Mercurial > hg > octave-nkf
annotate liboctave/numeric/sparse-base-chol.cc @ 18238:8f256148d82b
maint: Periodic merge of gui-release to default.
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Tue, 07 Jan 2014 16:07:54 -0500 |
| parents | d63878346099 |
| children | afd6179d2616 |
| rev | line source |
|---|---|
| 5506 | 1 /* |
| 2 | |
|
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3 Copyright (C) 2005-2013 David Bateman |
| 11523 | 4 Copyright (C) 1998-2005 Andy Adler |
| 7016 | 5 |
| 6 This file is part of Octave. | |
| 5506 | 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. | |
| 5506 | 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/>. | |
| 5506 | 21 |
| 22 */ | |
| 23 | |
| 24 #ifdef HAVE_CONFIG_H | |
| 25 #include <config.h> | |
| 26 #endif | |
| 27 | |
| 28 #include "sparse-base-chol.h" | |
| 29 #include "sparse-util.h" | |
| 30 #include "lo-error.h" | |
| 31 #include "oct-sparse.h" | |
| 32 #include "oct-spparms.h" | |
| 33 #include "quit.h" | |
| 5785 | 34 #include "MatrixType.h" |
| 5506 | 35 |
| 5511 | 36 #ifdef HAVE_CHOLMOD |
| 5506 | 37 // Can't use CHOLMOD_NAME(drop)(0.0, S, cm). It doesn't treat complex matrices |
| 38 template <class chol_type, class chol_elt, class p_type> | |
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39 void |
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40 sparse_base_chol<chol_type, chol_elt, p_type>::sparse_base_chol_rep::drop_zeros |
| 5506 | 41 (const cholmod_sparse* S) |
| 42 { | |
| 43 chol_elt sik; | |
| 44 octave_idx_type *Sp, *Si; | |
| 45 chol_elt *Sx; | |
| 46 octave_idx_type pdest, k, ncol, p, pend; | |
| 47 | |
| 5518 | 48 if (! S) |
| 5506 | 49 return; |
| 50 | |
| 51 Sp = static_cast<octave_idx_type *>(S->p); | |
| 52 Si = static_cast<octave_idx_type *>(S->i); | |
| 53 Sx = static_cast<chol_elt *>(S->x); | |
| 54 pdest = 0; | |
| 55 ncol = S->ncol; | |
| 56 | |
| 57 for (k = 0; k < ncol; k++) | |
| 58 { | |
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59 p = Sp[k]; |
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60 pend = Sp[k+1]; |
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61 Sp[k] = pdest; |
| 5506 | 62 for (; p < pend; p++) |
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63 { |
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64 sik = Sx[p]; |
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65 if (CHOLMOD_IS_NONZERO (sik)) |
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66 { |
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67 if (p != pdest) |
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68 { |
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69 Si[pdest] = Si[p]; |
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70 Sx[pdest] = sik; |
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71 } |
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72 pdest++; |
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73 } |
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74 } |
| 5506 | 75 } |
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76 Sp[ncol] = pdest; |
| 5506 | 77 } |
| 5511 | 78 #endif |
| 5506 | 79 |
| 80 template <class chol_type, class chol_elt, class p_type> | |
| 81 octave_idx_type | |
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82 sparse_base_chol<chol_type, chol_elt, p_type>::sparse_base_chol_rep::init |
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83 (const chol_type& a, bool natural, bool force) |
| 5506 | 84 { |
| 5648 | 85 volatile octave_idx_type info = 0; |
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86 |
| 5506 | 87 #ifdef HAVE_CHOLMOD |
| 88 octave_idx_type a_nr = a.rows (); | |
| 89 octave_idx_type a_nc = a.cols (); | |
| 90 | |
| 91 if (a_nr != a_nc) | |
| 92 { | |
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93 (*current_liboctave_error_handler) |
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94 ("SparseCHOL requires square matrix"); |
| 5506 | 95 return -1; |
| 96 } | |
| 97 | |
| 98 cholmod_common *cm = &Common; | |
| 99 | |
| 100 // Setup initial parameters | |
| 101 CHOLMOD_NAME(start) (cm); | |
| 5518 | 102 cm->prefer_zomplex = false; |
| 5506 | 103 |
| 5893 | 104 double spu = octave_sparse_params::get_key ("spumoni"); |
| 5506 | 105 if (spu == 0.) |
| 106 { | |
| 107 cm->print = -1; | |
| 5518 | 108 cm->print_function = 0; |
| 5506 | 109 } |
| 110 else | |
| 111 { | |
| 5760 | 112 cm->print = static_cast<int> (spu) + 2; |
| 5506 | 113 cm->print_function =&SparseCholPrint; |
| 114 } | |
| 115 | |
