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Pulling new Hessenberg QR algorith implementations into the main libr…
…ary as HessenbergSchur
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Jack Poulson
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Jun 25, 2016
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,46 @@ | ||
| /* | ||
| Copyright (c) 2009-2016, Jack Poulson | ||
| All rights reserved. | ||
| This file is part of Elemental and is under the BSD 2-Clause License, | ||
| which can be found in the LICENSE file in the root directory, or at | ||
| http://opensource.org/licenses/BSD-2-Clause | ||
| */ | ||
| #ifndef EL_HESSENBERG_FORMQ_HPP | ||
| #define EL_HESSENBERG_FORMQ_HPP | ||
|
|
||
| namespace El { | ||
| namespace hessenberg { | ||
|
|
||
| template<typename F> | ||
| void FormQ | ||
| ( UpperOrLower uplo, | ||
| const Matrix<F>& A, | ||
| const Matrix<F>& phase, | ||
| Matrix<F>& Q ) | ||
| { | ||
| DEBUG_CSE | ||
| // TODO: Make this smarter | ||
| const Int n = A.Height(); | ||
| Identity( Q, n, n ); | ||
| ApplyQ( LEFT, uplo, NORMAL, A, phase, Q ); | ||
| } | ||
|
|
||
| template<typename F> | ||
| void FormQ | ||
| ( UpperOrLower uplo, | ||
| const ElementalMatrix<F>& A, | ||
| const ElementalMatrix<F>& phase, | ||
| ElementalMatrix<F>& Q ) | ||
| { | ||
| DEBUG_CSE | ||
| // TODO: Make this smarter | ||
| const Int n = A.Height(); | ||
| Identity( Q, n, n ); | ||
| ApplyQ( LEFT, uplo, NORMAL, A, phase, Q ); | ||
| } | ||
|
|
||
| } // namespace hessenberg | ||
| } // namespace El | ||
|
|
||
| #endif // ifndef EL_HESSENBERG_FORMQ_HPP |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,131 @@ | ||
| /* | ||
| Copyright (c) 2009-2016, Jack Poulson | ||
| All rights reserved. | ||
| This file is part of Elemental and is under the BSD 2-Clause License, | ||
| which can be found in the LICENSE file in the root directory, or at | ||
| http://opensource.org/licenses/BSD-2-Clause | ||
| */ | ||
| #include <El.hpp> | ||
|
|
||
| #include "./HessenbergSchur/SingleShift.hpp" | ||
| #include "./HessenbergSchur/DoubleShift.hpp" | ||
| #include "./HessenbergSchur/AED.hpp" | ||
|
|
||
| namespace El { | ||
|
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| template<typename Real> | ||
| HessenbergSchurInfo | ||
| HessenbergSchur | ||
| ( Matrix<Real>& H, | ||
| Matrix<Complex<Real>>& w, | ||
| const HessenbergSchurCtrl& ctrl ) | ||
| { | ||
| const Int n = H.Height(); | ||
| auto ctrlMod( ctrl ); | ||
| ctrlMod.winBeg = ( ctrl.winBeg==END ? n : ctrl.winBeg ); | ||
| ctrlMod.winEnd = ( ctrl.winEnd==END ? n : ctrl.winEnd ); | ||
| ctrlMod.wantSchurVecs = false; | ||
|
|
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| Matrix<Real> Z; | ||
| if( ctrl.useAED ) | ||
| { | ||
| return hess_schur::AED( H, w, Z, ctrlMod ); | ||
| } | ||
| else | ||
| { | ||
| return hess_schur::DoubleShift( H, w, Z, ctrlMod ); | ||
| } | ||
| } | ||
|
|
||
| template<typename Real> | ||
| HessenbergSchurInfo | ||
| HessenbergSchur | ||
| ( Matrix<Real>& H, | ||
| Matrix<Complex<Real>>& w, | ||
| Matrix<Real>& Z, | ||
| const HessenbergSchurCtrl& ctrl ) | ||
| { | ||
| const Int n = H.Height(); | ||
| auto ctrlMod( ctrl ); | ||
| ctrlMod.winBeg = ( ctrl.winBeg==END ? n : ctrl.winBeg ); | ||
| ctrlMod.winEnd = ( ctrl.winEnd==END ? n : ctrl.winEnd ); | ||
| ctrlMod.wantSchurVecs = true; | ||
|
|
||
| if( ctrl.useAED ) | ||
| { | ||
| return hess_schur::AED( H, w, Z, ctrlMod ); | ||
| } | ||
| else | ||
| { | ||
| return hess_schur::DoubleShift( H, w, Z, ctrlMod ); | ||
| } | ||
| } | ||
|
|
||
| template<typename Real> | ||
| HessenbergSchurInfo | ||
| HessenbergSchur | ||
| ( Matrix<Complex<Real>>& H, | ||
| Matrix<Complex<Real>>& w, | ||
| const HessenbergSchurCtrl& ctrl ) | ||
| { | ||
| const Int n = H.Height(); | ||
| auto ctrlMod( ctrl ); | ||
| ctrlMod.winBeg = ( ctrl.winBeg==END ? n : ctrl.winBeg ); | ||
| ctrlMod.winEnd = ( ctrl.winEnd==END ? n : ctrl.winEnd ); | ||
| ctrlMod.wantSchurVecs = false; | ||
|
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| Matrix<Complex<Real>> Z; | ||
| if( ctrl.useAED ) | ||
| { | ||
| return hess_schur::AED( H, w, Z, ctrlMod ); | ||
| } | ||
| else | ||
| { | ||
| return hess_schur::SingleShift( H, w, Z, ctrlMod ); | ||
| } | ||
| } | ||
|
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||
| template<typename Real> | ||
| HessenbergSchurInfo | ||
| HessenbergSchur | ||
| ( Matrix<Complex<Real>>& H, | ||
| Matrix<Complex<Real>>& w, | ||
| Matrix<Complex<Real>>& Z, | ||
| const HessenbergSchurCtrl& ctrl ) | ||
| { | ||
| const Int n = H.Height(); | ||
| auto ctrlMod( ctrl ); | ||
| ctrlMod.winBeg = ( ctrl.winBeg==END ? n : ctrl.winBeg ); | ||
| ctrlMod.winEnd = ( ctrl.winEnd==END ? n : ctrl.winEnd ); | ||
| ctrlMod.wantSchurVecs = true; | ||
|
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| if( ctrl.useAED ) | ||
| { | ||
| return hess_schur::AED( H, w, Z, ctrlMod ); | ||
| } | ||
| else | ||
| { | ||
| return hess_schur::SingleShift( H, w, Z, ctrlMod ); | ||
| } | ||
| } | ||
|
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| #define PROTO(F) \ | ||
| template HessenbergSchurInfo HessenbergSchur \ | ||
| ( Matrix<F>& H, \ | ||
| Matrix<Complex<Base<F>>>& w, \ | ||
| const HessenbergSchurCtrl& ctrl ); \ | ||
| template HessenbergSchurInfo HessenbergSchur \ | ||
| ( Matrix<F>& H, \ | ||
| Matrix<Complex<Base<F>>>& w, \ | ||
| Matrix<F>& Z, \ | ||
| const HessenbergSchurCtrl& ctrl ); | ||
|
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| #define EL_NO_INT_PROTO | ||
| #define EL_ENABLE_DOUBLEDOUBLE | ||
| #define EL_ENABLE_QUADDOUBLE | ||
| #define EL_ENABLE_QUAD | ||
| #define EL_ENABLE_BIGFLOAT | ||
| #include <El/macros/Instantiate.h> | ||
|
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||
| } // namespace El |
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