topic triangularize a matrix in one go i.e. drotg & dlasr in Intel® oneAPI Math Kernel Library

triangularize a matrix in one go i.e. drotg & dlasr

Azua_Garcia__Giovann — Thu, 31 May 2012 20:40:29 GMT

Hello,

I have been trying to use Givens rotations via a combination of drotg and dlasr but have not been able to get it right. Can anyone please help me out. Please find below the self contained code of what I am trying to acomplish.

Many thanks in advance,
Best regards,
Giovanni

[cpp]/* * test.cc * * Created on: May 31, 2012 * Author: Giovanni Azua */ #include #include #include #include #include #include #include static const int ROWS = 3; static const int COLS = 3; static double matrix[ROWS][COLS]; static void print_matrix() { int rows = ROWS; int cols = COLS; printf("matrix of dimensions %dx%d: \n", rows, cols); for (int i=0; i < rows; ++i) { for (int j=0; j < cols; ++j) { printf("%f ", matrix); } printf("\n"); } } int main(int argc, char** argv) { // create a simple matrix in "column major" with 1's in the // upper triangule and 2s in the band below the diagonal // now I want to get rid of the 2s using Givens rotations matrix[0][0] = 1; matrix[1][0] = 1; matrix[2][0] = 1; matrix[0][1] = 2; matrix[1][1] = 1; matrix[2][1] = 1; matrix[0][2] = 0; matrix[1][2] = 2; matrix[2][2] = 1; print_matrix(); double c[COLS]; double s[COLS]; // create the rotations for (int j = 0; j < (COLS - 1); j++) { double a = matrix; double b = matrix[j + 1]; cblas_drotg(&a, &b, &c, &s); } // apply the rotations along the diagonal char side = 'L'; char pivot = 'V'; char direct = 'F'; lapack_int m = ROWS; lapack_int n = COLS; lapack_int lda = ROWS; dlasr(&side, &pivot, &direct, &m, &n, c, s, (double*) matrix, &lda); print_matrix(); return 0; }[/cpp]

triangularize a matrix in one go i.e. drotg & dlasr

Azua_Garcia__Giovann — Fri, 01 Jun 2012 16:21:09 GMT

Oh, never mind, figured it out. Kind of hate that I need to copy over the c and s values at line 53.

[cpp]/* * rotations_sandbox.cc * * Created on: May 31, 2012 * Author: Giovanni Azua */ #include #include #include #include #include #include #include static const int ROWS = 3; static const int COLS = 3; static double matrix[ROWS][COLS]; static void print_matrix() { int rows = ROWS; int cols = COLS; printf("matrix of dimensions %dx%d: n", rows, cols); for (int i=0; i < rows; ++i) { for (int j=0; j < cols; ++j) { printf("%f ", matrix); } printf("n"); } } int main(int argc, char** argv) { // create a simple matrix in "column major" with 1's in the // upper triangule and 2s in the band below the diagonal // now I want to get rid of the 2s using Givens rotations matrix[0][0] = 1; matrix[1][0] = 1; matrix[2][0] = 1; matrix[0][1] = 2; matrix[1][1] = 1; matrix[2][1] = 1; matrix[0][2] = 0; matrix[1][2] = 2; matrix[2][2] = 1; print_matrix(); double cc[COLS]; double ss[COLS]; // create the rotations for (int j = 0; j < COLS; j++) { double a = matrix; double b = matrix[j + 1]; double c = 0.0; double s = 0.0; double r = 0.0; dlartg(&a, &b, &c, &s, &r); for (int jj = j; jj < COLS; ++jj) { cc[jj] = c; ss[jj] = s; } // apply the rotations along the diagonal char side = 'L'; char pivot = 'V'; char direct = 'F'; lapack_int m = ROWS - j; lapack_int n = COLS - j; lapack_int lda = ROWS; dlasr(&side, &pivot, &direct, &m, &n, &cc, &ss, ((double*) matrix) + j*ROWS + j, &lda); print_matrix(); } return 0; } [/cpp]