Files
gonum/native/dlarft.go
btracey ec100cf00f Working implementation of blocked QR
Improved function documentation

Fixed dlarfb and dlarft and added full tests

Added dgelq2

Working Dgels

Fix many comments and tests

Many PR comment responses

Responded to more PR comments

Many PR comments
2015-07-15 00:43:15 -07:00

149 lines
3.9 KiB
Go
Raw Blame History

This file contains ambiguous Unicode characters

This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.

// Copyright ©2015 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package native
import (
"github.com/gonum/blas"
"github.com/gonum/blas/blas64"
"github.com/gonum/lapack"
)
// Dlarft forms the triangular factor t of a block reflector, storing the answer
// in t.
// H = 1 - V * T * V^T if store == lapack.ColumnWise
// H = 1 - V^T * T * V if store == lapack.RowWise
// H is defined by a product of the elementary reflectors where
// H = H_1 * H_2 * ... * H_k if direct == lapack.Forward
// H = H_k * H_k-1 * ... * H_1 if direct == lapack.Backward
//
// t is a k×k triangular matrix. t is upper triangular if direct = lapack.Forward
// and lower triangular otherwise. This function will panic if t is not of
// sufficient size.
//
// store describes the storage of the elementary reflectors in v. Please see
// Dlarfb for a description of layout.
//
// tau contains the scalar factor of the elementary reflectors h.
func (Implementation) Dlarft(direct lapack.Direct, store lapack.StoreV, n, k int,
v []float64, ldv int, tau []float64, t []float64, ldt int) {
if n == 0 {
return
}
if n < 0 || k < 0 {
panic(negDimension)
}
if direct != lapack.Forward && direct != lapack.Backward {
panic(badDirect)
}
if store != lapack.RowWise && store != lapack.ColumnWise {
panic(badStore)
}
if len(tau) < k {
panic(badTau)
}
checkMatrix(k, k, t, ldt)
bi := blas64.Implementation()
// TODO(btracey): There are a number of minor obvious loop optimizations here.
// TODO(btracey): It may be possible to rearrange some of the code so that
// index of 1 is more common in the Dgemv.
if direct == lapack.Forward {
prevlastv := n - 1
for i := 0; i < k; i++ {
prevlastv = max(i, prevlastv)
if tau[i] == 0 {
for j := 0; j <= i; j++ {
t[j*ldt+i] = 0
}
continue
}
var lastv int
if store == lapack.ColumnWise {
// skip trailing zeros
for lastv = n - 1; lastv >= i+1; lastv-- {
if v[lastv*ldv+i] != 0 {
break
}
}
for j := 0; j < i; j++ {
t[j*ldt+i] = -tau[i] * v[i*ldv+j]
}
j := min(lastv, prevlastv)
bi.Dgemv(blas.Trans, j-i, i,
-tau[i], v[(i+1)*ldv:], ldv, v[(i+1)*ldv+i:], ldv,
1, t[i:], ldt)
} else {
for lastv = n - 1; lastv >= i+1; lastv-- {
if v[i*ldv+lastv] != 0 {
break
}
}
for j := 0; j < i; j++ {
t[j*ldt+i] = -tau[i] * v[j*ldv+i]
}
j := min(lastv, prevlastv)
bi.Dgemv(blas.NoTrans, i, j-i,
-tau[i], v[i+1:], ldv, v[i*ldv+i+1:], 1,
1, t[i:], ldt)
}
bi.Dtrmv(blas.Upper, blas.NoTrans, blas.NonUnit, i, t, ldt, t[i:], ldt)
t[i*ldt+i] = tau[i]
if i > 1 {
prevlastv = max(prevlastv, lastv)
} else {
prevlastv = lastv
}
}
return
}
prevlastv := 0
for i := k - 1; i >= 0; i-- {
if tau[i] == 0 {
for j := i; j < k; j++ {
t[j*ldt+i] = 0
}
continue
}
var lastv int
if i < k-1 {
if store == lapack.ColumnWise {
for lastv = 0; lastv < i; lastv++ {
if v[lastv*ldv+i] != 0 {
break
}
}
for j := i + 1; j < k; j++ {
t[j*ldt+i] = -tau[i] * v[(n-k+i)*ldv+j]
}
j := max(lastv, prevlastv)
bi.Dgemv(blas.Trans, n-k+i-j, k-i-1,
-tau[i], v[j*ldv+i+1:], ldv, v[j*ldv+i:], ldv,
1, t[(i+1)*ldt+i:], ldt)
} else {
for lastv := 0; lastv < i; lastv++ {
if v[i*ldv+lastv] != 0 {
break
}
}
for j := i + 1; j < k; j++ {
t[j*ldt+i] = -tau[i] * v[j*ldv+n-k+i]
}
j := max(lastv, prevlastv)
bi.Dgemv(blas.NoTrans, k-i-1, n-k+i-j,
-tau[i], v[(i+1)*ldv+j:], ldv, v[i*ldv+j:], 1,
1, t[(i+1)*ldt+i:], ldt)
}
bi.Dtrmv(blas.Lower, blas.NoTrans, blas.NonUnit, k-i-1,
t[(i+1)*ldt+i+1:], ldt,
t[(i+1)*ldt+i:], ldt)
if i > 0 {
prevlastv = min(prevlastv, lastv)
} else {
prevlastv = lastv
}
}
t[i*ldt+i] = tau[i]
}
}