// Copyright (c) 2010-2023, Lawrence Livermore National Security, LLC. Produced // at the Lawrence Livermore National Laboratory. All Rights reserved. See files // LICENSE and NOTICE for details. LLNL-CODE-806117. // // This file is part of the MFEM library. For more information and source code // availability visit https://mfem.org. // // MFEM is free software; you can redistribute it and/or modify it under the // terms of the BSD-3 license. We welcome feedback and contributions, see file // CONTRIBUTING.md for details. // Implementation of data types dense matrix, inverse dense matrix #include "kernels.hpp" #include "vector.hpp" #include "matrix.hpp" #include "densemat.hpp" #include "../general/forall.hpp" #include "../general/table.hpp" #include "../general/globals.hpp" #include #include #include #include #include #if defined(_MSC_VER) && (_MSC_VER < 1800) #include #define copysign _copysign #endif #ifdef MFEM_USE_LAPACK extern "C" void dgemm_(char *, char *, int *, int *, int *, double *, double *, int *, double *, int *, double *, double *, int *); extern "C" void dgetrf_(int *, int *, double *, int *, int *, int *); extern "C" void dgetrs_(char *, int *, int *, double *, int *, int *, double *, int *, int *); extern "C" void dgetri_(int *N, double *A, int *LDA, int *IPIV, double *WORK, int *LWORK, int *INFO); extern "C" void dsyevr_(char *JOBZ, char *RANGE, char *UPLO, int *N, double *A, int *LDA, double *VL, double *VU, int *IL, int *IU, double *ABSTOL, int *M, double *W, double *Z, int *LDZ, int *ISUPPZ, double *WORK, int *LWORK, int *IWORK, int *LIWORK, int *INFO); extern "C" void dsyev_(char *JOBZ, char *UPLO, int *N, double *A, int *LDA, double *W, double *WORK, int *LWORK, int *INFO); extern "C" void dsygv_ (int *ITYPE, char *JOBZ, char *UPLO, int * N, double *A, int *LDA, double *B, int *LDB, double *W, double *WORK, int *LWORK, int *INFO); extern "C" void dgesvd_(char *JOBU, char *JOBVT, int *M, int *N, double *A, int *LDA, double *S, double *U, int *LDU, double *VT, int *LDVT, double *WORK, int *LWORK, int *INFO); extern "C" void dtrsm_(char *side, char *uplo, char *transa, char *diag, int *m, int *n, double *alpha, double *a, int *lda, double *b, int *ldb); extern "C" void dggev_(char *jobvl, char *jobvr, int *n, double *a, int *lda, double *B, int *ldb, double *alphar, double *alphai, double *beta, double *vl, int * ldvl, double * vr, int * ldvr, double * work, int * lwork, int* info); // Cholesky factorizations/solves extern "C" void dpotrf_(char *, int *, double *, int *, int *); // Solve extern "C" void dpotrs_(char *, int *, int *, double *, int *, double *, int *, int *); // Triangular Solves extern "C" void dtrtrs_(char *, char*, char *, int *, int *, double *, int *, double *, int *, int *); extern "C" void dpotri_(char *, int *, double *, int*, int *); #endif namespace mfem { using namespace std; DenseMatrix::DenseMatrix() : Matrix(0) { } DenseMatrix::DenseMatrix(const DenseMatrix &m) : Matrix(m.height, m.width) { const int hw = height * width; if (hw > 0) { MFEM_ASSERT(m.data, "invalid source matrix"); data.New(hw); std::memcpy(data, m.data, sizeof(double)*hw); } } DenseMatrix::DenseMatrix(int s) : Matrix(s) { MFEM_ASSERT(s >= 0, "invalid DenseMatrix size: " << s); if (s > 0) { data.New(s*s); *this = 0.0; // init with zeroes } } DenseMatrix::DenseMatrix(int m, int n) : Matrix(m, n) { MFEM_ASSERT(m >= 0 && n >= 0, "invalid DenseMatrix size: " << m << " x " << n); const int capacity = m*n; if (capacity > 0) { data.New(capacity); *this = 0.0; // init with zeroes } } DenseMatrix::DenseMatrix(const DenseMatrix &mat, char ch) : Matrix(mat.width, mat.height) { MFEM_CONTRACT_VAR(ch); const int capacity = height*width; if (capacity > 0) { data.New(capacity); for (int i = 0; i < height; i++) { for (int j = 0; j < width; j++) { (*this)(i,j) = mat(j,i); } } } } void DenseMatrix::SetSize(int h, int w) { MFEM_ASSERT(h >= 0 && w >= 0, "invalid DenseMatrix size: " << h << " x " << w); if (Height() == h && Width() == w) { return; } height = h; width = w; const int hw = h*w; if (hw > data.Capacity()) { data.Delete(); data.New(hw); *this = 0.0; // init with zeroes } } double &DenseMatrix::Elem(int i, int j) { return (*this)(i,j); } const double &DenseMatrix::Elem(int i, int j) const { return (*this)(i,j); } void DenseMatrix::Mult(const double *x, double *y) const { kernels::Mult(height, width, Data(), x, y); } void DenseMatrix::Mult(const double *x, Vector &y) const { MFEM_ASSERT(height == y.Size(), "incompatible dimensions"); Mult(x, y.GetData()); } void DenseMatrix::Mult(const Vector &x, double *y) const { MFEM_ASSERT(width == x.Size(), "incompatible dimensions"); Mult(x.GetData(), y); } void DenseMatrix::Mult(const Vector &x, Vector &y) const { MFEM_ASSERT(height == y.Size() && width == x.Size(), "incompatible dimensions"); Mult(x.GetData(), y.GetData()); } double DenseMatrix::operator *(const DenseMatrix &m) const { MFEM_ASSERT(Height() == m.Height() && Width() == m.Width(), "incompatible dimensions"); const int hw = height * width; double a = 0.0; for (int i = 0; i < hw; i++) { a += data[i] * m.data[i]; } return a; } void DenseMatrix::MultTranspose(const double *x, double *y) const { double *d_col = Data(); for (int col = 0; col < width; col++) { double y_col = 0.0; for (int row = 0; row < height; row++) { y_col += x[row]*d_col[row]; } y[col] = y_col; d_col += height; } } void DenseMatrix::MultTranspose(const double *x, Vector &y) const { MFEM_ASSERT(width == y.Size(), "incompatible dimensions"); MultTranspose(x, y.GetData()); } void DenseMatrix::MultTranspose(const Vector &x, double *y) const { MFEM_ASSERT(height == x.Size(), "incompatible dimensions"); MultTranspose(x.GetData(), y); } void DenseMatrix::MultTranspose(const Vector &x, Vector &y) const { MFEM_ASSERT(height == x.Size() && width == y.Size(), "incompatible dimensions"); MultTranspose(x.GetData(), y.GetData()); } void DenseMatrix::AddMult(const Vector &x, Vector &y, const double a) const { if (a != 1.0) { AddMult_a(a, x, y); return; } MFEM_ASSERT(height == y.Size() && width == x.Size(), "incompatible dimensions"); const double *xp = x.GetData(), *d_col = data; double *yp = y.GetData(); for (int col = 0; col < width; col++) { double x_col = xp[col]; for (int row = 0; row < height; row++) { yp[row] += x_col*d_col[row]; } d_col += height; } } void DenseMatrix::AddMultTranspose(const Vector &x, Vector &y, const double a) const { if (a != 1.0) { AddMultTranspose_a(a, x, y); return; } MFEM_ASSERT(height == x.Size() && width == y.Size(), "incompatible dimensions"); const double *d_col = data; for (int col = 0; col < width; col++) { double y_col = 0.0; for (int row = 0; row < height; row++) { y_col += x[row]*d_col[row]; } y[col] += y_col; d_col += height; } } void DenseMatrix::AddMult_a(double a, const Vector &x, Vector &y) const { MFEM_ASSERT(height == y.Size() && width == x.Size(), "incompatible dimensions"); const double *xp = x.GetData(), *d_col = data; double *yp = y.GetData(); for (int col = 0; col < width; col++) { const double x_col = a*xp[col]; for (int row = 0; row < height; row++) { yp[row] += x_col*d_col[row]; } d_col += height; } } void DenseMatrix::AddMultTranspose_a(double a, const Vector &x, Vector &y) const { MFEM_ASSERT(height == x.Size() && width == y.Size(), "incompatible dimensions"); const double *d_col = data; for (int col = 0; col < width; col++) { double y_col = 0.0; for (int row = 0; row < height; row++) { y_col += x[row]*d_col[row]; } y[col] += a * y_col; d_col += height; } } double DenseMatrix::InnerProduct(const double *x, const double *y) const { double prod = 0.0; for (int i = 0; i < height; i++) { double Axi = 0.0; for (int j = 0; j < width; j++) { Axi += (*this)(i,j) * x[j]; } prod += y[i] * Axi; } return prod; } // LeftScaling this = diag(s) * this void DenseMatrix::LeftScaling(const Vector & s) { double * it_data = data; for (int j = 0; j < width; ++j) { for (int i = 0; i < height; ++i) { *(it_data++) *= s(i); } } } // InvLeftScaling this = diag(1./s) * this void DenseMatrix::InvLeftScaling(const Vector & s) { double * it_data = data; for (int j = 0; j < width; ++j) { for (int i = 0; i < height; ++i) { *(it_data++) /= s(i); } } } // RightScaling: this = this * diag(s); void DenseMatrix::RightScaling(const Vector & s) { double sj; double * it_data = data; for (int j = 0; j < width; ++j) { sj = s(j); for (int i = 0; i < height; ++i) { *(it_data++) *= sj; } } } // InvRightScaling: this = this * diag(1./s); void DenseMatrix::InvRightScaling(const Vector & s) { double * it_data = data; for (int j = 0; j < width; ++j) { const double sj = 1./s(j); for (int i = 0; i < height; ++i) { *(it_data++) *= sj; } } } // SymmetricScaling this = diag(sqrt(s)) * this * diag(sqrt(s)) void DenseMatrix::SymmetricScaling(const Vector & s) { if (height != width || s.Size() != height) { mfem_error("DenseMatrix::SymmetricScaling: dimension mismatch"); } double * ss = new double[width]; double * it_s = s.GetData(); double * it_ss = ss; for ( double * end_s = it_s + width; it_s != end_s; ++it_s) { *(it_ss++) = sqrt(*it_s); } double * it_data = data; for (int j = 0; j < width; ++j) { for (int i = 0; i < height; ++i) { *(it_data++) *= ss[i]*ss[j]; } } delete[] ss; } // InvSymmetricScaling this = diag(sqrt(1./s)) * this * diag(sqrt(1./s)) void DenseMatrix::InvSymmetricScaling(const Vector & s) { if (height != width || s.Size() != width) { mfem_error("DenseMatrix::InvSymmetricScaling: dimension mismatch"); } double * ss = new double[width]; double * it_s = s.GetData(); double * it_ss = ss; for (double * end_s = it_s + width; it_s != end_s; ++it_s) { *(it_ss++) = 1./sqrt(*it_s); } double * it_data = data; for (int j = 0; j < width; ++j) { for (int i = 0; i < height; ++i) { *(it_data++) *= ss[i]*ss[j]; } } delete[] ss; } double DenseMatrix::Trace() const { #ifdef MFEM_DEBUG if (Width() != Height()) { mfem_error("DenseMatrix::Trace() : not a square matrix!"); } #endif double t = 0.0; for (int i = 0; i < width; i++) { t += (*this)(i, i); } return t; } MatrixInverse *DenseMatrix::Inverse() const { return new DenseMatrixInverse(*this); } double DenseMatrix::Det() const { MFEM_ASSERT(Height() == Width() && Height() > 0, "The matrix must be square and " << "sized larger than zero to compute the determinant." << " Height() = " << Height() << ", Width() = " << Width()); switch (Height()) { case 1: return data[0]; case 2: return data[0] * data[3] - data[1] * data[2]; case 3: { const double *d = data; return d[0] * (d[4] * d[8] - d[5] * d[7]) + d[3] * (d[2] * d[7] - d[1] * d[8]) + d[6] * (d[1] * d[5] - d[2] * d[4]); } case 4: { const double *d = data; return d[ 0] * (d[ 5] * (d[10] * d[15] - d[11] * d[14]) - d[ 9] * (d[ 6] * d[15] - d[ 7] * d[14]) + d[13] * (d[ 6] * d[11] - d[ 7] * d[10]) ) - d[ 4] * (d[ 1] * (d[10] * d[15] - d[11] * d[14]) - d[ 9] * (d[ 2] * d[15] - d[ 3] * d[14]) + d[13] * (d[ 2] * d[11] - d[ 3] * d[10]) ) + d[ 8] * (d[ 1] * (d[ 6] * d[15] - d[ 7] * d[14]) - d[ 5] * (d[ 2] * d[15] - d[ 3] * d[14]) + d[13] * (d[ 2] * d[ 7] - d[ 3] * d[ 6]) ) - d[12] * (d[ 1] * (d[ 6] * d[11] - d[ 7] * d[10]) - d[ 5] * (d[ 2] * d[11] - d[ 3] * d[10]) + d[ 9] * (d[ 2] * d[ 7] - d[ 3] * d[ 6]) ); } default: { // In the general case we compute the determinant from the LU // decomposition. DenseMatrixInverse lu_factors(*this); return lu_factors.Det(); } } // not reachable } double DenseMatrix::Weight() const { if (Height() == Width()) { // return fabs(Det()); return Det(); } else if ((Height() == 2) && (Width() == 1)) { return sqrt(data[0] * data[0] + data[1] * data[1]); } else if ((Height() == 3) && (Width() == 1)) { return sqrt(data[0] * data[0] + data[1] * data[1] + data[2] * data[2]); } else if ((Height() == 3) && (Width() == 2)) { const double *d = data; double E = d[0] * d[0] + d[1] * d[1] + d[2] * d[2]; double G = d[3] * d[3] + d[4] * d[4] + d[5] * d[5]; double F = d[0] * d[3] + d[1] * d[4] + d[2] * d[5]; return sqrt(E * G - F * F); } mfem_error("DenseMatrix::Weight(): mismatched or unsupported dimensions"); return 0.0; } void DenseMatrix::Set(double alpha, const double *A) { const int s = Width()*Height(); for (int i = 0; i < s; i++) { data[i] = alpha*A[i]; } } void DenseMatrix::Add(const double c, const DenseMatrix &A) { for (int j = 0; j < Width(); j++) { for (int i = 0; i < Height(); i++) { (*this)(i,j) += c * A(i,j); } } } void DenseMatrix::Add(const double c, const double *A) { const int s = Width()*Height(); for (int i = 0; i < s; i++) { data[i] += c*A[i]; } } DenseMatrix &DenseMatrix::operator=(double c) { const int s = Height()*Width(); for (int i = 0; i < s; i++) { data[i] = c; } return *this; } DenseMatrix &DenseMatrix::operator=(const double *d) { const int s = Height()*Width(); for (int i = 0; i < s; i++) { data[i] = d[i]; } return *this; } DenseMatrix &DenseMatrix::operator=(const DenseMatrix &m) { SetSize(m.height, m.width); const int hw = height * width; for (int i = 0; i < hw; i++) { data[i] = m.data[i]; } return *this; } DenseMatrix &DenseMatrix::operator+=(const double *m) { kernels::Add(Height(), Width(), m, (double*)data); return *this; } DenseMatrix &DenseMatrix::operator+=(const DenseMatrix &m) { MFEM_ASSERT(Height() == m.Height() && Width() == m.Width(), "incompatible matrix sizes."); return *this += m.GetData(); } DenseMatrix &DenseMatrix::operator-=(const DenseMatrix &m) { for (int j = 0; j < width; j++) { for (int i = 0; i < height; i++) { (*this)(i, j) -= m(i, j); } } return *this; } DenseMatrix &DenseMatrix::operator*=(double c) { int s = Height()*Width(); for (int i = 0; i < s; i++) { data[i] *= c; } return *this; } void DenseMatrix::Neg() { const int hw = Height() * Width(); for (int i = 0; i < hw; i++) { data[i] = -data[i]; } } void DenseMatrix::Invert() { #ifdef MFEM_DEBUG if (Height() <= 0 || Height() != Width()) { mfem_error("DenseMatrix::Invert(): dimension mismatch"); } #endif #ifdef MFEM_USE_LAPACK int *ipiv = new int[width]; int lwork = -1; double qwork, *work; int info; dgetrf_(&width, &width, data, &width, ipiv, &info); if (info) { mfem_error("DenseMatrix::Invert() : Error in DGETRF"); } dgetri_(&width, data, &width, ipiv, &qwork, &lwork, &info); lwork = (int) qwork; work = new double[lwork]; dgetri_(&width, data, &width, ipiv, work, &lwork, &info); if (info) { mfem_error("DenseMatrix::Invert() : Error in DGETRI"); } delete [] work; delete [] ipiv; #else int c, i, j, n = Width(); double a, b; Array piv(n); for (c = 0; c < n; c++) { a = fabs((*this)(c, c)); i = c; for (j = c + 1; j < n; j++) { b = fabs((*this)(j, c)); if (a < b) { a = b; i = j; } } if (a == 0.0) { mfem_error("DenseMatrix::Invert() : singular matrix"); } piv[c] = i; for (j = 0; j < n; j++) { mfem::Swap((*this)(c, j), (*this)(i, j)); } a = (*this)(c, c) = 1.0 / (*this)(c, c); for (j = 0; j < c; j++) { (*this)(c, j) *= a; } for (j++; j < n; j++) { (*this)(c, j) *= a; } for (i = 0; i < c; i++) { (*this)(i, c) = a * (b = -(*this)(i, c)); for (j = 0; j < c; j++) { (*this)(i, j) += b * (*this)(c, j); } for (j++; j < n; j++) { (*this)(i, j) += b * (*this)(c, j); } } for (i++; i < n; i++) { (*this)(i, c) = a * (b = -(*this)(i, c)); for (j = 0; j < c; j++) { (*this)(i, j) += b * (*this)(c, j); } for (j++; j < n; j++) { (*this)(i, j) += b * (*this)(c, j); } } } for (c = n - 1; c >= 0; c--) { j = piv[c]; for (i = 0; i < n; i++) { mfem::Swap((*this)(i, c), (*this)(i, j)); } } #endif } void DenseMatrix::SquareRootInverse() { // Square root inverse using Denman--Beavers #ifdef MFEM_DEBUG if (Height() <= 0 || Height() != Width()) { mfem_error("DenseMatrix::SquareRootInverse() matrix not square."); } #endif DenseMatrix tmp1(Height()); DenseMatrix tmp2(Height()); DenseMatrix tmp3(Height()); tmp1 = (*this); (*this) = 0.0; for (int v = 0; v < Height() ; v++) { (*this)(v,v) = 1.0; } for (int j = 0; j < 10; j++) { for (int i = 0; i < 10; i++) { tmp2 = tmp1; tmp3 = (*this); tmp2.Invert(); tmp3.Invert(); tmp1 += tmp3; (*this) += tmp2; tmp1 *= 0.5; (*this) *= 0.5; } mfem::Mult((*this), tmp1, tmp2); for (int v = 0; v < Height() ; v++) { tmp2(v,v) -= 1.0; } if (tmp2.FNorm() < 1e-10) { break; } } if (tmp2.FNorm() > 1e-10) { mfem_error("DenseMatrix::SquareRootInverse not converged"); } } void DenseMatrix::Norm2(double *v) const { for (int j = 0; j < Width(); j++) { v[j] = 0.0; for (int i = 0; i < Height(); i++) { v[j] += (*this)(i,j)*(*this)(i,j); } v[j] = sqrt(v[j]); } } double DenseMatrix::MaxMaxNorm() const { int hw = Height()*Width(); const double *d = data; double norm = 0.0, abs_entry; for (int i = 0; i < hw; i++) { abs_entry = fabs(d[i]); if (norm < abs_entry) { norm = abs_entry; } } return norm; } void DenseMatrix::FNorm(double &scale_factor, double &scaled_fnorm2) const { int i, hw = Height() * Width(); double max_norm = 0.0, entry, fnorm2; for (i = 0; i < hw; i++) { entry = fabs(data[i]); if (entry > max_norm) { max_norm = entry; } } if (max_norm == 0.0) { scale_factor = scaled_fnorm2 = 0.0; return; } fnorm2 = 0.0; for (i = 0; i < hw; i++) { entry = data[i] / max_norm; fnorm2 += entry * entry; } scale_factor = max_norm; scaled_fnorm2 = fnorm2; } void dsyevr_Eigensystem(DenseMatrix &a, Vector &ev, DenseMatrix *evect) { #ifdef MFEM_USE_LAPACK ev.SetSize(a.Width()); char JOBZ = 'N'; char RANGE = 'A'; char UPLO = 'U'; int N = a.Width(); double *A = new double[N*N]; int LDA = N; double VL = 0.0; double VU = 1.0; int IL = 0; int IU = 1; double ABSTOL = 0.0; int M; double *W = ev.GetData(); double *Z = NULL; int LDZ = 1; int *ISUPPZ = new int[2*N]; int LWORK = -1; // query optimal (double) workspace size double QWORK; double *WORK = NULL; int LIWORK = -1; // query optimal (int) workspace size int QIWORK; int *IWORK = NULL; int INFO; if (evect) // Compute eigenvectors too { evect->SetSize(N); JOBZ = 'V'; Z = evect->Data(); LDZ = N; } int hw = a.Height() * a.Width(); double *data = a.Data(); for (int i = 0; i < hw; i++) { A[i] = data[i]; } dsyevr_( &JOBZ, &RANGE, &UPLO, &N, A, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, W, Z, &LDZ, ISUPPZ, &QWORK, &LWORK, &QIWORK, &LIWORK, &INFO ); LWORK = (int) QWORK; LIWORK = QIWORK; WORK = new double[LWORK]; IWORK = new int[LIWORK]; dsyevr_( &JOBZ, &RANGE, &UPLO, &N, A, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, W, Z, &LDZ, ISUPPZ, WORK, &LWORK, IWORK, &LIWORK, &INFO ); if (INFO != 0) { mfem::err << "dsyevr_Eigensystem(...): DSYEVR error code: " << INFO << endl; mfem_error(); } #ifdef