ngsolve 6.2.2501__cp312-cp312-macosx_10_15_universal2.whl → 6.2.2501.post37.dev1__cp312-cp312-macosx_10_15_universal2.whl

netgen/include/cholesky.hpp

@@ -1,720 +0,0 @@
-#ifndef FILE_CHOLESKY
-#define FILE_CHOLESKY
-
-/****************************************************************************/
-/* File:   cholesky.hpp                                                     */
-/* Author: Joachim Schoeberl                                                */
-/* Date:   25. Mar. 2000, 16. June 2002                                     */
-/****************************************************************************/
-
-#include "matrix.hpp"
-
-namespace ngbla
-{
-
-  /**
-     The Cholesky-factorization of a symmetric dense matrix.
-     A = L D L^T
-  */
-  template <class T>
-  class FlatCholeskyFactors
-  {
-  protected:
-    /// matrix size
-    int n;
-    /// left factor
-    T * lfact;
-    /// inverse diagonal
-    T * diag;
-  public:
-    // typedef typename mat_traits<T>::TV_COL TV;
-    /// Factor the matrix A
-    FlatCholeskyFactors (const FlatMatrix<T> & a, T * data)
-    {
-      diag = data;
-      Factor (a);
-    }
-
-    /// Factor the matrix A
-    FlatCholeskyFactors (const FlatMatrix<T> & a, LocalHeap & lh)
-    {
-      diag = (T*)lh.Alloc(sizeof(T)*RequiredMem(a.Height()));
-      Factor (a);
-    }
-
-    ///
-    NGS_DLL_HEADER void Factor (const FlatMatrix<T> & a);
-    /// Multiply with the inverse of A 
-    template <typename TV1, typename TV2>
-    // NGS_DLL_HEADER void Mult (SliceVector<TV> x, SliceVector<TV> y) const
-    void Mult (TV1 && x, TV2 && y) const
-    {   
-      // TV sum, val;
-      // decltype (y(0)) sum, val;
-
-
-      const T *pj;
-
-      for (int i = 0; i < n; i++)
-        y(i) = x(i);
-      
-      for (int i = 0; i < n; i++)
-        {
-          auto sum = y(i);
-          
-          pj = PRow(i);
-          for (int j = 0; j < i; ++j)
-            sum -= pj[j] * y(j);
-          
-          y(i) = sum;
-        }
-      
-      for (int i = 0; i < n; i++)
-        {
-          auto sum = diag[i] * y(i);
-          y(i) = sum;
-      }
-      
-      for (int i = n-1; i >= 0; i--)
-        {
-          pj = PRow(i);
-          auto val = y(i);
-          for (int j = 0; j < i; ++j)
-            y(j) -= pj[j] * val;
-        }
-    }
-    
-    /// Print factorization
-    NGS_DLL_HEADER ostream & Print (ostream & ost) const;
-
-
-    /// computes required memory
-    static int RequiredMem (int n)
-    { return n*(n+1)/2; }
-
-  private:
-    /// first element in row
-    T * PRow (int i) const { return lfact + (i*(i-1)) / 2; }
-  };
-
-
-  ///  output operator.
