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1 /* |
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2 |
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3 Copyright (C) 2004 David Bateman |
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4 Copyright (C) 1998-2004 Andy Adler |
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5 |
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6 Octave is free software; you can redistribute it and/or modify it |
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7 under the terms of the GNU General Public License as published by the |
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8 Free Software Foundation; either version 2, or (at your option) any |
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9 later version. |
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10 |
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11 Octave is distributed in the hope that it will be useful, but WITHOUT |
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12 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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13 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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14 for more details. |
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15 |
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16 You should have received a copy of the GNU General Public License |
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17 along with this program; see the file COPYING. If not, write to the |
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18 Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, |
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19 Boston, MA 02110-1301, USA. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include <vector> |
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28 |
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29 #include "lo-error.h" |
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30 |
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31 #include "SparsedbleLU.h" |
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32 #include "oct-spparms.h" |
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33 |
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34 // Instantiate the base LU class for the types we need. |
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35 |
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36 #include "sparse-base-lu.h" |
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37 #include "sparse-base-lu.cc" |
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38 |
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39 template class sparse_base_lu <SparseMatrix, double, SparseMatrix, double>; |
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40 |
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41 #ifdef HAVE_UMFPACK |
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42 // Include the UMFPACK functions |
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43 extern "C" { |
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44 #include <umfpack/umfpack.h> |
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45 } |
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46 #endif |
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47 |
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48 SparseLU::SparseLU (const SparseMatrix& a, double piv_thres) |
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49 { |
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50 #ifdef HAVE_UMFPACK |
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51 octave_idx_type nr = a.rows (); |
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52 octave_idx_type nc = a.cols (); |
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53 |
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54 // Setup the control parameters |
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55 Matrix Control (UMFPACK_CONTROL, 1); |
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56 double *control = Control.fortran_vec (); |
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57 umfpack_di_defaults (control); |
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58 |
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59 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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60 if (!xisnan (tmp)) |
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61 Control (UMFPACK_PRL) = tmp; |
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62 |
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63 if (piv_thres >= 0.) |
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64 { |
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65 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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66 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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67 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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68 } |
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69 else |
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70 { |
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71 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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72 if (!xisnan (tmp)) |
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73 { |
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74 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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75 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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76 } |
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77 } |
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78 |
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79 // Set whether we are allowed to modify Q or not |
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80 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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81 if (!xisnan (tmp)) |
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82 Control (UMFPACK_FIXQ) = tmp; |
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83 |
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84 // Turn-off UMFPACK scaling for LU |
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85 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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86 |
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87 umfpack_di_report_control (control); |
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88 |
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89 const octave_idx_type *Ap = a.cidx (); |
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90 const octave_idx_type *Ai = a.ridx (); |
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91 const double *Ax = a.data (); |
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92 |
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93 umfpack_di_report_matrix (nr, nc, Ap, Ai, Ax, 1, control); |
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94 |
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95 void *Symbolic; |
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96 Matrix Info (1, UMFPACK_INFO); |
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97 double *info = Info.fortran_vec (); |
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98 int status = umfpack_di_qsymbolic (nr, nc, Ap, Ai, Ax, NULL, |
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99 &Symbolic, control, info); |
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100 |
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101 if (status < 0) |
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102 { |
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103 (*current_liboctave_error_handler) |
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104 ("SparseLU::SparseLU symbolic factorization failed"); |
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105 |
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106 umfpack_di_report_status (control, status); |
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107 umfpack_di_report_info (control, info); |
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108 |
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109 umfpack_di_free_symbolic (&Symbolic) ; |
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110 } |
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111 else |
