Mercurial > hg > octave-nkf
annotate liboctave/SparsedbleLU.cc @ 14026:3781981be535 ss-3-5-90
snapshot 3.5.90
* configure.ac (AC_INIT): Version is now 3.5.90.
(OCTAVE_API_VERSION_NUMBER): Now 46.
(OCTAVE_RELEASE_DATE): Now 2011-12-11.
author | John W. Eaton <jwe@octave.org> |
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date | Sun, 11 Dec 2011 23:18:31 -0500 |
parents | 12df7854fa7c |
children | 72c96de7a403 |
rev | line source |
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5164 | 1 /* |
2 | |
11523 | 3 Copyright (C) 2004-2011 David Bateman |
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 "SparsedbleLU.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 <SparseMatrix, double, SparseMatrix, double>; | |
42 | |
5451 | 43 #include "oct-sparse.h" |
5164 | 44 |
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45 SparseLU::SparseLU (const SparseMatrix& a, const Matrix& piv_thres, bool scale) |
5164 | 46 { |
5203 | 47 #ifdef HAVE_UMFPACK |
5275 | 48 octave_idx_type nr = a.rows (); |
49 octave_idx_type nc = a.cols (); | |
5164 | 50 |
51 // Setup the control parameters | |
52 Matrix Control (UMFPACK_CONTROL, 1); | |
53 double *control = Control.fortran_vec (); | |
5322 | 54 UMFPACK_DNAME (defaults) (control); |
5164 | 55 |
5893 | 56 double tmp = octave_sparse_params::get_key ("spumoni"); |
5164 | 57 if (!xisnan (tmp)) |
58 Control (UMFPACK_PRL) = tmp; | |
59 | |
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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 if (scale) |
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86 Control (UMFPACK_SCALE) = UMFPACK_SCALE_SUM; |
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87 else |
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88 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
5164 | 89 |
5322 | 90 UMFPACK_DNAME (report_control) (control); |
5164 | 91 |
5275 | 92 const octave_idx_type *Ap = a.cidx (); |
93 const octave_idx_type *Ai = a.ridx (); | |
5164 | 94 const double *Ax = a.data (); |
95 | |
5322 | 96 UMFPACK_DNAME (report_matrix) (nr, nc, Ap, Ai, Ax, 1, control); |
5164 | 97 |
98 void *Symbolic; | |
99 Matrix Info (1, UMFPACK_INFO); | |
100 double *info = Info.fortran_vec (); | |
7520 | 101 int status = UMFPACK_DNAME (qsymbolic) (nr, nc, Ap, Ai, Ax, 0, |
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102 &Symbolic, control, info); |
5164 | 103 |
104 if (status < 0) | |
105 { | |
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106 (*current_liboctave_error_handler) |
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107 ("SparseLU::SparseLU symbolic factorization failed"); |
5164 | 108 |
5322 | 109 UMFPACK_DNAME (report_status) (control, status); |
110 UMFPACK_DNAME (report_info) (control, info); | |
5164 | 111 |
5322 | 112 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
5164 | 113 } |
114 else | |
115 { | |
5322 | 116 UMFPACK_DNAME (report_symbolic) (Symbolic, control); |
5164 | 117 |
118 void *Numeric; | |
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119 status = UMFPACK_DNAME (numeric) (Ap, Ai, Ax, Symbolic, |
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120 &Numeric, control, info) ; |
5322 | 121 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
5164 | 122 |
123 cond = Info (UMFPACK_RCOND); | |
124 | |
125 if (status < 0) | |
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126 { |
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127 (*current_liboctave_error_handler) |
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128 ("SparseLU::SparseLU numeric factorization failed"); |
5164 | 129 |
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130 UMFPACK_DNAME (report_status) (control, status); |
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131 UMFPACK_DNAME (report_info) (control, info); |
5164 | 132 |
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133 UMFPACK_DNAME (free_numeric) (&Numeric); |
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134 } |
5164 | 135 else |
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136 { |
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137 UMFPACK_DNAME (report_numeric) (Numeric, control); |
5164 | 138 |
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139 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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140 status = UMFPACK_DNAME (get_lunz) (&lnz, &unz, &ignore1, |
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141 &ignore2, &ignore3, Numeric) ; |
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142 |
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143 if (status < 0) |
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144 { |
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145 (*current_liboctave_error_handler) |
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146 ("SparseLU::SparseLU extracting LU factors failed"); |
5164 | 147 |
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148 UMFPACK_DNAME (report_status) (control, status); |
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149 UMFPACK_DNAME (report_info) (control, info); |
5164 | 150 |
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151 UMFPACK_DNAME (free_numeric) (&Numeric); |
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152 } |
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153 else |
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154 { |
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155 octave_idx_type n_inner = (nr < nc ? nr : nc); |
5164 | 156 |
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157 if (lnz < 1) |
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158 Lfact = SparseMatrix (n_inner, nr, |
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159 static_cast<octave_idx_type> (1)); |
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160 else |
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161 Lfact = SparseMatrix (n_inner, nr, lnz); |
5164 | 162 |
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163 octave_idx_type *Ltp = Lfact.cidx (); |
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164 octave_idx_type *Ltj = Lfact.ridx (); |
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165 double *Ltx = Lfact.data (); |
5164 | 166 |
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167 if (unz < 1) |
