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Merge pull request #4 from DynareJulia/dev
rename ExtendedMul functions to a unified unsafe_mul! interface
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| using LinearAlgebra | ||
| using LinearAlgebra: BlasInt | ||
| using LinearAlgebra.BLAS | ||
| import LinearAlgebra.BLAS: gemm!, @blasfunc, libblas, BlasInt | ||
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| export A_mul_B!, At_mul_B!, A_mul_Bt!, At_mul_B! | ||
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| function gemm!(ta::Char, tb::Char, alpha::Float64, a::Union{Ref{Float64}, AbstractVecOrMat{Float64}}, | ||
| ma::Int64, na::Int64, b::Union{Ref{Float64}, AbstractVecOrMat{Float64}}, nb::Int64, | ||
| beta::Float64, c::Union{Ref{Float64}, AbstractVecOrMat{Float64}}) | ||
| ccall((@blasfunc(dgemm_), libblas), Cvoid, | ||
| (Ref{UInt8}, Ref{UInt8}, Ref{BlasInt}, Ref{BlasInt}, | ||
| Ref{BlasInt}, Ref{Float64}, Ptr{Float64}, Ref{BlasInt}, | ||
| Ptr{Float64}, Ref{BlasInt}, Ref{Float64}, Ptr{Float64}, | ||
| Ref{BlasInt}), | ||
| ta, tb, ma, nb, | ||
| na, alpha, a, max(ma, 1), | ||
| b, max(na, 1), beta, c, | ||
| max(ma, 1)) | ||
| end | ||
| import LinearAlgebra.BLAS: @blasfunc, libblas | ||
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| export unsafe_mul! | ||
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| function A_mul_B!(c::AbstractVecOrMat{Float64}, offset_c::Int64, a::AbstractVecOrMat{Float64}, | ||
| offset_a::Int64, ma::Int64, na::Int64, b::AbstractVecOrMat{Float64}, | ||
| offset_b::Int64, nb::Int64) | ||
| function ext_gemm!(ta::Char, tb::Char, ma::Int, nb::Int, na::Int, alpha, | ||
| a::StridedVecOrMat{Float64}, b::StridedVecOrMat{Float64}, beta, | ||
| c::StridedVecOrMat{Float64}, offset_a, offset_b, offset_c) | ||
| lda = ndims(a) == 2 ? strides(a)[2] : ma | ||
| ldb = ndims(b) == 2 ? strides(b)[2] : na | ||
| ldc = ndims(c) == 2 ? strides(c)[2] : ma | ||
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| gemm!('N', 'N', 1.0, Ref(a, offset_a), ma, na, Ref(b, offset_b), | ||
| nb, 0.0, Ref(c, offset_c)) | ||
| ccall((@blasfunc("dgemm_"), libblas), Cvoid, | ||
| (Ref{UInt8}, Ref{UInt8}, Ref{BlasInt}, Ref{BlasInt}, Ref{BlasInt}, Ref{Float64}, | ||
| Ptr{Float64}, Ref{BlasInt}, Ptr{Float64}, Ref{BlasInt}, Ref{Float64}, | ||
| Ptr{Float64}, Ref{BlasInt}), ta, tb, ma, nb, na, alpha, Ref(a, offset_a), lda, | ||
| Ref(b, offset_b), ldb, beta, Ref(c, offset_c), ldc) | ||
| return c | ||
| end | ||
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| function A_mul_B!(c::AbstractVecOrMat{Float64}, offset_c::Int64, a::AbstractVecOrMat{Float64}, | ||
| offset_a::Int64, ma::Int64, na::Int64, b::AbstractVecOrMat{Float64}) | ||
| nb = (ndims(b) > 1) ? size(b, 2) : 1 | ||
| A_mul_B!(c, offset_c, a, offset_a, ma, na, b, 1, nb) | ||
| function unsafe_mul!(c::StridedVecOrMat, a::StridedVecOrMat, b::StridedVecOrMat; | ||
| offset1::Int = 1, offset2::Int = 1, offset3::Int = 1, | ||
| rows2::Int = size(a, 1), cols2::Int = size(a, 2), | ||
| cols3::Int = size(b, 2)) | ||