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112 { |
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113 umfpack_di_report_symbolic (Symbolic, control); |
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114 |
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115 void *Numeric; |
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116 status = umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, |
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117 control, info) ; |
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118 umfpack_di_free_symbolic (&Symbolic) ; |
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119 |
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120 cond = Info (UMFPACK_RCOND); |
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121 |
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122 if (status < 0) |
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123 { |
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124 (*current_liboctave_error_handler) |
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125 ("SparseLU::SparseLU numeric factorization failed"); |
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126 |
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127 umfpack_di_report_status (control, status); |
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128 umfpack_di_report_info (control, info); |
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129 |
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130 umfpack_di_free_numeric (&Numeric); |
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131 } |
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132 else |
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133 { |
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134 umfpack_di_report_numeric (Numeric, control); |
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135 |
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136 int lnz, unz, ignore1, ignore2, ignore3; |
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137 status = umfpack_di_get_lunz (&lnz, &unz, &ignore1, &ignore2, |
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138 &ignore3, Numeric) ; |
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139 |
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140 if (status < 0) |
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141 { |
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142 (*current_liboctave_error_handler) |
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143 ("SparseLU::SparseLU extracting LU factors failed"); |
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144 |
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145 umfpack_di_report_status (control, status); |
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146 umfpack_di_report_info (control, info); |
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147 |
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148 umfpack_di_free_numeric (&Numeric); |
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149 } |
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150 else |
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151 { |
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152 int n_inner = (nr < nc ? nr : nc); |
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153 |
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154 if (lnz < 1) |
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155 Lfact = SparseMatrix (static_cast<octave_idx_type> (n_inner), nr, |
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156 static_cast<octave_idx_type> (1)); |
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157 else |
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158 Lfact = SparseMatrix (static_cast<octave_idx_type> (n_inner), nr, |
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159 static_cast<octave_idx_type> (lnz)); |
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160 |
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161 octave_idx_type *Ltp = Lfact.cidx (); |
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162 octave_idx_type *Ltj = Lfact.ridx (); |
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163 double *Ltx = Lfact.data (); |
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164 |
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165 if (unz < 1) |
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166 Ufact = SparseMatrix (static_cast<octave_idx_type> (n_inner), nc, |
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167 static_cast<octave_idx_type> (1)); |
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168 else |
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169 Ufact = SparseMatrix (static_cast<octave_idx_type> (n_inner), nc, |
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170 static_cast<octave_idx_type> (unz)); |
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171 |
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172 octave_idx_type *Up = Ufact.cidx (); |
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173 octave_idx_type *Uj = Ufact.ridx (); |
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174 double *Ux = Ufact.data (); |
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175 |
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176 P.resize (nr); |
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177 int *p = P.fortran_vec (); |
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178 |
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179 Q.resize (nc); |
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180 int *q = Q.fortran_vec (); |
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181 |
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182 int do_recip; |
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183 status = umfpack_di_get_numeric (Ltp, Ltj, Ltx, Up, Uj, |
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184 Ux, p, q, (double *) NULL, |
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185 &do_recip, (double *) NULL, |
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186 Numeric) ; |
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187 |
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188 umfpack_di_free_numeric (&Numeric) ; |
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189 |
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190 if (status < 0 || do_recip) |
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191 { |
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192 (*current_liboctave_error_handler) |
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193 ("SparseLU::SparseLU extracting LU factors failed"); |
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194 |
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195 umfpack_di_report_status (control, status); |
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196 } |
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197 else |
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198 { |
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199 Lfact = Lfact.transpose (); |
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200 |
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201 umfpack_di_report_matrix (nr, n_inner, Lfact.cidx (), |
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202 Lfact.ridx (), Lfact.data (), |
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203 1, control); |
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204 umfpack_di_report_matrix (n_inner, nc, Ufact.cidx (), |
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205 Ufact.ridx (), Ufact.data (), |
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206 1, control); |
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207 umfpack_di_report_perm (nr, p, control); |
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208 umfpack_di_report_perm (nc, q, control); |
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209 } |
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210 |
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211 umfpack_di_report_info (control, info); |
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212 } |
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213 } |
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214 } |
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215 #else |
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216 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
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217 #endif |
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218 } |
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219 |
