185 lines
5.1 KiB
C++
185 lines
5.1 KiB
C++
/*
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* Copyright (C) 2007-2011 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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/*
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* 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
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* one can consider large matrices B and/or C.
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*/
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#include <string.h>
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#include <dynmex.h>
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#include <dynblas.h>
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#ifdef USE_OMP
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# include <omp.h>
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#endif
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#define DEBUG_OMP 0
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void
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full_A_times_kronecker_B_C(double *A, double *B, double *C, double *D,
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blas_int mA, blas_int nA, blas_int mB, blas_int nB, blas_int mC, blas_int nC, int number_of_threads)
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{
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#if USE_OMP
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# pragma omp parallel for num_threads(number_of_threads)
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for (blas_int colD = 0; colD < nB*nC; colD++)
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{
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# if DEBUG_OMP
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mexPrintf("%d thread number is %d (%d).\n", colD, omp_get_thread_num(), omp_get_num_threads());
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# endif
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blas_int colB = colD/nC;
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blas_int colC = colD%nC;
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for (blas_int colA = 0; colA < nA; colA++)
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{
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blas_int rowB = colA/mC;
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blas_int rowC = colA%mC;
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blas_int idxA = colA*mA;
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blas_int idxD = colD*mA;
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double BC = B[colB*mB+rowB]*C[colC*mC+rowC];
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for (blas_int rowD = 0; rowD < mA; rowD++)
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{
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D[idxD+rowD] += A[idxA+rowD]*BC;
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}
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}
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}
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#else
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const blas_int shiftA = mA*mC;
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const blas_int shiftD = mA*nC;
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blas_int kd = 0, ka = 0;
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char transpose[2] = "N";
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double one = 1.0;
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for (blas_int col = 0; col < nB; col++)
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{
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ka = 0;
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for (blas_int row = 0; row < mB; row++)
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{
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dgemm(transpose, transpose, &mA, &nC, &mC, &B[mB*col+row], &A[ka], &mA, &C[0], &mC, &one, &D[kd], &mA);
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ka += shiftA;
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}
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kd += shiftD;
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}
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#endif
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}
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void
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full_A_times_kronecker_B_B(double *A, double *B, double *D, blas_int mA, blas_int nA, blas_int mB, blas_int nB, int number_of_threads)
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{
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#if USE_OMP
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# pragma omp parallel for num_threads(number_of_threads)
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for (blas_int colD = 0; colD < nB*nB; colD++)
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{
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# if DEBUG_OMP
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mexPrintf("%d thread number is %d (%d).\n", colD, omp_get_thread_num(), omp_get_num_threads());
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# endif
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blas_int j1B = colD/nB;
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blas_int j2B = colD%nB;
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for (blas_int colA = 0; colA < nA; colA++)
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{
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blas_int i1B = colA/mB;
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blas_int i2B = colA%mB;
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blas_int idxA = colA*mA;
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blas_int idxD = colD*mA;
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double BB = B[j1B*mB+i1B]*B[j2B*mB+i2B];
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for (blas_int rowD = 0; rowD < mA; rowD++)
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{
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D[idxD+rowD] += A[idxA+rowD]*BB;
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}
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}
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}
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#else
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const blas_int shiftA = mA*mB;
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const blas_int shiftD = mA*nB;
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blas_int kd = 0, ka = 0;
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char transpose[2] = "N";
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double one = 1.0;
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for (blas_int col = 0; col < nB; col++)
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{
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ka = 0;
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for (blas_int row = 0; row < mB; row++)
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{
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dgemm(transpose, transpose, &mA, &nB, &mB, &B[mB*col+row], &A[ka], &mA, &B[0], &mB, &one, &D[kd], &mA);
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ka += shiftA;
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}
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kd += shiftD;
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}
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#endif
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}
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void
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mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
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{
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// Check input and output:
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if (nrhs > 4 || nrhs < 3)
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DYN_MEX_FUNC_ERR_MSG_TXT("A_times_B_kronecker_C takes 3 or 4 input arguments and provides 2 output arguments.");
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// Get & Check dimensions (columns and rows):
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mwSize mA, nA, mB, nB, mC, nC;
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mA = mxGetM(prhs[0]);
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nA = mxGetN(prhs[0]);
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mB = mxGetM(prhs[1]);
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nB = mxGetN(prhs[1]);
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if (nrhs == 4) // A*kron(B,C) is to be computed.
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{
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mC = mxGetM(prhs[2]);
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nC = mxGetN(prhs[2]);
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if (mB*mC != nA)
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DYN_MEX_FUNC_ERR_MSG_TXT("Input dimension error!");
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}
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else // A*kron(B,B) is to be computed.
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{
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if (mB*mB != nA)
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DYN_MEX_FUNC_ERR_MSG_TXT("Input dimension error!");
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}
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// Get input matrices:
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double *B, *C, *A;
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int numthreads;
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A = mxGetPr(prhs[0]);
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B = mxGetPr(prhs[1]);
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if (nrhs == 4)
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{
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C = mxGetPr(prhs[2]);
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numthreads = (int) mxGetScalar(prhs[3]);
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}
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else
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numthreads = (int) mxGetScalar(prhs[2]);
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// Initialization of the ouput:
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double *D;
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if (nrhs == 4)
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{
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plhs[0] = mxCreateDoubleMatrix(mA, nB*nC, mxREAL);
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}
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else
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{
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plhs[0] = mxCreateDoubleMatrix(mA, nB*nB, mxREAL);
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}
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D = mxGetPr(plhs[0]);
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// Computational part:
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if (nrhs == 3)
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{
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full_A_times_kronecker_B_B(A, B, &D[0], mA, nA, mB, nB, numthreads);
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}
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else
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{
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full_A_times_kronecker_B_C(A, B, C, &D[0], mA, nA, mB, nB, mC, nC, numthreads);
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}
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plhs[1] = mxCreateDoubleScalar(0);
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}
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