Golang matrix.FloatMatrix类代码示例

/*
   Copy x to y using packed storage.

   The vector x is an element of S, with the 's' components stored in
   unpacked storage.  On return, x is copied to y with the 's' components
   stored in packed storage and the off-diagonal entries scaled by
   sqrt(2).
*/
func pack(x, y *matrix.FloatMatrix, dims *DimensionSet, opts ...la_.Option) (err error) {
	/*DEBUGGED*/
	err = nil
	mnl := la_.GetIntOpt("mnl", 0, opts...)
	offsetx := la_.GetIntOpt("offsetx", 0, opts...)
	offsety := la_.GetIntOpt("offsety", 0, opts...)

	nlq := mnl + dims.At("l")[0] + dims.Sum("q")
	blas.Copy(x, y, &la_.IOpt{"n", nlq}, &la_.IOpt{"offsetx", offsetx},
		&la_.IOpt{"offsety", offsety})

	iu, ip := offsetx+nlq, offsety+nlq
	for _, n := range dims.At("s") {
		for k := 0; k < n; k++ {
			blas.Copy(x, y, &la_.IOpt{"n", n - k}, &la_.IOpt{"offsetx", iu + k*(n+1)},
				&la_.IOpt{"offsety", ip})
			y.SetIndex(ip, (y.GetIndex(ip) / math.Sqrt(2.0)))
			ip += n - k
		}
		iu += n * n
	}
	np := dims.SumPacked("s")
	blas.ScalFloat(y, math.Sqrt(2.0), &la_.IOpt{"n", np}, &la_.IOpt{"offset", offsety + nlq})
	return
}

/*
   Matrix-vector multiplication.

   A is a matrix or spmatrix of size (m, n) where

       N = dims['l'] + sum(dims['q']) + sum( k**2 for k in dims['s'] )

   representing a mapping from R^n to S.

   If trans is 'N':

       y := alpha*A*x + beta * y   (trans = 'N').

   x is a vector of length n.  y is a vector of length N.

   If trans is 'T':

       y := alpha*A'*x + beta * y  (trans = 'T').

   x is a vector of length N.  y is a vector of length n.

   The 's' components in S are stored in unpacked 'L' storage.
*/
func sgemv(A, x, y *matrix.FloatMatrix, alpha, beta float64, dims *DimensionSet, opts ...la_.Option) error {

	m := dims.Sum("l", "q") + dims.SumSquared("s")
	n := la_.GetIntOpt("n", -1, opts...)
	if n == -1 {
		n = A.Cols()
	}
	trans := la_.GetIntOpt("trans", int(la_.PNoTrans), opts...)
	offsetX := la_.GetIntOpt("offsetx", 0, opts...)
	offsetY := la_.GetIntOpt("offsety", 0, opts...)
	offsetA := la_.GetIntOpt("offseta", 0, opts...)

	if trans == int(la_.PTrans) && alpha != 0.0 {
		trisc(x, dims, offsetX)
		//fmt.Printf("trisc x=\n%v\n", x.ConvertToString())
	}
	//fmt.Printf("alpha=%.4f beta=%.4f m=%d n=%d\n", alpha, beta, m, n)
	//fmt.Printf("A=\n%v\nx=\n%v\ny=\n%v\n", A, x.ConvertToString(), y.ConvertToString())
	err := blas.GemvFloat(A, x, y, alpha, beta, &la_.IOpt{"trans", trans},
		&la_.IOpt{"n", n}, &la_.IOpt{"m", m}, &la_.IOpt{"offseta", offsetA},
		&la_.IOpt{"offsetx", offsetX}, &la_.IOpt{"offsety", offsetY})
	//fmt.Printf("gemv y=\n%v\n", y.ConvertToString())

	if trans == int(la_.PTrans) && alpha != 0.0 {
		triusc(x, dims, offsetX)
	}
	return err
}

func doScale(G *matrix.FloatMatrix, W *cvx.FloatMatrixSet) {
	g := matrix.FloatZeros(G.Rows(), 1)
	g.SetIndexes(matrix.MakeIndexSet(0, g.Rows(), 1), G.GetColumn(0, nil))
	fmt.Printf("** scaling g:\n%v\n", g)
	cvx.Scale(g, W, true, true)
	fmt.Printf("== scaled  g:\n%v\n", g)
}

