Mercurial > hg > octave-lyh
annotate liboctave/numeric/SparseCmplxLU.cc @ 17191:ca5103ab0b21
check_gzip_magic before get_file_format (wrong type detection, bug #39652)
* load-save.cc (get_file_format): call check_gzip_magic before get_file_format
to avoid random LS_MAT_ASCII detections in gzipped files.
* ls-mat-ascii.cc (looks_like_mat_ascii_file): New arg, IS which could also
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* ls-mat-ascii.h (looks_like_mat_ascii_file): New arg, IS.
author | Andreas Weber <andy.weber.aw@gmail.com> |
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date | Fri, 02 Aug 2013 19:48:34 +0200 |
parents | 648dabbb4c6b |
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rev | line source |
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5164 | 1 /* |
2 | |
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3 Copyright (C) 2004-2012 David Bateman |
11523 | 4 Copyright (C) 1998-2004 Andy Adler |
7016 | 5 |
6 This file is part of Octave. | |
5164 | 7 |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
5164 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
5164 | 21 |
22 */ | |
23 | |
24 #ifdef HAVE_CONFIG_H | |
25 #include <config.h> | |
26 #endif | |
27 | |
28 #include <vector> | |
29 | |
30 #include "lo-error.h" | |
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31 #include "oct-locbuf.h" |
5164 | 32 |
33 #include "SparseCmplxLU.h" | |
34 #include "oct-spparms.h" | |
35 | |
36 // Instantiate the base LU class for the types we need. | |
37 | |
38 #include "sparse-base-lu.h" | |
39 #include "sparse-base-lu.cc" | |
40 | |
41 template class sparse_base_lu <SparseComplexMatrix, Complex, SparseMatrix, double>; | |
42 | |
5451 | 43 #include "oct-sparse.h" |
5164 | 44 |
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45 SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a, |
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46 const Matrix& piv_thres, bool scale) |
5164 | 47 { |
5203 | 48 #ifdef HAVE_UMFPACK |
5275 | 49 octave_idx_type nr = a.rows (); |
50 octave_idx_type nc = a.cols (); | |
5164 | 51 |
52 // Setup the control parameters | |
53 Matrix Control (UMFPACK_CONTROL, 1); | |
54 double *control = Control.fortran_vec (); | |
5322 | 55 UMFPACK_ZNAME (defaults) (control); |
5164 | 56 |
5893 | 57 double tmp = octave_sparse_params::get_key ("spumoni"); |
5164 | 58 if (!xisnan (tmp)) |
59 Control (UMFPACK_PRL) = tmp; | |
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60 if (piv_thres.nelem () == 2) |
5164 | 61 { |
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62 tmp = (piv_thres (0) > 1. ? 1. : piv_thres (0)); |
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63 if (!xisnan (tmp)) |
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64 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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65 tmp = (piv_thres (1) > 1. ? 1. : piv_thres (1)); |
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66 if (!xisnan (tmp)) |
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67 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
5164 | 68 } |
69 else | |
70 { | |
5893 | 71 tmp = octave_sparse_params::get_key ("piv_tol"); |
5164 | 72 if (!xisnan (tmp)) |
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73 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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74 |
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75 tmp = octave_sparse_params::get_key ("sym_tol"); |
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76 if (!xisnan (tmp)) |
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77 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
5164 | 78 } |
79 | |
80 // Set whether we are allowed to modify Q or not | |
5893 | 81 tmp = octave_sparse_params::get_key ("autoamd"); |
5164 | 82 if (!xisnan (tmp)) |
83 Control (UMFPACK_FIXQ) = tmp; | |
84 | |
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85 // Turn-off UMFPACK scaling for LU |
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86 if (scale) |
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87 Control (UMFPACK_SCALE) = UMFPACK_SCALE_SUM; |
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88 else |
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89 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
5164 | 90 |
5322 | 91 UMFPACK_ZNAME (report_control) (control); |
5164 | 92 |
5275 | 93 const octave_idx_type *Ap = a.cidx (); |
94 const octave_idx_type *Ai = a.ridx (); | |
5164 | 95 const Complex *Ax = a.data (); |
96 | |
5322 | 97 UMFPACK_ZNAME (report_matrix) (nr, nc, Ap, Ai, |
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98 reinterpret_cast<const double *> (Ax), |
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99 0, 1, control); |
5164 | 100 |
101 void *Symbolic; | |
102 Matrix Info (1, UMFPACK_INFO); | |
103 double *info = Info.fortran_vec (); | |
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104 int status = UMFPACK_ZNAME (qsymbolic) (nr, nc, Ap, Ai, |
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105 reinterpret_cast<const double *> (Ax), |
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106 0, 0, |
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107 &Symbolic, control, info); |
5164 | 108 |
109 if (status < 0) | |
110 { | |
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111 (*current_liboctave_error_handler) |
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112 ("SparseComplexLU::SparseComplexLU symbolic factorization failed"); |
5164 | 113 |
5322 | 114 UMFPACK_ZNAME (report_status) (control, status); |
115 UMFPACK_ZNAME (report_info) (control, info); | |
5164 | 116 |
5322 | 117 UMFPACK_ZNAME (free_symbolic) (&Symbolic) ; |
5164 | 118 } |
119 else | |
120 { | |
5322 | 121 UMFPACK_ZNAME (report_symbolic) (Symbolic, control); |
5164 | 122 |
123 void *Numeric; | |
5322 | 124 status = UMFPACK_ZNAME (numeric) (Ap, Ai, |
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125 reinterpret_cast<const double *> (Ax), |
