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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 Free |
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18 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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19 |
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20 */ |
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21 |
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22 #ifdef HAVE_CONFIG_H |
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23 #include <config.h> |
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24 #endif |
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25 |
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26 #include <vector> |
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27 |
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28 #include "lo-error.h" |
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29 |
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30 #include "SparsedbleLU.h" |
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31 #include "oct-spparms.h" |
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32 |
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33 // Instantiate the base LU class for the types we need. |
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34 |
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35 #include "sparse-base-lu.h" |
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36 #include "sparse-base-lu.cc" |
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37 |
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38 template class sparse_base_lu <SparseMatrix, double, SparseMatrix, double>; |
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39 |
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40 #ifdef HAVE_UMFPACK |
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41 // Include the UMFPACK functions |
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42 extern "C" { |
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43 #include <umfpack/umfpack.h> |
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44 } |
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45 #endif |
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46 |
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47 SparseLU::SparseLU (const SparseMatrix& a, double piv_thres) |
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48 { |
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49 #ifdef HAVE_UMFPACK |
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50 octave_idx_type nr = a.rows (); |
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51 octave_idx_type nc = a.cols (); |
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52 |
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53 // Setup the control parameters |
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54 Matrix Control (UMFPACK_CONTROL, 1); |
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55 double *control = Control.fortran_vec (); |
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56 umfpack_di_defaults (control); |
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57 |
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58 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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59 if (!xisnan (tmp)) |
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60 Control (UMFPACK_PRL) = tmp; |
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61 |
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62 if (piv_thres >= 0.) |
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63 { |
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64 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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65 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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66 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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67 } |
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68 else |
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69 { |
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70 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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71 if (!xisnan (tmp)) |
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72 { |
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73 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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74 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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75 } |
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76 } |
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77 |
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78 // Set whether we are allowed to modify Q or not |
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79 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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80 if (!xisnan (tmp)) |
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81 Control (UMFPACK_FIXQ) = tmp; |
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82 |
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83 // Turn-off UMFPACK scaling for LU |
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84 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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85 |
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86 umfpack_di_report_control (control); |
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87 |
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88 const octave_idx_type *Ap = a.cidx (); |
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89 const octave_idx_type *Ai = a.ridx (); |
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90 const double *Ax = a.data (); |
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91 |
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92 umfpack_di_report_matrix (nr, nc, Ap, Ai, Ax, 1, control); |
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93 |
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94 void *Symbolic; |
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95 Matrix Info (1, UMFPACK_INFO); |
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96 double *info = Info.fortran_vec (); |
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97 int status = umfpack_di_qsymbolic (nr, nc, Ap, Ai, Ax, NULL, |
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98 &Symbolic, control, info); |
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99 |
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100 if (status < 0) |
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101 { |
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102 (*current_liboctave_error_handler) |
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103 ("SparseLU::SparseLU symbolic factorization failed"); |
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104 |
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105 umfpack_di_report_status (control, status); |
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106 umfpack_di_report_info (control, info); |
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107 |
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108 umfpack_di_free_symbolic (&Symbolic) ; |
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109 } |
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110 else |
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111 { |
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112 umfpack_di_report_symbolic (Symbolic, control); |
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113 |
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114 void *Numeric; |
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115 status = umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, |
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116 control, info) ; |
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117 umfpack_di_free_symbolic (&Symbolic) ; |
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118 |
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119 cond = Info (UMFPACK_RCOND); |
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120 |
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121 if (status < 0) |
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122 { |
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123 (*current_liboctave_error_handler) |
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124 ("SparseLU::SparseLU numeric factorization failed"); |
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125 |
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126 umfpack_di_report_status (control, status); |
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127 umfpack_di_report_info (control, info); |
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128 |
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129 umfpack_di_free_numeric (&Numeric); |
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130 } |
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131 else |
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132 { |
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133 umfpack_di_report_numeric (Numeric, control); |
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134 |
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135 int lnz, unz, ignore1, ignore2, ignore3; |
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136 status = umfpack_di_get_lunz (&lnz, &unz, &ignore1, &ignore2, |
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137 &ignore3, Numeric) ; |
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138 |
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139 if (status < 0) |
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140 { |
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141 (*current_liboctave_error_handler) |
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142 ("SparseLU::SparseLU extracting LU factors failed"); |
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143 |
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144 umfpack_di_report_status (control, status); |
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145 umfpack_di_report_info (control, info); |
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146 |
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147 umfpack_di_free_numeric (&Numeric); |
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148 } |
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149 else |
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150 { |
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151 int n_inner = (nr < nc ? nr : nc); |
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152 |
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153 if (lnz < 1) |
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154 Lfact = SparseMatrix (static_cast<octave_idx_type> (n_inner), nr, |
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155 static_cast<octave_idx_type> (1)); |
