org.hipparchus.linear.BlockRealMatrix Maven / Gradle / Ivy
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/*
* This is not the original file distributed by the Apache Software Foundation
* It has been modified by the Hipparchus project
*/
package org.hipparchus.linear;
import java.io.Serializable;
import java.util.Arrays;
import org.hipparchus.exception.LocalizedCoreFormats;
import org.hipparchus.exception.MathIllegalArgumentException;
import org.hipparchus.exception.NullArgumentException;
import org.hipparchus.util.FastMath;
import org.hipparchus.util.MathUtils;
/**
* Cache-friendly implementation of RealMatrix using a flat arrays to store
* square blocks of the matrix.
*
* This implementation is specially designed to be cache-friendly. Square blocks are
* stored as small arrays and allow efficient traversal of data both in row major direction
* and columns major direction, one block at a time. This greatly increases performances
* for algorithms that use crossed directions loops like multiplication or transposition.
*
*
* The size of square blocks is a static parameter. It may be tuned according to the cache
* size of the target computer processor. As a rule of thumbs, it should be the largest
* value that allows three blocks to be simultaneously cached (this is necessary for example
* for matrix multiplication). The default value is to use 52x52 blocks which is well suited
* for processors with 64k L1 cache (one block holds 2704 values or 21632 bytes). This value
* could be lowered to 36x36 for processors with 32k L1 cache.
*
*
* The regular blocks represent {@link #BLOCK_SIZE} x {@link #BLOCK_SIZE} squares. Blocks
* at right hand side and bottom side may be smaller to fit matrix dimensions. The square
* blocks are flattened in row major order in single dimension arrays which are therefore
* {@link #BLOCK_SIZE}2 elements long for regular blocks. The blocks are themselves
* organized in row major order.
*
*
* As an example, for a block size of 52x52, a 100x60 matrix would be stored in 4 blocks.
* Block 0 would be a {@code double[2704]} array holding the upper left 52x52 square, block 1
* would be a {@code double[416]} array holding the upper right 52x8 rectangle, block 2 would
* be a {@code double[2496]} array holding the lower left 48x52 rectangle and block 3 would
* be a {@code double[384]} array holding the lower right 48x8 rectangle.
*
*
* The layout complexity overhead versus simple mapping of matrices to java
* arrays is negligible for small matrices (about 1%). The gain from cache efficiency leads
* to up to 3-fold improvements for matrices of moderate to large size.
*
*/
public class BlockRealMatrix extends AbstractRealMatrix implements Serializable {
/** Block size. */
public static final int BLOCK_SIZE = 52;
/** Serializable version identifier */
private static final long serialVersionUID = 4991895511313664478L;
/** Blocks of matrix entries. */
private final double blocks[][];
/** Number of rows of the matrix. */
private final int rows;
/** Number of columns of the matrix. */
private final int columns;
/** Number of block rows of the matrix. */
private final int blockRows;
/** Number of block columns of the matrix. */
private final int blockColumns;
/**
* Create a new matrix with the supplied row and column dimensions.
*
* @param rows the number of rows in the new matrix
* @param columns the number of columns in the new matrix
* @throws MathIllegalArgumentException if row or column dimension is not
* positive.
*/
public BlockRealMatrix(final int rows, final int columns)
throws MathIllegalArgumentException {
super(rows, columns);
this.rows = rows;
this.columns = columns;
// number of blocks
blockRows = (rows + BLOCK_SIZE - 1) / BLOCK_SIZE;
blockColumns = (columns + BLOCK_SIZE - 1) / BLOCK_SIZE;
// allocate storage blocks, taking care of smaller ones at right and bottom
blocks = createBlocksLayout(rows, columns);
}
/**
* Create a new dense matrix copying entries from raw layout data.
* The input array must already be in raw layout.
* Calling this constructor is equivalent to call:
*
matrix = new BlockRealMatrix(rawData.length, rawData[0].length,
* toBlocksLayout(rawData), false);
*
*
* @param rawData data for new matrix, in raw layout
* @throws MathIllegalArgumentException if the shape of {@code blockData} is
* inconsistent with block layout.
* @throws MathIllegalArgumentException if row or column dimension is not
* positive.
* @see #BlockRealMatrix(int, int, double[][], boolean)
*/
public BlockRealMatrix(final double[][] rawData)
throws MathIllegalArgumentException {
this(rawData.length, rawData[0].length, toBlocksLayout(rawData), false);
}
/**
* Create a new dense matrix copying entries from block layout data.
* The input array must already be in blocks layout.
*
* @param rows Number of rows in the new matrix.
* @param columns Number of columns in the new matrix.
* @param blockData data for new matrix
* @param copyArray Whether the input array will be copied or referenced.
* @throws MathIllegalArgumentException if the shape of {@code blockData} is
* inconsistent with block layout.
* @throws MathIllegalArgumentException if row or column dimension is not
* positive.
* @see #createBlocksLayout(int, int)
* @see #toBlocksLayout(double[][])
* @see #BlockRealMatrix(double[][])
*/
public BlockRealMatrix(final int rows, final int columns,
final double[][] blockData, final boolean copyArray) // NOPMD - array copy is taken care of by parameter
throws MathIllegalArgumentException {
super(rows, columns);
this.rows = rows;
this.columns = columns;
// number of blocks
blockRows = (rows + BLOCK_SIZE - 1) / BLOCK_SIZE;
blockColumns = (columns + BLOCK_SIZE - 1) / BLOCK_SIZE;
if (copyArray) {
// allocate storage blocks, taking care of smaller ones at right and bottom
blocks = new double[blockRows * blockColumns][];
} else {
// reference existing array
blocks = blockData;
}
int index = 0;
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int iHeight = blockHeight(iBlock);
for (int jBlock = 0; jBlock < blockColumns; ++jBlock, ++index) {
if (blockData[index].length != iHeight * blockWidth(jBlock)) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH,
blockData[index].length,
iHeight * blockWidth(jBlock));
}
if (copyArray) {
blocks[index] = blockData[index].clone();
}
}
}
}
/**
* Convert a data array from raw layout to blocks layout.
*
* Raw layout is the straightforward layout where element at row i and
* column j is in array element rawData[i][j]. Blocks layout
* is the layout used in {@link BlockRealMatrix} instances, where the matrix
* is split in square blocks (except at right and bottom side where blocks may
* be rectangular to fit matrix size) and each block is stored in a flattened
* one-dimensional array.
*
*
* This method creates an array in blocks layout from an input array in raw layout.
* It can be used to provide the array argument of the {@link
* #BlockRealMatrix(int, int, double[][], boolean)} constructor.
*
* @param rawData Data array in raw layout.
* @return a new data array containing the same entries but in blocks layout.
* @throws MathIllegalArgumentException if {@code rawData} is not rectangular.
