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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 #include "oct-sparse.h" |
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42 |
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43 SparseLU::SparseLU (const SparseMatrix& a, double piv_thres) |
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44 { |
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45 #ifdef HAVE_UMFPACK |
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46 octave_idx_type nr = a.rows (); |
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47 octave_idx_type nc = a.cols (); |
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48 |
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49 // Setup the control parameters |
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50 Matrix Control (UMFPACK_CONTROL, 1); |
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51 double *control = Control.fortran_vec (); |
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52 UMFPACK_DNAME (defaults) (control); |
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53 |
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54 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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55 if (!xisnan (tmp)) |
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56 Control (UMFPACK_PRL) = tmp; |
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57 |
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58 if (piv_thres >= 0.) |
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59 { |
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60 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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61 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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62 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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63 } |
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64 else |
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65 { |
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66 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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67 if (!xisnan (tmp)) |
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68 { |
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69 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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70 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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71 } |
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72 } |
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73 |
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74 // Set whether we are allowed to modify Q or not |
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75 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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76 if (!xisnan (tmp)) |
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77 Control (UMFPACK_FIXQ) = tmp; |
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78 |
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79 // Turn-off UMFPACK scaling for LU |
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80 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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81 |
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82 UMFPACK_DNAME (report_control) (control); |
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83 |
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84 const octave_idx_type *Ap = a.cidx (); |
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85 const octave_idx_type *Ai = a.ridx (); |
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86 const double *Ax = a.data (); |
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87 |
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88 UMFPACK_DNAME (report_matrix) (nr, nc, Ap, Ai, Ax, 1, control); |
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89 |
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90 void *Symbolic; |
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91 Matrix Info (1, UMFPACK_INFO); |
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92 double *info = Info.fortran_vec (); |
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93 int status = UMFPACK_DNAME (qsymbolic) (nr, nc, Ap, Ai, Ax, NULL, |
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94 &Symbolic, control, info); |
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95 |
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96 if (status < 0) |
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97 { |
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98 (*current_liboctave_error_handler) |
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99 ("SparseLU::SparseLU symbolic factorization failed"); |
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100 |
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101 UMFPACK_DNAME (report_status) (control, status); |
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102 UMFPACK_DNAME (report_info) (control, info); |
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103 |
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104 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
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105 } |
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106 else |
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107 { |
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108 UMFPACK_DNAME (report_symbolic) (Symbolic, control); |
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109 |
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110 void *Numeric; |
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111 status = UMFPACK_DNAME (numeric) (Ap, Ai, Ax, Symbolic, |
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112 &Numeric, control, info) ; |
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113 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
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114 |
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115 cond = Info (UMFPACK_RCOND); |
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116 |
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117 if (status < 0) |
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118 { |
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119 (*current_liboctave_error_handler) |
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120 ("SparseLU::SparseLU numeric factorization failed"); |
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121 |
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122 UMFPACK_DNAME (report_status) (control, status); |
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123 UMFPACK_DNAME (report_info) (control, info); |
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124 |
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125 UMFPACK_DNAME (free_numeric) (&Numeric); |
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126 } |
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127 else |
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128 { |
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129 UMFPACK_DNAME (report_numeric) (Numeric, control); |
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130 |
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131 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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132 status = UMFPACK_DNAME (get_lunz) (&lnz, &unz, &ignore1, |
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133 &ignore2, &ignore3, Numeric) ; |
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134 |
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135 if (status < 0) |
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136 { |
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137 (*current_liboctave_error_handler) |
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138 ("SparseLU::SparseLU extracting LU factors failed"); |
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139 |
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140 UMFPACK_DNAME (report_status) (control, status); |
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141 UMFPACK_DNAME (report_info) (control, info); |
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142 |
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143 UMFPACK_DNAME (free_numeric) (&Numeric); |
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144 } |
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145 else |
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146 { |
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147 octave_idx_type n_inner = (nr < nc ? nr : nc); |
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148 |
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149 if (lnz < 1) |
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150 Lfact = SparseMatrix (n_inner, nr, |
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151 static_cast<octave_idx_type> (1)); |
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152 else |
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153 Lfact = SparseMatrix (n_inner, nr, lnz); |
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154 |
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155 octave_idx_type *Ltp = Lfact.cidx (); |
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156 octave_idx_type *Ltj = Lfact.ridx (); |
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157 double *Ltx = Lfact.data (); |
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158 |
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159 if (unz < 1) |
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160 Ufact = SparseMatrix (n_inner, nc, |
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161 static_cast<octave_idx_type> (1)); |
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162 else |
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163 Ufact = SparseMatrix (n_inner, nc, unz); |
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164 |
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165 octave_idx_type *Up = Ufact.cidx (); |
