/usr/include/trilinos/Tsqr_SequentialTsqr.hpp is in libtrilinos-tpetra-dev 12.12.1-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 | //@HEADER
// ************************************************************************
//
// Kokkos: Node API and Parallel Node Kernels
// Copyright (2008) Sandia Corporation
//
// Under the terms of Contract DE-AC04-94AL85000 with Sandia Corporation,
// the U.S. Government retains certain rights in this software.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact Michael A. Heroux (maherou@sandia.gov)
//
// ************************************************************************
//@HEADER
/// \file Tsqr_SequentialTsqr.hpp
/// \brief Implementation of the sequential cache-blocked part of TSQR.
///
#ifndef __TSQR_Tsqr_SequentialTsqr_hpp
#define __TSQR_Tsqr_SequentialTsqr_hpp
#include <Tsqr_ApplyType.hpp>
#include <Tsqr_Matrix.hpp>
#include <Tsqr_CacheBlockingStrategy.hpp>
#include <Tsqr_CacheBlocker.hpp>
#include <Tsqr_Combine.hpp>
#include <Tsqr_LocalVerify.hpp>
#include <Tsqr_NodeTsqr.hpp>
#include <Tsqr_Util.hpp>
#include <Teuchos_Describable.hpp>
#include <Teuchos_ParameterList.hpp>
#include <Teuchos_ParameterListExceptions.hpp>
#include <Teuchos_ScalarTraits.hpp>
#include <algorithm>
#include <limits>
#include <sstream>
#include <string>
#include <utility> // std::pair
#include <vector>
namespace TSQR {
/// \class SequentialTsqr
/// \brief Sequential cache-blocked TSQR factorization.
/// \author Mark Hoemmen
///
/// TSQR (Tall Skinny QR) is a collection of different algorithms
/// for computing the QR factorization of a "tall and skinny" matrix
/// (with many more rows than columns). We use it in Trilinos as an
/// orthogonalization method for Epetra_MultiVector and
/// Tpetra::MultiVector. (In this context, TSQR is provided as an
/// "OrthoManager" in Anasazi and Belos; you do not have to use it
/// directly.) For details, see e.g., our 2008 University of
/// California Berkeley technical report (Demmel, Grigori, Hoemmen,
/// and Langou), or our Supercomputing 2009 paper (Demmel, Hoemmen,
/// Mohiyuddin, and Yelick).
///
/// SequentialTsqr implements the "sequential TSQR" algorithm of the
/// aforementioned 2008 technical report. It breaks up the matrix
/// by rows into "cache blocks," and iterates over consecutive cache
/// blocks. The input matrix may be in either the conventional
/// LAPACK-style column-major layout, or in a "cache-blocked"
/// layout. We provide conversion routines between these two
/// formats. Users should not attempt to construct a matrix in the
/// latter format themselves. In our experience, the performance
/// difference between the two formats is not significant, but this
/// may be different on different architectures.
///
/// SequentialTsqr is designed to be used as the "intranode TSQR"
/// part of the full TSQR implementation in \c Tsqr. The \c Tsqr
/// class can use any of various intranode TSQR implementations.
/// SequentialTsqr is an appropriate choice when running in MPI-only
/// mode. Other intranode TSQR implementations, such as \c TbbTsqr,
/// are appropriate for hybrid parallelism (MPI + threads).
///
/// SequentialTsqr is unlikely to benefit from a multithreaded BLAS
/// implementation. In fact, implementations of LAPACK's QR
/// factorization generally do not show performance benefits from
/// multithreading when factoring tall skinny matrices. (See our
/// Supercomputing 2009 paper and my IPDPS 2011 paper.) This is why
/// we built other intranode TSQR factorizations that do effectively
/// exploit thread-level parallelism, such as \c TbbTsqr.
///
/// \note To implementers: SequentialTsqr cannot currently be a \c
/// Teuchos::ParameterListAcceptorDefaultBase, because the latter
/// uses RCP, and RCPs (more specifically, their reference counts)
/// are not currently thread safe. \c TbbTsqr uses SequentialTsqr
/// in parallel to implement each thread's cache-blocked TSQR.
/// This can be fixed as soon as RCPs are made thread safe.
