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juliaBLAS.jl
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juliaBLAS.jl
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using LinearAlgebra
using LinearAlgebra: BlasComplex, BlasFloat, BlasReal, HermOrSym
import LinearAlgebra: lmul!, mul!
export rankUpdate!
# Rank one update
## General
### BLAS
rankUpdate!(A::StridedMatrix{T}, x::StridedVector{T}, y::StridedVector{T}, α::T) where {T<:BlasReal} = BLAS.ger!(α, x, y, A)
### Generic
function rankUpdate!(A::StridedMatrix, x::StridedVector, y::StridedVector, α::Number)
m, n = size(A, 1), size(A, 2)
m == length(x) || throw(DimensionMismatch("x vector has wrong length"))
n == length(y) || throw(DimensionMismatch("y vector has wrong length"))
for j = 1:n
yjc = y[j]'
for i = 1:m
A[i,j] += x[i]*α*yjc
end
end
end
# Deprecated 11 October 2018
Base.@deprecate rankUpdate!(α::Number, x::StridedVector, y::StridedVector, A::StridedMatrix) rankUpdate!(A, x, y, α)
## Hermitian
rankUpdate!(A::HermOrSym{T,S}, a::StridedVector{T}, α::T) where {T<:BlasReal,S<:StridedMatrix} = BLAS.syr!(A.uplo, α, a, A.data)
rankUpdate!(A::HermOrSym{T,S}, a::StridedVector{T}) where {T<:BlasReal,S<:StridedMatrix} = rankUpdate!(one(T), a, A)
### Generic
function rankUpdate!(A::Hermitian, a::StridedVector, α::Real)
n = size(A, 1)
n == length(a) || throw(DimensionMismatch("a vector has wrong length"))
@inbounds for j in 1:n
ajc = a[j]'
for i in ((A.uplo == 'L') ? (j:n) : (1:j))
A.data[i,j] += a[i]*α*ajc
end
end
return A
end
# Deprecated 11 October 2018
Base.@deprecate rankUpdate!(α::Real, a::StridedVector, A::Hermitian) rankUpdate!(A, a, α)
# Rank k update
## Real
rankUpdate!(C::HermOrSym{T,S}, A::StridedMatrix{T}, α::T, β::T) where {T<:BlasReal,S<:StridedMatrix} = syrk!(C.uplo, 'N', α, A, β, C.data)
## Complex
rankUpdate!(C::Hermitian{T,S}, A::StridedMatrix{Complex{T}}, α::T, β::T) where {T<:BlasReal,S<:StridedMatrix} = herk!(C.uplo, 'N', α, A, β, C.data)
### Generic
function rankUpdate!(C::Hermitian, A::StridedVecOrMat, α::Real)
n = size(C, 1)
n == size(A, 1) || throw(DimensionMismatch("first dimension of A has wrong size"))
@inbounds if C.uplo == 'L' # branch outside the loop to have larger loop to optimize
for k in 1:size(A, 2)
for j in 1:n
ajkc = A[j,k]'
for i in j:n
C.data[i,j] += A[i,k]*α*ajkc
end
end
end
else
for k in 1:size(A, 2)
for j in 1:n
ajkc = A[j,k]'
for i in 1:j
C.data[i,j] += A[i,k]*α*ajkc
end
end
end
end
return C
end
# Deprecated 11 October 2018
Base.@deprecate rankUpdate!(α::Real, A::StridedVecOrMat, C::Hermitian) rankUpdate!(C, A, α)
Base.@deprecate rankUpdate!(α::Real, A::StridedVecOrMat, β::Real, C::Hermitian) rankUpdate!(C, A, α, β)
if VERSION < v"1.3.0-alpha.115"
# BLAS style mul!
## gemv
mul!(y::StridedVector{T}, A::StridedMatrix{T}, x::StridedVector{T}, α::T, β::T) where {T<:BlasFloat} = gemv!('N', α, A, x, β, y)
mul!(y::StridedVector{T}, A::Adjoint{T,<:StridedMatrix{T}}, x::StridedVector{T}, α::T, β::T) where {T<:BlasFloat} = gemv!('C', α, parent(adjA), x, β, y)
## gemm
mul!(C::StridedMatrix{T}, A::StridedMatrix{T}, B::StridedMatrix{T}, α::T, β::T) where {T<:BlasFloat} = BLAS.gemm!('N', 'N', α, A, B, β, C)
mul!(C::StridedMatrix{T}, adjA::Adjoint{T,<:StridedMatrix{T}}, B::StridedMatrix{T}, α::T, β::T) where {T<:BlasFloat} = BLAS.gemm!('C', 'N', α, parent(adjA), B, β, C)
# Not optimized since it is a generic fallback. Can probably soon be removed when the signatures in base have been updated.
