x x | S3 x x
* d D3 x x x | S3 x x
* P3 D2 D2 D2| P2 D1 D1
* d x x | S2 x x
* d x | S2 x x
* d | S2 x x
* -----------------------------
* | P1 S1 S1
* | d x
* | d
* (ABR)
*/
func applyPivotSym(AL, AR *cmat.FloatMatrix, index int, flags int) {
var s, d cmat.FloatMatrix
lr, lc := AL.Size()
rr, rc := AR.Size()
if flags&gomas.LOWER != 0 {
// AL is [ABL]; AR is [ABR]; P1 is AR[0,0], P2 is AR[index, 0]
// S1 -- D1
s.SubMatrix(AL, 0, 0, 1, lc)
d.SubMatrix(AL, index, 0, 1, lc)
blasd.Swap(&s, &d)
// S2 -- D2
s.SubMatrix(AR, 1, 0, index-1, 1)
d.SubMatrix(AR, index, 1, 1, index-1)
blasd.Swap(&s, &d)
// S3 -- D3
s.SubMatrix(AR, index+1, 0, rr-index-1, 1)
d.SubMatrix(AR, index+1, index, rr-index-1, 1)
blasd.Swap(&s, &d)
// swap P1 and P3
p1 := AR.Get(0, 0)
p3 := AR.Get(index, index)
AR.Set(0, 0, p3)
AR.Set(index, index, p1)
return
}
if flags&gomas.UPPER != 0 {
// AL is merged from [ATL, ATR], AR is [ABR]; P1 is AR[0, 0]; P2 is AL[index, -1]
colno := lc - rc
// S1 -- D1; S1 is on the first row of AR
s.SubMatrix(AR, 0, 1, 1, rc-1)
d.SubMatrix(AL, index, colno+1, 1, rc-1)
blasd.Swap(&s, &d)
// S2 -- D2
s.SubMatrix(AL, index+1, colno, lr-index-2, 1)
d.SubMatrix(AL, index, index+1, 1, colno-index-1)
blasd.Swap(&s, &d)
// S3 -- D3
s.SubMatrix(AL, 0, index, index, 1)
d.SubMatrix(AL, 0, colno, index, 1)
blasd.Swap(&s, &d)
//fmt.Printf("3, AR=%v\n", AR)
// swap P1 and P3
p1 := AR.Get(0, 0)
p3 := AL.Get(index, index)
AR.Set(0, 0, p3)
AL.Set(index, index, p1)
return
}
}
func blkDecompBKUpper(A, W *cmat.FloatMatrix, p *Pivots, conf *gomas.Config) (err *gomas.Error) {
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, A01, A02, A11, A12, A22 cmat.FloatMatrix
var wrk cmat.FloatMatrix
var pT, pB, p0, p1, p2 Pivots
var nblk int = 0
err = nil
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PBOTTOMRIGHT)
partitionPivot2x1(
&pT,
&pB, *p, 0, util.PBOTTOM)
nb := conf.LB
for n(&ATL) >= nb {
err, nblk = unblkBoundedBKUpper(&ATL, W, &pT, nb, conf)
// repartition nblk size
util.Repartition2x2to3x3(&ATL,
&A00, &A01, &A02,
nil, &A11, &A12,
nil, nil, &A22, A, nblk, util.PTOPLEFT)
repartPivot2x1to3x1(&pT,
&p0, &p1, &p2 /**/, *p, nblk, util.PTOP)
// --------------------------------------------------------
// here [A01;A11] has been decomposed by unblkBoundedBKUpper()
// Now we need update A00
// wrk is original A01
wrk.SubMatrix(W, 0, n(W)-nblk, m(&A01), nblk)
// A00 = A00 - L01*D1*L01.T = A22 - A01*W.T
blasd.UpdateTrm(&A00, &A01, &wrk, -1.0, 1.0, gomas.UPPER|gomas.TRANSB)
// partially undo row pivots right of diagonal
for k := 0; k < nblk; k++ {
var s, d cmat.FloatMatrix
r := p1[k]
colno := n(&A00) + k
np := 1
if r < 0 {
r = -r
np = 2
}
rlen := n(&ATL) - colno - np
if r == colno+1 && p1[k] > 0 {
// no pivot
continue
}
s.SubMatrix(&ATL, colno, colno+np, 1, rlen)
d.SubMatrix(&ATL, r-1, colno+np, 1, rlen)
blasd.Swap(&d, &s)
if p1[k] < 0 {
k++ // skip other entry in 2x2 pivots
}
}
// ---------------------------------------------------------
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &A11, &A22, A, util.PTOPLEFT)
contPivot3x1to2x1(
&pT,
&pB, p0, p1, *p, util.PTOP)
}
// do the last part with unblocked code
if n(&ATL) > 0 {
unblkDecompBKUpper(&ATL, W, pT, conf)
}
return
}
func blkDecompBKLower(A, W *cmat.FloatMatrix, p *Pivots, conf *gomas.Config) (err *gomas.Error) {
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, A10, A11, A20, A21, A22 cmat.FloatMatrix
var wrk cmat.FloatMatrix
var pT, pB, p0, p1, p2 Pivots
var nblk int = 0
err = nil
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
partitionPivot2x1(
&pT,
&pB, *p, 0, util.PTOP)
nb := conf.LB
for n(&ABR) >= nb {
err, nblk = unblkBoundedBKLower(&ABR, W, &pB, nb, conf)
// repartition nblk size
util.Repartition2x2to3x3(&ATL,
&A00, nil, nil,
&A10, &A11, nil,
&A20, &A21, &A22, A, nblk, util.PBOTTOMRIGHT)
repartPivot2x1to3x1(&pT,
&p0, &p1, &p2 /**/, *p, nblk, util.PBOTTOM)
// --------------------------------------------------------
// here [A11;A21] has been decomposed by unblkBoundedBKLower()
// Now we need update A22
// wrk is original A21
wrk.SubMatrix(W, nblk, 0, m(&A21), nblk)
// A22 = A22 - L21*D1*L21.T = A22 - L21*W.T
blasd.UpdateTrm(&A22, &A21, &wrk, -1.0, 1.0, gomas.LOWER|gomas.TRANSB)
// partially undo row pivots left of diagonal
for k := nblk; k > 0; k-- {
var s, d cmat.FloatMatrix
r := p1[k-1]
rlen := k - 1
if r < 0 {
r = -r
rlen--
}
if r == k && p1[k-1] > 0 {
// no pivot
continue
}
s.SubMatrix(&ABR, k-1, 0, 1, rlen)
d.SubMatrix(&ABR, r-1, 0, 1, rlen)
blasd.Swap(&d, &s)
if p1[k-1] < 0 {
k-- // skip other entry in 2x2 pivots
}
}
// shift pivot values
for k, n := range p1 {
if n > 0 {
p1[k] += m(&ATL)
} else {
p1[k] -= m(&ATL)
}
}
// zero work for debuging
//blasd.Scale(W, 0.0)
// ---------------------------------------------------------
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
contPivot3x1to2x1(
&pT,
&pB, p0, p1, *p, util.PBOTTOM)
}
// do the last part with unblocked code
if n(&ABR) > 0 {
unblkDecompBKLower(&ABR, W, pB, conf)
// shift pivot values
for k, n := range pB {
if n > 0 {
pB[k] += m(&ATL)
} else {
pB[k] -= m(&ATL)
}
}
}
return
}