* @see #createBlocksLayout(int, int)
* @see #BlockRealMatrix(int, int, double[][], boolean)
*/
public static double[][] toBlocksLayout(final double[][] rawData)
throws MathIllegalArgumentException {
final int rows = rawData.length;
final int columns = rawData[0].length;
final int blockRows = (rows + BLOCK_SIZE - 1) / BLOCK_SIZE;
final int blockColumns = (columns + BLOCK_SIZE - 1) / BLOCK_SIZE;
// safety checks
for (int i = 0; i < rawData.length; ++i) {
final int length = rawData[i].length;
if (length != columns) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH,
columns, length);
}
}
// convert array
final double[][] blocks = new double[blockRows * blockColumns][];
int blockIndex = 0;
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
final int iHeight = pEnd - pStart;
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
final int jWidth = qEnd - qStart;
// allocate new block
final double[] block = new double[iHeight * jWidth];
blocks[blockIndex] = block;
// copy data
int index = 0;
for (int p = pStart; p < pEnd; ++p) {
System.arraycopy(rawData[p], qStart, block, index, jWidth);
index += jWidth;
}
++blockIndex;
}
}
return blocks;
}
/**
* Create a data array in blocks layout.
*
* This method can be used to create the array argument of the {@link
* #BlockRealMatrix(int, int, double[][], boolean)} constructor.
*
* @param rows Number of rows in the new matrix.
* @param columns Number of columns in the new matrix.
* @return a new data array in blocks layout.
* @see #toBlocksLayout(double[][])
* @see #BlockRealMatrix(int, int, double[][], boolean)
*/
public static double[][] createBlocksLayout(final int rows, final int columns) {
final int blockRows = (rows + BLOCK_SIZE - 1) / BLOCK_SIZE;
final int blockColumns = (columns + BLOCK_SIZE - 1) / BLOCK_SIZE;
final double[][] blocks = new double[blockRows * blockColumns][];
int blockIndex = 0;
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
final int iHeight = pEnd - pStart;
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
final int jWidth = qEnd - qStart;
blocks[blockIndex] = new double[iHeight * jWidth];
++blockIndex;
}
}
return blocks;
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix createMatrix(final int rowDimension,
final int columnDimension)
throws MathIllegalArgumentException {
return new BlockRealMatrix(rowDimension, columnDimension);
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix copy() {
// create an empty matrix
BlockRealMatrix copied = new BlockRealMatrix(rows, columns);
// copy the blocks
for (int i = 0; i < blocks.length; ++i) {
System.arraycopy(blocks[i], 0, copied.blocks[i], 0, blocks[i].length);
}
return copied;
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix add(final RealMatrix m)
throws MathIllegalArgumentException {
if (m instanceof BlockRealMatrix) {
return add((BlockRealMatrix) m);
} else {
// safety check
MatrixUtils.checkAdditionCompatible(this, m);
final BlockRealMatrix out = new BlockRealMatrix(rows, columns);
// perform addition block-wise, to ensure good cache behavior
int blockIndex = 0;
for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) {
// perform addition on the current block
final double[] outBlock = out.blocks[blockIndex];
final double[] tBlock = blocks[blockIndex];
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
for (int q = qStart; q < qEnd; ++q) {
outBlock[k] = tBlock[k] + m.getEntry(p, q);
++k;
}
}
// go to next block
++blockIndex;
}
}
return out;
}
}
/**
* Compute the sum of this matrix and {@code m}.
*
* @param m Matrix to be added.
* @return {@code this} + m.
* @throws MathIllegalArgumentException if {@code m} is not the same
* size as this matrix.
*/
public BlockRealMatrix add(final BlockRealMatrix m)
throws MathIllegalArgumentException {
// safety check
MatrixUtils.checkAdditionCompatible(this, m);
final BlockRealMatrix out = new BlockRealMatrix(rows, columns);
// perform addition block-wise, to ensure good cache behavior
for (int blockIndex = 0; blockIndex < out.blocks.length; ++blockIndex) {
final double[] outBlock = out.blocks[blockIndex];
final double[] tBlock = blocks[blockIndex];
final double[] mBlock = m.blocks[blockIndex];
for (int k = 0; k < outBlock.length; ++k) {
outBlock[k] = tBlock[k] + mBlock[k];
}
}
return out;
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix subtract(final RealMatrix m)
throws MathIllegalArgumentException {
if (m instanceof BlockRealMatrix) {
return subtract((BlockRealMatrix) m);
} else {
// safety check
MatrixUtils.checkSubtractionCompatible(this, m);
final BlockRealMatrix out = new BlockRealMatrix(rows, columns);
// perform subtraction block-wise, to ensure good cache behavior
int blockIndex = 0;
for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) {
// perform subtraction on the current block
final double[] outBlock = out.blocks[blockIndex];
final double[] tBlock = blocks[blockIndex];
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
for (int q = qStart; q < qEnd; ++q) {
outBlock[k] = tBlock[k] - m.getEntry(p, q);
++k;
}
}
// go to next block
++blockIndex;
}
}
return out;
}
}
/**
* Subtract {@code m} from this matrix.
*
* @param m Matrix to be subtracted.
* @return {@code this} - m.
* @throws MathIllegalArgumentException if {@code m} is not the
* same size as this matrix.
*/
public BlockRealMatrix subtract(final BlockRealMatrix m)
throws MathIllegalArgumentException {
// safety check
MatrixUtils.checkSubtractionCompatible(this, m);
final BlockRealMatrix out = new BlockRealMatrix(rows, columns);
// perform subtraction block-wise, to ensure good cache behavior
for (int blockIndex = 0; blockIndex < out.blocks.length; ++blockIndex) {
final double[] outBlock = out.blocks[blockIndex];
final double[] tBlock = blocks[blockIndex];
final double[] mBlock = m.blocks[blockIndex];
for (int k = 0; k < outBlock.length; ++k) {
outBlock[k] = tBlock[k] - mBlock[k];
}
}
return out;
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix scalarAdd(final double d) {
final BlockRealMatrix out = new BlockRealMatrix(rows, columns);
// perform subtraction block-wise, to ensure good cache behavior
for (int blockIndex = 0; blockIndex < out.blocks.length; ++blockIndex) {
final double[] outBlock = out.blocks[blockIndex];
final double[] tBlock = blocks[blockIndex];
for (int k = 0; k < outBlock.length; ++k) {
outBlock[k] = tBlock[k] + d;
}
}
return out;
}
/** {@inheritDoc} */
@Override
public RealMatrix scalarMultiply(final double d) {
final BlockRealMatrix out = new BlockRealMatrix(rows, columns);
// perform subtraction block-wise, to ensure good cache behavior
for (int blockIndex = 0; blockIndex < out.blocks.length; ++blockIndex) {
final double[] outBlock = out.blocks[blockIndex];
final double[] tBlock = blocks[blockIndex];
for (int k = 0; k < outBlock.length; ++k) {
outBlock[k] = tBlock[k] * d;
}
}
return out;
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix multiply(final RealMatrix m)
throws MathIllegalArgumentException {
if (m instanceof BlockRealMatrix) {
return multiply((BlockRealMatrix) m);
} else {
// safety check
MatrixUtils.checkMultiplicationCompatible(this, m);
final BlockRealMatrix out = new BlockRealMatrix(rows, m.getColumnDimension());
// perform multiplication block-wise, to ensure good cache behavior
int blockIndex = 0;
for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) {
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, m.getColumnDimension());
// select current block
final double[] outBlock = out.blocks[blockIndex];
// perform multiplication on current block
for (int kBlock = 0; kBlock < blockColumns; ++kBlock) {
final int kWidth = blockWidth(kBlock);
final double[] tBlock = blocks[iBlock * blockColumns + kBlock];
final int rStart = kBlock * BLOCK_SIZE;
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
final int lStart = (p - pStart) * kWidth;
final int lEnd = lStart + kWidth;
for (int q = qStart; q < qEnd; ++q) {
double sum = 0;
int r = rStart;
for (int l = lStart; l < lEnd; ++l) {
sum += tBlock[l] * m.getEntry(r++, q);
}
outBlock[k] += sum;
++k;
}
}
}
// go to next block
++blockIndex;
}
}
return out;
}
}
/**
* Returns the result of postmultiplying this by {@code m}.
