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Matrix.h
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Matrix.h
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/******************************************************************************
*
* Copyright (c) 2013-2019, Lawrence Livermore National Security, LLC
* and other libROM project developers. See the top-level COPYRIGHT
* file for details.
*
* SPDX-License-Identifier: (Apache-2.0 OR MIT)
*
*****************************************************************************/
// Description: A simple, parallel Matrix class with the utility needed to
// support the basis generation methods of this library. A
// distributed Matrix has its rows distributed across processors.
#ifndef included_Matrix_h
#define included_Matrix_h
#include "Vector.h"
namespace CAROM {
/**
* A simple matrix class in which the rows may be distributed across multuple
* processes. This class supports only the basic operations that are needed by
* the SVD library.
*/
class Matrix
{
public:
/** Empty Constructor */
Matrix();
/** Constructor creating a Matrix with uninitialized values.
*
* @pre num_rows > 0
* @pre num_cols > 0
*
* @param[in] num_rows When undistributed, the total number of rows of
* the Matrix. When distributed, the part of the
* total number of rows of the Matrix on this
* processor.
* @param[in] num_cols The total number of columns of the Matrix.
* @param[in] distributed If true the rows of the Matrix are spread over
* all processors.
*/
Matrix(
int num_rows,
int num_cols,
bool distributed);
/** Constructor creating a Matrix with uninitialized values.
*
* @pre mat != 0
* @pre num_rows > 0
* @pre num_cols > 0
*
* @param[in] mat The initial values of the Matrix.
* @param[in] num_rows When undistributed, the total number of rows of
* the Matrix. When distributed, the part of the
* total number of rows of the Matrix on this
* processor.
* @param[in] num_cols The total number of columns of the Matrix.
* @param[in] distributed If true the rows of the Matrix are spread over
* all processors.
* @param[in] copy_data If true the matrix allocates is own storage and
* copies the contents of mat into its own storage.
* Otherwise it uses mat as its storage.
*/
Matrix(
double* mat,
int num_rows,
int num_cols,
bool distributed,
bool copy_data = true);
/**
* @brief Copy constructor.
*
* @param[in] other The Matrix to copy.
*/
Matrix(
const Matrix& other);
/**
* @brief Destructor.
*/
~Matrix();
/**
* @brief Assignment operator.
*
* @param[in] rhs The Matrix to assign to this.
*
* @return This after rhs has been assigned to it.
*/
Matrix&
operator = (
const Matrix& rhs);
/**
* @brief Assignment operator.
*
* @param[in] a constant value
*
* @return This after filling all the data with a constant value
*/
Matrix&
operator = (
const double a);
/**
* @brief Addition operator.
*
* @param[in] rhs The Matrix to add to this.
*
* @return This after rhs has been added to it.
*/
Matrix&
operator += (
const Matrix& rhs);
/**
* @brief Subtraction operator.
*
* @param[in] rhs The Matrix to subtract to this.
*
* @return This after rhs has been subtracted to it.
*/
Matrix&
operator -= (
const Matrix& rhs);
/**
* @brief Sets the number of rows and columns of the matrix and
* reallocates storage if needed.
*
* @param[in] num_rows New number of rows
* @param[in] num_cols New number of cols
*/
void
setSize(
int num_rows,
int num_cols)
{
int new_size = num_rows*num_cols;
if (new_size > d_alloc_size) {
if (!d_owns_data) {
CAROM_ERROR("Can not reallocate externally owned storage.");
}
if (d_mat) {
delete [] d_mat;
}
d_mat = new double [new_size];
d_alloc_size = new_size;
}
d_num_rows = num_rows;
d_num_cols = num_cols;
}
/**
* @brief Returns true if the Matrix is distributed.
*
* @return True if the Matrix is distributed.
*/
bool
distributed() const
{
return d_distributed;
}
/**
* @brief Returns true if rows of matrix are load-balanced.
*
*/
bool balanced() const;
/**
* @brief Returns the number of rows of the Matrix on this processor.
*
* @return The number of rows of the Matrix on this processor.
