1
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 |
/*
* Copyright (c) 2012, Michael Lehn * * All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * 1) Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * 2) Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * 3) Neither the name of the FLENS development group nor the names of * its contributors may be used to endorse or promote products derived * from this software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR * A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT * OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, * DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY * THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE * OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ /* Based on * SUBROUTINE DLAQP2( M, N, OFFSET, A, LDA, JPVT, TAU, VN1, VN2, $ WORK ) * * -- LAPACK auxiliary routine (version 3.3.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * -- April 2011 -- */ #ifndef FLENS_LAPACK_LA_LAQP2_TCC #define FLENS_LAPACK_LA_LAQP2_TCC 1 #include <flens/blas/blas.h> #include <flens/lapack/lapack.h> namespace flens { namespace lapack { //== generic lapack implementation ============================================= namespace generic { template <typename MA, typename JPIV, typename VTAU, typename VN1, typename VN2, typename VWORK> void laqp2_impl(typename GeMatrix<MA>::IndexType offset, GeMatrix<MA> &A, DenseVector<JPIV> &jPiv, DenseVector<VTAU> &tau, DenseVector<VN1> &vn1, DenseVector<VN2> &vn2, DenseVector<VWORK> &work) { using std::abs; using std::max; using std::min; using flens::pow; using std::sqrt; using std::swap; typedef typename GeMatrix<MA>::ElementType ElementType; typedef typename GeMatrix<MA>::IndexType IndexType; const Underscore<IndexType> _; const IndexType m = A.numRows(); const IndexType n = A.numCols(); const IndexType mn = min(m-offset, n); const ElementType Zero(0), One(1); const ElementType tol3z = sqrt(lamch<ElementType>(Eps)); // // Compute factorization. // for (IndexType i=1; i<=mn; ++i) { IndexType offpi = offset + i; // // Determine ith pivot column and swap if necessary. // IndexType pvt = (i-1) + blas::iamax(vn1(_(i,n))); if (pvt!=i) { blas::swap(A(_,pvt), A(_,i)); swap(jPiv(pvt), jPiv(i)); vn1(pvt) = vn1(i); vn2(pvt) = vn2(i); } // // Generate elementary reflector H(i). // if (offpi<m) { larfg(m-offpi+1, A(offpi,i), A(_(offpi+1,m),i), tau(i)); } else { larfg(1, A(m,i), A(_(m+1,m),i), tau(i)); } if (i<=n) { // // Apply H(i)**T to A(offset+i:m,i+1:n) from the left. // const ElementType Aii = A(offpi,i); A(offpi,i) = One; larf(Left, A(_(offpi,m),i), tau(i), A(_(offpi,m),_(i+1,n)), work(_(1,n))); A(offpi,i) = Aii; } // // Update partial column norms. // for (IndexType j=i+1; j<=n; ++j) { if (vn1(j)!=Zero) { // // NOTE: The following 4 lines follow from the analysis in // Lapack Working Note 176. // ElementType tmp = One - pow(abs(A(offpi,j))/vn1(j), 2); tmp = max(tmp, Zero); ElementType tmp2 = tmp*pow(vn1(j)/vn2(j), 2); if (tmp2<=tol3z) { if (offpi<m) { vn1(j) = blas::nrm2(A(_(offpi+1,m),j)); vn2(j) = vn1(j); } else { vn1(j) = Zero; vn2(j) = Zero; } } else { vn1(j) *= sqrt(tmp); } } } } } } // namespace generic //== interface for native lapack =============================================== #ifdef USE_CXXLAPACK namespace external { template <typename MA, typename JPIV, typename VTAU, typename VN1, typename VN2, typename VWORK> void laqp2_impl(typename GeMatrix<MA>::IndexType offset, GeMatrix<MA> &A, DenseVector<JPIV> &jPiv, DenseVector<VTAU> &tau, DenseVector<VN1> &vn1, DenseVector<VN2> &vn2, DenseVector<VWORK> &work) { typedef typename GeMatrix<MA>::IndexType IndexType; cxxlapack::laqp2<IndexType>(A.numRows(), A.numCols(), offset, A.data(), A.leadingDimension(), jPiv.data(), tau.data(), vn1.data(), vn2.data(), work.data()); } } // namespace external #endif // USE_CXXLAPACK //== public interface ========================================================== template <typename MA, typename JPIV, typename