nmatrix 0.0.6 → 0.0.7
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- checksums.yaml +4 -4
- data/.gitignore +2 -0
- data/Gemfile +5 -0
- data/History.txt +97 -0
- data/Manifest.txt +34 -7
- data/README.rdoc +13 -13
- data/Rakefile +36 -26
- data/ext/nmatrix/data/data.cpp +15 -2
- data/ext/nmatrix/data/data.h +4 -0
- data/ext/nmatrix/data/ruby_object.h +5 -14
- data/ext/nmatrix/extconf.rb +3 -2
- data/ext/nmatrix/{util/math.cpp → math.cpp} +296 -6
- data/ext/nmatrix/math/asum.h +143 -0
- data/ext/nmatrix/math/geev.h +82 -0
- data/ext/nmatrix/math/gemm.h +267 -0
- data/ext/nmatrix/math/gemv.h +208 -0
- data/ext/nmatrix/math/ger.h +96 -0
- data/ext/nmatrix/math/gesdd.h +80 -0
- data/ext/nmatrix/math/gesvd.h +78 -0
- data/ext/nmatrix/math/getf2.h +86 -0
- data/ext/nmatrix/math/getrf.h +240 -0
- data/ext/nmatrix/math/getri.h +107 -0
- data/ext/nmatrix/math/getrs.h +125 -0
- data/ext/nmatrix/math/idamax.h +86 -0
- data/ext/nmatrix/{util → math}/lapack.h +60 -356
- data/ext/nmatrix/math/laswp.h +165 -0
- data/ext/nmatrix/math/long_dtype.h +52 -0
- data/ext/nmatrix/math/math.h +1154 -0
- data/ext/nmatrix/math/nrm2.h +181 -0
- data/ext/nmatrix/math/potrs.h +125 -0
- data/ext/nmatrix/math/rot.h +141 -0
- data/ext/nmatrix/math/rotg.h +115 -0
- data/ext/nmatrix/math/scal.h +73 -0
- data/ext/nmatrix/math/swap.h +73 -0
- data/ext/nmatrix/math/trsm.h +383 -0
- data/ext/nmatrix/nmatrix.cpp +176 -152
- data/ext/nmatrix/nmatrix.h +1 -2
- data/ext/nmatrix/ruby_constants.cpp +9 -4
- data/ext/nmatrix/ruby_constants.h +1 -0
- data/ext/nmatrix/storage/dense.cpp +57 -41
- data/ext/nmatrix/storage/list.cpp +52 -50
- data/ext/nmatrix/storage/storage.cpp +59 -43
- data/ext/nmatrix/storage/yale.cpp +352 -333
- data/ext/nmatrix/storage/yale.h +4 -0
- data/lib/nmatrix.rb +2 -2
- data/lib/nmatrix/blas.rb +4 -4
- data/lib/nmatrix/enumerate.rb +241 -0
- data/lib/nmatrix/lapack.rb +54 -1
- data/lib/nmatrix/math.rb +462 -0
- data/lib/nmatrix/nmatrix.rb +210 -486
- data/lib/nmatrix/nvector.rb +0 -62
- data/lib/nmatrix/rspec.rb +75 -0
- data/lib/nmatrix/shortcuts.rb +136 -108
- data/lib/nmatrix/version.rb +1 -1
- data/spec/blas_spec.rb +20 -12
- data/spec/elementwise_spec.rb +22 -13
- data/spec/io_spec.rb +1 -0
- data/spec/lapack_spec.rb +197 -0
- data/spec/nmatrix_spec.rb +39 -38
- data/spec/nvector_spec.rb +3 -9
- data/spec/rspec_monkeys.rb +29 -0
- data/spec/rspec_spec.rb +34 -0
- data/spec/shortcuts_spec.rb +14 -16
- data/spec/slice_spec.rb +242 -186
- data/spec/spec_helper.rb +19 -0
- metadata +33 -5
- data/ext/nmatrix/util/math.h +0 -2612
@@ -0,0 +1,165 @@
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/////////////////////////////////////////////////////////////////////
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// = NMatrix
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//
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// A linear algebra library for scientific computation in Ruby.
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// NMatrix is part of SciRuby.
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//
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// NMatrix was originally inspired by and derived from NArray, by
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// Masahiro Tanaka: http://narray.rubyforge.org
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//
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// == Copyright Information
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//
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// SciRuby is Copyright (c) 2010 - 2013, Ruby Science Foundation
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// NMatrix is Copyright (c) 2013, Ruby Science Foundation
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//
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// Please see LICENSE.txt for additional copyright notices.
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//
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// == Contributing
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//
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// By contributing source code to SciRuby, you agree to be bound by
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// our Contributor Agreement:
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//
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// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
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//
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// == laswp.h
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//
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// laswp function in native C++.
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//
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/*
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* Automatically Tuned Linear Algebra Software v3.8.4
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* (C) Copyright 1999 R. Clint Whaley
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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* 1. Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions, and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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* 3. The name of the ATLAS group or the names of its contributers may
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* not be used to endorse or promote products derived from this
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* software without specific written permission.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
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* TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
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* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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* POSSIBILITY OF SUCH DAMAGE.
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*
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*/
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#ifndef LASWP_H
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#define LASWP_H
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namespace nm { namespace math {
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/*
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* ATLAS function which performs row interchanges on a general rectangular matrix. Modeled after the LAPACK LASWP function.
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*
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* This version is templated for use by template <> getrf().
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*/
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template <typename DType>
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inline void laswp(const int N, DType* A, const int lda, const int K1, const int K2, const int *piv, const int inci) {
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//const int n = K2 - K1; // not sure why this is declared. commented it out because it's unused.
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int nb = N >> 5;
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const int mr = N - (nb<<5);
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const int incA = lda << 5;
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if (K2 < K1) return;
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int i1, i2;
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if (inci < 0) {
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piv -= (K2-1) * inci;
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i1 = K2 - 1;
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i2 = K1;
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} else {
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piv += K1 * inci;
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i1 = K1;
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i2 = K2-1;
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}
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if (nb) {
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do {
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const int* ipiv = piv;
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int i = i1;
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int KeepOn;
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do {
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int ip = *ipiv; ipiv += inci;
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if (ip != i) {
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DType *a0 = &(A[i]),
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*a1 = &(A[ip]);
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for (register int h = 32; h; h--) {
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DType r = *a0;
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*a0 = *a1;
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*a1 = r;
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a0 += lda;
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a1 += lda;
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}
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}
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if (inci > 0) KeepOn = (++i <= i2);
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else KeepOn = (--i >= i2);
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} while (KeepOn);
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A += incA;
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} while (--nb);
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}
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if (mr) {
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const int* ipiv = piv;
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int i = i1;
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int KeepOn;
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do {
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int ip = *ipiv; ipiv += inci;
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if (ip != i) {
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DType *a0 = &(A[i]),
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*a1 = &(A[ip]);
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for (register int h = mr; h; h--) {
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DType r = *a0;
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*a0 = *a1;
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*a1 = r;
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a0 += lda;
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a1 += lda;
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}
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}
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if (inci > 0) KeepOn = (++i <= i2);
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else KeepOn = (--i >= i2);
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} while (KeepOn);
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}
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}
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/*
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* Function signature conversion for calling LAPACK's laswp functions as directly as possible.
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*
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* For documentation: http://www.netlib.org/lapack/double/dlaswp.f
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*
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* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
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*/
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template <typename DType>
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inline void clapack_laswp(const int n, void* a, const int lda, const int k1, const int k2, const int* ipiv, const int incx) {
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laswp<DType>(n, reinterpret_cast<DType*>(a), lda, k1, k2, ipiv, incx);
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}
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} } // namespace nm::math
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#endif // LASWP_H
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/////////////////////////////////////////////////////////////////////
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// = NMatrix
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//
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// A linear algebra library for scientific computation in Ruby.
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// NMatrix is part of SciRuby.
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//
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// NMatrix was originally inspired by and derived from NArray, by
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// Masahiro Tanaka: http://narray.rubyforge.org
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//
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// == Copyright Information
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//
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// SciRuby is Copyright (c) 2010 - 2013, Ruby Science Foundation
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// NMatrix is Copyright (c) 2013, Ruby Science Foundation
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//
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// Please see LICENSE.txt for additional copyright notices.