-  template<typename T>
-  inline std::ostream & operator<< (std::ostream & s, const FlatCholeskyFactors<T> & m)
-  {
-    m.Print (s);
-    return s;
-  }
-
-
-
-  template <class T>
-  class CholeskyFactors : public FlatCholeskyFactors<T>
-  {
-  public:
-    /// Factor the matrix A
-    CholeskyFactors (const FlatMatrix<T> & a)
-      : FlatCholeskyFactors<T> (a, new T[this->RequiredMem(a.Height())])
-    { ; }
-    /// Delete memory
-    ~CholeskyFactors ()
-    {
-      delete [] this->diag;
-    }
-  };
-
-
-
-
-
-
-
-
-  // high performance LDL factorization as used for SparseCholesky
-  /*
-  template <typename T, ORDERING ORD>
-  INLINE void MySubABt (SliceMatrix<T,ORD> a,
-                        SliceMatrix<T,ORD> b,
-                        SliceMatrix<T,ORD> c)
-  {
-    static Timer timer1("SparseCholesky::Factor gemm 1", NoTracing);
-    static Timer timer2("SparseCholesky::Factor gemm 2", NoTracing);
-    static Timer timer3("SparseCholesky::Factor gemm 3", NoTracing);
-            
-    // if (c.Height() < 10 && c.Width() < 10) //  && a.Width() < 10)
-    if (c.Height() < 10 || c.Width() < 10 || a.Width() < 10)
-    // if (false)
-      {
-        // timer1.Start();
-        c -= a * Trans(b);
-        // timer1.Stop();
-        // timer1.AddFlops(c.Height()*c.Width()*a.Width());
-      }
-    else
-      {
-        if (c.Height() < 128 && c.Width() < 128)
-          // if (true)
-          {
-            // timer2.Start();
-            // c -= a * Trans(b) | Lapack;
-            ngbla::SubABt(a,b,c);
-            // timer2.Stop();
-            // timer2.AddFlops(c.Height()*c.Width()*a.Width());
-          }
-        else
-          {
-            timer3.Start();
-            int nr = c.Height()/128+1;
-            int nc = c.Width()/128+1;
-            task_manager -> CreateJob
-                         ( [&] (const TaskInfo & ti)
-                           {
-                             int br = ti.task_nr % nr;
-                             int bc = ti.task_nr / nr;
-                             auto rowr = Range(c.Height()).Split (br, nr);
-                             auto colr = Range(c.Width()).Split (bc, nc);
-                             // c.Rows(rowr).Cols(colr) -= a.Rows(rowr) * Trans(b.Rows(colr)) | Lapack;
-                             ngbla::SubABt(a.Rows(rowr),b.Rows(colr), c.Rows(rowr).Cols(colr));
-                           }, nr*nc);
-            timer3.AddFlops(c.Height()*c.Width()*a.Width());
-            timer3.Stop();
-          }
-      }
-  }
-  */
-
-  
-/*
-  A   B^t     =  L1        D1  0       L1^t  B1 
-  B   C       =  B1 L2      0  D2            L2^t
- */ 
-
-  /*
-  template <typename T, ORDERING ORD>
-  void MySubADBt (SliceMatrix<T,ORD> A,
-                  SliceVector<T> diag,
-                  SliceMatrix<T,ORD> B,
-                  SliceMatrix<T,ORD> C)
-  {
-    Matrix<T,ORD> hB(B.Height(), B.Width());
-    for (int i = 0; i < hB.Width(); i++)
-      hB.Col(i) = diag(i) * B.Col(i);
-    C -= A * Trans(hB);
-  }
-  */
-
-  
-  template <typename T, ORDERING ORD>
-  INLINE void MySubADBt (SliceMatrix<T,ORD> a,
-                         SliceVector<T> diag,
-                         SliceMatrix<T,ORD> b,
-                         SliceMatrix<T,ORD> c,
-                         bool symmetric)
-  {
-    // static Timer timer1("SparseCholesky::Factor gemm 1", NoTracing);