MFEM_DEBUG if (M < N) { mfem::err << "dsyevr_Eigensystem(...):\n" << " DSYEVR did not find all eigenvalues " << M << "/" << N << endl; mfem_error(); } if (CheckFinite(W, N) > 0) { mfem_error("dsyevr_Eigensystem(...): inf/nan values in W"); } if (CheckFinite(Z, N*N) > 0) { mfem_error("dsyevr_Eigensystem(...): inf/nan values in Z"); } VU = 0.0; for (IL = 0; IL < N; IL++) for (IU = 0; IU <= IL; IU++) { VL = 0.0; for (M = 0; M < N; M++) { VL += Z[M+IL*N] * Z[M+IU*N]; } if (IU < IL) { VL = fabs(VL); } else { VL = fabs(VL-1.0); } if (VL > VU) { VU = VL; } if (VU > 0.5) { mfem::err << "dsyevr_Eigensystem(...):" << " Z^t Z - I deviation = " << VU << "\n W[max] = " << W[N-1] << ", W[min] = " << W[0] << ", N = " << N << endl; mfem_error(); } } if (VU > 1e-9) { mfem::err << "dsyevr_Eigensystem(...):" << " Z^t Z - I deviation = " << VU << "\n W[max] = " << W[N-1] << ", W[min] = " << W[0] << ", N = " << N << endl; } if (VU > 1e-5) { mfem_error("dsyevr_Eigensystem(...): ERROR: ..."); } VU = 0.0; for (IL = 0; IL < N; IL++) for (IU = 0; IU < N; IU++) { VL = 0.0; for (M = 0; M < N; M++) { VL += Z[IL+M*N] * W[M] * Z[IU+M*N]; } VL = fabs(VL-data[IL+N*IU]); if (VL > VU) { VU = VL; } } if (VU > 1e-9) { mfem::err << "dsyevr_Eigensystem(...):" << " max matrix deviation = " << VU << "\n W[max] = " << W[N-1] << ", W[min] = " << W[0] << ", N = " << N << endl; } if (VU > 1e-5) { mfem_error("dsyevr_Eigensystem(...): ERROR: ..."); } #endif delete [] IWORK; delete [] WORK; delete [] ISUPPZ; delete [] A; #else MFEM_CONTRACT_VAR(a); MFEM_CONTRACT_VAR(ev); MFEM_CONTRACT_VAR(evect); #endif } void dsyev_Eigensystem(DenseMatrix &a, Vector &ev, DenseMatrix *evect) { #ifdef MFEM_USE_LAPACK int N = a.Width(); char JOBZ = 'N'; char UPLO = 'U'; int LDA = N; int LWORK = -1; /* query optimal workspace size */ int INFO; ev.SetSize(N); double *A = NULL; double *W = ev.GetData(); double *WORK = NULL; double QWORK; if (evect) { JOBZ = 'V'; evect->SetSize(N); A = evect->Data(); } else { A = new double[N*N]; } int hw = a.Height() * a.Width(); double *data = a.Data(); for (int i = 0; i < hw; i++) { A[i] = data[i]; } dsyev_(&JOBZ, &UPLO, &N, A, &LDA, W, &QWORK, &LWORK, &INFO); LWORK = (int) QWORK; WORK = new double[LWORK]; dsyev_(&JOBZ, &UPLO, &N, A, &LDA, W, WORK, &LWORK, &INFO); if (INFO != 0) { mfem::err << "dsyev_Eigensystem: DSYEV error code: " << INFO << endl; mfem_error(); } delete [] WORK; if (evect == NULL) { delete [] A; } #else MFEM_CONTRACT_VAR(a); MFEM_CONTRACT_VAR(ev); MFEM_CONTRACT_VAR(evect); #endif } void DenseMatrix::Eigensystem(Vector &ev, DenseMatrix *evect) { #ifdef MFEM_USE_LAPACK // dsyevr_Eigensystem(*this, ev, evect); dsyev_Eigensystem(*this, ev, evect); #else MFEM_CONTRACT_VAR(ev); MFEM_CONTRACT_VAR(evect); mfem_error("DenseMatrix::Eigensystem: Compiled without LAPACK"); #endif } void dsygv_Eigensystem(DenseMatrix &a, DenseMatrix &b, Vector &ev, DenseMatrix *evect) { #ifdef MFEM_USE_LAPACK int N = a.Width(); int ITYPE = 1; char JOBZ = 'N'; char UPLO = 'U'; int LDA = N; int LDB = N; int LWORK = -1; /* query optimal workspace size */ int INFO; ev.SetSize(N); double *A = NULL; double *B = new double[N*N]; double *W = ev.GetData(); double *WORK = NULL; double QWORK; if (evect) { JOBZ = 'V'; evect->SetSize(N); A = evect->Data(); } else { A = new double[N*N]; } int hw = a.Height() * a.Width(); double *a_data = a.Data(); double *b_data = b.Data(); for (int i = 0; i < hw; i++) { A[i] = a_data[i]; B[i] = b_data[i]; } dsygv_(&ITYPE, &JOBZ, &UPLO, &N, A, &LDA, B, &LDB, W, &QWORK, &LWORK, &INFO); LWORK = (int) QWORK; WORK = new double[LWORK]; dsygv_(&ITYPE, &JOBZ, &UPLO, &N, A, &LDA, B, &LDB, W, WORK, &LWORK, &INFO); if (INFO != 0) { mfem::err << "dsygv_Eigensystem: DSYGV error code: " << INFO << endl; mfem_error(); } delete [] WORK; delete [] B; if (evect == NULL) { delete [] A; } #else MFEM_CONTRACT_VAR(a); MFEM_CONTRACT_VAR(b); MFEM_CONTRACT_VAR(ev); MFEM_CONTRACT_VAR(evect); #endif } void DenseMatrix::Eigensystem(DenseMatrix &b, Vector &ev, DenseMatrix *evect) { #ifdef MFEM_USE_LAPACK dsygv_Eigensystem(*this, b, ev, evect); #else MFEM_CONTRACT_VAR(b); MFEM_CONTRACT_VAR(ev); MFEM_CONTRACT_VAR(evect); mfem_error("DenseMatrix::Eigensystem(generalized): Compiled without LAPACK"); #endif } void DenseMatrix::SingularValues(Vector &sv) const { #ifdef MFEM_USE_LAPACK DenseMatrix copy_of_this = *this; char jobu = 'N'; char jobvt = 'N'; int m = Height(); int n = Width(); double *a = copy_of_this.data; sv.SetSize(min(m, n)); double *s = sv.GetData(); double *u = NULL; double *vt = NULL; double *work = NULL; int lwork = -1; int info; double qwork; dgesvd_(&jobu, &jobvt, &m, &n, a, &m, s, u, &m, vt, &n, &qwork, &lwork, &info); lwork = (int) qwork; work = new double[lwork]; dgesvd_(&jobu, &jobvt, &m, &n, a, &m, s, u, &m, vt, &n, work, &lwork, &info); delete [] work; if (info) { mfem::err << "DenseMatrix::SingularValues : info = " << info << endl; mfem_error(); } #else MFEM_CONTRACT_VAR(sv); // compiling without lapack mfem_error("DenseMatrix::SingularValues: Compiled without LAPACK"); #endif } int DenseMatrix::Rank(double tol) const { int rank=0; Vector sv(min(Height(), Width())); SingularValues(sv); for (int i=0; i < sv.Size(); ++i) if (sv(i) >= tol) { ++rank; } return rank; } double DenseMatrix::CalcSingularvalue(const int i) const { MFEM_ASSERT(Height() == Width() && Height() > 0 && Height() < 4, "The matrix must be square and sized 1, 2, or 3 to compute the" " singular values." << " Height() = " << Height() << ", Width() = " << Width()); const int n = Height(); const double *d = data; if (n == 1) { return d[0]; } else if (n == 2) { return kernels::CalcSingularvalue<2>(d,i); } else { return kernels::CalcSingularvalue<3>(d,i); } } void DenseMatrix::CalcEigenvalues(double *lambda, double *vec) const { #ifdef MFEM_DEBUG if (Height() != Width() || Height() < 2 || Height() > 3) { mfem_error("DenseMatrix::CalcEigenvalues"); } #endif const int n = Height(); const double *d = data; if (n == 2) { kernels::CalcEigenvalues<2>(d, lambda, vec); } else { kernels::CalcEigenvalues<3>(d, lambda, vec); } } void DenseMatrix::GetRow(int r, Vector &row) const { int m = Height(); int n = Width(); row.SetSize(n); const double* rp = data + r; double* vp = row.GetData(); for (int i = 0; i < n; i++) { vp[i] = *rp; rp += m; } } void DenseMatrix::GetColumn(int c, Vector &col) const { int m = Height(); col.SetSize(m); double *cp = Data() + c * m; double *vp = col.GetData(); for (int i = 0; i < m; i++) { vp[i] = cp[i]; } } void DenseMatrix::GetDiag(Vector &d) const { if (height != width) { mfem_error("DenseMatrix::GetDiag\n"); } d.SetSize(height); for (int i = 0; i < height; ++i) { d(i) = (*this)(i,i); } } void DenseMatrix::Getl1Diag(Vector &l) const { if (height != width) { mfem_error("DenseMatrix::Getl1Diag\n"); } l.SetSize(height); l = 0.0; for (int j = 0; j < width; ++j) for (int i = 0; i < height; ++i) { l(i) += fabs((*this)(i,j)); } } void DenseMatrix::GetRowSums(Vector &l) const { l.SetSize(height); for (int i = 0; i < height; i++) { double d = 0.0; for (int j = 0; j < width; j++) { d += operator()(i, j); } l(i) = d; } } void DenseMatrix::Diag(double c, int n) { SetSize(n); const int N = n*n; for (int i = 0; i < N; i++) { data[i] = 0.0; } for (int i = 0; i < n; i++) { data[i*(n+1)] = c; } } void DenseMatrix::Diag(double *diag, int n) { SetSize(n); int i, N = n*n; for (i = 0; i < N; i++) { data[i] = 0.0; } for (i = 0; i < n; i++) { data[i*(n+1)] = diag[i]; } } void DenseMatrix::Transpose() { int i, j; double t; if (Width() == Height()) { for (i = 0; i < Height(); i++) for (j = i+1; j < Width(); j++) { t = (*this)(i,j); (*this)(i,j) = (*this)(j,i); (*this)(j,i) = t; } } else { DenseMatrix T(*this,'t'); (*this) = T; } } void DenseMatrix::Transpose(const DenseMatrix &A) { SetSize(A.Width(),A.Height()); for (int i = 0; i < Height(); i++) for (int j = 0; j < Width(); j++) { (*this)(i,j) = A(j,i); } } void DenseMatrix::Symmetrize() { #ifdef MFEM_DEBUG if (Width() != Height()) { mfem_error("DenseMatrix::Symmetrize() : not a square matrix!"); } #endif kernels::Symmetrize(Height(), Data()); } void DenseMatrix::Lump() { for (int i = 0; i < Height(); i++) { double L = 0.0; for (int j = 0; j < Width(); j++) { L += (*this)(i, j); (*this)(i, j) = 0.0; } (*this)(i, i) = L; } } void DenseMatrix::GradToCurl(DenseMatrix &curl) { int n = Height(); #ifdef MFEM_DEBUG if ((Width() != 2 || curl.Width() != 1 || 2*n != curl.Height()) && (Width() != 3 || curl.Width() != 3 || 3*n != curl.Height())) { mfem_error("DenseMatrix::GradToCurl(...): dimension mismatch"); } #endif if (Width() == 2) { for (int i = 0; i < n; i++) { // (x,y) is grad of Ui double x = (*this)(i,0); double y = (*this)(i,1); int j = i+n; // curl of (Ui,0) curl(i,0) = -y; // curl of (0,Ui) curl(j,0) = x; } } else { for (int i = 0; i < n; i++) { // (x,y,z) is grad of Ui double x = (*this)(i,0); double y = (*this)(i,1); double z = (*this)(i,2); int j = i+n; int k = j+n; // curl of (Ui,0,0) curl(i,0) = 0.; curl(i,1) = z; curl(i,2) = -y; // curl of (0,Ui,0) curl(j,0) = -z; curl(j,1) = 0.; curl(j,2) = x; // curl of (0,0,Ui) curl(k,0) = y; curl(k,1) = -x; curl(k,2) = 0.; } } } void