369 lines
11 KiB
C++
369 lines
11 KiB
C++
/*
|
|
LA: linear algebra C++ interface library
|
|
Copyright (C) 2008 Jiri Pittner <jiri.pittner@jh-inst.cas.cz> or <jiri@pittnerovi.com>
|
|
|
|
This program is free software: you can redistribute it and/or modify
|
|
it under the terms of the GNU General Public License as published by
|
|
the Free Software Foundation, either version 3 of the License, or
|
|
(at your option) any later version.
|
|
|
|
This program is distributed in the hope that it will be useful,
|
|
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
GNU General Public License for more details.
|
|
|
|
You should have received a copy of the GNU General Public License
|
|
along with this program. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#include <string>
|
|
#include <cmath>
|
|
#include <stdlib.h>
|
|
#include <sys/types.h>
|
|
#include <sys/stat.h>
|
|
#include <fcntl.h>
|
|
#include <errno.h>
|
|
#include "sparsesmat.h"
|
|
|
|
namespace LA {
|
|
|
|
|
|
//dense times sparse (not necessarily symmetric)
|
|
template <typename T>
|
|
SparseSMat<T> NRMat<T>::operator*(const SparseSMat<T> &rhs) const
|
|
{
|
|
SparseSMat<T> r(nn,rhs.ncols());
|
|
if(mm!=rhs.nrows()) laerror("incompatible sizes in NRMat*SparseSMat");
|
|
for(SPMatindex k=0; k<mm; ++k) //summation loop
|
|
{
|
|
std::map<SPMatindex,T> * kl = rhs.line(k);
|
|
if(kl)
|
|
{
|
|
//gather the data
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
int i,j;
|
|
NRVec<T> kline(kl->size());
|
|
NRVec<SPMatindex> klineind(kl->size());
|
|
for(p=kl->begin(), i=0; p!=kl->end(); ++p,++i)
|
|
{
|
|
klineind[i] = p->first;
|
|
kline[i] = p->second;
|
|
}
|
|
NRVec<T> kcol = column(k);
|
|
|
|
//multiply
|
|
NRMat<T> prod=kcol.otimes(kline,false,1.);
|
|
|
|
//scatter the results
|
|
for(i=0; i<prod.nrows(); ++i) for(j=0; j<prod.ncols(); ++j)
|
|
add(i,klineind[j],prod(i,j),false);
|
|
|
|
}
|
|
}
|
|
r.simplify();
|
|
return r;
|
|
}
|
|
|
|
|
|
//matrix is assummed symmetric, no transposition, but possibly make conjugation
|
|
template <typename T>
|
|
void SparseSMat<T>::gemm(const T beta, const SparseSMat &a, const char transa, const SparseSMat &b, const char transb, const T alpha)
|
|
{
|
|
(*this) *= beta;
|
|
if(alpha==(T)0) return;
|
|
if(a.nn!=a.mm || b.nn!=b.mm || nn!=mm) laerror("SparseSMat::gemm implemented only for square symmetric matrices");
|
|
if(a.nn!=b.nn || a.nn!=nn) laerror("incompatible sizes in SparseSMat::gemm");
|
|
copyonwrite();
|
|
|
|
for(SPMatindex k=0; k<nn; ++k) //summation loop
|
|
if(a.v[k] && b.v[k]) //nonempty in both
|
|
{
|
|
NRVec<T> av(a.v[k]->size());
|
|
NRVec<T> bv(b.v[k]->size());
|
|
NRVec<SPMatindex> ai(a.v[k]->size());
|
|
NRVec<SPMatindex> bi(b.v[k]->size());
|
|
|
|
//gather the data
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
int i,j;
|
|
if(tolower(transa)=='c')
|
|
for(p=a.v[k]->begin(), i=0; p!=a.v[k]->end(); ++p,++i) { ai[i] = p->first; av[i] = LA_traits<T>::conjugate(p->second); }
|
|
else
|
|
for(p=a.v[k]->begin(), i=0; p!=a.v[k]->end(); ++p,++i) { ai[i] = p->first; av[i] = p->second; }
|
|
