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746 lines
18 KiB
Go
746 lines
18 KiB
Go
// Copyright ©2015 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package mat
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import (
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"math"
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"gonum.org/v1/gonum/blas"
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"gonum.org/v1/gonum/blas/blas64"
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"gonum.org/v1/gonum/lapack/lapack64"
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)
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var (
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triDense *TriDense
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_ Matrix = triDense
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_ allMatrix = triDense
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_ denseMatrix = triDense
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_ Triangular = triDense
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_ RawTriangular = triDense
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_ MutableTriangular = triDense
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_ NonZeroDoer = triDense
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_ RowNonZeroDoer = triDense
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_ ColNonZeroDoer = triDense
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)
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const badTriCap = "mat: bad capacity for TriDense"
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// TriDense represents an upper or lower triangular matrix in dense storage
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// format.
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type TriDense struct {
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mat blas64.Triangular
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cap int
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}
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// Triangular represents a triangular matrix. Triangular matrices are always square.
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type Triangular interface {
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Matrix
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// Triangle returns the number of rows/columns in the matrix and its
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// orientation.
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Triangle() (n int, kind TriKind)
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// TTri is the equivalent of the T() method in the Matrix interface but
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// guarantees the transpose is of triangular type.
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TTri() Triangular
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}
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// A RawTriangular can return a blas64.Triangular representation of the receiver.
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// Changes to the blas64.Triangular.Data slice will be reflected in the original
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// matrix, changes to the N, Stride, Uplo and Diag fields will not.
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type RawTriangular interface {
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RawTriangular() blas64.Triangular
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}
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// A MutableTriangular can set elements of a triangular matrix.
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type MutableTriangular interface {
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Triangular
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SetTri(i, j int, v float64)
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}
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var (
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_ Matrix = TransposeTri{}
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_ Triangular = TransposeTri{}
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_ UntransposeTrier = TransposeTri{}
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)
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// TransposeTri is a type for performing an implicit transpose of a Triangular
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// matrix. It implements the Triangular interface, returning values from the
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// transpose of the matrix within.
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type TransposeTri struct {
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Triangular Triangular
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}
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// At returns the value of the element at row i and column j of the transposed
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// matrix, that is, row j and column i of the Triangular field.
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func (t TransposeTri) At(i, j int) float64 {
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return t.Triangular.At(j, i)
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}
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// Dims returns the dimensions of the transposed matrix. Triangular matrices are
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// square and thus this is the same size as the original Triangular.
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func (t TransposeTri) Dims() (r, c int) {
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c, r = t.Triangular.Dims()
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return r, c
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}
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// T performs an implicit transpose by returning the Triangular field.
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func (t TransposeTri) T() Matrix {
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return t.Triangular
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}
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// Triangle returns the number of rows/columns in the matrix and its orientation.
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func (t TransposeTri) Triangle() (int, TriKind) {
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n, upper := t.Triangular.Triangle()
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return n, !upper
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}
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// TTri performs an implicit transpose by returning the Triangular field.
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func (t TransposeTri) TTri() Triangular {
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return t.Triangular
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}
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// Untranspose returns the Triangular field.
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func (t TransposeTri) Untranspose() Matrix {
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return t.Triangular
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}
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func (t TransposeTri) UntransposeTri() Triangular {
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return t.Triangular
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}
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// NewTriDense creates a new Triangular matrix with n rows and columns. If data == nil,
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// a new slice is allocated for the backing slice. If len(data) == n*n, data is
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// used as the backing slice, and changes to the elements of the returned TriDense
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// will be reflected in data. If neither of these is true, NewTriDense will panic.
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// NewTriDense will panic if n is zero.
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//
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// The data must be arranged in row-major order, i.e. the (i*c + j)-th
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// element in the data slice is the {i, j}-th element in the matrix.
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// Only the values in the triangular portion corresponding to kind are used.