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220 SparseLU::SparseLU (const SparseMatrix& a, const ColumnVector& Qinit, |
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221 double piv_thres, bool FixedQ, double droptol, |
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222 bool milu, bool udiag) |
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223 { |
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224 #ifdef HAVE_UMFPACK |
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225 if (milu) |
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226 (*current_liboctave_error_handler) |
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227 ("Modified incomplete LU not implemented"); |
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228 else |
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229 { |
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230 octave_idx_type nr = a.rows (); |
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231 octave_idx_type nc = a.cols (); |
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232 |
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233 // Setup the control parameters |
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234 Matrix Control (UMFPACK_CONTROL, 1); |
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235 double *control = Control.fortran_vec (); |
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236 umfpack_di_defaults (control); |
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237 |
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238 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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239 if (!xisnan (tmp)) |
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240 Control (UMFPACK_PRL) = tmp; |
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241 if (piv_thres >= 0.) |
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242 { |
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243 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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244 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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245 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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246 } |
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247 else |
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248 { |
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249 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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250 if (!xisnan (tmp)) |
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251 { |
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252 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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253 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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254 } |
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255 } |
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256 |
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257 if (droptol >= 0.) |
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258 Control (UMFPACK_DROPTOL) = droptol; |
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259 |
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260 |
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261 // Set whether we are allowed to modify Q or not |
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262 if (FixedQ) |
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263 Control (UMFPACK_FIXQ) = 1.0; |
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264 else |
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265 { |
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266 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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267 if (!xisnan (tmp)) |
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268 Control (UMFPACK_FIXQ) = tmp; |
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269 } |
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270 |
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271 // Turn-off UMFPACK scaling for LU |
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272 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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273 |
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274 umfpack_di_report_control (control); |
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275 |
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276 const octave_idx_type *Ap = a.cidx (); |
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277 const octave_idx_type *Ai = a.ridx (); |
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278 const double *Ax = a.data (); |
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279 |
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280 umfpack_di_report_matrix (nr, nc, Ap, Ai, Ax, 1, control); |
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281 |
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282 void *Symbolic; |
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283 Matrix Info (1, UMFPACK_INFO); |
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284 double *info = Info.fortran_vec (); |
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285 int status; |
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286 |
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287 // Null loop so that qinit is imediately deallocated when not needed |
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288 do { |
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289 OCTAVE_LOCAL_BUFFER (int, qinit, nc); |
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290 |
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291 for (int i = 0; i < nc; i++) |
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292 qinit [i] = static_cast<int> (Qinit (i)); |
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293 |
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294 status = umfpack_di_qsymbolic (nr, nc, Ap, Ai, Ax, qinit, |
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295 &Symbolic, control, info); |
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296 } while (0); |
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297 |
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298 if (status < 0) |
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299 { |
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300 (*current_liboctave_error_handler) |
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301 ("SparseLU::SparseLU symbolic factorization failed"); |
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302 |
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303 umfpack_di_report_status (control, status); |
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304 umfpack_di_report_info (control, info); |
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305 |
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306 umfpack_di_free_symbolic (&Symbolic) ; |
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307 } |
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308 else |
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309 { |
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310 umfpack_di_report_symbolic (Symbolic, control); |
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311 |
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312 void *Numeric; |
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313 status = umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, |
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314 control, info) ; |
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315 umfpack_di_free_symbolic (&Symbolic) ; |
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316 |
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317 cond = Info (UMFPACK_RCOND); |
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318 |
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319 if (status < 0) |
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320 { |
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321 (*current_liboctave_error_handler) |
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322 ("SparseLU::SparseLU numeric factorization failed"); |
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323 |
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324 umfpack_di_report_status (control, status); |
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325 umfpack_di_report_info (control, info); |