| blas_check(c, a, b, offset1, offset2, offset3, rows2, cols2, cols3) | ||
| ext_gemm!('N', 'N', rows2, cols3, cols2, 1, a, b, 0, c, offset2, offset3, offset1) | ||
| end | ||
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| function A_mul_B!(c::AbstractVecOrMat{Float64}, offset_c::Int64, a::AbstractVecOrMat{Float64}, | ||
| b::AbstractVecOrMat{Float64}, offset_b::Int64, nb::Int64) | ||
| ma = size(a, 1) | ||
| na = (ndims(a) > 1) ? size(a, 2) : 1 | ||
| A_mul_B!(c, offset_c, a, 1, ma, na, b, offset_b, nb) | ||
| function unsafe_mul!(c::StridedVecOrMat, a::StridedVecOrMat, | ||
| bAdj::Adjoint{Float64, <:StridedVecOrMat}; offset1::Int = 1, | ||
| offset2::Int = 1, offset3::Int = 1, rows2::Int = size(a, 1), | ||
| cols2::Int = size(a, 2), cols3::Int = size(bAdj, 2)) | ||
| b = bAdj.parent | ||
| blas_check(c, a, b, offset1, offset2, offset3, rows2, cols2, cols3) | ||
| ext_gemm!('N', 'T', rows2, cols3, cols2, 1, a, b, 0, c, offset2, offset3, offset1) | ||
| end | ||
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| function At_mul_B!(c::AbstractVecOrMat{Float64}, offset_c::Int64, a::AbstractVecOrMat{Float64}, | ||
| offset_a::Int64, ma::Int64, na::Int64, b::AbstractVecOrMat{Float64}, | ||
| offset_b::Int64, nb::Int64) | ||
| ccall((@blasfunc(dgemm_), libblas), Cvoid, | ||
| (Ref{UInt8}, Ref{UInt8}, Ref{BlasInt}, Ref{BlasInt}, | ||
| Ref{BlasInt}, Ref{Float64}, Ptr{Float64}, Ref{BlasInt}, | ||
| Ptr{Float64}, Ref{BlasInt}, Ref{Float64}, Ptr{Float64}, | ||
| Ref{BlasInt}), | ||
| 'T', 'N', ma, nb, | ||
| na, 1.0, Ref(a, offset_a), max(na, 1), | ||
| Ref(b, offset_b), max(na, 1), 0.0, Ref(c, offset_c), | ||
| max(ma, 1)) | ||
| function unsafe_mul!(c::StridedVecOrMat, aAdj::Adjoint{Float64, <:StridedArray}, | ||
| b::StridedVecOrMat; offset1::Int = 1, offset2::Int = 1, | ||
| offset3::Int = 1, rows2::Int = size(aAdj, 1), | ||
| cols2::Int = size(aAdj, 2), cols3::Int = size(b, 2)) | ||
| a = aAdj.parent | ||
| blas_check(c, a, b, offset1, offset2, offset3, rows2, cols2, cols3) | ||
| ext_gemm!('T', 'N', rows2, cols3, cols2, 1, a, b, 0, c, offset2, offset3, offset1) | ||
| end | ||
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| function At_mul_B!(c::AbstractVecOrMat{Float64}, offset_c::Int64, a::AbstractVecOrMat{Float64}, | ||
| b::AbstractVecOrMat{Float64}, offset_b::Int64, nb::Int64) | ||
| na = size(a, 1) | ||
| ma = (ndims(a) > 1) ? size(a, 2) : 1 | ||
| At_mul_B!(c, offset_c, a, 1, ma, na, b, offset_b, nb) | ||
| function unsafe_mul!(c::StridedVecOrMat, aAdj::Adjoint{Float64, <:StridedVecOrMat}, | ||
| bAdj::Adjoint{Float64, <:StridedVecOrMat}; offset1::Int = 1, | ||
| offset2::Int = 1, offset3::Int = 1, rows2::Int = size(aAdj, 1), | ||
| cols2::Int = size(aAdj, 2), cols3::Int = size(bAdj, 2)) | ||
| a = aAdj.parent | ||
| b = bAdj.parent | ||
| blas_check(c, a, b, offset1, offset2, offset3, rows2, cols2, cols3) | ||
| ext_gemm!('T', 'T', rows2, cols3, cols2, 1, a, b, 0, c, offset2, offset3, offset1) | ||
| end | ||
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| function A_mul_Bt!(c::AbstractVecOrMat{Float64}, offset_c::Int64, a::AbstractVecOrMat{Float64}, | ||
