File: arrays-stencils.yo

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bzindex(stencil objects)
bzindex(Array!stencils)

Blitz++ provides an implementation of stencil objects which
is currently bf(experimental).  This means that the exact
details of how they are declared and used may change in future
releases.  Use at your own risk.

bzsect(Motivation: a nicer notation for stencils)

Suppose we wanted to implement the 3-D acoustic wave equation
using finite differencing.  Here is how a single iteration would
look using subarray syntax:

bzverb(
  Range I(1,N-2), J(1,N-2), K(1,N-2);

  P3(I,J,K) = (2-6*c(I,J,K)) * P2(I,J,K)
    + c(I,J,K)*(P2(I-1,J,K) + P2(I+1,J,K) + P2(I,J-1,K) + P2(I,J+1,K)
    + P2(I,J,K-1) + P2(I,J,K+1)) - P1(I,J,K);
)

This syntax is a bit klunky.  With stencil objects, the
implementation becomes:

bzverb(
BZ_DECLARE_STENCIL4(acoustic3D_stencil,P1,P2,P3,c)
  P3 = 2 * P2 + c * Laplacian3D(P2) - P1;
BZ_END_STENCIL

  .
  .

  applyStencil(acoustic3D_stencil(), P1, P2, P3, c);
)

bzsect(Declaring stencil objects)

bzindex(stencil objects!declaring)

A stencil declaration may not be inside a function.
It can appear inside a class declaration (in which
case the stencil object is a nested type).

Stencil objects are declared using the macros
tt(BZ_DECLARE_STENCIL1), tt(BZ_DECLARE_STENCIL2), etc.
The number suffix is how many arrays are involved
in the stencil (in the above example, 4 arrays-- P1,P2,P3,c --
are used, so the macro BZ_DECLARE_STENCIL4 is invoked).

The first argument is a name for the stencil object.  
Subsequent arguments are names for the arrays on
which the stencil operates.

After the stencil declaration, the macro tt(BZ_END_STENCIL)
must appear (or the macro tt(BZ_END_STENCIL_WITH_SHAPE), described
in the next section).

In between the two macros, you can have multiple assignment
statements, if/else/elseif constructs, function calls,
loops, etc.

Here are some simple examples:

bzindex(BZ_DECLARE_STENCIL)

bzverb(
BZ_DECLARE_STENCIL2(smooth2D,A,B)
  A = (B(0,0) + B(0,1) + B(0,-1) + B(1,0) + B(-1,0)) / 5.0;
BZ_END_STENCIL

BZ_DECLARE_STENCIL4(acoustic2D,P1,P2,P3,c)
  A = 2 * P2 + c * (-4 * P2(0,0) + P2(0,1) + P2(0,-1) + P2(1,0) + P2(-1,0))
      - P1;
BZ_END_STENCIL

BZ_DECLARE_STENCIL8(prop2D,E1,E2,E3,M1,M2,M3,cE,cM)
  E3 = 2 * E2 + cE * Laplacian2D(E2) - E1;
  M3 = 2 * M2 + cM * Laplacian2D(M2) - M1;
BZ_END_STENCIL

BZ_DECLARE_STENCIL3(smooth2Db,A,B,c)
  if ((c > 0.0) && (c < 1.0))
    A = c * (B(0,0) + B(0,1) + B(0,-1) + B(1,0) + B(-1,0)) / 5.0
      + (1-c)*B;
  else
    A = 0;
BZ_END_STENCIL
)

Currently, a stencil can take up to 11 array parameters.

You can use the notation tt(A(i,j,k)) to read the element at
an offset tt((i,j,k)) from the current element.  If you omit
the parentheses (i.e. as in "A"), then the current element
is read.

You can invoke em(stencil operators) which calculate finite
differences and laplacians.

bzsect(Automatic determination of stencil extent)

In stencil declarations such as
bzverb(
BZ_DECLARE_STENCIL2(smooth2D,A,B)
  A = (B(0,0) + B(0,1) + B(0,-1) + B(1,0) + B(-1,0)) / 5.0;
BZ_END_STENCIL
)
Blitz++ will try to automatically determine the spatial extent
of the stencil.  This will usually work for stencils defined
on integer or float arrays.  However, the mechanism does not work
well for complex-valued arrays, or arrays of user-defined types.
If you get a peculiar error when you try to use a stencil, you
probably need to tell Blitz++ the special extent of the stencil
manually.