///
template<class LocalOrdinal, class Scalar>
class SequentialTsqr :
public NodeTsqr<LocalOrdinal, Scalar, std::vector<std::vector<Scalar> > >
{
public:
typedef LocalOrdinal ordinal_type;
typedef Scalar scalar_type;
typedef MatView<LocalOrdinal, Scalar> mat_view_type;
typedef ConstMatView<LocalOrdinal, Scalar> const_mat_view_type;
typedef typename Teuchos::ScalarTraits<Scalar>::magnitudeType magnitude_type;
typedef typename NodeTsqr<LocalOrdinal, Scalar, std::vector<std::vector<Scalar> > >::factor_output_type FactorOutput;
private:
typedef typename FactorOutput::const_iterator FactorOutputIter;
typedef typename FactorOutput::const_reverse_iterator FactorOutputReverseIter;
typedef std::pair<mat_view_type, mat_view_type> block_pair_type;
typedef std::pair<const_mat_view_type, const_mat_view_type> const_block_pair_type;
typedef Teuchos::BLAS<LocalOrdinal, Scalar> blas_type;
/// \brief Factor the first cache block of the matrix.
///
/// Compute the QR factorization of the first cache block A_top.
/// Overwrite the upper triangle of A_top with the R factor, and
/// return a view of the R factor (stored in place in A_top).
/// Overwrite the (strict) lower triangle of A_top, and the
/// A_top.ncols() entries of tau, with an implicit representation
/// of the Q factor.
///
/// \param combine [in/out] Implementation of linear algebra
/// primitives. This is non-const because some Combine
/// implementations use scratch space.
///
/// \param A_top [in/out] On input: the first (topmost) cache
/// block of the matrix. Prerequisite: A_top.nrows() >=
/// A.top.ncols(). On output, the upper triangle of A_top is
/// overwritten with the R factor, and the lower trapezoid of
/// A_top is overwritten with part of the implicit
/// representation of the Q factor.
///
/// \param tau [out] Array of length >= A_top.ncols(). On output:
/// the TAU array (see the LAPACK documentation for _GEQRF).
///
/// \param work [out] Workspace array of length >= A_top.ncols().
///
/// \return A view of the upper triangle of A_top, containing the
/// R factor.
mat_view_type
factor_first_block (Combine<LocalOrdinal, Scalar>& combine,
mat_view_type& A_top,
std::vector<Scalar>& tau,
std::vector<Scalar>& work) const
{
const LocalOrdinal ncols = A_top.ncols();
combine.factor_first (A_top.nrows(), ncols, A_top.get(), A_top.lda(),
&tau[0], &work[0]);
return mat_view_type(ncols, ncols, A_top.get(), A_top.lda());
}
/// Apply the Q factor of the first (topmost) cache blocks, as
/// computed by factor_first_block() and stored implicitly in
/// Q_first and tau, to the first (topmost) block C_first of the
/// matrix C.
void
apply_first_block (Combine<LocalOrdinal, Scalar>& combine,
const ApplyType& applyType,
const const_mat_view_type& Q_first,
const std::vector<Scalar>& tau,
mat_view_type& C_first,
std::vector<Scalar>& work) const
{
const LocalOrdinal nrowsLocal = Q_first.nrows();
combine.apply_first (applyType, nrowsLocal, C_first.ncols(),
Q_first.ncols(), Q_first.get(), Q_first.lda(),
&tau[0], C_first.get(), C_first.lda(), &work[0]);
}
void
combine_apply (Combine<LocalOrdinal, Scalar>& combine,
const ApplyType& apply_type,
const const_mat_view_type& Q_cur,
const std::vector<Scalar>& tau,
mat_view_type& C_top,
mat_view_type& C_cur,
std::vector<Scalar>& work) const
{
const LocalOrdinal nrows_local = Q_cur.nrows();
const LocalOrdinal ncols_Q = Q_cur.ncols();
const LocalOrdinal ncols_C = C_cur.ncols();
combine.apply_inner (apply_type,
nrows_local, ncols_C, ncols_Q,
Q_cur.get(), C_cur.lda(), &tau[0],
C_top.get(), C_top.lda(),
C_cur.get(), C_cur.lda(), &work[0]);
}
void
combine_factor (Combine<LocalOrdinal, Scalar>& combine,
mat_view_type& R,
mat_view_type& A_cur,
std::vector<Scalar>& tau,
std::vector<Scalar>& work) const
{
const LocalOrdinal nrows_local = A_cur.nrows();
const LocalOrdinal ncols = A_cur.ncols();
combine.factor_inner (nrows_local, ncols, R.get(), R.lda(),
A_cur.get(), A_cur.lda(), &tau[0],
&work[0]);
}
public:
/// \brief The standard constructor.
