/**
* <p>
* Performs a matrix multiplication on {@link FMatrixRBlock} submatrices.<br>
* <br>
* c = c + a * b <br>
* <br>
* </p>
*
* <p>
* It is assumed that all submatrices start at the beginning of a block and end at the end of a block.
* </p>
*
* @param blockLength Size of the blocks in the submatrix.
* @param A A submatrix. Not modified.
* @param B A submatrix. Not modified.
* @param C Result of the operation. Modified,
*/
public static void multPlus(int blockLength,
FSubmatrixD1 A, FSubmatrixD1 B,
FSubmatrixD1 C)
{
// checkInput( blockLength,A,B,C);
for (int i = A.row0; i < A.row1; i += blockLength)
{
int heightA = Math.Min(blockLength, A.row1 - i);
for (int j = B.col0; j < B.col1; j += blockLength)
{
int widthB = Math.Min(blockLength, B.col1 - j);
int indexC = (i - A.row0 + C.row0) * C.original.numCols + (j - B.col0 + C.col0) * heightA;
for (int k = A.col0; k < A.col1; k += blockLength)
{
int widthA = Math.Min(blockLength, A.col1 - k);
int indexA = i * A.original.numCols + k * heightA;
int indexB = (k - A.col0 + B.row0) * B.original.numCols + j * widthA;
InnerMultiplication_FDRB.blockMultPlus(A.original.data, B.original.data, C.original.data,
indexA, indexB, indexC, heightA, widthA, widthB);
}
}
}
}
/**
* <p>
* Performs a matrix multiplication with a transpose on {@link FMatrixRBlock} submatrices.<br>
* <br>
* c = a * b <sup>T</sup> <br>
* <br>
* </p>
*
* <p>
* It is assumed that all submatrices start at the beginning of a block and end at the end of a block.
* </p>
*
* @param blockLength Length of the blocks in the submatrix.
* @param A A submatrix. Not modified.
* @param B A submatrix. Not modified.
* @param C Result of the operation. Modified,
*/
public static void multTransB(int blockLength,
FSubmatrixD1 A, FSubmatrixD1 B,
FSubmatrixD1 C)
{
for (int i = A.row0; i < A.row1; i += blockLength)
{
int heightA = Math.Min(blockLength, A.row1 - i);
for (int j = B.row0; j < B.row1; j += blockLength)
{
int widthC = Math.Min(blockLength, B.row1 - j);
int indexC = (i - A.row0 + C.row0) * C.original.numCols + (j - B.row0 + C.col0) * heightA;
for (int k = A.col0; k < A.col1; k += blockLength)
{
int widthA = Math.Min(blockLength, A.col1 - k);
int indexA = i * A.original.numCols + k * heightA;
int indexB = j * B.original.numCols + (k - A.col0 + B.col0) * widthC;
if (k == A.col0)
{
InnerMultiplication_FDRB.blockMultSetTransB(A.original.data, B.original.data, C.original.data,
indexA, indexB, indexC, heightA, widthA, widthC);
}
else
{
InnerMultiplication_FDRB.blockMultPlusTransB(A.original.data, B.original.data, C.original.data,
indexA, indexB, indexC, heightA, widthA, widthC);
}
}
}
}
}
/**
* Inverts an upper or lower triangular block submatrix.
*
* @param blockLength
* @param upper Is it upper or lower triangular.
* @param T Triangular matrix that is to be inverted. Overwritten with solution. Modified.
* @param temp Work space variable that is size blockLength*blockLength.
*/
public static void invert(int blockLength,
bool upper,
FSubmatrixD1 T,
float[] temp)
{
if (upper)
{
throw new ArgumentException("Upper triangular matrices not supported yet");
}
if (temp.Length < blockLength * blockLength)
{
throw new ArgumentException("Temp must be at least blockLength*blockLength long.");
}
int M = T.row1 - T.row0;
float[] dataT = T.original.data;
int offsetT = T.row0 * T.original.numCols + M * T.col0;
for (int i = 0; i < M; i += blockLength)
{
int heightT = Math.Min(T.row1 - (i + T.row0), blockLength);
int indexII = offsetT + T.original.numCols * (i + T.row0) + heightT * (i + T.col0);
for (int j = 0; j < i; j += blockLength)
{
int widthX = Math.Min(T.col1 - (j + T.col0), blockLength);
for (int w = 0; w < temp.Length; w++)
{
temp[w] = 0;
}
for (int k = j; k < i; k += blockLength)
{
int widthT = Math.Min(T.col1 - (k + T.col0), blockLength);
int indL = offsetT + T.original.numCols * (i + T.row0) + heightT * (k + T.col0);
int indX = offsetT + T.original.numCols * (k + T.row0) + widthT * (j + T.col0);
InnerMultiplication_FDRB.blockMultMinus(dataT, dataT, temp, indL, indX, 0, heightT, widthT, widthX);
}
int indexX = offsetT + T.original.numCols * (i + T.row0) + heightT * (j + T.col0);
InnerTriangularSolver_FDRB.solveL(dataT, temp, heightT, widthX, heightT, indexII, 0);
Array.Copy(temp, 0, dataT, indexX, widthX * heightT);
}
InnerTriangularSolver_FDRB.invertLower(dataT, heightT, indexII);
}
}
/**
* <p>
* Performs:<br>
* <br>
* A = A + α B <sup>T</sup>B
* </p>
*
* @param blockLength Size of the block in the block matrix.
* @param alpha scaling factor for right hand side.
* @param A Block aligned submatrix.
* @param B Block aligned submatrix.
*/
public static void rankNUpdate(int blockLength, float alpha,
FSubmatrixD1 A, FSubmatrixD1 B)
{
int heightB = B.row1 - B.row0;
if (heightB > blockLength)
{
throw new ArgumentException("Height of B cannot be greater than the block length");
}
int N = B.col1 - B.col0;
if (A.col1 - A.col0 != N)
{
throw new ArgumentException("A does not have the expected number of columns based on B's width");
}
if (A.row1 - A.row0 != N)
{
throw new ArgumentException("A does not have the expected number of rows based on B's width");
}
for (int i = B.col0; i < B.col1; i += blockLength)
{
int indexB_i = B.row0 * B.original.numCols + i * heightB;
int widthB_i = Math.Min(blockLength, B.col1 - i);
int rowA = i - B.col0 + A.row0;
int heightA = Math.Min(blockLength, A.row1 - rowA);
for (int j = B.col0; j < B.col1; j += blockLength)
{
int widthB_j = Math.Min(blockLength, B.col1 - j);
int indexA = rowA * A.original.numCols + (j - B.col0 + A.col0) * heightA;
int indexB_j = B.row0 * B.original.numCols + j * heightB;
InnerMultiplication_FDRB.blockMultPlusTransA(alpha,
B.original.data, B.original.data, A.original.data,
indexB_i, indexB_j, indexA, heightB, widthB_i, widthB_j);
}
}
}