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168 Ufact = SparseMatrix (n_inner, nc, |
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169 static_cast<octave_idx_type> (1)); |
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170 else |
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171 Ufact = SparseMatrix (n_inner, nc, unz); |
5164 | 172 |
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173 octave_idx_type *Up = Ufact.cidx (); |
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174 octave_idx_type *Uj = Ufact.ridx (); |
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175 double *Ux = Ufact.data (); |
5164 | 176 |
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177 Rfact = SparseMatrix (nr, nr, nr); |
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178 for (octave_idx_type i = 0; i < nr; i++) |
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179 { |
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180 Rfact.xridx (i) = i; |
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181 Rfact.xcidx (i) = i; |
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182 } |
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183 Rfact.xcidx (nr) = nr; |
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184 double *Rx = Rfact.data (); |
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185 |
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186 P.resize (dim_vector (nr, 1)); |
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187 octave_idx_type *p = P.fortran_vec (); |
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189 Q.resize (dim_vector (nc, 1)); |
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190 octave_idx_type *q = Q.fortran_vec (); |
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192 octave_idx_type do_recip; |
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193 status = UMFPACK_DNAME (get_numeric) (Ltp, Ltj, Ltx, |
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194 Up, Uj, Ux, p, q, 0, |
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195 &do_recip, Rx, |
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196 Numeric) ; |
5164 | 197 |
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198 UMFPACK_DNAME (free_numeric) (&Numeric) ; |
5164 | 199 |
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200 if (status < 0) |
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201 { |
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202 (*current_liboctave_error_handler) |
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203 ("SparseLU::SparseLU extracting LU factors failed"); |
5164 | 204 |
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205 UMFPACK_DNAME (report_status) (control, status); |
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206 } |
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207 else |
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208 { |
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209 Lfact = Lfact.transpose (); |
5164 | 210 |
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211 if (do_recip) |
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212 for (octave_idx_type i = 0; i < nr; i++) |
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213 Rx[i] = 1.0 / Rx[i]; |
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214 |
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215 UMFPACK_DNAME (report_matrix) (nr, n_inner, |
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216 Lfact.cidx (), Lfact.ridx (), |
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217 Lfact.data (), 1, control); |
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218 UMFPACK_DNAME (report_matrix) (n_inner, nc, |
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219 Ufact.cidx (), Ufact.ridx (), |
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220 Ufact.data (), 1, control); |
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221 UMFPACK_DNAME (report_perm) (nr, p, control); |
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222 UMFPACK_DNAME (report_perm) (nc, q, control); |
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223 } |
5164 | 224 |
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225 UMFPACK_DNAME (report_info) (control, info); |
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226 } |
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227 } |
5164 | 228 } |
5203 | 229 #else |
230 (*current_liboctave_error_handler) ("UMFPACK not installed"); | |
231 #endif | |
5164 | 232 } |
233 | |
234 SparseLU::SparseLU (const SparseMatrix& a, const ColumnVector& Qinit, | |
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235 const Matrix& piv_thres, bool scale, bool FixedQ, |
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236 double droptol, bool milu, bool udiag) |
5164 | 237 { |
5203 | 238 #ifdef HAVE_UMFPACK |
5282 | 239 if (milu) |
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240 (*current_liboctave_error_handler) |
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241 ("Modified incomplete LU not implemented"); |
5164 | 242 else |
243 { | |
5282 | 244 octave_idx_type nr = a.rows (); |
245 octave_idx_type nc = a.cols (); | |
5164 | 246 |
5282 | 247 // Setup the control parameters |
248 Matrix Control (UMFPACK_CONTROL, 1); | |
249 double *control = Control.fortran_vec (); | |
5322 | 250 UMFPACK_DNAME (defaults) (control); |
5164 | 251 |
5893 | 252 double tmp = octave_sparse_params::get_key ("spumoni"); |
5282 | 253 if (!xisnan (tmp)) |
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254 Control (UMFPACK_PRL) = tmp; |
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255 |
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256 if (piv_thres.nelem() == 2) |
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257 { |
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258 tmp = (piv_thres (0) > 1. ? 1. : piv_thres (0)); |
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259 if (!xisnan (tmp)) |
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260 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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261 tmp = (piv_thres (1) > 1. ? 1. : piv_thres (1)); |
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262 if (!xisnan (tmp)) |