///
/// \param cacheSizeHint [in] Cache size hint in bytes to use in
/// the sequential TSQR factorization. If 0, the implementation
/// will pick a reasonable size. Good nondefault choices are
/// the amount of per-CPU highest-level private cache, or the
/// amount of lowest-level shared cache divided by the number of
/// CPU cores sharing it. We recommend experimenting to find
/// the best value. Too large a value is worse than too small a
/// value, though an excessively small value will result in
/// extra computation and may also cause a slow down.
///
/// \param sizeOfScalar [in] The number of bytes required to store
/// a Scalar value. This is used to compute the dimensions of
/// cache blocks. If sizeof(Scalar) correctly reports the size
/// of the representation of Scalar in memory, you can use the
/// default. The default is correct for float, double, and any
/// of various fixed-length structs (like double-double and
/// quad-double). It should also work for std::complex<T> where
/// T is anything in the previous sentence's list. It does
/// <it>not</it> work for arbitrary-precision types whose
/// storage is dynamically allocated, even if the amount of
/// storage is a constant. In the latter case, you should
/// specify a nondefault value.
///
/// \note sizeOfScalar affects performance, not correctness (more
/// or less -- it should never be zero, for example). It's OK
/// for it to be a slight overestimate. Being much too big may
/// affect performance by underutilizing the cache. Being too
/// small may also affect performance by thrashing the cache.
///
/// \note If Scalar is an arbitrary-precision type whose
/// representation length can change at runtime, you should
/// construct a new SequentialTsqr object whenever the
/// representation length changes.
SequentialTsqr (const size_t cacheSizeHint = 0,
const size_t sizeOfScalar = sizeof(Scalar)) :
strategy_ (cacheSizeHint, sizeOfScalar)
{}
/// \brief Alternate constructor for a given cache blocking strategy.
///
/// The cache blocking strategy stores the same information as
/// would be passed into the standard constructor: the cache block
/// size, and the size of the Scalar type.
///
/// \param strategy [in] Cache blocking strategy to use (copied).
///
SequentialTsqr (const CacheBlockingStrategy<LocalOrdinal, Scalar>& strategy) :
strategy_ (strategy)
{}
/// \brief Alternate constructor that takes a list of parameters.
///
/// See the documentation of \c setParameterList() for the list of
/// currently understood parameters. The constructor ignores
/// parameters that it doesn't understand.
///
/// \param plist [in/out] On input: List of parameters. On
/// output: Missing parameters are filled in with default
/// values.
SequentialTsqr (const Teuchos::RCP<Teuchos::ParameterList>& params)
{
setParameterList (params);
}
/// \brief Valid default parameters for SequentialTsqr.
///
/// \note This object has to create a new parameter list each
/// time, since it cannot cache an RCP (due to thread safety --
/// TbbTsqr invokes multiple instances of SequentialTsqr in
/// parallel).
Teuchos::RCP<const Teuchos::ParameterList>
getValidParameters () const
{
using Teuchos::ParameterList;
using Teuchos::parameterList;
using Teuchos::RCP;
const size_t cacheSizeHint = 0;
const size_t sizeOfScalar = sizeof(Scalar);
RCP<ParameterList> plist = parameterList ("NodeTsqr");
plist->set ("Cache Size Hint", cacheSizeHint,
"Cache size hint in bytes (as a size_t) to use for intranode"
"TSQR. If zero, TSQR will pick a reasonable default. "
"The size should correspond to that of the largest cache that "
"is private to each CPU core, if such a private cache exists; "
"otherwise, it should correspond to the amount of shared "
"cache, divided by the number of cores sharing that cache.");
plist->set ("Size of Scalar", sizeOfScalar, "Size of the Scalar type. "
"Default is sizeof(Scalar). Only set if sizeof(Scalar) does "
"not describe how much memory a Scalar type takes.");
return plist;
}
/// \brief Set parameters.
///
/// \param plist [in/out] On input: List of parameters. On
/// output: Missing parameters are filled in with default
/// values.