for(p=b.v[k]->begin(), i=0; p!=b.v[k]->end(); ++p,++i) { bi[i] = p->first; bv[i] = p->second; }
|
|
|
|
//make multiply via blas
|
|
NRMat<T> prod=av.otimes(bv,tolower(transb)=='c',alpha);
|
|
|
|
//scatter the results -- probably the computational bottleneck
|
|
for(i=0; i<prod.nrows(); ++i) for(j=0; j<prod.ncols(); ++j)
|
|
add(ai[i],bi[j],prod(i,j),false);
|
|
|
|
}
|
|
simplify();
|
|
}
|
|
|
|
|
|
template <class T>
|
|
SparseSMat<T> & SparseSMat<T>::operator*=(const T &a)
|
|
{
|
|
if(!count) laerror("operator*= on undefined lhs");
|
|
if(a==(T)1) return *this;
|
|
if(a==(T)0) {clear(); return *this;}
|
|
copyonwrite();
|
|
|
|
for(SPMatindex i=0; i<nn; ++i) if(v[i])
|
|
{
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
for(p=v[i]->begin(); p!=v[i]->end(); ++p) p->second *= a;
|
|
}
|
|
|
|
return *this;
|
|
}
|
|
|
|
|
|
template <class T>
|
|
void SparseSMat<T>::axpy(const T alpha, const SparseSMat &x, const bool transp)
|
|
{
|
|
if(nn!=x.nn || mm!=x.mm) laerror("incompatible matrix dimensions in SparseSMat::axpy");
|
|
if(alpha==(T)0) return;
|
|
copyonwrite();
|
|
for(SPMatindex i=0; i<nn; ++i) if(x.v[i])
|
|
{
|
|
if(!v[i]) v[i] = new std::map<SPMatindex,T>;
|
|
typename std::map<SPMatindex,T>::iterator p,q;
|
|
for(p=x.v[i]->begin(); p!=x.v[i]->end(); ++p)
|
|
{
|
|
q=v[i]->find(p->first);
|
|
if(q!=v[i]->end()) q->second += p->second * alpha;
|
|
else (*v[i])[p->first] = p->second * alpha;
|
|
}
|
|
}
|
|
simplify();
|
|
}
|
|
|
|
|
|
template <class T>
|
|
void SparseSMat<T>::gemv(const T beta, NRVec<T> &r, const char trans, const T alpha, const NRVec<T> &x) const
|
|
{
|
|
if(nn!=r.size() || mm!= x.size()) laerror("incompatible matrix vector dimensions in SparseSMat::gemv");
|
|
if(tolower(trans)!='n') laerror("transposition not implemented yet in SparseSMat::gemv");
|
|
r *= beta;
|
|
if(alpha == (T)0) return;
|
|
r.copyonwrite();
|
|
for(SPMatindex i=0; i<nn; ++i) if(v[i])
|
|
{
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
for(p=v[i]->begin(); p!=v[i]->end(); ++p) r[i] += x[p->first] * p->second * alpha ;
|
|
}
|
|
}
|
|
|
|
|
|
template <class T>
|
|
SparseSMat<T> & SparseSMat<T>::operator=(const T &a)
|
|
{
|
|
clear();
|
|
for(SPMatindex i=0; i<nn; ++i)
|
|
{
|
|
if(!v[i]) v[i] = new std::map<SPMatindex,T>;
|
|
(*v[i])[i] = a;
|
|
}
|
|
return *this;
|
|
}
|
|
|
|
template <class T>
|
|
SparseSMat<T> & SparseSMat<T>::operator+=(const T &a)
|
|
{
|
|
copyonwrite();
|
|
for(SPMatindex i=0; i<nn; ++i)
|
|
{
|
|
if(v[i])
|
|
{
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
p= v[i]->find(i);
|
|
if(p!=v[i]->end()) p->second+=a; else (*v[i])[i] = a;
|
|
}
|
|
else {v[i] = new std::map<SPMatindex,T>; (*v[i])[i] = a;}
|
|
}
|
|
return *this;
|
|
}
|
|
|
|
|
|
template <class T>
|
|
SparseSMat<T> & SparseSMat<T>::operator-=(const T &a)
|
|
{
|
|
copyonwrite();
|
|
for(SPMatindex i=0; i<nn; ++i)
|
|
{
|
|
if(v[i])
|
|
{
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
p= v[i]->find(i);
|
|
if(p!=v[i]->end()) p->second-=a; else (*v[i])[i] = -a;
|
|
}
|
|
else {v[i] = new std::map<SPMatindex,T>; (*v[i])[i] = -a;}
|
|
}
|
|
return *this;
|
|