*/
int
numRows() const
{
return d_num_rows;
}
/**
* @brief Returns the number of columns in the Matrix.
*
* This method will return the same value from each processor.
*
* @return The number of columns of the Matrix.
*/
int
numColumns() const
{
return d_num_cols;
}
/**
* @brief Multiplies this Matrix with other and returns the product,
* reference version.
*
* Supports multiplication of two undistributed matrices returning an
* undistributed Matrix, and multiplication of a distributed Matrix with
* an undistributed Matrix returning a distributed Matrix.
*
* @pre !other.distributed()
* @pre numColumns() == other.numRows()
*
* @param[in] other The Matrix to multiply with this.
*
* @return The product Matrix.
*/
Matrix*
mult(
const Matrix& other) const
{
Matrix* result = 0;
mult(other, result);
return result;
}
/**
* @brief Multiplies this Matrix with other and returns the product,
* pointer version.
*
* Supports multiplication of two undistributed matrices returning an
* undistributed Matrix, and multiplication of a distributed Matrix with
* an undistributed Matrix returning a distributed Matrix.
*
* @pre other != 0
* @pre !other->distributed()
* @pre numColumns() == other->numRows()
*
* @param[in] other The Matrix to multiply with this.
*
* @return The product Matrix.
*/
Matrix*
mult(
const Matrix* other) const
{
CAROM_ASSERT(other != 0);
return mult(*other);
}
/**
* @brief Multiplies this Matrix with other and fills result with the
* answer.
*
* Supports multiplication of two undistributed matrices resulting in an
* undistributed Matrix, and multiplication of a distributed Matrix with
* an undistributed Matrix resulting in a distributed Matrix. If result
* has not been allocated it will be, otherwise it will be sized
* accordingly.
*
* @pre result == 0 || result->distributed() == distributed()
* @pre !other.distributed()
* @pre numColumns() == other.numRows()
*
* @param[in] other The Matrix to multiply with this.
* @param[out] result The product Matrix.
*/
void
mult(
const Matrix& other,
Matrix*& result) const;
/**
* @brief Multiplies this Matrix with other and fills result with the
* answer.
*
* Supports multiplication of two undistributed matrices resulting in an
* undistributed Matrix, and multiplication of a distributed Matrix with
* an undistributed Matrix resulting in a distributed Matrix. Result
* will be sized accordingly.
*
* @pre result.distributed() == distributed()
* @pre !other.distributed()
* @pre numColumns() == other.numRows()
*
* @param[in] other The Matrix to multiply with this.
* @param[out] result The product Matrix.
*/
void
mult(
const Matrix& other,
Matrix& result) const;
/**
* @brief Multiplies this Matrix with other and returns the product,
* reference version.
*
* Supports multiplication of an undistributed Matrix and Vector
* returning an undistributed Vector, and multiplication of a distributed
* Matrix and an undistributed Vector returning a distributed Vector.
*
* @pre !other.distributed()
* @pre numColumns() == other.dim()
*
* @param[in] other The Vector to multiply with this.
*
* @return The product Vector.
*/
Vector*
mult(
const Vector& other) const
{
Vector* result = 0;
mult(other, result);
return result;
}
/**
* @brief Multiplies this Matrix with other and returns the product,
* pointer version.
*
* Supports multiplication of an undistributed Matrix and Vector
* returning an undistributed Vector, and multiplication of a distributed
* Matrix and an undistributed Vector returning a distributed Vector.
*
* @pre other != 0
* @pre !other->distributed()
* @pre numColumns() == other->dim()
*
* @param[in] other The Vector to multiply with this.
*
* @return The product Vector.
*/
Vector*
mult(
const Vector* other) const
{
CAROM_ASSERT(other != 0);
return mult(*other);
}
/**
* @brief Multiplies this Matrix with other and fills result with the
* answer.
*
* Supports multiplication of an undistributed Matrix and Vector
* resulting in an undistributed Vector, and multiplication of a
* distributed Matrix and an undistributed Vector resulting in a
* distributed Vector. If result has not been allocated it will be,
* otherwise it will be sized accordingly.