VTAU, typename VN1, typename VN2, typename VWORK> void laqp2(typename GeMatrix<MA>::IndexType offset, GeMatrix<MA> &A, DenseVector<JPIV> &jPiv, DenseVector<VTAU> &tau, DenseVector<VN1> &vn1, DenseVector<VN2> &vn2, DenseVector<VWORK> &work) { using std::min; typedef typename GeMatrix<MA>::ElementType ElementType; typedef typename GeMatrix<MA>::IndexType IndexType; # ifndef NDEBUG // // Test the input parameters // ASSERT(A.firstRow()==1); ASSERT(A.firstCol()==1); ASSERT(jPiv.firstIndex()==1); ASSERT(tau.firstIndex()==1); ASSERT(vn1.firstIndex()==1); ASSERT(vn2.firstIndex()==1); ASSERT(work.firstIndex()==1); const IndexType m = A.numRows(); const IndexType n = A.numCols(); // Lehn: I think there is a bug in the DLAQP2 documentation. This should // be the length of tau. const IndexType k = min(m-offset, n); ASSERT(jPiv.length()==n); ASSERT(tau.length()==k); ASSERT(vn1.length()==n); ASSERT(vn1.length()==n); ASSERT(work.length()==n); # endif # ifdef CHECK_CXXLAPACK // // Make copies of output arguments // typename GeMatrix<MA>::NoView A_org = A; typename DenseVector<JPIV>::NoView jPiv_org = jPiv; typename DenseVector<VTAU>::NoView tau_org = tau; typename DenseVector<VN1>::NoView vn1_org = vn1; typename DenseVector<VN2>::NoView vn2_org = vn2; typename DenseVector<VWORK>::NoView work_org = work; # endif // // Call implementation // LAPACK_SELECT::laqp2_impl(offset, A, jPiv, tau, vn1, vn2, work); # ifdef CHECK_CXXLAPACK // // Restore output arguments // typename GeMatrix<MA>::NoView A_generic = A; typename DenseVector<JPIV>::NoView jPiv_generic = jPiv; typename DenseVector<VTAU>::NoView tau_generic = tau; typename DenseVector<VN1>::NoView vn1_generic = vn1; typename DenseVector<VN2>::NoView vn2_generic = vn2; typename DenseVector<VWORK>::NoView work_generic = work; A = A_org; jPiv = jPiv_org; tau = tau_org; vn1 = vn1_org; vn2 = vn2_org; work = work_org; // // Compare results // external::laqp2_impl(offset, A, jPiv, tau, vn1, vn2, work); bool failed = false; if (! isIdentical(A_generic, A, "A_generic", "A")) { std::cerr << "CXXLAPACK: A_generic = " << A_generic << std::endl; std::cerr << "F77LAPACK: A = " << A << std::endl; failed = true; } if (! isIdentical(jPiv_generic, jPiv, "jPiv_generic", "jPiv")) { std::cerr << "CXXLAPACK: jPiv_generic = " << jPiv_generic << std::endl; std::cerr << "F77LAPACK: jPiv = " << jPiv << std::endl; failed = true; } if (! isIdentical(tau_generic, tau, "tau_generic", "tau")) { std::cerr << "CXXLAPACK: tau_generic = " << tau_generic << std::endl; std::cerr << "F77LAPACK: tau = " << tau << std::endl; failed = true; } if (! isIdentical(vn1_generic, vn1, "vn1_generic", "vn1")) { std::cerr << "CXXLAPACK: vn1_generic = " << vn1_generic << std::endl; std::cerr << "F77LAPACK: vn1 = " << vn1 << std::endl; failed = true; } if (! isIdentical(vn2_generic, vn2, "vn2_generic", "vn2")) { std::cerr << "CXXLAPACK: vn2_generic = " << vn2_generic << std::endl; std::cerr << "F77LAPACK: vn2 = " << vn2 << std::endl; failed = true; } if (! isIdentical(work_generic, work, "work_generic", "work")) { std::cerr << "CXXLAPACK: work_generic = " << work_generic << std::endl; std::cerr << "F77LAPACK: work = " << work << std::endl; failed = true; } if (failed) { std::cerr << "offset = " << offset << std::endl; std::cerr << "A = " << A << std::endl; std::cerr << "jPiv = " << jPiv << std::endl; std::cerr << "tau = " << tau << std::endl; std::cerr << "vn1 = " << vn1 << std::endl; std::cerr << "vn2 = " << vn2 << std::endl; std::cerr << "work = " << work << std::endl; ASSERT(0); } # endif } //-- forwarding ---------------------------------------------------------------- template <typename MA, typename JPIV, typename VTAU, typename VN1, typename VN2, typename VWORK> void laqp2(typename MA::IndexType offset, MA &&A, JPIV &&jPiv, VTAU &&tau, VN1 &&vn1, VN2 &&vn2, VWORK &&work) { CHECKPOINT_ENTER; laqp2(offset, A, jPiv, tau, vn1, vn2, work); CHECKPOINT_LEAVE; } } } // namespace lapack, flens #endif // FLENS_LAPACK_LA_LAQP2_TCC |