///
/// For a list of currently understood parameters, see the
/// parameter list returned by \c getValidParameters().
void
setParameterList (const Teuchos::RCP<Teuchos::ParameterList>& plist)
{
using Teuchos::Exceptions::InvalidParameter;
using Teuchos::ParameterList;
using Teuchos::parameterList;
using Teuchos::RCP;
RCP<ParameterList> params = plist.is_null() ?
parameterList (*getValidParameters()) : plist;
const std::string cacheSizeHintName ("Cache Size Hint");
const std::string sizeOfScalarName ("Size of Scalar");
// In order to avoid calling getValidParameters() and
// constructing a default list, we set missing values here to
// their defaults. This duplicates default values set in
// getValidParameters(), so if you change those, be careful to
// change them here.
size_t cacheSizeHint = 0;
size_t sizeOfScalar = sizeof(Scalar);
try {
cacheSizeHint = params->get<size_t> (cacheSizeHintName);
} catch (InvalidParameter&) {
params->set (cacheSizeHintName, cacheSizeHint);
}
try {
sizeOfScalar = params->get<size_t> (sizeOfScalarName);
} catch (InvalidParameter&) {
params->set (sizeOfScalarName, sizeOfScalar);
}
// Reconstruct the cache blocking strategy, since we may have
// changed parameters.
strategy_ = CacheBlockingStrategy<LocalOrdinal, Scalar> (cacheSizeHint,
sizeOfScalar);
}
/// \brief One-line description of this object.
///
/// This implements Teuchos::Describable::description(). For now,
/// SequentialTsqr uses the default implementation of
/// Teuchos::Describable::describe().
std::string description () const {
std::ostringstream os;
os << "Intranode Tall Skinny QR (TSQR): sequential cache-blocked "
"implementation with cache size hint " << this->cache_size_hint()
<< " bytes.";
return os.str();
}
//! Whether this object is ready to perform computations.
bool ready() const {
return true;
}
/// \brief Does factor() compute R with nonnegative diagonal?
///
/// See the \c NodeTsqr documentation for details.
bool QR_produces_R_factor_with_nonnegative_diagonal () const {
typedef Combine<LocalOrdinal, Scalar> combine_type;
return combine_type::QR_produces_R_factor_with_nonnegative_diagonal();
}
/// \brief Cache size hint (in bytes) used for the factorization.
///
/// This may be different than the cache size hint argument
/// specified in the constructor. SequentialTsqr treats that as a
/// hint, not a command.
size_t cache_size_hint () const {
return strategy_.cache_size_hint();
}
/// \brief Compute QR factorization (implicitly stored Q factor) of A.
///
/// Compute the QR factorization in place of the nrows by ncols
/// matrix A, with nrows >= ncols. The matrix A is stored either
/// in column-major order (the default) or with contiguous
/// column-major cache blocks, with leading dimension lda >=
/// nrows. Write the resulting R factor to the top block of A (in
/// place). (You can get a view of this via the top_block()
/// method.) Everything below the upper triangle of A is
/// overwritten with part of the implicit representation of the Q
/// factor. The other part of that representation is returned.
///
/// \param nrows [in] Number of rows in the matrix A.
/// \param ncols [in] Number of columns in the matrix A.
/// \param A [in/out] On input: the nrows by ncols matrix to
/// factor. On output: part of the representation of the
/// implicitly stored Q factor.
/// \param lda [in] Leading dimension of A, if A is stored in
/// column-major order. Otherwise its value doesn't matter.
/// \param contiguous_cache_blocks [in] Whether the matrix A is
/// stored in a contiguously cache-blocked format.
///
/// \return Part of the representation of the implicitly stored Q
/// factor. The complete representation includes A (on output).
/// The FactorOutput and A go together.
FactorOutput
factor (const LocalOrdinal nrows,
const LocalOrdinal ncols,
Scalar A[],
const LocalOrdinal lda,
const bool contiguous_cache_blocks) const
{
CacheBlocker<LocalOrdinal, Scalar> blocker (nrows, ncols, strategy_);
Combine<LocalOrdinal, Scalar> combine;
std::vector<Scalar> work (ncols);
FactorOutput tau_arrays;
// We say "A_rest" because it points to the remaining part of
// the matrix left to factor; at the beginning, the "remaining"
// part is the whole matrix, but that will change as the
// algorithm progresses.
