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AbstractLinAlgPack: C++ Interfaces For Vectors, Matrices And Related Linear Algebra Objects
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00001 // @HEADER 00002 // *********************************************************************** 00003 // 00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization 00005 // Copyright (2003) Sandia Corporation 00006 // 00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00008 // license for use of this work by or on behalf of the U.S. Government. 00009 // 00010 // Redistribution and use in source and binary forms, with or without 00011 // modification, are permitted provided that the following conditions are 00012 // met: 00013 // 00014 // 1. Redistributions of source code must retain the above copyright 00015 // notice, this list of conditions and the following disclaimer. 00016 // 00017 // 2. Redistributions in binary form must reproduce the above copyright 00018 // notice, this list of conditions and the following disclaimer in the 00019 // documentation and/or other materials provided with the distribution. 00020 // 00021 // 3. 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Bartlett (rabartl@sandia.gov) 00038 // 00039 // *********************************************************************** 00040 // @HEADER 00041 00042 #include <assert.h> 00043 00044 #include "AbstractLinAlgPack_MatrixSymNonsingSerial.hpp" 00045 #include "AbstractLinAlgPack_MatrixSymOpGetGMSSymMutable.hpp" 00046 #include "AbstractLinAlgPack_MatrixOpSerial.hpp" 00047 #include "AbstractLinAlgPack_EtaVector.hpp" 00048 #include "DenseLinAlgPack_DMatrixClass.hpp" 00049 #include "DenseLinAlgPack_DMatrixOp.hpp" 00050 #include "DenseLinAlgPack_DMatrixAsTriSym.hpp" 00051 #include "AbstractLinAlgPack_LinAlgOpPackHack.hpp" 00052 #include "DenseLinAlgPack_AssertOp.hpp" 00053 #include "Teuchos_dyn_cast.hpp" 00054 00055 namespace LinAlgOpPack { 00056 using AbstractLinAlgPack::Vp_StMtV; 00057 using AbstractLinAlgPack::Mp_StMtM; 00058 } 00059 00060 namespace AbstractLinAlgPack { 00061 00062 void MatrixSymNonsingSerial::M_StMtInvMtM( 00063 DMatrixSliceSym* S, value_type a, const MatrixOpSerial& B 00064 , BLAS_Cpp::Transp B_trans, EMatrixDummyArg ) const 00065 { 00066 using BLAS_Cpp::trans; 00067 using BLAS_Cpp::no_trans; 00068 using BLAS_Cpp::trans_not; 00069 using AbstractLinAlgPack::M_StInvMtM; 00070 using DenseLinAlgPack::nonconst_tri_ele; 00071 using DenseLinAlgPack::tri_ele; 00072 using DenseLinAlgPack::assign; 00073 using LinAlgOpPack::M_StMtM; 00074 // 00075 // S = a * op(B) * inv(M) * op(B') 00076 // 00077 // We will form S won column at a time: 00078 // 00079 // S(:,j) = a * op(B) * inv(M) * op(B') * e(j) 00080 // 00081 // for j = 1 ... op(B').cols() 00082 // t1 = op(B')*e(j) 00083 // t2 = inv(M)*t1 00084 // t3 = a*op(B)*t2 00085 // S(:,j) = t3 00086 // 00087 // Above we only need to set the lower (lower triangle stored) 00088 // or upper (upper triangle stored) part of S(:,k) 00089 // 00090 DenseLinAlgPack::MtM_assert_sizes( rows(), cols(), no_trans 00091 , B.rows(), B.cols(), trans_not(B_trans) ); 00092 DenseLinAlgPack::Mp_MtM_assert_sizes( S->rows(), S->cols(), no_trans 00093 , B.rows(), B.cols(), B_trans 00094 , B.rows(), B.cols(), trans_not(B_trans) ); 00095 00096 DVector t1, t2, t3; // ToDo: Use temp workspace! 00097 const size_type 00098 opBT_cols = BLAS_Cpp::cols( B.cols(), B.rows(), B_trans ), 00099 m = S->rows(); 00100 for( size_type j = 1; j <= m; ++j ) { 00101 EtaVector e_j(j,opBT_cols); // e(j) 00102 LinAlgOpPack::V_MtV( &t1, B, trans_not(B_trans), e_j() ); // t1 = op(B')*e(j) 00103 AbstractLinAlgPack::V_InvMtV( &t2, *this, no_trans, t1() ); // t2 = inv(M)*t1 00104 LinAlgOpPack::V_StMtV( &t3, a, B, B_trans, t2() ); // t3 = a*op(B)*t2 00105 Range1D 00106 rng = ( S->uplo() == BLAS_Cpp::upper ? Range1D(1,j) : Range1D(j,m) ); 00107 S->gms().col(j)(rng) = t3(rng); 00108 } 00109 } 00110 00111 // Overridden from MatrixSymNonsing 00112 00113 void MatrixSymNonsingSerial::M_StMtInvMtM( 00114 MatrixSymOp* symwo_lhs, value_type alpha 00115 ,const MatrixOp& mwo, BLAS_Cpp::Transp mwo_trans 00116 ,EMatrixDummyArg dummy 00117 ) const 00118 { 00119 using Teuchos::dyn_cast; 00120 this->M_StMtInvMtM( 00121 &MatrixDenseSymMutableEncap(symwo_lhs)(), alpha 00122 ,dyn_cast<const MatrixOpSerial>(mwo), mwo_trans 00123 ,dummy ); 00124 } 00125 00126 } // end namespace AbstractLinAlgPack
1.7.6.1