You do this by ending a stencil declaration with
BZ_END_STENCIL_WITH_SHAPE:

bzverb(
BZ_DECLARE_STENCIL2(smooth2D,A,B)
  A = (B(0,0) + B(0,1) + B(0,-1) + B(1,0) + B(-1,0)) / 5.0;
BZ_END_STENCIL_WITH_SHAPE(shape(-1,-1),shape(+1,+1))
)

The parameters of this macro are: a TinyVector (constructed
by the shape() function) containing the lower bounds of the
stencil offsets, and a TinyVector containing the upper bounds.
You can determine this by looking at the the terms in the
stencil and finding the minimum and maximum value of each
index:

bzverb(
        A = (B(0,  0) 
           + B(0, +1)
           + B(0, -1)
           + B(+1, 0)
           + B(-1, 0)) / 5.0;
             --------
  min indices  -1, -1
  max indices  +1, +1
)

bzsect(Stencil operators)

bzindex(stencil operators)

This section lists all the stencil operators provided by Blitz++.
They assume that an array represents evenly spaced data points
separated by a distance of tt(h).  A 2nd-order accurate operator
has error term O(h^2); a 4th-order accurate operator has
error term O(h^4).

All of the stencils have factors associated with them.  For
example, the tt(central12) operator is a discrete first derivative
which is 2nd-order accurate.  Its factor is 2h; this means that
to get the first derivative of an array A, you need to use 
tt(central12(A,firstDim)/(2*h)).  Typically when designing
stencils, one factors out all of the tt(h) terms for efficiency.

The factor terms always consist of an integer multiplier (often 1)
and a power of tt(h).  For ease of use, all of the operators
listed below are provided in a second ``normalized'' version in which
the integer multiplier is 1.  The normalized versions have
an tt(n) appended to the name, for example tt(central12n) is
the normalized version of tt(central12), and has factor tt(h)
instead of tt(2h).

These operators are defined in tt(blitz/array/stencilops.h) if
you wish to see the implementation.

bzsubsect(Central differences)

bzindex(central differences)

startdit()

dit(central12(A,dimension)): 1st derivative, 2nd order accurate.  Factor: 2h

includefile(stencils/central12.yo)

dit(central22(A,dimension)): 2nd derivative, 2nd order accurate.  Factor: h^2

includefile(stencils/central22.yo)

dit(central32(A,dimension)): 3rd derivative, 2nd order accurate.  Factor: 2h^3

includefile(stencils/central32.yo)

dit(central42(A,dimension)): 4th derivative, 2nd order accurate.  Factor: h^4

includefile(stencils/central42.yo)

dit(central14(A,dimension)): 1st derivative, 4th order accurate.  Factor: 12h

includefile(stencils/central14.yo)

dit(central24(A,dimension)): 2nd derivative, 4th order accurate.  Factor: 12h^2

includefile(stencils/central24.yo)

dit(central34(A,dimension)): 3rd derivative, 4th order accurate.  Factor: 8h^3

includefile(stencils/central34.yo)

dit(central44(A,dimension)): 4th derivative, 4th order accurate.  Factor: 6h^4

includefile(stencils/central44.yo)

enddit()

Note that the above are available in normalized versions
tt(central12n), tt(central22n), ..., tt(central44n) which
have factors of tt(h), tt(h^2), tt(h^3), or tt(h^4) as
appropriate.  