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263 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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264 } |
5282 | 265 else |
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266 { |
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267 tmp = octave_sparse_params::get_key ("piv_tol"); |
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268 if (!xisnan (tmp)) |
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269 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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270 |
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271 tmp = octave_sparse_params::get_key ("sym_tol"); |
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272 if (!xisnan (tmp)) |
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273 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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274 } |
5164 | 275 |
5282 | 276 if (droptol >= 0.) |
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277 Control (UMFPACK_DROPTOL) = droptol; |
5164 | 278 |
279 | |
5282 | 280 // Set whether we are allowed to modify Q or not |
281 if (FixedQ) | |
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282 Control (UMFPACK_FIXQ) = 1.0; |
5282 | 283 else |
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284 { |
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285 tmp = octave_sparse_params::get_key ("autoamd"); |
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286 if (!xisnan (tmp)) |
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287 Control (UMFPACK_FIXQ) = tmp; |
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288 } |
5164 | 289 |
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290 if (scale) |
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291 Control (UMFPACK_SCALE) = UMFPACK_SCALE_SUM; |
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292 else |
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293 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
5164 | 294 |
5322 | 295 UMFPACK_DNAME (report_control) (control); |
5164 | 296 |
5282 | 297 const octave_idx_type *Ap = a.cidx (); |
298 const octave_idx_type *Ai = a.ridx (); | |
299 const double *Ax = a.data (); | |
300 | |
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301 UMFPACK_DNAME (report_matrix) (nr, nc, Ap, Ai, Ax, 1, |
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302 control); |
5282 | 303 |
304 void *Symbolic; | |
305 Matrix Info (1, UMFPACK_INFO); | |
306 double *info = Info.fortran_vec (); | |
307 int status; | |
5164 | 308 |
5282 | 309 // Null loop so that qinit is imediately deallocated when not needed |
310 do { | |
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311 OCTAVE_LOCAL_BUFFER (octave_idx_type, qinit, nc); |
5164 | 312 |
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313 for (octave_idx_type i = 0; i < nc; i++) |
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314 qinit [i] = static_cast<octave_idx_type> (Qinit (i)); |
5164 | 315 |
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316 status = UMFPACK_DNAME (qsymbolic) (nr, nc, Ap, Ai, Ax, |
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317 qinit, &Symbolic, control, info); |
5282 | 318 } while (0); |
5164 | 319 |
320 if (status < 0) | |
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321 { |
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322 (*current_liboctave_error_handler) |
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323 ("SparseLU::SparseLU symbolic factorization failed"); |
5164 | 324 |
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325 UMFPACK_DNAME (report_status) (control, status); |
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326 UMFPACK_DNAME (report_info) (control, info); |
5164 | 327 |
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328 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
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329 } |
5164 | 330 else |
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331 { |
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332 UMFPACK_DNAME (report_symbolic) (Symbolic, control); |
5164 | 333 |
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334 void *Numeric; |
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335 status = UMFPACK_DNAME (numeric) (Ap, Ai, Ax, Symbolic, |
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336 &Numeric, control, info) ; |
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337 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
5282 | 338 |
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339 cond = Info (UMFPACK_RCOND); |
5282 | 340 |
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341 if (status < 0) |
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342 { |
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343 (*current_liboctave_error_handler) |
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344 ("SparseLU::SparseLU numeric factorization failed"); |
5164 | 345 |
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346 UMFPACK_DNAME (report_status) (control, status); |
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347 UMFPACK_DNAME (report_info) (control, info); |
5164 | 348 |
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349 UMFPACK_DNAME (free_numeric) (&Numeric); |
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350 } |
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351 else |
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352 { |
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353 UMFPACK_DNAME (report_numeric) (Numeric, control); |
5164 | 354 |
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355 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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356 status = UMFPACK_DNAME (get_lunz) (&lnz, &unz, &ignore1, &ignore2, |
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357 &ignore3, Numeric) ; |
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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 ("SparseLU::SparseLU extracting LU factors failed"); |
5164 | 363 |
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364 UMFPACK_DNAME (report_status) (control, status); |
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365 UMFPACK_DNAME (report_info) (control, info); |
