Files
gonum/native/dlarf.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

83 lines
2.2 KiB
Go

// 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"
)
// Dlarf applies an elementary reflector to a general rectangular matrix c.
// This computes
// c = h * c if side == Left
// c = c * h if side == right
// where
// h = 1 - tau * v * v^T
// and c is an m * n matrix.
//
// Work is temporary storage of length at least m if side == Left and at least
// n if side == Right. This function will panic if this length requirement is not met.
func (impl Implementation) Dlarf(side blas.Side, m, n int, v []float64, incv int, tau float64, c []float64, ldc int, work []float64) {
applyleft := side == blas.Left
if (applyleft && len(work) < n) || (!applyleft && len(work) < m) {
panic(badWork)
}
checkMatrix(m, n, c, ldc)
// v has length m if applyleft and n otherwise.
lenV := n
if applyleft {
lenV = m
}
checkVector(lenV, v, incv)
lastv := 0 // last non-zero element of v
lastc := 0 // last non-zero row/column of c
if tau != 0 {
var i int
if applyleft {
lastv = m - 1
} else {
lastv = n - 1
}
if incv > 0 {
i = lastv * incv
}
// Look for the last non-zero row in v.
for lastv >= 0 && v[i] == 0 {
lastv--
i -= incv
}
if applyleft {
// Scan for the last non-zero column in C[0:lastv, :]
lastc = impl.Iladlc(lastv+1, n, c, ldc)
} else {
// Scan for the last non-zero row in C[:, 0:lastv]
lastc = impl.Iladlr(m, lastv+1, c, ldc)
}
}
if lastv == -1 || lastc == -1 {
return
}
// Sometimes 1-indexing is nicer ...
bi := blas64.Implementation()
if applyleft {
// Form H * C
// w[0:lastc+1] = c[1:lastv+1, 1:lastc+1]^T * v[1:lastv+1,1]
bi.Dgemv(blas.Trans, lastv+1, lastc+1, 1, c, ldc, v, incv, 0, work, 1)
// c[0: lastv, 0: lastc] = c[...] - w[0:lastv, 1] * v[1:lastc, 1]^T
bi.Dger(lastv+1, lastc+1, -tau, v, incv, work, 1, c, ldc)
return
}
// Form C*H
// w[0:lastc+1,1] := c[0:lastc+1,0:lastv+1] * v[0:lastv+1,1]
bi.Dgemv(blas.NoTrans, lastc+1, lastv+1, 1, c, ldc, v, incv, 0, work, 1)
// c[0:lastc+1,0:lastv+1] = c[...] - w[0:lastc+1,0] * v[0:lastv+1,0]^T
bi.Dger(lastc+1, lastv+1, -tau, work, 1, v, incv, c, ldc)
}