Mercurial > hg > smallbox
view DL/RLS-DLA/private/myblas.c @ 63:e08af264ef93
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author | idamnjanovic |
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date | Tue, 15 Mar 2011 12:23:35 +0000 |
parents | ad36f80e2ccf |
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/************************************************************************** * * File name: myblas.c * * Ron Rubinstein * Computer Science Department * Technion, Haifa 32000 Israel * ronrubin@cs * * Version: 1.1 * Last updated: 13.8.2009 * *************************************************************************/ #include "myblas.h" #include <ctype.h> /* find maximum of absolute values */ mwIndex maxabs(double c[], mwSize m) { mwIndex maxid=0, k; double absval, maxval = SQR(*c); /* use square which is quicker than absolute value */ for (k=1; k<m; ++k) { absval = SQR(c[k]); if (absval > maxval) { maxval = absval; maxid = k; } } return maxid; } /* compute y := alpha*x + y */ void vec_sum(double alpha, double x[], double y[], mwSize n) { mwIndex i; for (i=0; i<n; ++i) { y[i] += alpha*x[i]; } } /* compute y := alpha*A*x */ void mat_vec(double alpha, double A[], double x[], double y[], mwSize n, mwSize m) { mwIndex i, j, i_n; double *Ax; Ax = mxCalloc(n,sizeof(double)); for (i=0; i<m; ++i) { i_n = i*n; for (j=0; j<n; ++j) { Ax[j] += A[i_n+j] * x[i]; } } for (j=0; j<n; ++j) { y[j] = alpha*Ax[j]; } mxFree(Ax); } /* compute y := alpha*A'*x */ void matT_vec(double alpha, double A[], double x[], double y[], mwSize n, mwSize m) { mwIndex i, j, n_i; double sum0, sum1, sum2, sum3; for (j=0; j<m; ++j) { y[j] = 0; } /* use loop unrolling to accelerate computation */ for (i=0; i<m; ++i) { n_i = n*i; sum0 = sum1 = sum2 = sum3 = 0; for (j=0; j+4<n; j+=4) { sum0 += A[n_i+j]*x[j]; sum1 += A[n_i+j+1]*x[j+1]; sum2 += A[n_i+j+2]*x[j+2]; sum3 += A[n_i+j+3]*x[j+3]; } y[i] += alpha * ((sum0 + sum1) + (sum2 + sum3)); while (j<n) { y[i] += alpha*A[n_i+j]*x[j]; j++; } } } /* compute y := alpha*A*x */ void mat_sp_vec(double alpha, double pr[], mwIndex ir[], mwIndex jc[], double x[], double y[], mwSize n, mwSize m) { mwIndex i, j, j1, j2; for (i=0; i<n; ++i) { y[i] = 0; } j2 = jc[0]; for (i=0; i<m; ++i) { j1 = j2; j2 = jc[i+1]; for (j=j1; j<j2; ++j) { y[ir[j]] += alpha * pr[j] * x[i]; } } } /* compute y := alpha*A'*x */ void matT_sp_vec(double alpha, double pr[], mwIndex ir[], mwIndex jc[], double x[], double y[], mwSize n, mwSize m) { mwIndex i, j, j1, j2; for (i=0; i<m; ++i) { y[i] = 0; } j2 = jc[0]; for (i=0; i<m; ++i) { j1 = j2; j2 = jc[i+1]; for (j=j1; j<j2; ++j) { y[i] += alpha * pr[j] * x[ir[j]]; } } } /* compute y := alpha*A*x */ void mat_vec_sp(double alpha, double A[], double pr[], mwIndex ir[], mwIndex jc[], double y[], mwSize n, mwSize m) { mwIndex i, j, j_n, k, kend; for (i=0; i<n; ++i) { y[i] = 0; } kend = jc[1]; if (kend==0) { /* x is empty */ return; } for (k=0; k<kend; ++k) { j = ir[k]; j_n = j*n; for (i=0; i<n; ++i) { y[i] += alpha * A[i+j_n] * pr[k]; } } } /* compute y := alpha*A'*x */ void matT_vec_sp(double alpha, double A[], double pr[], mwIndex ir[], mwIndex jc[], double y[], mwSize n, mwSize m) { mwIndex i, j, j_n, k, kend; for (i=0; i<m; ++i) { y[i] = 0; } kend = jc[1]; if (kend==0) { /* x is empty */ return; } for (j=0; j<m; ++j) { j_n = j*n; for (k=0; k<kend; ++k) { i = ir[k]; y[j] += alpha * A[i+j_n] * pr[k]; } } } /* compute y := alpha*A*x */ void mat_sp_vec_sp(double alpha, double pr[], mwIndex ir[], mwIndex jc[], double