//
// Note: if the cache blocks are stored contiguously, lda won't
// be the correct leading dimension of A, but it won't matter:
// we only ever operate on A_cur here, and A_cur's leading
// dimension is set correctly by A_rest.split_top().
mat_view_type A_rest (nrows, ncols, A, lda);
// This call modifies A_rest.
mat_view_type A_cur = blocker.split_top_block (A_rest, contiguous_cache_blocks);
// Factor the topmost block of A.
std::vector<Scalar> tau_first (ncols);
mat_view_type R_view = factor_first_block (combine, A_cur, tau_first, work);
tau_arrays.push_back (tau_first);
while (! A_rest.empty())
{
A_cur = blocker.split_top_block (A_rest, contiguous_cache_blocks);
std::vector<Scalar> tau (ncols);
combine_factor (combine, R_view, A_cur, tau, work);
tau_arrays.push_back (tau);
}
return tau_arrays;
}
/// \brief Extract R factor from \c factor() results.
///
/// The five-argument version of \c factor() leaves the R factor
/// in place in the matrix A. This method copies the R factor out
/// of A into a separate matrix R in column-major order
/// (regardless of whether A was stored with contiguous cache
/// blocks).
void
extract_R (const LocalOrdinal nrows,
const LocalOrdinal ncols,
const Scalar A[],
const LocalOrdinal lda,
Scalar R[],
const LocalOrdinal ldr,
const bool contiguous_cache_blocks) const
{
const_mat_view_type A_view (nrows, ncols, A, lda);
// Identify top cache block of A
const_mat_view_type A_top = this->top_block (A_view, contiguous_cache_blocks);
// Fill R (including lower triangle) with zeros.
fill_matrix (ncols, ncols, R, ldr, Teuchos::ScalarTraits<Scalar>::zero());
// Copy out the upper triangle of the R factor from A into R.
copy_upper_triangle (ncols, ncols, R, ldr, A_top.get(), A_top.lda());
}
/// \brief Compute the QR factorization of the matrix A.
///
/// See the \c NodeTsqr documentation for details. This version
/// of factor() is more useful than the five-argument version,
/// when using SequentialTsqr as the intranode TSQR implementation
/// in \c Tsqr. The five-argument version is more useful when
/// using SequentialTsqr inside of another intranode TSQR
/// implementation, such as \c TbbTsqr.
FactorOutput
factor (const LocalOrdinal nrows,
const LocalOrdinal ncols,
Scalar A[],
const LocalOrdinal lda,
Scalar R[],
const LocalOrdinal ldr,
const bool contiguous_cache_blocks) const
{
CacheBlocker<LocalOrdinal, Scalar> blocker (nrows, ncols, strategy_);
Combine<LocalOrdinal, Scalar> combine;
std::vector<Scalar> work (ncols);
FactorOutput tau_arrays;
// We say "A_rest" because it points to the remaining part of
// the matrix left to factor; at the beginning, the "remaining"
// part is the whole matrix, but that will change as the
// algorithm progresses.
//
// Note: if the cache blocks are stored contiguously, lda won't
// be the correct leading dimension of A, but it won't matter:
// we only ever operate on A_cur here, and A_cur's leading
// dimension is set correctly by A_rest.split_top().
mat_view_type A_rest (nrows, ncols, A, lda);
// This call modifies A_rest.
mat_view_type A_cur = blocker.split_top_block (A_rest, contiguous_cache_blocks);
// Factor the topmost block of A.
std::vector<Scalar> tau_first (ncols);
mat_view_type R_view = factor_first_block (combine, A_cur, tau_first, work);
tau_arrays.push_back (tau_first);
while (! A_rest.empty())
{
A_cur = blocker.split_top_block (A_rest, contiguous_cache_blocks);
std::vector< Scalar > tau (ncols);
combine_factor (combine, R_view, A_cur, tau, work);
tau_arrays.push_back (tau);
}
// Copy the R factor resulting from the factorization out of
// R_view (a view of the topmost cache block of A) into the R
// output argument.
fill_matrix (ncols, ncols, R, ldr, Scalar(0));
copy_upper_triangle (ncols, ncols, R, ldr, R_view.get(), R_view.lda());
return tau_arrays;
}
/// \brief The number of cache blocks that factor() would use.
///
/// The \c factor() method breaks the input matrix A into one or
/// more cache blocks. This method reports how many cache blocks
/// \c factor() would use, without actually factoring the matrix.
///
/// \param nrows [in] Number of rows in the matrix A.
/// \param ncols [in] Number of columns in the matrix A.