DenseMatrix::GradToVectorCurl2D(DenseMatrix &curl) { MFEM_VERIFY(Width() == 2, "DenseMatrix::GradToVectorCurl2D(...): dimension must be 2") int n = Height(); // rotate gradient for (int i = 0; i < n; i++) { curl(i,0) = (*this)(i,1); curl(i,1) = -(*this)(i,0); } } void DenseMatrix::GradToDiv(Vector &div) { MFEM_ASSERT(Width()*Height() == div.Size(), "incompatible Vector 'div'!"); // div(dof*j+i) <-- (*this)(i,j) const int n = height * width; double *ddata = div.GetData(); for (int i = 0; i < n; i++) { ddata[i] = data[i]; } } void DenseMatrix::CopyRows(const DenseMatrix &A, int row1, int row2) { SetSize(row2 - row1 + 1, A.Width()); for (int j = 0; j < Width(); j++) { for (int i = row1; i <= row2; i++) { (*this)(i-row1,j) = A(i,j); } } } void DenseMatrix::CopyCols(const DenseMatrix &A, int col1, int col2) { SetSize(A.Height(), col2 - col1 + 1); for (int j = col1; j <= col2; j++) { for (int i = 0; i < Height(); i++) { (*this)(i,j-col1) = A(i,j); } } } void DenseMatrix::CopyMN(const DenseMatrix &A, int m, int n, int Aro, int Aco) { SetSize(m,n); for (int j = 0; j < n; j++) { for (int i = 0; i < m; i++) { (*this)(i,j) = A(Aro+i,Aco+j); } } } void DenseMatrix::CopyMN(const DenseMatrix &A, int row_offset, int col_offset) { double *v = A.Data(); for (int j = 0; j < A.Width(); j++) { for (int i = 0; i < A.Height(); i++) { (*this)(row_offset+i,col_offset+j) = *(v++); } } } void DenseMatrix::CopyMNt(const DenseMatrix &A, int row_offset, int col_offset) { double *v = A.Data(); for (int i = 0; i < A.Width(); i++) { for (int j = 0; j < A.Height(); j++) { (*this)(row_offset+i,col_offset+j) = *(v++); } } } void DenseMatrix::CopyMN(const DenseMatrix &A, int m, int n, int Aro, int Aco, int row_offset, int col_offset) { MFEM_VERIFY(row_offset+m <= this->Height() && col_offset+n <= this->Width(), "this DenseMatrix is too small to accommodate the submatrix. " << "row_offset = " << row_offset << ", m = " << m << ", this->Height() = " << this->Height() << ", col_offset = " << col_offset << ", n = " << n << ", this->Width() = " << this->Width() ); MFEM_VERIFY(Aro+m <= A.Height() && Aco+n <= A.Width(), "The A DenseMatrix is too small to accommodate the submatrix. " << "Aro = " << Aro << ", m = " << m << ", A.Height() = " << A.Height() << ", Aco = " << Aco << ", n = " << n << ", A.Width() = " << A.Width() ); for (int j = 0; j < n; j++) { for (int i = 0; i < m; i++) { (*this)(row_offset+i,col_offset+j) = A(Aro+i,Aco+j); } } } void DenseMatrix::CopyMNDiag(double c, int n, int row_offset, int col_offset) { for (int i = 0; i < n; i++) { for (int j = i+1; j < n; j++) { (*this)(row_offset+i,col_offset+j) = (*this)(row_offset+j,col_offset+i) = 0.0; } } for (int i = 0; i < n; i++) { (*this)(row_offset+i,col_offset+i) = c; } } void DenseMatrix::CopyMNDiag(double *diag, int n, int row_offset, int col_offset) { for (int i = 0; i < n; i++) { for (int j = i+1; j < n; j++) { (*this)(row_offset+i,col_offset+j) = (*this)(row_offset+j,col_offset+i) = 0.0; } } for (int i = 0; i < n; i++) { (*this)(row_offset+i,col_offset+i) = diag[i]; } } void DenseMatrix::CopyExceptMN(const DenseMatrix &A, int m, int n) { SetSize(A.Width()-1,A.Height()-1); int i, j, i_off = 0, j_off = 0; for (j = 0; j < A.Width(); j++) { if ( j == n ) { j_off = 1; continue; } for (i = 0; i < A.Height(); i++) { if ( i == m ) { i_off = 1; continue; } (*this)(i-i_off,j-j_off) = A(i,j); } i_off = 0; } } void DenseMatrix::AddMatrix(DenseMatrix &A, int ro, int co) { int h, ah, aw; double *p, *ap; h = Height(); ah = A.Height(); aw = A.Width(); #ifdef MFEM_DEBUG if (co+aw > Width() || ro+ah > h) { mfem_error("DenseMatrix::AddMatrix(...) 1 : dimension mismatch"); } #endif p = data + ro + co * h; ap = A.data; for (int c = 0; c < aw; c++) { for (int r = 0; r < ah; r++) { p[r] += ap[r]; } p += h; ap += ah; } } void DenseMatrix::AddMatrix(double a, const DenseMatrix &A, int ro, int co) { int h, ah, aw; double *p, *ap; h = Height(); ah = A.Height(); aw = A.Width(); #ifdef MFEM_DEBUG if (co+aw > Width() || ro+ah > h) { mfem_error("DenseMatrix::AddMatrix(...) 2 : dimension mismatch"); } #endif p = data + ro + co * h; ap = A.Data(); for (int c = 0; c < aw; c++) { for (int r = 0; r < ah; r++) { p[r] += a * ap[r]; } p += h; ap += ah; } } void DenseMatrix::GetSubMatrix(const Array & idx, DenseMatrix & A) const { int k = idx.Size(); int idx_max = idx.Max(); MFEM_VERIFY(idx.Min() >=0 && idx_max < this->height && idx_max < this->width, "DenseMatrix::GetSubMatrix: Index out of bounds"); A.SetSize(k); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height]; } } } void DenseMatrix::GetSubMatrix(const Array & idx_i, const Array & idx_j, DenseMatrix & A) const { int k = idx_i.Size(); int l = idx_j.Size(); MFEM_VERIFY(idx_i.Min() >=0 && idx_i.Max() < this->height, "DenseMatrix::GetSubMatrix: Row index out of bounds"); MFEM_VERIFY(idx_j.Min() >=0 && idx_j.Max() < this->width, "DenseMatrix::GetSubMatrix: Col index out of bounds"); A.SetSize(k,l); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height]; } } } void DenseMatrix::GetSubMatrix(int ibeg, int iend, DenseMatrix & A) { MFEM_VERIFY(iend >= ibeg, "DenseMatrix::GetSubMatrix: Inconsistent range"); MFEM_VERIFY(ibeg >=0, "DenseMatrix::GetSubMatrix: Negative index"); MFEM_VERIFY(iend <= this->height && iend <= this->width, "DenseMatrix::GetSubMatrix: Index bigger than upper bound"); int k = iend - ibeg; A.SetSize(k); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height]; } } } void DenseMatrix::GetSubMatrix(int ibeg, int iend, int jbeg, int jend, DenseMatrix & A) { MFEM_VERIFY(iend >= ibeg, "DenseMatrix::GetSubMatrix: Inconsistent row range"); MFEM_VERIFY(jend >= jbeg, "DenseMatrix::GetSubMatrix: Inconsistent col range"); MFEM_VERIFY(ibeg >=0, "DenseMatrix::GetSubMatrix: Negative row index"); MFEM_VERIFY(jbeg >=0, "DenseMatrix::GetSubMatrix: Negative row index"); MFEM_VERIFY(iend <= this->height, "DenseMatrix::GetSubMatrix: Index bigger than row upper bound"); MFEM_VERIFY(jend <= this->width, "DenseMatrix::GetSubMatrix: Index bigger than col upper bound"); int k = iend - ibeg; int l = jend - jbeg; A.SetSize(k,l); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height]; } } } void DenseMatrix::SetSubMatrix(const Array & idx, const DenseMatrix & A) { int k = idx.Size(); MFEM_VERIFY(A.Height() == k && A.Width() == k, "DenseMatrix::SetSubMatrix:Inconsistent matrix dimensions"); int idx_max = idx.Max(); MFEM_VERIFY(idx.Min() >=0, "DenseMatrix::SetSubMatrix: Negative index"); MFEM_VERIFY(idx_max < this->height, "DenseMatrix::SetSubMatrix: Index bigger than row upper bound"); MFEM_VERIFY(idx_max < this->width, "DenseMatrix::SetSubMatrix: Index bigger than col upper bound"); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height] = adata[i+j*k]; } } } void DenseMatrix::SetSubMatrix(const Array & idx_i, const Array & idx_j, const DenseMatrix & A) { int k = idx_i.Size(); int l = idx_j.Size(); MFEM_VERIFY(k == A.Height() && l == A.Width(), "DenseMatrix::SetSubMatrix:Inconsistent matrix dimensions"); MFEM_VERIFY(idx_i.Min() >=0, "DenseMatrix::SetSubMatrix: Negative row index"); MFEM_VERIFY(idx_j.Min() >=0, "DenseMatrix::SetSubMatrix: Negative col index"); MFEM_VERIFY(idx_i.Max() < this->height, "DenseMatrix::SetSubMatrix: Index bigger than row upper bound"); MFEM_VERIFY(idx_j.Max() < this->width, "DenseMatrix::SetSubMatrix: Index bigger than col upper bound"); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height] = adata[i+j*k]; } } } void DenseMatrix::SetSubMatrix(int ibeg, const DenseMatrix & A) { int k = A.Height(); MFEM_VERIFY(A.Width() == k, "DenseMatrix::SetSubmatrix: A is not square"); MFEM_VERIFY(ibeg >=0, "DenseMatrix::SetSubmatrix: Negative index"); MFEM_VERIFY(ibeg + k <= this->height, "DenseMatrix::SetSubmatrix: index bigger than row upper bound"); MFEM_VERIFY(ibeg + k <= this->width, "DenseMatrix::SetSubmatrix: index bigger than col upper bound"); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height] = adata[i+j*k]; } } } void DenseMatrix::SetSubMatrix(int ibeg, int jbeg, const DenseMatrix & A) { int k = A.Height(); int l = A.Width(); MFEM_VERIFY(ibeg>=0, "DenseMatrix::SetSubmatrix: Negative row index"); MFEM_VERIFY(jbeg>=0, "DenseMatrix::SetSubmatrix: Negative col index"); MFEM_VERIFY(ibeg + k <= this->height, "DenseMatrix::SetSubmatrix: Index bigger than row upper bound"); MFEM_VERIFY(jbeg + l <= this->width, "DenseMatrix::SetSubmatrix: Index bigger than col upper bound"); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height] = adata[i+j*k]; } } } void DenseMatrix::AddSubMatrix(const Array & idx, const DenseMatrix & A) { int k = idx.Size(); MFEM_VERIFY(A.Height() == k && A.Width() == k, "DenseMatrix::AddSubMatrix:Inconsistent matrix dimensions"); int idx_max = idx.Max(); MFEM_VERIFY(idx.Min() >=0, "DenseMatrix::AddSubMatrix: Negative index"); MFEM_VERIFY(idx_max < this->height, "DenseMatrix::AddSubMatrix: Index bigger than row upper bound"); MFEM_VERIFY(idx_max < this->width, "DenseMatrix::AddSubMatrix: Index bigger than col upper bound"); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height] += adata[i+j*k]; } } } void DenseMatrix::AddSubMatrix(const Array & idx_i, const Array & idx_j, const DenseMatrix & A) { int