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func NewTriDense(n int, kind TriKind, data []float64) *TriDense {
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if n <= 0 {
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if n == 0 {
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panic(ErrZeroLength)
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}
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panic("mat: negative dimension")
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}
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if data != nil && len(data) != n*n {
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panic(ErrShape)
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}
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if data == nil {
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data = make([]float64, n*n)
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}
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uplo := blas.Lower
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if kind == Upper {
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uplo = blas.Upper
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}
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return &TriDense{
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mat: blas64.Triangular{
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N: n,
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Stride: n,
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Data: data,
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Uplo: uplo,
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Diag: blas.NonUnit,
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},
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cap: n,
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}
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}
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func (t *TriDense) Dims() (r, c int) {
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return t.mat.N, t.mat.N
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}
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// Triangle returns the dimension of t and its orientation. The returned
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// orientation is only valid when n is not empty.
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func (t *TriDense) Triangle() (n int, kind TriKind) {
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return t.mat.N, t.triKind()
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}
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func (t *TriDense) isUpper() bool {
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return isUpperUplo(t.mat.Uplo)
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}
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func (t *TriDense) triKind() TriKind {
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return TriKind(isUpperUplo(t.mat.Uplo))
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}
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func isUpperUplo(u blas.Uplo) bool {
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switch u {
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case blas.Upper:
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return true
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case blas.Lower:
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return false
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default:
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panic(badTriangle)
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}
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}
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func uploToTriKind(u blas.Uplo) TriKind {
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switch u {
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case blas.Upper:
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return Upper
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case blas.Lower:
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return Lower
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default:
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panic(badTriangle)
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}
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}
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// asSymBlas returns the receiver restructured as a blas64.Symmetric with the
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// same backing memory. Panics if the receiver is unit.
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// This returns a blas64.Symmetric and not a *SymDense because SymDense can only
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// be upper triangular.
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func (t *TriDense) asSymBlas() blas64.Symmetric {
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if t.mat.Diag == blas.Unit {
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panic("mat: cannot convert unit TriDense into blas64.Symmetric")
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}
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return blas64.Symmetric{
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N: t.mat.N,
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Stride: t.mat.Stride,
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Data: t.mat.Data,
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Uplo: t.mat.Uplo,
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}
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}
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// T performs an implicit transpose by returning the receiver inside a Transpose.
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func (t *TriDense) T() Matrix {
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return Transpose{t}
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}
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// TTri performs an implicit transpose by returning the receiver inside a TransposeTri.
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func (t *TriDense) TTri() Triangular {
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return TransposeTri{t}
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}
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func (t *TriDense) RawTriangular() blas64.Triangular {
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return t.mat
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}
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// SetRawTriangular sets the underlying blas64.Triangular used by the receiver.
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// Changes to elements in the receiver following the call will be reflected
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// in the input.
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//
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// The supplied Triangular must not use blas.Unit storage format.
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func (t *TriDense) SetRawTriangular(mat blas64.Triangular) {
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if mat.Diag == blas.Unit {
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panic("mat: cannot set TriDense with Unit storage format")
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}
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t.cap = mat.N
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t.mat = mat
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}
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// Reset empties the matrix so that it can be reused as the
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// receiver of a dimensionally restricted operation.
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//
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// Reset should not be used when the matrix shares backing data.
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// See the Reseter interface for more information.
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func (t *TriDense) Reset() {
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// N and Stride must be zeroed in unison.
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t.mat.N, t.mat.Stride = 0, 0
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// Defensively zero Uplo to ensure
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// it is set correctly later.
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t.mat.Uplo = 0
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t.mat.Data = t.mat.Data[:0]
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}
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// Zero sets all of the matrix elements to zero.
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func (t *TriDense) Zero() {
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if t.isUpper() {
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for i := 0; i < t.mat.N; i++ {
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zero(t.mat.Data[i*t.mat.Stride+i : i*t.mat.Stride+t.mat.N])
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}
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return
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}
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for i := 0; i < t.mat.N; i++ {
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zero(t.mat.Data[i*t.mat.Stride : i*t.mat.Stride+i+1])
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}
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}
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// IsEmpty returns whether the receiver is empty. Empty matrices can be the
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// receiver for size-restricted operations. The receiver can be emptied using
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// Reset.
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func (t *TriDense) IsEmpty() bool {
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// It must be the case that t.Dims() returns
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// zeros in this case. See comment in Reset().
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return t.mat.Stride == 0
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}
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// untranspose untransposes a matrix if applicable. If a is an Untransposer, then
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// untranspose returns the underlying matrix and true. If it is not, then it returns
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// the input matrix and false.
