Mercurial > octave
view liboctave/numeric/sparse-chol.cc @ 29654:d13d090cb03a stable
use std::size_t and std::ptrdiff_t in C++ code (bug #60471)
Files affected: make_int.cc, file-editor-tab.cc, octave-qscintilla.cc,
Cell.cc, Cell.h, call-stack.cc, call-stack.h, cellfun.cc, data.cc,
debug.cc, dlmread.cc, error.cc, event-queue.h, fcn-info.cc,
fcn-info.h, file-io.cc, ft-text-renderer.cc, gl2ps-print.cc,
graphics.cc, graphics.in.h, help.cc, hex2num.cc, input.cc,
latex-text-renderer.cc, load-path.cc, load-save.cc, load-save.h,
ls-hdf5.cc, ls-mat-ascii.cc, ls-mat5.cc, ls-oct-text.cc, mex.cc,
mexproto.h, mxarray.h, oct-map.cc, oct-stream.cc, oct-stream.h,
pager.cc, pager.h, pr-output.cc, regexp.cc, settings.h,
stack-frame.cc, stack-frame.h, strfns.cc, syminfo.cc, symrec.h,
symscope.cc, symscope.h, symtab.cc, sysdep.cc, toplev.cc, utils.cc,
utils.h, variables.cc, __fltk_uigetfile__.cc, __init_fltk__.cc,
audioread.cc, gzip.cc, cdef-class.cc, cdef-manager.cc, cdef-method.cc,
cdef-object.cc, cdef-object.h, ov-base-diag.cc, ov-base-diag.h,
ov-base-mat.cc, ov-base-mat.h, ov-base-scalar.cc, ov-base-scalar.h,
ov-base-sparse.h, ov-base.cc, ov-base.h, ov-cell.cc, ov-cell.h,
ov-ch-mat.cc, ov-class.cc, ov-class.h, ov-classdef.cc,
ov-fcn-handle.cc, ov-java.cc, ov-lazy-idx.h, ov-perm.cc, ov-perm.h,
ov-range.h, ov-str-mat.cc, ov-struct.cc, ov-struct.h, ov-usr-fcn.cc,
ov-usr-fcn.h, ov.cc, ov.h, ovl.cc, octave.cc, bp-table.cc, jit-ir.cc,
jit-ir.h, jit-typeinfo.cc, jit-typeinfo.h, jit-util.h, lex.h, lex.ll,
oct-lvalue.cc, oct-parse.yy, parse.h, profiler.h, pt-eval.cc,
pt-eval.h, pt-jit.cc, pt-jit.h, pt-pr-code.cc, pt-tm-const.cc,
pt-tm-const.h, Array.h, CMatrix.cc, DiagArray2.h, PermMatrix.h,
Sparse.h, dMatrix.cc, fCMatrix.cc, fMatrix.cc, bsxfun-defs.cc,
oct-fftw.cc, oct-fftw.h, randpoisson.cc, sparse-chol.cc,
mx-inlines.cc, file-ops.cc, lo-sysdep.cc, oct-env.cc, oct-time.cc,
action-container.cc, action-container.h, base-list.h, caseless-str.h,
cmd-edit.cc, cmd-hist.cc, data-conv.cc, data-conv.h, f77-fcn.h,
file-info.cc, file-info.h, kpse.cc, kpse.h, lo-cutils.h, lo-hash.h,
lo-regexp.cc, oct-base64.cc, oct-base64.h, oct-binmap.h, oct-glob.cc,
oct-shlib.cc, oct-shlib.h, oct-sort.cc, oct-sparse.h, oct-string.cc,
quit.cc, unwind-prot.h, url-transfer.cc, main.in.cc, mkoctfile.in.cc,
and shared-fcns.h.
