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Golang FloatMatrix.Size方法代码示例

本文整理汇总了Golang中github.com/hrautila/matrix.FloatMatrix.Size方法的典型用法代码示例。如果您正苦于以下问题:Golang FloatMatrix.Size方法的具体用法?Golang FloatMatrix.Size怎么用?Golang FloatMatrix.Size使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在github.com/hrautila/matrix.FloatMatrix的用法示例。


在下文中一共展示了FloatMatrix.Size方法的11个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的Golang代码示例。

示例1: SolveTrm

// Solve multiple right sides. If flags&UNIT then A diagonal is assumed to
// to unit and is not referenced. (blas.TRSM)
//      alpha*B = A.-1*B if flags&LEFT
//      alpha*B = A.-T*B if flags&(LEFT|TRANS)
//      alpha*B = B*A.-1 if flags&RIGHT
//      alpha*B = B*A.-T if flags&(RIGHT|TRANS)
//
// Matrix A is N*N triangular matrix defined with flags bits as follow
//  LOWER       non-unit lower triangular
//  LOWER|UNIT  unit lower triangular
//  UPPER       non-unit upper triangular
//  UPPER|UNIT  unit upper triangular
//
// Matrix B is N*P if flags&LEFT or P*N if flags&RIGHT.
//
func SolveTrm(B, A *matrix.FloatMatrix, alpha float64, flags Flags) error {

	ok := true
	empty := false
	br, bc := B.Size()
	ar, ac := A.Size()
	switch flags & (LEFT | RIGHT) {
	case LEFT:
		empty = br == 0
		ok = br == ac && ac == ar
	case RIGHT:
		empty = bc == 0
		ok = bc == ar && ac == ar
	}
	if empty {
		return nil
	}
	if !ok {
		return onError("A, B size mismatch")
	}

	Ar := A.FloatArray()
	ldA := A.LeadingIndex()
	Br := B.FloatArray()
	ldB := B.LeadingIndex()

	E := bc
	if flags&RIGHT != 0 {
		E = br
	}
	// if more workers available can divide to tasks by B columns if flags&LEFT or by
	// B rows if flags&RIGHT.
	calgo.DSolveBlk(Br, Ar, alpha, calgo.Flags(flags), ldB, ldA, ac, 0, E, nB)
	return nil
}
开发者ID:hrautila,项目名称:matops,代码行数:50,代码来源:mmult.go

示例2: Complex

// Return Complex(Real, Imag). Return a new matrix.
func Complex(Real, Imag *matrix.FloatMatrix) *matrix.ComplexMatrix {
	if !Real.SizeMatch(Imag.Size()) {
		return nil
	}
	C := matrix.ComplexZeros(Real.Size())
	Rr := Real.FloatArray()
	Ir := Imag.FloatArray()
	Cr := C.ComplexArray()
	for i, _ := range Rr {
		Cr[i] = complex(Rr[i], Ir[i])
	}
	return C
}
开发者ID:jvlmdr,项目名称:matrix,代码行数:14,代码来源:math.go

示例3: Mult

// Generic matrix-matrix multpily. (blas.GEMM). Calculates
//   C = beta*C + alpha*A*B     (default)
//   C = beta*C + alpha*A.T*B   flags&TRANSA
//   C = beta*C + alpha*A*B.T   flags&TRANSB
//   C = beta*C + alpha*A.T*B.T flags&(TRANSA|TRANSB)
//
// C is M*N, A is M*P or P*M if flags&TRANSA. B is P*N or N*P if flags&TRANSB.
//
func Mult(C, A, B *matrix.FloatMatrix, alpha, beta float64, flags Flags) error {
	var ok, empty bool
	// error checking must take in account flag values!

	ar, ac := A.Size()
	br, bc := B.Size()
	cr, cc := C.Size()
	switch flags & (TRANSA | TRANSB) {
	case TRANSA | TRANSB:
		empty = ac == 0 || br == 0
		ok = cr == ac && cc == br && ar == bc
	case TRANSA:
		empty = ac == 0 || bc == 0
		ok = cr == ac && cc == bc && ar == br
	case TRANSB:
		empty = ar == 0 || br == 0
		ok = cr == ar && cc == br && ac == bc
	default:
		empty = ar == 0 || bc == 0
		ok = cr == ar && cc == bc && ac == br