// See function Syrk.
func SyrkFloat(A, C *matrix.FloatMatrix, alpha, beta float64, opts ...linalg.Option) (err error) {

	params, e := linalg.GetParameters(opts...)
	if e != nil {
		err = e
		return
	}
	ind := linalg.GetIndexOpts(opts...)
	err = check_level3_func(ind, fsyrk, A, nil, C, params)
	if e != nil || err != nil {
		return
	}
	if ind.N == 0 {
		return
	}
	Aa := A.FloatArray()
	Ca := C.FloatArray()
	uplo := linalg.ParamString(params.Uplo)
	trans := linalg.ParamString(params.Trans)
	//diag := linalg.ParamString(params.Diag)
	dsyrk(uplo, trans, ind.N, ind.K, alpha, Aa[ind.OffsetA:], ind.LDa, beta,
		Ca[ind.OffsetC:], ind.LDc)

	return
}

// See function Trsm.
func TrsmFloat(A, B *matrix.FloatMatrix, alpha float64, opts ...linalg.Option) (err error) {

	params, e := linalg.GetParameters(opts...)
	if e != nil {
		err = e
		return
	}
	ind := linalg.GetIndexOpts(opts...)
	err = check_level3_func(ind, ftrsm, A, B, nil, params)
	if err != nil {
		return
	}
	if ind.N == 0 || ind.M == 0 {
		return
	}
	Aa := A.FloatArray()
	Ba := B.FloatArray()
	uplo := linalg.ParamString(params.Uplo)
	transA := linalg.ParamString(params.TransA)
	side := linalg.ParamString(params.Side)
	diag := linalg.ParamString(params.Diag)
	dtrsm(side, uplo, transA, diag, ind.M, ind.N, alpha,
		Aa[ind.OffsetA:], ind.LDa, Ba[ind.OffsetB:], ind.LDb)
	return
}

func GbtrsFloat(A, B *matrix.FloatMatrix, ipiv []int32, KL int, opts ...linalg.Option) error {
	pars, err := linalg.GetParameters(opts...)
	if err != nil {
		return err
	}
	ind := linalg.GetIndexOpts(opts...)

	ind.Kl = KL
	err = checkGbtrs(ind, A, B, ipiv)
	if err != nil {
		return err
	}
	if ind.N == 0 || ind.Nrhs == 0 {
		return nil
	}
	Aa := A.FloatArray()
	Ba := B.FloatArray()
	trans := linalg.ParamString(pars.Trans)
	info := dgbtrs(trans, ind.N, ind.Kl, ind.Ku, ind.Nrhs,
		Aa[ind.OffsetA:], ind.LDa, ipiv, Ba[ind.OffsetB:], ind.LDb)
	if info != 0 {
		return errors.New(fmt.Sprintf("Gbtrs: call error: %d", info))
	}
	return nil
}

func setDiagonal(M *matrix.FloatMatrix, srow, scol, erow, ecol int, val float64) {
	for i := srow; i < erow; i++ {
		if i < ecol {
			M.SetAt(i, i, val)
		}
	}
}

func matrixNaN(x *matrix.FloatMatrix) bool {
	for i := 0; i < x.NumElements(); i++ {
		if math.IsNaN(x.GetIndex(i)) {
			return true
		}
	}
	return false
}

func (p *FloorPlan) F2(x, z *matrix.FloatMatrix) (f, Df, H *matrix.FloatMatrix, err error) {
	f, Df, err = p.F1(x)
	x17 := matrix.FloatVector(x.FloatArray()[17:])
	tmp := p.Amin.Div(x17.Pow(3.0))
	tmp = z.Mul(tmp).Scale(2.0)
	diag := matrix.FloatDiagonal(5, tmp.FloatArray()...)
	H = matrix.FloatZeros(22, 22)
	H.SetSubMatrix(17, 17, diag)
	return
}

func sinv(x, y *matrix.FloatMatrix, dims *DimensionSet, mnl int) (err error) {
	/*DEBUGGED*/

	err = nil

	// For the nonlinear and 'l' blocks:
	//
	//     yk o\ xk = yk .\ xk.

	ind := mnl + dims.At("l")[0]
	blas.Tbsv(y, x, &la_.IOpt{"n", ind}, &la_.IOpt{"k", 0}, &la_.IOpt{"ldA", 1})

	// For the 'q' blocks:
	//
	//                        [ l0   -l1'              ]
	//     yk o\ xk = 1/a^2 * [                        ] * xk
	//                        [ -l1  (a*I + l1*l1')/l0 ]
	//
	// where yk = (l0, l1) and a = l0^2 - l1'*l1.

