Mercurial > hg > octave-nkf
annotate liboctave/numeric/SparseCmplxLU.cc @ 20830:b65888ec820e draft default tip gccjit
dmalcom gcc jit import
author | Stefan Mahr <dac922@gmx.de> |
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date | Fri, 27 Feb 2015 16:59:36 +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); |
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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); |
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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 } |