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AbstractLinAlgPack: C++ Interfaces For Vectors, Matrices And Related Linear Algebra Objects Version of the Day
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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 // This library is free software; you can redistribute it and/or modify 00011 // it under the terms of the GNU Lesser General Public License as 00012 // published by the Free Software Foundation; either version 2.1 of the 00013 // License, or (at your option) any later version. 00014 // 00015 // This library is distributed in the hope that it will be useful, but 00016 // WITHOUT ANY WARRANTY; without even the implied warranty of 00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00018 // Lesser General Public License for more details. 00019 // 00020 // You should have received a copy of the GNU Lesser General Public 00021 // License along with this library; if not, write to the Free Software 00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 00023 // USA 00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00025 // 00026 // *********************************************************************** 00027 // @HEADER 00028 00029 #include <assert.h> 00030 00031 #include "AbstractLinAlgPack_MatrixSymNonsingSerial.hpp" 00032 #include "AbstractLinAlgPack_MatrixSymOpGetGMSSymMutable.hpp" 00033 #include "AbstractLinAlgPack_MatrixOpSerial.hpp" 00034 #include "AbstractLinAlgPack_EtaVector.hpp" 00035 #include "DenseLinAlgPack_DMatrixClass.hpp" 00036 #include "DenseLinAlgPack_DMatrixOp.hpp" 00037 #include "DenseLinAlgPack_DMatrixAsTriSym.hpp" 00038 #include "AbstractLinAlgPack_LinAlgOpPackHack.hpp" 00039 #include "DenseLinAlgPack_AssertOp.hpp" 00040 #include "Teuchos_dyn_cast.hpp" 00041 00042 namespace LinAlgOpPack { 00043 using AbstractLinAlgPack::Vp_StMtV; 00044 using AbstractLinAlgPack::Mp_StMtM; 00045 } 00046 00047 namespace AbstractLinAlgPack { 00048 00049 void MatrixSymNonsingSerial::M_StMtInvMtM( 00050 DMatrixSliceSym* S, value_type a, const MatrixOpSerial& B 00051 , BLAS_Cpp::Transp B_trans, EMatrixDummyArg ) const 00052 { 00053 using BLAS_Cpp::trans; 00054 using BLAS_Cpp::no_trans; 00055 using BLAS_Cpp::trans_not; 00056 using AbstractLinAlgPack::M_StInvMtM; 00057 using DenseLinAlgPack::nonconst_tri_ele; 00058 using DenseLinAlgPack::tri_ele; 00059 using DenseLinAlgPack::assign; 00060 using LinAlgOpPack::M_StMtM; 00061 // 00062 // S = a * op(B) * inv(M) * op(B') 00063 // 00064 // We will form S won column at a time: 00065 // 00066 // S(:,j) = a * op(B) * inv(M) * op(B') * e(j) 00067 // 00068 // for j = 1 ... op(B').cols() 00069 // t1 = op(B')*e(j) 00070 // t2 = inv(M)*t1 00071 // t3 = a*op(B)*t2 00072 // S(:,j) = t3 00073 // 00074 // Above we only need to set the lower (lower triangle stored) 00075 // or upper (upper triangle stored) part of S(:,k) 00076 // 00077 DenseLinAlgPack::MtM_assert_sizes( rows(), cols(), no_trans 00078 , B.rows(), B.cols(), trans_not(B_trans) ); 00079 DenseLinAlgPack::Mp_MtM_assert_sizes( S->rows(), S->cols(), no_trans 00080 , B.rows(), B.cols(), B_trans 00081 , B.rows(), B.cols(), trans_not(B_trans) ); 00082 00083 DVector t1, t2, t3; // ToDo: Use temp workspace! 00084 const size_type 00085 opBT_cols = BLAS_Cpp::cols( B.cols(), B.rows(), B_trans ), 00086 m = S->rows(); 00087 for( size_type j = 1; j <= m; ++j ) { 00088 EtaVector e_j(j,opBT_cols); // e(j) 00089 LinAlgOpPack::V_MtV( &t1, B, trans_not(B_trans), e_j() ); // t1 = op(B')*e(j) 00090 AbstractLinAlgPack::V_InvMtV( &t2, *this, no_trans, t1() ); // t2 = inv(M)*t1 00091 LinAlgOpPack::V_StMtV( &t3, a, B, B_trans, t2() ); // t3 = a*op(B)*t2 00092 Range1D 00093 rng = ( S->uplo() == BLAS_Cpp::upper ? Range1D(1,j) : Range1D(j,m) ); 00094 S->gms().col(j)(rng) = t3(rng); 00095 } 00096 } 00097 00098 // Overridden from MatrixSymNonsing 00099 00100 void MatrixSymNonsingSerial::M_StMtInvMtM( 00101 MatrixSymOp* symwo_lhs, value_type alpha 00102 ,const MatrixOp& mwo, BLAS_Cpp::Transp mwo_trans 00103 ,EMatrixDummyArg dummy 00104 ) const 00105 { 00106 using Teuchos::dyn_cast; 00107 this->M_StMtInvMtM( 00108 &MatrixDenseSymMutableEncap(symwo_lhs)(), alpha 00109 ,dyn_cast<const MatrixOpSerial>(mwo), mwo_trans 00110 ,dummy ); 00111 } 00112 00113 } // end namespace AbstractLinAlgPack
1.7.4