/// \param A [in] The matrix A. If contiguous_cache_blocks is
/// false, A is stored in column-major order; otherwise, A is
/// stored with contiguous cache blocks (as the \c cache_block()
/// method would do).
/// \param lda [in] If the matrix A is stored in column-major
/// order: the leading dimension (a.k.a. stride) of A.
/// Otherwise, the value of this parameter doesn't matter.
/// \param contiguous_cache_blocks [in] Whether the cache blocks
/// in the matrix A are stored contiguously.
///
/// \return Number of cache blocks in the matrix A: a positive integer.
LocalOrdinal
factor_num_cache_blocks (const LocalOrdinal nrows,
const LocalOrdinal ncols,
const Scalar A[],
const LocalOrdinal lda,
const bool contiguous_cache_blocks) const
{
CacheBlocker<LocalOrdinal, Scalar> blocker (nrows, ncols, strategy_);
LocalOrdinal count = 0;
const_mat_view_type A_rest (nrows, ncols, A, lda);
if (A_rest.empty())
return count;
const_mat_view_type A_cur = blocker.split_top_block (A_rest, contiguous_cache_blocks);
++count; // first factor step
while (! A_rest.empty())
{
A_cur = blocker.split_top_block (A_rest, contiguous_cache_blocks);
++count; // next factor step
}
return count;
}
/// \brief Apply the implicit Q factor to the matrix C.
///
/// See the \c NodeTsqr documentation for details.
void
apply (const ApplyType& apply_type,
const LocalOrdinal nrows,
const LocalOrdinal ncols_Q,
const Scalar Q[],
const LocalOrdinal ldq,
const FactorOutput& factor_output,
const LocalOrdinal ncols_C,
Scalar C[],
const LocalOrdinal ldc,
const bool contiguous_cache_blocks) const
{
// Quick exit and error tests
if (ncols_Q == 0 || ncols_C == 0 || nrows == 0)
return;
else if (ldc < nrows)
{
std::ostringstream os;
os << "SequentialTsqr::apply: ldc (= " << ldc << ") < nrows (= " << nrows << ")";
throw std::invalid_argument (os.str());
}
else if (ldq < nrows)
{
std::ostringstream os;
os << "SequentialTsqr::apply: ldq (= " << ldq << ") < nrows (= " << nrows << ")";
throw std::invalid_argument (os.str());
}
// If contiguous cache blocks are used, then we have to use the
// same convention as we did for factor(). Otherwise, we are
// free to choose the cache block dimensions as we wish in
// apply(), independently of what we did in factor().
CacheBlocker<LocalOrdinal, Scalar> blocker (nrows, ncols_Q, strategy_);
Teuchos::LAPACK<LocalOrdinal, Scalar> lapack;
Combine<LocalOrdinal, Scalar> combine;
const bool transposed = apply_type.transposed();
const FactorOutput& tau_arrays = factor_output; // rename for encapsulation
std::vector<Scalar> work (ncols_C);
// We say "*_rest" because it points to the remaining part of
// the matrix left to factor; at the beginning, the "remaining"
// part is the whole matrix, but that will change as the
// algorithm progresses.
//
// Note: if the cache blocks are stored contiguously, ldq
// resp. ldc won't be the correct leading dimension, but it
// won't matter, since we only read the leading dimension of
// return values of split_top_block() / split_bottom_block(),
// which are set correctly (based e.g., on whether or not we are
// using contiguous cache blocks).
const_mat_view_type Q_rest (nrows, ncols_Q, Q, ldq);
mat_view_type C_rest (nrows, ncols_C, C, ldc);
// Identify the top ncols_C by ncols_C block of C. C_rest is
// not modified.
mat_view_type C_top = blocker.top_block (C_rest, contiguous_cache_blocks);
if (transposed)
{
const_mat_view_type Q_cur = blocker.split_top_block (Q_rest, contiguous_cache_blocks);
mat_view_type C_cur = blocker.split_top_block (C_rest, contiguous_cache_blocks);
// Apply the topmost block of Q.
FactorOutputIter tau_iter = tau_arrays.begin();
const std::vector<Scalar>& tau = *tau_iter++;
apply_first_block (combine, apply_type, Q_cur, tau, C_cur, work);
while (! Q_rest.empty())
{
Q_cur = blocker.split_top_block (Q_rest, contiguous_cache_blocks);
C_cur = blocker.split_top_block (C_rest, contiguous_cache_blocks);
combine_apply (combine, apply_type, Q_cur, *tau_iter++, C_top, C_cur, work);
}
}
else
{
// Start with the last local Q factor and work backwards up the matrix.
