/usr/include/viennacl/linalg/qr.hpp is in libviennacl-dev 1.5.1-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 | #ifndef VIENNACL_LINALG_QR_HPP
#define VIENNACL_LINALG_QR_HPP
/* =========================================================================
Copyright (c) 2010-2014, Institute for Microelectronics,
Institute for Analysis and Scientific Computing,
TU Wien.
Portions of this software are copyright by UChicago Argonne, LLC.
-----------------
ViennaCL - The Vienna Computing Library
-----------------
Project Head: Karl Rupp rupp@iue.tuwien.ac.at
(A list of authors and contributors can be found in the PDF manual)
License: MIT (X11), see file LICENSE in the base directory
============================================================================= */
/** @file viennacl/linalg/qr.hpp
@brief Provides a QR factorization using a block-based approach.
*/
#include <utility>
#include <iostream>
#include <fstream>
#include <string>
#include <algorithm>
#include <vector>
#include <math.h>
#include <cmath>
#include "boost/numeric/ublas/vector.hpp"
#include "boost/numeric/ublas/matrix.hpp"
#include "boost/numeric/ublas/matrix_proxy.hpp"
#include "boost/numeric/ublas/vector_proxy.hpp"
#include "boost/numeric/ublas/io.hpp"
#include "boost/numeric/ublas/matrix_expression.hpp"
#include "viennacl/matrix.hpp"
#include "viennacl/matrix_proxy.hpp"
#include "viennacl/linalg/prod.hpp"
#include "viennacl/range.hpp"
namespace viennacl
{
namespace linalg
{
namespace detail
{
template <typename MatrixType, typename VectorType>
typename MatrixType::value_type setup_householder_vector_ublas(MatrixType const & A, VectorType & v, MatrixType & matrix_1x1, vcl_size_t j)
{
using boost::numeric::ublas::range;
using boost::numeric::ublas::project;
typedef typename MatrixType::value_type ScalarType;
//compute norm of column below diagonal:
matrix_1x1 = boost::numeric::ublas::prod( trans(project(A, range(j+1, A.size1()), range(j, j+1))),
project(A, range(j+1, A.size1()), range(j, j+1))
);
ScalarType sigma = matrix_1x1(0,0);
ScalarType beta = 0;
ScalarType A_jj = A(j,j);
assert( sigma >= 0.0 && bool("sigma must be non-negative!"));
//get v from A:
v(j,0) = 1.0;
project(v, range(j+1, A.size1()), range(0,1)) = project(A, range(j+1, A.size1()), range(j,j+1));
if (sigma == 0)
return 0;
else
{
ScalarType mu = std::sqrt(sigma + A_jj*A_jj);
ScalarType v1 = (A_jj <= 0) ? (A_jj - mu) : (-sigma / (A_jj + mu));
beta = static_cast<ScalarType>(2.0) * v1 * v1 / (sigma + v1 * v1);
//divide v by its diagonal element v[j]
project(v, range(j+1, A.size1()), range(0,1)) /= v1;
}
return beta;
}
template <typename MatrixType, typename VectorType>
typename viennacl::result_of::cpu_value_type< typename MatrixType::value_type >::type
setup_householder_vector_viennacl(MatrixType const & A, VectorType & v, MatrixType & matrix_1x1, vcl_size_t j)
{
using viennacl::range;
using viennacl::project;
typedef typename viennacl::result_of::cpu_value_type< typename MatrixType::value_type >::type ScalarType;
//compute norm of column below diagonal:
matrix_1x1 = viennacl::linalg::prod( trans(project(A, range(j+1, A.size1()), range(j, j+1))),
project(A, range(j+1, A.size1()), range(j, j+1))
);
ScalarType sigma = matrix_1x1(0,0);
ScalarType beta = 0;
ScalarType A_jj = A(j,j);
assert( sigma >= 0.0 && bool("sigma must be non-negative!"));
//get v from A:
v(j,0) = 1.0;
project(v, range(j+1, A.size1()), range(0,1)) = project(A, range(j+1, A.size1()), range(j,j+1));
if (sigma == 0)
return 0;
else
{
ScalarType mu = std::sqrt(sigma + A_jj*A_jj);
ScalarType v1 = (A_jj <= 0) ? (A_jj - mu) : (-sigma / (A_jj + mu));
beta = 2.0 * v1 * v1 / (sigma + v1 * v1);
//divide v by its diagonal element v[j]
project(v, range(j+1, A.size1()), range(0,1)) /= v1;
}
return beta;
}
// Apply (I - beta v v^T) to the k-th column of A, where v is the reflector starting at j-th row/column
template <typename MatrixType, typename VectorType, typename ScalarType>
void householder_reflect(MatrixType & A, VectorType & v, ScalarType beta, vcl_size_t j, vcl_size_t k)
{
ScalarType v_in_col = A(j,k);
for (vcl_size_t i=j+1; i<A.size1(); ++i)
v_in_col += v[i] * A(i,k);
//assert(v[j] == 1.0);
for (vcl_size_t i=j; i<A.size1(); ++i)
A(i,k) -= beta * v_in_col * v[i];
}
template <typename MatrixType, typename VectorType, typename ScalarType>
void householder_reflect_ublas(MatrixType & A, VectorType & v, MatrixType & matrix_1x1, ScalarType beta, vcl_size_t j, vcl_size_t k)
{
using boost::numeric::ublas::range;
using boost::numeric::ublas::project;
ScalarType v_in_col = A(j,k);
matrix_1x1 = boost::numeric::ublas::prod(trans(project(v, range(j+1, A.size1()), range(0, 1))),
project(A, range(j+1, A.size1()), range(k,k+1)));
v_in_col += matrix_1x1(0,0);
project(A, range(j, A.size1()), range(k, k+1)) -= (beta * v_in_col) * project(v, range(j, A.size1()), range(0, 1));
}
template <typename MatrixType, typename VectorType, typename ScalarType>
void householder_reflect_viennacl(MatrixType & A, VectorType & v, MatrixType & matrix_1x1, ScalarType beta, vcl_size_t j, vcl_size_t k)
{
using viennacl::range;
using viennacl::project;
ScalarType v_in_col = A(j,k);
matrix_1x1 = viennacl::linalg::prod(trans(project(v, range(j+1, A.size1()), range(0, 1))),
project(A, range(j+1, A.size1()), range(k,k+1)));
v_in_col += matrix_1x1(0,0);
if ( beta * v_in_col != 0.0)
{
VectorType temp = project(v, range(j, A.size1()), range(0, 1));
project(v, range(j, A.size1()), range(0, 1)) *= (beta * v_in_col);
project(A, range(j, A.size1()), range(k, k+1)) -= project(v, range(j, A.size1()), range(0, 1));
project(v, range(j, A.size1()), range(0, 1)) = temp;
}
}
// Apply (I - beta v v^T) to A, where v is the reflector starting at j-th row/column
template <typename MatrixType, typename VectorType, typename ScalarType>
void householder_reflect(MatrixType & A, VectorType & v, ScalarType beta, vcl_size_t j)
{
vcl_size_t column_end = A.size2();
for (vcl_size_t k=j; k<column_end; ++k) //over columns
householder_reflect(A, v, beta, j, k);
}
template <typename MatrixType, typename VectorType>
void write_householder_to_A(MatrixType & A, VectorType const & v, vcl_size_t j)
{
for (vcl_size_t i=j+1; i<A.size1(); ++i)
A(i,j) = v[i];
}
template <typename MatrixType, typename VectorType>
void write_householder_to_A_ublas(MatrixType & A, VectorType const & v, vcl_size_t j)
{
using boost::numeric::ublas::range;
using boost::numeric::ublas::project;
//VectorType temp = project(v, range(j+1, A.size1()));
project( A, range(j+1, A.size1()), range(j, j+1) ) = project(v, range(j+1, A.size1()), range(0, 1) );;
}
template <typename MatrixType, typename VectorType>
void write_householder_to_A_viennacl(MatrixType & A, VectorType const & v, vcl_size_t j)
