view liboctave/sparse-base-chol.cc @ 8966:1bba53c0a38d

Implement diag + sparse, diag - sparse, sparse + diag, sparse - diag. Date: Mon, 9 Mar 2009 17:45:22 -0400 This does not use the typical sparse-mx-ops generator. I suspect the sematics of elementwise multiplication and division to be rather controversial, so they are not included. If comparison operations are added, the implementation should be shifted over to use the typical generator. The template in Sparse-diag-op-defs.h likely could use const bools rather than functional argument operations. I haven't measured which is optimized more effectively. Also, the Octave binding layer in op-dm-scm.cc likely could use all sorts of macro or template trickery, but it's far easier to let Emacs handle it for now. That would be worth revisiting if further elementwise sparse and diagonal operations are added.
author Jason Riedy <jason@acm.org>
date Mon, 09 Mar 2009 17:49:14 -0400
parents eb63fbe60fab
children 4c0cdbe0acca
line wrap: on
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/*

Copyright (C) 2005, 2006, 2007, 2008 David Bateman
Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005 Andy Adler

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "sparse-base-chol.h"
#include "sparse-util.h"
#include "lo-error.h"
#include "oct-sparse.h"
#include "oct-spparms.h"
#include "quit.h"
#include "MatrixType.h"

#ifdef HAVE_CHOLMOD
// Can't use CHOLMOD_NAME(drop)(0.0, S, cm). It doesn't treat complex matrices
template <class chol_type, class chol_elt, class p_type>
void 
sparse_base_chol<chol_type, chol_elt, p_type>::sparse_base_chol_rep::drop_zeros 
  (const cholmod_sparse* S)
{
  chol_elt sik;
  octave_idx_type *Sp, *Si;
  chol_elt *Sx;
  octave_idx_type pdest, k, ncol, p, pend;

  if (! S)
    return;

  Sp = static_cast<octave_idx_type *>(S->p);
  Si = static_cast<octave_idx_type *>(S->i);
  Sx = static_cast<chol_elt *>(S->x);
  pdest = 0;
  ncol = S->ncol;

  for (k = 0; k < ncol; k++)
    {
      p = Sp [k];
      pend = Sp [k+1];
      Sp [k] = pdest;
      for (; p < pend; p++)
	{
	  sik = Sx [p];
	  if (CHOLMOD_IS_NONZERO (sik))
	    {
	      if (p != pdest)
		{
		  Si [pdest] = Si [p];
		  Sx [pdest] = sik;
		}
	      pdest++;
	    }
	}
    }
  Sp [ncol] = pdest;
}
#endif

template <class chol_type, class chol_elt, class p_type>
octave_idx_type
sparse_base_chol<chol_type, chol_elt, p_type>::sparse_base_chol_rep::init 
  (const chol_type& a, bool natural)
{
  volatile octave_idx_type info = 0;
#ifdef HAVE_CHOLMOD
  octave_idx_type a_nr = a.rows ();
  octave_idx_type a_nc = a.cols ();

  if (a_nr != a_nc)
    {
      (*current_liboctave_error_handler) 
	("SparseCHOL requires square matrix");
      return -1;
    }

  cholmod_common *cm = &Common;

  // Setup initial parameters
  CHOLMOD_NAME(start) (cm);
  cm->prefer_zomplex = false;

  double spu = octave_sparse_params::get_key ("spumoni");
  if (spu == 0.)
    {
      cm->print = -1;
      cm->print_function = 0;
    }
  else
    {
      cm->print = static_cast<int> (spu) + 2;
      cm->print_function =&SparseCholPrint;
    }

  cm->error_handler = &SparseCholError;
  cm->complex_divide = CHOLMOD_NAME(divcomplex);
  cm->hypotenuse = CHOLMOD_NAME(hypot);

  cm->final_asis = false;
  cm->final_super = false;
  cm->final_ll = true;
  cm->final_pack = true;
  cm->final_monotonic = true;
  cm->final_resymbol = false;

  cholmod_sparse A;
  cholmod_sparse *ac = &A;
  double dummy;
  ac->nrow = a_nr;
  ac->ncol = a_nc;

  ac->p = a.cidx();
  ac->i = a.ridx();
  ac->nzmax = a.nnz();
  ac->packed = true;
  ac->sorted = true;
  ac->nz = 0;
#ifdef IDX_TYPE_LONG
  ac->itype = CHOLMOD_LONG;
#else
  ac->itype = CHOLMOD_INT;
#endif
  ac->dtype = CHOLMOD_DOUBLE;
  ac->stype = 1;
#ifdef OCTAVE_CHOLMOD_TYPE
  ac->xtype = OCTAVE_CHOLMOD_TYPE;
#else
  ac->xtype = CHOLMOD_REAL;
#endif

  if (a_nr < 1)
    ac->x = &dummy;
  else
    ac->x = a.data();