*
* @param m Matrix to postmultiply by.
* @return {@code this} * m.
* @throws MathIllegalArgumentException if the matrices are not compatible.
*/
public BlockRealMatrix multiply(BlockRealMatrix m)
throws MathIllegalArgumentException {
// safety check
MatrixUtils.checkMultiplicationCompatible(this, m);
final BlockRealMatrix out = new BlockRealMatrix(rows, m.columns);
// perform multiplication block-wise, to ensure good cache behavior
int blockIndex = 0;
for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) {
final int jWidth = out.blockWidth(jBlock);
final int jWidth2 = jWidth + jWidth;
final int jWidth3 = jWidth2 + jWidth;
final int jWidth4 = jWidth3 + jWidth;
// select current block
final double[] outBlock = out.blocks[blockIndex];
// perform multiplication on current block
for (int kBlock = 0; kBlock < blockColumns; ++kBlock) {
final int kWidth = blockWidth(kBlock);
final double[] tBlock = blocks[iBlock * blockColumns + kBlock];
final double[] mBlock = m.blocks[kBlock * m.blockColumns + jBlock];
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
final int lStart = (p - pStart) * kWidth;
final int lEnd = lStart + kWidth;
for (int nStart = 0; nStart < jWidth; ++nStart) {
double sum = 0;
int l = lStart;
int n = nStart;
while (l < lEnd - 3) {
sum += tBlock[l] * mBlock[n] +
tBlock[l + 1] * mBlock[n + jWidth] +
tBlock[l + 2] * mBlock[n + jWidth2] +
tBlock[l + 3] * mBlock[n + jWidth3];
l += 4;
n += jWidth4;
}
while (l < lEnd) {
sum += tBlock[l++] * mBlock[n];
n += jWidth;
}
outBlock[k] += sum;
++k;
}
}
}
// go to next block
++blockIndex;
}
}
return out;
}
/**
* Returns the result of postmultiplying {@code this} by {@code m^T}.
* @param m matrix to first transpose and second postmultiply by
* @return {@code this * m^T}
* @throws MathIllegalArgumentException if
* {@code columnDimension(this) != columnDimension(m)}
* @since 1.3
*/
public BlockRealMatrix multiplyTransposed(BlockRealMatrix m)
throws MathIllegalArgumentException {
// safety check
MatrixUtils.checkSameColumnDimension(this, m);
final BlockRealMatrix out = new BlockRealMatrix(rows, m.rows);
// perform multiplication block-wise, to ensure good cache behavior
int blockIndex = 0;
for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) {
final int jWidth = out.blockWidth(jBlock);
// select current block
final double[] outBlock = out.blocks[blockIndex];
// perform multiplication on current block
for (int kBlock = 0; kBlock < blockColumns; ++kBlock) {
final int kWidth = blockWidth(kBlock);
final double[] tBlock = blocks[iBlock * blockColumns + kBlock];
final double[] mBlock = m.blocks[jBlock * m.blockColumns + kBlock];
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
final int lStart = (p - pStart) * kWidth;
final int lEnd = lStart + kWidth;
for (int nStart = 0; nStart < jWidth * kWidth; nStart += kWidth) {
double sum = 0;
int l = lStart;
int n = nStart;
while (l < lEnd - 3) {
sum += tBlock[l] * mBlock[n] +
tBlock[l + 1] * mBlock[n + 1] +
tBlock[l + 2] * mBlock[n + 2] +
tBlock[l + 3] * mBlock[n + 3];
l += 4;
n += 4;
}
while (l < lEnd) {
sum += tBlock[l++] * mBlock[n++];
}
outBlock[k] += sum;
++k;
}
}
}
// go to next block
++blockIndex;
}
}
return out;
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix multiplyTransposed(final RealMatrix m)
throws MathIllegalArgumentException {
if (m instanceof BlockRealMatrix) {
return multiplyTransposed((BlockRealMatrix) m);
} else {
// safety check
MatrixUtils.checkSameColumnDimension(this, m);
final BlockRealMatrix out = new BlockRealMatrix(rows, m.getRowDimension());
// perform multiplication block-wise, to ensure good cache behavior
int blockIndex = 0;
for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) {
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, m.getRowDimension());
// select current block
final double[] outBlock = out.blocks[blockIndex];
// perform multiplication on current block
for (int kBlock = 0; kBlock < blockColumns; ++kBlock) {
final int kWidth = blockWidth(kBlock);
final double[] tBlock = blocks[iBlock * blockColumns + kBlock];
final int rStart = kBlock * BLOCK_SIZE;
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
final int lStart = (p - pStart) * kWidth;
final int lEnd = lStart + kWidth;
for (int q = qStart; q < qEnd; ++q) {
double sum = 0;
int r = rStart;
for (int l = lStart; l < lEnd; ++l) {
sum += tBlock[l] * m.getEntry(q, r++);
}
outBlock[k] += sum;
++k;
}
}
}
// go to next block
++blockIndex;
}
}
return out;
}
}
/**
* Returns the result of postmultiplying {@code this^T} by {@code m}.