	}
	if empty {
		return nil
	}
	if !ok {
		return errors.New("Mult: size mismatch")
	}

	psize := int64(C.NumElements()) * int64(A.Cols())
	Ar := A.FloatArray()
	ldA := A.LeadingIndex()
	Br := B.FloatArray()
	ldB := B.LeadingIndex()
	Cr := C.FloatArray()
	ldC := C.LeadingIndex()

	// matrix A, B common dimension
	P := A.Cols()
	if flags&TRANSA != 0 {
		P = A.Rows()
	}

	if nWorker <= 1 || psize <= limitOne {
		calgo.DMult(Cr, Ar, Br, alpha, beta, calgo.Flags(flags), ldC, ldA, ldB, P,
			0, C.Cols(), 0, C.Rows(),
			vpLen, nB, mB)
		return nil
	}
	// here we have more than one worker available
	worker := func(cstart, cend, rstart, rend int, ready chan int) {
		calgo.DMult(Cr, Ar, Br, alpha, beta, calgo.Flags(flags), ldC, ldA, ldB, P,
			cstart, cend, rstart, rend, vpLen, nB, mB)
		ready <- 1
	}
	colworks, rowworks := divideWork(C.Rows(), C.Cols(), nWorker)
	scheduleWork(colworks, rowworks, C.Cols(), C.Rows(), worker)
	return nil
}
开发者ID:hrautila,项目名称:matops,代码行数:67,代码来源:mmult.go

示例4: MultSym

// Symmetric matrix multiply. (blas.SYMM)
//   C = beta*C + alpha*A*B     (default)
//   C = beta*C + alpha*A.T*B   flags&TRANSA
//   C = beta*C + alpha*A*B.T   flags&TRANSB
//   C = beta*C + alpha*A.T*B.T flags&(TRANSA|TRANSB)
//
// C is N*P, A is N*N symmetric matrix. B is N*P or P*N if flags&TRANSB.
//
func MultSym(C, A, B *matrix.FloatMatrix, alpha, beta float64, flags Flags) error {
	var ok, empty bool

	ar, ac := A.Size()
	br, bc := B.Size()
	cr, cc := C.Size()
	switch flags & (TRANSA | TRANSB) {
	case TRANSA | TRANSB:
		empty = ac == 0 || br == 0
		ok = ar == ac && cr == ac && cc == br && ar == bc
	case TRANSA:
		empty = ac == 0 || bc == 0
		ok = ar == ac && cr == ac && cc == bc && ar == br
	case TRANSB:
		empty = ar == 0 || br == 0
		ok = ar == ac && cr == ar && cc == br && ac == bc
	default:
		empty = ar == 0 || bc == 0
		ok = ar == ac && cr == ar && cc == bc && ac == br
	}
	if empty {
		return nil
	}
	if !ok {
		return errors.New("MultSym: size mismatch")
	}
	/*
	   if A.Rows() != A.Cols() {
	       return errors.New("A matrix not square matrix.");
	   }
	   if A.Cols() != B.Rows() {
	       return errors.New("A.cols != B.rows: size mismatch")
	   }
	*/
	psize := int64(C.NumElements()) * int64(A.Cols())
	Ar := A.FloatArray()
	ldA := A.LeadingIndex()
	Br := B.FloatArray()
	ldB := B.LeadingIndex()
	Cr := C.FloatArray()
	ldC := C.LeadingIndex()

	if nWorker <= 1 || psize <= limitOne {
		calgo.DMultSymm(Cr, Ar, Br, alpha, beta, calgo.Flags(flags), ldC, ldA, ldB,
			A.Cols(), 0, C.Cols(), 0, C.Rows(), vpLen, nB, mB)
		return nil
	}
	// here we have more than one worker available
	worker := func(cstart, cend, rstart, rend int, ready chan int) {
		calgo.DMultSymm(Cr, Ar, Br, alpha, beta, calgo.Flags(flags), ldC, ldA, ldB,
			A.Cols(), cstart, cend, rstart, rend, vpLen, nB, mB)
		ready <- 1
	}
	colworks, rowworks := divideWork(C.Rows(), C.Cols(), nWorker)
	scheduleWork(colworks, rowworks, C.Cols(), C.Rows(), worker)
	return nil
}
开发者ID:hrautila,项目名称:matops,代码行数:65,代码来源:mmult.go