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func untransposeTri(a Triangular) (Triangular, bool) {
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if ut, ok := a.(UntransposeTrier); ok {
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return ut.UntransposeTri(), true
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}
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return a, false
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}
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// ReuseAsTri changes the receiver if it IsEmpty() to be of size n×n.
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//
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// ReuseAsTri re-uses the backing data slice if it has sufficient capacity,
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// otherwise a new slice is allocated. The backing data is zero on return.
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//
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// ReuseAsTri panics if the receiver is not empty, and panics if
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// the input size is less than one. To empty the receiver for re-use,
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// Reset should be used.
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func (t *TriDense) ReuseAsTri(n int, kind TriKind) {
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if n <= 0 {
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if n == 0 {
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panic(ErrZeroLength)
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}
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panic(ErrNegativeDimension)
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}
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if !t.IsEmpty() {
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panic(ErrReuseNonEmpty)
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}
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t.reuseAsZeroed(n, kind)
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}
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// reuseAsNonZeroed resizes a zero receiver to an n×n triangular matrix with the given
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// orientation. If the receiver is non-zero, reuseAsNonZeroed checks that the receiver
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// is the correct size and orientation.
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func (t *TriDense) reuseAsNonZeroed(n int, kind TriKind) {
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// reuseAsNonZeroed must be kept in sync with reuseAsZeroed.
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if n == 0 {
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panic(ErrZeroLength)
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}
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ul := blas.Lower
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if kind == Upper {
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ul = blas.Upper
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}
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if t.mat.N > t.cap {
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panic(badTriCap)
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}
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if t.IsEmpty() {
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t.mat = blas64.Triangular{
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N: n,
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Stride: n,
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Diag: blas.NonUnit,
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Data: use(t.mat.Data, n*n),
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Uplo: ul,
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}
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t.cap = n
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return
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}
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if t.mat.N != n {
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panic(ErrShape)
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}
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if t.mat.Uplo != ul {
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panic(ErrTriangle)
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}
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}
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// reuseAsZeroed resizes a zero receiver to an n×n triangular matrix with the given
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// orientation. If the receiver is non-zero, reuseAsZeroed checks that the receiver
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// is the correct size and orientation. It then zeros out the matrix data.
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func (t *TriDense) reuseAsZeroed(n int, kind TriKind) {
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// reuseAsZeroed must be kept in sync with reuseAsNonZeroed.
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if n == 0 {
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panic(ErrZeroLength)
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}
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ul := blas.Lower
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if kind == Upper {
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ul = blas.Upper
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}
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if t.mat.N > t.cap {
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panic(badTriCap)
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}
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if t.IsEmpty() {
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t.mat = blas64.Triangular{
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N: n,
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Stride: n,
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Diag: blas.NonUnit,
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Data: useZeroed(t.mat.Data, n*n),
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Uplo: ul,
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}
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t.cap = n
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return
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}
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if t.mat.N != n {
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panic(ErrShape)
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}
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if t.mat.Uplo != ul {
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panic(ErrTriangle)
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}
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t.Zero()
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}
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// isolatedWorkspace returns a new TriDense matrix w with the size of a and
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// returns a callback to defer which performs cleanup at the return of the call.
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// This should be used when a method receiver is the same pointer as an input argument.
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func (t *TriDense) isolatedWorkspace(a Triangular) (w *TriDense, restore func()) {
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n, kind := a.Triangle()
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if n == 0 {
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panic(ErrZeroLength)
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}
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w = getWorkspaceTri(n, kind, false)
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return w, func() {
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t.Copy(w)
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putWorkspaceTri(w)
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}
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}
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// DiagView returns the diagonal as a matrix backed by the original data.
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func (t *TriDense) DiagView() Diagonal {
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if t.mat.Diag == blas.Unit {
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panic("mat: cannot take view of Unit diagonal")
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}
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n := t.mat.N
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return &DiagDense{
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mat: blas64.Vector{
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N: n,
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Inc: t.mat.Stride + 1,
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Data: t.mat.Data[:(n-1)*t.mat.Stride+n],
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},
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}
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}
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// Copy makes a copy of elements of a into the receiver. It is similar to the
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// built-in copy; it copies as much as the overlap between the two matrices and
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// returns the number of rows and columns it copied. Only elements within the
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// receiver's non-zero triangle are set.
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//
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// See the Copier interface for more information.