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156 else |
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157 Lfact = SparseMatrix (static_cast<octave_idx_type> (n_inner), nr, |
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158 static_cast<octave_idx_type> (lnz)); |
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159 |
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160 octave_idx_type *Ltp = Lfact.cidx (); |
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161 octave_idx_type *Ltj = Lfact.ridx (); |
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162 double *Ltx = Lfact.data (); |
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163 |
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164 if (unz < 1) |
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165 Ufact = SparseMatrix (static_cast<octave_idx_type> (n_inner), nc, |
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166 static_cast<octave_idx_type> (1)); |
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167 else |
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168 Ufact = SparseMatrix (static_cast<octave_idx_type> (n_inner), nc, |
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169 static_cast<octave_idx_type> (unz)); |
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170 |
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171 octave_idx_type *Up = Ufact.cidx (); |
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172 octave_idx_type *Uj = Ufact.ridx (); |
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173 double *Ux = Ufact.data (); |
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174 |
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175 P.resize (nr); |
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176 int *p = P.fortran_vec (); |
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177 |
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178 Q.resize (nc); |
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179 int *q = Q.fortran_vec (); |
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180 |
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181 int do_recip; |
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182 status = umfpack_di_get_numeric (Ltp, Ltj, Ltx, Up, Uj, |
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183 Ux, p, q, (double *) NULL, |
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184 &do_recip, (double *) NULL, |
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185 Numeric) ; |
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186 |
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187 umfpack_di_free_numeric (&Numeric) ; |
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188 |
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189 if (status < 0 || do_recip) |
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190 { |
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191 (*current_liboctave_error_handler) |
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192 ("SparseLU::SparseLU extracting LU factors failed"); |
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193 |
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194 umfpack_di_report_status (control, status); |
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195 } |
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196 else |
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197 { |
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198 Lfact = Lfact.transpose (); |
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199 |
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200 umfpack_di_report_matrix (nr, n_inner, Lfact.cidx (), |
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201 Lfact.ridx (), Lfact.data (), |
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202 1, control); |
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203 umfpack_di_report_matrix (n_inner, nc, Ufact.cidx (), |
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204 Ufact.ridx (), Ufact.data (), |
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205 1, control); |
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206 umfpack_di_report_perm (nr, p, control); |
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207 umfpack_di_report_perm (nc, q, control); |
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208 } |
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209 |
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210 umfpack_di_report_info (control, info); |
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211 } |
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212 } |
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213 } |
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214 #else |
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215 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
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216 #endif |
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217 } |
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218 |
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219 SparseLU::SparseLU (const SparseMatrix& a, const ColumnVector& Qinit, |
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220 double piv_thres, bool FixedQ, double droptol, |
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221 bool milu, bool udiag) |
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222 { |
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223 #ifdef HAVE_UMFPACK |
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224 if (milu) |
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225 (*current_liboctave_error_handler) |
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226 ("Modified incomplete LU not implemented"); |
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227 else |
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228 { |
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229 octave_idx_type nr = a.rows (); |
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230 octave_idx_type nc = a.cols (); |
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231 |
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232 // Setup the control parameters |
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233 Matrix Control (UMFPACK_CONTROL, 1); |
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234 double *control = Control.fortran_vec (); |
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235 umfpack_di_defaults (control); |
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236 |
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237 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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238 if (!xisnan (tmp)) |
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239 Control (UMFPACK_PRL) = tmp; |
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240 if (piv_thres >= 0.) |
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241 { |
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242 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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243 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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244 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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245 } |
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246 else |
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247 { |
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248 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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249 if (!xisnan (tmp)) |
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250 { |
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251 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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252 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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253 } |
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254 } |
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255 |
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256 if (droptol >= 0.) |
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257 Control (UMFPACK_DROPTOL) = droptol; |
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258 |
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259 |
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260 // Set whether we are allowed to modify Q or not |
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261 if (FixedQ) |
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262 Control (UMFPACK_FIXQ) = 1.0; |
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263 else |
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264 { |
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265 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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266 if (!xisnan (tmp)) |
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267 Control (UMFPACK_FIXQ) = tmp; |
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268 } |
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269 |
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270 // Turn-off UMFPACK scaling for LU |
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271 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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272 |
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273 umfpack_di_report_control (control); |
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274 |
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275 const octave_idx_type *Ap = a.cidx (); |
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276 const octave_idx_type *Ai = a.ridx (); |
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277 const double *Ax = a.data (); |
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278 |
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279 umfpack_di_report_matrix (nr, nc, Ap, Ai, Ax, 1, control); |
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280 |
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281 void *Symbolic; |
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282 Matrix Info (1, UMFPACK_INFO); |
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283 double *info = Info.fortran_vec (); |
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284 int status; |
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285 |
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286 // Null loop so that qinit is imediately deallocated when not needed |
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287 do { |
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288 OCTAVE_LOCAL_BUFFER (int, qinit, nc); |
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289 |
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290 for (int i = 0; i < nc; i++) |
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291 qinit [i] = static_cast<int> (Qinit (i)); |
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292 |