{
using viennacl::range;
using viennacl::project;
//VectorType temp = project(v, range(j+1, A.size1()));
project( A, range(j+1, A.size1()), range(j, j+1) ) = project(v, range(j+1, A.size1()), range(0, 1) );;
}
/** @brief Implementation of inplace-QR factorization for a general Boost.uBLAS compatible matrix A
*
* @param A A dense compatible to Boost.uBLAS
* @param block_size The block size to be used. The number of columns of A must be a multiple of block_size
*/
template<typename MatrixType>
std::vector<typename MatrixType::value_type> inplace_qr_ublas(MatrixType & A, vcl_size_t block_size = 32)
{
typedef typename MatrixType::value_type ScalarType;
typedef boost::numeric::ublas::matrix_range<MatrixType> MatrixRange;
using boost::numeric::ublas::range;
using boost::numeric::ublas::project;
std::vector<ScalarType> betas(A.size2());
MatrixType v(A.size1(), 1);
MatrixType matrix_1x1(1,1);
MatrixType Y(A.size1(), block_size); Y.clear(); Y.resize(A.size1(), block_size);
MatrixType W(A.size1(), block_size); W.clear(); W.resize(A.size1(), block_size);
//run over A in a block-wise manner:
for (vcl_size_t j = 0; j < std::min(A.size1(), A.size2()); j += block_size)
{
vcl_size_t effective_block_size = std::min(std::min(A.size1(), A.size2()), j+block_size) - j;
//determine Householder vectors:
for (vcl_size_t k = 0; k < effective_block_size; ++k)
{
betas[j+k] = detail::setup_householder_vector_ublas(A, v, matrix_1x1, j+k);
for (vcl_size_t l = k; l < effective_block_size; ++l)
detail::householder_reflect_ublas(A, v, matrix_1x1, betas[j+k], j+k, j+l);
detail::write_householder_to_A_ublas(A, v, j+k);
}
//
// Setup Y:
//
Y.clear(); Y.resize(A.size1(), block_size);
for (vcl_size_t k = 0; k < effective_block_size; ++k)
{
//write Householder to Y:
Y(j+k,k) = 1.0;
project(Y, range(j+k+1, A.size1()), range(k, k+1)) = project(A, range(j+k+1, A.size1()), range(j+k, j+k+1));
}
//
// Setup W:
//
//first vector:
W.clear(); W.resize(A.size1(), block_size);
W(j, 0) = -betas[j];
project(W, range(j+1, A.size1()), range(0, 1)) = -betas[j] * project(A, range(j+1, A.size1()), range(j, j+1));
//k-th column of W is given by -beta * (Id + W*Y^T) v_k, where W and Y have k-1 columns
for (vcl_size_t k = 1; k < effective_block_size; ++k)
{
MatrixRange Y_old = project(Y, range(j, A.size1()), range(0, k));
MatrixRange v_k = project(Y, range(j, A.size1()), range(k, k+1));
MatrixRange W_old = project(W, range(j, A.size1()), range(0, k));
MatrixRange z = project(W, range(j, A.size1()), range(k, k+1));
MatrixType YT_prod_v = boost::numeric::ublas::prod(boost::numeric::ublas::trans(Y_old), v_k);
z = - betas[j+k] * (v_k + prod(W_old, YT_prod_v));
}
//
//apply (I+WY^T)^T = I + Y W^T to the remaining columns of A:
//
if (A.size2() - j - effective_block_size > 0)
{
MatrixRange A_part(A, range(j, A.size1()), range(j+effective_block_size, A.size2()));
MatrixRange W_part(W, range(j, A.size1()), range(0, effective_block_size));
MatrixType temp = boost::numeric::ublas::prod(trans(W_part), A_part);
A_part += prod(project(Y, range(j, A.size1()), range(0, effective_block_size)),
temp);
}
}
return betas;
}
/** @brief Implementation of a OpenCL-only QR factorization for GPUs (or multi-core CPU). DEPRECATED! Use only if you're curious and interested in playing a bit with a GPU-only implementation.
*
* Performance is rather poor at small matrix sizes.
