/**
* <p>
* Performs a matrix multiplication on {@link DMatrixRBlock} 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,
DSubmatrixD1 A, DSubmatrixD1 B,
DSubmatrixD1 C)
{
// checkShapeMult( blockLength,A,B,C);
//CONCURRENT_BELOW EjmlConcurrency.loopFor(A.row0,A.row1,blockLength,i->{
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_DDRB.blockMultPlus(A.original.data, B.original.data, C.original.data,
indexA, indexB, indexC, heightA, widthA, widthB);
}
}
}
//CONCURRENT_ABOVE });
}
/**
* <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, double alpha, DSubmatrixD1 A, DSubmatrixD1 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");
}
//CONCURRENT_BELOW EjmlConcurrency.loopFor(B.col0,B.col1,blockLength,i->{
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_DDRB.blockMultPlusTransA(alpha,
B.original.data, B.original.data, A.original.data,
indexB_i, indexB_j, indexA, heightB, widthB_i, widthB_j);
}
}
//CONCURRENT_ABOVE });
}
/**
* <p>
* Performs a matrix multiplication on the block aligned submatrices. A is
* assumed to be block column vector that is lower triangular with diagonal elements set to 1.<br>
* <br>
* C = A^T * B
* </p>
*/
public static void multTransA_vecCol(int blockLength,
DSubmatrixD1 A, DSubmatrixD1 B,
DSubmatrixD1 C)
{
int widthA = A.col1 - A.col0;
if (widthA > blockLength)
{
throw new ArgumentException("A is expected to be at most one block wide.");
}
//CONCURRENT_BELOW EjmlConcurrency.loopFor(B.col0, B.col1, blockLength, j -> {
for (int j = B.col0; j < B.col1; j += blockLength)
{
int widthB = Math.Min(blockLength, B.col1 - j);
int indexC = C.row0 * C.original.numCols + (j - B.col0 + C.col0) * widthA;
for (int k = A.row0; k < A.row1; k += blockLength)
{
int heightA = Math.Min(blockLength, A.row1 - k);
int indexA = k * A.original.numCols + A.col0 * heightA;
int indexB = (k - A.row0 + B.row0) * B.original.numCols + j * heightA;
if (k == A.row0)
{
multTransABlockSet_lowerTriag(A.original.data, B.original.data, C.original.data,
indexA, indexB, indexC, heightA, widthA, widthB);
}
else
{
InnerMultiplication_DDRB.blockMultPlusTransA(A.original.data, B.original.data, C.original.data,
indexA, indexB, indexC, heightA, widthA, widthB);
}
}
}
//CONCURRENT_ABOVE });
}
/**
* Special multiplication that takes in account the zeros and one in Y, which
* is the matrix that stores the householder vectors.
*/
public static void multAdd_zeros(int blockLength,
DSubmatrixD1 Y, DSubmatrixD1 B,
DSubmatrixD1 C)
{
int widthY = Y.col1 - Y.col0;
//CONCURRENT_BELOW EjmlConcurrency.loopFor(Y.row0, Y.row1, blockLength, i -> {
for (int i = Y.row0; i < Y.row1; i += blockLength)
{
int heightY = Math.Min(blockLength, Y.row1 - i);
for (int j = B.col0; j < B.col1; j += blockLength)
{
int widthB = Math.Min(blockLength, B.col1 - j);
int indexC = (i - Y.row0 + C.row0) * C.original.numCols + (j - B.col0 + C.col0) * heightY;
for (int k = Y.col0; k < Y.col1; k += blockLength)
{
int indexY = i * Y.original.numCols + k * heightY;
int indexB = (k - Y.col0 + B.row0) * B.original.numCols + j * widthY;
if (i == Y.row0)
{
multBlockAdd_zerosone(Y.original.data, B.original.data, C.original.data,
indexY, indexB, indexC, heightY, widthY, widthB);
}
else
{
InnerMultiplication_DDRB.blockMultPlus(Y.original.data, B.original.data, C.original.data,
indexY, indexB, indexC, heightY, widthY, widthB);
}
}
}
}
//CONCURRENT_ABOVE });
}
/**
* Inverts an upper or lower triangular block submatrix. Uses a row-oriented approach.
*
* @param upper Is it upper or lower triangular.
* @param T Triangular matrix that is to be inverted. Must be block aligned. Not Modified.
* @param T_inv Where the inverse is stored. This can be the same as T. Modified.
* @param workspace Work space variable that is size blockLength*blockLength.
