func TestDTrsm3(t *testing.T) {
const N = 31
const K = 4
A := cmat.NewMatrix(N, N)
B := cmat.NewMatrix(N, K)
B0 := cmat.NewMatrix(N, K)
ones := cmat.NewFloatConstSource(1.0)
zeromean := cmat.NewFloatUniformSource(1.0, -0.5)
A.SetFrom(zeromean, cmat.UPPER)
B.SetFrom(ones)
B0.Copy(B)
// B = A*B
blasd.MultTrm(B, A, 1.0, gomas.UPPER|gomas.LEFT)
blasd.SolveTrm(B, A, 1.0, gomas.UPPER|gomas.LEFT)
ok := B0.AllClose(B)
t.Logf("B == trsm(trmm(B, A, L|U|N), A, L|U|N) : %v\n", ok)
B.Copy(B0)
// B = A.T*B
blasd.MultTrm(B, A, 1.0, gomas.UPPER|gomas.LEFT|gomas.TRANSA)
blasd.SolveTrm(B, A, 1.0, gomas.UPPER|gomas.LEFT|gomas.TRANSA)
ok = B0.AllClose(B)
t.Logf("B == trsm(trmm(B, A, L|U|T), A, L|U|T) : %v\n", ok)
}
func TestDTrsm1(t *testing.T) {
nofail := true
const N = 31
const K = 4
A := cmat.NewMatrix(N, N)
B := cmat.NewMatrix(N, K)
B0 := cmat.NewMatrix(N, K)
ones := cmat.NewFloatConstSource(1.0)
zeromean := cmat.NewFloatUniformSource(1.0, -0.5)
A.SetFrom(zeromean, cmat.LOWER)
B.SetFrom(ones)
B0.Copy(B)
// B = A*B
blasd.MultTrm(B, A, 1.0, gomas.LOWER|gomas.LEFT)
blasd.SolveTrm(B, A, 1.0, gomas.LOWER|gomas.LEFT)
ok := B0.AllClose(B)
nofail = nofail && ok
t.Logf("B == trsm(trmm(B, A, L|L|N), A, L|L|N) : %v\n", ok)
if !ok {
t.Logf("B|B0:\n%v\n", cmat.NewJoin(cmat.AUGMENT, B, B0))
}
B.Copy(B0)
// B = A.T*B
blasd.MultTrm(B, A, 1.0, gomas.LOWER|gomas.LEFT|gomas.TRANSA)
blasd.SolveTrm(B, A, 1.0, gomas.LOWER|gomas.LEFT|gomas.TRANSA)
ok = B0.AllClose(B)
nofail = nofail && ok
t.Logf("B == trsm(trmm(B, A, L|L|T), A, L|L|T) : %v\n", ok)
}
/*
* 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 TestDTrms2(t *testing.T) {
const N = 31
const K = 4
nofail := true
A := cmat.NewMatrix(N, N)
B := cmat.NewMatrix(K, N)
B0 := cmat.NewMatrix(K, N)
ones := cmat.NewFloatConstSource(1.0)
zeromean := cmat.NewFloatUniformSource(1.0, -0.5)
A.SetFrom(zeromean, cmat.LOWER)
B.SetFrom(ones)
B0.Copy(B)
// B = B*A
blasd.MultTrm(B, A, 1.0, gomas.LOWER|gomas.RIGHT)
blasd.SolveTrm(B, A, 1.0, gomas.LOWER|gomas.RIGHT)
ok := B0.AllClose(B)
nofail = nofail && ok
t.Logf("B == trsm(trmm(B, A, R|L|N), A, R|L|N) : %v\n", ok)
B.Copy(B0)
// B = B*A.T
blasd.MultTrm(B, A, 1.0, gomas.LOWER|gomas.RIGHT|gomas.TRANSA)
blasd.SolveTrm(B, A, 1.0, gomas.LOWER|gomas.RIGHT|gomas.TRANSA)
ok = B0.AllClose(B)
nofail = nofail && ok
t.Logf("B == trsm(trmm(B, A, R|L|T), A, R|L|T) : %v\n", ok)
}
// blocked LU decomposition w/o pivots, FLAME LU nopivots variant 5
func blockedLUnoPiv(A *cmat.FloatMatrix, nb int, conf *gomas.Config) *gomas.Error {
var err *gomas.Error = nil
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, A01, A02, A10, A11, A12, A20, A21, A22 cmat.FloatMatrix
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
for m(&ATL) < m(A)-nb {
util.Repartition2x2to3x3(&ATL,
&A00, &A01, &A02,
&A10, &A11, &A12,
&A20, &A21, &A22, A, nb, util.PBOTTOMRIGHT)
// A00 = LU(A00)
unblockedLUnoPiv(&A11, conf)
// A12 = trilu(A00)*A12.-1 (TRSM)
blasd.SolveTrm(&A12, &A11, 1.0, gomas.LEFT|gomas.LOWER|gomas.UNIT)
// A21 = A21.-1*triu(A00) (TRSM)
blasd.SolveTrm(&A21, &A11, 1.0, gomas.RIGHT|gomas.UPPER)