FactorOutputReverseIter tau_iter = tau_arrays.rbegin();
const_mat_view_type Q_cur = blocker.split_bottom_block (Q_rest, contiguous_cache_blocks);
mat_view_type C_cur = blocker.split_bottom_block (C_rest, contiguous_cache_blocks);
while (! Q_rest.empty())
{
combine_apply (combine, apply_type, Q_cur, *tau_iter++, C_top, C_cur, work);
Q_cur = blocker.split_bottom_block (Q_rest, contiguous_cache_blocks);
C_cur = blocker.split_bottom_block (C_rest, contiguous_cache_blocks);
}
// Apply to last (topmost) cache block.
apply_first_block (combine, apply_type, Q_cur, *tau_iter++, C_cur, work);
}
}
/// \brief Compute the explicit Q factor from the result of factor().
///
/// See the \c NodeTsqr documentation for details.
void
explicit_Q (const LocalOrdinal nrows,
const LocalOrdinal ncols_Q,
const Scalar Q[],
const LocalOrdinal ldq,
const FactorOutput& factor_output,
const LocalOrdinal ncols_C,
Scalar C[],
const LocalOrdinal ldc,
const bool contiguous_cache_blocks) const
{
// Identify top ncols_C by ncols_C block of C. C_view is not
// modified. top_block() will set C_top to have the correct
// leading dimension, whether or not cache blocks are stored
// contiguously.
mat_view_type C_view (nrows, ncols_C, C, ldc);
mat_view_type C_top = this->top_block (C_view, contiguous_cache_blocks);
// Fill C with zeros, and then fill the topmost block of C with
// the first ncols_C columns of the identity matrix, so that C
// itself contains the first ncols_C columns of the identity
// matrix.
fill_with_zeros (nrows, ncols_C, C, ldc, contiguous_cache_blocks);
for (LocalOrdinal j = 0; j < ncols_C; ++j)
C_top(j, j) = Scalar(1);
// Apply the Q factor to C, to extract the first ncols_C columns
// of Q in explicit form.
apply (ApplyType::NoTranspose,
nrows, ncols_Q, Q, ldq, factor_output,
ncols_C, C, ldc, contiguous_cache_blocks);
}
/// \brief Compute Q := Q*B.
///
/// See the \c NodeTsqr documentation for details.
void
Q_times_B (const LocalOrdinal nrows,
const LocalOrdinal ncols,
Scalar Q[],
const LocalOrdinal ldq,
const Scalar B[],
const LocalOrdinal ldb,
const bool contiguous_cache_blocks) const
{
using Teuchos::NO_TRANS;
// We don't do any other error checking here (e.g., matrix
// dimensions), though it would be a good idea to do so.
// Take the easy exit if available.
if (ncols == 0 || nrows == 0) {
return;
}
// Compute Q := Q*B by iterating through cache blocks of Q.
// This iteration works much like iteration through cache blocks
// of A in factor() (which see). Here, though, each cache block
// computation is completely independent of the others; a slight
// restructuring of this code would parallelize nicely using
// OpenMP.
CacheBlocker< LocalOrdinal, Scalar > blocker (nrows, ncols, strategy_);
blas_type blas;
mat_view_type Q_rest (nrows, ncols, Q, ldq);
Matrix<LocalOrdinal, Scalar>
Q_cur_copy (LocalOrdinal(0), LocalOrdinal(0)); // will be resized
while (! Q_rest.empty ()) {
mat_view_type Q_cur =
blocker.split_top_block (Q_rest, contiguous_cache_blocks);
// GEMM doesn't like aliased arguments, so we use a copy.
// We only copy the current cache block, rather than all of
// Q; this saves memory.
Q_cur_copy.reshape (Q_cur.nrows (), ncols);
deep_copy (Q_cur_copy, Q_cur);
// Q_cur := Q_cur_copy * B.
blas.GEMM (NO_TRANS, NO_TRANS, Q_cur.nrows (), ncols, ncols,
Scalar (1), Q_cur_copy.get (), Q_cur_copy.lda (), B, ldb,
Scalar (0), Q_cur.get (), Q_cur.lda ());
}
}
/// \brief Cache block A_in into A_out.
///
/// \param nrows [in] Number of rows in A_in and A_out.