k = idx_i.Size(); int l = idx_j.Size(); MFEM_VERIFY(k == A.Height() && l == A.Width(), "DenseMatrix::AddSubMatrix:Inconsistent matrix dimensions"); MFEM_VERIFY(idx_i.Min() >=0, "DenseMatrix::AddSubMatrix: Negative row index"); MFEM_VERIFY(idx_j.Min() >=0, "DenseMatrix::AddSubMatrix: Negative col index"); MFEM_VERIFY(idx_i.Max() < this->height, "DenseMatrix::AddSubMatrix: Index bigger than row upper bound"); MFEM_VERIFY(idx_j.Max() < this->width, "DenseMatrix::AddSubMatrix: Index bigger than col upper bound"); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height] += adata[i+j*k]; } } } void DenseMatrix::AddSubMatrix(int ibeg, const DenseMatrix & A) { int k = A.Height(); MFEM_VERIFY(A.Width() == k, "DenseMatrix::AddSubmatrix: A is not square"); MFEM_VERIFY(ibeg>=0, "DenseMatrix::AddSubmatrix: Negative index"); MFEM_VERIFY(ibeg + k <= this->Height(), "DenseMatrix::AddSubmatrix: Index bigger than row upper bound"); MFEM_VERIFY(ibeg + k <= this->Width(), "DenseMatrix::AddSubmatrix: Index bigger than col upper bound"); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height] += adata[i+j*k]; } } } void DenseMatrix::AddSubMatrix(int ibeg, int jbeg, const DenseMatrix & A) { int k = A.Height(); int l = A.Width(); MFEM_VERIFY(ibeg>=0, "DenseMatrix::AddSubmatrix: Negative row index"); MFEM_VERIFY(jbeg>=0, "DenseMatrix::AddSubmatrix: Negative col index"); MFEM_VERIFY(ibeg + k <= this->height, "DenseMatrix::AddSubmatrix: Index bigger than row upper bound"); MFEM_VERIFY(jbeg + l <= this->width, "DenseMatrix::AddSubmatrix: Index bigger than col upper bound"); double * adata = A.Data(); int ii, jj; for (int i = 0; idata[ii+jj*height] += adata[i+j*k]; } } } void DenseMatrix::AddToVector(int offset, Vector &v) const { const int n = height * width; double *vdata = v.GetData() + offset; for (int i = 0; i < n; i++) { vdata[i] += data[i]; } } void DenseMatrix::GetFromVector(int offset, const Vector &v) { const int n = height * width; const double *vdata = v.GetData() + offset; for (int i = 0; i < n; i++) { data[i] = vdata[i]; } } void DenseMatrix::AdjustDofDirection(Array &dofs) { const int n = Height(); #ifdef MFEM_DEBUG if (dofs.Size() != n || Width() != n) { mfem_error("DenseMatrix::AdjustDofDirection(...): dimension mismatch"); } #endif int *dof = dofs; for (int i = 0; i < n-1; i++) { const int s = (dof[i] < 0) ? (-1) : (1); for (int j = i+1; j < n; j++) { const int t = (dof[j] < 0) ? (-s) : (s); if (t < 0) { (*this)(i,j) = -(*this)(i,j); (*this)(j,i) = -(*this)(j,i); } } } } void DenseMatrix::SetRow(int row, double value) { for (int j = 0; j < Width(); j++) { (*this)(row, j) = value; } } void DenseMatrix::SetCol(int col, double value) { for (int i = 0; i < Height(); i++) { (*this)(i, col) = value; } } void DenseMatrix::SetRow(int r, const double* row) { MFEM_ASSERT(row != nullptr, "supplied row pointer is null"); for (int j = 0; j < Width(); j++) { (*this)(r, j) = row[j]; } } void DenseMatrix::SetRow(int r, const Vector &row) { MFEM_ASSERT(Width() == row.Size(), ""); SetRow(r, row.GetData()); } void DenseMatrix::SetCol(int c, const double* col) { MFEM_ASSERT(col != nullptr, "supplied column pointer is null"); for (int i = 0; i < Height(); i++) { (*this)(i, c) = col[i]; } } void DenseMatrix::SetCol(int c, const Vector &col) { MFEM_ASSERT(Height() == col.Size(), ""); SetCol(c, col.GetData()); } void DenseMatrix::Threshold(double eps) { for (int col = 0; col < Width(); col++) { for (int row = 0; row < Height(); row++) { if (std::abs(operator()(row,col)) <= eps) { operator()(row,col) = 0.0; } } } } void DenseMatrix::Print(std::ostream &os, int width_) const { // save current output flags ios::fmtflags old_flags = os.flags(); // output flags = scientific + show sign os << setiosflags(ios::scientific | ios::showpos); for (int i = 0; i < height; i++) { os << "[row " << i << "]\n"; for (int j = 0; j < width; j++) { os << (*this)(i,j); if (j+1 == width || (j+1) % width_ == 0) { os << '\n'; } else { os << ' '; } } } // reset output flags to original values os.flags(old_flags); } void DenseMatrix::PrintMatlab(std::ostream &os) const { // save current output flags ios::fmtflags old_flags = os.flags(); // output flags = scientific + show sign os << setiosflags(ios::scientific | ios::showpos); for (int i = 0; i < height; i++) { for (int j = 0; j < width; j++) { os << (*this)(i,j); os << ' '; } os << "\n"; } // reset output flags to original values os.flags(old_flags); } void DenseMatrix::PrintT(std::ostream &os, int width_) const { // save current output flags ios::fmtflags old_flags = os.flags(); // output flags = scientific + show sign os << setiosflags(ios::scientific | ios::showpos); for (int j = 0; j < width; j++) { os << "[col " << j << "]\n"; for (int i = 0; i < height; i++) { os << (*this)(i,j); if (i+1 == height || (i+1) % width_ == 0) { os << '\n'; } else { os << ' '; } } } // reset output flags to original values os.flags(old_flags); } void DenseMatrix::TestInversion() { DenseMatrix copy(*this), C(width); Invert(); mfem::Mult(*this, copy, C); for (int i = 0; i < width; i++) { C(i,i) -= 1.0; } mfem::out << "size = " << width << ", i_max = " << C.MaxMaxNorm() << ", cond_F = " << FNorm()*copy.FNorm() << endl; } void DenseMatrix::Swap(DenseMatrix &other) { mfem::Swap(width, other.width); mfem::Swap(height, other.height); mfem::Swap(data, other.data); } DenseMatrix::~DenseMatrix() { data.Delete(); } void Add(const DenseMatrix &A, const DenseMatrix &B, double alpha, DenseMatrix &C) { kernels::Add(C.Height(), C.Width(), alpha, A.Data(), B.Data(), C.Data()); } void Add(double alpha, const double *A, double beta, const double *B, DenseMatrix &C) { kernels::Add(C.Height(), C.Width(), alpha, A, beta, B, C.Data()); } void Add(double alpha, const DenseMatrix &A, double beta, const DenseMatrix &B, DenseMatrix &C) { MFEM_ASSERT(A.Height() == C.Height(), ""); MFEM_ASSERT(B.Height() == C.Height(), ""); MFEM_ASSERT(A.Width() == C.Width(), ""); MFEM_ASSERT(B.Width() == C.Width(), ""); Add(alpha, A.GetData(), beta, B.GetData(), C); } bool LinearSolve(DenseMatrix& A, double* X, double TOL) { MFEM_VERIFY(A.IsSquare(), "A must be a square matrix!"); MFEM_ASSERT(A.NumCols() > 0, "supplied matrix, A, is empty!"); MFEM_ASSERT(X != nullptr, "supplied vector, X, is null!"); int N = A.NumCols(); switch (N) { case 1: { double det = A(0,0); if (std::abs(det) <= TOL) { return false; } // singular X[0] /= det; break; } case 2: { double det = A.Det(); if (std::abs(det) <= TOL) { return false; } // singular double invdet = 1. / det; double b0 = X[0]; double b1 = X[1]; X[0] = ( A(1,1)*b0 - A(0,1)*b1) * invdet; X[1] = (-A(1,0)*b0 + A(0,0)*b1) * invdet; break; } default: { // default to LU factorization for the general case Array ipiv(N); LUFactors lu(A.Data(), ipiv); if (!lu.Factor(N,TOL)) { return false; } // singular lu.Solve(N, 1, X); } } // END switch return true; } void Mult(const DenseMatrix &b, const DenseMatrix &c, DenseMatrix &a) { MFEM_ASSERT(a.Height() == b.Height() && a.Width() == c.Width() && b.Width() == c.Height(), "incompatible dimensions"); #ifdef MFEM_USE_LAPACK static char transa = 'N', transb = 'N'; static double alpha = 1.0, beta = 0.0; int m = b.Height(), n = c.Width(), k = b.Width(); dgemm_(&transa, &transb, &m, &n, &k, &alpha, b.Data(), &m, c.Data(), &k, &beta, a.Data(), &m); #else const int ah = a.Height(); const int aw = a.Width(); const int bw = b.Width(); double *ad = a.Data(); const double *bd = b.Data(); const double *cd = c.Data(); kernels::Mult(ah,aw,bw,bd,cd,ad); #endif } void AddMult_a(double alpha, const DenseMatrix &b, const DenseMatrix &c, DenseMatrix &a) { MFEM_ASSERT(a.Height() == b.Height() && a.Width() == c.Width() && b.Width() == c.Height(), "incompatible dimensions"); #ifdef MFEM_USE_LAPACK static char transa = 'N', transb = 'N'; static double beta = 1.0; int m = b.Height(), n = c.Width(), k = b.Width(); dgemm_(&transa, &transb, &m, &n, &k, &alpha, b.Data(), &m, c.Data(), &k, &beta, a.Data(), &m); #else const int ah = a.Height(); const int aw = a.Width(); const int bw = b.Width(); double *ad = a.Data(); const double *bd = b.Data(); const double *cd = c.Data(); for (int j = 0; j < aw; j++) { for (int k = 0; k < bw; k++) { for (int i = 0; i < ah; i++) { ad[i+j*ah] += alpha * bd[i+k*ah] * cd[k+j*bw]; } } } #endif } void AddMult(const DenseMatrix &b, const DenseMatrix &c, DenseMatrix &a) { MFEM_ASSERT(a.Height() == b.Height() && a.Width() == c.Width() && b.Width() == c.Height(), "incompatible dimensions"); #ifdef MFEM_USE_LAPACK static char transa = 'N', transb = 'N'; static double alpha = 1.0, beta = 1.0; int m = b.Height(), n = c.Width(), k = b.Width(); dgemm_(&transa, &transb, &m, &n, &k, &alpha, b.Data(), &m, c.Data(), &k, &beta, a.Data(), &m); #else const int ah = a.Height(); const int aw = a.Width(); const int bw = b.Width(); double *ad = a.Data(); const double *bd = b.Data(); const double *cd = c.Data(); for (int j = 0; j < aw; j++) { for (int k = 0; k < bw; k++) { for (int i = 0; i < ah; i++) { ad[i+j*ah] += bd[i+k*ah] * cd[k+j*bw]; } } } #endif } void CalcAdjugate(const DenseMatrix &a, DenseMatrix &adja) { #ifdef MFEM_DEBUG if (a.Width() > a.Height() || a.Width() < 1 || a.Height() > 