}
|
|
|
|
|
|
template <class T>
|
|
typename LA_traits<T>::normtype SparseSMat<T>::norm(const T scalar) const
|
|
{
|
|
typename LA_traits<T>::normtype sum=0;
|
|
|
|
for(SPMatindex i=0; i<nn; ++i)
|
|
if(v[i]) //line present
|
|
{
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
bool diagonal_present=false;
|
|
for(p=v[i]->begin(); p!=v[i]->end(); ++p) //loop over all existing elements
|
|
{
|
|
if(i==p->first) {diagonal_present=true; sum += LA_traits<T>::sqrabs(p->second - scalar);}
|
|
else sum += LA_traits<T>::sqrabs(p->second);
|
|
}
|
|
if(!diagonal_present) sum += LA_traits<T>::sqrabs(scalar); //there was zero on the diagonal
|
|
}
|
|
else sum += LA_traits<T>::sqrabs(scalar); //missing whole line, subtracted diagonal element contributes
|
|
|
|
return std::sqrt(sum);
|
|
}
|
|
|
|
|
|
|
|
//get diagonal, do not construct a new object, but store in existing one
|
|
template <class T>
|
|
const T* SparseSMat<T>::diagonalof(NRVec<T> &r, const bool divide, bool cache) const
|
|
{
|
|
if(nn!=mm) laerror("non-square matrix in SparseSMat::diagonalof");
|
|
if(nn!=r.size()) laerror("incompatible vector size in diagonalof()");
|
|
NRVec<T> *rr;
|
|
|
|
r.copyonwrite();
|
|
if(divide) {rr=new NRVec<T>(nn); *rr=(T)0;}
|
|
else {r=(T)0; rr=&r;}
|
|
for(SPMatindex i=0; i<nn; ++i)
|
|
if(v[i])
|
|
{
|
|
typename std::map<SPMatindex,T>::iterator p;
|
|
p= v[i]->find(i);
|
|
if(p!=v[i]->end()) (*rr)[i] += p->second;
|
|
}
|
|
if(divide)
|
|
{
|
|
for(unsigned int i=0; i<nn; ++i) if((*rr)[i]!=0.) r[i]/=(*rr)[i];
|
|
delete rr;
|
|
}
|
|
return divide?NULL:&r[0];
|
|
}
|
|
|
|
template <class T>
|
|
SparseSMat<T> SparseSMat<T>::submatrix(const int fromrow, const int torow, const int fromcol, const int tocol) const
|
|
{
|
|
#ifdef DEBUG
|
|
if(fromrow<0 || fromrow>=nn|| torow<0 || torow>=nn || fromcol<0 || fromcol>=mm || tocol<0 || tocol>=mm || fromrow>torow || fromcol>tocol){
|
|
laerror("invalid submatrix specification");
|
|
}
|
|
#endif
|
|
const int m = tocol - fromcol + 1;
|
|
const int n = torow - fromrow + 1;
|
|
SparseSMat<T> result(n, m);
|
|
typename SparseSMat<T>::iterator p(*this);
|
|
for(; p.notend(); ++p)
|
|
if(p->row>=fromrow && p->row<= torow && p->col >= fromcol && p->col <= tocol)
|
|
result.add(p->row-fromrow, p->col-fromcol, p->elem, false);
|
|
|
|
return result;
|
|
}
|
|
|
|
template <class T>
|
|
void SparseSMat<T>::storesubmatrix(const int fromrow, const int fromcol, const SparseSMat<T> &rhs)
|
|
{
|
|
const int tocol = fromcol + rhs.ncols() - 1;
|
|
const int torow = fromrow + rhs.nrows() - 1;
|
|
#ifdef DEBUG
|
|
if(fromrow<0 || fromrow>=nn || torow>=nn || fromcol<0 || fromcol>=mm || tocol>=mm) laerror("bad indices in storesubmatrix");
|
|
#endif
|
|
typename SparseSMat<T>::iterator p(rhs);
|
|
for(; p.notend(); ++p) add(p->row+fromrow, p->col+fromcol, p->elem, false);
|
|
}
|
|
|
|
|
|
template <class T>
|
|
void SparseSMat<T>::get(int fd, bool dimen, bool transp) {
|
|
errno=0;
|
|
SPMatindex dim[2];
|
|
|
|
if(dimen) {
|
|
if(2*sizeof(SPMatindex)!=read(fd,&dim,2*sizeof(SPMatindex))) laerror("read() error in SparseSMat::get ");