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//
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// == Contributing
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//
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// By contributing source code to SciRuby, you agree to be bound by
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// our Contributor Agreement:
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//
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// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
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//
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// == long_dtype.h
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//
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// Declarations necessary for the native versions of GEMM and GEMV.
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//
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#ifndef LONG_DTYPE_H
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#define LONG_DTYPE_H
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namespace nm { namespace math {
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// These allow an increase in precision for intermediate values of gemm and gemv.
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// See also: http://stackoverflow.com/questions/11873694/how-does-one-increase-precision-in-c-templates-in-a-template-typename-dependen
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template <typename DType> struct LongDType;
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template <> struct LongDType<uint8_t> { typedef int16_t type; };
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template <> struct LongDType<int8_t> { typedef int16_t type; };
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template <> struct LongDType<int16_t> { typedef int32_t type; };
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template <> struct LongDType<int32_t> { typedef int64_t type; };
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template <> struct LongDType<int64_t> { typedef int64_t type; };
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template <> struct LongDType<float> { typedef double type; };
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template <> struct LongDType<double> { typedef double type; };
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template <> struct LongDType<Complex64> { typedef Complex128 type; };
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template <> struct LongDType<Complex128> { typedef Complex128 type; };
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template <> struct LongDType<Rational32> { typedef Rational128 type; };
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template <> struct LongDType<Rational64> { typedef Rational128 type; };
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template <> struct LongDType<Rational128> { typedef Rational128 type; };
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template <> struct LongDType<RubyObject> { typedef RubyObject type; };
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}} // end of namespace nm::math
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#endif
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/////////////////////////////////////////////////////////////////////
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// = NMatrix
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//
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// A linear algebra library for scientific computation in Ruby.
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// NMatrix is part of SciRuby.
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//
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// NMatrix was originally inspired by and derived from NArray, by
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// Masahiro Tanaka: http://narray.rubyforge.org
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//
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// == Copyright Information
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//
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// SciRuby is Copyright (c) 2010 - 2013, Ruby Science Foundation
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// NMatrix is Copyright (c) 2013, Ruby Science Foundation
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//
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// Please see LICENSE.txt for additional copyright notices.
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//
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// == Contributing
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//
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// By contributing source code to SciRuby, you agree to be bound by
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// our Contributor Agreement:
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//
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// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
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//
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// == math.h
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//
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// Header file for math functions, interfacing with BLAS, etc.
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//
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// For instructions on adding CBLAS and CLAPACK functions, see the
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// beginning of math.cpp.
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//
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// Some of these functions are from ATLAS. Here is the license for
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// ATLAS:
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//
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/*
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* Automatically Tuned Linear Algebra Software v3.8.4
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* (C) Copyright 1999 R. Clint Whaley
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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* 1. Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright
|
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* notice, this list of conditions, and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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* 3. The name of the ATLAS group or the names of its contributers may
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* not be used to endorse or promote products derived from this
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* software without specific written permission.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
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* TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
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* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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* POSSIBILITY OF SUCH DAMAGE.
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*
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*/
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#ifndef MATH_H
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#define MATH_H
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/*
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* Standard Includes
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*/
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extern "C" { // These need to be in an extern "C" block or you'll get all kinds of undefined symbol errors.
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#include <cblas.h>
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#ifdef HAVE_CLAPACK_H
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#include <clapack.h>
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#endif
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}
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#include <algorithm> // std::min, std::max
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#include <limits> // std::numeric_limits
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/*
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* Project Includes
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*/
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#include "lapack.h"
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/*
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* Macros
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*/
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#define REAL_RECURSE_LIMIT 4
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/*
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* Data
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*/
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extern "C" {
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/*
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* C accessors.
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*/
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void nm_math_det_exact(const int M, const void* elements, const int lda, nm::dtype_t dtype, void* result);
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void nm_math_transpose_generic(const size_t M, const size_t N, const void* A, const int lda, void* B, const int ldb, size_t element_size);
|
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void nm_math_init_blas(void);
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+
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105
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}
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+
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107
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+
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namespace nm {
|
109
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namespace math {
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110
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+
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111
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/*
|
112
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* Types
|
113
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+
*/
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+
|
115
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+
|
116
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+
/*
|
117
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+
* Functions
|
118
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+
*/
|
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+
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120
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+
|
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+
template <typename DType>
|
122
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+
inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
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+
const int K, const DType* alpha, const DType* A, const int lda, const DType* beta, DType* C, const int ldc) {
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+
rb_raise(rb_eNotImpError, "syrk not yet implemented for non-BLAS dtypes");
|
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+
}
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+
|
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template <typename DType>
|
128
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+
inline void herk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
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+
const int K, const DType* alpha, const DType* A, const int lda, const DType* beta, DType* C, const int ldc) {
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+
rb_raise(rb_eNotImpError, "herk not yet implemented for non-BLAS dtypes");
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}
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+
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template <>
|
134
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inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
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+
const int K, const float* alpha, const float* A, const int lda, const float* beta, float* C, const int ldc) {
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cblas_ssyrk(Order, Uplo, Trans, N, K, *alpha, A, lda, *beta, C, ldc);
|
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+
}
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+
|
139
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+
template <>
|
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+
inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
141
|
+
const int K, const double* alpha, const double* A, const int lda, const double* beta, double* C, const int ldc) {
|
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+
cblas_dsyrk(Order, Uplo, Trans, N, K, *alpha, A, lda, *beta, C, ldc);
|
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+
}
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+
|
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+
template <>
|
146
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+
inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
147
|
+
const int K, const Complex64* alpha, const Complex64* A, const int lda, const Complex64* beta, Complex64* C, const int ldc) {
|
148
|
+
cblas_csyrk(Order, Uplo, Trans, N, K, alpha, A, lda, beta, C, ldc);
|
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+
}
|
150
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+
|
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+
template <>
|
152
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+
inline void syrk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
153
|
+
const int K, const Complex128* alpha, const Complex128* A, const int lda, const Complex128* beta, Complex128* C, const int ldc) {
|
154
|
+
cblas_zsyrk(Order, Uplo, Trans, N, K, alpha, A, lda, beta, C, ldc);
|
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|
+
}
|
156
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+
|
157
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+
|
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+
template <>
|
159
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inline void herk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
160
|
+
const int K, const Complex64* alpha, const Complex64* A, const int lda, const Complex64* beta, Complex64* C, const int ldc) {
|
161
|
+
cblas_cherk(Order, Uplo, Trans, N, K, alpha->r, A, lda, beta->r, C, ldc);
|
162
|
+
}
|
163
|
+
|
164
|
+
template <>
|
165
|
+
inline void herk(const enum CBLAS_ORDER Order, const enum CBLAS_UPLO Uplo, const enum CBLAS_TRANSPOSE Trans, const int N,
|
166
|
+
const int K, const Complex128* alpha, const Complex128* A, const int lda, const Complex128* beta, Complex128* C, const int ldc) {
|
167
|
+
cblas_zherk(Order, Uplo, Trans, N, K, alpha->r, A, lda, beta->r, C, ldc);
|
168
|
+
}
|
169
|
+
|
170
|
+
|
171
|
+
template <typename DType>
|
172
|
+
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
173
|
+
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const DType* alpha,
|
174
|
+
const DType* A, const int lda, DType* B, const int ldb) {
|
175
|
+
rb_raise(rb_eNotImpError, "trmm not yet implemented for non-BLAS dtypes");
|
176
|
+
}
|
177
|
+
|
178
|
+
template <>
|
179
|
+
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
180
|
+
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const float* alpha,
|
181
|
+
const float* A, const int lda, float* B, const int ldb) {
|
182
|
+
cblas_strmm(order, side, uplo, ta, diag, m, n, *alpha, A, lda, B, ldb);
|
183
|
+
}
|
184
|
+
|
185
|
+
template <>
|
186
|
+
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
187
|
+
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const double* alpha,
|
188
|
+
const double* A, const int lda, double* B, const int ldb) {
|
189
|
+
cblas_dtrmm(order, side, uplo, ta, diag, m, n, *alpha, A, lda, B, ldb);
|
190
|
+
}
|
191
|
+
|
192
|
+
template <>
|
193
|
+
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
194
|
+
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const Complex64* alpha,
|
195
|
+
const Complex64* A, const int lda, Complex64* B, const int ldb) {
|
196
|
+
cblas_ctrmm(order, side, uplo, ta, diag, m, n, alpha, A, lda, B, ldb);
|
197
|
+
}
|
198
|
+
|
199
|
+
template <>
|
200
|
+
inline void trmm(const enum CBLAS_ORDER order, const enum CBLAS_SIDE side, const enum CBLAS_UPLO uplo,
|
201
|
+
const enum CBLAS_TRANSPOSE ta, const enum CBLAS_DIAG diag, const int m, const int n, const Complex128* alpha,
|
202
|
+
const Complex128* A, const int lda, Complex128* B, const int ldb) {
|
203
|
+
cblas_ztrmm(order, side, uplo, ta, diag, m, n, alpha, A, lda, B, ldb);
|
204
|
+
}
|
205
|
+
|
206
|
+
|
207
|
+
|
208
|
+
// Yale: numeric matrix multiply c=a*b
|
209
|
+
template <typename DType, typename IType>
|
210
|
+
inline void numbmm(const unsigned int n, const unsigned int m, const unsigned int l, const IType* ia, const IType* ja, const DType* a, const bool diaga,
|
211
|
+
const IType* ib, const IType* jb, const DType* b, const bool diagb, IType* ic, IType* jc, DType* c, const bool diagc) {
|
212
|
+
const unsigned int max_lmn = std::max(std::max(m, n), l);
|
213
|
+
IType next[max_lmn];
|
214
|
+
DType sums[max_lmn];
|
215
|
+
|
216
|
+
DType v;
|
217
|
+
|
218
|
+
IType head, length, temp, ndnz = 0;
|
219
|
+
IType minmn = std::min(m,n);
|
220
|
+
IType minlm = std::min(l,m);
|
221
|
+
|
222
|
+
for (IType idx = 0; idx < max_lmn; ++idx) { // initialize scratch arrays
|
223
|
+
next[idx] = std::numeric_limits<IType>::max();
|
224
|
+
sums[idx] = 0;
|
225
|
+
}
|
226
|
+
|
227
|
+
for (IType i = 0; i < n; ++i) { // walk down the rows
|
228
|
+
head = std::numeric_limits<IType>::max()-1; // head gets assigned as whichever column of B's row j we last visited
|
229
|
+
length = 0;
|
230
|
+
|
231
|
+
for (IType jj = ia[i]; jj <= ia[i+1]; ++jj) { // walk through entries in each row
|
232
|
+
IType j;
|
233
|
+
|
234
|
+
if (jj == ia[i+1]) { // if we're in the last entry for this row:
|
235
|
+
if (!diaga || i >= minmn) continue;
|
236
|
+
j = i; // if it's a new Yale matrix, and last entry, get the diagonal position (j) and entry (ajj)
|
237
|
+
v = a[i];
|
238
|
+
} else {
|
239
|
+
j = ja[jj]; // if it's not the last entry for this row, get the column (j) and entry (ajj)
|
240
|
+
v = a[jj];
|
241
|
+
}
|
242
|
+
|
243
|
+
for (IType kk = ib[j]; kk <= ib[j+1]; ++kk) {
|
244
|
+
|
245
|
+
IType k;
|
246
|
+
|
247
|
+
if (kk == ib[j+1]) { // Get the column id for that entry
|
248
|
+
if (!diagb || j >= minlm) continue;
|
249
|
+
k = j;
|
250
|
+
sums[k] += v*b[k];
|
251
|
+
} else {
|
252
|
+
k = jb[kk];
|
253
|
+
sums[k] += v*b[kk];
|
254
|
+
}
|
255
|
+
|
256
|
+
if (next[k] == std::numeric_limits<IType>::max()) {
|
257
|
+
next[k] = head;
|
258
|
+
head = k;
|
259
|
+
++length;
|
260
|
+
}
|
261
|
+
} // end of kk loop
|
262
|
+
} // end of jj loop
|
263
|
+
|
264
|
+
for (IType jj = 0; jj < length; ++jj) {
|
265
|
+
if (sums[head] != 0) {
|
266
|
+
if (diagc && head == i) {
|
267
|
+
c[head] = sums[head];
|
268
|
+
} else {
|
269
|
+
jc[n+1+ndnz] = head;
|
270
|
+
c[n+1+ndnz] = sums[head];
|
271
|
+
++ndnz;
|
272
|
+
}
|
273
|
+
}
|
274
|
+
|
275
|
+
temp = head;
|
276
|
+
head = next[head];
|
277
|
+
|
278
|
+
next[temp] = std::numeric_limits<IType>::max();
|
279
|
+
sums[temp] = 0;
|
280
|
+
}
|
281
|
+
|
282
|
+
ic[i+1] = n+1+ndnz;
|
283
|
+
}
|
284
|
+
} /* numbmm_ */
|
285
|
+
|
286
|
+
|
287
|
+
/*
|
288
|
+
template <typename DType, typename IType>
|
289
|
+
inline void new_yale_matrix_multiply(const unsigned int m, const IType* ija, const DType* a, const IType* ijb, const DType* b, YALE_STORAGE* c_storage) {
|
290
|
+
unsigned int n = c_storage->shape[0],
|
291
|
+
l = c_storage->shape[1];
|
292
|
+
|
293
|
+
// Create a working vector of dimension max(m,l,n) and initial value IType::max():
|
294
|
+
std::vector<IType> mask(std::max(std::max(m,l),n), std::numeric_limits<IType>::max());
|
295
|
+
|
296
|
+
for (IType i = 0; i < n; ++i) { // A.rows.each_index do |i|
|
297
|
+
|
298
|
+
IType j, k;
|
299
|
+
size_t ndnz;
|
300
|
+
|
301
|
+
for (IType jj = ija[i]; jj <= ija[i+1]; ++jj) { // walk through column pointers for row i of A
|
302
|
+
j = (jj == ija[i+1]) ? i : ija[jj]; // Get the current column index (handle diagonals last)
|
303
|
+
|
304
|
+
if (j >= m) {
|
305
|
+
if (j == ija[jj]) rb_raise(rb_eIndexError, "ija array for left-hand matrix contains an out-of-bounds column index %u at position %u", jj, j);
|
306
|
+
else break;
|
307
|
+
}
|
308
|
+
|
309
|
+
for (IType kk = ijb[j]; kk <= ijb[j+1]; ++kk) { // walk through column pointers for row j of B
|
310
|
+
if (j >= m) continue; // first of all, does B *have* a row j?
|
311
|
+
k = (kk == ijb[j+1]) ? j : ijb[kk]; // Get the current column index (handle diagonals last)
|
312
|
+
|
313
|
+
if (k >= l) {
|
314
|
+
if (k == ijb[kk]) rb_raise(rb_eIndexError, "ija array for right-hand matrix contains an out-of-bounds column index %u at position %u", kk, k);
|
315
|
+
else break;
|
316
|
+
}
|
317
|
+
|
318
|
+
if (mask[k] == )
|
319
|
+
}
|
320
|
+
|
321
|
+
}
|
322
|
+
}
|
323
|
+
}
|
324
|
+
*/
|
325
|
+
|
326
|
+
// Yale: Symbolic matrix multiply c=a*b
|
327
|
+
template <typename IType>
|
328
|
+
inline size_t symbmm(const unsigned int n, const unsigned int m, const unsigned int l, const IType* ia, const IType* ja, const bool diaga,
|
329
|
+
const IType* ib, const IType* jb, const bool diagb, IType* ic, const bool diagc) {
|
330
|
+
unsigned int max_lmn = std::max(std::max(m,n), l);
|
331
|
+
IType mask[max_lmn]; // INDEX in the SMMP paper.
|
332
|
+
IType j, k; /* Local variables */
|
333
|
+
size_t ndnz = n;
|
334
|
+
|
335
|
+
for (IType idx = 0; idx < max_lmn; ++idx)
|
336
|
+
mask[idx] = std::numeric_limits<IType>::max();
|
337
|
+
|
338
|
+
if (ic) { // Only write to ic if it's supplied; otherwise, we're just counting.