* @param m matrix to postmultiply by
* @return {@code this^T * m}
* @throws MathIllegalArgumentException if
* {@code columnDimension(this) != columnDimension(m)}
* @since 1.3
*/
public BlockRealMatrix transposeMultiply(final BlockRealMatrix m)
throws MathIllegalArgumentException {
// safety check
MatrixUtils.checkSameRowDimension(this, m);
final BlockRealMatrix out = new BlockRealMatrix(columns, m.columns);
// perform multiplication block-wise, to ensure good cache behavior
int blockIndex = 0;
for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) {
final int iHeight = out.blockHeight(iBlock);
final int iHeight2 = iHeight + iHeight;
final int iHeight3 = iHeight2 + iHeight;
final int iHeight4 = iHeight3 + iHeight;
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, columns);
for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) {
final int jWidth = out.blockWidth(jBlock);
final int jWidth2 = jWidth + jWidth;
final int jWidth3 = jWidth2 + jWidth;
final int jWidth4 = jWidth3 + jWidth;
// select current block
final double[] outBlock = out.blocks[blockIndex];
// perform multiplication on current block
for (int kBlock = 0; kBlock < blockRows; ++kBlock) {
final int kHeight = blockHeight(kBlock);
final double[] tBlock = blocks[kBlock * blockColumns + iBlock];
final double[] mBlock = m.blocks[kBlock * m.blockColumns + jBlock];
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
final int lStart = p - pStart;
final int lEnd = lStart + iHeight * kHeight;
for (int nStart = 0; nStart < jWidth; ++nStart) {
double sum = 0;
int l = lStart;
int n = nStart;
while (l < lEnd - iHeight3) {
sum += tBlock[l] * mBlock[n] +
tBlock[l + iHeight] * mBlock[n + jWidth] +
tBlock[l + iHeight2] * mBlock[n + jWidth2] +
tBlock[l + iHeight3] * mBlock[n + jWidth3];
l += iHeight4;
n += jWidth4;
}
while (l < lEnd) {
sum += tBlock[l] * mBlock[n];
l += iHeight;
n += jWidth;
}
outBlock[k] += sum;
++k;
}
}
}
// go to next block
++blockIndex;
}
}
return out;
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix transposeMultiply(final RealMatrix m)
throws MathIllegalArgumentException {
if (m instanceof BlockRealMatrix) {
return transposeMultiply((BlockRealMatrix) m);
} else {
// safety check
MatrixUtils.checkSameRowDimension(this, m);
final BlockRealMatrix out = new BlockRealMatrix(columns, m.getColumnDimension());
// perform multiplication block-wise, to ensure good cache behavior
int blockIndex = 0;
for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) {
final int iHeight = out.blockHeight(iBlock);
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, columns);
for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) {
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, m.getColumnDimension());
// select current block
final double[] outBlock = out.blocks[blockIndex];
// perform multiplication on current block
for (int kBlock = 0; kBlock < blockRows; ++kBlock) {
final int kHeight = blockHeight(kBlock);
final double[] tBlock = blocks[kBlock * blockColumns + iBlock];
final int rStart = kBlock * BLOCK_SIZE;
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
final int lStart = p - pStart;
final int lEnd = lStart + iHeight * kHeight;
for (int q = qStart; q < qEnd; ++q) {
double sum = 0;
int r = rStart;
for (int l = lStart; l < lEnd; l += iHeight) {
sum += tBlock[l] * m.getEntry(r++, q);
}
outBlock[k] += sum;
++k;
}
}
}
// go to next block
++blockIndex;
}
}
return out;
}
}
/** {@inheritDoc} */
@Override
public double[][] getData() {
final double[][] data = new double[getRowDimension()][getColumnDimension()];
final int lastColumns = columns - (blockColumns - 1) * BLOCK_SIZE;
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
int regularPos = 0;
int lastPos = 0;
for (int p = pStart; p < pEnd; ++p) {
final double[] dataP = data[p];
int blockIndex = iBlock * blockColumns;
int dataPos = 0;
for (int jBlock = 0; jBlock < blockColumns - 1; ++jBlock) {
System.arraycopy(blocks[blockIndex++], regularPos, dataP, dataPos, BLOCK_SIZE);
dataPos += BLOCK_SIZE;
}
System.arraycopy(blocks[blockIndex], lastPos, dataP, dataPos, lastColumns);
regularPos += BLOCK_SIZE;
lastPos += lastColumns;
}
}
return data;
}
/** {@inheritDoc} */
@Override
public double getNorm() {
final double[] colSums = new double[BLOCK_SIZE];
double maxColSum = 0;
for (int jBlock = 0; jBlock < blockColumns; jBlock++) {
final int jWidth = blockWidth(jBlock);
Arrays.fill(colSums, 0, jWidth, 0.0);
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int iHeight = blockHeight(iBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
for (int j = 0; j < jWidth; ++j) {
double sum = 0;
for (int i = 0; i < iHeight; ++i) {
sum += FastMath.abs(block[i * jWidth + j]);
}
colSums[j] += sum;
}
}
for (int j = 0; j < jWidth; ++j) {
maxColSum = FastMath.max(maxColSum, colSums[j]);
}
}
return maxColSum;
}
/** {@inheritDoc} */
@Override
public double getFrobeniusNorm() {
double sum2 = 0;
for (int blockIndex = 0; blockIndex < blocks.length; ++blockIndex) {
for (final double entry : blocks[blockIndex]) {
sum2 += entry * entry;
}
}
return FastMath.sqrt(sum2);
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix getSubMatrix(final int startRow, final int endRow,
final int startColumn,
final int endColumn)
throws MathIllegalArgumentException {
// safety checks
MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn);
// create the output matrix
final BlockRealMatrix out =
new BlockRealMatrix(endRow - startRow + 1, endColumn - startColumn + 1);
// compute blocks shifts
final int blockStartRow = startRow / BLOCK_SIZE;
final int rowsShift = startRow % BLOCK_SIZE;
final int blockStartColumn = startColumn / BLOCK_SIZE;
final int columnsShift = startColumn % BLOCK_SIZE;
// perform extraction block-wise, to ensure good cache behavior
int pBlock = blockStartRow;
for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) {
final int iHeight = out.blockHeight(iBlock);
int qBlock = blockStartColumn;
for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) {
final int jWidth = out.blockWidth(jBlock);
// handle one block of the output matrix
final int outIndex = iBlock * out.blockColumns + jBlock;
final double[] outBlock = out.blocks[outIndex];
final int index = pBlock * blockColumns + qBlock;
final int width = blockWidth(qBlock);
final int heightExcess = iHeight + rowsShift - BLOCK_SIZE;
final int widthExcess = jWidth + columnsShift - BLOCK_SIZE;
if (heightExcess > 0) {
// the submatrix block spans on two blocks rows from the original matrix
if (widthExcess > 0) {
// the submatrix block spans on two blocks columns from the original matrix
final int width2 = blockWidth(qBlock + 1);
copyBlockPart(blocks[index], width,
rowsShift, BLOCK_SIZE,
columnsShift, BLOCK_SIZE,
outBlock, jWidth, 0, 0);
copyBlockPart(blocks[index + 1], width2,
rowsShift, BLOCK_SIZE,
0, widthExcess,
outBlock, jWidth, 0, jWidth - widthExcess);
copyBlockPart(blocks[index + blockColumns], width,
0, heightExcess,
columnsShift, BLOCK_SIZE,
outBlock, jWidth, iHeight - heightExcess, 0);
copyBlockPart(blocks[index + blockColumns + 1], width2,
0, heightExcess,
0, widthExcess,
outBlock, jWidth, iHeight - heightExcess, jWidth - widthExcess);
} else {
// the submatrix block spans on one block column from the original matrix
copyBlockPart(blocks[index], width,
rowsShift, BLOCK_SIZE,
columnsShift, jWidth + columnsShift,
outBlock, jWidth, 0, 0);
copyBlockPart(blocks[index + blockColumns], width,
0, heightExcess,
columnsShift, jWidth + columnsShift,
outBlock, jWidth, iHeight - heightExcess, 0);
}
} else {
// the submatrix block spans on one block row from the original matrix
if (widthExcess > 0) {
// the submatrix block spans on two blocks columns from the original matrix
final int width2 = blockWidth(qBlock + 1);
copyBlockPart(blocks[index], width,
rowsShift, iHeight + rowsShift,
columnsShift, BLOCK_SIZE,
outBlock, jWidth, 0, 0);
copyBlockPart(blocks[index + 1], width2,
rowsShift, iHeight + rowsShift,
0, widthExcess,
outBlock, jWidth, 0, jWidth - widthExcess);
} else {
// the submatrix block spans on one block column from the original matrix
copyBlockPart(blocks[index], width,
rowsShift, iHeight + rowsShift,
columnsShift, jWidth + columnsShift,
outBlock, jWidth, 0, 0);
}
}
++qBlock;
}
++pBlock;
}
return out;
}
/**
* Copy a part of a block into another one
* This method can be called only when the specified part fits in both
* blocks, no verification is done here.