*
* @pre result == 0 || result->distributed() == distributed()
* @pre !other.distributed()
* @pre numColumns() == other.dim()
*
* @param[in] other The Vector to multiply with this.
* @param[out] result The product Vector.
*/
void
mult(
const Vector& other,
Vector*& result) const;
/**
* @brief Multiplies this Matrix with other and fills result with the
* answer.
*
* Supports multiplication of an undistributed Matrix and Vector
* resulting in an undistributed Vector, and multiplication of a
* distributed Matrix and an undistributed Vector resulting in a
* distributed Vector. Result will be sized accordingly.
*
* @pre result.distributed() == distributed()
* @pre !other.distributed()
* @pre numColumns() == other.dim()
*
* @param[in] other The Vector to multiply with this.
* @param[out] result The product Vector.
*/
void
mult(
const Vector& other,
Vector& result) const;
/**
* @brief Multiplies a specified row of this Matrix with other
* pointwise.
*
* Only supports multiplication of an undistributed Matrix and Vector
* resulting in an undistributed Vector.
* Result will be sized accordingly.
*
* @pre !result.distributed()
* @pre !distributed()
* @pre !other.distributed()
* @pre numColumns() == other.dim()
*
* @param[in] other The Vector to multiply with this.
* @param[out] result The product Vector.
*/
void
pointwise_mult(
int this_row,
const Vector& other,
Vector& result) const;
/**
* @brief Multiplies a specified row of this Matrix with other
* pointwise. This modifies other.
*
* Only supports multiplication of an undistributed Matrix and Vector
* resulting in an undistributed Vector.
* Result will be sized accordingly.
*
* @pre !result.distributed()
* @pre !distributed()
* @pre !other.distributed()
* @pre numColumns() == other.dim()
*
* @param[in] other The Vector to multiply with this.
* @param[out] other The product Vector.
*/
void
pointwise_mult(
int this_row,
Vector& other) const;
/**
* @brief Computes a += this*b*c.
*
* Supports accumulation of the multiplication of an undistributed
* Matrix and Vector into an undistributed Vector, and accumulation of
* the multiplication of a distributed Matrix and an undistributed
* Vector into a distributed Vector.
*
* @pre a.distributed() == distributed()
* @pre !b->distributed()
* @pre numColumns() == b.dim()
* @pre numRows() = a.dim()
*
* @param[in,out] a The Vector to accumulate this*b into.
* @param[in] b The Vector multiplied by this.
* @param[in] c Scalar multiplication factor.
*/
void
multPlus(
Vector& a,
const Vector& b,
double c) const;
/**
* @brief Multiplies the transpose of this Matrix with other and returns
* the product, reference version.
*
* Supports multiplication of two undistributed matrices returning an
* undistributed Matrix or two distributed matrices returning an
* undistributed Matrix.
*
* @pre distributed() == other.distributed()
* @pre numRows() == other.numRows()
*
* @param[in] other The Matrix to multiply with this.
*
* @return The product Matrix.
*/
Matrix*
transposeMult(
const Matrix& other) const
{
Matrix* result = 0;
transposeMult(other, result);
return result;
}
/**
* @brief Multiplies the transpose of this Matrix with other and returns
* the product, pointer version.
*
* Supports multiplication of two undistributed matrices returning an
* undistributed Matrix or two distributed matrices returning an
* undistributed Matrix.
*
* @pre other != 0
* @pre distributed() == other->distributed()
* @pre numRows() == other->numRows()
*
* @param[in] other The Matrix to multiply with this.
*
* @return The product Matrix.
*/
Matrix*
transposeMult(
const Matrix* other) const
{
CAROM_ASSERT(other != 0);
return transposeMult(*other);
}
/**
* @brief Multiplies the transpose of this Matrix with other and fills
* result with the answer.
*
* Supports multiplication of two undistributed matrices or two
* distributed matrices resulting in an undistributed Matrix. If result
* has not been allocated it will be, otherwise it will be sized
* accordingly.