(grafted from aef11bb4e6d1f303ad9de5688fcb7244ef48867e)
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Wed, 28 Apr 2021 22:57:42 -0400 |
parents | 0a5b15007766 |
children | 32f4357ac8d9 |
line wrap: on
line source
//////////////////////////////////////////////////////////////////////// // // Copyright (C) 1998-2021 The Octave Project Developers // // See the file COPYRIGHT.md in the top-level directory of this // distribution or <https://octave.org/copyright/>. // // 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 // <https://www.gnu.org/licenses/>. // //////////////////////////////////////////////////////////////////////// #if defined (HAVE_CONFIG_H) # include "config.h" #endif #include <cstddef> #include "CSparse.h" #include "MatrixType.h" #include "dRowVector.h" #include "dSparse.h" #include "lo-error.h" #include "oct-cmplx.h" #include "oct-refcount.h" #include "oct-sparse.h" #include "oct-spparms.h" #include "quit.h" #include "sparse-chol.h" #include "sparse-util.h" namespace octave { namespace math { template <typename chol_type> class sparse_chol<chol_type>::sparse_chol_rep { public: sparse_chol_rep (void) : count (1), is_pd (false), minor_p (0), perms (), cond (0) #if defined (HAVE_CHOLMOD) , Lsparse (nullptr), Common () #endif { } sparse_chol_rep (const chol_type& a, bool natural, bool force) : count (1), is_pd (false), minor_p (0), perms (), cond (0) #if defined (HAVE_CHOLMOD) , Lsparse (nullptr), Common () #endif { init (a, natural, force); } sparse_chol_rep (const chol_type& a, octave_idx_type& info, bool natural, bool force) : count (1), is_pd (false), minor_p (0), perms (), cond (0) #if defined (HAVE_CHOLMOD) , Lsparse (nullptr), Common () #endif { info = init (a, natural, force); } // No copying! sparse_chol_rep (const sparse_chol_rep&) = delete; sparse_chol_rep& operator = (const sparse_chol_rep&) = delete; ~sparse_chol_rep (void) { #if defined (HAVE_CHOLMOD) if (Lsparse) CHOLMOD_NAME (free_sparse) (&Lsparse, &Common); CHOLMOD_NAME(finish) (&Common); #endif } #if defined (HAVE_CHOLMOD) cholmod_sparse * L (void) const { return Lsparse; } #endif octave_idx_type P (void) const { #if defined (HAVE_CHOLMOD) return (minor_p == static_cast<octave_idx_type> (Lsparse->ncol) ? 0 : minor_p + 1); #else return 0; #endif } RowVector perm (void) const { return perms + 1; } SparseMatrix Q (void) const; bool is_positive_definite (void) const { return is_pd; } double rcond (void) const { return cond; } refcount<octave_idx_type> count; private: bool is_pd; octave_idx_type minor_p; RowVector perms; double cond; #if defined (HAVE_CHOLMOD) cholmod_sparse *Lsparse; cholmod_common Common; void drop_zeros (const cholmod_sparse *S); #endif octave_idx_type init (const chol_type& a, bool natural, bool force); }; #if defined (HAVE_CHOLMOD) // Can't use CHOLMOD_NAME(drop)(0.0, S, cm) because it doesn't treat // complex matrices. template <typename chol_type> void sparse_chol<chol_type>::sparse_chol_rep::drop_zeros (const cholmod_sparse *S) { if (! S) return; octave_idx_type *Sp = static_cast<octave_idx_type *>(S->p); octave_idx_type *Si = static_cast<octave_idx_type *>(S->i); chol_elt *Sx = static_cast<chol_elt *>(S->x); octave_idx_type pdest = 0; octave_idx_type ncol = S->ncol; for (octave_idx_type k = 0; k < ncol; k++) { octave_idx_type p = Sp[k]; octave_idx_type pend = Sp[k+1]; Sp[k] = pdest; for (; p < pend; p++) { chol_elt sik = Sx[p]; if (CHOLMOD_IS_NONZERO (sik)) { if (p != pdest) { Si[pdest] = Si[p]; Sx[pdest] = sik; } pdest++; } } } Sp[ncol] = pdest; } // Must provide a specialization for this function. template <typename T> int get_xtype (void); template <> inline int get_xtype<double> (void) { return CHOLMOD_REAL; } template <> inline int get_xtype<Complex> (void) { return CHOLMOD_COMPLEX; } #endif template <typename chol_type> octave_idx_type sparse_chol<chol_type>::sparse_chol_rep::init (const chol_type& a, bool natural, bool force) { volatile octave_idx_type info = 0; #if defined (HAVE_CHOLMOD) octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("sparse_chol requires square matrix"); cholmod_common *cm = &Common; // Setup initial parameters CHOLMOD_NAME(start) (cm); cm->prefer_zomplex = false; double spu = octave_sparse_params::get_key ("spumoni"); if (spu == 0.) { cm->print = -1; SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, nullptr); } else { cm->print = static_cast<int> (spu) + 2; SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, &SparseCholPrint); } cm->error_handler = &SparseCholError; SUITESPARSE_ASSIGN_FPTR2 (divcomplex_func, cm->complex_divide, divcomplex); SUITESPARSE_ASSIGN_FPTR2 (hypot_func, cm->hypotenuse, hypot); cm->final_asis = false; cm->final_super = false; cm->final_ll = true; cm->final_pack = true; cm->final_monotonic = true; cm->final_resymbol = false; cholmod_sparse A; cholmod_sparse *ac = &A; double dummy; ac->nrow = a_nr; ac->ncol = a_nc; ac->p = a.cidx (); ac->i = a.ridx (); ac->nzmax = a.nnz (); ac->packed = true; ac->sorted = true; ac->nz = nullptr; #if defined (OCTAVE_ENABLE_64) ac->itype = CHOLMOD_LONG; #else ac->itype = CHOLMOD_INT; #endif ac->dtype = CHOLMOD_DOUBLE; ac->stype = 1; ac->xtype = get_xtype<chol_elt> (); if (a_nr < 1) ac->x = &dummy; else ac->x = a.data (); // use natural ordering if no q output parameter if (natural) { cm->nmethods = 1; cm->method[0].ordering = CHOLMOD_NATURAL; cm->postorder = false; } cholmod_factor *Lfactor; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; Lfactor = CHOLMOD_NAME(analyze) (ac, cm); CHOLMOD_NAME(factorize) (ac, Lfactor, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; is_pd = cm->status == CHOLMOD_OK; info = (is_pd ? 