* Prefer the use of the hybrid version, which is automatically chosen using the interface function inplace_qr()
*
* @param A A dense ViennaCL matrix to be factored
* @param block_size The block size to be used. The number of columns of A must be a multiple of block_size
*/
template<typename MatrixType>
std::vector< typename viennacl::result_of::cpu_value_type< typename MatrixType::value_type >::type >
inplace_qr_viennacl(MatrixType & A, vcl_size_t block_size = 16)
{
typedef typename viennacl::result_of::cpu_value_type< typename MatrixType::value_type >::type ScalarType;
typedef viennacl::matrix_range<MatrixType> MatrixRange;
using viennacl::range;
using viennacl::project;
std::vector<ScalarType> betas(A.size2());
MatrixType v(A.size1(), 1);
MatrixType matrix_1x1(1,1);
MatrixType Y(A.size1(), block_size); Y.clear();
MatrixType W(A.size1(), block_size); W.clear();
MatrixType YT_prod_v(block_size, 1);
MatrixType z(A.size1(), 1);
//run over A in a block-wise manner:
for (vcl_size_t j = 0; j < std::min(A.size1(), A.size2()); j += block_size)
{
vcl_size_t effective_block_size = std::min(std::min(A.size1(), A.size2()), j+block_size) - j;
//determine Householder vectors:
for (vcl_size_t k = 0; k < effective_block_size; ++k)
{
betas[j+k] = detail::setup_householder_vector_viennacl(A, v, matrix_1x1, j+k);
for (vcl_size_t l = k; l < effective_block_size; ++l)
detail::householder_reflect_viennacl(A, v, matrix_1x1, betas[j+k], j+k, j+l);
detail::write_householder_to_A_viennacl(A, v, j+k);
}
//
// Setup Y:
//
Y.clear();
for (vcl_size_t k = 0; k < effective_block_size; ++k)
{
//write Householder to Y:
Y(j+k,k) = 1.0;
project(Y, range(j+k+1, A.size1()), range(k, k+1)) = project(A, range(j+k+1, A.size1()), range(j+k, j+k+1));
}
//
// Setup W:
//
//first vector:
W.clear();
W(j, 0) = -betas[j];
//project(W, range(j+1, A.size1()), range(0, 1)) = -betas[j] * project(A, range(j+1, A.size1()), range(j, j+1));
project(W, range(j+1, A.size1()), range(0, 1)) = project(A, range(j+1, A.size1()), range(j, j+1));
project(W, range(j+1, A.size1()), range(0, 1)) *= -betas[j];
//k-th column of W is given by -beta * (Id + W*Y^T) v_k, where W and Y have k-1 columns
for (vcl_size_t k = 1; k < effective_block_size; ++k)
{
MatrixRange Y_old = project(Y, range(j, A.size1()), range(0, k));
MatrixRange v_k = project(Y, range(j, A.size1()), range(k, k+1));
MatrixRange W_old = project(W, range(j, A.size1()), range(0, k));
project(YT_prod_v, range(0, k), range(0,1)) = prod(trans(Y_old), v_k);
project(z, range(j, A.size1()), range(0,1)) = prod(W_old, project(YT_prod_v, range(0, k), range(0,1)));
project(W, range(j, A.size1()), range(k, k+1)) = project(z, range(j, A.size1()), range(0,1));
project(W, range(j, A.size1()), range(k, k+1)) += v_k;
project(W, range(j, A.size1()), range(k, k+1)) *= - betas[j+k];
}
//
//apply (I+WY^T)^T = I + Y W^T to the remaining columns of A:
//
if (A.size2() > j + effective_block_size)
{
MatrixRange A_part(A, range(j, A.size1()), range(j+effective_block_size, A.size2()));
MatrixRange W_part(W, range(j, A.size1()), range(0, effective_block_size));
MatrixType temp = prod(trans(W_part), A_part);
A_part += prod(project(Y, range(j, A.size1()), range(0, effective_block_size)),
temp);
}
}
return betas;
}
//MatrixType is ViennaCL-matrix
/** @brief Implementation of a hybrid QR factorization using uBLAS on the CPU and ViennaCL for GPUs (or multi-core CPU)
*
* Prefer the use of the convenience interface inplace_qr()
*
* @param A A dense ViennaCL matrix to be factored
* @param block_size The block size to be used. The number of columns of A must be a multiple of block_size
*/
template<typename MatrixType>
std::vector< typename viennacl::result_of::cpu_value_type< typename MatrixType::value_type >::type >
inplace_qr_hybrid(MatrixType & A, vcl_size_t block_size = 16)
{