示例5: Acent

// Computes analytic center of A*x <= b with A m by n of rank n.
// We assume that b > 0 and the feasible set is bounded.
func Acent(A, b *matrix.FloatMatrix, niters int) (*matrix.FloatMatrix, []float64) {

	if niters <= 0 {
		niters = MAXITERS
	}
	ntdecrs := make([]float64, 0, niters)

	if A.Rows() != b.Rows() {
		return nil, nil
	}

	m, n := A.Size()
	x := matrix.FloatZeros(n, 1)
	H := matrix.FloatZeros(n, n)
	// Helper m*n matrix
	Dmn := matrix.FloatZeros(m, n)

	for i := 0; i < niters; i++ {

		// Gradient is g = A^T * (1.0/(b - A*x)). d = 1.0/(b - A*x)
		// d is m*1 matrix, g is n*1 matrix
		d := matrix.Minus(b, matrix.Times(A, x)).Inv()
		g := matrix.Times(A.Transpose(), d)

		// Hessian is H = A^T * diag(1./(b-A*x))^2 * A.
		// in the original python code expression d[:,n*[0]] creates
		// a m*n matrix where each column is copy of column 0.
		// We do it here manually.
		for i := 0; i < n; i++ {
			Dmn.SetColumn(i, d)
		}

		// Function mul creates element wise product of matrices.
		Asc := matrix.Mul(Dmn, A)
		blas.SyrkFloat(Asc, H, 1.0, 0.0, linalg.OptTrans)

		// Newton step is v = H^-1 * g.
		v := g.Copy().Scale(-1.0)
		lapack.PosvFloat(H, v)

		// Directional derivative and Newton decrement.
		lam := blas.DotFloat(g, v)
		ntdecrs = append(ntdecrs, math.Sqrt(-lam))
		if ntdecrs[len(ntdecrs)-1] < TOL {
			fmt.Printf("last Newton decrement < TOL(%v)\n", TOL)
			return x, ntdecrs
		}

		// Backtracking line search.
		// y = d .* A*v
		y := d.Mul(A.Times(v))
		step := 1.0
		for 1-step*y.Max() < 0 {
			step *= BETA
		}

	search:
		for {
			// t = -step*y
			t := y.Copy().Scale(-step)
			// t = (1 + t) [e.g. t = 1 - step*y]
			t.Add(1.0)

			// ts = sum(log(1-step*y))
			ts := t.Log().Sum()
			if -ts < ALPHA*step*lam {
				break search
			}
			step *= BETA
		}
		v.Scale(step)
		x = x.Plus(v)
	}
	// no solution !!
	fmt.Printf("Iteration %d exhausted\n", niters)
	return x, ntdecrs
}
开发者ID:hrautila,项目名称:go.opt,代码行数:79,代码来源:acent.go

示例6: Cpl

// Solves a convex optimization problem with a linear objective
//
//        minimize    c'*x
//        subject to  f(x) <= 0
//                    G*x <= h
//                    A*x = b.
//
// f is vector valued, convex and twice differentiable.  The linear
// inequalities are with respect to a cone C defined as the Cartesian
// product of N + M + 1 cones:
//
//        C = C_0 x C_1 x .... x C_N x C_{N+1} x ... x C_{N+M}.
//
// The first cone C_0 is the nonnegative orthant of dimension ml.  The
// next N cones are second order cones of dimension r[0], ..., r[N-1].
// The second order cone of dimension m is defined as
//
//        { (u0, u1) in R x R^{m-1} | u0 >= ||u1||_2 }.
//
// The next M cones are positive semidefinite cones of order t[0], ..., t[M-1] >= 0.
//
// The structure of C is specified by DimensionSet dims which holds following sets
//
//   dims.At("l")  l, the dimension of the nonnegative orthant (array of length 1)
//   dims.At("q")  r[0], ... r[N-1], list with the dimesions of the second-order cones
//   dims.At("s")  t[0], ... t[M-1], array with the dimensions of the positive
//                 semidefinite cones
//
// The default value for dims is l: []int{h.Rows()}, q: []int{}, s: []int{}.
//
// On exit Solution contains the result and information about the accurancy of the
// solution. if SolutionStatus is Optimal then Solution.Result contains solutions
// for the problems.
//
//   Result.At("x")[0]    primal solution
//   Result.At("snl")[0]  non-linear constraint slacks
//   Result.At("sl")[0]   linear constraint slacks
//   Result.At("y")[0]    values for linear equality constraints y
//   Result.At("znl")[0]  values of dual variables for nonlinear inequalities
//   Result.At("zl")[0]   values of dual variables for linear inequalities
//
// If err is non-nil then sol is nil and err contains information about the argument or
// computation error.
//
func Cpl(F ConvexProg, c, G, h, A, b *matrix.FloatMatrix, dims *sets.DimensionSet, solopts *SolverOptions) (sol *Solution, err error) {