// A22 = A22 - A21*A12
blasd.Mult(&A22, &A21, &A12, -1.0, 1.0, gomas.NONE)
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
}
// last block
if m(&ATL) < m(A) {
unblockedLUnoPiv(&ABR, conf)
}
return err
}
/*
* Solve a system of linear equations A*X = B or A.T*X = B with general N-by-N
* matrix A using the LU factorization computed by LUFactor().
*
* Arguments:
* B On entry, the right hand side matrix B. On exit, the solution matrix X.
*
* A The factor L and U from the factorization A = P*L*U as computed by
* LUFactor()
*
* pivots The pivot indices from LUFactor().
*
* flags The indicator of the form of the system of equations.
* If flags&TRANSA then system is transposed. All other values
* indicate non transposed system.
*
* Compatible with lapack.DGETRS.
*/
func LUSolve(B, A *cmat.FloatMatrix, pivots Pivots, flags int, confs ...*gomas.Config) *gomas.Error {
var err *gomas.Error = nil
conf := gomas.DefaultConf()
if len(confs) > 0 {
conf = confs[0]
}
ar, ac := A.Size()
br, _ := B.Size()
if ar != ac {
return gomas.NewError(gomas.ENOTSQUARE, "SolveLU")
}
if br != ac {
return gomas.NewError(gomas.ESIZE, "SolveLU")
}
if pivots != nil {
applyPivots(B, pivots)
}
if flags&gomas.TRANSA != 0 {
// transposed X = A.-1*B == (L.T*U.T).-1*B == U.-T*(L.-T*B)
blasd.SolveTrm(B, A, 1.0, gomas.LOWER|gomas.UNIT|gomas.TRANSA, conf)
blasd.SolveTrm(B, A, 1.0, gomas.UPPER|gomas.TRANSA, conf)
} else {
// non-transposed X = A.-1*B == (L*U).-1*B == U.-1*(L.-1*B)
blasd.SolveTrm(B, A, 1.0, gomas.LOWER|gomas.UNIT, conf)
blasd.SolveTrm(B, A, 1.0, gomas.UPPER, conf)
}
return err
}
func blockedCHOL(A *cmat.FloatMatrix, flags int, conf *gomas.Config) *gomas.Error {
var err, firstErr *gomas.Error
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, A01, A02, A10, A11, A12, A20, A21, A22 cmat.FloatMatrix
nb := conf.LB
err = nil
firstErr = nil
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
for m(A)-m(&ATL) > nb {
util.Repartition2x2to3x3(&ATL,
&A00, &A01, &A02,
&A10, &A11, &A12,
&A20, &A21, &A22, A, nb, util.PBOTTOMRIGHT)
if flags&gomas.LOWER != 0 {
// A11 = chol(A11)
err = unblockedLowerCHOL(&A11, flags, m(&ATL))
// A21 = A21 * tril(A11).-1
blasd.SolveTrm(&A21, &A11, 1.0, gomas.RIGHT|gomas.LOWER|gomas.TRANSA, conf)
// A22 = A22 - A21*A21.T
blasd.UpdateSym(&A22, &A21, -1.0, 1.0, gomas.LOWER, conf)
} else {
// A11 = chol(A11)
err = unblockedUpperCHOL(&A11, flags, m(&ATL))
// A12 = triu(A11).-1 * A12
blasd.SolveTrm(&A12, &A11, 1.0, gomas.UPPER|gomas.TRANSA, conf)
// A22 = A22 - A12.T*A12
blasd.UpdateSym(&A22, &A12, -1.0, 1.0, gomas.UPPER|gomas.TRANSA, conf)
}
if err != nil && firstErr == nil {
firstErr = err
}
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
}
if m(&ATL) < m(A) {
// last block
if flags&gomas.LOWER != 0 {
unblockedLowerCHOL(&ABR, flags, 0)
} else {
unblockedUpperCHOL(&ABR, flags, 0)
}
}
return firstErr
}
/*
* 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
}
/*
* Solves a system system of linear equations A*X = B with symmetric positive
* definite matrix A using the Cholesky factorization A = U.T*U or A = L*L.T
* computed by DecomposeCHOL().