3) { mfem_error("CalcAdjugate(...): unsupported dimensions"); } if (a.Width() != adja.Height() || a.Height() != adja.Width()) { mfem_error("CalcAdjugate(...): dimension mismatch"); } #endif if (a.Width() < a.Height()) { const double *d = a.Data(); double *ad = adja.Data(); if (a.Width() == 1) { // N x 1, N = 2,3 ad[0] = d[0]; ad[1] = d[1]; if (a.Height() == 3) { ad[2] = d[2]; } } else { // 3 x 2 double e, g, f; e = d[0]*d[0] + d[1]*d[1] + d[2]*d[2]; g = d[3]*d[3] + d[4]*d[4] + d[5]*d[5]; f = d[0]*d[3] + d[1]*d[4] + d[2]*d[5]; ad[0] = d[0]*g - d[3]*f; ad[1] = d[3]*e - d[0]*f; ad[2] = d[1]*g - d[4]*f; ad[3] = d[4]*e - d[1]*f; ad[4] = d[2]*g - d[5]*f; ad[5] = d[5]*e - d[2]*f; } return; } if (a.Width() == 1) { adja(0,0) = 1.0; } else if (a.Width() == 2) { adja(0,0) = a(1,1); adja(0,1) = -a(0,1); adja(1,0) = -a(1,0); adja(1,1) = a(0,0); } else { adja(0,0) = a(1,1)*a(2,2)-a(1,2)*a(2,1); adja(0,1) = a(0,2)*a(2,1)-a(0,1)*a(2,2); adja(0,2) = a(0,1)*a(1,2)-a(0,2)*a(1,1); adja(1,0) = a(1,2)*a(2,0)-a(1,0)*a(2,2); adja(1,1) = a(0,0)*a(2,2)-a(0,2)*a(2,0); adja(1,2) = a(0,2)*a(1,0)-a(0,0)*a(1,2); adja(2,0) = a(1,0)*a(2,1)-a(1,1)*a(2,0); adja(2,1) = a(0,1)*a(2,0)-a(0,0)*a(2,1); adja(2,2) = a(0,0)*a(1,1)-a(0,1)*a(1,0); } } void CalcAdjugateTranspose(const DenseMatrix &a, DenseMatrix &adjat) { #ifdef MFEM_DEBUG if (a.Height() != a.Width() || adjat.Height() != adjat.Width() || a.Width() != adjat.Width() || a.Width() < 1 || a.Width() > 3) { mfem_error("CalcAdjugateTranspose(...): dimension mismatch"); } #endif if (a.Width() == 1) { adjat(0,0) = 1.0; } else if (a.Width() == 2) { adjat(0,0) = a(1,1); adjat(1,0) = -a(0,1); adjat(0,1) = -a(1,0); adjat(1,1) = a(0,0); } else { adjat(0,0) = a(1,1)*a(2,2)-a(1,2)*a(2,1); adjat(1,0) = a(0,2)*a(2,1)-a(0,1)*a(2,2); adjat(2,0) = a(0,1)*a(1,2)-a(0,2)*a(1,1); adjat(0,1) = a(1,2)*a(2,0)-a(1,0)*a(2,2); adjat(1,1) = a(0,0)*a(2,2)-a(0,2)*a(2,0); adjat(2,1) = a(0,2)*a(1,0)-a(0,0)*a(1,2); adjat(0,2) = a(1,0)*a(2,1)-a(1,1)*a(2,0); adjat(1,2) = a(0,1)*a(2,0)-a(0,0)*a(2,1); adjat(2,2) = a(0,0)*a(1,1)-a(0,1)*a(1,0); } } void CalcInverse(const DenseMatrix &a, DenseMatrix &inva) { MFEM_ASSERT(a.Width() <= a.Height() && a.Width() >= 1 && a.Height() <= 3, ""); MFEM_ASSERT(inva.Height() == a.Width(), "incorrect dimensions"); MFEM_ASSERT(inva.Width() == a.Height(), "incorrect dimensions"); if (a.Width() < a.Height()) { const double *d = a.Data(); double *id = inva.Data(); if (a.Height() == 2) { kernels::CalcLeftInverse<2,1>(d, id); } else { if (a.Width() == 1) { kernels::CalcLeftInverse<3,1>(d, id); } else { kernels::CalcLeftInverse<3,2>(d, id); } } return; } #ifdef MFEM_DEBUG const double t = a.Det(); MFEM_ASSERT(std::abs(t) > 1.0e-14 * pow(a.FNorm()/a.Width(), a.Width()), "singular matrix!"); #endif switch (a.Height()) { case 1: inva(0,0) = 1.0 / a.Det(); break; case 2: kernels::CalcInverse<2>(a.Data(), inva.Data()); break; case 3: kernels::CalcInverse<3>(a.Data(), inva.Data()); break; } } void CalcInverseTranspose(const DenseMatrix &a, DenseMatrix &inva) { #ifdef MFEM_DEBUG if ( (a.Width() != a.Height()) || ( (a.Height()!= 1) && (a.Height()!= 2) && (a.Height()!= 3) ) ) { mfem_error("CalcInverseTranspose(...): dimension mismatch"); } #endif double t = 1. / a.Det() ; switch (a.Height()) { case 1: inva(0,0) = 1.0 / a(0,0); break; case 2: inva(0,0) = a(1,1) * t ; inva(1,0) = -a(0,1) * t ; inva(0,1) = -a(1,0) * t ; inva(1,1) = a(0,0) * t ; break; case 3: inva(0,0) = (a(1,1)*a(2,2)-a(1,2)*a(2,1))*t; inva(1,0) = (a(0,2)*a(2,1)-a(0,1)*a(2,2))*t; inva(2,0) = (a(0,1)*a(1,2)-a(0,2)*a(1,1))*t; inva(0,1) = (a(1,2)*a(2,0)-a(1,0)*a(2,2))*t; inva(1,1) = (a(0,0)*a(2,2)-a(0,2)*a(2,0))*t; inva(2,1) = (a(0,2)*a(1,0)-a(0,0)*a(1,2))*t; inva(0,2) = (a(1,0)*a(2,1)-a(1,1)*a(2,0))*t; inva(1,2) = (a(0,1)*a(2,0)-a(0,0)*a(2,1))*t; inva(2,2) = (a(0,0)*a(1,1)-a(0,1)*a(1,0))*t; break; } } void CalcOrtho(const DenseMatrix &J, Vector &n) { MFEM_ASSERT( ((J.Height() == 2 && J.Width() == 1) || (J.Height() == 3 && J.Width() == 2)) && (J.Height() == n.Size()), "Matrix must be 3x2 or 2x1, " << "and the Vector must be sized with the rows. " << " J.Height() = " << J.Height() << ", J.Width() = " << J.Width() << ", n.Size() = " << n.Size() ); const double *d = J.Data(); if (J.Height() == 2) { n(0) = d[1]; n(1) = -d[0]; } else { n(0) = d[1]*d[5] - d[2]*d[4]; n(1) = d[2]*d[3] - d[0]*d[5]; n(2) = d[0]*d[4] - d[1]*d[3]; } } void MultAAt(const DenseMatrix &a, DenseMatrix &aat) { const int height = a.Height(); const int width = a.Width(); for (int i = 0; i < height; i++) { for (int j = 0; j <= i; j++) { double temp = 0.; for (int k = 0; k < width; k++) { temp += a(i,k) * a(j,k); } aat(j,i) = aat(i,j) = temp; } } } void AddMultADAt(const DenseMatrix &A, const Vector &D, DenseMatrix &ADAt) { for (int i = 0; i < A.Height(); i++) { for (int j = 0; j < i; j++) { double t = 0.; for (int k = 0; k < A.Width(); k++) { t += D(k) * A(i, k) * A(j, k); } ADAt(i, j) += t; ADAt(j, i) += t; } } // process diagonal for (int i = 0; i < A.Height(); i++) { double t = 0.; for (int k = 0; k < A.Width(); k++) { t += D(k) * A(i, k) * A(i, k); } ADAt(i, i) += t; } } void MultADAt(const DenseMatrix &A, const Vector &D, DenseMatrix &ADAt) { for (int i = 0; i < A.Height(); i++) { for (int j = 0; j <= i; j++) { double t = 0.; for (int k = 0; k < A.Width(); k++) { t += D(k) * A(i, k) * A(j, k); } ADAt(j, i) = ADAt(i, j) = t; } } } void MultABt(const DenseMatrix &A, const DenseMatrix &B, DenseMatrix &ABt) { #ifdef MFEM_DEBUG if (A.Height() != ABt.Height() || B.Height() != ABt.Width() || A.Width() != B.Width()) { mfem_error("MultABt(...): dimension mismatch"); } #endif #ifdef MFEM_USE_LAPACK static char transa = 'N', transb = 'T'; static double alpha = 1.0, beta = 0.0; int m = A.Height(), n = B.Height(), k = A.Width(); dgemm_(&transa, &transb, &m, &n, &k, &alpha, A.Data(), &m, B.Data(), &n, &beta, ABt.Data(), &m); #elif 1 const int ah = A.Height(); const int bh = B.Height(); const int aw = A.Width(); const double *ad = A.Data(); const double *bd = B.Data(); double *cd = ABt.Data(); kernels::MultABt(ah, aw, bh, ad, bd, cd); #elif 1 const int ah = A.Height(); const int bh = B.Height(); const int aw = A.Width(); const double *ad = A.Data(); const double *bd = B.Data(); double *cd = ABt.Data(); for (int j = 0; j < bh; j++) for (int i = 0; i < ah; i++) { double d = 0.0; const double *ap = ad + i; const double *bp = bd + j; for (int k = 0; k < aw; k++) { d += (*ap) * (*bp); ap += ah; bp += bh; } *(cd++) = d; } #else int i, j, k; double d; for (i = 0; i < A.Height(); i++) for (j = 0; j < B.Height(); j++) { d = 0.0; for (k = 0; k < A.Width(); k++) { d += A(i, k) * B(j, k); } ABt(i, j) = d; } #endif } void MultADBt(const DenseMatrix &A, const Vector &D, const DenseMatrix &B, DenseMatrix &ADBt) { #ifdef MFEM_DEBUG if (A.Height() != ADBt.Height() || B.Height() != ADBt.Width() || A.Width() != B.Width() || A.Width() != D.Size()) { mfem_error("MultADBt(...): dimension mismatch"); } #endif const int ah = A.Height(); const int bh = B.Height(); const int aw = A.Width(); const double *ad = A.Data(); const double *bd = B.Data(); const double *dd = D.GetData(); double *cd = ADBt.Data(); for (int i = 0, s = ah*bh; i < s; i++) { cd[i] = 0.0; } for (int k = 0; k < aw; k++) { double *cp = cd; for (int j = 0; j < bh; j++) { const double dk_bjk = dd[k] * bd[j]; for (int i = 0; i < ah; i++) { cp[i] += ad[i] * dk_bjk; } cp += ah; } ad += ah; bd += bh; } } void AddMultABt(const DenseMatrix &A, const DenseMatrix &B, DenseMatrix &ABt) { #ifdef MFEM_DEBUG if (A.Height() != ABt.Height() || B.Height() != ABt.Width() || A.Width() != B.Width()) { mfem_error("AddMultABt(...): dimension mismatch"); } #endif #ifdef MFEM_USE_LAPACK static char transa = 'N', transb = 'T'; static double alpha = 1.0, beta = 1.0; int m = A.Height(), n = B.Height(), k = A.Width(); dgemm_(&transa, &transb, &m, &n, &k, &alpha, A.Data(), &m, B.Data(), &n, &beta, ABt.Data(), &m); #elif 1 const int ah = A.Height(); const int bh = B.Height(); const int aw = A.Width(); const double *ad = A.Data(); const double *bd = B.Data(); double *cd = ABt.Data(); for (int k = 0; k < aw; k++) { double *cp = cd; for (int j = 0; j < bh; j++) { const double bjk = bd[j]; for (int i = 0; i < ah; i++) { cp[i] += ad[i] * bjk; } cp += ah; } ad += ah; bd += bh; } #else int i, j, k; double d; for (i = 0; i < A.Height(); i++) for (j = 0; j < B.Height(); j++) { d = 0.0; for (k = 0; k < A.Width(); k++) { d += A(i, k) * B(j, k); } ABt(i, j) += d; } #endif } void AddMultADBt(const DenseMatrix &A, const Vector &D, const DenseMatrix &B, DenseMatrix &ADBt) { #ifdef MFEM_DEBUG if (A.Height() != ADBt.Height() || B.Height() != ADBt.Width() || A.Width() != B.Width() || A.Width() != D.Size()) { mfem_error("AddMultADBt(...): dimension mismatch"); } #endif const int ah = A.Height(); const int bh = B.Height(); const int aw = A.Width(); const double *ad = A.Data(); const double *bd = B.Data(); const double *dd = D.GetData(); double *cd = ADBt.Data(); for (int k = 0; k < aw; k++) { double *cp = cd; for (int j = 0; j < bh; j++) { const double dk_bjk = dd[k] * bd[j]; for (int i = 0; i < ah; i++) { cp[i] += ad[i] * dk_bjk; } cp += ah; } ad += ah; bd += bh; } } void