view 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>
date Thu, 03 Sep 2015 16:21:08 +0100
parents 00cf2847355d
children
line wrap: on
line source

/*

Copyright (C) 2004-2015 David Bateman
Copyright (C) 1998-2004 Andy Adler

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include <vector>

#include "lo-error.h"
#include "oct-locbuf.h"

#include "SparseCmplxLU.h"
#include "oct-spparms.h"

// Instantiate the base LU class for the types we need.

#include "sparse-base-lu.h"
#include "sparse-base-lu.cc"

template class sparse_base_lu <SparseComplexMatrix, Complex,
                               SparseMatrix, double>;

#include "oct-sparse.h"

SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a,
                                  const Matrix& piv_thres, bool scale)
{
#ifdef HAVE_UMFPACK
  octave_idx_type nr = a.rows ();
  octave_idx_type nc = a.cols ();

  // Setup the control parameters
  Matrix Control (UMFPACK_CONTROL, 1);
  double *control = Control.fortran_vec ();
  UMFPACK_ZNAME (defaults) (control);

  double tmp = octave_sparse_params::get_key ("spumoni");
  if (!xisnan (tmp))
    Control (UMFPACK_PRL) = tmp;
  if (piv_thres.numel () == 2)
    {
      tmp = (piv_thres (0) > 1. ? 1. : piv_thres (0));
      if (!xisnan (tmp))
        Control (UMFPACK_PIVOT_TOLERANCE) = tmp;
      tmp = (piv_thres (1) > 1. ? 1. : piv_thres (1));
      if (!xisnan (tmp))
        Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp;
    }
  else
    {
      tmp = octave_sparse_params::get_key ("piv_tol");
      if (!xisnan (tmp))
        Control (UMFPACK_PIVOT_TOLERANCE) = tmp;

      tmp = octave_sparse_params::get_key ("sym_tol");
      if (!xisnan (tmp))
        Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp;
    }

  // Set whether we are allowed to modify Q or not
  tmp = octave_sparse_params::get_key ("autoamd");
  if (!xisnan (tmp))
    Control (UMFPACK_FIXQ) = tmp;

  // Turn-off UMFPACK scaling for LU
  if (scale)
    Control (UMFPACK_SCALE) = UMFPACK_SCALE_SUM;
  else
    Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE;

  UMFPACK_ZNAME (report_control) (control);

  const octave_idx_type *Ap = a.cidx ();
  const octave_idx_type *Ai = a.ridx ();
  const Complex *Ax = a.data ();

  UMFPACK_ZNAME (report_matrix) (nr, nc, Ap, Ai,
                                 reinterpret_cast<const double *> (Ax),
                                 0, 1, control);

  void *Symbolic;
  Matrix Info (1, UMFPACK_INFO);
  double *info = Info.fortran_vec ();
  int status = UMFPACK_ZNAME (qsymbolic) (nr, nc, Ap, Ai,
                                          reinterpret_cast<const double *> (Ax),
                                          0, 0,
                                          &Symbolic, control, info);

  if (status < 0)
    {
      (*current_liboctave_error_handler)
        ("SparseComplexLU::SparseComplexLU symbolic factorization failed");

      UMFPACK_ZNAME (report_status) (control, status);
      UMFPACK_ZNAME (report_info) (control, info);

      UMFPACK_ZNAME (free_symbolic) (&Symbolic);
    }
  else
    {
      UMFPACK_ZNAME (report_symbolic) (Symbolic, control);

      void *Numeric;
      status = UMFPACK_ZNAME (numeric) (Ap, Ai,
                                        reinterpret_cast<const double *> (Ax),
                                        0, Symbolic, &Numeric, control,
                                        info);
      UMFPACK_ZNAME (free_symbolic) (&Symbolic);

      cond = Info (UMFPACK_RCOND);

      if (status < 0)
        {
          (*current_liboctave_error_handler)
            ("SparseComplexLU::SparseComplexLU numeric factorization failed");

          UMFPACK_ZNAME (report_status) (control, status);
          UMFPACK_ZNAME (report_info) (control, info);