*
* Arguments:
* B On entry, the right hand side matrix B. On exit, the solution
* matrix X.
*
* A The triangular factor U or L from Cholesky factorization as computed by
* DecomposeCHOL().
*
* flags Indicator of which factor is stored in A. If flags&UPPER then upper
* triangle of A is stored. If flags&LOWER then lower triangle of A is
* stored.
*
* Compatible with lapack.DPOTRS.
*/
func CHOLSolve(B, A *cmat.FloatMatrix, flags int, confs ...*gomas.Config) *gomas.Error {
// A*X = B; X = A.-1*B == (LU).-1*B == U.-1*L.-1*B == U.-1*(L.-1*B)
conf := gomas.DefaultConf()
if len(confs) > 0 {
conf = confs[0]
}
ar, ac := A.Size()
br, _ := B.Size()
if ac != br || ar != ac {
return gomas.NewError(gomas.ESIZE, "SolveCHOL")
}
if flags&gomas.UPPER != 0 {
// X = (U.T*U).-1*B => U.-1*(U.-T*B)
blasd.SolveTrm(B, A, 1.0, gomas.UPPER|gomas.TRANSA, conf)
blasd.SolveTrm(B, A, 1.0, gomas.UPPER, conf)
} else if flags&gomas.LOWER != 0 {
// X = (L*L.T).-1*B = L.-T*(L.1*B)
blasd.SolveTrm(B, A, 1.0, gomas.LOWER, conf)
blasd.SolveTrm(B, A, 1.0, gomas.LOWER|gomas.TRANSA, conf)
}
return nil
}
// unblocked LU decomposition with pivots: FLAME LU variant 3; Left-looking
func unblockedLUpiv(A *cmat.FloatMatrix, p *Pivots, offset int, conf *gomas.Config) *gomas.Error {
var err *gomas.Error = nil
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, a01, A02, a10, a11, a12, A20, a21, A22 cmat.FloatMatrix
var AL, AR, A0, a1, A2, aB1, AB0 cmat.FloatMatrix
var pT, pB, p0, p1, p2 Pivots
err = nil
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
util.Partition1x2(
&AL, &AR, A, 0, util.PLEFT)
partitionPivot2x1(
&pT,
&pB, *p, 0, util.PTOP)
for m(&ATL) < m(A) && n(&ATL) < n(A) {
util.Repartition2x2to3x3(&ATL,
&A00, &a01, &A02,
&a10, &a11, &a12,
&A20, &a21, &A22 /**/, A, 1, util.PBOTTOMRIGHT)
util.Repartition1x2to1x3(&AL,
&A0, &a1, &A2 /**/, A, 1, util.PRIGHT)
repartPivot2x1to3x1(&pT,
&p0, &p1, &p2 /**/, *p, 1, util.PBOTTOM)
// apply previously computed pivots on current column
applyPivots(&a1, p0)
// a01 = trilu(A00) \ a01 (TRSV)
blasd.MVSolveTrm(&a01, &A00, 1.0, gomas.LOWER|gomas.UNIT)
// a11 = a11 - a10 *a01
aval := a11.Get(0, 0) - blasd.Dot(&a10, &a01)
a11.Set(0, 0, aval)
// a21 = a21 -A20*a01
blasd.MVMult(&a21, &A20, &a01, -1.0, 1.0, gomas.NONE)
// pivot index on current column [a11, a21].T
aB1.Column(&ABR, 0)
p1[0] = pivotIndex(&aB1)
// pivots to current column
applyPivots(&aB1, p1)
