/// <summary>
/// Constructs a blas using a maximum of <i>maxThreads<i> threads; each executing the given sequential algos.
/// </summary>
/// <param name="maxThreads"></param>
/// <param name="seqBlas"></param>
public SmpBlas(int maxThreads, IBlas seqBlas)
{
this.seqBlas = seqBlas;
this.maxThreads = maxThreads;
this.smp = new Smp(maxThreads);
//Smp.smp = new Smp(maxThreads);
}
public DataFrame()
{
_blas = new DotNetBlas();
_rng = new Random();
//_indices = new int[_baseFrame.RowCount];
//for (var i = 0; i < _indices.Length; i++)
//{
// _indices[i] = i;
//}
}
/// <summary>
/// Sets the public global variable <i>SmpBlas.smpBlas</i> to a blas using a maximum of <i>maxThreads</i> threads, each executing the given sequential algorithm; <i>maxThreads</i> is normally the number of CPUs.
/// Call this method at the very beginning of your programd
/// Normally there is no need to call this method more than once.
/// </summary>
/// <param name="maxThreads">the maximum number of threads (= CPUs) to be used</param>
/// <param name="seqBlas">the sequential blas algorithms to be used on concurrently processed matrix blocks.</param>
public static void AllocateBlas(int maxThreads, IBlas seqBlas)
{
if (smpBlas is SmpBlas)
{ // no need to change anything?
SmpBlas s = (SmpBlas)smpBlas;
if (s.maxThreads == maxThreads && s.seqBlas == seqBlas)
{
return;
}
}
if (maxThreads <= 1)
{
smpBlas = seqBlas;
}
else
{
smpBlas = new SmpBlas(maxThreads, seqBlas);
}
}
public StatsFunctions(IBlas blas)
{
_blas = blas;
}
/// <summary>
/// Linear algebraic matrix power; <i>B = A<sup>k</sup> <==> B = A*A*...*A</i>.
/// <ul>
/// <li><i>p >= 1: B = A*A*...*A</i>.</li>
/// <li><i>p == 0: B = identity matrix</i>.</li>
/// <li><i>p < 0: B = pow(inverse(A),-p)</i>.</li>
/// </ul>
/// Implementation: Based on logarithms of 2, memory usage minimized.
/// </summary>
/// <param name="A">the source matrix; must be square; stays unaffected by this operation.</param>
/// <param name="p">the exponent, can be any number.</param>
/// <returns><i>B</i>, a newly constructed result matrix; storage-independent of <i>A</i>.</returns>
///<exception cref="ArgumentException">if <i>!property().isSquare(A)</i>.</exception>
public static DoubleMatrix2D Pow(DoubleMatrix2D A, int p)
{
// matrix multiplication based on log2 method: A*A*....*A is slow, ((A * A)^2)^2 * ..D is faster
// allocates two auxiliary matrices as work space
IBlas blas = SmpBlas.smpBlas; // for parallel matrix mult; if not initialized defaults to sequential blas
Property.DEFAULT.CheckSquare(A);
if (p < 0)
{
A = Inverse(A);
p = -p;
}
if (p == 0)
{
return(DoubleFactory2D.Dense.Identity(A.Rows));
}
DoubleMatrix2D T = A.Like(); // temporary
if (p == 1)
{
return(T.Assign(A)); // safes one auxiliary matrix allocation
}
if (p == 2)
{
blas.Dgemm(false, false, 1, A, A, 0, T); // mult(A,A); // safes one auxiliary matrix allocation
return(T);
}
int k = Cern.Colt.Bitvector.QuickBitVector.MostSignificantBit(p); // index of highest bit in state "true"
/*
* this is the naive version:
* DoubleMatrix2D B = A.Copy();
* for (int i=0; i<p-1; i++) {
* B = mult(B,A);
* }
* return B;
*/
// here comes the optimized version:
//cern.colt.Timer timer = new cern.colt.Timer().start();
int i = 0;
while (i <= k && (p & (1 << i)) == 0)
{ // while (bit i of p == false)
// A = mult(A,A); would allocate a lot of temporary memory
blas.Dgemm(false, false, 1, A, A, 0, T); // A.zMult(A,T);
DoubleMatrix2D swap = A; A = T; T = swap; // swap A with T
i++;
}
DoubleMatrix2D B = A.Copy();
i++;
for (; i <= k; i++)
{
// A = mult(A,A); would allocate a lot of temporary memory
blas.Dgemm(false, false, 1, A, A, 0, T); // A.zMult(A,T);
DoubleMatrix2D swap = A; A = T; T = swap; // swap A with T
if ((p & (1 << i)) != 0)
{ // if (bit i of p == true)
// B = mult(B,A); would allocate a lot of temporary memory
blas.Dgemm(false, false, 1, B, A, 0, T); // B.zMult(A,T);
swap = B; B = T; T = swap; // swap B with T
}
}
//timer.stop().Display();
return(B);
}
public void SetBlas(IBlas blas)
{
_blas = blas;
}