-    // static Timer timer2("SparseCholesky::Factor gemm 2", NoTracing);
-    // static Timer timer3("SparseCholesky::Factor gemm 3", NoTracing);
-
-    /*
-    // if (c.Height() < 10 && c.Width() < 10) //  && a.Width() < 10)
-    if (c.Height() < 10 && c.Width() < 10 && a.Width() < 10)
-    // if (false)
-      {
-        // timer1.Start();
-        T hmem[100];
-        FlatMatrix<T,ORD> hb(b.Height(), b.Width(), &hmem[0]);
-        for (int i = 0; i < hb.Width(); i++)
-          hb.Col(i) = diag(i) * b.Col(i);
-        c -= a * Trans(hb);
-        // timer1.Stop();
-        // timer1.AddFlops(c.Height()*c.Width()*a.Width());
-      }
-    else
-    */
-      {
-        if ( (c.Height() < 128 && c.Width() < 128) ||
-             (size_t(c.Height())*c.Width()*a.Width() < 10000) )
-          // if (true)
-          {
-            // timer2.Start();
-            ngbla::SubADBt(a,diag,b,c);
-            // timer2.Stop();
-            // timer2.AddFlops(size_t(c.Height())*c.Width()*a.Width());
-          }
-        else
-          {
-            // timer3.Start();
-            // int nr = c.Height()/128+1;
-            // int nc = c.Width()/128+1;
-            
-            // constexpr int BH = 96;
-            // constexpr int BW = 128;
-            // avoid warning for capturing constexpr int, but still needed on MSVC 19.16
-            IC<96> BH;
-            IC<128> BW;
-            int nr = (c.Height()+BH-1) / BH;
-            int nc = (c.Width()+BW-1) / BW;
-            task_manager -> CreateJob
-                           ( [a,b,c,diag,nr,symmetric,BH,BW] (const TaskInfo & ti)
-                           {
-                             size_t br = ti.task_nr % nr;
-                             size_t bc = ti.task_nr / nr;
-                             // auto rowr = Range(c.Height()).Split (br, nr);
-                             // auto colr = Range(c.Width()).Split (bc, nc);
-                             auto rowr = Range(BH*br, min(BH*(br+1), c.Height()));
-                             auto colr = Range(BW*bc, min(BW*(bc+1), c.Width()));
-                             if (symmetric)
-                               if (rowr.Next() <= colr.First())
-                                 return; // need only lower half
-                             
-                             // c.Rows(rowr).Cols(colr) -= a.Rows(rowr) * Trans(b.Rows(colr)) | Lapack;
-                             ngbla::SubADBt(a.Rows(rowr),diag, b.Rows(colr), c.Rows(rowr).Cols(colr));
-                           }, nr*nc);
-            // timer3.AddFlops(size_t(c.Height())*c.Width()*a.Width());
-            // timer3.Stop();
-          }
-      }
-  }
-
-  template <typename T, ORDERING ORD>
-  INLINE void MySubADBh (SliceMatrix<T,ORD> a,
-                         SliceVector<T> diag,
-                         SliceMatrix<T,ORD> b,
-                         SliceMatrix<T,ORD> c,
-                         bool symmetric)
-  {
-    Matrix<T,ORD> bconj(b.Height(), b.Width());
-    bconj = Conj(b);
-    MySubADBt (a, diag, SliceMatrix<T,ORD>(bconj), c, false); // symmetric);
-  }
-
-
-  
-  
-// Solve for B1:   B1 D1 L1^t = B
-  template <typename T, ORDERING ORD>
-  void CalcLDL_SolveL (SliceMatrix<T,ORD> L, SliceMatrix<T,ORD> B)
-  {
-    size_t n = L.Height();
-    if (n == 1) return;
-
-    if (n >= 2)