* @param srcBlock source block
* @param srcWidth source block width ({@link #BLOCK_SIZE} or smaller)
* @param srcStartRow start row in the source block
* @param srcEndRow end row (exclusive) in the source block
* @param srcStartColumn start column in the source block
* @param srcEndColumn end column (exclusive) in the source block
* @param dstBlock destination block
* @param dstWidth destination block width ({@link #BLOCK_SIZE} or smaller)
* @param dstStartRow start row in the destination block
* @param dstStartColumn start column in the destination block
*/
private void copyBlockPart(final double[] srcBlock, final int srcWidth,
final int srcStartRow, final int srcEndRow,
final int srcStartColumn, final int srcEndColumn,
final double[] dstBlock, final int dstWidth,
final int dstStartRow, final int dstStartColumn) {
final int length = srcEndColumn - srcStartColumn;
int srcPos = srcStartRow * srcWidth + srcStartColumn;
int dstPos = dstStartRow * dstWidth + dstStartColumn;
for (int srcRow = srcStartRow; srcRow < srcEndRow; ++srcRow) {
System.arraycopy(srcBlock, srcPos, dstBlock, dstPos, length);
srcPos += srcWidth;
dstPos += dstWidth;
}
}
/** {@inheritDoc} */
@Override
public void setSubMatrix(final double[][] subMatrix, final int row,
final int column)
throws MathIllegalArgumentException, NullArgumentException {
// safety checks
MathUtils.checkNotNull(subMatrix);
final int refLength = subMatrix[0].length;
if (refLength == 0) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.AT_LEAST_ONE_COLUMN);
}
final int endRow = row + subMatrix.length - 1;
final int endColumn = column + refLength - 1;
MatrixUtils.checkSubMatrixIndex(this, row, endRow, column, endColumn);
for (final double[] subRow : subMatrix) {
if (subRow.length != refLength) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH,
refLength, subRow.length);
}
}
// compute blocks bounds
final int blockStartRow = row / BLOCK_SIZE;
final int blockEndRow = (endRow + BLOCK_SIZE) / BLOCK_SIZE;
final int blockStartColumn = column / BLOCK_SIZE;
final int blockEndColumn = (endColumn + BLOCK_SIZE) / BLOCK_SIZE;
// perform copy block-wise, to ensure good cache behavior
for (int iBlock = blockStartRow; iBlock < blockEndRow; ++iBlock) {
final int iHeight = blockHeight(iBlock);
final int firstRow = iBlock * BLOCK_SIZE;
final int iStart = FastMath.max(row, firstRow);
final int iEnd = FastMath.min(endRow + 1, firstRow + iHeight);
for (int jBlock = blockStartColumn; jBlock < blockEndColumn; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final int firstColumn = jBlock * BLOCK_SIZE;
final int jStart = FastMath.max(column, firstColumn);
final int jEnd = FastMath.min(endColumn + 1, firstColumn + jWidth);
final int jLength = jEnd - jStart;
// handle one block, row by row
final double[] block = blocks[iBlock * blockColumns + jBlock];
for (int i = iStart; i < iEnd; ++i) {
System.arraycopy(subMatrix[i - row], jStart - column,
block, (i - firstRow) * jWidth + (jStart - firstColumn),
jLength);
}
}
}
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix getRowMatrix(final int row)
throws MathIllegalArgumentException {
MatrixUtils.checkRowIndex(this, row);
final BlockRealMatrix out = new BlockRealMatrix(1, columns);
// perform copy block-wise, to ensure good cache behavior
final int iBlock = row / BLOCK_SIZE;
final int iRow = row - iBlock * BLOCK_SIZE;
int outBlockIndex = 0;
int outIndex = 0;
double[] outBlock = out.blocks[outBlockIndex];
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
final int available = outBlock.length - outIndex;
if (jWidth > available) {
System.arraycopy(block, iRow * jWidth, outBlock, outIndex, available);
outBlock = out.blocks[++outBlockIndex];
System.arraycopy(block, iRow * jWidth, outBlock, 0, jWidth - available);
outIndex = jWidth - available;
} else {
System.arraycopy(block, iRow * jWidth, outBlock, outIndex, jWidth);
outIndex += jWidth;
}
}
return out;
}
/** {@inheritDoc} */
@Override
public void setRowMatrix(final int row, final RealMatrix matrix)
throws MathIllegalArgumentException {
if (matrix instanceof BlockRealMatrix) {
setRowMatrix(row, (BlockRealMatrix) matrix);
} else {
super.setRowMatrix(row, matrix);
}
}
/**
* Sets the entries in row number row
* as a row matrix. Row indices start at 0.
*
* @param row the row to be set
* @param matrix row matrix (must have one row and the same number of columns
* as the instance)
* @throws MathIllegalArgumentException if the specified row index is invalid.
* @throws MathIllegalArgumentException if the matrix dimensions do
* not match one instance row.