|
339
|
+
if (diagc) ic[0] = n+1;
|
340
|
+
else ic[0] = 0;
|
341
|
+
}
|
342
|
+
|
343
|
+
IType minmn = std::min(m,n);
|
344
|
+
IType minlm = std::min(l,m);
|
345
|
+
|
346
|
+
for (IType i = 0; i < n; ++i) { // MAIN LOOP: through rows
|
347
|
+
|
348
|
+
for (IType jj = ia[i]; jj <= ia[i+1]; ++jj) { // merge row lists, walking through columns in each row
|
349
|
+
|
350
|
+
// j <- column index given by JA[jj], or handle diagonal.
|
351
|
+
if (jj == ia[i+1]) { // Don't really do it the last time -- just handle diagonals in a new yale matrix.
|
352
|
+
if (!diaga || i >= minmn) continue;
|
353
|
+
j = i;
|
354
|
+
} else j = ja[jj];
|
355
|
+
|
356
|
+
for (IType kk = ib[j]; kk <= ib[j+1]; ++kk) { // Now walk through columns K of row J in matrix B.
|
357
|
+
if (kk == ib[j+1]) {
|
358
|
+
if (!diagb || j >= minlm) continue;
|
359
|
+
k = j;
|
360
|
+
} else k = jb[kk];
|
361
|
+
|
362
|
+
if (mask[k] != i) {
|
363
|
+
mask[k] = i;
|
364
|
+
++ndnz;
|
365
|
+
}
|
366
|
+
}
|
367
|
+
}
|
368
|
+
|
369
|
+
if (diagc && mask[i] == std::numeric_limits<IType>::max()) --ndnz;
|
370
|
+
|
371
|
+
if (ic) ic[i+1] = ndnz;
|
372
|
+
}
|
373
|
+
|
374
|
+
return ndnz;
|
375
|
+
} /* symbmm_ */
|
376
|
+
|
377
|
+
|
378
|
+
// In-place quicksort (from Wikipedia) -- called by smmp_sort_columns, below. All functions are inclusive of left, right.
|
379
|
+
namespace smmp_sort {
|
380
|
+
const size_t THRESHOLD = 4; // switch to insertion sort for 4 elements or fewer
|
381
|
+
|
382
|
+
template <typename DType, typename IType>
|
383
|
+
void print_array(DType* vals, IType* array, IType left, IType right) {
|
384
|
+
for (IType i = left; i <= right; ++i) {
|
385
|
+
std::cerr << array[i] << ":" << vals[i] << " ";
|
386
|
+
}
|
387
|
+
std::cerr << std::endl;
|
388
|
+
}
|
389
|
+
|
390
|
+
template <typename DType, typename IType>
|
391
|
+
IType partition(DType* vals, IType* array, IType left, IType right, IType pivot) {
|
392
|
+
IType pivotJ = array[pivot];
|
393
|
+
DType pivotV = vals[pivot];
|
394
|
+
|
395
|
+
// Swap pivot and right
|
396
|
+
array[pivot] = array[right];
|
397
|
+
vals[pivot] = vals[right];
|
398
|
+
array[right] = pivotJ;
|
399
|
+
vals[right] = pivotV;
|
400
|
+
|
401
|
+
IType store = left;
|
402
|
+
for (IType idx = left; idx < right; ++idx) {
|
403
|
+
if (array[idx] <= pivotJ) {
|
404
|
+
// Swap i and store
|
405
|
+
std::swap(array[idx], array[store]);
|
406
|
+
std::swap(vals[idx], vals[store]);
|
407
|
+
++store;
|
408
|
+
}
|
409
|
+
}
|
410
|
+
|
411
|
+
std::swap(array[store], array[right]);
|
412
|
+
std::swap(vals[store], vals[right]);
|
413
|
+
|
414
|
+
return store;
|
415
|
+
}
|
416
|
+
|
417
|
+
// Recommended to use the median of left, right, and mid for the pivot.
|
418
|
+
template <typename IType>
|
419
|
+
IType median(IType a, IType b, IType c) {
|
420
|
+
if (a < b) {
|
421
|
+
if (b < c) return b; // a b c
|
422
|
+
if (a < c) return c; // a c b
|
423
|
+
return a; // c a b
|
424
|
+
|
425
|
+
} else { // a > b
|
426
|
+
if (a < c) return a; // b a c
|
427
|
+
if (b < c) return c; // b c a
|
428
|
+
return b; // c b a
|
429
|
+
}
|
430
|
+
}
|
431
|
+
|
432
|
+
|
433
|
+
// Insertion sort is more efficient than quicksort for small N
|
434
|
+
template <typename DType, typename IType>
|
435
|
+
void insertion_sort(DType* vals, IType* array, IType left, IType right) {
|
436
|
+
for (IType idx = left; idx <= right; ++idx) {
|
437
|
+
IType col_to_insert = array[idx];
|
438
|
+
DType val_to_insert = vals[idx];
|
439
|
+
|
440
|
+
IType hole_pos = idx;
|
441
|
+
for (; hole_pos > left && col_to_insert < array[hole_pos-1]; --hole_pos) {
|
442
|
+
array[hole_pos] = array[hole_pos - 1]; // shift the larger column index up
|
443
|
+
vals[hole_pos] = vals[hole_pos - 1]; // value goes along with it
|
444
|
+
}
|
445
|
+
|
446
|
+
array[hole_pos] = col_to_insert;
|
447
|
+
vals[hole_pos] = val_to_insert;
|
448
|
+
}
|
449
|
+
}
|
450
|
+
|
451
|
+
|
452
|
+
template <typename DType, typename IType>
|
453
|
+
void quicksort(DType* vals, IType* array, IType left, IType right) {
|
454
|
+
|
455
|
+
if (left < right) {
|
456
|
+
if (right - left < THRESHOLD) {
|
457
|
+
insertion_sort(vals, array, left, right);
|
458
|
+
} else {
|
459
|
+
// choose any pivot such that left < pivot < right
|
460
|
+
IType pivot = median(left, right, (IType)(((unsigned long)left + (unsigned long)right) / 2));
|
461
|
+
pivot = partition(vals, array, left, right, pivot);
|
462
|
+
|
463
|
+
// recursively sort elements smaller than the pivot
|
464
|
+
quicksort<DType,IType>(vals, array, left, pivot-1);
|
465
|
+
|
466
|
+
// recursively sort elements at least as big as the pivot
|
467
|
+
quicksort<DType,IType>(vals, array, pivot+1, right);
|
468
|
+
}
|
469
|
+
}
|
470
|
+
}
|
471
|
+
|
472
|
+
|
473
|
+
}; // end of namespace smmp_sort
|
474
|
+
|
475
|
+
|
476
|
+
/*
|
477
|
+
* For use following symbmm and numbmm. Sorts the matrix entries in each row according to the column index.
|
478
|
+
* This utilizes quicksort, which is an in-place unstable sort (since there are no duplicate entries, we don't care
|
479
|
+
* about stability).
|
480
|
+
*
|
481
|
+
* TODO: It might be worthwhile to do a test for free memory, and if available, use an unstable sort that isn't in-place.
|
482
|
+
*
|
483
|
+
* TODO: It's actually probably possible to write an even faster sort, since symbmm/numbmm are not producing a random
|
484
|
+
* ordering. If someone is doing a lot of Yale matrix multiplication, it might benefit them to consider even insertion
|
485
|
+
* sort.
|
486
|
+
*/
|
487
|
+
template <typename DType, typename IType>
|
488
|
+
inline void smmp_sort_columns(const size_t n, const IType* ia, IType* ja, DType* a) {
|
489
|
+
for (size_t i = 0; i < n; ++i) {
|
490
|
+
if (ia[i+1] - ia[i] < 2) continue; // no need to sort rows containing only one or two elements.
|
491
|
+
else if (ia[i+1] - ia[i] <= smmp_sort::THRESHOLD) {
|
492
|
+
smmp_sort::insertion_sort<DType, IType>(a, ja, ia[i], ia[i+1]-1); // faster for small rows
|
493
|
+
} else {
|
494
|
+
smmp_sort::quicksort<DType, IType>(a, ja, ia[i], ia[i+1]-1); // faster for large rows (and may call insertion_sort as well)
|
495
|
+
}
|
496
|
+
}
|
497
|
+
}
|
498
|
+
|
499
|
+
|
500
|
+
|
501
|
+
/*
|
502
|
+
* Transposes a generic Yale matrix (old or new). Specify new by setting diaga = true.
