github.com/jingcheng-WU/gonum@v0.9.1-0.20210323123734-f1a2a11a8f7b/lapack/gonum/dormbr.go (about)

     1  // Copyright ©2015 The Gonum Authors. All rights reserved.
     2  // Use of this source code is governed by a BSD-style
     3  // license that can be found in the LICENSE file.
     4  
     5  package gonum
     6  
     7  import (
     8  	"github.com/jingcheng-WU/gonum/blas"
     9  	"github.com/jingcheng-WU/gonum/lapack"
    10  )
    11  
    12  // Dormbr applies a multiplicative update to the matrix C based on a
    13  // decomposition computed by Dgebrd.
    14  //
    15  // Dormbr overwrites the m×n matrix C with
    16  //  Q * C   if vect == lapack.ApplyQ, side == blas.Left, and trans == blas.NoTrans
    17  //  C * Q   if vect == lapack.ApplyQ, side == blas.Right, and trans == blas.NoTrans
    18  //  Qᵀ * C  if vect == lapack.ApplyQ, side == blas.Left, and trans == blas.Trans
    19  //  C * Qᵀ  if vect == lapack.ApplyQ, side == blas.Right, and trans == blas.Trans
    20  //
    21  //  P * C   if vect == lapack.ApplyP, side == blas.Left, and trans == blas.NoTrans
    22  //  C * P   if vect == lapack.ApplyP, side == blas.Right, and trans == blas.NoTrans
    23  //  Pᵀ * C  if vect == lapack.ApplyP, side == blas.Left, and trans == blas.Trans
    24  //  C * Pᵀ  if vect == lapack.ApplyP, side == blas.Right, and trans == blas.Trans
    25  // where P and Q are the orthogonal matrices determined by Dgebrd when reducing
    26  // a matrix A to bidiagonal form: A = Q * B * Pᵀ. See Dgebrd for the
    27  // definitions of Q and P.
    28  //
    29  // If vect == lapack.ApplyQ, A is assumed to have been an nq×k matrix, while if
    30  // vect == lapack.ApplyP, A is assumed to have been a k×nq matrix. nq = m if
    31  // side == blas.Left, while nq = n if side == blas.Right.
    32  //
    33  // tau must have length min(nq,k), and Dormbr will panic otherwise. tau contains
    34  // the elementary reflectors to construct Q or P depending on the value of
    35  // vect.
    36  //
    37  // work must have length at least max(1,lwork), and lwork must be either -1 or
    38  // at least max(1,n) if side == blas.Left, and at least max(1,m) if side ==
    39  // blas.Right. For optimum performance lwork should be at least n*nb if side ==
    40  // blas.Left, and at least m*nb if side == blas.Right, where nb is the optimal
    41  // block size. On return, work[0] will contain the optimal value of lwork.
    42  //
    43  // If lwork == -1, the function only calculates the optimal value of lwork and
    44  // returns it in work[0].
    45  //
    46  // Dormbr is an internal routine. It is exported for testing purposes.
    47  func (impl Implementation) Dormbr(vect lapack.ApplyOrtho, side blas.Side, trans blas.Transpose, m, n, k int, a []float64, lda int, tau, c []float64, ldc int, work []float64, lwork int) {
    48  	nq := n
    49  	nw := m
    50  	if side == blas.Left {
    51  		nq = m
    52  		nw = n
    53  	}
    54  	applyQ := vect == lapack.ApplyQ
    55  	switch {
    56  	case !applyQ && vect != lapack.ApplyP:
    57  		panic(badApplyOrtho)
    58  	case side != blas.Left && side != blas.Right:
    59  		panic(badSide)
    60  	case trans != blas.NoTrans && trans != blas.Trans:
    61  		panic(badTrans)
    62  	case m < 0:
    63  		panic(mLT0)
    64  	case n < 0:
    65  		panic(nLT0)
    66  	case k < 0:
    67  		panic(kLT0)
    68  	case applyQ && lda < max(1, min(nq, k)):
    69  		panic(badLdA)
    70  	case !applyQ && lda < max(1, nq):
    71  		panic(badLdA)
    72  	case ldc < max(1, n):
    73  		panic(badLdC)
    74  	case lwork < max(1, nw) && lwork != -1:
    75  		panic(badLWork)
    76  	case len(work) < max(1, lwork):
    77  		panic(shortWork)
    78  	}
    79  
    80  	// Quick return if possible.