*/
public void setRowMatrix(final int row, final BlockRealMatrix matrix)
throws MathIllegalArgumentException {
MatrixUtils.checkRowIndex(this, row);
final int nCols = getColumnDimension();
if ((matrix.getRowDimension() != 1) ||
(matrix.getColumnDimension() != nCols)) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH_2x2,
matrix.getRowDimension(), matrix.getColumnDimension(),
1, nCols);
}
// perform copy block-wise, to ensure good cache behavior
final int iBlock = row / BLOCK_SIZE;
final int iRow = row - iBlock * BLOCK_SIZE;
int mBlockIndex = 0;
int mIndex = 0;
double[] mBlock = matrix.blocks[mBlockIndex];
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
final int available = mBlock.length - mIndex;
if (jWidth > available) {
System.arraycopy(mBlock, mIndex, block, iRow * jWidth, available);
mBlock = matrix.blocks[++mBlockIndex];
System.arraycopy(mBlock, 0, block, iRow * jWidth, jWidth - available);
mIndex = jWidth - available;
} else {
System.arraycopy(mBlock, mIndex, block, iRow * jWidth, jWidth);
mIndex += jWidth;
}
}
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix getColumnMatrix(final int column)
throws MathIllegalArgumentException {
MatrixUtils.checkColumnIndex(this, column);
final BlockRealMatrix out = new BlockRealMatrix(rows, 1);
// perform copy block-wise, to ensure good cache behavior
final int jBlock = column / BLOCK_SIZE;
final int jColumn = column - jBlock * BLOCK_SIZE;
final int jWidth = blockWidth(jBlock);
int outBlockIndex = 0;
int outIndex = 0;
double[] outBlock = out.blocks[outBlockIndex];
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int iHeight = blockHeight(iBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
for (int i = 0; i < iHeight; ++i) {
if (outIndex >= outBlock.length) {
outBlock = out.blocks[++outBlockIndex];
outIndex = 0;
}
outBlock[outIndex++] = block[i * jWidth + jColumn];
}
}
return out;
}
/** {@inheritDoc} */
@Override
public void setColumnMatrix(final int column, final RealMatrix matrix)
throws MathIllegalArgumentException {
if (matrix instanceof BlockRealMatrix) {
setColumnMatrix(column, (BlockRealMatrix) matrix);
} else {
super.setColumnMatrix(column, matrix);
}
}
/**
* Sets the entries in column number column
* as a column matrix. Column indices start at 0.
*
* @param column the column to be set
* @param matrix column matrix (must have one column and the same number of rows
* as the instance)
* @throws MathIllegalArgumentException if the specified column index is invalid.
* @throws MathIllegalArgumentException if the matrix dimensions do
* not match one instance column.
*/
void setColumnMatrix(final int column, final BlockRealMatrix matrix)
throws MathIllegalArgumentException {
MatrixUtils.checkColumnIndex(this, column);
final int nRows = getRowDimension();
if ((matrix.getRowDimension() != nRows) ||
(matrix.getColumnDimension() != 1)) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH_2x2,
matrix.getRowDimension(), matrix.getColumnDimension(),
nRows, 1);
}
// perform copy block-wise, to ensure good cache behavior
final int jBlock = column / BLOCK_SIZE;
final int jColumn = column - jBlock * BLOCK_SIZE;
final int jWidth = blockWidth(jBlock);
int mBlockIndex = 0;
int mIndex = 0;
double[] mBlock = matrix.blocks[mBlockIndex];
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int iHeight = blockHeight(iBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
for (int i = 0; i < iHeight; ++i) {
if (mIndex >= mBlock.length) {
mBlock = matrix.blocks[++mBlockIndex];
mIndex = 0;
}
block[i * jWidth + jColumn] = mBlock[mIndex++];
}
}
}
/** {@inheritDoc} */
@Override
public RealVector getRowVector(final int row)
throws MathIllegalArgumentException {
MatrixUtils.checkRowIndex(this, row);
final double[] outData = new double[columns];
// perform copy block-wise, to ensure good cache behavior
final int iBlock = row / BLOCK_SIZE;
final int iRow = row - iBlock * BLOCK_SIZE;
int outIndex = 0;
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
System.arraycopy(block, iRow * jWidth, outData, outIndex, jWidth);
outIndex += jWidth;
}
return new ArrayRealVector(outData, false);
}
/** {@inheritDoc} */
@Override
public void setRowVector(final int row, final RealVector vector)
throws MathIllegalArgumentException {
if (vector instanceof ArrayRealVector) {
setRow(row, ((ArrayRealVector) vector).getDataRef());
} else {
super.setRowVector(row, vector);
}
}
/** {@inheritDoc} */
@Override
public RealVector getColumnVector(final int column)
throws MathIllegalArgumentException {
MatrixUtils.checkColumnIndex(this, column);
final double[] outData = new double[rows];
// perform copy block-wise, to ensure good cache behavior
final int jBlock = column / BLOCK_SIZE;
final int jColumn = column - jBlock * BLOCK_SIZE;
final int jWidth = blockWidth(jBlock);
int outIndex = 0;
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int iHeight = blockHeight(iBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
for (int i = 0; i < iHeight; ++i) {
outData[outIndex++] = block[i * jWidth + jColumn];
}
}
return new ArrayRealVector(outData, false);
}
/** {@inheritDoc} */
@Override
public void setColumnVector(final int column, final RealVector vector)
throws MathIllegalArgumentException {
if (vector instanceof ArrayRealVector) {
setColumn(column, ((ArrayRealVector) vector).getDataRef());
} else {
super.setColumnVector(column, vector);
}
}
/** {@inheritDoc} */
@Override
public double[] getRow(final int row) throws MathIllegalArgumentException {
MatrixUtils.checkRowIndex(this, row);
final double[] out = new double[columns];
// perform copy block-wise, to ensure good cache behavior
final int iBlock = row / BLOCK_SIZE;
final int iRow = row - iBlock * BLOCK_SIZE;
int outIndex = 0;
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
System.arraycopy(block, iRow * jWidth, out, outIndex, jWidth);
outIndex += jWidth;
}
return out;
}
/** {@inheritDoc} */
@Override
public void setRow(final int row, final double[] array)
throws MathIllegalArgumentException {
MatrixUtils.checkRowIndex(this, row);
final int nCols = getColumnDimension();
if (array.length != nCols) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH_2x2,
1, array.length,
1, nCols);
}
// perform copy block-wise, to ensure good cache behavior
final int iBlock = row / BLOCK_SIZE;
final int iRow = row - iBlock * BLOCK_SIZE;
int outIndex = 0;
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
System.arraycopy(array, outIndex, block, iRow * jWidth, jWidth);
outIndex += jWidth;
}
}
/** {@inheritDoc} */
@Override