|
503
|
+
*
|
504
|
+
* Based on transp from SMMP (same as symbmm and numbmm).
|
505
|
+
*
|
506
|
+
* This is not named in the same way as most yale_storage functions because it does not act on a YALE_STORAGE
|
507
|
+
* object.
|
508
|
+
*/
|
509
|
+
template <typename DType, typename IType>
|
510
|
+
void transpose_yale(const size_t n, const size_t m, const void* ia_, const void* ja_, const void* a_,
|
511
|
+
const bool diaga, void* ib_, void* jb_, void* b_, const bool move)
|
512
|
+
{
|
513
|
+
const IType *ia = reinterpret_cast<const IType*>(ia_),
|
514
|
+
*ja = reinterpret_cast<const IType*>(ja_);
|
515
|
+
const DType *a = reinterpret_cast<const DType*>(a_);
|
516
|
+
|
517
|
+
IType *ib = reinterpret_cast<IType*>(ib_),
|
518
|
+
*jb = reinterpret_cast<IType*>(jb_);
|
519
|
+
DType *b = reinterpret_cast<DType*>(b_);
|
520
|
+
|
521
|
+
|
522
|
+
|
523
|
+
size_t index;
|
524
|
+
|
525
|
+
// Clear B
|
526
|
+
for (size_t i = 0; i < m+1; ++i) ib[i] = 0;
|
527
|
+
|
528
|
+
if (move)
|
529
|
+
for (size_t i = 0; i < m+1; ++i) b[i] = 0;
|
530
|
+
|
531
|
+
if (diaga) ib[0] = m + 1;
|
532
|
+
else ib[0] = 0;
|
533
|
+
|
534
|
+
/* count indices for each column */
|
535
|
+
|
536
|
+
for (size_t i = 0; i < n; ++i) {
|
537
|
+
for (size_t j = ia[i]; j < ia[i+1]; ++j) {
|
538
|
+
++(ib[ja[j]+1]);
|
539
|
+
}
|
540
|
+
}
|
541
|
+
|
542
|
+
for (size_t i = 0; i < m; ++i) {
|
543
|
+
ib[i+1] = ib[i] + ib[i+1];
|
544
|
+
}
|
545
|
+
|
546
|
+
/* now make jb */
|
547
|
+
|
548
|
+
for (size_t i = 0; i < n; ++i) {
|
549
|
+
|
550
|
+
for (size_t j = ia[i]; j < ia[i+1]; ++j) {
|
551
|
+
index = ja[j];
|
552
|
+
jb[ib[index]] = i;
|
553
|
+
|
554
|
+
if (move)
|
555
|
+
b[ib[index]] = a[j];
|
556
|
+
|
557
|
+
++(ib[index]);
|
558
|
+
}
|
559
|
+
}
|
560
|
+
|
561
|
+
/* now fixup ib */
|
562
|
+
|
563
|
+
for (size_t i = m; i >= 1; --i) {
|
564
|
+
ib[i] = ib[i-1];
|
565
|
+
}
|
566
|
+
|
567
|
+
|
568
|
+
if (diaga) {
|
569
|
+
if (move) {
|
570
|
+
size_t j = std::min(n,m);
|
571
|
+
|
572
|
+
for (size_t i = 0; i < j; ++i) {
|
573
|
+
b[i] = a[i];
|
574
|
+
}
|
575
|
+
}
|
576
|
+
ib[0] = m + 1;
|
577
|
+
|
578
|
+
} else {
|
579
|
+
ib[0] = 0;
|
580
|
+
}
|
581
|
+
}
|
582
|
+
|
583
|
+
|
584
|
+
|
585
|
+
|
586
|
+
|
587
|
+
|
588
|
+
|
589
|
+
/*
|
590
|
+
* From ATLAS 3.8.0:
|
591
|
+
*
|
592
|
+
* Computes one of two LU factorizations based on the setting of the Order
|
593
|
+
* parameter, as follows:
|
594
|
+
* ----------------------------------------------------------------------------
|
595
|
+
* Order == CblasColMajor
|
596
|
+
* Column-major factorization of form
|
597
|
+
* A = P * L * U
|
598
|
+
* where P is a row-permutation matrix, L is lower triangular with unit
|
599
|
+
* diagonal elements (lower trapazoidal if M > N), and U is upper triangular
|
600
|
+
* (upper trapazoidal if M < N).
|
601
|
+
*
|
602
|
+
* ----------------------------------------------------------------------------
|
603
|
+
* Order == CblasRowMajor
|
604
|
+
* Row-major factorization of form
|
605
|
+
* A = P * L * U
|
606
|
+
* where P is a column-permutation matrix, L is lower triangular (lower
|
607
|
+
* trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
|
608
|
+
* trapazoidal if M < N).
|
609
|
+
*
|
610
|
+
* ============================================================================
|
611
|
+
* Let IERR be the return value of the function:
|
612
|
+
* If IERR == 0, successful exit.
|
613
|
+
* If (IERR < 0) the -IERR argument had an illegal value
|
614
|
+
* If (IERR > 0 && Order == CblasColMajor)
|
615
|
+
* U(i-1,i-1) is exactly zero. The factorization has been completed,
|
616
|
+
* but the factor U is exactly singular, and division by zero will
|
617
|
+
* occur if it is used to solve a system of equations.
|
618
|
+
* If (IERR > 0 && Order == CblasRowMajor)
|
619
|
+
* L(i-1,i-1) is exactly zero. The factorization has been completed,
|
620
|
+
* but the factor L is exactly singular, and division by zero will
|
621
|
+
* occur if it is used to solve a system of equations.
|
622
|
+
*/
|
623
|
+
template <typename DType>
|
624
|
+
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, DType* A, const int lda) {
|
625
|
+
#ifdef HAVE_CLAPACK_H
|
626
|
+
rb_raise(rb_eNotImpError, "not yet implemented for non-BLAS dtypes");
|
627
|
+
#else
|
628
|
+
rb_raise(rb_eNotImpError, "only LAPACK version implemented thus far");
|
629
|
+
#endif
|
630
|
+
return 0;
|
631
|
+
}
|
632
|
+
|
633
|
+
#ifdef HAVE_CLAPACK_H
|
634
|
+
template <>
|
635
|
+
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, float* A, const int lda) {
|
636
|
+
return clapack_spotrf(order, uplo, N, A, lda);
|
637
|
+
}
|
638
|
+
|
639
|
+
template <>
|
640
|
+
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, double* A, const int lda) {
|
641
|
+
return clapack_dpotrf(order, uplo, N, A, lda);
|
642
|
+
}
|
643
|
+
|
644
|
+
template <>
|
645
|
+
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, Complex64* A, const int lda) {
|
646
|
+
return clapack_cpotrf(order, uplo, N, reinterpret_cast<void*>(A), lda);
|
647
|
+
}
|
648
|
+
|
649
|
+
template <>
|
650
|
+
inline int potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, Complex128* A, const int lda) {
|
651
|
+
return clapack_zpotrf(order, uplo, N, reinterpret_cast<void*>(A), lda);
|
652
|
+
}
|
653
|
+
#endif
|
654
|
+
|
655
|
+
|
656
|
+
|
657
|
+
// Copies an upper row-major array from U, zeroing U; U is unit, so diagonal is not copied.
|
658
|
+
//
|
659
|
+
// From ATLAS 3.8.0.
|
660
|
+
template <typename DType>
|
661
|
+
static inline void trcpzeroU(const int M, const int N, DType* U, const int ldu, DType* C, const int ldc) {
|
662
|
+
|
663
|
+
for (int i = 0; i != M; ++i) {
|
664
|
+
for (int j = i+1; j < N; ++j) {
|
665
|
+
C[j] = U[j];
|
666
|
+
U[j] = 0;
|
667
|
+
}
|
668
|
+
|
669
|
+
C += ldc;
|
670
|
+
U += ldu;
|
671
|
+
}
|
672
|
+
}
|
673
|
+
|
674
|
+
|
675
|
+
/*
|
676
|
+
* Un-comment the following lines when we figure out how to calculate NB for each of the ATLAS-derived
|
677
|
+
* functions. This is probably really complicated.