| 116 cm->error_handler = &SparseCholError; | |
| 117 cm->complex_divide = CHOLMOD_NAME(divcomplex); | |
| 118 cm->hypotenuse = CHOLMOD_NAME(hypot); | |
| 119 | |
| 5518 | 120 cm->final_asis = false; |
| 121 cm->final_super = false; | |
| 122 cm->final_ll = true; | |
| 123 cm->final_pack = true; | |
| 124 cm->final_monotonic = true; | |
| 125 cm->final_resymbol = false; | |
| 5506 | 126 |
| 127 cholmod_sparse A; | |
| 128 cholmod_sparse *ac = &A; | |
| 129 double dummy; | |
| 130 ac->nrow = a_nr; | |
| 131 ac->ncol = a_nc; | |
| 132 | |
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133 ac->p = a.cidx (); |
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134 ac->i = a.ridx (); |
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135 ac->nzmax = a.nnz (); |
| 5518 | 136 ac->packed = true; |
| 137 ac->sorted = true; | |
| 138 ac->nz = 0; | |
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139 #ifdef USE_64_BIT_IDX_T |
| 5506 | 140 ac->itype = CHOLMOD_LONG; |
| 141 #else | |
| 142 ac->itype = CHOLMOD_INT; | |
| 143 #endif | |
| 144 ac->dtype = CHOLMOD_DOUBLE; | |
| 145 ac->stype = 1; | |
| 146 #ifdef OCTAVE_CHOLMOD_TYPE | |
| 147 ac->xtype = OCTAVE_CHOLMOD_TYPE; | |
| 148 #else | |
| 149 ac->xtype = CHOLMOD_REAL; | |
| 150 #endif | |
| 151 | |
| 152 if (a_nr < 1) | |
| 153 ac->x = &dummy; | |
| 154 else | |
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155 ac->x = a.data (); |
| 5506 | 156 |
| 157 // use natural ordering if no q output parameter | |
| 158 if (natural) | |
| 159 { | |
| 160 cm->nmethods = 1 ; | |
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161 cm->method[0].ordering = CHOLMOD_NATURAL ; |
| 5518 | 162 cm->postorder = false ; |
| 5506 | 163 } |
| 164 | |
| 165 cholmod_factor *Lfactor; | |
| 166 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; | |
| 167 Lfactor = CHOLMOD_NAME(analyze) (ac, cm); | |
| 168 CHOLMOD_NAME(factorize) (ac, Lfactor, cm); | |
| 169 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; | |
| 170 | |
| 171 is_pd = cm->status == CHOLMOD_OK; | |
| 172 info = (is_pd ? 0 : cm->status); | |
| 173 | |
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174 if (is_pd || force) |
| 5506 | 175 { |
| 176 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; | |
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177 cond = CHOLMOD_NAME(rcond) (Lfactor, cm); |
| 5506 | 178 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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179 |
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180 minor_p = Lfactor->minor; |
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181 |
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182 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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183 Lsparse = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm); |
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184 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
| 5506 | 185 |
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186 if (minor_p > 0 && minor_p < a_nr) |
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187 { |
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188 size_t n1 = a_nr + 1; |
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189 Lsparse->p = CHOLMOD_NAME(realloc) (minor_p+1, |
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190 sizeof(octave_idx_type), |
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191 Lsparse->p, &n1, cm); |
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192 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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193 CHOLMOD_NAME(reallocate_sparse) |
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194 (static_cast<octave_idx_type *>(Lsparse->p)[minor_p], Lsparse, cm); |
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195 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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196 Lsparse->ncol = minor_p; |
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197 } |
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198 |
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199 drop_zeros (Lsparse); |
| 5506 | 200 |
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201 if (! natural) |
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202 { |
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203 perms.resize (a_nr); |
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204 for (octave_idx_type i = 0; i < a_nr; i++) |