/// \param ncols [in] Number of columns in A_in and A_out.
/// \param A_out [out] Result of cache-blocking A_in.
/// \param A_in [in] Matrix to cache block, stored in column-major
/// order with leading dimension lda_in.
/// \param lda_in [in] Leading dimension of A_in. (See the LAPACK
/// documentation for a definition of "leading dimension.")
/// lda_in >= nrows.
void
cache_block (const LocalOrdinal nrows,
const LocalOrdinal ncols,
Scalar A_out[],
const Scalar A_in[],
const LocalOrdinal lda_in) const
{
CacheBlocker<LocalOrdinal, Scalar> blocker (nrows, ncols, strategy_);
blocker.cache_block (nrows, ncols, A_out, A_in, lda_in);
}
/// \brief Un - cache block A_in into A_out.
///
/// A_in is a matrix produced by \c cache_block(). It is
/// organized as contiguously stored cache blocks. This method
/// reorganizes A_in into A_out as an ordinary matrix stored in
/// column-major order with leading dimension lda_out.
///
/// \param nrows [in] Number of rows in A_in and A_out.
/// \param ncols [in] Number of columns in A_in and A_out.
/// \param A_out [out] Result of un-cache-blocking A_in.
/// Matrix stored in column-major order with leading
/// dimension lda_out.
/// \param lda_out [in] Leading dimension of A_out. (See the
/// LAPACK documentation for a definition of "leading
/// dimension.") lda_out >= nrows.
/// \param A_in [in] Matrix to un-cache-block.
void
un_cache_block (const LocalOrdinal nrows,
const LocalOrdinal ncols,
Scalar A_out[],
const LocalOrdinal lda_out,
const Scalar A_in[]) const
{
CacheBlocker<LocalOrdinal, Scalar> blocker (nrows, ncols, strategy_);
blocker.un_cache_block (nrows, ncols, A_out, lda_out, A_in);
}
/// \brief Fill the nrows by ncols matrix A with zeros.
///
/// Fill the matrix A with zeros, in a way that respects the cache
/// blocking scheme.
///
/// \param nrows [in] Number of rows in A
/// \param ncols [in] Number of columns in A
/// \param A [out] nrows by ncols column-major-order dense matrix
/// with leading dimension lda
/// \param lda [in] Leading dimension of A: lda >= nrows
/// \param contiguous_cache_blocks [in] Whether the cache blocks
/// in A are stored contiguously.
void
fill_with_zeros (const LocalOrdinal nrows,
const LocalOrdinal ncols,
Scalar A[],
const LocalOrdinal lda,
const bool contiguous_cache_blocks) const
{
CacheBlocker<LocalOrdinal, Scalar> blocker (nrows, ncols, strategy_);
blocker.fill_with_zeros (nrows, ncols, A, lda, contiguous_cache_blocks);
}
protected:
/// \brief Return the topmost cache block of the matrix C.
///
/// NodeTsqr's top_block() method must be implemented using
/// subclasses' const_top_block() method, since top_block() is a
/// template method and template methods cannot be virtual.
///
/// \param C [in] View of a matrix, with at least as many rows as
/// columns.
/// \param contiguous_cache_blocks [in] Whether the cache blocks
/// of C are stored contiguously.
///
/// \return View of the topmost cache block of the matrix C.
const_mat_view_type
const_top_block (const const_mat_view_type& C,
const bool contiguous_cache_blocks) const
{
// The CacheBlocker object knows how to construct a view of the
// top cache block of C. This is complicated because cache
// blocks (in C) may or may not be stored contiguously. If they
// are stored contiguously, the CacheBlocker knows the right
// layout, based on the cache blocking strategy.
typedef CacheBlocker<LocalOrdinal, Scalar> blocker_type;
blocker_type blocker (C.nrows(), C.ncols(), strategy_);
// C_top_block is a view of the topmost cache block of C.
// C_top_block should have >= ncols rows, otherwise either cache
// blocking is broken or the input matrix C itself had fewer
// rows than columns.
const_mat_view_type C_top_block =
blocker.top_block (C, contiguous_cache_blocks);
return C_top_block;
}
private:
//! Strategy object that helps us cache block matrices.
CacheBlockingStrategy<LocalOrdinal, Scalar> strategy_;
};
} // namespace TSQR
#endif // __TSQR_Tsqr_SequentialTsqr_hpp
|