	var mnl int
	var x0 *matrix.FloatMatrix

	mnl, x0, err = F.F0()
	if err != nil {
		return
	}

	if x0.Cols() != 1 {
		err = errors.New("'x0' must be matrix with one column")
		return
	}
	if c == nil {
		err = errors.New("'c' must be non nil matrix")
		return
	}
	if !c.SizeMatch(x0.Size()) {
		err = errors.New(fmt.Sprintf("'c' must be matrix of size (%d,1)", x0.Rows()))
		return
	}

	if h == nil {
		h = matrix.FloatZeros(0, 1)
	}
	if h.Cols() > 1 {
		err = errors.New("'h' must be matrix with 1 column")
		return
	}

	if dims == nil {
		dims = sets.NewDimensionSet("l", "q", "s")
		dims.Set("l", []int{h.Rows()})
	}

	cdim := dims.Sum("l", "q") + dims.SumSquared("s")
	//cdim_pckd := dims.Sum("l", "q") + dims.SumPacked("s")
	//cdim_diag := dims.Sum("l", "q", "s")

	if h.Rows() != cdim {
		err = errors.New(fmt.Sprintf("'h' must be float matrix of size (%d,1)", cdim))
		return
	}

	if G == nil {
		G = matrix.FloatZeros(0, c.Rows())
	}
	if !G.SizeMatch(cdim, c.Rows()) {
		estr := fmt.Sprintf("'G' must be of size (%d,%d)", cdim, c.Rows())
		err = errors.New(estr)
		return
	}

	// Check A and set defaults if it is nil
	if A == nil {
//.........这里部分代码省略.........
开发者ID:hrautila,项目名称:cvx,代码行数:101,代码来源:cpl.go

示例7: CplCustomMatrix

// Solves a convex optimization problem with a linear objective
//
//        minimize    c'*x
//        subject to  f(x) <= 0
//                    G*x <= h
//                    A*x = b.
//
// using custom KTT equation solver and custom constraints G and A.
//
func CplCustomMatrix(F ConvexProg, c *matrix.FloatMatrix, G MatrixG, h *matrix.FloatMatrix,
	A MatrixA, b *matrix.FloatMatrix, dims *sets.DimensionSet, kktsolver KKTCpSolver,
	solopts *SolverOptions) (sol *Solution, err error) {

	var mnl int
	var x0 *matrix.FloatMatrix

	mnl, x0, err = F.F0()
	if err != nil {
		return
	}

	if x0.Cols() != 1 {
		err = errors.New("'x0' must be matrix with one column")
		return
	}
	if c == nil {
		err = errors.New("'c' must be non nil matrix")
		return
	}
	if !c.SizeMatch(x0.Size()) {
		err = errors.New(fmt.Sprintf("'c' must be matrix of size (%d,1)", x0.Rows()))
		return
	}

	if h == nil {
		h = matrix.FloatZeros(0, 1)
	}
	if h.Cols() > 1 {
		err = errors.New("'h' must be matrix with 1 column")
		return
	}

	if dims == nil {
		dims = sets.NewDimensionSet("l", "q", "s")
		dims.Set("l", []int{h.Rows()})
	}

	cdim := dims.Sum("l", "q") + dims.SumSquared("s")

	if h.Rows() != cdim {
		err = errors.New(fmt.Sprintf("'h' must be float matrix of size (%d,1)", cdim))
		return
	}

	// Check b and set defaults if it is nil
	if b == nil {
		b = matrix.FloatZeros(0, 1)
	}
	if b.Cols() != 1 {
		estr := fmt.Sprintf("'b' must be a matrix with 1 column")
		err = errors.New(estr)
		return
	}

	mc := matrixVar{c}
	mb := matrixVar{b}
	var mG MatrixVarG
	var mA MatrixVarA

	if G == nil {
		mG = &matrixVarG{matrix.FloatZeros(0, c.Rows()), dims}
	} else {
		mG = &matrixIfG{G}
	}
	if A == nil {
		mA = &matrixVarA{matrix.FloatZeros(0, c.Rows())}
	} else {
		mA = &matrixIfA{A}
	}

	return cpl_problem(F, &mc, mG, h, mA, &mb, dims, kktsolver, solopts, x0, mnl)
}
开发者ID:hrautila,项目名称:cvx,代码行数:82,代码来源:cpl.go