-      {
-        IntRange r1(0,n/2), r2(n/2,n);
-        auto L1 = L.Rows(r1).Cols(r1);
-        auto L21 = L.Rows(r2).Cols(r1);
-        auto L2 = L.Rows(r2).Cols(r2);
-        auto B1 = B.Cols(r1);
-        auto B2 = B.Cols(r2);
-        
-        CalcLDL_SolveL(L1, B1);
-        MySubADBt (B1, L1.Diag(), L21, B2, false);
-        CalcLDL_SolveL(L2, B2);
-        return;
-      }
-    
-    static Timer t("LDL - Solve L work", NoTracing);
-    t.Start();
-    /*
-      for (int i = 0; i < L.Height(); i++)
-      for (int j = i+1; j < L.Height(); j++)
-      for (int k = 0; k < B.Height(); k++)
-      B(k,j) -= L(j,i) * B(k,i);
-      // B.Col(j) -= L(j,i) * B.Col(i);
-      */
-    /*
-      for (int k = 0; k < B.Height(); k++)
-      for (int i = 0; i < L.Height(); i++)
-      for (int j = i+1; j < L.Height(); j++)
-      B(k,j) -= L(j,i) * B(k,i);
-    */
-    auto solve_row = [&] (size_t k)
-      {
-        auto Brow = B.Row(k);
-        for (size_t i = 0; i < L.Height(); i++)
-          for (size_t j = i+1; j < L.Height(); j++)
-            Brow(j) -= L(j,i) * Brow(i);
-      };
-    if (B.Height() < 1000)
-      for (size_t k = 0; k < B.Height(); k++)
-        solve_row(k);
-    else
-      ParallelFor (B.Height(), solve_row);
-    
-    t.Stop();
-  }
-  
-  // calc new A22-block
-  // A2 -= B D B^t
-  template <typename T, ORDERING ORD>
-  void CalcLDL_A2 (SliceVector<T> diag, SliceMatrix<T,ORD> B, SliceMatrix<T,ORD> A2)
-  {
-    MySubADBt (B, diag, B, A2, true);
-  }
-
-  // calc new A22-block hermitsch
-  // A2 -= B D B^h
-  template <typename T, ORDERING ORD>
-  void CalcLDL_A2H (SliceVector<T> diag, SliceMatrix<T,ORD> B, SliceMatrix<T,ORD> A2)
-  {
-    MySubADBh (B, diag, B, A2, true);
-  }
-
-  
-
-// Calc A = L D L^t
-  template <typename T, ORDERING ORD>
-  void CalcLDL (SliceMatrix<T,ORD> mat)
-  {
-    size_t n = mat.Height();
-    
-    if (n >= 2)
-      {
-        size_t n1 = n/2;
-        auto L1 = mat.Rows(0,n1).Cols(0,n1);
-        auto L2 = mat.Rows(n1,n).Cols(n1,n);
-        auto B = mat.Rows(n1,n).Cols(0,n1);
-        CalcLDL (L1);
-        CalcLDL_SolveL (L1,B);
-        CalcLDL_A2 (L1.Diag(),B,L2);
-        CalcLDL (L2);
-        return;
-      }
-
-    if (n == 1)
-      {
-        // auto hm = mat(0,0);
-        // CalcInverse (hm, mat(0,0));
-        mat(0,0) = Inv(mat(0,0));
-        return;
-      }
-
-    /*
-      not working anymore
-    for (size_t i = 0; i < n; i++)
-      {
-        T dii = mat(i,i);
-        T inv_dii;
-        CalcInverse (dii, inv_dii);
-        for (size_t j = i+1; j < n; j++)
-          {
-            T hji = mat(j,i);
-            T hjiD = hji * inv_dii;
-            mat(j,i) = hjiD;
-            for (size_t k = i+1; k <= j; k++)
-              mat(j,k) -= hji * Trans(mat(k,i));
-          }
-      }
-    */
-  }
-
-
-// Calc A = L D L^h
-  template <typename T, ORDERING ORD>
-  void CalcLDLH (SliceMatrix<T,ORD> mat)
-  {
-    size_t n = mat.Height();
-    
-    if (n >= 2)
-      {
-        size_t n1 = n/2;
-        auto L1 = mat.Rows(0,n1).Cols(0,n1);
-        auto L2 = mat.Rows(n1,n).Cols(n1,n);
-        auto B = mat.Rows(n1,n).Cols(0,n1);
-        CalcLDLH (L1);
-        CalcLDL_SolveL (L1,B);
-        CalcLDL_A2H (L1.Diag(),B,L2);
-        CalcLDLH (L2);
-        return;
-      }
-
-    if (n == 1)
-      {
-        // auto hm = mat(0,0);