function mul!(C::StridedVecOrMat,
A::StridedMatrix,
B::StridedVecOrMat,
α::Number,
β::Number)
m, n = size(C, 1), size(C, 2)
k = size(A, 2)
if β != 1
if β == 0
fill!(C, 0)
else
rmul!(C, β)
end
end
for j = 1:n
for i = 1:m
for l = 1:k
C[i,j] += α*A[i,l]*B[l,j]
end
end
end
return C
end
function mul!(C::StridedVecOrMat,
adjA::Adjoint{<:Number,<:StridedMatrix},
B::StridedVecOrMat,
α::Number,
β::Number)
A = parent(adjA)
m, n = size(C, 1), size(C, 2)
k = size(A, 1)
if β != 1
if β == 0
fill!(C, 0)
else
rmul!(C, β)
end
end
for j = 1:n
for i = 1:m
for l = 1:k
C[i,j] += α*A[l,i]'*B[l,j]
end
end
end
return C
end
## trmm like
### BLAS versions
mul!(A::UpperTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'U', 'N', 'N', α, A.data, B)
mul!(A::LowerTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'L', 'N', 'N', α, A.data, B)
mul!(A::UnitUpperTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'U', 'N', 'U', α, A.data, B)
mul!(A::UnitLowerTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'L', 'N', 'U', α, A.data, B)
mul!(A::Adjoint{T,UpperTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'U', 'C', 'N', α, parent(A).data, B)
mul!(A::Adjoint{T,LowerTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'L', 'C', 'N', α, parent(A).data, B)
mul!(A::Adjoint{T,UnitUpperTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'U', 'C', 'U', α, parent(A).data, B)
mul!(A::Adjoint{T,UnitLowerTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'L', 'C', 'U', α, parent(A).data, B)
end # VERSION
### Generic fallbacks
function lmul!(A::UpperTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = A.data
m, n = size(B)
for i = 1:m
for j = 1:n
B[i,j] = α*AA[i,i]*B[i,j]
for l = i + 1:m
B[i,j] += α*AA[i,l]*B[l,j]
end
end
end
return B
end
function lmul!(A::LowerTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = A.data
m, n = size(B)
for i = m:-1:1
for j = 1:n
B[i,j] = α*AA[i,i]*B[i,j]
for l = 1:i - 1
B[i,j] += α*AA[i,l]*B[l,j]
end
end
end
return B
end
function lmul!(A::UnitUpperTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = A.data
m, n = size(B)
for i = 1:m
for j = 1:n
B[i,j] = α*B[i,j]
for l = i + 1:m
B[i,j] = α*AA[i,l]*B[l,j]
end
end
end
return B
end
function lmul!(A::UnitLowerTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = A.data
m, n = size(B)
for i = m:-1:1
for j = 1:n
B[i,j] = α*B[i,j]
for l = 1:i - 1
B[i,j] += α*AA[i,l]*B[l,j]
end
end
end
return B
end
function lmul!(A::Adjoint{T,UpperTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = parent(A).data
m, n = size(B)
for i = m:-1:1
for j = 1:n
B[i,j] = α*AA[i,i]*B[i,j]
for l = 1:i - 1
B[i,j] += α*AA[l,i]'*B[l,j]
end
end
end
return B
end
function lmul!(A::Adjoint{T,LowerTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = parent(A).data
m, n = size(B)
for i = 1:m
for j = 1:n
B[i,j] = α*AA[i,i]*B[i,j]
for l = i + 1:m
B[i,j] += α*AA[l,i]'*B[l,j]
end
end
end
return B
end
function lmul!(A::Adjoint{T,UnitUpperTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = parent(A).data
m, n = size(B)
for i = m:-1:1
for j = 1:n
B[i,j] = α*B[i,j]
for l = 1:i - 1
B[i,j] += α*AA[l,i]'*B[l,j]
end
end
end
return B
end
function lmul!(A::Adjoint{T,UnitLowerTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = parent(A).data
m, n = size(B)
for i = 1:m
for j = 1:n
B[i,j] = α*B[i,j]
for l = i + 1:m
B[i,j] = α*AA[l,i]'*B[l,j]
end
end
end
return B
end