prx[], mwIndex irx[], mwIndex jcx[], double y[], mwSize n, mwSize m) { mwIndex i, j, k, kend, j1, j2; for (i=0; i<n; ++i) { y[i] = 0; } kend = jcx[1]; if (kend==0) { /* x is empty */ return; } for (k=0; k<kend; ++k) { i = irx[k]; j1 = jc[i]; j2 = jc[i+1]; for (j=j1; j<j2; ++j) { y[ir[j]] += alpha * pr[j] * prx[k]; } } } /* compute y := alpha*A'*x */ void matT_sp_vec_sp(double alpha, double pr[], mwIndex ir[], mwIndex jc[], double prx[], mwIndex irx[], mwIndex jcx[], double y[], mwSize n, mwSize m) { mwIndex i, j, k, jend, kend, jadd, kadd, delta; for (i=0; i<m; ++i) { y[i] = 0; } kend = jcx[1]; if (kend==0) { /* x is empty */ return; } for (i=0; i<m; ++i) { j = jc[i]; jend = jc[i+1]; k = 0; while (j<jend && k<kend) { delta = ir[j] - irx[k]; if (delta) { /* if indices differ - increment the smaller one */ jadd = delta<0; kadd = 1-jadd; j += jadd; k += kadd; } else { /* indices are equal - add to result and increment both */ y[i] += alpha * pr[j] * prx[k]; j++; k++; } } } } /* matrix-matrix multiplication */ void mat_mat(double alpha, double A[], double B[], double X[], mwSize n, mwSize m, mwSize k) { mwIndex i1, i2, i3, iX, iA, i2_n; double b; for (i1=0; i1<n*k; i1++) { X[i1] = 0; } for (i2=0; i2<m; ++i2) { i2_n = i2*n; iX = 0; for (i3=0; i3<k; ++i3) { iA = i2_n; b = B[i2+i3*m]; for (i1=0; i1<n; ++i1) { X[iX++] += A[iA++]*b; } } } for (i1=0; i1<n*k; i1++) { X[i1] *= alpha; } } /* matrix-transpose-matrix multiplication */ void matT_mat(double alpha, double A[], double B[], double X[], mwSize n, mwSize m, mwSize k) { mwIndex i1, i2, i3, iX, iA, i2_n; double *x, sum0, sum1, sum2, sum3; for (i2=0; i2<m; ++i2) { for (i3=0; i3<k; ++i3) { sum0 = sum1 = sum2 = sum3 = 0; for (i1=0; i1+4<n; i1+=4) { sum0 += A[i1+0+i2*n]*B[i1+0+i3*n]; sum1 += A[i1+1+i2*n]*B[i1+1+i3*n]; sum2 += A[i1+2+i2*n]*B[i1+2+i3*n]; sum3 += A[i1+3+i2*n]*B[i1+3+i3*n]; } X[i2+i3*m] = (sum0+sum1) + (sum2+sum3); while(i1<n) { X[i2+i3*m] += A[i1+i2*n]*B[i1+i3*n]; i1++; } } } for (i1=0; i1<m*k; i1++) { X[i1] *= alpha; } } /* tensor-matrix product */ void tens_mat(double alpha, double A[], double B[], double X[], mwSize n, mwSize m, mwSize k, mwSize l) { mwIndex i1, i2, i3, i4, i2_n, nml; double b; nml = n*m*l; for (i1=0; i1<nml; ++i1) { X[i1] = 0; } for (i2=0; i2<m; ++i2) { i2_n = i2*n; for (i3=0; i3<k; ++i3) { for (i4=0; i4<l; ++i4) { b = B[i4+i3*l]; for (i1=0; i1<n; ++i1) { X[i1 + i2_n + i4*n*m] += A[i1 + i2_n + i3*n*m] * b; } } } } for (i1=0; i1<nml; ++i1) { X[i1] *= alpha; } } /* tensor-matrix-transpose product */ void tens_matT(double alpha, double A[], double B[], double X[], mwSize n, mwSize m, mwSize k, mwSize l) { mwIndex i1, i2, i3, i4, i2_n, nml; double b; nml = n*m*l; for (i1=0; i1<nml; ++i1) { X[i1] = 0; } for (i2=0; i2<m; ++i2) { i2_n = i2*n; for (i4=0; i4<l; ++i4) { for (i3=0; i3<k; ++i3) { b = B[i3+i4*k]; for (i1=0; i1<n; ++i1) { X[i1 + i2_n + i4*n*m] += A[i1 + i2_n + i3*n*m] * b; } } } } for (i1=0; i1<nml; ++i1) { X[i1] *= alpha; } } /* dot product */ double dotprod(double a[], double b[], mwSize n) { double sum = 0; mwIndex i; for (i=0; i<n; ++i) sum += a[i]*b[i]; return sum; } /* find maximum of vector */ mwIndex maxpos(double c[], mwSize m) { mwIndex maxid=0, k; double val, maxval = *c; for (k=1; k<m; ++k) { val = c[k]; if (val > maxval) { maxval = val; maxid = k; } } return maxid; } /* solve L*x = b */ void backsubst_L(double L[], double b[], double x[], mwSize n, mwSize k) { mwIndex i, j; double rhs; for (i=0; i<k; ++i) { rhs = b[i]; for (j=0; j<i; ++j) { rhs -= L[j*n+i]*x[j]; } x[i] = rhs/L[i*n+i]; } } /* solve L'*x = b */ void backsubst_Lt(double L[], double b[], double x[], mwSize n, mwSize k) { mwIndex i, j; double rhs; for (i=k; i>=1; --i) { rhs = b[i-1]; for (j=i; j<k; ++j) { rhs -= L[(i-1)*n+j]*x[j]; } x[i-1] = rhs/L[(i-1)*n+i-1]; } } /* solve U*x = b */ void backsubst_U(double U[], double b[], double x[], mwSize n, mwSize k) { mwIndex i, j; double rhs; for (i=k; i>=1; --i) { rhs = b[i-1]; for (j=i; j<k; ++j) { rhs -= U[j*n+i-1]*x[j]; } x[i-1] = rhs/U[(i-1)*n+i-1]; } } /* solve U'*x = b */ void backsubst_Ut(double U[], double b[], double x[], mwSize n, mwSize k) { mwIndex i, j; double rhs; for (i=0; i<k; ++i) { rhs = b[i]; for (j=0; j<i; ++j) { rhs -= U[i*n+j]*x[j]; } x[i] = rhs/U[i*n+i]; } } /* back substitution solver */ void backsubst(char ul, double A[], double b[], double x[], mwSize n, mwSize k) { if (tolower(ul) == 'u') { backsubst_U(A, b, x, n, k); } else if (tolower(ul) == 'l') { backsubst_L(A, b, x, n, k); } else { mexErrMsgTxt("Invalid triangular matrix type: must be ''U'' or ''L''"); } } /* solve equation set using cholesky decomposition */ void cholsolve(char ul, double A[], double b[], double x[], mwSize n, mwSize k) { double *tmp; tmp = mxMalloc(k*sizeof(double)); if (tolower(ul) == 'l') { backsubst_L(A, b, tmp, n, k); backsubst_Lt(A, tmp, x, n, k); } else if (tolower(ul) == 'u') { backsubst_Ut(A, b, tmp, n, k); backsubst_U(A, tmp, x, n, k); } else { mexErrMsgTxt("Invalid triangular matrix type: must be either ''U'' or ''L''"); } mxFree(tmp); } /* perform a permutation assignment y := x(ind(1:k)) */ void vec_assign(double y[], double x[], mwIndex ind[], mwSize k) { mwIndex i; for (i=0; i<k; ++i) y[i] = x[ind[i]]; } /* matrix transpose */ void transpose(double X[], double Y[], mwSize n, mwSize m) { mwIndex i, j, i_m, j_n; if (n<m) { for (j=0; j<m; ++j) { j_n = j*n; for (i=0; i<n; ++i) { Y[j+i*m] = X[i+j_n]; } } } else { for (i=0; i<n; ++i) { i_m = i*m; for (j=0; j<m; ++j) { Y[j+i_m] = X[i+j*n]; } } } } /* print contents of matrix */ void printmat(double A[], int n, int m, char* matname) { int i, j; mexPrintf("\n%s = \n\n", matname); if (n*m==0) { mexPrintf(" Empty matrix: %d-by-%d\n\n", n, m); return; } for (i=0; i<n; ++i) { for (j=0; j<m; ++j) mexPrintf(" %lf", A[j*n+i]); mexPrintf("\n"); } mexPrintf("\n"); } /* print contents of sparse matrix */ void printspmat(mxArray *a, char* matname) { mwIndex *aJc = mxGetJc(a); mwIndex *aIr = mxGetIr(a); double *aPr = mxGetPr(a); int i; mexPrintf("\n%s = \n\n", matname); for (i=0; i<aJc[1]; ++i) printf(" (%d,1) = %lf\n", aIr[i]+1,aPr[i]); mexPrintf("\n"); } /* matrix multiplication using Winograd's algorithm */ /* void mat_mat2(double alpha, double A[], double B[], double X[], mwSize n, mwSize m, mwSize k) { mwIndex i1, i2, i3, iX, iA, i2_n; double b, *AA, *BB; AA = mxCalloc(n,sizeof(double)); BB = mxCalloc(k,sizeof(double)); for (i1=0; i1<n*k; i1++) { X[i1] = 0; } for (i1=0; i1<n; ++i1) { for (i2=0; i2<m/2; ++i2) { AA[i1] += A[i1+2*i2*n]*A[i1+(2*i2+1)*n]; } } for (i2=0; i2<k; ++i2) { for (i1=0; i1<m/2; ++i1) { BB[i2] += B[2*i1+i2*m]*B[2*i1+1+i2*m]; } } for (i2=0; i2<k; ++i2) { for (i3=0; i3<m/2; ++i3) { for (i1=0; i1<n; ++i1) { X[i1+i2*n] += (A[i1+(2*i3)*n]+B[2*i3+1+i2*m])*(A[i1+(2*i3+1)*n]+B[2*i3+i2*m]); } } } if (m%2) { for (i2=0; i2<k; ++i2) { for (i1=0; i1<n; ++i1) { X[i1+i2*n] += A[i1+(m-1)*n]*B[m-1+i2*m]; } } } for (i2=0; i2<k; ++i2) { for (i1=0; i1<n; ++i1) { X[i1+i2*n] -= (AA[i1] + BB[i2]); X[i1+i2*n] *= alpha; } } mxFree(AA); mxFree(BB); } */