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func (t *TriDense) Copy(a Matrix) (r, c int) {
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r, c = a.Dims()
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r = min(r, t.mat.N)
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c = min(c, t.mat.N)
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if r == 0 || c == 0 {
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return 0, 0
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}
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switch a := a.(type) {
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case RawMatrixer:
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amat := a.RawMatrix()
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if t.isUpper() {
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for i := 0; i < r; i++ {
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copy(t.mat.Data[i*t.mat.Stride+i:i*t.mat.Stride+c], amat.Data[i*amat.Stride+i:i*amat.Stride+c])
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}
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} else {
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for i := 0; i < r; i++ {
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copy(t.mat.Data[i*t.mat.Stride:i*t.mat.Stride+i+1], amat.Data[i*amat.Stride:i*amat.Stride+i+1])
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}
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}
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case RawTriangular:
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amat := a.RawTriangular()
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aIsUpper := isUpperUplo(amat.Uplo)
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tIsUpper := t.isUpper()
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switch {
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case tIsUpper && aIsUpper:
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for i := 0; i < r; i++ {
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copy(t.mat.Data[i*t.mat.Stride+i:i*t.mat.Stride+c], amat.Data[i*amat.Stride+i:i*amat.Stride+c])
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}
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case !tIsUpper && !aIsUpper:
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for i := 0; i < r; i++ {
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copy(t.mat.Data[i*t.mat.Stride:i*t.mat.Stride+i+1], amat.Data[i*amat.Stride:i*amat.Stride+i+1])
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}
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default:
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for i := 0; i < r; i++ {
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t.set(i, i, amat.Data[i*amat.Stride+i])
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}
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}
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default:
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isUpper := t.isUpper()
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for i := 0; i < r; i++ {
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if isUpper {
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for j := i; j < c; j++ {
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t.set(i, j, a.At(i, j))
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}
|
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} else {
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for j := 0; j <= i; j++ {
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t.set(i, j, a.At(i, j))
|
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}
|
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}
|
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}
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}
|
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return r, c
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}
|
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|
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// InverseTri computes the inverse of the triangular matrix a, storing the result
|
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// into the receiver. If a is ill-conditioned, a Condition error will be returned.
|
||
// Note that matrix inversion is numerically unstable, and should generally be
|
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// avoided where possible, for example by using the Solve routines.
|
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func (t *TriDense) InverseTri(a Triangular) error {
|
||
t.checkOverlapMatrix(a)
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n, _ := a.Triangle()
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t.reuseAsNonZeroed(a.Triangle())
|
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t.Copy(a)
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work := getFloats(3*n, false)
|
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iwork := getInts(n, false)
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cond := lapack64.Trcon(CondNorm, t.mat, work, iwork)
|
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putFloats(work)
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||
putInts(iwork)
|
||
if math.IsInf(cond, 1) {
|
||
return Condition(cond)
|
||
}
|
||
ok := lapack64.Trtri(t.mat)
|
||
if !ok {
|
||
return Condition(math.Inf(1))
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||
}
|
||
if cond > ConditionTolerance {
|
||
return Condition(cond)
|
||
}
|
||
return nil
|
||
}
|
||
|
||
// MulTri takes the product of triangular matrices a and b and places the result
|
||
// in the receiver. The size of a and b must match, and they both must have the
|
||
// same TriKind, or Mul will panic.
|
||
func (t *TriDense) MulTri(a, b Triangular) {
|
||
n, kind := a.Triangle()
|
||
nb, kindb := b.Triangle()
|
||
if n != nb {
|
||
panic(ErrShape)
|
||
}
|
||
if kind != kindb {
|
||
panic(ErrTriangle)
|
||
}
|
||
|
||
aU, _ := untransposeTri(a)
|
||
bU, _ := untransposeTri(b)
|
||
t.checkOverlapMatrix(bU)
|
||
t.checkOverlapMatrix(aU)
|
||
t.reuseAsNonZeroed(n, kind)
|
||
var restore func()
|
||
if t == aU {
|
||
t, restore = t.isolatedWorkspace(aU)
|
||
defer restore()
|
||
} else if t == bU {
|
||
t, restore = t.isolatedWorkspace(bU)
|
||
defer restore()
|
||
}
|
||
|
||
// Inspect types here, helps keep the loops later clean(er).