// a21 = a21 / a11
if aval == 0.0 {
if err == nil {
ij := m(&ATL) + p1[0] - 1
err = gomas.NewError(gomas.ESINGULAR, "DecomposeLU", ij)
}
} else {
blasd.InvScale(&a21, a11.Get(0, 0))
}
// apply pivots to previous columns
AB0.SubMatrix(&ABL, 0, 0)
applyPivots(&AB0, p1)
// scale last pivots to origin matrix row numbers
p1[0] += m(&ATL)
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
util.Continue1x3to1x2(
&AL, &AR, &A0, &a1, A, util.PRIGHT)
contPivot3x1to2x1(
&pT,
&pB, p0, p1, *p, util.PBOTTOM)
}
if n(&ATL) < n(A) {
applyPivots(&ATR, *p)
blasd.SolveTrm(&ATR, &ATL, 1.0, gomas.LEFT|gomas.UNIT|gomas.LOWER, conf)
}
return err
}
// blocked LU decomposition with pivots: FLAME LU variant 3; left-looking version
func blockedLUpiv(A *cmat.FloatMatrix, p *Pivots, nb int, conf *gomas.Config) *gomas.Error {
var err *gomas.Error = nil
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, A01, A02, A10, A11, A12, A20, A21, A22 cmat.FloatMatrix
var AL, AR, A0, A1, A2, AB1, AB0 cmat.FloatMatrix
var pT, pB, p0, p1, p2 Pivots
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
util.Partition1x2(
&AL, &AR, A, 0, util.PLEFT)
partitionPivot2x1(
&pT,
&pB, *p, 0, util.PTOP)
for m(&ATL) < m(A) && n(&ATL) < n(A) {
util.Repartition2x2to3x3(&ATL,
&A00, &A01, &A02,
&A10, &A11, &A12,
&A20, &A21, &A22 /**/, A, nb, util.PBOTTOMRIGHT)
util.Repartition1x2to1x3(&AL,
&A0, &A1, &A2 /**/, A, nb, util.PRIGHT)
repartPivot2x1to3x1(&pT,
&p0, &p1, &p2 /**/, *p, nb, util.PBOTTOM)
// apply previously computed pivots
applyPivots(&A1, p0)
// a01 = trilu(A00) \ a01 (TRSV)
blasd.SolveTrm(&A01, &A00, 1.0, gomas.LOWER|gomas.UNIT)
// A11 = A11 - A10*A01
blasd.Mult(&A11, &A10, &A01, -1.0, 1.0, gomas.NONE)
// A21 = A21 - A20*A01
blasd.Mult(&A21, &A20, &A01, -1.0, 1.0, gomas.NONE)
// LU_piv(AB1, p1)
AB1.SubMatrix(&ABR, 0, 0, m(&ABR), n(&A11))
unblockedLUpiv(&AB1, &p1, m(&ATL), conf)
// apply pivots to previous columns
AB0.SubMatrix(&ABL, 0, 0)
applyPivots(&AB0, p1)
// scale last pivots to origin matrix row numbers
for k, _ := range p1 {
p1[k] += m(&ATL)
}
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR /**/, &A00, &A11, &A22, A, util.PBOTTOMRIGHT)
util.Continue1x3to1x2(
&AL, &AR /**/, &A0, &A1, A, util.PRIGHT)
contPivot3x1to2x1(
&pT,
&pB /**/, p0, p1, *p, util.PBOTTOM)
}
if n(&ATL) < n(A) {
applyPivots(&ATR, *p)
blasd.SolveTrm(&ATR, &ATL, 1.0, gomas.LEFT|gomas.UNIT|gomas.LOWER)
}
return err
}