Golang matrix.FloatMatrix类代码示例

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 onError(fmt.Sprintf("Gbtrs: lapack error: %d", info))
	}
	return nil
}

/*
   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 *sets.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
}

/*
   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 *sets.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
}

// In-place version of pack(), which also accepts matrix arguments x.
// The columns of x are elements of S, with the 's' components stored
// in unpacked storage.  On return, the 's' components are stored in
// packed storage and the off-diagonal entries are scaled by sqrt(2).
//
func pack2(x *matrix.FloatMatrix, dims *sets.DimensionSet, mnl int) (err error) {
	if len(dims.At("s")) == 0 {
		return nil
	}

	const sqrt2 = 1.41421356237309504880

	iu := mnl + dims.Sum("l", "q")
	ip := iu
	row := matrix.FloatZeros(1, x.Cols())
	//fmt.Printf("x.size = %d %d\n", x.Rows(), x.Cols())
	for _, n := range dims.At("s") {
		for k := 0; k < n; k++ {
			cnt := n - k
			row = x.GetRow(iu+(n+1)*k, row)
			//fmt.Printf("%02d: %v\n", iu+(n+1)*k, x.FloatArray())
			x.SetRow(ip, row)
			for i := 1; i < n-k; i++ {
				row = x.GetRow(iu+(n+1)*k+i, row)
				//fmt.Printf("%02d: %v\n", iu+(n+1)*k+i, x.FloatArray())
				x.SetRow(ip+i, row.Scale(sqrt2))
			}
			ip += cnt
		}
		iu += n * n
	}
	return nil
}

func runTest(A *matrix.FloatMatrix, ntest, LB int) time.Duration {

	var flags matops.Flags
	var mintime time.Duration

	flags = matops.LOWER
	if testUpper {
		flags = matops.UPPER
	}

	fnc := func() {
		_, ERRmatops = matops.DecomposeCHOL(A, flags, LB)
	}

	A0 := A.Copy()
	for n := 0; n < ntest; n++ {
		if n > 0 {
			// restore original A
			A0.CopyTo(A)
		}
		mperf.FlushCache()
		time0 := mperf.Timeit(fnc)
		if n == 0 || time0 < mintime {
			mintime = time0
		}
		if verbose {
			fmt.Printf("%.4f ms\n", time0.Seconds()*1000.0)
		}
	}
	return mintime
}

func runRefTest(A *matrix.FloatMatrix, ntest, LB int) time.Duration {

	var mintime time.Duration

	lopt := linalg.OptLower
	if testUpper {
		lopt = linalg.OptUpper
	}

	fnc := func() {
		ERRlapack = lapack.Potrf(A, lopt)
	}

	A0 := A.Copy()
	for n := 0; n < ntest; n++ {
		if n > 0 {
			// restore original A
			A0.CopyTo(A)
		}
		mperf.FlushCache()
		time0 := mperf.Timeit(fnc)
		if n == 0 || time0 < mintime {
			mintime = time0
		}
	}
	return mintime
}

/*
 *  ( a11  a12 )   ( 1   0   )( d1  0   )( l  l21.t )
 *  ( a21  A22 )   ( l21 L22 )(  0  A22 )( 0  L22.t )
 *
 *   a11  =   d1
 *   a21  =   l21*d1                       => l21 = a21/d1
 *   A22  =   l21*d1*l21.t + L22*D2*L22.t  => L22 = A22 - l21*d1*l21t
 */
func unblkLowerLDLnoPiv(A *matrix.FloatMatrix) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, a10, a11, A20, a21, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&a10, &a11, nil,
			&A20, &a21, &A22, A, 1, pBOTTOMRIGHT)

		// --------------------------------------------------------

		// d11 = a11; no-op

		// A22 = A22 - l21*d11*l21.T = A22 - a21*a21.T/a11; triangular update
		err = MVUpdateTrm(&A22, &a21, &a21, -1.0/a11.Float(), LOWER)

		// l21 = a21/a11
		InvScale(&a21, a11.Float())
		// ---------------------------------------------------------

		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, pBOTTOMRIGHT)
	}
	return
}

// blocked LU decomposition w/o pivots, FLAME LU nopivots variant 5
func blockedLUnoPiv(A *matrix.FloatMatrix, nb int) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, A01, A02, A10, A11, A12, A20, A21, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, &A01, &A02,
			&A10, &A11, &A12,
			&A20, &A21, &A22, A, nb, pBOTTOMRIGHT)

		// A00 = LU(A00)
		unblockedLUnoPiv(&A11)
		// A12 = trilu(A00)*A12.-1  (TRSM)
		SolveTrm(&A12, &A11, 1.0, LEFT|LOWER|UNIT)
		// A21 = A21.-1*triu(A00) (TRSM)
		SolveTrm(&A21, &A11, 1.0, RIGHT|UPPER)
		// A22 = A22 - A21*A12
		Mult(&A22, &A21, &A12, -1.0, 1.0, NOTRANS)

		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, pBOTTOMRIGHT)
	}
	return
}

// 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
}

func runRefTest(A *matrix.FloatMatrix, ntest, LB int) time.Duration {

	var mintime time.Duration

	N := A.Cols()
	tau := matrix.FloatZeros(N, 1)

	fnc := func() {
		ERRlapack = lapack.Geqrf(A, tau)
	}

	A0 := A.Copy()
	for n := 0; n < ntest; n++ {
		if n > 0 {
			// restore original A
			A0.CopyTo(A)
			tau.Scale(0.0)
		}
		mperf.FlushCache()
		time0 := mperf.Timeit(fnc)
		if n == 0 || time0 < mintime {
			mintime = time0
		}
	}
	return mintime
}