|
||
_, aDiag := aU.(Diagonal)
|
||
_, bDiag := bU.(Diagonal)
|
||
// If they are both diagonal only need 1 loop.
|
||
// All diagonal matrices are Upper.
|
||
// TODO: Add fast paths for DiagDense.
|
||
if aDiag && bDiag {
|
||
t.Zero()
|
||
for i := 0; i < n; i++ {
|
||
t.SetTri(i, i, a.At(i, i)*b.At(i, i))
|
||
}
|
||
return
|
||
}
|
||
|
||
// Now we know at least one matrix is non-diagonal.
|
||
// And all diagonal matrices are all Upper.
|
||
// The both-diagonal case is handled above.
|
||
// TODO: Add fast paths for Dense variants.
|
||
if kind == Upper {
|
||
for i := 0; i < n; i++ {
|
||
for j := i; j < n; j++ {
|
||
switch {
|
||
case aDiag:
|
||
t.SetTri(i, j, a.At(i, i)*b.At(i, j))
|
||
case bDiag:
|
||
t.SetTri(i, j, a.At(i, j)*b.At(j, j))
|
||
default:
|
||
var v float64
|
||
for k := i; k <= j; k++ {
|
||
v += a.At(i, k) * b.At(k, j)
|
||
}
|
||
t.SetTri(i, j, v)
|
||
}
|
||
}
|
||
}
|
||
return
|
||
}
|
||
for i := 0; i < n; i++ {
|
||
for j := 0; j <= i; j++ {
|
||
var v float64
|
||
for k := j; k <= i; k++ {
|
||
v += a.At(i, k) * b.At(k, j)
|
||
}
|
||
t.SetTri(i, j, v)
|
||
}
|
||
}
|
||
}
|
||
|
||
// ScaleTri multiplies the elements of a by f, placing the result in the receiver.
|
||
// If the receiver is non-zero, the size and kind of the receiver must match
|
||
// the input, or ScaleTri will panic.
|
||
func (t *TriDense) ScaleTri(f float64, a Triangular) {
|
||
n, kind := a.Triangle()
|
||
t.reuseAsNonZeroed(n, kind)
|
||
|
||
// TODO(btracey): Improve the set of fast-paths.
|
||
switch a := a.(type) {
|
||
case RawTriangular:
|
||
amat := a.RawTriangular()
|
||
if t != a {
|
||
t.checkOverlap(generalFromTriangular(amat))
|
||
}
|
||
if kind == Upper {
|
||
for i := 0; i < n; i++ {
|
||
ts := t.mat.Data[i*t.mat.Stride+i : i*t.mat.Stride+n]
|
||
as := amat.Data[i*amat.Stride+i : i*amat.Stride+n]
|
||
for i, v := range as {
|
||
ts[i] = v * f
|
||
}
|
||
}
|
||
return
|
||
}
|
||
for i := 0; i < n; i++ {
|
||
ts := t.mat.Data[i*t.mat.Stride : i*t.mat.Stride+i+1]
|
||
as := amat.Data[i*amat.Stride : i*amat.Stride+i+1]
|
||
for i, v := range as {
|
||
ts[i] = v * f
|
||
}
|
||
}
|
||
return
|
||
default:
|
||
t.checkOverlapMatrix(a)
|
||
isUpper := kind == Upper
|
||
for i := 0; i < n; i++ {
|
||
if isUpper {
|
||
for j := i; j < n; j++ {
|
||
t.set(i, j, f*a.At(i, j))
|
||
}
|
||
} else {
|
||
for j := 0; j <= i; j++ {
|
||
t.set(i, j, f*a.At(i, j))
|
||
}
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
// Trace returns the trace of the matrix.
|
||
func (t *TriDense) Trace() float64 {
|
||
// TODO(btracey): could use internal asm sum routine.
