Mercurial > hg > octave-nkf
annotate liboctave/numeric/SparseCmplxLU.cc @ 20685:7fa1970a655d
pkg.m: drop check of nargout value, the interpreter already does that.
* scripts/pkg/pkg.m: the interpreter already checks if there was any variable
that got no value assigned, there's no need to make the code more
complicated to cover that. Also, there's no point in calling describe()
with different nargout since it doesn't check nargout.
author | Carnë Draug <carandraug@octave.org> |
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date | Thu, 03 Sep 2015 16:21:08 +0100 |
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rev | line source |
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5164 | 1 /* |
2 | |
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3 Copyright (C) 2004-2015 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 | |
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41 template class sparse_base_lu <SparseComplexMatrix, Complex, |
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42 SparseMatrix, double>; |
5164 | 43 |
5451 | 44 #include "oct-sparse.h" |
5164 | 45 |
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46 SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a, |
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47 const Matrix& piv_thres, bool scale) |
5164 | 48 { |
5203 | 49 #ifdef HAVE_UMFPACK |
5275 | 50 octave_idx_type nr = a.rows (); |
51 octave_idx_type nc = a.cols (); | |
5164 | 52 |
53 // Setup the control parameters | |
54 Matrix Control (UMFPACK_CONTROL, 1); | |
55 double *control = Control.fortran_vec (); | |
5322 | 56 UMFPACK_ZNAME (defaults) (control); |
5164 | 57 |
5893 | 58 double tmp = octave_sparse_params::get_key ("spumoni"); |
5164 | 59 if (!xisnan (tmp)) |
60 Control (UMFPACK_PRL) = tmp; | |
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61 if (piv_thres.numel () == 2) |
5164 | 62 { |
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63 tmp = (piv_thres (0) > 1. ? 1. : piv_thres (0)); |
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64 if (!xisnan (tmp)) |
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65 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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66 tmp = (piv_thres (1) > 1. ? 1. : piv_thres (1)); |
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67 if (!xisnan (tmp)) |
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68 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
5164 | 69 } |
70 else | |
71 { | |
5893 | 72 tmp = octave_sparse_params::get_key ("piv_tol"); |
5164 | 73 if (!xisnan (tmp)) |
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74 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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75 |
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76 tmp = octave_sparse_params::get_key ("sym_tol"); |
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77 if (!xisnan (tmp)) |
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78 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
5164 | 79 } |
80 | |
81 // Set whether we are allowed to modify Q or not | |
5893 | 82 tmp = octave_sparse_params::get_key ("autoamd"); |
5164 | 83 if (!xisnan (tmp)) |
84 Control (UMFPACK_FIXQ) = tmp; | |
85 | |
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86 // Turn-off UMFPACK scaling for LU |
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87 if (scale) |
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88 Control (UMFPACK_SCALE) = UMFPACK_SCALE_SUM; |
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89 else |
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90 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
5164 | 91 |
5322 | 92 UMFPACK_ZNAME (report_control) (control); |
5164 | 93 |
5275 | 94 const octave_idx_type *Ap = a.cidx (); |
95 const octave_idx_type *Ai = a.ridx (); | |
5164 | 96 const Complex *Ax = a.data (); |
97 | |
5322 | 98 UMFPACK_ZNAME (report_matrix) (nr, nc, Ap, Ai, |
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99 reinterpret_cast<const double *> (Ax), |
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100 0, 1, control); |
5164 | 101 |
102 void *Symbolic; | |
103 Matrix Info (1, UMFPACK_INFO); | |
104 double *info = Info.fortran_vec (); | |
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105 int status = UMFPACK_ZNAME (qsymbolic) (nr, nc, Ap, Ai, |
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106 reinterpret_cast<const double *> (Ax), |
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107 0, 0, |
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108 &Symbolic, control, info); |
5164 | 109 |
110 if (status < 0) | |
111 { | |
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112 (*current_liboctave_error_handler) |
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113 ("SparseComplexLU::SparseComplexLU symbolic factorization failed"); |
5164 | 114 |
5322 | 115 UMFPACK_ZNAME (report_status) (control, status); |
116 UMFPACK_ZNAME (report_info) (control, info); | |
5164 | 117 |
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118 UMFPACK_ZNAME (free_symbolic) (&Symbolic); |
5164 | 119 } |
120 else | |
121 { | |
5322 | 122 UMFPACK_ZNAME (report_symbolic) (Symbolic, control); |
5164 | 123 |
124 void *Numeric; | |
5322 | 125 status = UMFPACK_ZNAME (numeric) (Ap, Ai, |
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126 reinterpret_cast<const double *> (Ax), |
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127 0, Symbolic, &Numeric, control, |
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128 info); |
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129 UMFPACK_ZNAME (free_symbolic) (&Symbolic); |
5164 | 130 |
131 cond = Info (UMFPACK_RCOND); | |
132 | |
133 if (status < 0) | |
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134 { |
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135 (*current_liboctave_error_handler) |