|
678
|
+
*
|
679
|
+
* Also needed: ATL_MulByNB, ATL_DivByNB (both defined in the build process for ATLAS), and ATL_mmMU.
|
680
|
+
*
|
681
|
+
*/
|
682
|
+
|
683
|
+
/*
|
684
|
+
|
685
|
+
template <bool RowMajor, bool Upper, typename DType>
|
686
|
+
static int trtri_4(const enum CBLAS_DIAG Diag, DType* A, const int lda) {
|
687
|
+
|
688
|
+
if (RowMajor) {
|
689
|
+
DType *pA0 = A, *pA1 = A+lda, *pA2 = A+2*lda, *pA3 = A+3*lda;
|
690
|
+
DType tmp;
|
691
|
+
if (Upper) {
|
692
|
+
DType A01 = pA0[1], A02 = pA0[2], A03 = pA0[3],
|
693
|
+
A12 = pA1[2], A13 = pA1[3],
|
694
|
+
A23 = pA2[3];
|
695
|
+
|
696
|
+
if (Diag == CblasNonUnit) {
|
697
|
+
pA0->inverse();
|
698
|
+
(pA1+1)->inverse();
|
699
|
+
(pA2+2)->inverse();
|
700
|
+
(pA3+3)->inverse();
|
701
|
+
|
702
|
+
pA0[1] = -A01 * pA1[1] * pA0[0];
|
703
|
+
pA1[2] = -A12 * pA2[2] * pA1[1];
|
704
|
+
pA2[3] = -A23 * pA3[3] * pA2[2];
|
705
|
+
|
706
|
+
pA0[2] = -(A01 * pA1[2] + A02 * pA2[2]) * pA0[0];
|
707
|
+
pA1[3] = -(A12 * pA2[3] + A13 * pA3[3]) * pA1[1];
|
708
|
+
|
709
|
+
pA0[3] = -(A01 * pA1[3] + A02 * pA2[3] + A03 * pA3[3]) * pA0[0];
|
710
|
+
|
711
|
+
} else {
|
712
|
+
|
713
|
+
pA0[1] = -A01;
|
714
|
+
pA1[2] = -A12;
|
715
|
+
pA2[3] = -A23;
|
716
|
+
|
717
|
+
pA0[2] = -(A01 * pA1[2] + A02);
|
718
|
+
pA1[3] = -(A12 * pA2[3] + A13);
|
719
|
+
|
720
|
+
pA0[3] = -(A01 * pA1[3] + A02 * pA2[3] + A03);
|
721
|
+
}
|
722
|
+
|
723
|
+
} else { // Lower
|
724
|
+
DType A10 = pA1[0],
|
725
|
+
A20 = pA2[0], A21 = pA2[1],
|
726
|
+
A30 = PA3[0], A31 = pA3[1], A32 = pA3[2];
|
727
|
+
DType *B10 = pA1,
|
728
|
+
*B20 = pA2,
|
729
|
+
*B30 = pA3,
|
730
|
+
*B21 = pA2+1,
|
731
|
+
*B31 = pA3+1,
|
732
|
+
*B32 = pA3+2;
|
733
|
+
|
734
|
+
|
735
|
+
if (Diag == CblasNonUnit) {
|
736
|
+
pA0->inverse();
|
737
|
+
(pA1+1)->inverse();
|
738
|
+
(pA2+2)->inverse();
|
739
|
+
(pA3+3)->inverse();
|
740
|
+
|
741
|
+
*B10 = -A10 * pA0[0] * pA1[1];
|
742
|
+
*B21 = -A21 * pA1[1] * pA2[2];
|
743
|
+
*B32 = -A32 * pA2[2] * pA3[3];
|
744
|
+
*B20 = -(A20 * pA0[0] + A21 * (*B10)) * pA2[2];
|
745
|
+
*B31 = -(A31 * pA1[1] + A32 * (*B21)) * pA3[3];
|
746
|
+
*B30 = -(A30 * pA0[0] + A31 * (*B10) + A32 * (*B20)) * pA3;
|
747
|
+
} else {
|
748
|
+
*B10 = -A10;
|
749
|
+
*B21 = -A21;
|
750
|
+
*B32 = -A32;
|
751
|
+
*B20 = -(A20 + A21 * (*B10));
|
752
|
+
*B31 = -(A31 + A32 * (*B21));
|
753
|
+
*B30 = -(A30 + A31 * (*B10) + A32 * (*B20));
|
754
|
+
}
|
755
|
+
}
|
756
|
+
|
757
|
+
} else {
|
758
|
+
rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
759
|
+
}
|
760
|
+
|
761
|
+
return 0;
|
762
|
+
|
763
|
+
}
|
764
|
+
|
765
|
+
|
766
|
+
template <bool RowMajor, bool Upper, typename DType>
|
767
|
+
static int trtri_3(const enum CBLAS_DIAG Diag, DType* A, const int lda) {
|
768
|
+
|
769
|
+
if (RowMajor) {
|
770
|
+
|
771
|
+
DType tmp;
|
772
|
+
|
773
|
+
if (Upper) {
|
774
|
+
DType A01 = pA0[1], A02 = pA0[2], A03 = pA0[3],
|
775
|
+
A12 = pA1[2], A13 = pA1[3];
|
776
|
+
|
777
|
+
DType *B01 = pA0 + 1,
|
778
|
+
*B02 = pA0 + 2,
|
779
|
+
*B12 = pA1 + 2;
|
780
|
+
|
781
|
+
if (Diag == CblasNonUnit) {
|
782
|
+
pA0->inverse();
|
783
|
+
(pA1+1)->inverse();
|
784
|
+
(pA2+2)->inverse();
|
785
|
+
|
786
|
+
*B01 = -A01 * pA1[1] * pA0[0];
|
787
|
+
*B12 = -A12 * pA2[2] * pA1[1];
|
788
|
+
*B02 = -(A01 * (*B12) + A02 * pA2[2]) * pA0[0];
|
789
|
+
} else {
|
790
|
+
*B01 = -A01;
|
791
|
+
*B12 = -A12;
|
792
|
+
*B02 = -(A01 * (*B12) + A02);
|
793
|
+
}
|
794
|
+
|
795
|
+
} else { // Lower
|
796
|
+
DType *pA0=A, *pA1=A+lda, *pA2=A+2*lda;
|
797
|
+
DType A10=pA1[0],
|
798
|
+
A20=pA2[0], A21=pA2[1];
|
799
|
+
|
800
|
+
DType *B10 = pA1,
|
801
|
+
*B20 = pA2;
|
802
|
+
*B21 = pA2+1;
|
803
|
+
|
804
|
+
if (Diag == CblasNonUnit) {
|
805
|
+
pA0->inverse();
|
806
|
+
(pA1+1)->inverse();
|
807
|
+
(pA2+2)->inverse();
|
808
|
+
*B10 = -A10 * pA0[0] * pA1[1];
|
809
|
+
*B21 = -A21 * pA1[1] * pA2[2];
|
810
|
+
*B20 = -(A20 * pA0[0] + A21 * (*B10)) * pA2[2];
|
811
|
+
} else {
|
812
|
+
*B10 = -A10;
|
813
|
+
*B21 = -A21;
|
814
|
+
*B20 = -(A20 + A21 * (*B10));
|
815
|
+
}
|
816
|
+
}
|
817
|
+
|
818
|
+
|
819
|
+
} else {
|
820
|
+
rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
821
|
+
}
|
822
|
+
|
823
|
+
return 0;
|
824
|
+
|
825
|
+
}
|
826
|
+
|
827
|
+
template <bool RowMajor, bool Upper, bool Real, typename DType>
|
828
|
+
static void trtri(const enum CBLAS_DIAG Diag, const int N, DType* A, const int lda) {
|
829
|
+
DType *Age, *Atr;
|
830
|
+
DType tmp;
|
831
|
+
int Nleft, Nright;
|
832
|
+
|
833
|
+
int ierr = 0;
|
834
|
+
|
835
|
+
static const DType ONE = 1;
|
836
|
+
static const DType MONE -1;
|
837
|
+
static const DType NONE = -1;
|
838
|
+
|
839
|
+
if (RowMajor) {
|
840
|
+
|
841
|
+