| offset_a::Int64, ma::Int64, na::Int64, b::AbstractVecOrMat{Float64}, | ||
| offset_b::Int64, nb::Int64) | ||
| ccall((@blasfunc(dgemm_), libblas), Cvoid, | ||
| (Ref{UInt8}, Ref{UInt8}, Ref{BlasInt}, Ref{BlasInt}, | ||
| Ref{BlasInt}, Ref{Float64}, Ptr{Float64}, Ref{BlasInt}, | ||
| Ptr{Float64}, Ref{BlasInt}, Ref{Float64}, Ptr{Float64}, | ||
| Ref{BlasInt}), | ||
| 'N', 'T', ma, nb, | ||
| na, 1.0, Ref(a, offset_a), max(ma, 1), | ||
| Ref(b, offset_b), max(nb, 1), 0.0, Ref(c, offset_c), | ||
| max(ma, 1)) | ||
| function blas_check(c, a, b, offset_c, offset_a, offset_b, ma, na, nb) | ||
| @boundscheck begin | ||
| # Make sure offset is a sane value | ||
| @assert (length(a) >= offset_a >= 1) | ||
| @assert (length(b) >= offset_b >= 1) | ||
| @assert (length(c) >= offset_c >= 1) | ||
| # Assert that there is enough data in each variable | ||
| _mb = na | ||
| @assert ma * na<=length(a) - offset_a + 1 "You're asking from A more than it has" | ||
| @assert _mb * nb<=length(b) - offset_b + 1 "You're asking from B more than it has" | ||
| @assert ma * nb<=length(c) - offset_c + 1 "You're assigning into C more than it can take" | ||
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| #TODO: if A is a vector, ma is supplied and na is not. Do not default to na=1 | ||
| end | ||
| end | ||
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| function A_mul_Bt!(c::AbstractVecOrMat{Float64}, offset_c::Int64, a::AbstractVecOrMat{Float64}, | ||
| offset_a::Int64, ma::Int64, na::Int64, b::AbstractVecOrMat{Float64}) | ||
| nb = size(b, 1) | ||
| A_mul_Bt!(c, offset_c, a, offset_a, ma, na, b, 1, nb) | ||
| ## QuasiUpperTriangular | ||
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| # B = alpha*A*B such that A is triangular | ||
| function ext_trmm!(side::Char, uplo::Char, ta::Char, diag::Char, mb::Int, nb::Int, alpha, | ||
| a::StridedMatrix{Float64}, b::StridedVecOrMat{Float64}, offset_b) | ||
| # intentionally assume the triangular data is not in vector form | ||
| #TODO: Reconsider ma/na vs mb/nb. trmm docs usage might conflict a little with ours | ||
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| # following trmm docs | ||
| lda = uppercase(side) == 'L' ? mb : nb | ||
| ldb = ndims(b) == 2 ? strides(b)[2] : mb | ||
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| ccall((@blasfunc("dtrmm_"), libblas), Cvoid, | ||
| (Ref{UInt8}, Ref{UInt8}, Ref{UInt8}, Ref{UInt8}, Ref{BlasInt}, Ref{BlasInt}, | ||
| Ref{Float64}, Ptr{Float64}, Ref{BlasInt}, Ptr{Float64}, Ref{BlasInt}), side, | ||
| uplo, ta, diag, mb, nb, alpha, a, lda, Ref(b, offset_b), ldb) | ||
| return b | ||
| end | ||
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| function At_mul_Bt!(c::AbstractVecOrMat{Float64}, offset_c::Int64, a::AbstractVecOrMat{Float64}, | ||
| offset_a::Int64, ma::Int64, na::Int64, b::AbstractVecOrMat{Float64}, | ||
| offset_b::Int64, nb::Int64) | ||
| ccall((@blasfunc(dgemm_), libblas), Cvoid, | ||
| (Ref{UInt8}, Ref{UInt8}, Ref{BlasInt}, Ref{BlasInt}, | ||