typedef typename viennacl::result_of::cpu_value_type< typename MatrixType::value_type >::type ScalarType;
typedef viennacl::matrix_range<MatrixType> VCLMatrixRange;
typedef boost::numeric::ublas::matrix<ScalarType> UblasMatrixType;
typedef boost::numeric::ublas::matrix_range<UblasMatrixType> UblasMatrixRange;
std::vector<ScalarType> betas(A.size2());
UblasMatrixType v(A.size1(), 1);
UblasMatrixType matrix_1x1(1,1);
UblasMatrixType ublasW(A.size1(), block_size); ublasW.clear(); ublasW.resize(A.size1(), block_size);
UblasMatrixType ublasY(A.size1(), block_size); ublasY.clear(); ublasY.resize(A.size1(), block_size);
UblasMatrixType ublasA(A.size1(), A.size1());
MatrixType vclW(ublasW.size1(), ublasW.size2());
MatrixType vclY(ublasY.size1(), ublasY.size2());
//run over A in a block-wise manner:
for (vcl_size_t j = 0; j < std::min(A.size1(), A.size2()); j += block_size)
{
vcl_size_t effective_block_size = std::min(std::min(A.size1(), A.size2()), j+block_size) - j;
UblasMatrixRange ublasA_part = boost::numeric::ublas::project(ublasA,
boost::numeric::ublas::range(0, A.size1()),
boost::numeric::ublas::range(j, j + effective_block_size));
viennacl::copy(viennacl::project(A,
viennacl::range(0, A.size1()),
viennacl::range(j, j+effective_block_size)),
ublasA_part
);
//determine Householder vectors:
for (vcl_size_t k = 0; k < effective_block_size; ++k)
{
betas[j+k] = detail::setup_householder_vector_ublas(ublasA, v, matrix_1x1, j+k);
for (vcl_size_t l = k; l < effective_block_size; ++l)
detail::householder_reflect_ublas(ublasA, v, matrix_1x1, betas[j+k], j+k, j+l);
detail::write_householder_to_A_ublas(ublasA, v, j+k);
}
//
// Setup Y:
//
ublasY.clear(); ublasY.resize(A.size1(), block_size);
for (vcl_size_t k = 0; k < effective_block_size; ++k)
{
//write Householder to Y:
ublasY(j+k,k) = 1.0;
boost::numeric::ublas::project(ublasY,
boost::numeric::ublas::range(j+k+1, A.size1()),
boost::numeric::ublas::range(k, k+1))
= boost::numeric::ublas::project(ublasA,
boost::numeric::ublas::range(j+k+1, A.size1()),
boost::numeric::ublas::range(j+k, j+k+1));
}
//
// Setup W:
//
//first vector:
ublasW.clear(); ublasW.resize(A.size1(), block_size);
ublasW(j, 0) = -betas[j];
boost::numeric::ublas::project(ublasW,
boost::numeric::ublas::range(j+1, A.size1()),
boost::numeric::ublas::range(0, 1))
= -betas[j] * boost::numeric::ublas::project(ublasA,
boost::numeric::ublas::range(j+1, A.size1()),
boost::numeric::ublas::range(j, j+1));
//k-th column of W is given by -beta * (Id + W*Y^T) v_k, where W and Y have k-1 columns
for (vcl_size_t k = 1; k < effective_block_size; ++k)
{
UblasMatrixRange Y_old = boost::numeric::ublas::project(ublasY,
boost::numeric::ublas::range(j, A.size1()),
boost::numeric::ublas::range(0, k));
UblasMatrixRange v_k = boost::numeric::ublas::project(ublasY,
boost::numeric::ublas::range(j, A.size1()),
boost::numeric::ublas::range(k, k+1));
UblasMatrixRange W_old = boost::numeric::ublas::project(ublasW,
boost::numeric::ublas::range(j, A.size1()),
boost::numeric::ublas::range(0, k));
UblasMatrixRange z = boost::numeric::ublas::project(ublasW,
boost::numeric::ublas::range(j, A.size1()),
boost::numeric::ublas::range(k, k+1));
UblasMatrixType YT_prod_v = boost::numeric::ublas::prod(boost::numeric::ublas::trans(Y_old), v_k);
z = - betas[j+k] * (v_k + prod(W_old, YT_prod_v));
}
//
//apply (I+WY^T)^T = I + Y W^T to the remaining columns of A:
//
VCLMatrixRange A_part = viennacl::project(A,
viennacl::range(0, A.size1()),
viennacl::range(j, j+effective_block_size));
viennacl::copy(boost::numeric::ublas::project(ublasA,
boost::numeric::ublas::range(0, A.size1()),
boost::numeric::ublas::range(j, j+effective_block_size)),
A_part);
viennacl::copy(ublasW, vclW);
viennacl::copy(ublasY, vclY);
if (A.size2() > j + effective_block_size)
{