示例8: CplCustomKKT

// Solves a convex optimization problem with a linear objective
//
//        minimize    c'*x
//        subject to  f(x) <= 0
//                    G*x <= h
//                    A*x = b.
//
// using custom KTT equation solver.
//
func CplCustomKKT(F ConvexProg, c *matrix.FloatMatrix, G, h, A, b *matrix.FloatMatrix,
	dims *sets.DimensionSet, kktsolver KKTCpSolver,
	solopts *SolverOptions) (sol *Solution, err error) {

	var mnl int
	var x0 *matrix.FloatMatrix

	mnl, x0, err = F.F0()
	if err != nil {
		return
	}

	if x0.Cols() != 1 {
		err = errors.New("'x0' must be matrix with one column")
		return
	}
	if c == nil {
		err = errors.New("'c' must be non nil matrix")
		return
	}
	if !c.SizeMatch(x0.Size()) {
		err = errors.New(fmt.Sprintf("'c' must be matrix of size (%d,1)", x0.Rows()))
		return
	}

	if h == nil {
		h = matrix.FloatZeros(0, 1)
	}
	if h.Cols() > 1 {
		err = errors.New("'h' must be matrix with 1 column")
		return
	}

	if dims == nil {
		dims = sets.NewDimensionSet("l", "q", "s")
		dims.Set("l", []int{h.Rows()})
	}

	cdim := dims.Sum("l", "q") + dims.SumSquared("s")

	if h.Rows() != cdim {
		err = errors.New(fmt.Sprintf("'h' must be float matrix of size (%d,1)", cdim))
		return
	}

	if G == nil {
		G = matrix.FloatZeros(0, c.Rows())
	}
	if !G.SizeMatch(cdim, c.Rows()) {
		estr := fmt.Sprintf("'G' must be of size (%d,%d)", cdim, c.Rows())
		err = errors.New(estr)
		return
	}

	// Check A and set defaults if it is nil
	if A == nil {
		// zeros rows reduces Gemv to vector products
		A = matrix.FloatZeros(0, c.Rows())
	}
	if A.Cols() != c.Rows() {
		estr := fmt.Sprintf("'A' must have %d columns", c.Rows())
		err = errors.New(estr)
		return
	}

	// Check b and set defaults if it is nil
	if b == nil {
		b = matrix.FloatZeros(0, 1)
	}
	if b.Cols() != 1 {
		estr := fmt.Sprintf("'b' must be a matrix with 1 column")
		err = errors.New(estr)
		return
	}
	if b.Rows() != A.Rows() {
		estr := fmt.Sprintf("'b' must have length %d", A.Rows())
		err = errors.New(estr)
		return
	}

	var mc = matrixVar{c}
	var mb = matrixVar{b}
	var mA = matrixVarA{A}
	var mG = matrixVarG{G, dims}

	return cpl_problem(F, &mc, &mG, h, &mA, &mb, dims, kktsolver, solopts, x0, mnl)
}
开发者ID:hrautila,项目名称:cvx,代码行数:96,代码来源:cpl.go

示例9: blockedQRT

func blockedQRT(A, T, W *matrix.FloatMatrix, nb int) {
	var ATL, ATR, ABL, ABR, AL, AR matrix.FloatMatrix
	var A00, A01, A02, A10, A11, A12, A20, A21, A22 matrix.FloatMatrix
	var WT, WB, W0, W1, W2 matrix.FloatMatrix
	var TTL, TTR, TBL, TBR matrix.FloatMatrix
	var T00, T01, T02, T11, T12, T22 matrix.FloatMatrix

	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)
	partition2x2(
		&TTL, &TTR,
		&TBL, &TBR, T, 0, 0, pTOPLEFT)
	partition2x1(
		&WT,
		&WB, W, 0, pTOP)

	for ABR.Rows() > 0 && ABR.Cols() > 0 {
		repartition2x2to3x3(&ATL,
			&A00, &A01, &A02,
			&A10, &A11, &A12,
			&A20, &A21, &A22, A, nb, pBOTTOMRIGHT)
		repartition2x2to3x3(&TTL,
			&T00, &T01, &T02,
			nil, &T11, &T12,
			nil, nil, &T22, T, nb, pBOTTOMRIGHT)
		repartition2x1to3x1(&WT,
			&W0,
			&W1,
			&W2, W, nb, pBOTTOM)
		partition1x2(
			&AL, &AR, &ABR, nb, pLEFT)

