FLA_Bsvd.h File Reference

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Functions
FLA_Error	FLA_Bsvd_create_workspace (FLA_Obj d, FLA_Obj *G, FLA_Obj *H)
FLA_Error	FLA_Bsvd (FLA_Uplo uplo, FLA_Obj d, FLA_Obj e, FLA_Obj G, FLA_Obj H, FLA_Svd_type jobu, FLA_Obj U, FLA_Svd_type jobv, FLA_Obj V)
FLA_Error	FLA_Bsvd_ext (FLA_Uplo uplo, FLA_Obj d, FLA_Obj e, FLA_Obj G, FLA_Obj H, FLA_Svd_type jobu, FLA_Obj U, FLA_Svd_type jobv, FLA_Obj V, FLA_Bool apply_Uh2C, FLA_Obj C)

Function Documentation

FLA_Bsvd()

FLA_Error FLA_Bsvd	(	FLA_Uplo	uplo,
		FLA_Obj	d,
		FLA_Obj	e,
		FLA_Obj	G,
		FLA_Obj	H,
		FLA_Svd_type	jobu,
		FLA_Obj	U,
		FLA_Svd_type	jobv,
		FLA_Obj	V
	)

{
  FLA_Error r_val      = FLA_SUCCESS;
  dim_t     n_iter_max = 30;
  dim_t     b_alg      = 512;
  dim_t     m_d        = FLA_Obj_vector_dim( d );
  FLA_Obj   C; // dummy variable
 
  // Check parameters.
  if ( FLA_Check_error_level() >= FLA_MIN_ERROR_CHECKING )
    FLA_Bsvd_check( uplo, d, e, G, H, jobu, U, jobv, V );
 
  // Partition U and V properly to account for the diagonal dimension.
  if ( jobu == FLA_SVD_VECTORS_MIN_COPY || 
       jobu == FLA_SVD_VECTORS_MIN_OVERWRITE )
    FLA_Part_1x2( U, &U, &C, m_d, FLA_LEFT );
  
  if ( jobv == FLA_SVD_VECTORS_MIN_COPY || 
       jobv == FLA_SVD_VECTORS_MIN_OVERWRITE )
    FLA_Part_1x2( V, &V, &C, m_d, FLA_LEFT );
 
  // The current Bsvd is implemented for the upper triangular matrix only.
  // If uplo is lower triangular, swap U and V.
  if ( uplo == FLA_LOWER_TRIANGULAR )
    exchange( U, V, C );
  
  r_val = FLA_Bsvd_ext_opt_var1 ( n_iter_max, d, e, G, H, 
                                  jobu, U, jobv, V, 
                                  FALSE, C,
                                  b_alg );
 
  return r_val;
}

References FLA_Bsvd_check(), FLA_Bsvd_ext_opt_var1(), FLA_Check_error_level(), FLA_Obj_vector_dim(), FLA_Part_1x2(), and i.

FLA_Bsvd_create_workspace()

FLA_Error FLA_Bsvd_create_workspace	(	FLA_Obj	d,
		FLA_Obj *	G,
		FLA_Obj *	H
	)

{
  FLA_Error e_val = FLA_SUCCESS;
 
  if ( FLA_Check_error_level() >= FLA_MIN_ERROR_CHECKING )
  {  
    e_val = FLA_Check_real_object( d );
    FLA_Check_error_code( e_val );
    
    e_val = FLA_Check_nonconstant_object( d );
    FLA_Check_error_code( e_val );
  }
 
  // G and H stores the left and right Givens scalars.
  FLA_Datatype dt_comp  = FLA_Obj_datatype_proj_to_complex( d );
  dim_t        m_d      = FLA_Obj_vector_dim( d );
  dim_t        k_accum  = min( 32, m_d );  
 
  if ( G != NULL ) FLA_Obj_create( dt_comp, m_d-1, k_accum, 0, 0, G );
  if ( H != NULL ) FLA_Obj_create( dt_comp, m_d-1, k_accum, 0, 0, H );
 
  return FLA_SUCCESS;
}

References FLA_Check_error_level(), FLA_Check_nonconstant_object(), FLA_Check_real_object(), FLA_Obj_create(), FLA_Obj_datatype_proj_to_complex(), FLA_Obj_vector_dim(), and i.

FLA_Bsvd_ext()

FLA_Error FLA_Bsvd_ext	(	FLA_Uplo	uplo,
		FLA_Obj	d,
		FLA_Obj	e,
		FLA_Obj	G,
		FLA_Obj	H,
		FLA_Svd_type	jobu,
		FLA_Obj	U,
		FLA_Svd_type	jobv,
		FLA_Obj	V,
		FLA_Bool	apply_Uh2C,
		FLA_Obj	C
	)

{
  FLA_Error r_val      = FLA_SUCCESS;
  dim_t     n_iter_max = 30;
  dim_t     b_alg      = 512;
  dim_t     m_d        = FLA_Obj_vector_dim( d );
  FLA_Obj   W;
 
  // Check parameters.
  if ( FLA_Check_error_level() >= FLA_MIN_ERROR_CHECKING )
    FLA_Bsvd_ext_check( uplo, d, e, G, H, jobu, U, jobv, V, apply_Uh2C, C );
 
  // Partition U and V properly to account for the diagonal dimension.
  if ( jobu == FLA_SVD_VECTORS_MIN_COPY || 
       jobu == FLA_SVD_VECTORS_MIN_OVERWRITE )
    FLA_Part_1x2( U, &U, &W, m_d, FLA_LEFT );
  
  if ( jobv == FLA_SVD_VECTORS_MIN_COPY || 
       jobv == FLA_SVD_VECTORS_MIN_OVERWRITE )
    FLA_Part_1x2( V, &V, &W, m_d, FLA_LEFT );
 
  // when uplo is lower triangular, swap U and V.
  if ( uplo == FLA_LOWER_TRIANGULAR )
    exchange( U, V, W );
  
  // [ U1 d e V1 ] = Bidiag( A );
  // [ U2 d V2 ] = Bsvd( diag( d ) + subdiag( uplo, e ) ); 
  // Then, 
  // A = U1 U2 d V2^H V1^H;
  // solving AX = C, it would be convenient that
  // d (V1 V2)^H = apply(U2^H) apply(U1^H) C
  // Here apply(.) is implicitly made and (V1 V2)^H is explicitly overwritten on the A.
  // So, apply_Uh2C is a memory efficient way to solve a system of equations.
  r_val = FLA_Bsvd_ext_opt_var1( n_iter_max, 
                                 d, e, G, H, 
                                 jobu, U, jobv, V, 
                                 apply_Uh2C, C,
                                 b_alg );
 
  return r_val;
}

References FLA_Bsvd_ext_check(), FLA_Bsvd_ext_opt_var1(), FLA_Check_error_level(), FLA_Obj_vector_dim(), FLA_Part_1x2(), and i.