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136 ("SparseComplexLU::SparseComplexLU numeric factorization failed"); |
5164 | 137 |
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138 UMFPACK_ZNAME (report_status) (control, status); |
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139 UMFPACK_ZNAME (report_info) (control, info); |
5164 | 140 |
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141 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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142 } |
5164 | 143 else |
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144 { |
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145 UMFPACK_ZNAME (report_numeric) (Numeric, control); |
5164 | 146 |
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147 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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148 status = UMFPACK_ZNAME (get_lunz) (&lnz, &unz, &ignore1, |
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149 &ignore2, &ignore3, Numeric); |
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150 |
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151 if (status < 0) |
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152 { |
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153 (*current_liboctave_error_handler) |
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154 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
5164 | 155 |
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156 UMFPACK_ZNAME (report_status) (control, status); |
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157 UMFPACK_ZNAME (report_info) (control, info); |
5164 | 158 |
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159 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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160 } |
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161 else |
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162 { |
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163 octave_idx_type n_inner = (nr < nc ? nr : nc); |
5164 | 164 |
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165 if (lnz < 1) |
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166 Lfact = SparseComplexMatrix (n_inner, nr, |
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167 static_cast<octave_idx_type> (1)); |
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168 else |
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169 Lfact = SparseComplexMatrix (n_inner, nr, lnz); |
5164 | 170 |
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171 octave_idx_type *Ltp = Lfact.cidx (); |
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172 octave_idx_type *Ltj = Lfact.ridx (); |
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173 Complex *Ltx = Lfact.data (); |
5164 | 174 |
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175 if (unz < 1) |
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176 Ufact = SparseComplexMatrix (n_inner, nc, |
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177 static_cast<octave_idx_type> (1)); |
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178 else |
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179 Ufact = SparseComplexMatrix (n_inner, nc, unz); |
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181 octave_idx_type *Up = Ufact.cidx (); |
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182 octave_idx_type *Uj = Ufact.ridx (); |
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183 Complex *Ux = Ufact.data (); |
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184 |
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185 Rfact = SparseMatrix (nr, nr, nr); |
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186 for (octave_idx_type i = 0; i < nr; i++) |
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187 { |
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188 Rfact.xridx (i) = i; |
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189 Rfact.xcidx (i) = i; |
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190 } |
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191 Rfact.xcidx (nr) = nr; |
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192 double *Rx = Rfact.data (); |
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193 |
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194 P.resize (dim_vector (nr, 1)); |
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195 octave_idx_type *p = P.fortran_vec (); |
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197 Q.resize (dim_vector (nc, 1)); |
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198 octave_idx_type *q = Q.fortran_vec (); |
5164 | 199 |
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200 octave_idx_type do_recip; |
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201 status = UMFPACK_ZNAME (get_numeric) (Ltp, Ltj, |
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202 reinterpret_cast<double *> (Ltx), |
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203 0, Up, Uj, |
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204 reinterpret_cast <double *> (Ux), |
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205 0, p, q, 0, 0, |
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206 &do_recip, Rx, Numeric); |
5164 | 207 |
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208 UMFPACK_ZNAME (free_numeric) (&Numeric); |
5164 | 209 |
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210 if (status < 0) |
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211 { |
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212 (*current_liboctave_error_handler) |
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213 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
5164 | 214 |
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215 UMFPACK_ZNAME (report_status) (control, status); |
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216 } |