|
|
resize(dim[0],dim[1]);
|
|
}
|
|
else copyonwrite();
|
|
|
|
do {
|
|
if(2*sizeof(SPMatindex)!=read(fd,&dim,2*sizeof(SPMatindex))) laerror("read() error 2 in SparseSMat::get");
|
|
if(dim[0]==(SPMatindex) -1 || dim[1]==(SPMatindex) -1) break;
|
|
typename LA_traits_io<T>::IOtype tmp;
|
|
LA_traits<T>::get(fd,tmp,dimen,transp); // general way to work when elem is some complex class again
|
|
if(transp) add(dim[0],dim[1],tmp,false); else add(dim[1],dim[0],tmp,false);
|
|
}
|
|
while(1);
|
|
}
|
|
|
|
|
|
|
|
template <class T>
|
|
void SparseSMat<T>::put(int fd, bool dimen, bool transp) const {
|
|
errno=0;
|
|
if(dimen) {
|
|
if(sizeof(SPMatindex)!=write(fd,&nn,sizeof(SPMatindex))) laerror("cannot write() 1 in SparseSMat::put");
|
|
if(sizeof(SPMatindex)!=write(fd,&mm,sizeof(SPMatindex))) laerror("cannot write() 2 in SparseSMat::put");
|
|
}
|
|
|
|
typename SparseSMat<T>::iterator p(*this);
|
|
for(; p.notend(); ++p) {
|
|
if(sizeof(SPMatindex)!=write(fd,&(p->row),sizeof(SPMatindex))) laerror("cannot write() 3 in SparseSMat::put");
|
|
if(sizeof(SPMatindex)!=write(fd,&(p->col),sizeof(SPMatindex))) laerror("cannot write() 4 in SparseSMat::put");
|
|
typename LA_traits_io<T>::IOtype tmp = p->elem;
|
|
LA_traits<T>::put(fd,tmp,dimen,transp); // general way to work when elem is some non-scalar class again
|
|
}
|
|
|
|
SPMatindex sentinel[2];
|
|
sentinel[0] = sentinel[1] = (SPMatindex) -1;
|
|
if(2*sizeof(SPMatindex) != write(fd,&sentinel,2*sizeof(SPMatindex))) laerror("cannot write() 5 in SparseSMat::put");
|
|
}
|
|
|
|
|
|
|
|
/* Commented out by Roman for ICC
|
|
|
|
#define INSTANTIZE(T) \
|
|
template void SparseSMat<T>::gemm(const T beta, const SparseSMat &a, const char transa, const SparseSMat &b, const char transb, const T alpha); \
|
|
template SparseSMat<T> & SparseSMat<T>::operator*=(const T &a); \
|
|
template void SparseSMat<T>::gemv(const T beta, NRVec<T> &r, const char trans, const T alpha, const NRVec<T> &x) const; \
|
|
template void SparseSMat<T>::axpy(const T alpha, const SparseSMat &x, const bool transp); \
|
|
template SparseSMat<T> & SparseSMat<T>::operator=(const T &a); \
|
|
template SparseSMat<T> & SparseSMat<T>::operator+=(const T &a); \
|
|
template SparseSMat<T> & SparseSMat<T>::operator-=(const T &a); \
|
|
template LA_traits<T>::normtype SparseSMat<T>::norm(const T scalar) const; \
|
|
template const T* SparseSMat<T>::diagonalof(NRVec<T> &r, const bool divide, bool cache) const; \
|
|
template void SparseSMat<T>::get(int fd, bool dimen, bool transp); \
|
|
template void SparseSMat<T>::put(int fd, bool dimen, bool transp) const; \
|
|
|
|
|
|
INSTANTIZE(double)
|
|
INSTANTIZE(complex<double>)
|
|
*/
|
|
|
|
//// forced instantization of functions in the header in the corresponding object file
|
|
template class SparseSMat<double>;
|
|
template class SparseSMat<std::complex<double> >;
|
|
|
|
/*activate this if needed
|
|
template void SparseSMat<NRMat<double> >::put(int fd, bool dimen, bool transp) const;
|
|
template void SparseSMat<NRMat<double> >::get(int fd, bool dimen, bool transp);
|
|
*/
|
|
|
|
|
|
}//namespace
|