|
||
var v float64
|
||
for i := 0; i < t.mat.N; i++ {
|
||
v += t.mat.Data[i*t.mat.Stride+i]
|
||
}
|
||
return v
|
||
}
|
||
|
||
// copySymIntoTriangle copies a symmetric matrix into a TriDense
|
||
func copySymIntoTriangle(t *TriDense, s Symmetric) {
|
||
n, upper := t.Triangle()
|
||
ns := s.Symmetric()
|
||
if n != ns {
|
||
panic("mat: triangle size mismatch")
|
||
}
|
||
ts := t.mat.Stride
|
||
if rs, ok := s.(RawSymmetricer); ok {
|
||
sd := rs.RawSymmetric()
|
||
ss := sd.Stride
|
||
if upper {
|
||
if sd.Uplo == blas.Upper {
|
||
for i := 0; i < n; i++ {
|
||
copy(t.mat.Data[i*ts+i:i*ts+n], sd.Data[i*ss+i:i*ss+n])
|
||
}
|
||
return
|
||
}
|
||
for i := 0; i < n; i++ {
|
||
for j := i; j < n; j++ {
|
||
t.mat.Data[i*ts+j] = sd.Data[j*ss+i]
|
||
}
|
||
}
|
||
return
|
||
}
|
||
if sd.Uplo == blas.Upper {
|
||
for i := 0; i < n; i++ {
|
||
for j := 0; j <= i; j++ {
|
||
t.mat.Data[i*ts+j] = sd.Data[j*ss+i]
|
||
}
|
||
}
|
||
return
|
||
}
|
||
for i := 0; i < n; i++ {
|
||
copy(t.mat.Data[i*ts:i*ts+i+1], sd.Data[i*ss:i*ss+i+1])
|
||
}
|
||
return
|
||
}
|
||
if upper {
|
||
for i := 0; i < n; i++ {
|
||
for j := i; j < n; j++ {
|
||
t.mat.Data[i*ts+j] = s.At(i, j)
|
||
}
|
||
}
|
||
return
|
||
}
|
||
for i := 0; i < n; i++ {
|
||
for j := 0; j <= i; j++ {
|
||
t.mat.Data[i*ts+j] = s.At(i, j)
|
||
}
|
||
}
|
||
}
|
||
|
||
// DoNonZero calls the function fn for each of the non-zero elements of t. The function fn
|
||
// takes a row/column index and the element value of t at (i, j).
|
||
func (t *TriDense) DoNonZero(fn func(i, j int, v float64)) {
|
||
if t.isUpper() {
|
||
for i := 0; i < t.mat.N; i++ {
|
||
for j := i; j < t.mat.N; j++ {
|
||
v := t.at(i, j)
|
||
if v != 0 {
|
||
fn(i, j, v)
|
||
}
|
||
}
|
||
}
|
||
return
|
||
}
|
||
for i := 0; i < t.mat.N; i++ {
|
||
for j := 0; j <= i; j++ {
|
||
v := t.at(i, j)
|
||
if v != 0 {
|
||
fn(i, j, v)
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
// DoRowNonZero calls the function fn for each of the non-zero elements of row i of t. The function fn
|
||
// takes a row/column index and the element value of t at (i, j).
|
||
func (t *TriDense) DoRowNonZero(i int, fn func(i, j int, v float64)) {
|
||
if i < 0 || t.mat.N <= i {
|
||
panic(ErrRowAccess)
|
||
}
|
||
if t.isUpper() {
|
||
for j := i; j < t.mat.N; j++ {
|
||
v := t.at(i, j)
|
||
if v != 0 {
|
||
fn(i, j, v)
|
||
}
|
||
}
|
||
return
|
||
}
|
||
for j := 0; j <= i; j++ {
|
||
v := t.at(i, j)
|
||
if v != 0 {
|
||
fn(i, j, v)
|
||
}
|
||
}
|
||
}
|
||
|
||
// DoColNonZero calls the function fn for each of the non-zero elements of column j of t. The function fn
|
||
// takes a row/column index and the element value of t at (i, j).
|
||
func (t *TriDense) DoColNonZero(j int, fn func(i, j int, v float64)) {
|
||
if j < 0 || t.mat.N <= j {
|
||
panic(ErrColAccess)
|
||
}
|
||
if t.isUpper() {
|
||
for i := 0; i <= j; i++ {
|
||
v := t.at(i, j)
|
||
if v != 0 {
|
||
fn(i, j, v)
|
||
}
|
||
}
|
||
return
|
||
}
|
||
for i := j; i < t.mat.N; i++ {
|
||
v := t.at(i, j)
|
||
if v != 0 {
|
||
fn(i, j, v)
|
||
}
|
||
}
|
||
}
|