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217 else |
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218 { |
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219 Lfact = Lfact.transpose (); |
5164 | 220 |
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221 if (do_recip) |
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222 for (octave_idx_type i = 0; i < nr; i++) |
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223 Rx[i] = 1.0 / Rx[i]; |
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224 |
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225 UMFPACK_ZNAME (report_matrix) (nr, n_inner, |
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226 Lfact.cidx (), Lfact.ridx (), |
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227 reinterpret_cast<double *> (Lfact.data ()), |
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228 0, 1, control); |
5164 | 229 |
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230 UMFPACK_ZNAME (report_matrix) (n_inner, nc, |
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231 Ufact.cidx (), Ufact.ridx (), |
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232 reinterpret_cast<double *> (Ufact.data ()), |
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233 0, 1, control); |
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234 UMFPACK_ZNAME (report_perm) (nr, p, control); |
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235 UMFPACK_ZNAME (report_perm) (nc, q, control); |
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236 } |
5164 | 237 |
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238 UMFPACK_ZNAME (report_info) (control, info); |
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239 } |
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240 } |
5164 | 241 } |
5203 | 242 #else |
243 (*current_liboctave_error_handler) ("UMFPACK not installed"); | |
244 #endif | |
5164 | 245 } |
246 | |
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247 SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a, |
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248 const ColumnVector& Qinit, |
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249 const Matrix& piv_thres, bool scale, |
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250 bool FixedQ, double droptol, |
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251 bool milu, bool udiag) |
5164 | 252 { |
5203 | 253 #ifdef HAVE_UMFPACK |
5282 | 254 if (milu) |
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255 (*current_liboctave_error_handler) |
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256 ("Modified incomplete LU not implemented"); |
5164 | 257 else |
258 { | |
5282 | 259 octave_idx_type nr = a.rows (); |
260 octave_idx_type nc = a.cols (); | |
5164 | 261 |
5282 | 262 // Setup the control parameters |
263 Matrix Control (UMFPACK_CONTROL, 1); | |
264 double *control = Control.fortran_vec (); | |
5322 | 265 UMFPACK_ZNAME (defaults) (control); |
5164 | 266 |
5893 | 267 double tmp = octave_sparse_params::get_key ("spumoni"); |
5282 | 268 if (!xisnan (tmp)) |
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269 Control (UMFPACK_PRL) = tmp; |
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270 if (piv_thres.numel () == 2) |
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271 { |
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272 tmp = (piv_thres (0) > 1. ? 1. : piv_thres (0)); |
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273 if (!xisnan (tmp)) |
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274 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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275 tmp = (piv_thres (1) > 1. ? 1. : piv_thres (1)); |
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276 if (!xisnan (tmp)) |
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277 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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278 } |
5282 | 279 else |
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280 { |
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281 tmp = octave_sparse_params::get_key ("piv_tol"); |
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282 if (!xisnan (tmp)) |
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283 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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284 |
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285 tmp = octave_sparse_params::get_key ("sym_tol"); |
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286 if (!xisnan (tmp)) |
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287 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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288 } |
5164 | 289 |
5282 | 290 if (droptol >= 0.) |
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291 Control (UMFPACK_DROPTOL) = droptol; |
5164 | 292 |
5282 | 293 // Set whether we are allowed to modify Q or not |
294 if (FixedQ) | |
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295 Control (UMFPACK_FIXQ) = 1.0; |
5282 | 296 else |
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297 { |
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298 tmp = octave_sparse_params::get_key ("autoamd"); |
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299 if (!xisnan (tmp)) |
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300 Control (UMFPACK_FIXQ) = tmp; |
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301 } |
5164 | 302 |
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303 // Turn-off UMFPACK scaling for LU |
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304 if (scale) |
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305 Control (UMFPACK_SCALE) = UMFPACK_SCALE_SUM; |
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306 else |
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307 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
