/**
* 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,
DSubmatrixD1 T,
double[] 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;
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);
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_DDRB.blockMultMinus(dataT, dataT, temp, indL, indX, 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);
Array.Copy(temp, 0, dataT, indexX, widthX * heightT);
}
InnerTriangularSolver_DDRB.invertLower(dataT, heightT, indexII);
}
}
/**
* <p>
* Performs an in-place solve operation where T is contained in a single block.<br>
* <br>
* B = T<sup>-1</sup> B<br>
* <br>
* where T is a triangular matrix contained in an inner block. T or B can be transposed. T must be a single complete inner block
* and B is either a column block vector or row block vector.
* </p>
*
* @param blockLength Size of the inner blocks in the block matrix.
* @param upper If T is upper or lower triangular.
* @param T An upper or lower triangular matrix that is contained in an inner block. Not modified.
* @param B A block aligned row or column submatrix. Modified.
* @param transT If T is transposed or not.
* @param transB If B is transposed or not.
*/
public static void solveBlock(int blockLength,
bool upper, DSubmatrixD1 T,
DSubmatrixD1 B,
bool transT, bool transB)
{
int Trows = T.row1 - T.row0;
if (Trows > blockLength)
{
throw new ArgumentException("T can be at most the size of a block");
}
// number of rows in a block. The submatrix can be smaller than a block
int blockT_rows = Math.Min(blockLength, T.original.numRows - T.row0);
int blockT_cols = Math.Min(blockLength, T.original.numCols - T.col0);
int offsetT = T.row0 * T.original.numCols + blockT_rows * T.col0;
double[] dataT = T.original.data;
double[] dataB = B.original.data;
if (transB)
{
if (upper)
{
if (transT)
{
throw new ArgumentException("Operation not yet supported");
}
else
{
throw new ArgumentException("Operation not yet supported");
}
}
else
{
if (transT)
{
throw new ArgumentException("Operation not yet supported");
}
else
{
for (int i = B.row0; i < B.row1; i += blockLength)
{
int N = Math.Min(B.row1, i + blockLength) - i;
int offsetB = i * B.original.numCols + N * B.col0;
InnerTriangularSolver_DDRB.solveLTransB(dataT, dataB, blockT_rows, N, blockT_rows, offsetT,
offsetB);
}
}
}
}
else
{
if (Trows != B.row1 - B.row0)
{
throw new ArgumentException("T and B must have the same number of rows.");
}
if (upper)
{
if (transT)
{
for (int i = B.col0; i < B.col1; i += blockLength)
{
int offsetB = B.row0 * B.original.numCols + Trows * i;
int N = Math.Min(B.col1, i + blockLength) - i;
InnerTriangularSolver_DDRB.solveTransU(dataT, dataB, Trows, N, Trows, offsetT, offsetB);
}
}
else
{
for (int i = B.col0; i < B.col1; i += blockLength)
{
int offsetB = B.row0 * B.original.numCols + Trows * i;
int N = Math.Min(B.col1, i + blockLength) - i;
InnerTriangularSolver_DDRB.solveU(dataT, dataB, Trows, N, Trows, offsetT, offsetB);
}
}
}
else
{
if (transT)
{
for (int i = B.col0; i < B.col1; i += blockLength)
{
int offsetB = B.row0 * B.original.numCols + Trows * i;
int N = Math.Min(B.col1, i + blockLength) - i;
InnerTriangularSolver_DDRB.solveTransL(dataT, dataB, Trows, N, blockT_cols, offsetT,
offsetB);
}
}
else
{
for (int i = B.col0; i < B.col1; i += blockLength)
{
int offsetB = B.row0 * B.original.numCols + Trows * i;
int N = Math.Min(B.col1, i + blockLength) - i;
InnerTriangularSolver_DDRB.solveL(dataT, dataB, Trows, N, blockT_cols, offsetT, offsetB);
}
}
}
}
}