// FIXME: Use REAL_RECURSE_LIMIT here for float32 and float64 (instead of 1)
|
842
|
+
if ((Real && N > REAL_RECURSE_LIMIT) || (N > 1)) {
|
843
|
+
Nleft = N >> 1;
|
844
|
+
#ifdef NB
|
845
|
+
if (Nleft > NB) NLeft = ATL_MulByNB(ATL_DivByNB(Nleft));
|
846
|
+
#endif
|
847
|
+
|
848
|
+
Nright = N - Nleft;
|
849
|
+
|
850
|
+
if (Upper) {
|
851
|
+
Age = A + Nleft;
|
852
|
+
Atr = A + (Nleft * (lda+1));
|
853
|
+
|
854
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasUpper, CblasNoTrans, Diag,
|
855
|
+
Nleft, Nright, ONE, Atr, lda, Age, lda);
|
856
|
+
|
857
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasLeft, CblasUpper, CblasNoTrans, Diag,
|
858
|
+
Nleft, Nright, MONE, A, lda, Age, lda);
|
859
|
+
|
860
|
+
} else { // Lower
|
861
|
+
Age = A + ((Nleft*lda));
|
862
|
+
Atr = A + (Nleft * (lda+1));
|
863
|
+
|
864
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasLower, CblasNoTrans, Diag,
|
865
|
+
Nright, Nleft, ONE, A, lda, Age, lda);
|
866
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasLeft, CblasLower, CblasNoTrans, Diag,
|
867
|
+
Nright, Nleft, MONE, Atr, lda, Age, lda);
|
868
|
+
}
|
869
|
+
|
870
|
+
ierr = trtri<RowMajor,Upper,Real,DType>(Diag, Nleft, A, lda);
|
871
|
+
if (ierr) return ierr;
|
872
|
+
|
873
|
+
ierr = trtri<RowMajor,Upper,Real,DType>(Diag, Nright, Atr, lda);
|
874
|
+
if (ierr) return ierr + Nleft;
|
875
|
+
|
876
|
+
} else {
|
877
|
+
if (Real) {
|
878
|
+
if (N == 4) {
|
879
|
+
return trtri_4<RowMajor,Upper,Real,DType>(Diag, A, lda);
|
880
|
+
} else if (N == 3) {
|
881
|
+
return trtri_3<RowMajor,Upper,Real,DType>(Diag, A, lda);
|
882
|
+
} else if (N == 2) {
|
883
|
+
if (Diag == CblasNonUnit) {
|
884
|
+
A->inverse();
|
885
|
+
(A+(lda+1))->inverse();
|
886
|
+
|
887
|
+
if (Upper) {
|
888
|
+
*(A+1) *= *A; // TRI_MUL
|
889
|
+
*(A+1) *= *(A+lda+1); // TRI_MUL
|
890
|
+
} else {
|
891
|
+
*(A+lda) *= *A; // TRI_MUL
|
892
|
+
*(A+lda) *= *(A+lda+1); // TRI_MUL
|
893
|
+
}
|
894
|
+
}
|
895
|
+
|
896
|
+
if (Upper) *(A+1) = -*(A+1); // TRI_NEG
|
897
|
+
else *(A+lda) = -*(A+lda); // TRI_NEG
|
898
|
+
} else if (Diag == CblasNonUnit) A->inverse();
|
899
|
+
} else { // not real
|
900
|
+
if (Diag == CblasNonUnit) A->inverse();
|
901
|
+
}
|
902
|
+
}
|
903
|
+
|
904
|
+
} else {
|
905
|
+
rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
906
|
+
}
|
907
|
+
|
908
|
+
return ierr;
|
909
|
+
}
|
910
|
+
|
911
|
+
|
912
|
+
template <bool RowMajor, bool Real, typename DType>
|
913
|
+
int getri(const int N, DType* A, const int lda, const int* ipiv, DType* wrk, const int lwrk) {
|
914
|
+
|
915
|
+
if (!RowMajor) rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
916
|
+
|
917
|
+
int jb, nb, I, ndown, iret;
|
918
|
+
|
919
|
+
const DType ONE = 1, NONE = -1;
|
920
|
+
|
921
|
+
int iret = trtri<RowMajor,false,Real,DType>(CblasNonUnit, N, A, lda);
|
922
|
+
if (!iret && N > 1) {
|
923
|
+
jb = lwrk / N;
|
924
|
+
if (jb >= NB) nb = ATL_MulByNB(ATL_DivByNB(jb));
|
925
|
+
else if (jb >= ATL_mmMU) nb = (jb/ATL_mmMU)*ATL_mmMU;
|
926
|
+
else nb = jb;
|
927
|
+
if (!nb) return -6; // need at least 1 row of workspace
|
928
|
+
|
929
|
+
// only first iteration will have partial block, unroll it
|
930
|
+
|
931
|
+
jb = N - (N/nb) * nb;
|
932
|
+
if (!jb) jb = nb;
|
933
|
+
I = N - jb;
|
934
|
+
A += lda * I;
|
935
|
+
trcpzeroU<DType>(jb, jb, A+I, lda, wrk, jb);
|
936
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasLeft, CblasUpper, CblasNoTrans, CblasUnit,
|
937
|
+
jb, N, ONE, wrk, jb, A, lda);
|
938
|
+
|
939
|
+
if (I) {
|
940
|
+
do {
|
941
|
+
I -= nb;
|
942
|
+
A -= nb * lda;
|
943
|
+
ndown = N-I;
|
944
|
+
trcpzeroU<DType>(nb, ndown, A+I, lda, wrk, ndown);
|
945
|
+
nm::math::gemm<DType>(CblasRowMajor, CblasLeft, CblasUpper, CblasNoTrans, CblasUnit,
|
946
|
+
nb, N, ONE, wrk, ndown, A, lda);
|
947
|
+
} while (I);
|
948
|
+
}
|
949
|
+
|
950
|
+
// Apply row interchanges
|
951
|
+
|
952
|
+
for (I = N - 2; I >= 0; --I) {
|
953
|
+
jb = ipiv[I];
|
954
|
+
if (jb != I) nm::math::swap<DType>(N, A+I*lda, 1, A+jb*lda, 1);
|
955
|
+
}
|
956
|
+
}
|
957
|
+
|
958
|
+
return iret;
|
959
|
+
}
|
960
|
+
*/
|
961
|
+
|
962
|
+
|
963
|
+
|
964
|
+
template <bool is_complex, typename DType>
|
965
|
+
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, DType* A, const int lda) {
|
966
|
+
|
967
|
+
int Nleft, Nright;
|
968
|
+
const DType ONE = 1;
|
969
|
+
DType *G, *U0 = A, *U1;
|
970
|
+
|
971
|
+
if (N > 1) {
|
972
|
+
Nleft = N >> 1;
|
973
|
+
#ifdef NB
|
974
|
+
if (Nleft > NB) Nleft = ATL_MulByNB(ATL_DivByNB(Nleft));
|
975
|
+
#endif
|
976
|
+
|
977
|
+
Nright = N - Nleft;
|
978
|
+
|
979
|
+
// FIXME: There's a simpler way to write this next block, but I'm way too tired to work it out right now.