These are available in multicomponent versions: for example,
tt(central12(A,component,dimension)) gives the central12 operator for the 
specified component (Components are numbered 0, 1, ... N-1).  

bzsubsect(Forward differences)

bzindex(forward differences)

startdit()

dit(forward11(A,dimension)): 1st derivative, 1st order accurate.  Factor: h

includefile(stencils/forward11.yo)

dit(forward21(A,dimension)): 2nd derivative, 1st order accurate.  Factor: h^2

includefile(stencils/forward21.yo)

dit(forward31(A,dimension)): 3rd derivative, 1st order accurate.  Factor: h^3

includefile(stencils/forward31.yo)

dit(forward41(A,dimension)): 4th derivative, 1st order accurate.  Factor: h^4

includefile(stencils/forward41.yo)

dit(forward12(A,dimension)): 1st derivative, 2nd order accurate.  Factor: 2h

includefile(stencils/forward12.yo)

dit(forward22(A,dimension)): 2nd derivative, 2nd order accurate.  Factor: h^2

includefile(stencils/forward22.yo)

dit(forward32(A,dimension)): 3rd derivative, 2nd order accurate.  Factor: 2h^3

includefile(stencils/forward32.yo)

dit(forward42(A,dimension)): 4th derivative, 2nd order accurate.  Factor: h^4

includefile(stencils/forward42.yo)

enddit()

Note that the above are available in normalized versions
tt(forward11n), tt(forward21n), ..., tt(forward42n) which
have factors of tt(h), tt(h^2), tt(h^3), or tt(h^4) as
appropriate.  

These are available in multicomponent versions: for example,
tt(forward11(A,component,dimension)) gives the forward11 operator for the 
specified component (Components are numbered 0, 1, ... N-1).

bzsubsect(Backward differences)

bzindex(backward differences)

startdit()

dit(backward11(A,dimension)): 1st derivative, 1st order accurate.  Factor: h

includefile(stencils/backward11.yo)

dit(backward21(A,dimension)): 2nd derivative, 1st order accurate.  Factor: h^2

includefile(stencils/backward21.yo)

dit(backward31(A,dimension)): 3rd derivative, 1st order accurate.  Factor: h^3

includefile(stencils/backward31.yo)

dit(backward41(A,dimension)): 4th derivative, 1st order accurate.  Factor: h^4

includefile(stencils/backward41.yo)

dit(backward12(A,dimension)): 1st derivative, 2nd order accurate.  Factor: 2h

includefile(stencils/backward12.yo)

dit(backward22(A,dimension)): 2nd derivative, 2nd order accurate.  Factor: h^2

includefile(stencils/backward22.yo)

dit(backward32(A,dimension)): 3rd derivative, 2nd order accurate.  Factor: 2h^3

includefile(stencils/backward32.yo)

dit(backward42(A,dimension)): 4th derivative, 2nd order accurate.  Factor: h^4

includefile(stencils/backward42.yo)

enddit()

Note that the above are available in normalized versions
tt(backward11n), tt(backward21n), ..., tt(backward42n) which
have factors of tt(h), tt(h^2), tt(h^3), or tt(h^4) as
appropriate.  

These are available in multicomponent versions: for example,
tt(backward42(A,component,dimension)) gives the backward42 operator for the 
specified component (Components are numbered 0, 1, ... N-1).

bzsubsect(Laplacian operators)

bzindex(Laplacian operators)
IFDEF(latex)(bzindex(latexcommand($\nabla^2$) operator))()

startdit()

dit(Laplacian2D(A)): 2nd order accurate, 2-dimensional laplacian.  Factor: h^2

includefile(stencils/Laplacian2D.yo)

dit(Laplacian3D(A)): 2nd order accurate, 3-dimensional laplacian.  Factor: h^2

dit(Laplacian2D4(A)): 4th order accurate, 2-dimensional laplacian.  Factor: 12h^2

includefile(stencils/Laplacian2D4.yo)

dit(Laplacian3D4(A)): 4th order accurate, 3-dimensional laplacian.  Factor: 12h^2
enddit()

Note that the above are available in normalized versions
tt(Laplacian2D4n), tt(Laplacian3D4n) which have factors
h^2.

bzsubsect(Gradient operators)

bzindex(gradient operators)

These return tt(TinyVector)s of the appropriate numeric type and length:

startdit()

dit(grad2D(A)): 2nd order, 2-dimensional gradient (vector of first derivatives),
generated using the central12 operator.  Factor: 2h

dit(grad2D4(A)): 4th order, 2-dimensional gradient, using central14 operator.  Factor: 12h

dit(grad3D(A)): 2nd order, 3-dimensional gradient, using central12 operator.  Factor: 2h

dit(grad3D4(A)): 4th order, 3-dimensional gradient, using central14 operator.  Factor: 12h

enddit()