public double[] getColumn(final int column) throws MathIllegalArgumentException {
MatrixUtils.checkColumnIndex(this, column);
final double[] out = new double[rows];
// perform copy block-wise, to ensure good cache behavior
final int jBlock = column / BLOCK_SIZE;
final int jColumn = column - jBlock * BLOCK_SIZE;
final int jWidth = blockWidth(jBlock);
int outIndex = 0;
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int iHeight = blockHeight(iBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
for (int i = 0; i < iHeight; ++i) {
out[outIndex++] = block[i * jWidth + jColumn];
}
}
return out;
}
/** {@inheritDoc} */
@Override
public void setColumn(final int column, final double[] array)
throws MathIllegalArgumentException {
MatrixUtils.checkColumnIndex(this, column);
final int nRows = getRowDimension();
if (array.length != nRows) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH_2x2,
array.length, 1,
nRows, 1);
}
// perform copy block-wise, to ensure good cache behavior
final int jBlock = column / BLOCK_SIZE;
final int jColumn = column - jBlock * BLOCK_SIZE;
final int jWidth = blockWidth(jBlock);
int outIndex = 0;
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int iHeight = blockHeight(iBlock);
final double[] block = blocks[iBlock * blockColumns + jBlock];
for (int i = 0; i < iHeight; ++i) {
block[i * jWidth + jColumn] = array[outIndex++];
}
}
}
/** {@inheritDoc} */
@Override
public double getEntry(final int row, final int column)
throws MathIllegalArgumentException {
MatrixUtils.checkMatrixIndex(this, row, column);
final int iBlock = row / BLOCK_SIZE;
final int jBlock = column / BLOCK_SIZE;
final int k = (row - iBlock * BLOCK_SIZE) * blockWidth(jBlock) +
(column - jBlock * BLOCK_SIZE);
return blocks[iBlock * blockColumns + jBlock][k];
}
/** {@inheritDoc} */
@Override
public void setEntry(final int row, final int column, final double value)
throws MathIllegalArgumentException {
MatrixUtils.checkMatrixIndex(this, row, column);
final int iBlock = row / BLOCK_SIZE;
final int jBlock = column / BLOCK_SIZE;
final int k = (row - iBlock * BLOCK_SIZE) * blockWidth(jBlock) +
(column - jBlock * BLOCK_SIZE);
blocks[iBlock * blockColumns + jBlock][k] = value;
}
/** {@inheritDoc} */
@Override
public void addToEntry(final int row, final int column,
final double increment)
throws MathIllegalArgumentException {
MatrixUtils.checkMatrixIndex(this, row, column);
final int iBlock = row / BLOCK_SIZE;
final int jBlock = column / BLOCK_SIZE;
final int k = (row - iBlock * BLOCK_SIZE) * blockWidth(jBlock) +
(column - jBlock * BLOCK_SIZE);
blocks[iBlock * blockColumns + jBlock][k] += increment;
}
/** {@inheritDoc} */
@Override
public void multiplyEntry(final int row, final int column,
final double factor)
throws MathIllegalArgumentException {
MatrixUtils.checkMatrixIndex(this, row, column);
final int iBlock = row / BLOCK_SIZE;
final int jBlock = column / BLOCK_SIZE;
final int k = (row - iBlock * BLOCK_SIZE) * blockWidth(jBlock) +
(column - jBlock * BLOCK_SIZE);
blocks[iBlock * blockColumns + jBlock][k] *= factor;
}
/** {@inheritDoc} */
@Override
public BlockRealMatrix transpose() {
final int nRows = getRowDimension();
final int nCols = getColumnDimension();
final BlockRealMatrix out = new BlockRealMatrix(nCols, nRows);
// perform transpose block-wise, to ensure good cache behavior
int blockIndex = 0;
for (int iBlock = 0; iBlock < blockColumns; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, columns);
for (int jBlock = 0; jBlock < blockRows; ++jBlock) {
// transpose current block
final double[] outBlock = out.blocks[blockIndex];
final double[] tBlock = blocks[jBlock * blockColumns + iBlock];
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, rows);
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
final int lInc = pEnd - pStart;
int l = p - pStart;
for (int q = qStart; q < qEnd; ++q) {
outBlock[k] = tBlock[l];
++k;
l+= lInc;
}
}
// go to next block
++blockIndex;
}
}
return out;
}
/** {@inheritDoc} */
@Override
public int getRowDimension() {
return rows;
}
/** {@inheritDoc} */
@Override
public int getColumnDimension() {
return columns;
}
/** {@inheritDoc} */
@Override
public double[] operate(final double[] v)
throws MathIllegalArgumentException {
if (v.length != columns) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH,
v.length, columns);
}
final double[] out = new double[rows];
// perform multiplication block-wise, to ensure good cache behavior
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final double[] block = blocks[iBlock * blockColumns + jBlock];
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
double sum = 0;
int q = qStart;
while (q < qEnd - 3) {
sum += block[k] * v[q] +
block[k + 1] * v[q + 1] +
block[k + 2] * v[q + 2] +
block[k + 3] * v[q + 3];
k += 4;
q += 4;
}
while (q < qEnd) {
sum += block[k++] * v[q++];
}
out[p] += sum;
}
}
}
return out;
}
/** {@inheritDoc} */
@Override
public double[] preMultiply(final double[] v)
throws MathIllegalArgumentException {
if (v.length != rows) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH,
v.length, rows);
}
final double[] out = new double[columns];
// perform multiplication block-wise, to ensure good cache behavior
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final int jWidth2 = jWidth + jWidth;
final int jWidth3 = jWidth2 + jWidth;
final int jWidth4 = jWidth3 + jWidth;
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final double[] block = blocks[iBlock * blockColumns + jBlock];
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int q = qStart; q < qEnd; ++q) {
int k = q - qStart;
double sum = 0;
int p = pStart;
while (p < pEnd - 3) {
sum += block[k] * v[p] +
block[k + jWidth] * v[p + 1] +
block[k + jWidth2] * v[p + 2] +
block[k + jWidth3] * v[p + 3];
k += jWidth4;
p += 4;
}
while (p < pEnd) {
sum += block[k] * v[p++];
k += jWidth;
}
out[q] += sum;
}
}
}
return out;
}
/** {@inheritDoc} */
@Override
public double walkInRowOrder(final RealMatrixChangingVisitor visitor) {
visitor.start(rows, columns, 0, rows - 1, 0, columns - 1);
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int p = pStart; p < pEnd; ++p) {
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
final double[] block = blocks[iBlock * blockColumns + jBlock];
int k = (p - pStart) * jWidth;
for (int q = qStart; q < qEnd; ++q) {
block[k] = visitor.visit(p, q, block[k]);
++k;
}
}
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInRowOrder(final RealMatrixPreservingVisitor visitor) {
visitor.start(rows, columns, 0, rows - 1, 0, columns - 1);
