ViennaCL - The Vienna Computing Library: structured-matrices.cpp

ViennaCL - The Vienna Computing Library 1.7.1 Free open-source GPU-accelerated linear algebra and solver library. |

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structured-matrices.cpp

In this tutorial we demonstrate the use of structured dense matrices (Circulant matrix, Hankel matrix, Toeplitz matrix, Vandermonde matrix).

Warning
  Structured matrices in ViennaCL are experimental and only available with the OpenCL backend.

We start with including the necessary headers:

// include necessary system headers
#include <iostream>
// ViennaCL headers
#include "viennacl/toeplitz_matrix.hpp"
#include "viennacl/circulant_matrix.hpp"
#include "viennacl/vandermonde_matrix.hpp"
#include "viennacl/hankel_matrix.hpp"
#include "viennacl/linalg/prod.hpp"
// Boost headers
#include "boost/numeric/ublas/vector.hpp"
#include "boost/numeric/ublas/matrix.hpp"
#include "boost/numeric/ublas/matrix_proxy.hpp"
#include "boost/numeric/ublas/io.hpp"

We first setup the respective matrices in uBLAS matrices and then copy them over to the respective ViennaCL objects. After that we run a couple of operations (mostly matrix-vector products).

int main()
{
typedef float ScalarType;
std::size_t size = 4;

Set up ublas objects

boost::numeric::ublas::vector<ScalarType> ublas_vec(size);
boost::numeric::ublas::matrix<ScalarType> ublas_circulant(size, size);
boost::numeric::ublas::matrix<ScalarType> ublas_hankel(size, size);
boost::numeric::ublas::matrix<ScalarType> ublas_toeplitz(size, size);
boost::numeric::ublas::matrix<ScalarType> ublas_vandermonde(size, size);
for (std::size_t i = 0; i < size; i++)
for (std::size_t j = 0; j < size; j++)
{
ublas_circulant(i,j) = static_cast<ScalarType>((i - j + size) % size);
ublas_hankel(i,j) = static_cast<ScalarType>((i + j) % (2 * size));
ublas_toeplitz(i,j) = static_cast<ScalarType>(i) - static_cast<ScalarType>(j);
ublas_vandermonde(i,j) = std::pow(ScalarType(1.0) + ScalarType(i)/ScalarType(1000.0), ScalarType(j));
}

Set up ViennaCL objects

viennacl::vector<ScalarType> vcl_vec(size);
viennacl::vector<ScalarType> vcl_result(size);
viennacl::circulant_matrix<ScalarType> vcl_circulant(size, size);
viennacl::hankel_matrix<ScalarType> vcl_hankel(size, size);
viennacl::toeplitz_matrix<ScalarType> vcl_toeplitz(size, size);
viennacl::vandermonde_matrix<ScalarType> vcl_vandermonde(size, size);
// copy matrices:
viennacl::copy(ublas_circulant, vcl_circulant);
viennacl::copy(ublas_hankel, vcl_hankel);
viennacl::copy(ublas_toeplitz, vcl_toeplitz);
viennacl::copy(ublas_vandermonde, vcl_vandermonde);
// fill vectors:
for (std::size_t i = 0; i < size; i++)
{
ublas_vec[i] = ScalarType(i);
vcl_vec[i] = ScalarType(i);
}

Add circulant matrices using operator overloads:

std::cout << "Circulant matrix before addition: " << vcl_circulant << std::endl << std::endl;
vcl_circulant += vcl_circulant;
std::cout << "Circulant matrix after addition: " << vcl_circulant << std::endl << std::endl;

Manipulate single entries of structured matrices. These manipulations are structure-preserving, so any other affected entries are manipulated as well.

std::cout << "Hankel matrix before manipulation: " << vcl_hankel << std::endl << std::endl;
vcl_hankel(1, 2) = ScalarType(3.14);
std::cout << "Hankel matrix after manipulation: " << vcl_hankel << std::endl << std::endl;
std::cout << "Vandermonde matrix before manipulation: " << vcl_vandermonde << std::endl << std::endl;
vcl_vandermonde(1) = ScalarType(1.1); //NOTE: Write access only via row index
std::cout << "Vandermonde matrix after manipulation: " << vcl_vandermonde << std::endl << std::endl;

Compute matrix-vector product for a Toeplitz matrix (FFT-accelerated). Similarly for the other matrices.

std::cout << "Toeplitz matrix: " << vcl_toeplitz << std::endl;
std::cout << "Vector: " << vcl_vec << std::endl << std::endl;
vcl_result = viennacl::linalg::prod(vcl_toeplitz, vcl_vec);
std::cout << "Result of matrix-vector product: " << vcl_result << std::endl << std::endl;