		// current block size
		cb, rb := A11.Size()
		if rb < cb {
			cb = rb
		}

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

		// decompose left side AL == /A11\
		//                           \A21/
		unblockedQRT(&AL, &T11)

		// update A'tail i.e. A12 and A22 with (I - Y*T*Y.T).T * A'tail
		// compute: Q*T.C == C - Y*(C.T*Y*T).T
		updateWithQT(&A12, &A22, &A11, &A21, &T11, &W2, cb, true)

		// update T01: T01 = -T00*Y1.T*Y2*T11
		//  Y1 = /A10\   Y2 = /A11\
		//       \A20/        \A21/
		//
		updateQRTReflector(&T01, &A10, &A20, &A11, &A21, &T00, &T11)

		// --------------------------------------------------------
		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, pBOTTOMRIGHT)
		continue3x3to2x2(
			&TTL, &TTR,
			&TBL, &TBR, &T00, &T11, &T22, T, pBOTTOMRIGHT)
		continue3x1to2x1(
			&WT,
			&WB, &W0, &W1, W, pBOTTOM)
	}
}
开发者ID:hrautila,项目名称:matops,代码行数:67,代码来源:qrwy.go

示例10: blockedQR

/*
 * Blocked QR decomposition with compact WY transform. As implemented
 * in lapack.xGEQRF subroutine.
 */
func blockedQR(A, Tvec, Twork, W *matrix.FloatMatrix, nb int) {
	var ATL, ATR, ABL, ABR, AL, AR matrix.FloatMatrix
	var A00, A01, A02, A10, A11, A12, A20, A21, A22 matrix.FloatMatrix
	var TT, TB matrix.FloatMatrix
	var t0, tau, t2, Tdiag, WT, WB, W0, W1, W2 matrix.FloatMatrix
	//var Twork, W *matrix.FloatMatrix

	Tdiag.DiagOf(Twork)

	partition2x2(
		&ATL, &ATR,
		&ABL, &ABR, A, 0, 0, pTOPLEFT)
	partition2x1(
		&TT,
		&TB, Tvec, 0, pTOP)
	partition2x1(
		&WT,
		&WB, W, 0, pTOP)

	for ABR.Rows() > 0 && ABR.Cols() > 0 {
		repartition2x2to3x3(&ATL,
			&A00, &A01, &A02,
			&A10, &A11, &A12,
			&A20, &A21, &A22, A, nb, pBOTTOMRIGHT)
		repartition2x1to3x1(&TT,
			&t0,
			&tau,
			&t2, Tvec, nb, pBOTTOM)
		repartition2x1to3x1(&WT,
			&W0,
			&W1,
			&W2, W, nb, pBOTTOM)
		partition1x2(
			&AL, &AR, &ABR, nb, pLEFT)

		// current block size
		cb, rb := A11.Size()
		if rb < cb {
			cb = rb
		}

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

		// decompose left side AL == /A11\
		//                           \A21/
		unblockedQRT(&AL, Twork)

		// copy scaling from T diagonal to tau-vector
		Tdiag.CopyTo(&tau)

		// update A'tail i.e. A12 and A22 with (I - Y*T*Y.T).T * A'tail
		// compute: C - Y*(C.T*Y*T).T
		updateWithQT(&A12, &A22, &A11, &A21, Twork, &W2, cb, true)

		// --------------------------------------------------------
		continue3x3to2x2(
			&ATL, &ATR,
			&ABL, &ABR, &A00, &A11, &A22, A, pBOTTOMRIGHT)
		continue3x1to2x1(
			&TT,
			&TB, &t0, &tau, Tvec, pBOTTOM)
		continue3x1to2x1(
			&WT,
			&WB, &W0, &W1, W, pBOTTOM)
	}
}
开发者ID:hrautila,项目名称:matops,代码行数:70,代码来源:qrwy.go

