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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 #ifndef DENSE_V_P_S_T_P_T_M_T_V_H 00043 #define DENSE_V_P_S_T_P_T_M_T_V_H 00044 00045 #include "AbstractLinAlgPack/src/AbstractLinAlgPack_SpVectorClass.hpp" 00046 #include "AbstractLinAlgPack_SpVectorOp.hpp" 00047 #include "AbstractLinAlgPack/src/AbstractLinAlgPack_EtaVector.hpp" 00048 #include "AbstractLinAlgPack/src/AbstractLinAlgPack_GenPermMatrixSlice.hpp" 00049 #include "AbstractLinAlgPack_GenPermMatrixSliceOp.hpp" 00050 #include "AbstractLinAlgPack_LinAlgOpPackHack.hpp" 00051 #include "DenseLinAlgPack_DMatrixClass.hpp" 00052 #include "DenseLinAlgPack_DMatrixOut.hpp" 00053 #include "DenseLinAlgPack_AssertOp.hpp" 00054 #include "MiWorkspacePack.h" 00055 00056 namespace AbstractLinAlgPack { 00057 00064 template<class M_t, class V_t> 00065 void dense_Vp_StPtMtV( 00066 DVectorSlice *y 00067 ,value_type a 00068 ,const GenPermMatrixSlice &P 00069 ,BLAS_Cpp::Transp P_trans 00070 ,const M_t &M 00071 ,BLAS_Cpp::Transp M_trans 00072 ,const V_t &x 00073 ,value_type b 00074 ) 00075 { 00076 using BLAS_Cpp::no_trans; 00077 using BLAS_Cpp::trans; 00078 using BLAS_Cpp::trans_not; 00079 using BLAS_Cpp::rows; 00080 using BLAS_Cpp::cols; 00081 using DenseLinAlgPack::dot; 00082 using DenseLinAlgPack::DVector; 00083 using DenseLinAlgPack::Vt_S; 00084 using AbstractLinAlgPack::dot; 00085 using AbstractLinAlgPack::Vp_StMtV; 00086 using AbstractLinAlgPack::GenPermMatrixSlice; 00087 typedef AbstractLinAlgPack::EtaVector eta; 00088 using Teuchos::Workspace; 00089 Teuchos::WorkspaceStore* wss = Teuchos::get_default_workspace_store().get(); 00090 00091 // Validate the sizes 00092 // 00093 // y += op(P)*op(M)*x 00094 // 00095 const DenseLinAlgPack::size_type 00096 ny = y->size(), 00097 nx = x.size(), 00098 opM_rows = rows( M.rows(), M.cols(), M_trans ), 00099 opM_cols = cols( M.rows(), M.cols(), M_trans ); 00100 if( ny != rows( P.rows(), P.cols(), P_trans ) 00101 || nx != opM_cols 00102 || cols( P.rows(), P.cols(), P_trans ) != opM_rows ) 00103 throw std::length_error( "MatrixOp::Vp_StPtMtV(...) : Error, " 00104 "sizes of arguments does not match up" ); 00105 // 00106 // Compute y = b*y + a*op(P)*op(M)*x in a resonably efficient manner. This 00107 // implementation will assume that M is stored as a dense matrix. Either 00108 // t = op(M)*x is computed first (O(opM_rows*nx) flops) then y = b*y + a*op(P)*t 00109 // (O(ny) + O(P_nz) flops) or each row of t' = e(j)' * op(M) (O(nx) flops) 00110 // is computed one at a time and then y(i) = b*y(i) + a*t'*x (O(nx) flops) 00111 // where op(P)(i,j) = 1.0. In the latter case, there are P_nz rows 00112 // of op(M) that have to be generated so the total cost is O(P_nz*nx). 00113 // Therefore, we will do the former if opM_rows < P_nz and the latter otherwise. 00114 // 00115 if( !P.nz() ) { 00116 // y = b*y 00117 if(b==0.0) *y = 0.0; 00118 else if(b!=1.0) Vt_S(y,b); 00119 } 00120 else if( opM_rows > P.nz() || P.is_identity() ) { 00121 // t = op(M)*x 00122 Workspace<value_type> t_ws(wss,opM_rows); 00123 DVectorSlice t(&t_ws[0],t_ws.size()); 00124 LinAlgOpPack::V_MtV( &t, M, M_trans, x ); 00125 // y = b*y + a*op(P)*t 00126 Vp_StMtV( y, a, P, P_trans, t(), b ); 00127 } 00128 else { 00129 // y = b*y 00130 if(b==0.0) *y = 0.0; 00131 else if(b!=1.0) Vt_S(y,b); 00132 // Compute t' = e(j)' * op(M) then y(i) += a*t'*x where op(P)(i,j) = 1.0 00133 Workspace<value_type> t_ws(wss,opM_cols); 00134 DVectorSlice t(&t_ws[0],t_ws.size()); 00135 if( P.is_identity() ) { 00136 for( size_type k = 1; k <= P.nz(); ++k ) { 00137 const size_type 00138 i = k, 00139 j = k; 00140 // t = op(M') * e(j) 00141 LinAlgOpPack::V_MtV( &t, M, trans_not(M_trans), eta(j,opM_rows)() ); 00142 // y(i) += a*t'*x 00143 (*y)(i) += a * dot( t(), x ); 00144 } 00145 } 00146 else { 00147 for( GenPermMatrixSlice::const_iterator itr = P.begin(); itr != P.end(); ++itr ) { 00148 const DenseLinAlgPack::size_type 00149 i = P_trans == no_trans ? itr->row_i() : itr->col_j(), 00150 j = P_trans == no_trans ? itr->col_j() : itr->row_i(); 00151 // t = op(M') * e(j) 00152 LinAlgOpPack::V_MtV( &t, M, trans_not(M_trans), eta(j,opM_rows)() ); 00153 // y(i) += a*t'*x 00154 (*y)(i) += a * dot( t(), x ); 00155 } 00156 } 00157 } 00158 } 00159 00160 } // end namespace AbstractLinAlgPack 00161 00162 #endif // DENSE_V_P_S_T_P_T_M_T_V_H
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