/* * Copyright (C) 2007-2009 Dynare Team * * This file is part of Dynare. * * Dynare is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * Dynare is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with Dynare. If not, see . */ /* * This mex file computes A*kron(B,C) or A*kron(B,B) without explicitely building kron(B,C) or kron(B,B), so that * one can consider large matrices B and/or C. */ #include #include #include #ifdef USE_OMP # include #endif void full_A_times_kronecker_B_C(double *A, double *B, double *C, double *D, blas_int mA, blas_int nA, blas_int mB, blas_int nB, blas_int mC, blas_int nC) { #if USE_OMP # pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS"))) for (long int colD = 0; colD < nB*nC; colD++) { # if DEBUG_OMP mexPrintf("%d thread number is %d (%d).\n", colD, omp_get_thread_num(), omp_get_num_threads()); # endif unsigned int colB = colD/nC; unsigned int colC = colD%nC; for (int colA = 0; colA < nA; colA++) { unsigned int rowB = colA/mC; unsigned int rowC = colA%mC; unsigned int idxA = colA*mA; unsigned int idxD = colD*mA; double BC = B[colB*mB+rowB]*C[colC*mC+rowC]; for (int rowD = 0; rowD < mA; rowD++) { D[idxD+rowD] += A[idxA+rowD]*BC; } } } #else const unsigned long shiftA = mA*mC; const unsigned long shiftD = mA*nC; unsigned long int kd = 0, ka = 0; char transpose[2] = "N"; double one = 1.0; for (unsigned long int col = 0; col < nB; col++) { ka = 0; for (unsigned long int row = 0; row < mB; row++) { dgemm(transpose, transpose, &mA, &nC, &mC, &B[mB*col+row], &A[ka], &mA, &C[0], &mC, &one, &D[kd], &mA); ka += shiftA; } kd += shiftD; } #endif } void full_A_times_kronecker_B_B(double *A, double *B, double *D, blas_int mA, blas_int nA, blas_int mB, blas_int nB) { #if USE_OMP # pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS"))) for (long int colD = 0; colD < nB*nB; colD++) { # if DEBUG_OMP mexPrintf("%d thread number is %d (%d).\n", colD, omp_get_thread_num(), omp_get_num_threads()); # endif unsigned int j1B = colD/nB; unsigned int j2B = colD%nB; for (int colA = 0; colA < nA; colA++) { unsigned int i1B = colA/mB; unsigned int i2B = colA%mB; unsigned int idxA = colA*mA; unsigned int idxD = colD*mA; double BB = B[j1B*mB+i1B]*B[j2B*mB+i2B]; for (int rowD = 0; rowD < mA; rowD++) { D[idxD+rowD] += A[idxA+rowD]*BB; } } } #else const unsigned long int shiftA = mA*mB; const unsigned long int shiftD = mA*nB; unsigned long int kd = 0, ka = 0; char transpose[2] = "N"; double one = 1.0; for (unsigned long int col = 0; col < nB; col++) { ka = 0; for (unsigned long int row = 0; row < mB; row++) { dgemm(transpose, transpose, &mA, &nB, &mB, &B[mB*col+row], &A[ka], &mA, &B[0], &mB, &one, &D[kd], &mA); ka += shiftA; } kd += shiftD; } #endif } void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) { // Check input and output: if ((nrhs > 3) || (nrhs < 2)) { mexErrMsgTxt("Two or Three input arguments required."); } if (nlhs > 1) { mexErrMsgTxt("Too many output arguments."); } // Get & Check dimensions (columns and rows): mwSize mA, nA, mB, nB, mC, nC; mA = mxGetM(prhs[0]); nA = mxGetN(prhs[0]); mB = mxGetM(prhs[1]); nB = mxGetN(prhs[1]); if (nrhs == 3) // A*kron(B,C) is to be computed. { mC = mxGetM(prhs[2]); nC = mxGetN(prhs[2]); if (mB*mC != nA) { mexErrMsgTxt("Input dimension error!"); } } else // A*kron(B,B) is to be computed. { if (mB*mB != nA) { mexErrMsgTxt("Input dimension error!"); } } // Get input matrices: double *B, *C, *A; A = mxGetPr(prhs[0]); B = mxGetPr(prhs[1]); if (nrhs == 3) { C = mxGetPr(prhs[2]); } // Initialization of the ouput: double *D; if (nrhs == 3) { plhs[0] = mxCreateDoubleMatrix(mA, nB*nC, mxREAL); } else { plhs[0] = mxCreateDoubleMatrix(mA, nB*nB, mxREAL); } D = mxGetPr(plhs[0]); // Computational part: if (nrhs == 2) { full_A_times_kronecker_B_B(A, B, &D[0], (int) mA, (int) nA, (int) mB, (int) nB); } else { full_A_times_kronecker_B_C(A, B, C, &D[0], (int) mA, (int) nA, (int) mB, (int) nB, (int) mC, (int) nC); } }