    81  	if m == 0 || n == 0 {
    82  		work[0] = 1
    83  		return
    84  	}
    85  
    86  	// The current implementation does not use opts, but a future change may
    87  	// use these options so construct them.
    88  	var opts string
    89  	if side == blas.Left {
    90  		opts = "L"
    91  	} else {
    92  		opts = "R"
    93  	}
    94  	if trans == blas.Trans {
    95  		opts += "T"
    96  	} else {
    97  		opts += "N"
    98  	}
    99  	var nb int
   100  	if applyQ {
   101  		if side == blas.Left {
   102  			nb = impl.Ilaenv(1, "DORMQR", opts, m-1, n, m-1, -1)
   103  		} else {
   104  			nb = impl.Ilaenv(1, "DORMQR", opts, m, n-1, n-1, -1)
   105  		}
   106  	} else {
   107  		if side == blas.Left {
   108  			nb = impl.Ilaenv(1, "DORMLQ", opts, m-1, n, m-1, -1)
   109  		} else {
   110  			nb = impl.Ilaenv(1, "DORMLQ", opts, m, n-1, n-1, -1)
   111  		}
   112  	}
   113  	lworkopt := max(1, nw) * nb
   114  	if lwork == -1 {
   115  		work[0] = float64(lworkopt)
   116  		return
   117  	}
   118  
   119  	minnqk := min(nq, k)
   120  	switch {
   121  	case applyQ && len(a) < (nq-1)*lda+minnqk:
   122  		panic(shortA)
   123  	case !applyQ && len(a) < (minnqk-1)*lda+nq:
   124  		panic(shortA)
   125  	case len(tau) < minnqk:
   126  		panic(shortTau)
   127  	case len(c) < (m-1)*ldc+n:
   128  		panic(shortC)
   129  	}
   130  
   131  	if applyQ {
   132  		// Change the operation to get Q depending on the size of the initial
   133  		// matrix to Dgebrd. The size matters due to the storage location of
   134  		// the off-diagonal elements.
   135  		if nq >= k {
   136  			impl.Dormqr(side, trans, m, n, k, a, lda, tau[:k], c, ldc, work, lwork)
   137  		} else if nq > 1 {
   138  			mi := m
   139  			ni := n - 1
   140  			i1 := 0
   141  			i2 := 1
   142  			if side == blas.Left {
   143  				mi = m - 1
   144  				ni = n
   145  				i1 = 1
   146  				i2 = 0
   147  			}
   148  			impl.Dormqr(side, trans, mi, ni, nq-1, a[1*lda:], lda, tau[:nq-1], c[i1*ldc+i2:], ldc, work, lwork)
   149  		}
   150  		work[0] = float64(lworkopt)
   151  		return
   152  	}
   153  
   154  	transt := blas.Trans
   155  	if trans == blas.Trans {
   156  		transt = blas.NoTrans
   157  	}
   158  
   159  	// Change the operation to get P depending on the size of the initial
   160  	// matrix to Dgebrd. The size matters due to the storage location of
   161  	// the off-diagonal elements.
   162  	if nq > k {
   163  		impl.Dormlq(side, transt, m, n, k, a, lda, tau, c, ldc, work, lwork)
   164  	} else if nq > 1 {
   165  		mi := m
   166  		ni := n - 1
   167  		i1 := 0
   168  		i2 := 1
   169  		if side == blas.Left {
   170  			mi = m - 1
   171  			ni = n
   172  			i1 = 1
   173  			i2 = 0
   174  		}
   175  		impl.Dormlq(side, transt, mi, ni, nq-1, a[1:], lda, tau, c[i1*ldc+i2:], ldc, work, lwork)
   176  	}
   177  	work[0] = float64(lworkopt)
   178  }