5164 | 308 |
5322 | 309 UMFPACK_ZNAME (report_control) (control); |
5282 | 310 |
311 const octave_idx_type *Ap = a.cidx (); | |
312 const octave_idx_type *Ai = a.ridx (); | |
313 const Complex *Ax = a.data (); | |
5164 | 314 |
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315 UMFPACK_ZNAME (report_matrix) (nr, nc, Ap, Ai, |
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316 reinterpret_cast<const double *> (Ax), 0, |
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317 1, control); |
5282 | 318 |
319 void *Symbolic; | |
320 Matrix Info (1, UMFPACK_INFO); | |
321 double *info = Info.fortran_vec (); | |
322 int status; | |
5164 | 323 |
5282 | 324 // Null loop so that qinit is imediately deallocated when not |
325 // needed | |
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326 do |
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327 { |
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328 OCTAVE_LOCAL_BUFFER (octave_idx_type, qinit, nc); |
5164 | 329 |
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330 for (octave_idx_type i = 0; i < nc; i++) |
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331 qinit[i] = static_cast<octave_idx_type> (Qinit (i)); |
5164 | 332 |
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333 status = UMFPACK_ZNAME (qsymbolic) (nr, nc, Ap, Ai, |
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334 reinterpret_cast<const double *> (Ax), |
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335 0, qinit, &Symbolic, control, |
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336 info); |
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337 } |
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338 while (0); |
5164 | 339 |
340 if (status < 0) | |
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341 { |
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342 (*current_liboctave_error_handler) |
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343 ("SparseComplexLU::SparseComplexLU symbolic factorization failed"); |
5164 | 344 |
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345 UMFPACK_ZNAME (report_status) (control, status); |
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346 UMFPACK_ZNAME (report_info) (control, info); |
5164 | 347 |
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348 UMFPACK_ZNAME (free_symbolic) (&Symbolic); |
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349 } |
5164 | 350 else |
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351 { |
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352 UMFPACK_ZNAME (report_symbolic) (Symbolic, control); |
5164 | 353 |
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354 void *Numeric; |
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355 status = UMFPACK_ZNAME (numeric) (Ap, Ai, |
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356 reinterpret_cast<const double *> (Ax), 0, |
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357 Symbolic, &Numeric, control, info); |
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358 UMFPACK_ZNAME (free_symbolic) (&Symbolic); |
5282 | 359 |
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360 cond = Info (UMFPACK_RCOND); |
5282 | 361 |
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362 if (status < 0) |
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363 { |
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364 (*current_liboctave_error_handler) |
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365 ("SparseComplexLU::SparseComplexLU numeric factorization failed"); |
5164 | 366 |
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367 UMFPACK_ZNAME (report_status) (control, status); |
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368 UMFPACK_ZNAME (report_info) (control, info); |
5164 | 369 |
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370 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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371 } |
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372 else |
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373 { |
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374 UMFPACK_ZNAME (report_numeric) (Numeric, control); |
5164 | 375 |
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376 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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377 status = UMFPACK_ZNAME (get_lunz) (&lnz, &unz, |
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378 &ignore1, &ignore2, &ignore3, |
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379 Numeric); |
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380 |
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381 if (status < 0) |
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382 { |
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383 (*current_liboctave_error_handler) |
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384 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
5164 | 385 |
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386 UMFPACK_ZNAME (report_status) (control, status); |
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387 UMFPACK_ZNAME (report_info) (control, info); |
5282 | 388 |
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389 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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390 } |
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391 else |
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392 { |
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393 octave_idx_type n_inner = (nr < nc ? nr : nc); |
5282 | 394 |
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395 if (lnz < 1) |
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396 Lfact = SparseComplexMatrix (n_inner, nr, |
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397 static_cast<octave_idx_type> (1)); |
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398 else |