That's it. Print success message and exit.

std::cout << "!!!! TUTORIAL COMPLETED SUCCESSFULLY !!!!" << std::endl;
return EXIT_SUCCESS;
}

## Full Example Code

/* =========================================================================
Copyright (c) 2010-2016, Institute for Microelectronics,
Institute for Analysis and Scientific Computing,
TU Wien.
Portions of this software are copyright by UChicago Argonne, LLC.
-----------------
ViennaCL - The Vienna Computing Library
-----------------
Project Head: Karl Rupp rupp@iue.tuwien.ac.at
(A list of authors and contributors can be found in the PDF manual)
License: MIT (X11), see file LICENSE in the base directory
============================================================================= */
// include necessary system headers
#include <iostream>
// ViennaCL headers
#include "viennacl/toeplitz_matrix.hpp"
#include "viennacl/circulant_matrix.hpp"
#include "viennacl/vandermonde_matrix.hpp"
#include "viennacl/hankel_matrix.hpp"
#include "viennacl/linalg/prod.hpp"
// Boost headers
#include "boost/numeric/ublas/vector.hpp"
#include "boost/numeric/ublas/matrix.hpp"
#include "boost/numeric/ublas/matrix_proxy.hpp"
#include "boost/numeric/ublas/io.hpp"
int main()
{
typedef float ScalarType;
std::size_t size = 4;
boost::numeric::ublas::vector<ScalarType> ublas_vec(size);
boost::numeric::ublas::matrix<ScalarType> ublas_circulant(size, size);
boost::numeric::ublas::matrix<ScalarType> ublas_hankel(size, size);
boost::numeric::ublas::matrix<ScalarType> ublas_toeplitz(size, size);
boost::numeric::ublas::matrix<ScalarType> ublas_vandermonde(size, size);
for (std::size_t i = 0; i < size; i++)
for (std::size_t j = 0; j < size; j++)
{
ublas_circulant(i,j) = static_cast<ScalarType>((i - j + size) % size);
ublas_hankel(i,j) = static_cast<ScalarType>((i + j) % (2 * size));
ublas_toeplitz(i,j) = static_cast<ScalarType>(i) - static_cast<ScalarType>(j);
ublas_vandermonde(i,j) = std::pow(ScalarType(1.0) + ScalarType(i)/ScalarType(1000.0), ScalarType(j));
}
viennacl::vector<ScalarType> vcl_vec(size);
viennacl::vector<ScalarType> vcl_result(size);
viennacl::circulant_matrix<ScalarType> vcl_circulant(size, size);
viennacl::hankel_matrix<ScalarType> vcl_hankel(size, size);
viennacl::toeplitz_matrix<ScalarType> vcl_toeplitz(size, size);
viennacl::vandermonde_matrix<ScalarType> vcl_vandermonde(size, size);
// copy matrices:
viennacl::copy(ublas_circulant, vcl_circulant);
viennacl::copy(ublas_hankel, vcl_hankel);
viennacl::copy(ublas_toeplitz, vcl_toeplitz);
viennacl::copy(ublas_vandermonde, vcl_vandermonde);
// fill vectors:
for (std::size_t i = 0; i < size; i++)
{
ublas_vec[i] = ScalarType(i);
vcl_vec[i] = ScalarType(i);
}
std::cout << "Circulant matrix before addition: " << vcl_circulant << std::endl << std::endl;
vcl_circulant += vcl_circulant;
std::cout << "Circulant matrix after addition: " << vcl_circulant << std::endl << std::endl;
std::cout << "Hankel matrix before manipulation: " << vcl_hankel << std::endl << std::endl;
vcl_hankel(1, 2) = ScalarType(3.14);
std::cout << "Hankel matrix after manipulation: " << vcl_hankel << std::endl << std::endl;
std::cout << "Vandermonde matrix before manipulation: " << vcl_vandermonde << std::endl << std::endl;
vcl_vandermonde(1) = ScalarType(1.1); //NOTE: Write access only via row index
std::cout << "Vandermonde matrix after manipulation: " << vcl_vandermonde << std::endl << std::endl;
std::cout << "Toeplitz matrix: " << vcl_toeplitz << std::endl;
std::cout << "Vector: " << vcl_vec << std::endl << std::endl;
vcl_result = viennacl::linalg::prod(vcl_toeplitz, vcl_vec);
std::cout << "Result of matrix-vector product: " << vcl_result << std::endl << std::endl;
std::cout << "!!!! TUTORIAL COMPLETED SUCCESSFULLY !!!!" << std::endl;
return EXIT_SUCCESS;
}