| Ref{BlasInt}, Ref{Float64}, Ptr{Float64}, Ref{BlasInt}, | ||
| Ptr{Float64}, Ref{BlasInt}, Ref{Float64}, Ptr{Float64}, | ||
| Ref{BlasInt}), | ||
| 'T', 'T', ma, nb, | ||
| na, 1.0, Ref(a, offset_a), max(na, 1), | ||
| Ref(b, offset_b), max(ma, 1), 0.0, Ref(c, offset_c), | ||
| max(ma, 1)) | ||
| # A is QuasiUpper | ||
| function unsafe_mul!(c::StridedVecOrMat, a::QuasiUpperTriangular, b::StridedVecOrMat; | ||
| offset1::Int = 1, offset2::Int = 1, offset3::Int = 1, | ||
| rows2::Int = size(a, 1), cols2::Int = size(a, 2), | ||
| cols3::Int = size(b, 2)) | ||
| blas_check(c, a, b, offset1, offset2, offset3, rows2, cols2, cols3) | ||
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| rows3 = cols2 | ||
| copyto!(c, offset1, b, offset3, rows3 * cols3) | ||
| alpha = 1.0 | ||
| ext_trmm!('L', 'U', 'N', 'N', rows3, cols3, alpha, a.data, c, offset1) | ||
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| @inbounds for i in 2:rows2 | ||
| x = a[i, i - 1] | ||
| indb = offset3 | ||
| indc = offset1 + 1 | ||
| @simd for j in 1:cols3 | ||
| c[indc] += x * b[indb] | ||
| indb += rows2 | ||
| indc += rows2 | ||
| end | ||
| end | ||
| end | ||
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| # B is QuasiUpper | ||
| function unsafe_mul!(c::StridedVecOrMat, a::StridedVecOrMat, b::QuasiUpperTriangular; | ||
| offset1::Int = 1, offset2::Int = 1, offset3::Int = 1, | ||
| rows2::Int = size(a, 1), cols2::Int = size(a, 2), | ||
| cols3::Int = size(b, 2)) | ||
| blas_check(c, a, b, offset1, offset2, offset3, rows2, cols2, cols3) | ||
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| copyto!(c, offset1, a, offset2, rows2 * cols2) | ||
| alpha = 1.0 | ||
| ext_trmm!('R', 'U', 'N', 'N', rows2, cols2, alpha, b.data, c, offset1) | ||
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| inda = offset2 + rows2 | ||
| indc = offset1 | ||
| @inbounds for i in 2:cols2 | ||
| x = b[i, i - 1] | ||
| @simd for j in 1:rows2 | ||
| c[indc] += x * a[inda] | ||
| inda += 1 | ||
| indc += 1 | ||
| end | ||
| end | ||
| end | ||
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| # B is an Adjoint of QuasiUpper | ||
| function unsafe_mul!(c::StridedVecOrMat, a::StridedVecOrMat, | ||
| bAdj::Adjoint{Float64, <:QuasiUpperTriangular}; offset1::Int = 1, | ||
| offset2::Int = 1, offset3::Int = 1, rows2::Int = size(a, 1), | ||
| cols2::Int = size(a, 2), cols3::Int = size(bAdj, 2)) | ||
| b = bAdj.parent | ||
| blas_check(c, a, b, offset1, offset2, offset3, rows2, cols2, cols3) | ||
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| copyto!(c, offset1, a, offset2, rows2 * cols2) | ||
| alpha = 1.0 | ||
| ext_trmm!('R', 'U', 'T', 'N', rows2, cols2, alpha, b.data, c, offset1) | ||
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| inda = offset2 | ||
| indc = offset1 + rows2 | ||
| @inbounds for j in 2:cols2 | ||
| x = alpha * b[j, j - 1] | ||
| @simd for i in 1:rows2 | ||
| c[indc] += x * a[inda] | ||
| inda += 1 | ||
| indc += 1 | ||
| end | ||
| end | ||
| c | ||
| end |
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