*
* @pre result == 0 || !result->distributed()
* @pre distributed() == other.distributed()
* @pre numRows() == other.numRows()
*
* @param[in] other The Matrix to multiply with this.
* @param[out] result The product Matrix.
*/
void
transposeMult(
const Matrix& other,
Matrix*& result) const;
/**
* @brief Multiplies the transpose of this Matrix with other and fills
* result with the answer.
*
* Supports multiplication of two undistributed matrices or two
* distributed matrices resulting in an undistributed Matrix. Result
* will be sized accordingly.
*
* @pre !result.distributed()
* @pre distributed() == other.distributed()
* @pre numRows() == other.numRows()
*
* @param[in] other The Matrix to multiply with this.
* @param[out] result The product Matrix.
*/
void
transposeMult(
const Matrix& other,
Matrix& result) const;
/**
* @brief Multiplies the transpose of this Matrix with other and returns
* the product, reference version.
*
* Supports multiplication of an undistributed Matrix and an
* undistributed Vector or a distributed Matrix and a distributed Vector
* returning an undistributed Vector.
*
* @pre distributed() == other.distributed()
* @pre numRows() == other.dim();
*
* @param[in] other The Vector to multiply with this.
*
* @return The product Vector.
*/
Vector*
transposeMult(
const Vector& other) const
{
Vector* result = 0;
transposeMult(other, result);
return result;
}
/**
* @brief Multiplies the transpose of this Matrix with other and returns
* the product, pointer version.
*
* Supports multiplication of an undistributed Matrix and an
* undistributed Vector or a distributed Matrix and a distributed Vector
* returning an undistributed Vector.
*
* @pre other != 0
* @pre distributed() == other->distributed()
* @pre numRows() == other->dim();
*
* @param[in] other The Vector to multiply with this.
*
* @return The product Vector.
*/
Vector*
transposeMult(
const Vector* other) const
{
CAROM_ASSERT(other != 0);
return transposeMult(*other);
}
/**
* @brief Multiplies the transpose of this Matrix with other and fills
* result with the answer.
*
* Supports multiplication of an undistributed Matrix and an
* undistributed Vector or a distributed Matrix and a distributed Vector
* resulting in an undistributed Vector. If result has not been allocated
* it will be, otherwise it will be sized accordingly.
*
* @pre result == 0 || !result->distributed()
* @pre distributed() == other.distributed()
* @pre numRows() == other.dim();
*
* @param[in] other The Vector to multiply with this.
* @param[out] result The product Vector.
*/
void
transposeMult(
const Vector& other,
Vector*& result) const;
/**
* @brief Multiplies the transpose of this Matrix with other and fills
* result with the answer.
*
* Supports multiplication of an undistributed Matrix and an
* undistributed Vector or a distributed Matrix and a distributed Vector
* resulting in an undistributed Vector. Result will be sized
* accordingly.
*
* @pre !result.distributed()
* @pre distributed() == other.distributed()
* @pre numRows() == other.dim();
*
* @param[in] other The Vector to multiply with this.
* @param[out] result The product Vector.
*/
void
transposeMult(
const Vector& other,
Vector& result) const;
/**
* @brief Computes and returns the inverse of this.
*
* @pre !distributed()
* @pre numRows() == numColumns()
*
* @return The inverse of this.
*/
Matrix*
inverse() const
{
Matrix* result = 0;
inverse(result);
return result;
}
/**
* @brief Computes and returns the inverse of this.
*
* If result has not been allocated it will be, otherwise it will be
* sized accordingly.
*
* @pre result == 0 || (!result->distributed() &&
* result->numRows() == numRows() &&
* result->numColumns() == numColumns())
* @pre !distributed()
* @pre numRows() == numColumns()
*
* @param[out] result The inverse of this.
*/
void
inverse(
Matrix*& result) const;
/**
* @brief Computes and returns the inverse of this.
*
* Result will be sized accordingly.
*
* @pre !result.distributed() && result.numRows() == numRows() &&
* result.numColumns() == numColumns()
* @pre !distributed()
* @pre numRows() == numColumns()
*
* @param[out] result The inverse of this.