These are available in normalized versions
tt(grad2Dn), tt(grad2D4n), tt(grad3Dn) and tt(grad3D4n) which
have factors h.

bzsubsect(Jacobian operators)
bzindex(Jacobian operators)

The Jacobian operators are defined over 3D vector fields only
(e.g. tt(Array<TinyVector<double,3>,3>)).  They return a
tt(TinyMatrix<T,3,3>) where T is the numeric type of the
vector field.

startdit()

dit(Jacobian3D(A)): 2nd order, 3-dimensional Jacobian
using the central12 operator.  Factor: 2h.

dit(Jacobian3D4(A)): 4th order, 3-dimensional Jacobian 
using the central14 operator.  Factor: 12h.

enddit()

These are also available in normalized
versions tt(Jacobian3Dn) and tt(Jacobain3D4n) which
have factors h.

bzsubsect(Grad-squared operators)

bzindex(Grad-squared operators)

There are also grad-squared operators, which return tt(TinyVector)s of
second derivatives:

startdit()

dit(gradSqr2D(A)): 2nd order, 2-dimensional grad-squared (vector
of second derivatives), generated using the central22 operator.  Factor: h^2

dit(gradSqr2D4(A)): 4th order, 2-dimensional grad-squared, using
central24 operator.  Factor: 12h^2

dit(gradSqr3D(A)): 2nd order, 3-dimensional grad-squared,
using the central22 operator.  Factor: h^2

dit(gradSqr3D4(A)): 4th order, 3-dimensional grad-squared, using
central24 operator.  Factor: 12h^2

enddit()

Note that the above are available in normalized versions
tt(gradSqr2Dn), tt(gradSqr2D4n), tt(gradSqr3Dn), tt(gradSqr3D4n)
which have factors h^2.

bzsubsect(Curl operators)

bzindex(curl operator)
IFDEF(latex)(bzindex(latexcommand($\nabla \times$) operator))()

These curl operators return scalar values:

startdit()

dit(curl(Vx,Vy)): 2nd order curl operator using the central12 operator.
Factor: 2h

dit(curl4(Vx,Vy)): 4th order curl operator using the central14 operator.
Factor: 12h

dit(curl2D(V)): 2nd order curl operator on a 2D vector field
(e.g. tt(Array<TinyVector<float,2>,2>)), using the central12 operator.
Factor: 2h

dit(curl2D4(V)): 4th order curl operator on a 2D vector field,
using the central12 operator.  Factor: 12h

enddit()

Available in normalized forms tt(curln), tt(curl4n), tt(curl2Dn),
tt(curl2D4n).

These curl operators return three-dimensional tt(TinyVector)s of the 
appropriate numeric type:

startdit()

dit(curl(Vx,Vy,Vz)): 2nd order curl operator using the central12 operator.  
Factor: 2h

dit(curl4(Vx,Vy,Vz)): 4th order curl operator using the central14 operator.  
Factor: 12h

dit(curl(V)): 2nd order curl operator on a 3D vector
field (e.g. tt(Array<TinyVector<double,3>,3>), using the
central12 operator.  Factor: 2h

dit(curl4(V)): 4th order curl operator on a 3D vector
field, using the central14 operator.  Factor: 12h

enddit()

Note that the above are available in normalized versions tt(curln) and
tt(curl4n), which have factors of tt(h).

bzsubsect(Divergence operators)

The divergence operators return a scalar value.
bzindex(divergence operator)
IFDEF(latex)(bzindex(latexcommand($\nabla \cdot$) operator))()

startdit()

dit(div(Vx,Vy)): 2nd order div operator using the central12 operator.
Factor: 2h

dit(div4(Vx,Vy)): 4th order div operator using the central14 operator.
Factor: 12h

dit(div(Vx,Vy,Vz)): 2nd order div operator using the central12 operator.
Factor: 2h

dit(div4(Vx,Vy,Vz)): 4th order div operator using the central14 operator.
Factor: 12h

dit(div2D(V)): 2nd order div operator on a 2D vector field,
using the central12 operator.  Factor: 2h

dit(div2D4(V)): 2nd order div operator on a 2D vector
field, using the central14 operator.  Factor: 12h

dit(div3D(V)): 2nd order div operator on a 3D vector field,
using the central12 operator.  Factor: 2h

dit(div3D4(V)): 2nd order div operator on a 3D vector field
using the central14 operator.  Factor: 12h

enddit()