  // use natural ordering if no q output parameter
  if (natural)
    {
      cm->nmethods = 1 ;
      cm->method [0].ordering = CHOLMOD_NATURAL ;
      cm->postorder = false ;
    }

  cholmod_factor *Lfactor;
  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
  Lfactor = CHOLMOD_NAME(analyze) (ac, cm);
  CHOLMOD_NAME(factorize) (ac, Lfactor, cm);
  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;

  is_pd = cm->status == CHOLMOD_OK;
  info = (is_pd ? 0 : cm->status);

  if (is_pd)
    {
      BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
      cond = CHOLMOD_NAME(rcond) (Lfactor, cm);
      END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;

      minor_p = Lfactor->minor;

      BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
      Lsparse = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm);
      END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;

      if (minor_p > 0 && minor_p < a_nr)
	{
	  size_t n1 = a_nr + 1;
	  Lsparse->p = CHOLMOD_NAME(realloc) (minor_p+1,
					      sizeof(octave_idx_type),
					      Lsparse->p, &n1, cm);
	  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
	  CHOLMOD_NAME(reallocate_sparse) 
	    (static_cast<octave_idx_type *>(Lsparse->p)[minor_p], Lsparse, cm);
	  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
	  Lsparse->ncol = minor_p;
	}

      drop_zeros (Lsparse);

      if (! natural)
	{
	  perms.resize (a_nr);
	  for (octave_idx_type i = 0; i < a_nr; i++)
	    perms(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i];
	}

      static char tmp[] = " ";

      BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
      CHOLMOD_NAME(free_factor) (&Lfactor, cm);
      CHOLMOD_NAME(finish) (cm);
      CHOLMOD_NAME(print_common) (tmp, cm);
      END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
    }
#else
  (*current_liboctave_error_handler) 
    ("Missing CHOLMOD. Sparse cholesky factorization disabled");
#endif
  return info;
}

template <class chol_type, class chol_elt, class p_type>
chol_type 
sparse_base_chol<chol_type, chol_elt, p_type>::L (void) const
{
#ifdef HAVE_CHOLMOD
  cholmod_sparse *m = rep->L();
  octave_idx_type nc = m->ncol;
  octave_idx_type nnz = m->nzmax;
  chol_type ret (m->nrow, nc, nnz);
  for (octave_idx_type j = 0; j < nc+1; j++)
    ret.xcidx(j) = static_cast<octave_idx_type *>(m->p)[j];
  for (octave_idx_type i = 0; i < nnz; i++)
    {
      ret.xridx(i) = static_cast<octave_idx_type *>(m->i)[i];
      ret.xdata(i) = static_cast<chol_elt *>(m->x)[i];
    }
  return ret;
#else
  return chol_type();
#endif
}

template <class chol_type, class chol_elt, class p_type>
p_type 
sparse_base_chol<chol_type, chol_elt, p_type>::
sparse_base_chol_rep::Q (void) const
{
#ifdef HAVE_CHOLMOD
  octave_idx_type n = Lsparse->nrow;
  p_type p (n, n, n);

  for (octave_idx_type i = 0; i < n; i++)
    {
      p.xcidx(i) = i;
      p.xridx(i) = static_cast<octave_idx_type>(perms(i));
      p.xdata(i) = 1;
    }
  p.xcidx(n) = n;

  return p;
#else
  return p_type();
#endif
}

template <class chol_type, class chol_elt, class p_type>
chol_type 
sparse_base_chol<chol_type, chol_elt, p_type>::inverse (void) const
{
  chol_type retval;
#ifdef HAVE_CHOLMOD
  cholmod_sparse *m = rep->L();
  octave_idx_type n = m->ncol;
  ColumnVector perms = rep->perm();
  chol_type ret;
  double rcond2;
  octave_idx_type info;
  MatrixType mattype (MatrixType::Upper);
  chol_type linv = L().hermitian().inverse(mattype, info, rcond2, 1, 0);

  if (perms.length() == n)
    {
      p_type Qc = Q();
      retval = Qc * linv * linv.hermitian() * Qc.transpose();
    }
  else
    retval = linv * linv.hermitian ();
#endif
  return retval;
}

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/