*/
void
inverse(
Matrix& result) const;
/**
* @brief Computes the inverse of this and stores result in this.
*
* @pre !distributed()
* @pre numRows() == numColumns()
*/
void
inverse();
/**
* @brief Compute the leading numColumns() column pivots from a
* QR decomposition with column pivots (QRCP) of the transpose
* of this.
*
* @pre !distributed()
*
* @param[out] row_pivot Array of leading column pivots
* from QRCP of transpose of this Matrix, has length pivots_requested
* @param[out] row_pivot_owner Array of process rank that owns
* each pivot on the communicator owned by this Matrix.
* @param[in] number of pivots requested, must be less than or equal
* to the number of rows of this Matrix.
*/
void
qrcp_pivots_transpose(int* row_pivot,
int* row_pivot_owner,
int pivots_requested) const;
/**
* @brief Const Matrix member access. Matrix data is stored in
* row-major format.
*
* @pre (0 <= row) && (row < numRows())
* @pre (0 <= col) && (col < numColumns())
*
* @param[in] row The row of the Matrix value on this processor
* requested.
* @param[in] col The column of the Matrix value requested.
*/
const double&
item(
int row,
int col) const
{
CAROM_ASSERT((0 <= row) && (row < numRows()));
CAROM_ASSERT((0 <= col) && (col < numColumns()));
return d_mat[row*d_num_cols+col];
}
/**
* @brief Non-const Matrix member access. Matrix data is stored
* in row-major format.
*
* Allows constructs of the form mat[i, j] = val;
*
* @pre (0 <= row) && (row < numRows())
* @pre (0 <= col) && (col < numColumns())
*
* @param[in] row The row of the Matrix value on this processor
* requested.
* @param[in] col The column of the Matrix value requested.
*/
double&
item(
int row,
int col)
{
CAROM_ASSERT((0 <= row) && (row < numRows()));
CAROM_ASSERT((0 <= col) && (col < numColumns()));
return d_mat[row*d_num_cols+col];
}
/**
* @brief Const Matrix member access.
*
* @pre (0 <= row) && (row < numRows())
* @pre (0 <= col) && (col < numColumns())
*
* @param[in] row The row of the Matrix value on this processor
* requested.
* @param[in] col The column of the Matrix value requested.
*/
const double& operator() (int row, int col) const
{
return item(row, col);
}
/**
* @brief Non-const Matrix member access.
*
* Allows constructs of the form mat[i, j] = val;
*
* @pre (0 <= row) && (row < numRows())
* @pre (0 <= col) && (col < numColumns())
*
* @param[in] row The row of the Matrix value on this processor
* requested.
* @param[in] col The column of the Matrix value requested.
*/
double& operator() (int row, int col)
{
return item(row, col);
}
/**
* @brief print Matrix into (a) ascii file(s).
*
* @param[in] prefix The name of the prefix of the file name.
*
*/
void print(const char * prefix);
/**
* @brief write Matrix into (a) HDF file(s).
*
* @param[in] prefix The name of the prefix of the file name.
*
*/
void write(const std::string& base_file_name);
/**
* @brief read Matrix into (a) HDF file(s).
*
* @param[in] prefix The name of the prefix of the file name.
*
*/
void read(const std::string& base_file_name);
private:
/**
* @brief Default constructor is not implemented.
*/
// Matrix();
/**
* @brief Compute the leading numColumns() column pivots from a
* QR decomposition with column pivots (QRCP) of the transpose
* of this.
*
* @pre !distributed()
*
* @param[out] row_pivot Array of leading column pivots
* from QRCP of transpose of this Matrix, has length pivots_requested
* @param[out] row_pivot_owner Array of process rank that owns
* each pivot on the communicator owned by this Matrix.
* @param[in] number of pivots requested, must be less than or equal
* to the number of rows of this Matrix.
*/
void
qrcp_pivots_transpose_serial(int* row_pivot,
int* row_pivot_owner,
int pivots_requested) const;
/**
* @brief Compute the leading column pivots from a QR
* decomposition with column pivots (QRCP) of the transpose of
* this Matrix, if it is distributed and balanced.