|
980
|
+
if (uplo == CblasUpper) {
|
981
|
+
if (order == CblasRowMajor) {
|
982
|
+
G = A + Nleft;
|
983
|
+
U1 = G + Nleft * lda;
|
984
|
+
} else {
|
985
|
+
G = A + Nleft * lda;
|
986
|
+
U1 = G + Nleft;
|
987
|
+
}
|
988
|
+
} else {
|
989
|
+
if (order == CblasRowMajor) {
|
990
|
+
G = A + Nleft * lda;
|
991
|
+
U1 = G + Nleft;
|
992
|
+
} else {
|
993
|
+
G = A + Nleft;
|
994
|
+
U1 = G + Nleft * lda;
|
995
|
+
}
|
996
|
+
}
|
997
|
+
|
998
|
+
lauum<is_complex, DType>(order, uplo, Nleft, U0, lda);
|
999
|
+
|
1000
|
+
if (is_complex) {
|
1001
|
+
|
1002
|
+
nm::math::herk<DType>(order, uplo,
|
1003
|
+
uplo == CblasLower ? CblasConjTrans : CblasNoTrans,
|
1004
|
+
Nleft, Nright, &ONE, G, lda, &ONE, U0, lda);
|
1005
|
+
|
1006
|
+
nm::math::trmm<DType>(order, CblasLeft, uplo, CblasConjTrans, CblasNonUnit, Nright, Nleft, &ONE, U1, lda, G, lda);
|
1007
|
+
} else {
|
1008
|
+
nm::math::syrk<DType>(order, uplo,
|
1009
|
+
uplo == CblasLower ? CblasTrans : CblasNoTrans,
|
1010
|
+
Nleft, Nright, &ONE, G, lda, &ONE, U0, lda);
|
1011
|
+
|
1012
|
+
nm::math::trmm<DType>(order, CblasLeft, uplo, CblasTrans, CblasNonUnit, Nright, Nleft, &ONE, U1, lda, G, lda);
|
1013
|
+
}
|
1014
|
+
lauum<is_complex, DType>(order, uplo, Nright, U1, lda);
|
1015
|
+
|
1016
|
+
} else {
|
1017
|
+
*A = *A * *A;
|
1018
|
+
}
|
1019
|
+
}
|
1020
|
+
|
1021
|
+
|
1022
|
+
#ifdef HAVE_CLAPACK_H
|
1023
|
+
template <bool is_complex>
|
1024
|
+
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, float* A, const int lda) {
|
1025
|
+
clapack_slauum(order, uplo, N, A, lda);
|
1026
|
+
}
|
1027
|
+
|
1028
|
+
template <bool is_complex>
|
1029
|
+
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, double* A, const int lda) {
|
1030
|
+
clapack_dlauum(order, uplo, N, A, lda);
|
1031
|
+
}
|
1032
|
+
|
1033
|
+
template <bool is_complex>
|
1034
|
+
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, Complex64* A, const int lda) {
|
1035
|
+
clapack_clauum(order, uplo, N, A, lda);
|
1036
|
+
}
|
1037
|
+
|
1038
|
+
template <bool is_complex>
|
1039
|
+
inline void lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int N, Complex128* A, const int lda) {
|
1040
|
+
clapack_zlauum(order, uplo, N, A, lda);
|
1041
|
+
}
|
1042
|
+
#endif
|
1043
|
+
|
1044
|
+
|
1045
|
+
/*
|
1046
|
+
* Function signature conversion for calling LAPACK's lauum functions as directly as possible.
|
1047
|
+
*
|
1048
|
+
* For documentation: http://www.netlib.org/lapack/double/dlauum.f
|
1049
|
+
*
|
1050
|
+
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
1051
|
+
*/
|
1052
|
+
template <bool is_complex, typename DType>
|
1053
|
+
inline int clapack_lauum(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, void* a, const int lda) {
|
1054
|
+
if (n < 0) rb_raise(rb_eArgError, "n cannot be less than zero, is set to %d", n);
|
1055
|
+
if (lda < n || lda < 1) rb_raise(rb_eArgError, "lda must be >= max(n,1); lda=%d, n=%d\n", lda, n);
|
1056
|
+
|
1057
|
+
if (uplo == CblasUpper) lauum<is_complex, DType>(order, uplo, n, reinterpret_cast<DType*>(a), lda);
|
1058
|
+
else lauum<is_complex, DType>(order, uplo, n, reinterpret_cast<DType*>(a), lda);
|
1059
|
+
|
1060
|
+
return 0;
|
1061
|
+
}
|
1062
|
+
|
1063
|
+
|
1064
|
+
|
1065
|
+
|
1066
|
+
/*
|
1067
|
+
* Macro for declaring LAPACK specializations of the getrf function.
|
1068
|
+
*
|
1069
|
+
* type is the DType; call is the specific function to call; cast_as is what the DType* should be
|
1070
|
+
* cast to in order to pass it to LAPACK.
|
1071
|
+
*/
|
1072
|
+
#define LAPACK_GETRF(type, call, cast_as) \
|
1073
|
+
template <> \
|
1074
|
+
inline int getrf(const enum CBLAS_ORDER Order, const int M, const int N, type * A, const int lda, int* ipiv) { \
|
1075
|
+
int info = call(Order, M, N, reinterpret_cast<cast_as *>(A), lda, ipiv); \
|
1076
|
+
if (!info) return info; \
|
1077
|
+
else { \
|
1078
|
+
rb_raise(rb_eArgError, "getrf: problem with argument %d\n", info); \
|
1079
|
+
return info; \
|
1080
|
+
} \
|
1081
|
+
}
|
1082
|
+
|
1083
|
+
/* Specialize for ATLAS types */
|
1084
|
+
/*LAPACK_GETRF(float, clapack_sgetrf, float)
|
1085
|
+
LAPACK_GETRF(double, clapack_dgetrf, double)
|
1086
|
+
LAPACK_GETRF(Complex64, clapack_cgetrf, void)
|
1087
|
+
LAPACK_GETRF(Complex128, clapack_zgetrf, void)
|
1088
|
+
*/
|
1089
|
+
|
1090
|
+
|
1091
|
+
|
1092
|
+
/*
|
1093
|
+
* Function signature conversion for calling LAPACK's potrf functions as directly as possible.
|
1094
|
+
*
|
1095
|
+
* For documentation: http://www.netlib.org/lapack/double/dpotrf.f
|
1096
|
+
*
|
1097
|
+
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
1098
|
+
*/
|
1099
|
+
template <typename DType>
|
1100
|
+
inline int clapack_potrf(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, void* a, const int lda) {
|
1101
|
+
return potrf<DType>(order, uplo, n, reinterpret_cast<DType*>(a), lda);
|
1102
|
+
}
|
1103
|
+
|
1104
|
+
|
1105
|
+
|
1106
|
+
template <typename DType>
|
1107
|
+
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, DType* a, const int lda) {
|
1108
|
+
rb_raise(rb_eNotImpError, "potri not yet implemented for non-BLAS dtypes");
|
1109
|
+
return 0;
|
1110
|
+
}
|
1111
|
+
|
1112
|
+
|
1113
|
+
#ifdef HAVE_CLAPACK_H
|
1114
|
+
template <>
|
1115
|
+
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, float* a, const int lda) {
|
1116
|
+
return clapack_spotri(order, uplo, n, a, lda);
|
1117
|
+
}
|
1118
|
+
|
1119
|
+
template <>
|
1120
|
+
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, double* a, const int lda) {
|
1121
|
+
return clapack_dpotri(order, uplo, n, a, lda);
|
1122
|
+
}
|
1123
|
+
|
1124
|
+
template <>
|
1125
|
+
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, Complex64* a, const int lda) {
|
1126
|
+
return clapack_cpotri(order, uplo, n, reinterpret_cast<void*>(a), lda);
|
1127
|
+
}
|
1128
|
+
|
1129
|
+
template <>
|
1130
|
+
inline int potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, Complex128* a, const int lda) {
|
1131
|
+
return clapack_zpotri(order, uplo, n, reinterpret_cast<void*>(a), lda);
|
1132
|
+
}
|
1133
|
+
#endif
|
1134
|
+
|
1135
|
+
|
1136
|
+
/*
|
1137
|
+
* Function signature conversion for calling LAPACK's potri functions as directly as possible.
|
1138
|
+
*
|
1139
|
+
* For documentation: http://www.netlib.org/lapack/double/dpotri.f
|
1140
|
+
*
|
1141
|
+
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
1142
|
+
*/
|
1143
|
+
template <typename DType>
|
1144
|
+
inline int clapack_potri(const enum CBLAS_ORDER order, const enum CBLAS_UPLO uplo, const int n, void* a, const int lda) {
|
1145
|
+
return potri<DType>(order, uplo, n, reinterpret_cast<DType*>(a), lda);
|
1146
|
+
}
|
1147
|
+
|
1148
|
+
|
1149
|
+
|
1150
|
+
|
1151
|
+
}} // end namespace nm::math
|
1152
|
+
|
1153
|
+
|
1154
|
+
#endif // MATH_H
|