          UMFPACK_ZNAME (free_numeric) (&Numeric);
        }
      else
        {
          UMFPACK_ZNAME (report_numeric) (Numeric, control);

          octave_idx_type lnz, unz, ignore1, ignore2, ignore3;
          status = UMFPACK_ZNAME (get_lunz) (&lnz, &unz, &ignore1,
                                             &ignore2, &ignore3, Numeric);

          if (status < 0)
            {
              (*current_liboctave_error_handler)
                ("SparseComplexLU::SparseComplexLU extracting LU factors failed");

              UMFPACK_ZNAME (report_status) (control, status);
              UMFPACK_ZNAME (report_info) (control, info);

              UMFPACK_ZNAME (free_numeric) (&Numeric);
            }
          else
            {
              octave_idx_type n_inner = (nr < nc ? nr : nc);

              if (lnz < 1)
                Lfact = SparseComplexMatrix (n_inner, nr,
                                             static_cast<octave_idx_type> (1));
              else
                Lfact = SparseComplexMatrix (n_inner, nr, lnz);

              octave_idx_type *Ltp = Lfact.cidx ();
              octave_idx_type *Ltj = Lfact.ridx ();
              Complex *Ltx = Lfact.data ();

              if (unz < 1)
                Ufact = SparseComplexMatrix (n_inner, nc,
                                             static_cast<octave_idx_type> (1));
              else
                Ufact = SparseComplexMatrix (n_inner, nc, unz);

              octave_idx_type *Up = Ufact.cidx ();
              octave_idx_type *Uj = Ufact.ridx ();
              Complex *Ux = Ufact.data ();

              Rfact = SparseMatrix (nr, nr, nr);
              for (octave_idx_type i = 0; i < nr; i++)
                {
                  Rfact.xridx (i) = i;
                  Rfact.xcidx (i) = i;
                }
              Rfact.xcidx (nr) = nr;
              double *Rx = Rfact.data ();

              P.resize (dim_vector (nr, 1));
              octave_idx_type *p = P.fortran_vec ();

              Q.resize (dim_vector (nc, 1));
              octave_idx_type *q = Q.fortran_vec ();

              octave_idx_type do_recip;
              status = UMFPACK_ZNAME (get_numeric) (Ltp, Ltj,
                                                    reinterpret_cast<double *> (Ltx),
                                                    0, Up, Uj,
                                                    reinterpret_cast <double *> (Ux),
                                                    0, p, q, 0, 0,
                                                    &do_recip, Rx, Numeric);

              UMFPACK_ZNAME (free_numeric) (&Numeric);

              if (status < 0)
                {
                  (*current_liboctave_error_handler)
                    ("SparseComplexLU::SparseComplexLU extracting LU factors failed");

                  UMFPACK_ZNAME (report_status) (control, status);
                }
              else
                {
                  Lfact = Lfact.transpose ();

                  if (do_recip)
                    for (octave_idx_type i = 0; i < nr; i++)
                      Rx[i] = 1.0 / Rx[i];

                  UMFPACK_ZNAME (report_matrix) (nr, n_inner,
                                                 Lfact.cidx (), Lfact.ridx (),
                                                 reinterpret_cast<double *> (Lfact.data ()),
                                                 0, 1, control);

                  UMFPACK_ZNAME (report_matrix) (n_inner, nc,
                                                 Ufact.cidx (), Ufact.ridx (),
                                                 reinterpret_cast<double *> (Ufact.data ()),
                                                 0, 1, control);
                  UMFPACK_ZNAME (report_perm) (nr, p, control);
                  UMFPACK_ZNAME (report_perm) (nc, q, control);
                }

              UMFPACK_ZNAME (report_info) (control, info);
            }
        }
    }
#else
  (*current_liboctave_error_handler) ("UMFPACK not installed");
#endif
}

SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a,
                                  const ColumnVector& Qinit,
                                  const Matrix& piv_thres, bool scale,
                                  bool FixedQ, double droptol,
                                  bool milu, bool udiag)
{
#ifdef HAVE_UMFPACK
  if (milu)
    (*current_liboctave_error_handler)
      ("Modified incomplete LU not implemented");
  else
    {
      octave_idx_type nr = a.rows ();
      octave_idx_type nc = a.cols ();

      // Setup the control parameters
      Matrix Control (UMFPACK_CONTROL, 1);
      double *control = Control.fortran_vec ();
      UMFPACK_ZNAME (defaults) (control);

      double tmp = octave_sparse_params::get_key ("spumoni");
      if (!xisnan (tmp))
        Control (UMFPACK_PRL) = tmp;
      if (piv_thres.numel () == 2)
        {
          tmp = (piv_thres (0) > 1. ? 1. : piv_thres (0));
          if (!xisnan (tmp))
            Control (UMFPACK_PIVOT_TOLERANCE) = tmp;
          tmp = (piv_thres (1) > 1. ? 1. : piv_thres (1));
          if (!xisnan (tmp))
            Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp;
        }
      else
        {
          tmp = octave_sparse_params::get_key ("piv_tol");
          if (!xisnan (tmp))
            Control (UMFPACK_PIVOT_TOLERANCE) = tmp;

          tmp = octave_sparse_params::get_key ("sym_tol");
          if (!xisnan (tmp))
            Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp;
        }

      if (droptol >= 0.)
        Control (UMFPACK_DROPTOL) = droptol;

      // Set whether we are allowed to modify Q or not
      if (FixedQ)
        Control (UMFPACK_FIXQ) = 1.0;
      else
        {
          tmp = octave_sparse_params::get_key ("autoamd");
          if (!xisnan (tmp))
            Control (UMFPACK_FIXQ) = tmp;
        }

      // Turn-off UMFPACK scaling for LU
      if (scale)
        Control (UMFPACK_SCALE) = UMFPACK_SCALE_SUM;
      else
        Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE;

      UMFPACK_ZNAME (report_control) (control);

      const octave_idx_type *Ap = a.cidx ();
      const octave_idx_type *Ai = a.ridx ();
      const Complex *Ax = a.data ();

      UMFPACK_ZNAME (report_matrix) (nr, nc, Ap, Ai,
                                     reinterpret_cast<const double *> (Ax), 0,
                                     1, control);

      void *Symbolic;
      Matrix Info (1, UMFPACK_INFO);
      double *info = Info.fortran_vec ();
      int status;

      // Null loop so that qinit is imediately deallocated when not
      // needed
      do
        {
          OCTAVE_LOCAL_BUFFER (octave_idx_type, qinit, nc);

          for (octave_idx_type i = 0; i < nc; i++)
            qinit[i] = static_cast<octave_idx_type> (Qinit (i));

          status = UMFPACK_ZNAME (qsymbolic) (nr, nc, Ap, Ai,
                                              reinterpret_cast<const double *> (Ax),
                                              0, qinit, &Symbolic, control,
                                              info);
        }
      while (0);

      if (status < 0)
        {
          (*current_liboctave_error_handler)
            ("SparseComplexLU::SparseComplexLU symbolic factorization failed");

          UMFPACK_ZNAME (report_status) (control, status);
          UMFPACK_ZNAME (report_info) (control, info);

          UMFPACK_ZNAME (free_symbolic) (&Symbolic);
        }
      else
        {
          UMFPACK_ZNAME (report_symbolic) (Symbolic, control);

          void *Numeric;
          status = UMFPACK_ZNAME (numeric) (Ap, Ai,
                                            reinterpret_cast<const double *> (Ax), 0,
                                            Symbolic, &Numeric, control, info);
          UMFPACK_ZNAME (free_symbolic) (&Symbolic);

          cond = Info (UMFPACK_RCOND);

          if (status < 0)
            {
              (*current_liboctave_error_handler)
                ("SparseComplexLU::SparseComplexLU numeric factorization failed");

              UMFPACK_ZNAME (report_status) (control, status);
              UMFPACK_ZNAME (report_info) (control, info);