*/
public static void invert(int blockLength,
bool upper,
DSubmatrixD1 T,
DSubmatrixD1 T_inv,
GrowArray <DGrowArray> workspace)
{
if (upper)
{
throw new ArgumentException("Upper triangular matrices not supported yet");
}
//CONCURRENT_INLINE if (T.original == T_inv.original)
//CONCURRENT_INLINE throw new ArgumentException("Same instance not allowed for concurrent");
//if (workspace == null)
// workspace = new GrowArray<DGrowArray>(new DGrowArray());
//else
// workspace.reset();
if (T.row0 != T_inv.row0 || T.row1 != T_inv.row1 || T.col0 != T_inv.col0 || T.col1 != T_inv.col1)
{
throw new ArgumentException("T and T_inv must be at the same elements in the matrix");
}
int blockSize = blockLength * blockLength;
//CONCURRENT_REMOVE_BELOW
double[] temp = workspace.grow().reshape(blockSize).data;
int M = T.row1 - T.row0;
double[] dataT = T.original.data;
double[] dataX = T_inv.original.data;
int offsetT = T.row0 * T.original.numCols + M * T.col0;
for (int rowT = 0; rowT < M; rowT += blockLength)
{
int _rowT = rowT; // Needed for concurrent lambdas
int heightT = Math.Min(T.row1 - (rowT + T.row0), blockLength);
int indexII = offsetT + T.original.numCols * (rowT + T.row0) + heightT * (rowT + T.col0);
//CONCURRENT_BELOW EjmlConcurrency.loopFor(0, rowT, blockLength, workspace, ( work, colT ) -> {
for (int colT = 0; colT < rowT; colT += blockLength)
{
//CONCURRENT_INLINE double[] temp = work.reshape(blockSize).data;
int widthX = Math.Min(T.col1 - (colT + T.col0), blockLength);
Array.Fill(temp, 0);
for (int k = colT; k < _rowT; k += blockLength)
{
int widthT = Math.Min(T.col1 - (k + T.col0), blockLength);
int indexL2 = offsetT + T.original.numCols * (_rowT + T.row0) + heightT * (k + T.col0);
int indexX2 = offsetT + T.original.numCols * (k + T.row0) + widthT * (colT + T.col0);
InnerMultiplication_DDRB.blockMultMinus(dataT, dataX, temp, indexL2, indexX2, 0, heightT, widthT, widthX);
}
int indexX = offsetT + T.original.numCols * (_rowT + T.row0) + heightT * (colT + T.col0);
InnerTriangularSolver_DDRB.solveL(dataT, temp, heightT, widthX, heightT, indexII, 0);
System.Array.Copy(temp, 0, dataX, indexX, widthX * heightT);
}
//CONCURRENT_ABOVE });
InnerTriangularSolver_DDRB.invertLower(dataT, dataX, heightT, indexII, indexII);
}
}
//CONCURRENT_OMIT_BEGIN
/**
* Inverts an upper or lower triangular block submatrix. Uses a row oriented approach.
*
* @param upper Is it upper or lower triangular.
* @param T Triangular matrix that is to be inverted. Overwritten with solution. Modified.
* @param workspace Work space variable that is size blockLength*blockLength.
*/
public static void invert(int blockLength,
bool upper,
DSubmatrixD1 T,
GrowArray <DGrowArray> workspace)
{
if (upper)
{
throw new ArgumentException("Upper triangular matrices not supported yet");
}
// FORCE to disable
workspace = null;
if (workspace == null)
{
//workspace = new GrowArray<>(DGrowArray::new);
}
else
{
workspace.reset();
}
int blockSize = blockLength * blockLength;
double[] temp = workspace.grow().reshape(blockSize).data;
int M = T.row1 - T.row0;
double[] 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);
Array.Fill(temp, 0);
for (int k = j; k < i; k += blockLength)
{
int widthT = Math.Min(T.col1 - (k + T.col0), blockLength);
int indexL2 = offsetT + T.original.numCols * (i + T.row0) + heightT * (k + T.col0);
int indexX2 = offsetT + T.original.numCols * (k + T.row0) + widthT * (j + T.col0);
InnerMultiplication_DDRB.blockMultMinus(dataT, dataT, temp, indexL2, indexX2, 0, heightT, widthT, widthX);
}
int indexX = offsetT + T.original.numCols * (i + T.row0) + heightT * (j + T.col0);
InnerTriangularSolver_DDRB.solveL(dataT, temp, heightT, widthX, heightT, indexII, 0);
System.Array.Copy(temp, 0, dataT, indexX, widthX * heightT);
}
InnerTriangularSolver_DDRB.invertLower(dataT, heightT, indexII);
}
}