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126 0, Symbolic, &Numeric, control, |
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127 info); |
5322 | 128 UMFPACK_ZNAME (free_symbolic) (&Symbolic) ; |
5164 | 129 |
130 cond = Info (UMFPACK_RCOND); | |
131 | |
132 if (status < 0) | |
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133 { |
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134 (*current_liboctave_error_handler) |
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135 ("SparseComplexLU::SparseComplexLU numeric factorization failed"); |
5164 | 136 |
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137 UMFPACK_ZNAME (report_status) (control, status); |
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138 UMFPACK_ZNAME (report_info) (control, info); |
5164 | 139 |
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140 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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141 } |
5164 | 142 else |
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143 { |
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144 UMFPACK_ZNAME (report_numeric) (Numeric, control); |
5164 | 145 |
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146 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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147 status = UMFPACK_ZNAME (get_lunz) (&lnz, &unz, &ignore1, |
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148 &ignore2, &ignore3, Numeric) ; |
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149 |
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150 if (status < 0) |
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151 { |
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152 (*current_liboctave_error_handler) |
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153 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
5164 | 154 |
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155 UMFPACK_ZNAME (report_status) (control, status); |
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156 UMFPACK_ZNAME (report_info) (control, info); |
5164 | 157 |
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158 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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159 } |
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160 else |
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161 { |
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162 octave_idx_type n_inner = (nr < nc ? nr : nc); |
5164 | 163 |
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164 if (lnz < 1) |
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165 Lfact = SparseComplexMatrix (n_inner, nr, |
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166 static_cast<octave_idx_type> (1)); |
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167 else |
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168 Lfact = SparseComplexMatrix (n_inner, nr, lnz); |
5164 | 169 |
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170 octave_idx_type *Ltp = Lfact.cidx (); |
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171 octave_idx_type *Ltj = Lfact.ridx (); |
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172 Complex *Ltx = Lfact.data (); |
5164 | 173 |
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174 if (unz < 1) |
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175 Ufact = SparseComplexMatrix (n_inner, nc, |
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176 static_cast<octave_idx_type> (1)); |
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177 else |
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178 Ufact = SparseComplexMatrix (n_inner, nc, unz); |
5164 | 179 |
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180 octave_idx_type *Up = Ufact.cidx (); |
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181 octave_idx_type *Uj = Ufact.ridx (); |
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182 Complex *Ux = Ufact.data (); |
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183 |
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184 Rfact = SparseMatrix (nr, nr, nr); |
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185 for (octave_idx_type i = 0; i < nr; i++) |
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186 { |
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187 Rfact.xridx (i) = i; |
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188 Rfact.xcidx (i) = i; |
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189 } |
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190 Rfact.xcidx (nr) = nr; |
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191 double *Rx = Rfact.data (); |
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192 |
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193 P.resize (dim_vector (nr, 1)); |
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194 octave_idx_type *p = P.fortran_vec (); |
5164 | 195 |
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196 Q.resize (dim_vector (nc, 1)); |
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197 octave_idx_type *q = Q.fortran_vec (); |
5164 | 198 |
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199 octave_idx_type do_recip; |
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200 status = UMFPACK_ZNAME (get_numeric) (Ltp, Ltj, |
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201 reinterpret_cast<double *> (Ltx), |
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202 0, Up, Uj, |
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203 reinterpret_cast <double *> (Ux), |
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204 0, p, q, 0, 0, |
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205 &do_recip, Rx, Numeric); |
5164 | 206 |
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207 UMFPACK_ZNAME (free_numeric) (&Numeric) ; |
5164 | 208 |
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209 if (status < 0) |
