public static ref Matrix256 <M, N, float> trunc <M, N>(ref Matrix256 <M, N, float> A)
where M : unmanaged, ITypeNat
where N : unmanaged, ITypeNat
{
VmlImport.vsTrunc(Matrix256 <M, N, float> .Capacity, ref head(A), ref head(A));
return(ref A);
}
/// <summary>
/// Populates a target matrix with the product of the operands
/// </summary>
/// <param name="A">The left matrix</param>
/// <param name="B">The right matrix</param>
/// <param name="M">The number of rows in A and C</param>
/// <param name="N">The number of columns in B and C</param>
/// <param name="K">The number of columns in A and rows in B</param>
public static ref Matrix256 <N, T> gemm <N, T>(Matrix256 <N, T> A, Matrix256 <N, T> B, ref Matrix256 <N, T> X)
where N : unmanaged, ITypeNat
where T : unmanaged
{
if (typeof(T) == typeof(float))
{
var Z = X.As <float>();
gemm(A.As <float>(), B.As <float>(), ref Z);
}
else if (typeof(T) == typeof(double))
{
var x = X.As <double>();
gemm(A.As <double>(), B.As <double>(), ref x);
}
else if (typeof(T) == typeof(int) || typeof(T) == typeof(uint) || typeof(T) == typeof(short) || typeof(T) == typeof(ushort))
{
var Z = X.Convert <double>();
X = gemm(A.Convert <double>(), B.Convert <double>(), ref Z).Convert <T>();
}
else if (typeof(T) == typeof(long) || typeof(T) == typeof(ulong))
{
var Z = X.Convert <double>();
X = gemm(A.Convert <double>(), B.Convert <double>(), ref Z).Convert <T>();
}
else if (typeof(T) == typeof(byte) || typeof(T) == typeof(sbyte))
{
var Z = X.Convert <float>();
X = gemm(A.Convert <float>(), B.Convert <float>(), ref Z).Convert <T>();
}
return(ref X);
}
public static ref Matrix256 <M, N, double> round <M, N>(ref Matrix256 <M, N, double> A)
where M : unmanaged, ITypeNat
where N : unmanaged, ITypeNat
{
VmlImport.vdRound(Matrix256 <M, N, double> .Capacity, ref head(A), ref head(A));
return(ref A);
}
public static EigenResult <N, double> geev <N>(Matrix256 <N, double> A)
where N : unmanaged, ITypeNat
{
var n = nat32i <N>();
var lda = n;
var ldvl = n;
var ldvr = n;
var wslen = n * n;
var exitcode = 0;
var v = 'V';
var wr = NatSpans.alloc <N, double>();
var wi = NatSpans.alloc <N, double>();
var lVec = A.Replicate();
var rVec = A.Replicate();
exitcode = LAPACK.LAPACKE_dgeev(RowMajor, v, v, n, ref head(A), lda, ref wr.First, ref wi.First,
ref head(lVec), ldvl, ref head(rVec), ldvr);
if (exitcode != 0)
{
MklException.Throw(exitcode);
}
return(EigenResult.Define(FromPaired <N, double>(wr, wi), lVec, rVec));
}
public static Matrix256 <N, double> Pow <N>(this Matrix256 <N, double> A, int exp)
where N : unmanaged, ITypeNat
{
if (exp == 1)
{
return(A);
}
var B = A.Replicate();
var X = Matrix.blockalloc <N, double>();
mkl.gemm(A, B, ref X);
if (exp == 2)
{
return(X);
}
var i = exp;
while (--i > 2)
{
mkl.gemm(X, X, ref X);
}
return(X);
}
public static ref Matrix256 <M, N, double> mod <M, N>(Matrix256 <M, N, double> lhs, Matrix256 <M, N, double> rhs, ref Matrix256 <M, N, double> dst)
where N : unmanaged, ITypeNat
where M : unmanaged, ITypeNat
{
VmlImport.vdFmod(Matrix256 <M, N, float> .Capacity, ref head(lhs), ref head(rhs), ref head(dst));
return(ref dst);
}
public static ref Matrix256 <M, N, double> Mul <M, K, N>(this Matrix256 <M, K, double> A, Matrix256 <K, N, double> B, ref Matrix256 <M, N, double> X)
where M : unmanaged, ITypeNat
where N : unmanaged, ITypeNat
where K : unmanaged, ITypeNat
{
mkl.gemm(A, B, ref X);
return(ref X);
}