AddMult_a_ABt(double a, const DenseMatrix &A, const DenseMatrix &B, DenseMatrix &ABt) { #ifdef MFEM_DEBUG if (A.Height() != ABt.Height() || B.Height() != ABt.Width() || A.Width() != B.Width()) { mfem_error("AddMult_a_ABt(...): dimension mismatch"); } #endif #ifdef MFEM_USE_LAPACK static char transa = 'N', transb = 'T'; double alpha = a; static double beta = 1.0; int m = A.Height(), n = B.Height(), k = A.Width(); dgemm_(&transa, &transb, &m, &n, &k, &alpha, A.Data(), &m, B.Data(), &n, &beta, ABt.Data(), &m); #elif 1 const int ah = A.Height(); const int bh = B.Height(); const int aw = A.Width(); const double *ad = A.Data(); const double *bd = B.Data(); double *cd = ABt.Data(); for (int k = 0; k < aw; k++) { double *cp = cd; for (int j = 0; j < bh; j++) { const double bjk = a * bd[j]; for (int i = 0; i < ah; i++) { cp[i] += ad[i] * bjk; } cp += ah; } ad += ah; bd += bh; } #else int i, j, k; double d; for (i = 0; i < A.Height(); i++) for (j = 0; j < B.Height(); j++) { d = 0.0; for (k = 0; k < A.Width(); k++) { d += A(i, k) * B(j, k); } ABt(i, j) += a * d; } #endif } void MultAtB(const DenseMatrix &A, const DenseMatrix &B, DenseMatrix &AtB) { #ifdef MFEM_DEBUG if (A.Width() != AtB.Height() || B.Width() != AtB.Width() || A.Height() != B.Height()) { mfem_error("MultAtB(...): dimension mismatch"); } #endif #ifdef MFEM_USE_LAPACK static char transa = 'T', transb = 'N'; static double alpha = 1.0, beta = 0.0; int m = A.Width(), n = B.Width(), k = A.Height(); dgemm_(&transa, &transb, &m, &n, &k, &alpha, A.Data(), &k, B.Data(), &k, &beta, AtB.Data(), &m); #elif 1 const int ah = A.Height(); const int aw = A.Width(); const int bw = B.Width(); const double *ad = A.Data(); const double *bd = B.Data(); double *cd = AtB.Data(); for (int j = 0; j < bw; j++) { const double *ap = ad; for (int i = 0; i < aw; i++) { double d = 0.0; for (int k = 0; k < ah; k++) { d += ap[k] * bd[k]; } *(cd++) = d; ap += ah; } bd += ah; } #else int i, j, k; double d; for (i = 0; i < A.Width(); i++) for (j = 0; j < B.Width(); j++) { d = 0.0; for (k = 0; k < A.Height(); k++) { d += A(k, i) * B(k, j); } AtB(i, j) = d; } #endif } void AddMult_a_AAt(double a, const DenseMatrix &A, DenseMatrix &AAt) { double d; for (int i = 0; i < A.Height(); i++) { for (int j = 0; j < i; j++) { d = 0.; for (int k = 0; k < A.Width(); k++) { d += A(i,k) * A(j,k); } AAt(i, j) += (d *= a); AAt(j, i) += d; } d = 0.; for (int k = 0; k < A.Width(); k++) { d += A(i,k) * A(i,k); } AAt(i, i) += a * d; } } void Mult_a_AAt(double a, const DenseMatrix &A, DenseMatrix &AAt) { for (int i = 0; i < A.Height(); i++) { for (int j = 0; j <= i; j++) { double d = 0.; for (int k = 0; k < A.Width(); k++) { d += A(i,k) * A(j,k); } AAt(i, j) = AAt(j, i) = a * d; } } } void MultVVt(const Vector &v, DenseMatrix &vvt) { for (int i = 0; i < v.Size(); i++) { for (int j = 0; j <= i; j++) { vvt(i,j) = vvt(j,i) = v(i) * v(j); } } } void MultVWt(const Vector &v, const Vector &w, DenseMatrix &VWt) { #ifdef MFEM_DEBUG if (v.Size() != VWt.Height() || w.Size() != VWt.Width()) { mfem_error("MultVWt(...): dimension mismatch"); } #endif for (int i = 0; i < v.Size(); i++) { const double vi = v(i); for (int j = 0; j < w.Size(); j++) { VWt(i, j) = vi * w(j); } } } void AddMultVWt(const Vector &v, const Vector &w, DenseMatrix &VWt) { const int m = v.Size(), n = w.Size(); #ifdef MFEM_DEBUG if (VWt.Height() != m || VWt.Width() != n) { mfem_error("AddMultVWt(...): dimension mismatch"); } #endif for (int i = 0; i < m; i++) { const double vi = v(i); for (int j = 0; j < n; j++) { VWt(i, j) += vi * w(j); } } } void AddMultVVt(const Vector &v, DenseMatrix &VVt) { const int n = v.Size(); #ifdef MFEM_DEBUG if (VVt.Height() != n || VVt.Width() != n) { mfem_error("AddMultVVt(...): dimension mismatch"); } #endif for (int i = 0; i < n; i++) { const double vi = v(i); for (int j = 0; j < i; j++) { const double vivj = vi * v(j); VVt(i, j) += vivj; VVt(j, i) += vivj; } VVt(i, i) += vi * vi; } } void AddMult_a_VWt(const double a, const Vector &v, const Vector &w, DenseMatrix &VWt) { const int m = v.Size(), n = w.Size(); #ifdef MFEM_DEBUG if (VWt.Height() != m || VWt.Width() != n) { mfem_error("AddMult_a_VWt(...): dimension mismatch"); } #endif for (int j = 0; j < n; j++) { const double awj = a * w(j); for (int i = 0; i < m; i++) { VWt(i, j) += v(i) * awj; } } } void AddMult_a_VVt(const double a, const Vector &v, DenseMatrix &VVt) { MFEM_ASSERT(VVt.Height() == v.Size() && VVt.Width() == v.Size(), "incompatible dimensions!"); const int n = v.Size(); for (int i = 0; i < n; i++) { double avi = a * v(i); for (int j = 0; j < i; j++) { const double avivj = avi * v(j); VVt(i, j) += avivj; VVt(j, i) += avivj; } VVt(i, i) += avi * v(i); } } void RAP(const DenseMatrix &A, const DenseMatrix &P, DenseMatrix & RAP) { DenseMatrix RA(P.Width(),A.Width()); MultAtB(P,A,RA); RAP.SetSize(RA.Height(), P.Width()); Mult(RA,P, RAP); } void RAP(const DenseMatrix &Rt, const DenseMatrix &A, const DenseMatrix &P, DenseMatrix & RAP) { DenseMatrix RA(Rt.Width(),A.Width()); MultAtB(Rt,A,RA); RAP.SetSize(RA.Height(), P.Width()); Mult(RA,P, RAP); } bool LUFactors::Factor(int m, double TOL) { #ifdef MFEM_USE_LAPACK int info = 0; if (m) { dgetrf_(&m, &m, data, &m, ipiv, &info); } return info == 0; #else // compiling without LAPACK double *data_ptr = this->data; for (int i = 0; i < m; i++) { // pivoting { int piv = i; double a = std::abs(data_ptr[piv+i*m]); for (int j = i+1; j < m; j++) { const double b = std::abs(data_ptr[j+i*m]); if (b > a) { a = b; piv = j; } } ipiv[i] = piv; if (piv != i) { // swap rows i and piv in both L and U parts for (int j = 0; j < m; j++) { mfem::Swap(data_ptr[i+j*m], data_ptr[piv+j*m]); } } } if (abs(data_ptr[i + i*m]) <= TOL) { return false; // failed } const double a_ii_inv = 1.0 / data_ptr[i+i*m]; for (int j = i+1; j < m; j++) { data_ptr[j+i*m] *= a_ii_inv; } for (int k = i+1; k < m; k++) { const double a_ik = data_ptr[i+k*m]; for (int j = i+1; j < m; j++) { data_ptr[j+k*m] -= a_ik * data_ptr[j+i*m]; } } } #endif return true; // success } double LUFactors::Det(int m) const { double det = 1.0; for (int i=0; i= 0; i--) { double x_i = x[i]; for (int j = 0; j < i; j++) { x_i += x[j] * data[i+j*m]; } x[i] = x_i; } // X <- P^{-1} X for (int i = m-1; i >= 0; i--) { mfem::Swap(x[i], x[ipiv[i]-ipiv_base]); } x += m; } } void LUFactors::LSolve(int m, int n, double *X) const { double *x = X; for (int k = 0; k < n; k++) { // X <- P X for (int i = 0; i < m; i++) { mfem::Swap(x[i], x[ipiv[i]-ipiv_base]); } // X <- L^{-1} X for (int j = 0; j < m; j++) { const double x_j = x[j]; for (int i = j+1; i < m; i++) { x[i] -= data[i+j*m] * x_j; } } x += m; } } void LUFactors::USolve(int m, int n, double *X) const { double *x = X; // X <- U^{-1} X for (int k = 0; k < n; k++) { for (int j = m-1; j >= 0; j--) { const double x_j = ( x[j] /= data[j+j*m] ); for (int i = 0; i < j; i++) { x[i] -= data[i+j*m] * x_j; } } x += m; } } void LUFactors::Solve(int m, int n, double *X) const { #ifdef MFEM_USE_LAPACK char trans = 'N'; int info = 0; if (m > 0 && n > 0) { dgetrs_(&trans, &m, &n, data, &m, ipiv, X, &m, &info); } MFEM_VERIFY(!info, "LAPACK: error in DGETRS"); #else // compiling without LAPACK LSolve(m, n, X); USolve(m, n, X); #endif } void LUFactors::RightSolve(int m, int n, double *X) const { double *x; #ifdef MFEM_USE_LAPACK char n_ch = 'N', side = 'R', u_ch = 'U', l_ch = 'L'; double alpha = 1.0; if (m > 0 && n > 0) { dtrsm_(&side,&u_ch,&n_ch,&n_ch,&n,&m,&alpha,data,&m,X,&n); dtrsm_(&side,&l_ch,&n_ch,&u_ch,&n,&m,&alpha,data,&m,X,&n); } #else // compiling without LAPACK // X <- X U^{-1} x = X; for (int k = 0; k < n; k++) { for (int j = 0; j < m; j++) { const double x_j = ( x[j*n] /= data[j+j*m]); for (int i = j+1; i < m; i++) { x[i*n] -= data[j + i*m] * x_j; } } ++x; } // X <- X L^{-1} x = X; for (int k = 0; k < n; k++) { for (int j = m-1; j >= 0; j--) { const double x_j = x[j*n]; for (int i = 0; i < j; i++) { x[i*n] -= data[j + i*m] * x_j; } } ++x; } #endif // X <- X P x = X; for (int k = 0; k < n; k++) { for (int i = m-1; i >= 0; --i) { mfem::Swap(x[i*n], x[(ipiv[i]-ipiv_base)*n]); } ++x; } } void LUFactors::GetInverseMatrix(int m, double *X) const { // A^{-1} = U^{-1} L^{-1} P // X <- U^{-1} (set only the upper triangular part of X) double *x = X; for (int k = 0; k < m; k++) { const double minus_x_k = -( x[k] = 1.0/data[k+k*m] ); for (int i = 0; i < k; i++) { x[i] = data[i+k*m] * minus_x_k; } for (int j = k-1; j >= 0; j--) { const double x_j = ( x[j] /= data[j+j*m] ); for (int i = 0; i < j; i++) { x[i] -= data[i+j*m] * x_j; } } x += m; } // X <- X L^{-1} (use input only from the upper triangular part of X) { int k = m-1; for (int j = 0; j < k; j++) { const double minus_L_kj = -data[k+j*m]; for (int i = 0; i <= j; i++) { X[i+j*m] += X[i+k*m] * minus_L_kj; } for (int i = j+1; i < m; i++) { X[i+j*m] = X[i+k*m] * minus_L_kj; } } } for (int k = m-2; k >= 0; k--) { for (int j = 0; j < k; j++) { const double L_kj = data[k+j*m]; for (int i = 0; i < m; i++) { X[i+j*m] -= X[i+k*m] * L_kj; } } } // X <- X P for (int k = m-1; k >= 0; k--) { const int piv_k = ipiv[k]-ipiv_base; if (k != piv_k) { for (int i = 0; i < m; i++) { Swap(X[i+k*m], X[i+piv_k*m]); } } } } void