5282 | 366 |
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367 UMFPACK_DNAME (free_numeric) (&Numeric); |
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368 } |
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369 else |
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370 { |
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371 octave_idx_type n_inner = (nr < nc ? nr : nc); |
5282 | 372 |
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373 if (lnz < 1) |
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374 Lfact = SparseMatrix (n_inner, nr, |
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375 static_cast<octave_idx_type> (1)); |
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376 else |
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377 Lfact = SparseMatrix (n_inner, nr, lnz); |
5282 | 378 |
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379 octave_idx_type *Ltp = Lfact.cidx (); |
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380 octave_idx_type *Ltj = Lfact.ridx (); |
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381 double *Ltx = Lfact.data (); |
5282 | 382 |
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383 if (unz < 1) |
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384 Ufact = SparseMatrix (n_inner, nc, |
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385 static_cast<octave_idx_type> (1)); |
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386 else |
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387 Ufact = SparseMatrix (n_inner, nc, unz); |
5282 | 388 |
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389 octave_idx_type *Up = Ufact.cidx (); |
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390 octave_idx_type *Uj = Ufact.ridx (); |
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391 double *Ux = Ufact.data (); |
5282 | 392 |
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393 Rfact = SparseMatrix (nr, nr, nr); |
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394 for (octave_idx_type i = 0; i < nr; i++) |
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395 { |
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396 Rfact.xridx (i) = i; |
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397 Rfact.xcidx (i) = i; |
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398 } |
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399 Rfact.xcidx (nr) = nr; |
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400 double *Rx = Rfact.data (); |
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401 |
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402 P.resize (dim_vector (nr, 1)); |
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403 octave_idx_type *p = P.fortran_vec (); |
5282 | 404 |
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405 Q.resize (dim_vector (nc, 1)); |
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406 octave_idx_type *q = Q.fortran_vec (); |
5282 | 407 |
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408 octave_idx_type do_recip; |
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409 status = UMFPACK_DNAME (get_numeric) (Ltp, Ltj, |
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410 Ltx, Up, Uj, Ux, p, q, |
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411 0, &do_recip, |
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412 Rx, Numeric) ; |
5282 | 413 |
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414 UMFPACK_DNAME (free_numeric) (&Numeric) ; |
5282 | 415 |
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416 if (status < 0) |
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417 { |
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418 (*current_liboctave_error_handler) |
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419 ("SparseLU::SparseLU extracting LU factors failed"); |
5282 | 420 |
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421 UMFPACK_DNAME (report_status) (control, status); |
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422 } |
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423 else |
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424 { |
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425 Lfact = Lfact.transpose (); |
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426 |
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427 if (do_recip) |
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428 for (octave_idx_type i = 0; i < nr; i++) |
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429 Rx[i] = 1.0 / Rx[i]; |
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430 |
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431 UMFPACK_DNAME (report_matrix) (nr, n_inner, |
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432 Lfact.cidx (), |
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433 Lfact.ridx (), |
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434 Lfact.data (), |
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435 1, control); |
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436 UMFPACK_DNAME (report_matrix) (n_inner, nc, |
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437 Ufact.cidx (), |
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438 Ufact.ridx (), |
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439 Ufact.data (), |
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440 1, control); |
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441 UMFPACK_DNAME (report_perm) (nr, p, control); |
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442 UMFPACK_DNAME (report_perm) (nc, q, control); |
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443 } |
5282 | 444 |
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445 UMFPACK_DNAME (report_info) (control, info); |
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446 } |
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447 } |
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448 } |
5282 | 449 |
450 if (udiag) | |
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451 (*current_liboctave_error_handler) |
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452 ("Option udiag of incomplete LU not implemented"); |
5164 | 453 } |
5203 | 454 #else |
455 (*current_liboctave_error_handler) ("UMFPACK not installed"); | |
456 #endif | |
5164 | 457 } |