/data/development/ViennaCL/dev/viennacl/linalg/detail/spai/qr.hpp File Reference

Implementation of a simultaneous QR factorization of multiple matrices. Experimental. More...

#include <utility>
#include <iostream>
#include <fstream>
#include <string>
#include <algorithm>
#include <vector>
#include <math.h>
#include <cmath>
#include <sstream>
#include "viennacl/ocl/backend.hpp"
#include "boost/numeric/ublas/vector.hpp"
#include "boost/numeric/ublas/matrix.hpp"
#include "boost/numeric/ublas/matrix_proxy.hpp"
#include "boost/numeric/ublas/storage.hpp"
#include "boost/numeric/ublas/io.hpp"
#include "boost/numeric/ublas/matrix_expression.hpp"
#include "boost/numeric/ublas/detail/matrix_assign.hpp"
#include "viennacl/vector.hpp"
#include "viennacl/matrix.hpp"
#include "viennacl/linalg/detail/spai/block_matrix.hpp"
#include "viennacl/linalg/detail/spai/block_vector.hpp"
#include "viennacl/linalg/kernels/spai_source.h"
#include "viennacl/linalg/kernels/spai_kernels.h"

Go to the source code of this file.

Namespaces
namespace	viennacl
namespace	viennacl::linalg
namespace	viennacl::linalg::detail
namespace	viennacl::linalg::detail::spai
Functions
template<typename T , typename InputIterator >
void	Print (std::ostream &ostr, InputIterator it_begin, InputIterator it_end)
template<typename VectorType , typename MatrixType >
void	write_to_block (VectorType &con_A_I_J, unsigned int start_ind, const std::vector< unsigned int > &I, const std::vector< unsigned int > &J, MatrixType &m)
template<typename VectorType >
void	print_continious_matrix (VectorType &con_A_I_J, std::vector< cl_uint > &blocks_ind, const std::vector< std::vector< unsigned int > > &g_I, const std::vector< std::vector< unsigned int > > &g_J)
template<typename VectorType >
void	print_continious_vector (VectorType &con_v, std::vector< cl_uint > &block_ind, const std::vector< std::vector< unsigned int > > &g_J)
void	compute_blocks_size (const std::vector< std::vector< unsigned int > > &g_I, const std::vector< std::vector< unsigned int > > &g_J, unsigned int &sz, std::vector< cl_uint > &blocks_ind, std::vector< cl_uint > &matrix_dims)
	**************************************** BLOCK FUNCTIONS ************************************//
void	get_size (const std::vector< std::vector< unsigned int > > &inds, unsigned int &size)
	Computes size of particular container of index set.
void	init_start_inds (const std::vector< std::vector< unsigned int > > &inds, std::vector< cl_uint > &start_inds)
	Initializes start indices of particular index set.
template<typename MatrixType , typename ScalarType >
void	dot_prod (const MatrixType &A, unsigned int beg_ind, ScalarType &res)
	Dot prod of particular column of martix A with it's self starting at a certain index beg_ind.
template<typename MatrixType , typename VectorType , typename ScalarType >
void	custom_inner_prod (const MatrixType &A, const VectorType &v, unsigned int col_ind, unsigned int start_ind, ScalarType &res)
	Dot prod of particular matrix column with arbitrary vector: A(:, col_ind).
template<typename MatrixType , typename VectorType >
void	copy_vector (const MatrixType &A, VectorType &v, const unsigned int beg_ind)
	Copying part of matrix column.
template<typename MatrixType , typename VectorType , typename ScalarType >
void	householder_vector (const MatrixType &A, unsigned int j, VectorType &v, ScalarType &b)
	Coputation of Householder vector, householder reflection c.f. Gene H. Golub, Charles F. Van Loan "Matrix Computations" 3rd edition p.210.
template<typename MatrixType , typename VectorType , typename ScalarType >
void	apply_householder_reflection (MatrixType &A, unsigned int iter_cnt, VectorType &v, ScalarType b)
	Inplace application of Householder vector to a matrix A.
template<typename MatrixType , typename VectorType >
void	store_householder_vector (MatrixType &A, unsigned int ind, VectorType &v)
	Storage of vector v in column(A, ind), starting from ind-1 index of a column.
template<typename MatrixType , typename VectorType >
void	single_qr (MatrixType &R, VectorType &b_v)
	Inplace QR factorization via Householder reflections c.f. Gene H. Golub, Charles F. Van Loan "Matrix Computations" 3rd edition p.224.
void	read_kernel_from_file (std::string &file_name, std::string &kernel_source)
	Reading from text file into string.
void	get_max_block_size (const std::vector< std::vector< unsigned int > > &inds, unsigned int &max_size)
	Getting max size of rows/columns from container of index set.
template<typename MatrixType , typename VectorType , typename ScalarType >
void	custom_dot_prod (const MatrixType &A, const VectorType &v, unsigned int ind, ScalarType &res)
	Dot_prod(column(A, ind), v) starting from index ind+1.
template<typename MatrixType , typename VectorType >
void	apply_q_trans_vec (const MatrixType &R, const VectorType &b_v, VectorType &y)
	Recovery Q from matrix R and vector of betas b_v.
template<typename MatrixType , typename VectorType >
void	apply_q_trans_mat (const MatrixType &R, const VectorType &b_v, MatrixType &A)
	Multiplication of Q'*A, where Q is in implicit for lower part of R and vector of betas - b_v.
template<typename ScalarType >
void	block_qr (std::vector< std::vector< unsigned int > > &g_I, std::vector< std::vector< unsigned int > > &g_J, block_matrix &g_A_I_J_vcl, block_vector &g_bv_vcl, std::vector< cl_uint > &g_is_update, const unsigned int cur_iter)
	Inplace QR factorization via Householder reflections c.f. Gene H. Golub, Charles F. Van Loan "Matrix Computations" 3rd edition p.224 performed on GPU.

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Detailed Description

Implementation of a simultaneous QR factorization of multiple matrices. Experimental.

SPAI code contributed by Nikolay Lukash