	for _, m := range dims.At("q") {
		aa := blas.Nrm2Float(y, &la_.IOpt{"n", m - 1}, &la_.IOpt{"offset", ind + 1})
		ee := y.GetIndex(ind)
		aa = (ee + aa) * (ee - aa)
		cc := x.GetIndex(ind)
		dd := blas.DotFloat(x, y, &la_.IOpt{"n", m - 1}, &la_.IOpt{"offsetx", ind + 1},
			&la_.IOpt{"offsety", ind + 1})
		x.SetIndex(ind, cc*ee-dd)
		blas.ScalFloat(x, aa/ee, &la_.IOpt{"n", m - 1}, &la_.IOpt{"offset", ind + 1})
		blas.AxpyFloat(y, x, dd/ee-cc, &la_.IOpt{"n", m - 1},
			&la_.IOpt{"offsetx", ind + 1}, &la_.IOpt{"offsety", ind + 1})
		blas.ScalFloat(x, 1.0/aa, &la_.IOpt{"n", m}, &la_.IOpt{"offset", ind})
		ind += m
	}

	// For the 's' blocks:
	//
	//     yk o\ xk =  xk ./ gamma
	//
	// where gammaij = .5 * (yk_i + yk_j).

	ind2 := ind
	for _, m := range dims.At("s") {
		for j := 0; j < m; j++ {
			u := matrix.FloatVector(y.FloatArray()[ind2+j : ind2+m])
			u.Add(y.GetIndex(ind2 + j))
			u.Scale(0.5)
			blas.Tbsv(u, x, &la_.IOpt{"n", m - j}, &la_.IOpt{"k", 0}, &la_.IOpt{"lda", 1},
				&la_.IOpt{"offsetx", ind + j*(m+1)})
		}
		ind += m * m
		ind2 += m
	}
	return
}

/*
   Returns sqrt(x' * J * x) where J = [1, 0; 0, -I], for a vector
   x in a second order cone.
*/
func jnrm2(x *matrix.FloatMatrix, n, offset int) float64 {
	/*DEBUGGED*/
	if n <= 0 {
		n = x.NumElements()
	}
	if offset < 0 {
		offset = 0
	}
	a := blas.Nrm2Float(x, &la_.IOpt{"n", n - 1}, &la_.IOpt{"offset", offset + 1})
	fst := x.GetIndex(offset)
	return math.Sqrt(fst-a) * math.Sqrt(fst+a)
}

// See function Scal.
func ScalFloat(X *matrix.FloatMatrix, alpha float64, opts ...linalg.Option) (err error) {
	ind := linalg.GetIndexOpts(opts...)
	err = check_level1_func(ind, fscal, X, nil)
	if err != nil {
		return
	}
	if ind.Nx == 0 {
		return
	}
	Xa := X.FloatArray()
	dscal(ind.Nx, alpha, Xa[ind.OffsetX:], ind.IncX)
	return
}

func GesvdFloat(A, S, U, Vt *matrix.FloatMatrix, opts ...linalg.Option) error {
	pars, err := linalg.GetParameters(opts...)
	if err != nil {
		return err
	}
	ind := linalg.GetIndexOpts(opts...)
	err = checkGesvd(ind, pars, A, S, U, Vt)
	if err != nil {
		return err
	}
	if ind.M == 0 || ind.N == 0 {
		return nil
	}
	Aa := A.FloatArray()
	Sa := S.FloatArray()
	var Ua, Va []float64
	Ua = nil
	Va = nil
	if U != nil {
		Ua = U.FloatArray()[ind.OffsetU:]
	}
	if Vt != nil {
		Va = Vt.FloatArray()[ind.OffsetVt:]
	}
	info := dgesvd(linalg.ParamString(pars.Jobu), linalg.ParamString(pars.Jobvt),
		ind.M, ind.N, Aa[ind.OffsetA:], ind.LDa, Sa[ind.OffsetS:], Ua, ind.LDu, Va, ind.LDvt)
	if info != 0 {
		return errors.New("GesvdFloat not implemented yet")
	}
	return nil
}

// See function Copy.
func CopyFloat(X, Y *matrix.FloatMatrix, opts ...linalg.Option) (err error) {
	ind := linalg.GetIndexOpts(opts...)
	err = check_level1_func(ind, fcopy, X, Y)
	if err != nil {
		return
	}
	if ind.Nx == 0 {
		return
	}
	Xa := X.FloatArray()
	Ya := Y.FloatArray()
	dcopy(ind.Nx, Xa[ind.OffsetX:], ind.IncX, Ya[ind.OffsetY:], ind.IncY)
	return
}

// See function Asum.
func AsumFloat(X *matrix.FloatMatrix, opts ...linalg.Option) (v float64) {
	v = math.NaN()
	ind := linalg.GetIndexOpts(opts...)
	err := check_level1_func(ind, fasum, X, nil)
	if err != nil {
		return
	}
	if ind.Nx == 0 {
		v = 0.0
		return
	}
	Xa := X.FloatArray()
	v = dasum(ind.Nx, Xa[ind.OffsetX:], ind.IncX)
	return
}