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int p = pStart; p < pEnd; ++p) {
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
final double[] block = blocks[iBlock * blockColumns + jBlock];
int k = (p - pStart) * jWidth;
for (int q = qStart; q < qEnd; ++q) {
visitor.visit(p, q, block[k]);
++k;
}
}
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInRowOrder(final RealMatrixChangingVisitor visitor,
final int startRow, final int endRow,
final int startColumn, final int endColumn)
throws MathIllegalArgumentException {
MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn);
visitor.start(rows, columns, startRow, endRow, startColumn, endColumn);
for (int iBlock = startRow / BLOCK_SIZE; iBlock < 1 + endRow / BLOCK_SIZE; ++iBlock) {
final int p0 = iBlock * BLOCK_SIZE;
final int pStart = FastMath.max(startRow, p0);
final int pEnd = FastMath.min((iBlock + 1) * BLOCK_SIZE, 1 + endRow);
for (int p = pStart; p < pEnd; ++p) {
for (int jBlock = startColumn / BLOCK_SIZE; jBlock < 1 + endColumn / BLOCK_SIZE; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final int q0 = jBlock * BLOCK_SIZE;
final int qStart = FastMath.max(startColumn, q0);
final int qEnd = FastMath.min((jBlock + 1) * BLOCK_SIZE, 1 + endColumn);
final double[] block = blocks[iBlock * blockColumns + jBlock];
int k = (p - p0) * jWidth + qStart - q0;
for (int q = qStart; q < qEnd; ++q) {
block[k] = visitor.visit(p, q, block[k]);
++k;
}
}
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInRowOrder(final RealMatrixPreservingVisitor visitor,
final int startRow, final int endRow,
final int startColumn, final int endColumn)
throws MathIllegalArgumentException {
MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn);
visitor.start(rows, columns, startRow, endRow, startColumn, endColumn);
for (int iBlock = startRow / BLOCK_SIZE; iBlock < 1 + endRow / BLOCK_SIZE; ++iBlock) {
final int p0 = iBlock * BLOCK_SIZE;
final int pStart = FastMath.max(startRow, p0);
final int pEnd = FastMath.min((iBlock + 1) * BLOCK_SIZE, 1 + endRow);
for (int p = pStart; p < pEnd; ++p) {
for (int jBlock = startColumn / BLOCK_SIZE; jBlock < 1 + endColumn / BLOCK_SIZE; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final int q0 = jBlock * BLOCK_SIZE;
final int qStart = FastMath.max(startColumn, q0);
final int qEnd = FastMath.min((jBlock + 1) * BLOCK_SIZE, 1 + endColumn);
final double[] block = blocks[iBlock * blockColumns + jBlock];
int k = (p - p0) * jWidth + qStart - q0;
for (int q = qStart; q < qEnd; ++q) {
visitor.visit(p, q, block[k]);
++k;
}
}
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInOptimizedOrder(final RealMatrixChangingVisitor visitor) {
visitor.start(rows, columns, 0, rows - 1, 0, columns - 1);
int blockIndex = 0;
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
final double[] block = blocks[blockIndex];
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
for (int q = qStart; q < qEnd; ++q) {
block[k] = visitor.visit(p, q, block[k]);
++k;
}
}
++blockIndex;
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInOptimizedOrder(final RealMatrixPreservingVisitor visitor) {
visitor.start(rows, columns, 0, rows - 1, 0, columns - 1);
int blockIndex = 0;
for (int iBlock = 0; iBlock < blockRows; ++iBlock) {
final int pStart = iBlock * BLOCK_SIZE;
final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows);
for (int jBlock = 0; jBlock < blockColumns; ++jBlock) {
final int qStart = jBlock * BLOCK_SIZE;
final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns);
final double[] block = blocks[blockIndex];
int k = 0;
for (int p = pStart; p < pEnd; ++p) {
for (int q = qStart; q < qEnd; ++q) {
visitor.visit(p, q, block[k]);
++k;
}
}
++blockIndex;
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInOptimizedOrder(final RealMatrixChangingVisitor visitor,
final int startRow, final int endRow,
final int startColumn,
final int endColumn)
throws MathIllegalArgumentException {
MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn);
visitor.start(rows, columns, startRow, endRow, startColumn, endColumn);
for (int iBlock = startRow / BLOCK_SIZE; iBlock < 1 + endRow / BLOCK_SIZE; ++iBlock) {
final int p0 = iBlock * BLOCK_SIZE;
final int pStart = FastMath.max(startRow, p0);
final int pEnd = FastMath.min((iBlock + 1) * BLOCK_SIZE, 1 + endRow);
for (int jBlock = startColumn / BLOCK_SIZE; jBlock < 1 + endColumn / BLOCK_SIZE; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final int q0 = jBlock * BLOCK_SIZE;
final int qStart = FastMath.max(startColumn, q0);
final int qEnd = FastMath.min((jBlock + 1) * BLOCK_SIZE, 1 + endColumn);
final double[] block = blocks[iBlock * blockColumns + jBlock];
for (int p = pStart; p < pEnd; ++p) {
int k = (p - p0) * jWidth + qStart - q0;
for (int q = qStart; q < qEnd; ++q) {
block[k] = visitor.visit(p, q, block[k]);
++k;
}
}
}
}
return visitor.end();
}
/** {@inheritDoc} */
@Override
public double walkInOptimizedOrder(final RealMatrixPreservingVisitor visitor,
final int startRow, final int endRow,
final int startColumn,
final int endColumn)
throws MathIllegalArgumentException {
MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn);
visitor.start(rows, columns, startRow, endRow, startColumn, endColumn);
for (int iBlock = startRow / BLOCK_SIZE; iBlock < 1 + endRow / BLOCK_SIZE; ++iBlock) {
final int p0 = iBlock * BLOCK_SIZE;
final int pStart = FastMath.max(startRow, p0);
final int pEnd = FastMath.min((iBlock + 1) * BLOCK_SIZE, 1 + endRow);
for (int jBlock = startColumn / BLOCK_SIZE; jBlock < 1 + endColumn / BLOCK_SIZE; ++jBlock) {
final int jWidth = blockWidth(jBlock);
final int q0 = jBlock * BLOCK_SIZE;
final int qStart = FastMath.max(startColumn, q0);
final int qEnd = FastMath.min((jBlock + 1) * BLOCK_SIZE, 1 + endColumn);
final double[] block = blocks[iBlock * blockColumns + jBlock];
for (int p = pStart; p < pEnd; ++p) {
int k = (p - p0) * jWidth + qStart - q0;
for (int q = qStart; q < qEnd; ++q) {
visitor.visit(p, q, block[k]);
++k;
}
}
}
}
return visitor.end();
}
/**
* Get the height of a block.
* @param blockRow row index (in block sense) of the block
* @return height (number of rows) of the block
*/
private int blockHeight(final int blockRow) {
return (blockRow == blockRows - 1) ? rows - blockRow * BLOCK_SIZE : BLOCK_SIZE;
}
/**
* Get the width of a block.
* @param blockColumn column index (in block sense) of the block
* @return width (number of columns) of the block
*/
private int blockWidth(final int blockColumn) {
return (blockColumn == blockColumns - 1) ? columns - blockColumn * BLOCK_SIZE : BLOCK_SIZE;
}
}