/* * Copyright © 2007-2020 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·(B⊗C) or A·(B⊗B) without explicitly building B⊗C or B⊗B, so that * one can consider large matrices B and/or C. */ #include #include void full_A_times_kronecker_B_C(const double *A, const double *B, const double *C, double *D, blas_int mA, blas_int nA, blas_int mB, blas_int nB, blas_int mC, blas_int nC) { const blas_int shiftA = mA*mC; const blas_int shiftD = mA*nC; blas_int kd = 0, ka = 0; double one = 1.0; for (blas_int col = 0; col < nB; col++) { ka = 0; for (blas_int row = 0; row < mB; row++) { dgemm("N", "N", &mA, &nC, &mC, &B[mB*col+row], &A[ka], &mA, C, &mC, &one, &D[kd], &mA); ka += shiftA; } kd += shiftD; } } void full_A_times_kronecker_B_B(const double *A, const double *B, double *D, blas_int mA, blas_int nA, blas_int mB, blas_int nB) { const blas_int shiftA = mA*mB; const blas_int shiftD = mA*nB; blas_int kd = 0, ka = 0; double one = 1.0; for (blas_int col = 0; col < nB; col++) { ka = 0; for (blas_int row = 0; row < mB; row++) { dgemm("N", "N", &mA, &nB, &mB, &B[mB*col+row], &A[ka], &mA, B, &mB, &one, &D[kd], &mA); ka += shiftA; } kd += shiftD; } } void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) { // Check input and output: if (nrhs > 3 || nrhs < 2 || nlhs != 1) { mexErrMsgTxt("A_times_B_kronecker_C takes 2 or 3 input arguments and provides 1 output argument."); return; // Needed to shut up some GCC warnings } // Get & Check dimensions (columns and rows): size_t mA = mxGetM(prhs[0]); size_t nA = mxGetN(prhs[0]); size_t mB = mxGetM(prhs[1]); size_t nB = mxGetN(prhs[1]); size_t mC, nC; if (nrhs == 3) // A·(B⊗C) is to be computed. { mC = mxGetM(prhs[2]); nC = mxGetN(prhs[2]); if (mB*mC != nA) mexErrMsgTxt("Input dimension error!"); } else // A·(B⊗B) is to be computed. { if (mB*mB != nA) mexErrMsgTxt("Input dimension error!"); } // Get input matrices: const double *A = mxGetPr(prhs[0]); const double *B = mxGetPr(prhs[1]); const double *C{nullptr}; if (nrhs == 3) C = mxGetPr(prhs[2]); // Initialization of the ouput: if (nrhs == 3) plhs[0] = mxCreateDoubleMatrix(mA, nB*nC, mxREAL); else plhs[0] = mxCreateDoubleMatrix(mA, nB*nB, mxREAL); double *D = mxGetPr(plhs[0]); // Computational part: if (nrhs == 2) full_A_times_kronecker_B_B(A, B, D, mA, nA, mB, nB); else full_A_times_kronecker_B_C(A, B, C, D, mA, nA, mB, nB, mC, nC); }