-        // CalcInverse (hm, mat(0,0));
-        mat(0,0) = Inv(mat(0,0));
-        return;
-      }
-  }
-
-
-  
-  template <typename T, ORDERING ORD>
-  void SolveLDL (SliceMatrix<T,ORD> mat, FlatVector<T> sol)
-  {
-    size_t n = mat.Height();
-    
-    for (size_t i = 0; i < n; i++)
-      {
-        T tmp = mat(i,i)*sol(i);
-        for (size_t j = i+1; j < n; j++)
-          sol(j) -= mat(j,i) * tmp;
-      }
-    
-    for (size_t i = 0; i < n; i++)
-      sol(i) *= mat(i,i);
-    
-    for (size_t i = n; i--> 0; )
-      {
-        T hsum{0};
-        for (size_t j = i+1; j < n; j++)
-          hsum += mat(j,i)*sol(j);
-        sol(i) -= mat(i,i) * hsum;
-      }
-  }
-
-  template <typename T, ORDERING ORD>
-  void SolveLDLH (SliceMatrix<T,ORD> mat, FlatVector<T> sol)
-  {
-    size_t n = mat.Height();
-    
-    for (size_t i = 0; i < n; i++)
-      {
-        T tmp = mat(i,i)*sol(i);
-        for (size_t j = i+1; j < n; j++)
-          sol(j) -= mat(j,i) * tmp;
-      }
-    
-    for (size_t i = 0; i < n; i++)
-      sol(i) *= mat(i,i);
-    
-    for (size_t i = n; i--> 0; )
-      {
-        T hsum{0};
-        for (size_t j = i+1; j < n; j++)
-          hsum += Conj(mat(j,i))*sol(j);
-        sol(i) -= mat(i,i) * hsum;
-      }
-  }
-
-
-
-
-
-  
-  // invert lower left matrix
-  template <typename T, ORDERING ORD>
-  void CalcInverseL (FlatMatrix<T,ORD> mat)
-  {
-    // M = L^{-1}
-    // i>j:   (M L)(i,j) = M_ik L_kj = 0   j <= k <= i
-    // M_ij L_jj + M_ik L_kj  = 0      j < k <= i
-    // M_ij = -1/{L_jj}  sum j < k <= i:  M_ik L_kj
-    
-    int n = mat.Height();
-    STACK_ARRAY(T, mem, n);
-    FlatVector<T> dinv(n, &mem);
-    
-    for (size_t i = 0; i < n; i++)
-      // CalcInverse (mat(i,i), dinv(i));
-      dinv(i) = Inv(mat(i,i));
-    
-    for (int i = n-1; i >= 0; i--)
-      {
-        mat(i,i) = dinv(i);
-        for (int j = i-1; j >= 0; j--)
-          {
-            T sum(0.0);
-            for (int k = j+1; k <= i; k++)
-              sum += mat(i,k) * mat(k,j);
-            mat(i,j) = -dinv(j) * sum;
-          }
-      }
-  }
-  
-  // calculate inverse from LDL factorization
-  template <typename T, ORDERING ORD>
-  void CalcInverseLDL (FlatMatrix<T,ORD> mat)
-  {
-    size_t n = mat.Height();
-    STACK_ARRAY(T,mem, n);
-    FlatVector<T> dinv(n, &mem);
-    
-    for (size_t i = 0; i < n; i++)
-      {
-        // CalcInverse (mat(i,i), dinv(i));
-        dinv(i) = Inv(mat(i,i));
-        mat(i,i) = dinv(i);
-      }
-    
-    CalcInverseL (mat);
-    
-    for (size_t i = 0; i < n; i++)
-      for (size_t j = 0; j <= i; j++)
-        {
-          T sum = mat(i,j);
-          for (int k = i+1; k < n; k++)
-            sum += Trans(mat(k,i)) * dinv(k) * mat(k,j);
-          mat(i,j) = sum;
-        }
-    for (size_t i = 0; i < n; i++)
-      for (size_t j = i+1; j < n; j++)
-        mat(i,j) = mat(j,i);
-  }
-  
-
-
-
-
-  
-  // Solve for B1:   B1 D1 L1^t = B
-  template <typename T, ORDERING ORD>
-  void CalcLDLNew_SolveL (SliceMatrix<T,ORD> L, SliceMatrix<T,ORD> B)
-  {
-    size_t n = L.Height();
-    if (n <= 1) return;
-
-    IntRange r1(0,n/2), r2(n/2,n);
-    auto L1 = L.Rows(r1).Cols(r1);
-    auto L21 = L.Rows(r2).Cols(r1);
-    auto L2 = L.Rows(r2).Cols(r2);
-    auto B1 = B.Cols(r1);
-    auto B2 = B.Cols(r2);
-    