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166 octave_idx_type *Uj = Ufact.ridx (); |
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167 double *Ux = Ufact.data (); |
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168 |
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169 P.resize (nr); |
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170 octave_idx_type *p = P.fortran_vec (); |
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171 |
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172 Q.resize (nc); |
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173 octave_idx_type *q = Q.fortran_vec (); |
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174 |
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175 octave_idx_type do_recip; |
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176 status = UMFPACK_DNAME (get_numeric) (Ltp, Ltj, Ltx, |
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177 Up, Uj, Ux, p, q, NULL, |
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178 &do_recip, NULL, |
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179 Numeric) ; |
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180 |
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181 UMFPACK_DNAME (free_numeric) (&Numeric) ; |
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182 |
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183 if (status < 0 || do_recip) |
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184 { |
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185 (*current_liboctave_error_handler) |
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186 ("SparseLU::SparseLU extracting LU factors failed"); |
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187 |
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188 UMFPACK_DNAME (report_status) (control, status); |
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189 } |
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190 else |
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191 { |
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192 Lfact = Lfact.transpose (); |
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193 |
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194 UMFPACK_DNAME (report_matrix) (nr, n_inner, |
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195 Lfact.cidx (), Lfact.ridx (), |
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196 Lfact.data (), 1, control); |
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197 UMFPACK_DNAME (report_matrix) (n_inner, nc, |
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198 Ufact.cidx (), Ufact.ridx (), |
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199 Ufact.data (), 1, control); |
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200 UMFPACK_DNAME (report_perm) (nr, p, control); |
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201 UMFPACK_DNAME (report_perm) (nc, q, control); |
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202 } |
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203 |
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204 UMFPACK_DNAME (report_info) (control, info); |
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205 } |
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206 } |
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207 } |
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208 #else |
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209 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
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210 #endif |
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211 } |
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212 |
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213 SparseLU::SparseLU (const SparseMatrix& a, const ColumnVector& Qinit, |
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214 double piv_thres, bool FixedQ, double droptol, |
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215 bool milu, bool udiag) |
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216 { |
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217 #ifdef HAVE_UMFPACK |
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218 if (milu) |
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219 (*current_liboctave_error_handler) |
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220 ("Modified incomplete LU not implemented"); |
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221 else |
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222 { |
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223 octave_idx_type nr = a.rows (); |
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224 octave_idx_type nc = a.cols (); |
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225 |
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226 // Setup the control parameters |
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227 Matrix Control (UMFPACK_CONTROL, 1); |
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228 double *control = Control.fortran_vec (); |
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229 UMFPACK_DNAME (defaults) (control); |
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230 |
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231 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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232 if (!xisnan (tmp)) |
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233 Control (UMFPACK_PRL) = tmp; |
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234 if (piv_thres >= 0.) |
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235 { |
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236 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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237 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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238 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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239 } |
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240 else |
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241 { |
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242 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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243 if (!xisnan (tmp)) |
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244 { |
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245 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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246 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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247 } |
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248 } |
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249 |
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250 if (droptol >= 0.) |
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251 Control (UMFPACK_DROPTOL) = droptol; |
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252 |
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253 |
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254 // Set whether we are allowed to modify Q or not |
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255 if (FixedQ) |
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256 Control (UMFPACK_FIXQ) = 1.0; |
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257 else |
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258 { |
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259 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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260 if (!xisnan (tmp)) |
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261 Control (UMFPACK_FIXQ) = tmp; |
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262 } |
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263 |
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264 // Turn-off UMFPACK scaling for LU |
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265 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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266 |
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267 UMFPACK_DNAME (report_control) (control); |
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268 |
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269 const octave_idx_type *Ap = a.cidx (); |
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270 const octave_idx_type *Ai = a.ridx (); |
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271 const double *Ax = a.data (); |
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272 |
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273 UMFPACK_DNAME (report_matrix) (nr, nc, Ap, Ai, Ax, 1, |
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274 control); |
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275 |
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276 void *Symbolic; |
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277 Matrix Info (1, UMFPACK_INFO); |
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278 double *info = Info.fortran_vec (); |
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279 int status; |
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280 |
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281 // Null loop so that qinit is imediately deallocated when not needed |
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282 do { |
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283 OCTAVE_LOCAL_BUFFER (octave_idx_type, qinit, nc); |
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284 |
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285 for (octave_idx_type i = 0; i < nc; i++) |
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286 qinit [i] = static_cast<octave_idx_type> (Qinit (i)); |
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287 |
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288 status = UMFPACK_DNAME (qsymbolic) (nr, nc, Ap, Ai, Ax, |
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289 qinit, &Symbolic, control, info); |
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290 } while (0); |
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291 |
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292 if (status < 0) |
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293 { |