LUFactors::SubMult(int m, int n, int r, const double *A21, const double *X1, double *X2) { // X2 <- X2 - A21 X1 for (int k = 0; k < r; k++) { for (int j = 0; j < m; j++) { const double x1_jk = X1[j+k*m]; for (int i = 0; i < n; i++) { X2[i+k*n] -= A21[i+j*n] * x1_jk; } } } } void LUFactors::BlockFactor( int m, int n, double *A12, double *A21, double *A22) const { // A12 <- L^{-1} P A12 LSolve(m, n, A12); // A21 <- A21 U^{-1} for (int j = 0; j < m; j++) { const double u_jj_inv = 1.0/data[j+j*m]; for (int i = 0; i < n; i++) { A21[i+j*n] *= u_jj_inv; } for (int k = j+1; k < m; k++) { const double u_jk = data[j+k*m]; for (int i = 0; i < n; i++) { A21[i+k*n] -= A21[i+j*n] * u_jk; } } } // A22 <- A22 - A21 A12 SubMult(m, n, n, A21, A12, A22); } void LUFactors::BlockForwSolve(int m, int n, int r, const double *L21, double *B1, double *B2) const { // B1 <- L^{-1} P B1 LSolve(m, r, B1); // B2 <- B2 - L21 B1 SubMult(m, n, r, L21, B1, B2); } void LUFactors::BlockBackSolve(int m, int n, int r, const double *U12, const double *X2, double *Y1) const { // Y1 <- Y1 - U12 X2 SubMult(n, m, r, U12, X2, Y1); // Y1 <- U^{-1} Y1 USolve(m, r, Y1); } bool CholeskyFactors::Factor(int m, double TOL) { #ifdef MFEM_USE_LAPACK int info = 0; char uplo = 'L'; MFEM_VERIFY(data, "Matrix data not set"); if (m) {dpotrf_(&uplo, &m, data, &m, &info);} return info == 0; #else // Cholesky–Crout algorithm for (int j = 0; j 0., "CholeskyFactors::Factor: The matrix is not SPD"); data[j+j*m] = std::sqrt(data[j+j*m] - a); if (data[j + j*m] <= TOL) { return false; // failed } for (int i = j+1; i= 0; j--) { double x_j = x[j] * data[j+j*m]; for (int i = 0; i < j; i++) { x_j += x[i] * data[j+i*m]; } x[j] = x_j; } x += m; } } void CholeskyFactors::UMult(int m, int n, double * X) const { double *x = X; for (int k = 0; k < n; k++) { for (int i = 0; i < m; i++) { double x_i = x[i] * data[i+i*m]; for (int j = i+1; j < m; j++) { x_i += x[j] * data[j+i*m]; } x[i] = x_i; } x += m; } } void CholeskyFactors::LSolve(int m, int n, double * X) const { #ifdef MFEM_USE_LAPACK char uplo = 'L'; char trans = 'N'; char diag = 'N'; int info = 0; dtrtrs_(&uplo, &trans, &diag, &m, &n, data, &m, X, &m, &info); MFEM_VERIFY(!info, "CholeskyFactors:LSolve:: info"); #else double *x = X; for (int k = 0; k < n; k++) { // X <- L^{-1} X for (int j = 0; j < m; j++) { const double x_j = (x[j] /= data[j+j*m]); for (int i = j+1; i < m; i++) { x[i] -= data[i+j*m] * x_j; } } x += m; } #endif } void CholeskyFactors::USolve(int m, int n, double * X) const { #ifdef MFEM_USE_LAPACK char uplo = 'L'; char trans = 'T'; char diag = 'N'; int info = 0; dtrtrs_(&uplo, &trans, &diag, &m, &n, data, &m, X, &m, &info); MFEM_VERIFY(!info, "CholeskyFactors:USolve:: info"); #else // X <- L^{-t} X double *x = X; for (int k = 0; k < n; k++) { for (int j = m-1; j >= 0; j--) { const double x_j = ( x[j] /= data[j+j*m] ); for (int i = 0; i < j; i++) { x[i] -= data[j+i*m] * x_j; } } x += m; } #endif } void CholeskyFactors::Solve(int m, int n, double * X) const { #ifdef MFEM_USE_LAPACK char uplo = 'L'; int info = 0; dpotrs_(&uplo, &m, &n, data, &m, X, &m, &info); MFEM_VERIFY(!info, "CholeskyFactors:Solve:: info"); #else LSolve(m, n, X); USolve(m, n, X); #endif } void CholeskyFactors::RightSolve(int m, int n, double * X) const { #ifdef MFEM_USE_LAPACK char side = 'R'; char uplo = 'L'; char transt = 'T'; char trans = 'N'; char diag = 'N'; double alpha = 1.0; if (m > 0 && n > 0) { dtrsm_(&side,&uplo,&transt,&diag,&n,&m,&alpha,data,&m,X,&n); dtrsm_(&side,&uplo,&trans,&diag,&n,&m,&alpha,data,&m,X,&n); } #else // X <- X L^{-t} double *x = X; for (int k = 0; k < n; k++) { for (int j = 0; j < m; j++) { const double x_j = ( x[j*n] /= data[j+j*m]); for (int i = j+1; i < m; i++) { x[i*n] -= data[i + j*m] * x_j; } } ++x; } // X <- X L^{-1} x = X; for (int k = 0; k < n; k++) { for (int j = m-1; j >= 0; j--) { const double x_j = (x[j*n] /= data[j+j*m]); for (int i = 0; i < j; i++) { x[i*n] -= data[j + i*m] * x_j; } } ++x; } #endif } void CholeskyFactors::GetInverseMatrix(int m, double * X) const { // A^{-1} = L^{-t} L^{-1} #ifdef MFEM_USE_LAPACK // copy the lower triangular part of L to X for (int i = 0; i0) { factors->data = new double[m*m]; if (!spd) { dynamic_cast(factors)->ipiv = new int[m]; } own_data = true; } } DenseMatrixInverse::DenseMatrixInverse(const DenseMatrix &mat, bool spd_) : MatrixInverse(mat), spd(spd_) { MFEM_ASSERT(height == width, "not a square matrix"); a = &mat; Init(width); Factor(); } DenseMatrixInverse::DenseMatrixInverse(const DenseMatrix *mat, bool spd_) : MatrixInverse(*mat), spd(spd_) { MFEM_ASSERT(height == width, "not a square matrix"); a = mat; Init(width); } void DenseMatrixInverse::Factor() { MFEM_ASSERT(a, "DenseMatrix is not given"); const double *adata = a->data; const int s = width*width; for (int i = 0; i < s; i++) { factors->data[i] = adata[i]; } factors->Factor(width); } void DenseMatrixInverse::GetInverseMatrix(DenseMatrix &Ainv) const { Ainv.SetSize(width); factors->GetInverseMatrix(width,Ainv.Data()); } void DenseMatrixInverse::Factor(const DenseMatrix &mat) { MFEM_VERIFY(mat.height == mat.width, "DenseMatrix is not square!"); if (width != mat.width) { height = width = mat.width; if (own_data) { delete [] factors->data; } factors->data = new double[width*width]; if (!spd) { LUFactors * lu = dynamic_cast(factors); if (own_data) { delete [] lu->ipiv; } lu->ipiv = new int[width]; } own_data = true; } a = &mat; Factor(); } void DenseMatrixInverse::SetOperator(const Operator &op) { const DenseMatrix *p = dynamic_cast(&op); MFEM_VERIFY(p != NULL, "Operator is not a DenseMatrix!"); Factor(*p); } void DenseMatrixInverse::Mult(const double *x, double *y) const { for (int row = 0; row < height; row++) { y[row] = x[row]; } factors->Solve(width, 1, y); } void DenseMatrixInverse::Mult(const Vector &x, Vector &y) const { y = x; factors->Solve(width, 1, y.GetData()); } void DenseMatrixInverse::Mult(const DenseMatrix &B, DenseMatrix &X) const { X = B; factors->Solve(width, X.Width(), X.Data()); } void DenseMatrixInverse::TestInversion() { DenseMatrix C(width); Mult(*a, C); for (int i = 0; i < width; i++) { C(i,i) -= 1.0; } mfem::out << "size = " << width << ", i_max = " << C.MaxMaxNorm() << endl; } DenseMatrixInverse::~DenseMatrixInverse() { if (own_data) { delete [] factors->data; if (!spd) { delete [] dynamic_cast(factors)->ipiv; } } delete factors; } #ifdef MFEM_USE_LAPACK DenseMatrixEigensystem::DenseMatrixEigensystem(DenseMatrix &m) : mat(m) { n = mat.Width(); EVal.SetSize(n); EVect.SetSize(n); ev.SetDataAndSize(NULL, n); jobz = 'V'; uplo = 'U'; lwork = -1; double qwork; dsyev_(&jobz, &uplo, &n, EVect.Data(), &n, EVal.GetData(), &qwork, &lwork, &info); lwork = (int) qwork; work = new double[lwork]; } DenseMatrixEigensystem::DenseMatrixEigensystem( const DenseMatrixEigensystem &other) : mat(other.mat), EVal(other.EVal), EVect(other.EVect), ev(NULL, other.n), n(other.n) { jobz = other.jobz; uplo = other.uplo; lwork = other.lwork; work = new double[lwork]; } void DenseMatrixEigensystem::Eval() { #ifdef MFEM_DEBUG if (mat.Width() != n) { mfem_error("DenseMatrixEigensystem::Eval(): dimension mismatch"); } #endif EVect = mat; dsyev_(&jobz, &uplo, &n, EVect.Data(), &n, EVal.GetData(), work, &lwork, &info); if (info != 0) { mfem::err << "DenseMatrixEigensystem::Eval(): DSYEV error code: " << info << endl; mfem_error(); } } DenseMatrixEigensystem::~DenseMatrixEigensystem() { delete [] work; } DenseMatrixGeneralizedEigensystem::DenseMatrixGeneralizedEigensystem( DenseMatrix &a, DenseMatrix &b, bool left_eigen_vectors, bool right_eigen_vectors) : A(a), B(b) { MFEM_VERIFY(A.Height() == A.Width(), "A has to be a square matrix"); MFEM_VERIFY(B.Height() == B.Width(), "B has to be a square matrix"); n = A.Width(); MFEM_VERIFY(B.Height() == n, "A and B dimension mismatch"); jobvl = 'N'; jobvr = 'N'; A_copy.SetSize(n); B_copy.SetSize(n); if (left_eigen_vectors) { jobvl = 'V'; Vl.SetSize(n); } if (right_eigen_vectors) { jobvr = 'V'; Vr.SetSize(n); } lwork = -1; double qwork; alphar = new double[n]; alphai = new double[n]; beta = new double[n]; int nl = max(1,Vl.Height()); int nr = max(1,Vr.Height()); dggev_(&jobvl,&jobvr,&n,A_copy.Data(),&n,B_copy.Data(),&n,alphar, alphai, beta, Vl.Data(), &nl, Vr.Data(), &nr, &qwork, &lwork, &info); lwork = (int) qwork; work = new double[lwork]; } void DenseMatrixGeneralizedEigensystem::Eval() { int nl = max(1,Vl.Height()); int nr = max(1,Vr.Height()); A_copy = A; B_copy = B; dggev_(&jobvl,&jobvr,&n,A_copy.Data(),&n,B_copy.Data(),&n,alphar, alphai, beta, Vl.Data(), &nl, Vr.Data(), &nr, work, &lwork, &info); if (info != 0) { mfem::err << "DenseMatrixGeneralizedEigensystem::Eval(): DGGEV error code: " << info << endl; mfem_error(); } evalues_r.SetSize(n); evalues_i.SetSize(n); for (int i = 0; i &P, Vector &X) { const int m = Mlu.SizeI(); const int NE = Mlu.SizeK(); auto data_all = mfem::Reshape(Mlu.Read(), m, m, NE); auto piv_all = mfem::Reshape(P.Read(), m, NE); auto x_all = mfem::Reshape(X.ReadWrite(), m, NE); mfem::forall(NE, [=] MFEM_HOST_DEVICE (int e) { kernels::LUSolve(&data_all(0, 0,e), m, &piv_all(0, e), &x_all(0,e)); }); } } // namespace mfem