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326 |
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327 umfpack_di_free_numeric (&Numeric); |
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328 } |
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329 else |
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330 { |
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331 umfpack_di_report_numeric (Numeric, control); |
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332 |
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333 int lnz, unz, ignore1, ignore2, ignore3; |
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334 status = umfpack_di_get_lunz (&lnz, &unz, &ignore1, &ignore2, |
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335 &ignore3, Numeric) ; |
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336 |
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337 if (status < 0) |
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338 { |
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339 (*current_liboctave_error_handler) |
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340 ("SparseLU::SparseLU extracting LU factors failed"); |
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341 |
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342 umfpack_di_report_status (control, status); |
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343 umfpack_di_report_info (control, info); |
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344 |
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345 umfpack_di_free_numeric (&Numeric); |
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346 } |
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347 else |
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348 { |
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349 int n_inner = (nr < nc ? nr : nc); |
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350 |
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351 if (lnz < 1) |
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352 Lfact = SparseMatrix |
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353 (static_cast<octave_idx_type> (n_inner), nr, |
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354 static_cast<octave_idx_type> (1)); |
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355 else |
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356 Lfact = SparseMatrix |
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357 (static_cast<octave_idx_type> (n_inner), nr, |
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358 static_cast<octave_idx_type> (lnz)); |
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359 |
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360 octave_idx_type *Ltp = Lfact.cidx (); |
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361 octave_idx_type *Ltj = Lfact.ridx (); |
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362 double *Ltx = Lfact.data (); |
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363 |
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364 if (unz < 1) |
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365 Ufact = SparseMatrix |
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366 (static_cast<octave_idx_type> (n_inner), nc, |
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367 static_cast<octave_idx_type> (1)); |
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368 else |
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369 Ufact = SparseMatrix |
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370 (static_cast<octave_idx_type> (n_inner), nc, |
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371 static_cast<octave_idx_type> (unz)); |
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372 |
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373 octave_idx_type *Up = Ufact.cidx (); |
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374 octave_idx_type *Uj = Ufact.ridx (); |
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375 double *Ux = Ufact.data (); |
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376 |
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377 P.resize (nr); |
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378 int *p = P.fortran_vec (); |
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379 |
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380 Q.resize (nc); |
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381 int *q = Q.fortran_vec (); |
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382 |
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383 int do_recip; |
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384 status = umfpack_di_get_numeric (Ltp, Ltj, Ltx, Up, Uj, |
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385 Ux, p, q, |
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386 (double *) NULL, |
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387 &do_recip, |
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388 (double *) NULL, |
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389 Numeric) ; |
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390 |
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391 umfpack_di_free_numeric (&Numeric) ; |
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392 |
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393 if (status < 0 || do_recip) |
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394 { |
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395 (*current_liboctave_error_handler) |
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396 ("SparseLU::SparseLU extracting LU factors failed"); |
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397 |
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398 umfpack_di_report_status (control, status); |
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399 } |
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400 else |
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401 { |
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402 Lfact = Lfact.transpose (); |
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403 umfpack_di_report_matrix (nr, n_inner, |
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404 Lfact.cidx (), |
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405 Lfact.ridx (), |
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406 Lfact.data (), |
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407 1, control); |
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408 umfpack_di_report_matrix (n_inner, nc, |
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409 Ufact.cidx (), |
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410 Ufact.ridx (), |
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411 Ufact.data (), |
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412 1, control); |
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413 umfpack_di_report_perm (nr, p, control); |
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414 umfpack_di_report_perm (nc, q, control); |
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415 } |
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416 |
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417 umfpack_di_report_info (control, info); |
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418 } |
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419 } |
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420 } |
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421 |
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422 if (udiag) |
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423 (*current_liboctave_error_handler) |
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424 ("Option udiag of incomplete LU not implemented"); |
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425 } |
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426 #else |
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427 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
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428 #endif |
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429 } |
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430 |
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431 /* |
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432 ;;; Local Variables: *** |
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433 ;;; mode: C++ *** |
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434 ;;; End: *** |
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435 */ |
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436 |