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399 Lfact = SparseComplexMatrix (n_inner, nr, lnz); |
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401 octave_idx_type *Ltp = Lfact.cidx (); |
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402 octave_idx_type *Ltj = Lfact.ridx (); |
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403 Complex *Ltx = Lfact.data (); |
5164 | 404 |
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405 if (unz < 1) |
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406 Ufact = SparseComplexMatrix (n_inner, nc, |
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407 static_cast<octave_idx_type> (1)); |
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408 else |
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409 Ufact = SparseComplexMatrix (n_inner, nc, unz); |
5282 | 410 |
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411 octave_idx_type *Up = Ufact.cidx (); |
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412 octave_idx_type *Uj = Ufact.ridx (); |
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413 Complex *Ux = Ufact.data (); |
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414 |
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415 Rfact = SparseMatrix (nr, nr, nr); |
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416 for (octave_idx_type i = 0; i < nr; i++) |
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417 { |
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418 Rfact.xridx (i) = i; |
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419 Rfact.xcidx (i) = i; |
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420 } |
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421 Rfact.xcidx (nr) = nr; |
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422 double *Rx = Rfact.data (); |
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423 |
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424 P.resize (dim_vector (nr, 1)); |
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425 octave_idx_type *p = P.fortran_vec (); |
5282 | 426 |
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427 Q.resize (dim_vector (nc, 1)); |
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428 octave_idx_type *q = Q.fortran_vec (); |
5164 | 429 |
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430 octave_idx_type do_recip; |
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431 status = |
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432 UMFPACK_ZNAME (get_numeric) (Ltp, Ltj, |
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433 reinterpret_cast<double *> (Ltx), |
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434 0, Up, Uj, |
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435 reinterpret_cast<double *> (Ux), |
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436 0, p, q, 0, 0, |
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437 &do_recip, Rx, Numeric); |
5282 | 438 |
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439 UMFPACK_ZNAME (free_numeric) (&Numeric); |
5282 | 440 |
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441 if (status < 0) |
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442 { |
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443 (*current_liboctave_error_handler) |
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444 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
5282 | 445 |
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446 UMFPACK_ZNAME (report_status) (control, status); |
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447 } |
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448 else |
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449 { |
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450 Lfact = Lfact.transpose (); |
5282 | 451 |
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452 if (do_recip) |
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453 for (octave_idx_type i = 0; i < nr; i++) |
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454 Rx[i] = 1.0 / Rx[i]; |
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455 |
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456 UMFPACK_ZNAME (report_matrix) (nr, n_inner, |
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457 Lfact.cidx (), |
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458 Lfact.ridx (), |
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459 reinterpret_cast<double *> (Lfact.data ()), |
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460 0, 1, control); |
5282 | 461 |
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462 UMFPACK_ZNAME (report_matrix) (n_inner, nc, |
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463 Ufact.cidx (), |
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464 Ufact.ridx (), |
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465 reinterpret_cast<double *> (Ufact.data ()), |
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466 0, 1, control); |
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467 UMFPACK_ZNAME (report_perm) (nr, p, control); |
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468 UMFPACK_ZNAME (report_perm) (nc, q, control); |
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469 } |
5282 | 470 |
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471 UMFPACK_ZNAME (report_info) (control, info); |
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472 } |
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473 } |
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474 } |
5282 | 475 |
476 if (udiag) | |
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477 (*current_liboctave_error_handler) |
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478 ("Option udiag of incomplete LU not implemented"); |
5164 | 479 } |
5203 | 480 #else |
481 (*current_liboctave_error_handler) ("UMFPACK not installed"); | |
482 #endif | |
5164 | 483 } |