              UMFPACK_ZNAME (free_numeric) (&Numeric);
            }
          else
            {
              UMFPACK_ZNAME (report_numeric) (Numeric, control);

              octave_idx_type lnz, unz, ignore1, ignore2, ignore3;
              status = UMFPACK_ZNAME (get_lunz) (&lnz, &unz,
                                                 &ignore1, &ignore2, &ignore3,
                                                 Numeric);

              if (status < 0)
                {
                  (*current_liboctave_error_handler)
                    ("SparseComplexLU::SparseComplexLU extracting LU factors failed");

                  UMFPACK_ZNAME (report_status) (control, status);
                  UMFPACK_ZNAME (report_info) (control, info);

                  UMFPACK_ZNAME (free_numeric) (&Numeric);
                }
              else
                {
                  octave_idx_type n_inner = (nr < nc ? nr : nc);

                  if (lnz < 1)
                    Lfact = SparseComplexMatrix (n_inner, nr,
                                                 static_cast<octave_idx_type> (1));
                  else
                    Lfact = SparseComplexMatrix (n_inner, nr, lnz);

                  octave_idx_type *Ltp = Lfact.cidx ();
                  octave_idx_type *Ltj = Lfact.ridx ();
                  Complex *Ltx = Lfact.data ();

                  if (unz < 1)
                    Ufact = SparseComplexMatrix (n_inner, nc,
                                                 static_cast<octave_idx_type> (1));
                  else
                    Ufact = SparseComplexMatrix  (n_inner, nc, unz);

                  octave_idx_type *Up = Ufact.cidx ();
                  octave_idx_type *Uj = Ufact.ridx ();
                  Complex *Ux = Ufact.data ();

                  Rfact = SparseMatrix (nr, nr, nr);
                  for (octave_idx_type i = 0; i < nr; i++)
                    {
                      Rfact.xridx (i) = i;
                      Rfact.xcidx (i) = i;
                    }
                  Rfact.xcidx (nr) = nr;
                  double *Rx = Rfact.data ();

                  P.resize (dim_vector (nr, 1));
                  octave_idx_type *p = P.fortran_vec ();

                  Q.resize (dim_vector (nc, 1));
                  octave_idx_type *q = Q.fortran_vec ();

                  octave_idx_type do_recip;
                  status =
                    UMFPACK_ZNAME (get_numeric) (Ltp, Ltj,
                                                 reinterpret_cast<double *> (Ltx),
                                                 0, Up, Uj,
                                                 reinterpret_cast<double *> (Ux),
                                                 0, p, q, 0, 0,
                                                 &do_recip, Rx, Numeric);

                  UMFPACK_ZNAME (free_numeric) (&Numeric);

                  if (status < 0)
                    {
                      (*current_liboctave_error_handler)
                        ("SparseComplexLU::SparseComplexLU extracting LU factors failed");

                      UMFPACK_ZNAME (report_status) (control, status);
                    }
                  else
                    {
                      Lfact = Lfact.transpose ();

                      if (do_recip)
                        for (octave_idx_type i = 0; i < nr; i++)
                          Rx[i] = 1.0 / Rx[i];

                      UMFPACK_ZNAME (report_matrix) (nr, n_inner,
                                                     Lfact.cidx (),
                                                     Lfact.ridx (),
                                                     reinterpret_cast<double *> (Lfact.data ()),
                                                     0, 1, control);

                      UMFPACK_ZNAME (report_matrix) (n_inner, nc,
                                                     Ufact.cidx (),
                                                     Ufact.ridx (),
                                                     reinterpret_cast<double *> (Ufact.data ()),
                                                     0, 1, control);
                      UMFPACK_ZNAME (report_perm) (nr, p, control);
                      UMFPACK_ZNAME (report_perm) (nc, q, control);
                    }

                  UMFPACK_ZNAME (report_info) (control, info);
                }
            }
        }

      if (udiag)
        (*current_liboctave_error_handler)
          ("Option udiag of incomplete LU not implemented");
    }
#else
  (*current_liboctave_error_handler) ("UMFPACK not installed");
#endif
}