// Inverse UNIT diagonal tridiagonal matrix
func unblockedInverseUnitLower(A *matrix.FloatMatrix) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, a10t, a11, A20, a21, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, nil, nil,
			&a10t, &a11, nil,
			&A20, &a21, &A22, A, 1, pBOTTOMRIGHT)
		// -------------------------------------------------

		// a21 = -a21
		Scale(&a21, -1.0)
		// A20 = A20 + a21*a10.t
		MVRankUpdate(&A20, &a21, &a10t, 1.0)

		// -------------------------------------------------
		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, pBOTTOMRIGHT)
	}
	return
}

func main() {
	blas.PanicOnError(true)
	matrix.PanicOnError(true)

	var data *matrix.FloatMatrix = nil
	flag.Parse()
	if len(dataVal) > 0 {
		data, _ = matrix.FloatParse(dataVal)
		if data == nil {
			fmt.Printf("could not parse:\n%s\n", dataVal)
			return
		}
	} else {
		data = matrix.FloatNormal(20, 20)
	}

	if len(spPath) > 0 {
		checkpnt.Reset(spPath)
		checkpnt.Activate()
		checkpnt.Verbose(spVerbose)
		checkpnt.Format("%.7f")
	}

	sol, err := mcsdp(data)
	if sol != nil && sol.Status == cvx.Optimal {
		x := sol.Result.At("x")[0]
		z := sol.Result.At("z")[0]
		matrix.Reshape(z, data.Rows(), data.Rows())
		fmt.Printf("x=\n%v\n", x.ToString("%.9f"))
		//fmt.Printf("z=\n%v\n", z.ToString("%.9f"))
		check(x, z)
	} else {
		fmt.Printf("status: %v\n", err)
	}
}

func InverseTrm(A *matrix.FloatMatrix, flags Flags, nb int) (*matrix.FloatMatrix, error) {
	var err error = nil
	if nb == 0 || A.Cols() < nb {
		if flags&UNIT != 0 {
			if flags&LOWER != 0 {
				err = unblockedInverseUnitLower(A)
			} else {
				err = unblockedInverseUnitUpper(A)
			}
		} else {
			if flags&LOWER != 0 {
				err = unblockedInverseLower(A)
			} else {
				err = unblockedInverseUpper(A)
			}
		}
	} else {
		if flags&LOWER != 0 {
			err = blockedInverseLower(A, flags, nb)
		} else {
			err = blockedInverseUpper(A, flags, nb)
		}
	}
	return A, err
}

// Inverse NON-UNIT diagonal tridiagonal matrix
func unblockedInverseUpper(A *matrix.FloatMatrix) (err error) {
	var ATL, ATR, ABL, ABR matrix.FloatMatrix
	var A00, a01, A02, a11, a12t, A22 matrix.FloatMatrix

	err = nil
	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)

	for ATL.Rows() < A.Rows() {
		repartition2x2to3x3(&ATL,
			&A00, &a01, &A02,
			nil, &a11, &a12t,
			nil, nil, &A22, A, 1, pBOTTOMRIGHT)
		// -------------------------------------------------
		aval := a11.Float()

		// a12 = -a12/a11
		InvScale(&a12t, -aval)
		// A02 = A02 + a01*a12
		MVRankUpdate(&A02, &a01, &a12t, 1.0)
		// a01 = a01/a11
		InvScale(&a01, aval)
		// a11 = 1.0/a11
		a11.SetAt(0, 0, 1.0/aval)

		// -------------------------------------------------
		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &a11, &A22, A, pBOTTOMRIGHT)
	}
	return
}

func updateBlas(t *testing.T, Y1, Y2, C1, C2, T, W *matrix.FloatMatrix) {
	if W.Rows() != C1.Cols() {
		panic("W.Rows != C1.Cols")
	}
	// W = C1.T
	ScalePlus(W, C1, 0.0, 1.0, TRANSB)
	//fmt.Printf("W = C1.T:\n%v\n", W)
	// W = C1.T*Y1
	blas.TrmmFloat(Y1, W, 1.0, linalg.OptLower, linalg.OptUnit, linalg.OptRight)
	t.Logf("W = C1.T*Y1:\n%v\n", W)
	// W = W + C2.T*Y2
	blas.GemmFloat(C2, Y2, W, 1.0, 1.0, linalg.OptTransA)
	t.Logf("W = W + C2.T*Y2:\n%v\n", W)

	// --- here: W == C.T*Y ---
	// W = W*T
	blas.TrmmFloat(T, W, 1.0, linalg.OptUpper, linalg.OptRight)
	t.Logf("W = C.T*Y*T:\n%v\n", W)

	// --- here: W == C.T*Y*T ---
	// C2 = C2 - Y2*W.T
	blas.GemmFloat(Y2, W, C2, -1, 1.0, linalg.OptTransB)
	t.Logf("C2 = C2 - Y2*W.T:\n%v\n", C2)
	//  W = Y1*W.T ==> W.T = W*Y1.T
	blas.TrmmFloat(Y1, W, 1.0, linalg.OptLower,
		linalg.OptUnit, linalg.OptRight, linalg.OptTrans)
	t.Logf("W.T = W*Y1.T:\n%v\n", W)

	// C1 = C1 - W.T
	ScalePlus(C1, W, 1.0, -1.0, TRANSB)
	//fmt.Printf("C1 = C1 - W.T:\n%v\n", C1)

	// --- here: C = (I - Y*T*Y.T).T * C ---
}