示例11: qcl1

func qcl1(A, b *matrix.FloatMatrix) (*cvx.Solution, error) {

	// Returns the solution u, z of
	//
	//   (primal)  minimize    || u ||_1
	//             subject to  || A * u - b ||_2  <= 1
	//
	//   (dual)    maximize    b^T z - ||z||_2
	//             subject to  || A'*z ||_inf <= 1.
	//
	// Exploits structure, assuming A is m by n with m >= n.

	m, n := A.Size()
	Fkkt := func(W *sets.FloatMatrixSet) (f cvx.KKTFunc, err error) {

		minor := 0
		if !checkpnt.MinorEmpty() {
			minor = checkpnt.MinorTop()
		}

		err = nil
		f = nil
		beta := W.At("beta")[0].GetIndex(0)
		v := W.At("v")[0]

		// As = 2 * v *(v[1:].T * A)
		//v_1 := matrix.FloatNew(1, v.NumElements()-1, v.FloatArray()[1:])
		v_1 := v.SubMatrix(1, 0).Transpose()

		As := matrix.Times(v, matrix.Times(v_1, A)).Scale(2.0)

		//As_1 := As.GetSubMatrix(1, 0, m, n)
		//As_1.Scale(-1.0)
		//As.SetSubMatrix(1, 0, matrix.Minus(As_1, A))
		As_1 := As.SubMatrix(1, 0, m, n)
		As_1.Scale(-1.0)
		As_1.Minus(A)
		As.Scale(1.0 / beta)

		S := matrix.Times(As.Transpose(), As)
		checkpnt.AddMatrixVar("S", S)

		d1 := W.At("d")[0].SubMatrix(0, 0, n, 1).Copy()
		d2 := W.At("d")[0].SubMatrix(n, 0).Copy()

		// D = 4.0 * (d1**2 + d2**2)**-1
		d := matrix.Plus(matrix.Mul(d1, d1), matrix.Mul(d2, d2)).Inv().Scale(4.0)
		// S[::n+1] += d
		S.Diag().Plus(d.Transpose())

		err = lapack.Potrf(S)
		checkpnt.Check("00-Fkkt", minor)
		if err != nil {
			return
		}

		f = func(x, y, z *matrix.FloatMatrix) (err error) {

			minor := 0
			if !checkpnt.MinorEmpty() {
				minor = checkpnt.MinorTop()
			} else {
				loopf += 1
				minor = loopf
			}
			checkpnt.Check("00-f", minor)

			// -- z := - W**-T * z
			// z[:n] = -div( z[:n], d1 )
			z_val := z.SubMatrix(0, 0, n, 1)
			z_res := matrix.Div(z_val, d1).Scale(-1.0)
			z.SubMatrix(0, 0, n, 1).Set(z_res)

			// z[n:2*n] = -div( z[n:2*n], d2 )
			z_val = z.SubMatrix(n, 0, n, 1)
			z_res = matrix.Div(z_val, d2).Scale(-1.0)
			z.SubMatrix(n, 0, n, 1).Set(z_res)

			// z[2*n:] -= 2.0*v*( v[0]*z[2*n] - blas.dot(v[1:], z[2*n+1:]) )
			v0_z2n := v.GetIndex(0) * z.GetIndex(2*n)
			v1_z2n := blas.DotFloat(v, z, &linalg.IOpt{"offsetx", 1}, &linalg.IOpt{"offsety", 2*n + 1})
			z_res = matrix.Scale(v, -2.0*(v0_z2n-v1_z2n))
			z.SubMatrix(2*n, 0, z_res.NumElements(), 1).Plus(z_res)

			// z[2*n+1:] *= -1.0
			z.SubMatrix(2*n+1, 0).Scale(-1.0)

			// z[2*n:] /= beta
			z.SubMatrix(2*n, 0).Scale(1.0 / beta)

			// -- x := x - G' * W**-1 * z

			// z_n = z[:n], z_2n = z[n:2*n], z_m = z[-(m+1):],
			z_n := z.SubMatrix(0, 0, n, 1)
			z_2n := z.SubMatrix(n, 0, n, 1)
			z_m := z.SubMatrix(z.NumElements()-(m+1), 0)

			// x[:n] -= div(z[:n], d1) - div(z[n:2*n], d2) + As.T * z[-(m+1):]
			z_res = matrix.Minus(matrix.Div(z_n, d1), matrix.Div(z_2n, d2))
			a_res := matrix.Times(As.Transpose(), z_m)
//.........这里部分代码省略.........
开发者ID:hrautila,项目名称:go.opt,代码行数:101,代码来源:testqcl1.go


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