BorderedBandMatrix.cc

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/*
 * BorderedBandMatrix.cpp
 *
 *  Created on: Aug 14, 2011
 *      Author: kleinwrt
 */
 
#include "BorderedBandMatrix.h"
 
namespace gbl {
 
BorderedBandMatrix::BorderedBandMatrix() : numSize(0), numBorder(0), numBand(0), numCol(0) {
}
 
BorderedBandMatrix::~BorderedBandMatrix() {
}
 
 
void BorderedBandMatrix::resize(unsigned int nSize, unsigned int nBorder,
    unsigned int nBand) {
  numSize = nSize;
  numBorder = nBorder;
  numCol = nSize - nBorder;
  numBand = 0;
  theBorder.resize(numBorder);
  theMixed.resize(numBorder, numCol);
  theBand.resize((nBand + 1), numCol);
}
 
 
void BorderedBandMatrix::addBlockMatrix(double aWeight,
    const std::vector<unsigned int>* anIndex,
    const std::vector<double>* aVector) {
  int nBorder = numBorder;
  for (unsigned int i = 0; i < anIndex->size(); ++i) {
    int iIndex = (*anIndex)[i] - 1; // anIndex has to be sorted
    for (unsigned int j = 0; j <= i; ++j) {
      int jIndex = (*anIndex)[j] - 1;
      if (iIndex < nBorder) {
        theBorder(iIndex, jIndex) += (*aVector)[i] * aWeight
            * (*aVector)[j];
      } else if (jIndex < nBorder) {
        theMixed(jIndex, iIndex - nBorder) += (*aVector)[i] * aWeight
            * (*aVector)[j];
      } else {
        unsigned int nBand = iIndex - jIndex;
        theBand(nBand, jIndex - nBorder) += (*aVector)[i] * aWeight
            * (*aVector)[j];
        numBand = std::max(numBand, nBand); // update band width
      }
    }
  }
}
 
 
TMatrixDSym BorderedBandMatrix::getBlockMatrix(
    const std::vector<unsigned int> &anIndex) const {
 
  TMatrixDSym aMatrix(anIndex.size());
  int nBorder = numBorder;
  for (unsigned int i = 0; i < anIndex.size(); ++i) {
    int iIndex = anIndex[i] - 1; // anIndex has to be sorted
    for (unsigned int j = 0; j <= i; ++j) {
      int jIndex = anIndex[j] - 1;
      if (iIndex < nBorder) {
        aMatrix(i, j) = theBorder(iIndex, jIndex); // border part of inverse
      } else if (jIndex < nBorder) {
        aMatrix(i, j) = -theMixed(jIndex, iIndex - nBorder); // mixed part of inverse
      } else {
        unsigned int nBand = iIndex - jIndex;
        aMatrix(i, j) = theBand(nBand, jIndex - nBorder); // band part of inverse
      }
      aMatrix(j, i) = aMatrix(i, j);
    }
  }
  return aMatrix;
}
 
 
void BorderedBandMatrix::solveAndInvertBorderedBand(
    const VVector &aRightHandSide, VVector &aSolution) {
 
  // decompose band
  decomposeBand();
  // invert band
  VMatrix inverseBand = invertBand();
  if (numBorder > 0) { // need to use block matrix decomposition to solve
    // solve for mixed part
    const VMatrix auxMat = solveBand(theMixed); // = Xt
    const VMatrix auxMatT = auxMat.transpose(); // = X
    // solve for border part
    const VVector auxVec = aRightHandSide.getVec(numBorder)
        - auxMat * aRightHandSide.getVec(numCol, numBorder); // = b1 - Xt*b2
    VSymMatrix inverseBorder = theBorder - theMixed * auxMatT;
    inverseBorder.invert(); // = E
    const VVector borderSolution = inverseBorder * auxVec; // = x1
    // solve for band part
    const VVector bandSolution = solveBand(
        aRightHandSide.getVec(numCol, numBorder)); // = x
    aSolution.putVec(borderSolution);
    aSolution.putVec(bandSolution - auxMatT * borderSolution, numBorder); // = x2
    // parts of inverse
    theBorder = inverseBorder; // E
    theMixed = inverseBorder * auxMat; // E*Xt (-mixed part of inverse) !!!
    theBand = inverseBand + bandOfAVAT(auxMatT, inverseBorder); // band(D^-1 + X*E*Xt)
  } else {
    aSolution.putVec(solveBand(aRightHandSide));
    theBand = inverseBand;
  }
}
 
void BorderedBandMatrix::printMatrix() const {
  std::cout << "Border part " << std::endl;
  theBorder.print();
  std::cout << "Mixed  part " << std::endl;
  theMixed.print();
  std::cout << "Band   part " << std::endl;
  theBand.print();
}
 