VCLMatrixRange A_part(A, viennacl::range(j, A.size1()), viennacl::range(j+effective_block_size, A.size2()));
VCLMatrixRange W_part(vclW, viennacl::range(j, A.size1()), viennacl::range(0, effective_block_size));
MatrixType temp = viennacl::linalg::prod(trans(W_part), A_part);
A_part += viennacl::linalg::prod(viennacl::project(vclY, viennacl::range(j, A.size1()), viennacl::range(0, effective_block_size)),
temp);
}
}
return betas;
}
} //namespace detail
//takes an inplace QR matrix A and generates Q and R explicitly
template <typename MatrixType, typename VectorType>
void recoverQ(MatrixType const & A, VectorType const & betas, MatrixType & Q, MatrixType & R)
{
typedef typename MatrixType::value_type ScalarType;
std::vector<ScalarType> v(A.size1());
Q.clear();
R.clear();
//
// Recover R from upper-triangular part of A:
//
vcl_size_t i_max = std::min(R.size1(), R.size2());
for (vcl_size_t i=0; i<i_max; ++i)
for (vcl_size_t j=i; j<R.size2(); ++j)
R(i,j) = A(i,j);
//
// Recover Q by applying all the Householder reflectors to the identity matrix:
//
for (vcl_size_t i=0; i<Q.size1(); ++i)
Q(i,i) = 1.0;
vcl_size_t j_max = std::min(A.size1(), A.size2());
for (vcl_size_t j=0; j<j_max; ++j)
{
vcl_size_t col_index = j_max - j - 1;
v[col_index] = 1.0;
for (vcl_size_t i=col_index+1; i<A.size1(); ++i)
v[i] = A(i, col_index);
if (betas[col_index] != 0)
detail::householder_reflect(Q, v, betas[col_index], col_index);
}
}
/** @brief Computes Q^T b, where Q is an implicit orthogonal matrix defined via its Householder reflectors stored in A.
*
* @param A A matrix holding the Householder reflectors in the lower triangular part. Typically obtained from calling inplace_qr() on the original matrix
* @param betas The scalars beta_i for each Householder reflector (I - beta_i v_i v_i^T)
* @param b The vector b to which the result Q^T b is directly written to
*/
template <typename MatrixType, typename VectorType1, typename VectorType2>
void inplace_qr_apply_trans_Q(MatrixType const & A, VectorType1 const & betas, VectorType2 & b)
{
typedef typename viennacl::result_of::cpu_value_type<typename MatrixType::value_type>::type ScalarType;
//
// Apply Q^T = (I - beta_m v_m v_m^T) \times ... \times (I - beta_0 v_0 v_0^T) by applying all the Householder reflectors to b:
//
for (vcl_size_t col_index=0; col_index<std::min(A.size1(), A.size2()); ++col_index)
{
ScalarType v_in_b = b[col_index];
for (vcl_size_t i=col_index+1; i<A.size1(); ++i)
v_in_b += A(i, col_index) * b[i];
b[col_index] -= betas[col_index] * v_in_b;
for (vcl_size_t i=col_index+1; i<A.size1(); ++i)
b[i] -= betas[col_index] * A(i, col_index) * v_in_b;
}
}
template <typename T, typename F, unsigned int ALIGNMENT, typename VectorType1, unsigned int A2>
void inplace_qr_apply_trans_Q(viennacl::matrix<T, F, ALIGNMENT> const & A, VectorType1 const & betas, viennacl::vector<T, A2> & b)
{
boost::numeric::ublas::matrix<T> ublas_A(A.size1(), A.size2());
viennacl::copy(A, ublas_A);
std::vector<T> stl_b(b.size());
viennacl::copy(b, stl_b);
inplace_qr_apply_trans_Q(ublas_A, betas, stl_b);
viennacl::copy(stl_b, b);
}
/** @brief Overload of inplace-QR factorization of a ViennaCL matrix A
*
* @param A A dense ViennaCL matrix to be factored
* @param block_size The block size to be used.
*/
template<typename T, typename F, unsigned int ALIGNMENT>
std::vector<T> inplace_qr(viennacl::matrix<T, F, ALIGNMENT> & A, vcl_size_t block_size = 16)
{
return detail::inplace_qr_hybrid(A, block_size);
}
/** @brief Overload of inplace-QR factorization for a general Boost.uBLAS compatible matrix A
*
* @param A A dense compatible to Boost.uBLAS
* @param block_size The block size to be used.
*/
template<typename MatrixType>
std::vector<typename MatrixType::value_type> inplace_qr(MatrixType & A, vcl_size_t block_size = 16)
{
return detail::inplace_qr_ublas(A, block_size);
}
} //linalg
} //viennacl
#endif
|