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210 { |
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211 (*current_liboctave_error_handler) |
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212 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
5164 | 213 |
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214 UMFPACK_ZNAME (report_status) (control, status); |
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215 } |
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216 else |
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217 { |
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218 Lfact = Lfact.transpose (); |
5164 | 219 |
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220 if (do_recip) |
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221 for (octave_idx_type i = 0; i < nr; i++) |
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222 Rx[i] = 1.0 / Rx[i]; |
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223 |
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224 UMFPACK_ZNAME (report_matrix) (nr, n_inner, |
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225 Lfact.cidx (), Lfact.ridx (), |
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226 reinterpret_cast<double *> (Lfact.data ()), |
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227 0, 1, control); |
5164 | 228 |
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229 UMFPACK_ZNAME (report_matrix) (n_inner, nc, |
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230 Ufact.cidx (), Ufact.ridx (), |
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231 reinterpret_cast<double *> (Ufact.data ()), |
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232 0, 1, control); |
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233 UMFPACK_ZNAME (report_perm) (nr, p, control); |
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234 UMFPACK_ZNAME (report_perm) (nc, q, control); |
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235 } |
5164 | 236 |
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237 UMFPACK_ZNAME (report_info) (control, info); |
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238 } |
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239 } |
5164 | 240 } |
5203 | 241 #else |
242 (*current_liboctave_error_handler) ("UMFPACK not installed"); | |
243 #endif | |
5164 | 244 } |
245 | |
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246 SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a, |
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247 const ColumnVector& Qinit, |
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248 const Matrix& piv_thres, bool scale, |
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249 bool FixedQ, double droptol, |
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250 bool milu, bool udiag) |
5164 | 251 { |
5203 | 252 #ifdef HAVE_UMFPACK |
5282 | 253 if (milu) |
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254 (*current_liboctave_error_handler) |
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255 ("Modified incomplete LU not implemented"); |
5164 | 256 else |
257 { | |
5282 | 258 octave_idx_type nr = a.rows (); |
259 octave_idx_type nc = a.cols (); | |
5164 | 260 |
5282 | 261 // Setup the control parameters |
262 Matrix Control (UMFPACK_CONTROL, 1); | |
263 double *control = Control.fortran_vec (); | |
5322 | 264 UMFPACK_ZNAME (defaults) (control); |
5164 | 265 |
5893 | 266 double tmp = octave_sparse_params::get_key ("spumoni"); |
5282 | 267 if (!xisnan (tmp)) |
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268 Control (UMFPACK_PRL) = tmp; |
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269 if (piv_thres.nelem () == 2) |
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270 { |
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271 tmp = (piv_thres (0) > 1. ? 1. : piv_thres (0)); |
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272 if (!xisnan (tmp)) |
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273 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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274 tmp = (piv_thres (1) > 1. ? 1. : piv_thres (1)); |
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275 if (!xisnan (tmp)) |
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276 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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277 } |
5282 | 278 else |
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279 { |
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280 tmp = octave_sparse_params::get_key ("piv_tol"); |
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281 if (!xisnan (tmp)) |
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282 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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283 |
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284 tmp = octave_sparse_params::get_key ("sym_tol"); |
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285 if (!xisnan (tmp)) |
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286 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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287 } |
5164 | 288 |
5282 | 289 if (droptol >= 0.) |
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290 Control (UMFPACK_DROPTOL) = droptol; |
5164 | 291 |
5282 | 292 // Set whether we are allowed to modify Q or not |
293 if (FixedQ) | |
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294 Control (UMFPACK_FIXQ) = 1.0; |
5282 | 295 else |
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296 { |
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297 tmp = octave_sparse_params::get_key ("autoamd"); |
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298 if (!xisnan (tmp)) |
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299 Control (UMFPACK_FIXQ) = tmp; |
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300 } |
5164 | 301 |
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302 // Turn-off UMFPACK scaling for LU |
