Mercurial > hg > octave-lyh
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 |
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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: *** */