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 }