-    CalcLDLNew_SolveL(L1, B1);
-    // MySubADBt (B1, L1.Diag(), L21, B2, false);
-    B2 -= B1 * Trans(L21);
-    CalcLDLNew_SolveL(L2, B2);
-  }
-
-  
-  // Calc A = L D^{-1} L^t
-  template <typename T, ORDERING ORD>
-  void CalcLDLNew (SliceMatrix<T,ORD> mat)
-  {
-    size_t n = mat.Height();
-    if (n == 0) return;
-    if (n == 1)
-      {
-        mat(0,0) = Inv(mat(0,0));
-        // CalcInverse (mat(0,0));
-        return;
-      }      
-    
-    size_t n1 = n/2;
-    auto L1 = mat.Rows(0,n1).Cols(0,n1);
-    auto L2 = mat.Rows(n1,n).Cols(n1,n);
-    auto B = mat.Rows(n1,n).Cols(0,n1);
-    CalcLDLNew (L1);
-    CalcLDLNew_SolveL (L1,B);
-    auto diag = L1.Diag();
-    MySubADBt (B, diag, B, L2, true);
-    /*
-    for (int i = 0; i < B.Height(); i++)
-      for (int j = 0; j < B.Height(); j++)
-        for (int k = 0; k < B.Width(); k++)
-          L2(i,j) -= diag(k)*B(i,k)*B(j,k);
-    */
-    CalcLDLNew (L2);
-    ScaleCols(B, diag);
-    /*
-    for (int i = 0; i < B.Width(); i++)
-      B.Col(i) *= diag(i);
-    */
-  }
-
-
-
-  /*
-  template <typename T, ORDERING ORD>
-  void SolveLDLNew (SliceMatrix<T,ORD> mat, FlatVector<T> sol)
-  {
-    size_t n = mat.Height();
-    
-    for (size_t i = 0; i < n; i++)
-      {
-        T tmp = sol(i);
-        for (size_t j = i+1; j < n; j++)
-          sol(j) -= mat(j,i) * tmp;
-      }
-    
-    for (size_t i = 0; i < n; i++)
-      sol(i) *= mat(i,i);
-    
-    for (size_t i = n; i--> 0; )
-      {
-        T hsum{0};
-        for (size_t j = i+1; j < n; j++)
-          hsum += mat(j,i)*sol(j);
-        sol(i) -= hsum;
-      }
-  }
-  */
-
-  template <typename T, ORDERING ORD>
-  void SolveL (SliceMatrix<T,ORD> mat, FlatVector<T> sol)
-  {
-    size_t n = mat.Height();
-    if (n <= 1) return;
-
-    if (n < 32)
-      {
-        for (size_t i = 0; i < n; i++)
-          {
-            T tmp = sol(i);
-            for (size_t j = i+1; j < n; j++)
-              sol(j) -= mat(j,i) * tmp;
-          }
-        return;
-      }
-
-    IntRange r1(0,n/2), r2(n/2,n);
-    auto L1 = mat.Rows(r1).Cols(r1);
-    auto L21 = mat.Rows(r2).Cols(r1);
-    auto L2 = mat.Rows(r2).Cols(r2);
-    auto sol1 = sol.Range(r1);
-    auto sol2 = sol.Range(r2);
-
-    SolveL (L1, sol1);
-    sol2 -= L21 * sol1;
-    SolveL (L2, sol2);
-  }
-
-  template <typename T, ORDERING ORD>
-  void SolveLT (SliceMatrix<T,ORD> mat, FlatVector<T> sol)
-  {
-    size_t n = mat.Height();
-
-    if (n <= 1) return;
-
-    if (n < 32)
-      {
-        for (size_t i = n; i--> 0; )
-          {
-            T hsum{0};
-            for (size_t j = i+1; j < n; j++)
-              hsum += mat(j,i)*sol(j);
-            sol(i) -= hsum;
-          }
-        return;
-      }
-
-    IntRange r1(0,n/2), r2(n/2,n);
-    auto L1 = mat.Rows(r1).Cols(r1);
-    auto L21 = mat.Rows(r2).Cols(r1);
-    auto L2 = mat.Rows(r2).Cols(r2);
-    auto sol1 = sol.Range(r1);
-    auto sol2 = sol.Range(r2);
-
-    SolveLT (L2, sol2);
-    sol1 -= Trans(L21) * sol2;
-    SolveLT (L1, sol1);
-  }
-
-  template <typename T, ORDERING ORD>
-  void SolveLDLNew (SliceMatrix<T,ORD> mat, FlatVector<T> sol)
-  {
-    size_t n = mat.Height();
-    
-    SolveL (mat, sol);
-    
-    auto diag = mat.Diag();
-    for (size_t i = 0; i < n; i++)
-      sol(i) *= diag(i);
-    
-    SolveLT (mat, sol);    
-  }
-
-}
-
-#endif