/*============================================================================
 from Dbandmatrix.F (MillePede-II by V. Blobel, Univ. Hamburg)
 ============================================================================*/
 
void BorderedBandMatrix::decomposeBand() {
 
  int nRow = numBand + 1;
  int nCol = numCol;
  VVector auxVec(nCol);
  for (int i = 0; i < nCol; ++i) {
    auxVec(i) = theBand(0, i) * 16.0; // save diagonal elements
  }
  for (int i = 0; i < nCol; ++i) {
    if ((theBand(0, i) + auxVec(i)) != theBand(0, i)) {
      theBand(0, i) = 1.0 / theBand(0, i);
      if (theBand(0, i) < 0.) {
        throw 3; // not positive definite
      }
    } else {
      theBand(0, i) = 0.0;
      throw 2; // singular
    }
    for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
      double rxw = theBand(j, i) * theBand(0, i);
      for (int k = 0; k < std::min(nRow, nCol - i) - j; ++k) {
        theBand(k, i + j) -= theBand(k + j, i) * rxw;
      }
      theBand(j, i) = rxw;
    }
  }
}
 
 
VVector BorderedBandMatrix::solveBand(const VVector &aRightHandSide) const {
 
  int nRow = theBand.getNumRows();
  int nCol = theBand.getNumCols();
  VVector aSolution(aRightHandSide);
  for (int i = 0; i < nCol; ++i) // forward substitution
      {
    for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
      aSolution(j + i) -= theBand(j, i) * aSolution(i);
    }
  }
  for (int i = nCol - 1; i >= 0; i--) // backward substitution
      {
    double rxw = theBand(0, i) * aSolution(i);
    for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
      rxw -= theBand(j, i) * aSolution(j + i);
    }
    aSolution(i) = rxw;
  }
  return aSolution;
}
 
 
VMatrix BorderedBandMatrix::solveBand(const VMatrix &aRightHandSide) const {
 
  int nRow = theBand.getNumRows();
  int nCol = theBand.getNumCols();
  VMatrix aSolution(aRightHandSide);
  for (unsigned int iBorder = 0; iBorder < numBorder; iBorder++) {
    for (int i = 0; i < nCol; ++i) // forward substitution
        {
      for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
        aSolution(iBorder, j + i) -= theBand(j, i)
            * aSolution(iBorder, i);
      }
    }
    for (int i = nCol - 1; i >= 0; i--) // backward substitution
        {
      double rxw = theBand(0, i) * aSolution(iBorder, i);
      for (int j = 1; j < std::min(nRow, nCol - i); ++j) {
        rxw -= theBand(j, i) * aSolution(iBorder, j + i);
      }
      aSolution(iBorder, i) = rxw;
    }
  }
  return aSolution;
}
 
 
VMatrix BorderedBandMatrix::invertBand() {
 
  int nRow = numBand + 1;
  int nCol = numCol;
  VMatrix inverseBand(nRow, nCol);
 
  for (int i = nCol - 1; i >= 0; i--) {
    double rxw = theBand(0, i);
    for (int j = i; j >= std::max(0, i - nRow + 1); j--) {
      for (int k = j + 1; k < std::min(nCol, j + nRow); ++k) {
        rxw -= inverseBand(abs(i - k), std::min(i, k))
            * theBand(k - j, j);
      }
      inverseBand(i - j, j) = rxw;
      rxw = 0.;
    }
  }
  return inverseBand;
}
 
 
VMatrix BorderedBandMatrix::bandOfAVAT(const VMatrix &anArray,
    const VSymMatrix &aSymArray) const {
  int nBand = numBand;
  int nCol = numCol;
  int nBorder = numBorder;
  double sum;
  VMatrix aBand((nBand + 1), nCol);
  for (int i = 0; i < nCol; ++i) {
    for (int j = std::max(0, i - nBand); j <= i; ++j) {
      sum = 0.;
      for (int l = 0; l < nBorder; ++l) { // diagonal
        sum += anArray(i, l) * aSymArray(l, l) * anArray(j, l);
        for (int k = 0; k < l; ++k) { // off diagonal
          sum += anArray(i, l) * aSymArray(l, k) * anArray(j, k)
              + anArray(i, k) * aSymArray(l, k) * anArray(j, l);
        }
      }
      aBand(i - j, j) = sum;
    }
  }
  return aBand;
}
 
}