Mercurial > hg > octave-nkf
view liboctave/SparseCmplxLU.cc @ 14626:f947d2922feb stable rc-3-6-2-0
3.6.2-rc0 release candidate
* configure.ac (AC_INIT): Version is now 3.6.2-rc0.
(OCTAVE_RELEASE_DATE): Now 2012-05-11.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Fri, 11 May 2012 13:46:18 -0400 |
parents | 72c96de7a403 |
children | 460a3c6d8bf1 |
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/* Copyright (C) 2004-2012 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.nelem() == 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.nelem() == 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 }