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294 (*current_liboctave_error_handler) |
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295 ("SparseLU::SparseLU symbolic factorization failed"); |
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296 |
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297 UMFPACK_DNAME (report_status) (control, status); |
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298 UMFPACK_DNAME (report_info) (control, info); |
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299 |
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300 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
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301 } |
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302 else |
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303 { |
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304 UMFPACK_DNAME (report_symbolic) (Symbolic, control); |
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305 |
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306 void *Numeric; |
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307 status = UMFPACK_DNAME (numeric) (Ap, Ai, Ax, Symbolic, |
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308 &Numeric, control, info) ; |
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309 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
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310 |
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311 cond = Info (UMFPACK_RCOND); |
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312 |
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313 if (status < 0) |
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314 { |
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315 (*current_liboctave_error_handler) |
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316 ("SparseLU::SparseLU numeric factorization failed"); |
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317 |
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318 UMFPACK_DNAME (report_status) (control, status); |
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319 UMFPACK_DNAME (report_info) (control, info); |
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320 |
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321 UMFPACK_DNAME (free_numeric) (&Numeric); |
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322 } |
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323 else |
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324 { |
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325 UMFPACK_DNAME (report_numeric) (Numeric, control); |
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326 |
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327 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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328 status = UMFPACK_DNAME (get_lunz) (&lnz, &unz, &ignore1, &ignore2, |
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329 &ignore3, Numeric) ; |
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330 |
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331 if (status < 0) |
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332 { |
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333 (*current_liboctave_error_handler) |
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334 ("SparseLU::SparseLU extracting LU factors failed"); |
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335 |
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336 UMFPACK_DNAME (report_status) (control, status); |
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337 UMFPACK_DNAME (report_info) (control, info); |
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338 |
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339 UMFPACK_DNAME (free_numeric) (&Numeric); |
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340 } |
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341 else |
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342 { |
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343 octave_idx_type n_inner = (nr < nc ? nr : nc); |
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344 |
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345 if (lnz < 1) |
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346 Lfact = SparseMatrix (n_inner, nr, |
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347 static_cast<octave_idx_type> (1)); |
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348 else |
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349 Lfact = SparseMatrix (n_inner, nr, lnz); |
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350 |
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351 octave_idx_type *Ltp = Lfact.cidx (); |
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352 octave_idx_type *Ltj = Lfact.ridx (); |
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353 double *Ltx = Lfact.data (); |
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354 |
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355 if (unz < 1) |
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356 Ufact = SparseMatrix (n_inner, nc, |
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357 static_cast<octave_idx_type> (1)); |
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358 else |
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359 Ufact = SparseMatrix (n_inner, nc, unz); |
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360 |
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361 octave_idx_type *Up = Ufact.cidx (); |
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362 octave_idx_type *Uj = Ufact.ridx (); |
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363 double *Ux = Ufact.data (); |
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364 |
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365 P.resize (nr); |
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366 octave_idx_type *p = P.fortran_vec (); |
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367 |
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368 Q.resize (nc); |
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369 octave_idx_type *q = Q.fortran_vec (); |
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370 |
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371 octave_idx_type do_recip; |
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372 status = UMFPACK_DNAME (get_numeric) (Ltp, Ltj, |
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373 Ltx, Up, Uj, Ux, p, q, |
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374 NULL, &do_recip, |
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375 NULL, Numeric) ; |
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376 |
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377 UMFPACK_DNAME (free_numeric) (&Numeric) ; |
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378 |
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379 if (status < 0 || do_recip) |
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380 { |
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381 (*current_liboctave_error_handler) |
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382 ("SparseLU::SparseLU extracting LU factors failed"); |
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383 |
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384 UMFPACK_DNAME (report_status) (control, status); |
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385 } |
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386 else |
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387 { |
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388 Lfact = Lfact.transpose (); |
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389 UMFPACK_DNAME (report_matrix) (nr, n_inner, |
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390 Lfact.cidx (), |
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391 Lfact.ridx (), |
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392 Lfact.data (), |
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393 1, control); |
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394 UMFPACK_DNAME (report_matrix) (n_inner, nc, |
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395 Ufact.cidx (), |
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396 Ufact.ridx (), |
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397 Ufact.data (), |
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398 1, control); |
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399 UMFPACK_DNAME (report_perm) (nr, p, control); |
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400 UMFPACK_DNAME (report_perm) (nc, q, control); |
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401 } |
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402 |
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403 UMFPACK_DNAME (report_info) (control, info); |
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404 } |
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405 } |
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406 } |
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407 |
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408 if (udiag) |
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409 (*current_liboctave_error_handler) |
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410 ("Option udiag of incomplete LU not implemented"); |
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411 } |
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412 #else |
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413 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
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414 #endif |
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5164
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415 } |
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416 |
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417 /* |
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418 ;;; Local Variables: *** |
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419 ;;; mode: C++ *** |
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420 ;;; End: *** |
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421 */ |
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422 |