These are available in normalized versions
tt(divn), tt(div4n), tt(div2Dn), tt(div2D4n), tt(div3Dn), and
tt(div3D4n) which have factors of tt(h).

bzsubsect(Mixed partial derivatives)

bzindex(mixed partial operators)
startdit()

dit(mixed22(A,dim1,dim2)): 2nd order accurate, 2nd mixed partial derivative.
Factor: 4h^2

dit(mixed24(A,dim1,dim2)): 4th order accurate, 2nd mixed partial derivative.
Factor: 144h^2

enddit()

There are also normalized versions of the above, tt(mixed22n) and
tt(mixed24n) which have factors tt(h^2).

bzsect(Declaring your own stencil operators)

bzindex(stencil operators!declaring your own)

You can declare your own stencil operators using the macro
tt(BZ_DECLARE_STENCIL_OPERATOR1).  For example, here is the
declaration of tt(Laplacian2D):

bzverb(
BZ_DECLARE_STENCIL_OPERATOR1(Laplacian2D, A)
    return -4*A(0,0) + A(-1,0) + A(1,0) + A(0,-1) + A(0,1);
BZ_END_STENCIL_OPERATOR
)

To declare a stencil operator on 3 operands, use 
the macro BZ_DECLARE_STENCIL_OPERATOR3.  Here is
the declaration of tt(div):

bzverb(
BZ_DECLARE_STENCIL_OPERATOR3(div,vx,vy,vz)
  return central12(vx,firstDim) + central12(vy,secondDim)
    + central12(vz,thirdDim);
BZ_END_STENCIL_OPERATOR
)

The macros aren't magical; they just declare an inline
template function with the names and arguments you specify.
For example, the declaration of tt(div) could also
be written

bzverb(
template<class T>                              
inline typename T::T_numtype div(T& vx, T& vy, T& vz)   
{
  return central12(vx,firstDim) + central12(vy,secondDim)
    + central12(vz,thirdDim);
}
)

The template parameter tt(T) is an iterator type for
arrays.

You are encouraged to use the macros when possible, because
it is possible the implementation could be changed in the
future.

To declare a difference operator, use this syntax:

bzverb(
BZ_DECLARE_DIFF(central12,A) {
  return A.shift(1,dim) - A.shift(-1,dim);
}
)

The method tt(shift(offset,dim)) retrieves the element at
tt(offset) in dimension tt(dim).

Stencil operator declarations cannot occur inside a function.  If
declared inside a class, they are scoped by the class.

bzsect(Applying a stencil)

bzindex(stencil objects!applying)

The syntax for applying a stencil is:

bzverb(
  applyStencil(stencilname(),A,B,C...,F);
)

Where tt(stencilname) is the name of the stencil, and 
tt(A,B,C,...,F) are the arrays on which the stencil
operates.

For examples, see tt(examples/stencil.cpp) and tt(examples/stencil2.cpp).

Blitz++ interrogates the stencil object to find out how
large its footprint is.  It only applies the stencil
over the region of the arrays where it won't overrun
the boundaries.

COMMENT(
bzsect(What still needs work)

startit()

it() Have to allow scalars to be passed to stencils (currently you
can do this kludgily, by making scalars data members of the
stencil).

it() Implement unit stride optimizations and tiling.

it() Allow more than 11 operands.

it() Pass coordinate vector to stencil, so that where-like constructs
can depend on location.

it() Maybe allow expression templates to be passed as array parameters.

it() Implement stencil objects for 1 and 4 dimensions (currently
they only work in 2 and 3 dimensions)

it() Implement some simple boundary conditions: zero padding,
cyclic BC's.

it() Provide a user-level function which returns the footprint
of a stencil.

it() Experiment with threaded versions of applyStencil.

it() Implement applyStencilRed and applyStencilBlack

endit()
)