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205 perms(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i]; |
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206 } |
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207 |
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208 static char tmp[] = " "; |
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209 |
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210 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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211 CHOLMOD_NAME(free_factor) (&Lfactor, cm); |
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212 CHOLMOD_NAME(finish) (cm); |
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213 CHOLMOD_NAME(print_common) (tmp, cm); |
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214 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
| 5506 | 215 } |
| 216 #else | |
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217 (*current_liboctave_error_handler) |
| 5506 | 218 ("Missing CHOLMOD. Sparse cholesky factorization disabled"); |
| 219 #endif | |
| 220 return info; | |
| 221 } | |
| 222 | |
| 223 template <class chol_type, class chol_elt, class p_type> | |
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224 chol_type |
| 5506 | 225 sparse_base_chol<chol_type, chol_elt, p_type>::L (void) const |
| 226 { | |
| 227 #ifdef HAVE_CHOLMOD | |
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228 cholmod_sparse *m = rep->L (); |
| 5506 | 229 octave_idx_type nc = m->ncol; |
| 230 octave_idx_type nnz = m->nzmax; | |
| 231 chol_type ret (m->nrow, nc, nnz); | |
| 232 for (octave_idx_type j = 0; j < nc+1; j++) | |
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233 ret.xcidx (j) = static_cast<octave_idx_type *>(m->p)[j]; |
| 5506 | 234 for (octave_idx_type i = 0; i < nnz; i++) |
| 235 { | |
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236 ret.xridx (i) = static_cast<octave_idx_type *>(m->i)[i]; |
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237 ret.xdata (i) = static_cast<chol_elt *>(m->x)[i]; |
| 5506 | 238 } |
| 239 return ret; | |
| 240 #else | |
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241 return chol_type (); |
| 5506 | 242 #endif |
| 243 } | |
| 244 | |
| 245 template <class chol_type, class chol_elt, class p_type> | |
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246 p_type |
| 5506 | 247 sparse_base_chol<chol_type, chol_elt, p_type>:: |
| 248 sparse_base_chol_rep::Q (void) const | |
| 249 { | |
| 250 #ifdef HAVE_CHOLMOD | |
| 251 octave_idx_type n = Lsparse->nrow; | |
| 252 p_type p (n, n, n); | |
| 253 | |
| 254 for (octave_idx_type i = 0; i < n; i++) | |
| 255 { | |
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256 p.xcidx (i) = i; |
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257 p.xridx (i) = static_cast<octave_idx_type>(perms (i)); |
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258 p.xdata (i) = 1; |
| 5506 | 259 } |
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260 p.xcidx (n) = n; |
| 5506 | 261 |
| 262 return p; | |
| 263 #else | |
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264 return p_type (); |
| 5506 | 265 #endif |
| 266 } | |
| 267 | |
| 268 template <class chol_type, class chol_elt, class p_type> | |
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269 chol_type |
| 5506 | 270 sparse_base_chol<chol_type, chol_elt, p_type>::inverse (void) const |
| 271 { | |
| 272 chol_type retval; | |
| 273 #ifdef HAVE_CHOLMOD | |
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274 cholmod_sparse *m = rep->L (); |
| 5506 | 275 octave_idx_type n = m->ncol; |
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276 ColumnVector perms = rep->perm (); |
| 5506 | 277 chol_type ret; |
| 278 double rcond2; | |
| 279 octave_idx_type info; | |
| 5785 | 280 MatrixType mattype (MatrixType::Upper); |
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281 chol_type linv = L ().hermitian ().inverse (mattype, info, rcond2, 1, 0); |
| 5506 | 282 |
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283 if (perms.length () == n) |
| 5506 | 284 { |
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285 p_type Qc = Q (); |
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286 retval = Qc * linv * linv.hermitian () * Qc.transpose (); |
| 5506 | 287 } |
| 288 else | |
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289 retval = linv * linv.hermitian (); |
| 5506 | 290 #endif |
| 291 return retval; | |
| 292 } |