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303 if (scale) |
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304 Control (UMFPACK_SCALE) = UMFPACK_SCALE_SUM; |
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305 else |
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306 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
5164 | 307 |
5322 | 308 UMFPACK_ZNAME (report_control) (control); |
5282 | 309 |
310 const octave_idx_type *Ap = a.cidx (); | |
311 const octave_idx_type *Ai = a.ridx (); | |
312 const Complex *Ax = a.data (); | |
5164 | 313 |
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314 UMFPACK_ZNAME (report_matrix) (nr, nc, Ap, Ai, |
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315 reinterpret_cast<const double *> (Ax), 0, |
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316 1, control); |
5282 | 317 |
318 void *Symbolic; | |
319 Matrix Info (1, UMFPACK_INFO); | |
320 double *info = Info.fortran_vec (); | |
321 int status; | |
5164 | 322 |
5282 | 323 // Null loop so that qinit is imediately deallocated when not |
324 // needed | |
325 do { | |
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326 OCTAVE_LOCAL_BUFFER (octave_idx_type, qinit, nc); |
5164 | 327 |
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328 for (octave_idx_type i = 0; i < nc; i++) |
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329 qinit[i] = static_cast<octave_idx_type> (Qinit (i)); |
5164 | 330 |
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331 status = UMFPACK_ZNAME (qsymbolic) (nr, nc, Ap, Ai, |
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332 reinterpret_cast<const double *> (Ax), |
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333 0, qinit, &Symbolic, control, |
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334 info); |
5282 | 335 } while (0); |
5164 | 336 |
337 if (status < 0) | |
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338 { |
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339 (*current_liboctave_error_handler) |
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340 ("SparseComplexLU::SparseComplexLU symbolic factorization failed"); |
5164 | 341 |
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342 UMFPACK_ZNAME (report_status) (control, status); |
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343 UMFPACK_ZNAME (report_info) (control, info); |
5164 | 344 |
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345 UMFPACK_ZNAME (free_symbolic) (&Symbolic) ; |
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346 } |
5164 | 347 else |
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348 { |
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349 UMFPACK_ZNAME (report_symbolic) (Symbolic, control); |
5164 | 350 |
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351 void *Numeric; |
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352 status = UMFPACK_ZNAME (numeric) (Ap, Ai, |
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353 reinterpret_cast<const double *> (Ax), 0, |
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354 Symbolic, &Numeric, control, info) ; |
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355 UMFPACK_ZNAME (free_symbolic) (&Symbolic) ; |
5282 | 356 |
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357 cond = Info (UMFPACK_RCOND); |
5282 | 358 |
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359 if (status < 0) |
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360 { |
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361 (*current_liboctave_error_handler) |
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362 ("SparseComplexLU::SparseComplexLU numeric factorization failed"); |
5164 | 363 |
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364 UMFPACK_ZNAME (report_status) (control, status); |
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365 UMFPACK_ZNAME (report_info) (control, info); |
5164 | 366 |
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367 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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368 } |
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369 else |
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370 { |
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371 UMFPACK_ZNAME (report_numeric) (Numeric, control); |
5164 | 372 |
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373 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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374 status = UMFPACK_ZNAME (get_lunz) (&lnz, &unz, |
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375 &ignore1, &ignore2, &ignore3, Numeric); |
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376 |
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377 if (status < 0) |
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378 { |
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379 (*current_liboctave_error_handler) |
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380 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
5164 | 381 |
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382 UMFPACK_ZNAME (report_status) (control, status); |
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383 UMFPACK_ZNAME (report_info) (control, info); |
5282 | 384 |
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385 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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386 } |
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387 else |
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388 { |
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389 octave_idx_type n_inner = (nr < nc ? nr : nc); |
5282 | 390 |
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391 if (lnz < 1) |
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392 Lfact = SparseComplexMatrix (n_inner, nr, |
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393 static_cast<octave_idx_type> (1)); |