public static ref Matrix256 <M, N, float> mod <M, N>(Matrix256 <M, N, float> A, Matrix256 <M, N, float> B, ref Matrix256 <M, N, float> X)
where N : unmanaged, ITypeNat
where M : unmanaged, ITypeNat
{
VmlImport.vsFmod(Matrix256 <M, N, float> .Capacity, ref head(A), ref head(B), ref head(X));
return(ref X);
}
/// <summary>
/// Computes the product of square metrices X = AB
/// </summary>
/// <param name="A">The left matrix</param>
/// <param name="B">The right matrix</param>
/// <param name="X">The target matrix</param>
/// <param name="N">The number of columns in B and C</param>
public static ref Matrix256 <N, double> gemm <N>(Matrix256 <N, double> A, Matrix256 <N, double> B, ref Matrix256 <N, double> X)
where N : unmanaged, ITypeNat
{
var n = nat32i <N>();
var ld = n;
CBLAS.cblas_dgemm(RowMajor, NoTranspose, NoTranspose, n, n, n, 1, ref head(A), ld, ref head(B), ld, 0, ref head(X), ld);
return(ref X);
}
/// <summary>
/// Computes the matrix-vector product y = A*x;
/// </summary>
/// <param name="A">A source matrix of dimension MxN</param>
/// <param name="x">A source vector of length N</param>
/// <param name="y">A target vector of length M</param>
/// <typeparam name="M">The row dimension type of A</typeparam>
/// <typeparam name="N">The column dimension type of A</typeparam>
public static ref Block256 <M, float> gemv <M, N>(Matrix256 <M, N, float> A, Block256 <N, float> x, ref Block256 <M, float> y)
where M : unmanaged, ITypeNat
where N : unmanaged, ITypeNat
{
var m = nat32i <M>();
var n = nat32i <N>();
var lda = n;
CBLAS.cblas_sgemv(RowMajor, NoTranspose, m, n, alpha: 1f, ref head(A), lda, ref head(x), incX: 1, beta: 0, ref head(y), incY: 1);
return(ref y);
}
internal static void refmul <M, N, T>(Matrix256 <M, N, T> A, Block256 <N, T> B, Block256 <M, T> X)
where M : unmanaged, ITypeNat
where N : unmanaged, ITypeNat
where T : unmanaged
{
var m = nat32i <M>();
for (var i = 0; i < m; i++)
{
X[i] = t_dot.dot(A.GetRow(i), B);
}
}
/// <summary>
/// Computes an LU factorization of an N-square matrix A using partial pivoting with row interchanges.
/// </summary>
/// <param name="A"></param>
/// <param name="X"></param>
/// <param name="P"></param>
/// <typeparam name="M"></typeparam>
/// <typeparam name="N"></typeparam>
public static ref Matrix256 <N, double> getrf <N>(Matrix256 <N, double> A, Span <int> P, ref Matrix256 <N, double> X)
where N : unmanaged, ITypeNat
{
var n = nat32i <N>();
var lda = n;
A.CopyTo(ref X);
var exit = LAPACK.LAPACKE_dgetrf(RowMajor, n, n, ref head(X), lda, ref head(P));
checkx(exit);
return(ref X);
}
public static Matrix256 <N, T> Map <N, S, T>(this Matrix256 <N, S> A, Func <S, T> f)
where N : unmanaged, ITypeNat
where T : unmanaged
where S : unmanaged
{
var src = A.Unblocked;
var dstM = Matrix.blockalloc <N, T>();
var dst = dstM.Unblocked;
for (var i = 0; i < dst.Length; i++)
{
dst[i] = f(src[i]);
}
return(dstM);
}
/// <summary>
/// Populates a target matrix with the product of the operands
/// </summary>
/// <param name="A">The left matrix</param>
/// <param name="B">The right matrix</param>
/// <param name="M">The number of rows in A and C</param>
/// <param name="N">The number of columns in B and C</param>
/// <param name="K">The number of columns in A and rows in B</param>
public static ref Matrix256 <M, N, double> gemm <M, K, N>(Matrix256 <M, K, double> A, Matrix256 <K, N, double> B, ref Matrix256 <M, N, double> X)
where M : unmanaged, ITypeNat
where K : unmanaged, ITypeNat