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293 status = umfpack_di_qsymbolic (nr, nc, Ap, Ai, Ax, qinit, |
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294 &Symbolic, control, info); |
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295 } while (0); |
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296 |
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297 if (status < 0) |
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298 { |
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299 (*current_liboctave_error_handler) |
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300 ("SparseLU::SparseLU symbolic factorization failed"); |
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301 |
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302 umfpack_di_report_status (control, status); |
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303 umfpack_di_report_info (control, info); |
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304 |
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305 umfpack_di_free_symbolic (&Symbolic) ; |
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306 } |
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307 else |
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308 { |
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309 umfpack_di_report_symbolic (Symbolic, control); |
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310 |
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311 void *Numeric; |
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312 status = umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, |
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313 control, info) ; |
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314 umfpack_di_free_symbolic (&Symbolic) ; |
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315 |
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316 cond = Info (UMFPACK_RCOND); |
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317 |
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318 if (status < 0) |
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319 { |
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320 (*current_liboctave_error_handler) |
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321 ("SparseLU::SparseLU numeric factorization failed"); |
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322 |
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323 umfpack_di_report_status (control, status); |
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324 umfpack_di_report_info (control, info); |
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325 |
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326 umfpack_di_free_numeric (&Numeric); |
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327 } |
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328 else |
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329 { |
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330 umfpack_di_report_numeric (Numeric, control); |
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331 |
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332 int lnz, unz, ignore1, ignore2, ignore3; |
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333 status = umfpack_di_get_lunz (&lnz, &unz, &ignore1, &ignore2, |
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334 &ignore3, Numeric) ; |
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335 |
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336 if (status < 0) |
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337 { |
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338 (*current_liboctave_error_handler) |
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339 ("SparseLU::SparseLU extracting LU factors failed"); |
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340 |
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341 umfpack_di_report_status (control, status); |
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342 umfpack_di_report_info (control, info); |
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343 |
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344 umfpack_di_free_numeric (&Numeric); |
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345 } |
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346 else |
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347 { |
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348 int n_inner = (nr < nc ? nr : nc); |
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349 |
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350 if (lnz < 1) |
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351 Lfact = SparseMatrix |
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352 (static_cast<octave_idx_type> (n_inner), nr, |
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353 static_cast<octave_idx_type> (1)); |
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354 else |
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355 Lfact = SparseMatrix |
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356 (static_cast<octave_idx_type> (n_inner), nr, |
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357 static_cast<octave_idx_type> (lnz)); |
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358 |
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359 octave_idx_type *Ltp = Lfact.cidx (); |
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360 octave_idx_type *Ltj = Lfact.ridx (); |
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361 double *Ltx = Lfact.data (); |
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362 |
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363 if (unz < 1) |
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364 Ufact = SparseMatrix |
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365 (static_cast<octave_idx_type> (n_inner), nc, |
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366 static_cast<octave_idx_type> (1)); |
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367 else |
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368 Ufact = SparseMatrix |
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369 (static_cast<octave_idx_type> (n_inner), nc, |
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370 static_cast<octave_idx_type> (unz)); |
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371 |
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372 octave_idx_type *Up = Ufact.cidx (); |
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373 octave_idx_type *Uj = Ufact.ridx (); |
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374 double *Ux = Ufact.data (); |
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375 |
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376 P.resize (nr); |
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377 int *p = P.fortran_vec (); |
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378 |
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379 Q.resize (nc); |
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380 int *q = Q.fortran_vec (); |
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381 |
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382 int do_recip; |
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383 status = umfpack_di_get_numeric (Ltp, Ltj, Ltx, Up, Uj, |
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384 Ux, p, q, |
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385 (double *) NULL, |
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386 &do_recip, |
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387 (double *) NULL, |
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388 Numeric) ; |
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389 |
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390 umfpack_di_free_numeric (&Numeric) ; |
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391 |
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392 if (status < 0 || do_recip) |
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393 { |
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394 (*current_liboctave_error_handler) |
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395 ("SparseLU::SparseLU extracting LU factors failed"); |
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396 |
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397 umfpack_di_report_status (control, status); |
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398 } |
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399 else |
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400 { |
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401 Lfact = Lfact.transpose (); |
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402 umfpack_di_report_matrix (nr, n_inner, |
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403 Lfact.cidx (), |
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404 Lfact.ridx (), |
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405 Lfact.data (), |
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406 1, control); |
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407 umfpack_di_report_matrix (n_inner, nc, |
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408 Ufact.cidx (), |
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409 Ufact.ridx (), |
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410 Ufact.data (), |
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411 1, control); |
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412 umfpack_di_report_perm (nr, p, control); |
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413 umfpack_di_report_perm (nc, q, control); |
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414 } |
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415 |
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416 umfpack_di_report_info (control, info); |
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417 } |
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418 } |
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419 } |
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420 |
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421 if (udiag) |
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422 (*current_liboctave_error_handler) |
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423 ("Option udiag of incomplete LU not implemented"); |
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424 } |
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425 #else |
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426 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
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427 #endif |
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428 } |
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429 |
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430 /* |
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431 ;;; Local Variables: *** |
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432 ;;; mode: C++ *** |
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433 ;;; End: *** |
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434 */ |
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435 |