*
* @pre distributed()
*
* @param[out] row_pivot Array of leading column pivots
* from QRCP of transpose of this Matrix, has length pivots_requested
* @param[out] row_pivot_owner Array of process rank that owns
* each pivot on the communicator owned by this Matrix.
* @param[in] number of pivots requested, must be less than or equal
* to the number of rows of this Matrix.
*/
void
qrcp_pivots_transpose_distributed(int* row_pivot,
int* row_pivot_owner,
int pivots_requested) const;
/**
* @brief Compute the leading column pivots from a QR
* decomposition with column pivots (QRCP) of the transpose of
* this Matrix, if it is distributed and balanced. Prototype
* using Elemental (requires C++11).
*
* @pre distributed()
*
* @param[out] row_pivot Array of leading column pivots
* from QRCP of transpose of this Matrix, has length pivots_requested
* @param[out] row_pivot_owner Array of process rank that owns
* each pivot on the communicator owned by this Matrix.
* @param[in] number of pivots requested, must be less than or equal
* to the number of rows of this Matrix.
*/
void
qrcp_pivots_transpose_distributed_elemental(int* row_pivot,
int* row_pivot_owner,
int pivots_requested) const;
/**
* @brief Compute the leading column pivots from a QR
* decomposition with column pivots (QRCP) of the transpose of
* this Matrix, if it is distributed and balanced. Prototype
* using Elemental (requires C++11).
*
* @pre distributed() && balanced()
*
* @param[out] row_pivot Array of leading column pivots
* from QRCP of transpose of this Matrix, has length pivots_requested
* @param[out] row_pivot_owner Array of process rank that owns
* each pivot on the communicator owned by this Matrix.
* @param[in] number of pivots requested, must be less than or equal
* to the number of rows of this Matrix.
*/
void
qrcp_pivots_transpose_distributed_elemental_balanced
(int* row_pivot, int* row_pivot_owner, int pivots_requested) const;
/**
* @brief Compute the leading column pivots from a QR
* decomposition with column pivots (QRCP) of the transpose of
* this Matrix, if it is distributed and balanced. Prototype
* using Elemental (requires C++11).
*
* @pre distributed() && !balanced()
*
* @param[out] row_pivot Array of leading column pivots
* from QRCP of transpose of this Matrix, has length pivots_requested
* @param[out] row_pivot_owner Array of process rank that owns
* each pivot on the communicator owned by this Matrix.
* @param[in] number of pivots requested, must be less than or equal
* to the number of rows of this Matrix.
*/
void
qrcp_pivots_transpose_distributed_elemental_unbalanced
(int* row_pivot, int* row_pivot_owner, int pivots_requested) const;
/**
* @brief Computes the transposePseudoinverse of this.
*
* @pre !distributed()
* @pre numRows() >= numColumns()
*
* Assumes this is full column rank; may fail if this is not
* full column rank.
*/
void transposePseudoinverse();
friend void GNAT(const Matrix*,
const int,
int*,
int*,
Matrix&,
const int,
const int,
const int);
/**
* @brief The storage for the Matrix's values on this processor.
*/
double* d_mat;
/**
* @brief The rows in the Matrix that are on this processor.
*/
int d_num_rows;
/**
* @brief The number of columns in the Matrix.
*
* For distributed matrices the number of columns is the same on all
* processors.
*/
int d_num_cols;
/**
* @brief The currently allocated size.
*
* d_num_row*d_num_cols <= d_alloc_size
*/
int d_alloc_size;
/**
* @brief If true, the Matrix's rows are distributed over all processors.
*
* Each processor does not need to hold the same number of rows.
*/
bool d_distributed;
/**
* @brief The number of processors being run on.
*/
int d_num_procs;
/**
* @brief If true, this object owns its underlying data, d_mat, and
* is responsible for its deletion.
*
* If d_owns_data is false, then the object may not reallocate d_mat.
*/
bool d_owns_data;
};
}
#endif