where N : unmanaged, ITypeNat
{
var m = nat32i <M>();
var k = nat32i <K>();
var n = nat32i <N>();
var lda = k;
var ldb = n;
var ldx = n;
CBLAS.cblas_dgemm(RowMajor, NoTranspose, NoTranspose, m, n, k, 1d, ref head(A), lda, ref head(B), ldb, 0, ref head(X), ldx);
return(ref X);
}
/// <summary>
/// Allocates a target matrix and populates it with the product of the operands
/// </summary>
/// <param name="A">The left matrix</param>
/// <param name="B">The right matrix</param>
/// <param name="M">The number of rows in A and C</param>
/// <param name="N">The number of columns in B and C</param>
/// <param name="K">The number of columns in A and rows in B</param>
public static Matrix256 <M, N, float> gemm <M, K, N>(Matrix256 <M, K, float> A, Matrix256 <K, N, float> B)
where M : unmanaged, ITypeNat
where K : unmanaged, ITypeNat
where N : unmanaged, ITypeNat
{
var m = nat32i <M>();
var k = nat32i <K>();
var n = nat32i <N>();
var lda = k;
var ldb = n;
var ldx = n;
var X = Matrix.blockalloc <M, N, float>();
CBLAS.cblas_sgemm(RowMajor, NoTranspose, NoTranspose, m, n, k, 1.0f, ref head(A), lda, ref head(B), ldb, 0, ref head(X), ldx);
return(X);
}
static ref Matrix256 <M, N, double> Mul <M, K, N>(Matrix256 <M, K, double> A, Matrix256 <K, N, double> B, ref Matrix256 <M, N, double> X)
where M : unmanaged, ITypeNat
where K : unmanaged, ITypeNat
where N : unmanaged, ITypeNat
{
var m = nat32i <M>();
var n = nat32i <N>();
for (var i = 0; i < m; i++)
{
var row = A.GetRow(i);
for (var j = 0; j < n; j++)
{
var col = B.GetCol(j);
X[i, j] = Dot(row, col);
}
}
return(ref X);
}
/// <summary>
/// Attempts to use the cholesky algorithm to factor a square matrix as either
/// A = L*Transpose(L) or A = Transpose(U)*U according to whether the tk parameter
/// respectively specifies Lower or Upper triangulation.
/// </summary>
/// <param name="A">The matrix to factor and the matrix that receives the results</param>
/// <param name="tk">The triangular classification</param>
/// <typeparam name="N">The matrix order type</typeparam>
public static bool potrf <N>(Matrix256 <N, double> A, TriangularKind tk = TriangularKind.Lower)
where N : unmanaged, ITypeNat
{
var n = nat32i <N>();
var lda = n;
var lu = tk == TriangularKind.Lower ? 'L' : 'U';
var exitcode = LAPACK.LAPACKE_dpotrf(RowMajor, lu, n, ref head(A), lda);
if (exitcode > 0)
{
return(false);
}
else if (exitcode == 0)
{
return(true);
}
else
{
throw MklException.Define(exitcode);
}
}
static ref T head <M, N, T>(Matrix256 <M, N, T> src)
where N : unmanaged, ITypeNat
where M : unmanaged, ITypeNat
where T : unmanaged
=> ref MemoryMarshal.GetReference <T>(src.Unsized);
public static Matrix256 <M, N, double> Mul <M, K, N>(this Matrix256 <M, K, double> A, Matrix256 <K, N, double> B)
where M : unmanaged, ITypeNat
where K : unmanaged, ITypeNat
where N : unmanaged, ITypeNat
=> Matrix.blockload <M, N, double>(mkl.gemm <M, K, N>(A.Unsized, B.Unsized));
public static ref Matrix256 <N, float> Mul <N>(this Matrix256 <N, float> A, Matrix256 <N, float> B, ref Matrix256 <N, float> X)
where N : unmanaged, ITypeNat
{
mkl.gemm(A, B, ref X);
return(ref X);
}
/// <summary>
/// Returns true if the matrix is positive-definite, false otherwise
/// </summary>
/// <param name="A"></param>
/// <typeparam name="N">The square dimenion type</typeparam>
public static bool posdef <N>(Matrix256 <N, double> A)
where N : unmanaged, ITypeNat
=> potrf <N>(A.Replicate());