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394 else |
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395 Lfact = SparseComplexMatrix (n_inner, nr, lnz); |
5282 | 396 |
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397 octave_idx_type *Ltp = Lfact.cidx (); |
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398 octave_idx_type *Ltj = Lfact.ridx (); |
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399 Complex *Ltx = Lfact.data (); |
5164 | 400 |
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401 if (unz < 1) |
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402 Ufact = SparseComplexMatrix (n_inner, nc, |
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403 static_cast<octave_idx_type> (1)); |
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404 else |
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405 Ufact = SparseComplexMatrix (n_inner, nc, unz); |
5282 | 406 |
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407 octave_idx_type *Up = Ufact.cidx (); |
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408 octave_idx_type *Uj = Ufact.ridx (); |
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409 Complex *Ux = Ufact.data (); |
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410 |
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411 Rfact = SparseMatrix (nr, nr, nr); |
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412 for (octave_idx_type i = 0; i < nr; i++) |
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413 { |
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414 Rfact.xridx (i) = i; |
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415 Rfact.xcidx (i) = i; |
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416 } |
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417 Rfact.xcidx (nr) = nr; |
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418 double *Rx = Rfact.data (); |
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419 |
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420 P.resize (dim_vector (nr, 1)); |
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421 octave_idx_type *p = P.fortran_vec (); |
5282 | 422 |
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423 Q.resize (dim_vector (nc, 1)); |
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424 octave_idx_type *q = Q.fortran_vec (); |
5164 | 425 |
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426 octave_idx_type do_recip; |
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427 status = |
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428 UMFPACK_ZNAME (get_numeric) (Ltp, Ltj, |
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429 reinterpret_cast<double *> (Ltx), |
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430 0, Up, Uj, |
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431 reinterpret_cast<double *> (Ux), |
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432 0, p, q, 0, 0, |
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433 &do_recip, Rx, Numeric) ; |
5282 | 434 |
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435 UMFPACK_ZNAME (free_numeric) (&Numeric) ; |
5282 | 436 |
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437 if (status < 0) |
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438 { |
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439 (*current_liboctave_error_handler) |
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440 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
5282 | 441 |
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442 UMFPACK_ZNAME (report_status) (control, status); |
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443 } |
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444 else |
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445 { |
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446 Lfact = Lfact.transpose (); |
5282 | 447 |
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448 if (do_recip) |
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449 for (octave_idx_type i = 0; i < nr; i++) |
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450 Rx[i] = 1.0 / Rx[i]; |
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451 |
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452 UMFPACK_ZNAME (report_matrix) (nr, n_inner, |
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453 Lfact.cidx (), |
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454 Lfact.ridx (), |
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455 reinterpret_cast<double *> (Lfact.data ()), |
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456 0, 1, control); |
5282 | 457 |
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458 UMFPACK_ZNAME (report_matrix) (n_inner, nc, |
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459 Ufact.cidx (), |
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460 Ufact.ridx (), |
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461 reinterpret_cast<double *> (Ufact.data ()), |
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462 0, 1, control); |
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463 UMFPACK_ZNAME (report_perm) (nr, p, control); |
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464 UMFPACK_ZNAME (report_perm) (nc, q, control); |
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465 } |
5282 | 466 |
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467 UMFPACK_ZNAME (report_info) (control, info); |
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468 } |
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469 } |
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470 } |
5282 | 471 |
472 if (udiag) | |
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473 (*current_liboctave_error_handler) |
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474 ("Option udiag of incomplete LU not implemented"); |
5164 | 475 } |
5203 | 476 #else |
477 (*current_liboctave_error_handler) ("UMFPACK not installed"); | |
478 #endif | |
5164 | 479 } |