0 : cm->status); if (is_pd || force) { BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; cond = CHOLMOD_NAME(rcond) (Lfactor, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; minor_p = Lfactor->minor; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; Lsparse = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; if (minor_p > 0 && minor_p < a_nr) { std::size_t n1 = a_nr + 1; Lsparse->p = CHOLMOD_NAME(realloc) (minor_p+1, sizeof(octave_idx_type), Lsparse->p, &n1, cm); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CHOLMOD_NAME(reallocate_sparse) (static_cast<octave_idx_type *>(Lsparse->p)[minor_p], Lsparse, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; Lsparse->ncol = minor_p; } drop_zeros (Lsparse); if (! natural) { perms.resize (a_nr); for (octave_idx_type i = 0; i < a_nr; i++) perms(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i]; } } // NAME used to prefix statistics report from print_common static char blank_name[] = " "; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CHOLMOD_NAME(print_common) (blank_name, cm); CHOLMOD_NAME(free_factor) (&Lfactor, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; return info; #else octave_unused_parameter (a); octave_unused_parameter (natural); octave_unused_parameter (force); (*current_liboctave_error_handler) ("support for CHOLMOD was unavailable or disabled when liboctave was built"); return info; #endif } template <typename chol_type> SparseMatrix sparse_chol<chol_type>::sparse_chol_rep::Q (void) const { #if defined (HAVE_CHOLMOD) octave_idx_type n = Lsparse->nrow; SparseMatrix p (n, n, n); for (octave_idx_type i = 0; i < n; i++) { p.xcidx (i) = i; p.xridx (i) = static_cast<octave_idx_type> (perms (i)); p.xdata (i) = 1; } p.xcidx (n) = n; return p; #else return SparseMatrix (); #endif } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (void) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep ()) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const chol_type& a, bool natural, bool force) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep (a, natural, force)) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info, bool natural, bool force) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, force)) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info, bool natural) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, false)) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep (a, info, false, false)) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const sparse_chol<chol_type>& a) : rep (a.rep) { rep->count++; } template <typename chol_type> sparse_chol<chol_type>::~sparse_chol (void) { if (--rep->count == 0) delete rep; } template <typename chol_type> sparse_chol<chol_type>& sparse_chol<chol_type>::operator = (const sparse_chol& a) { if (this != &a) { if (--rep->count == 0) delete rep; rep = a.rep; rep->count++; } return *this; } template <typename chol_type> chol_type sparse_chol<chol_type>::L (void) const { #if defined (HAVE_CHOLMOD) cholmod_sparse *m = rep->L (); octave_idx_type nc = m->ncol; octave_idx_type nnz = m->nzmax; chol_type ret (m->nrow, nc, nnz); for (octave_idx_type j = 0; j < nc+1; j++) ret.xcidx (j) = static_cast<octave_idx_type *>(m->p)[j]; for (octave_idx_type i = 0; i < nnz; i++) { ret.xridx (i) = static_cast<octave_idx_type *>(m->i)[i]; ret.xdata (i) = static_cast<chol_elt *>(m->x)[i]; } return ret; #else return chol_type (); #endif } template <typename chol_type> octave_idx_type sparse_chol<chol_type>::P (void) const { return rep->P (); } template <typename chol_type> RowVector sparse_chol<chol_type>::perm (void) const { return rep->perm (); } template <typename chol_type> SparseMatrix sparse_chol<chol_type>::Q (void) const { return rep->Q (); } template <typename chol_type> bool sparse_chol<chol_type>::is_positive_definite (void) const { return rep->is_positive_definite (); } template <typename chol_type> double sparse_chol<chol_type>::rcond (void) const { return rep->rcond (); } template <typename chol_type> chol_type sparse_chol<chol_type>::inverse (void) const { chol_type retval; #if defined (HAVE_CHOLMOD) cholmod_sparse *m = rep->L (); octave_idx_type n = m->ncol; RowVector perms = rep->perm (); double rcond2; octave_idx_type info; MatrixType mattype (MatrixType::Upper); chol_type linv = L ().hermitian ().inverse (mattype, info, rcond2, 1, 0); if (perms.numel () == n) { SparseMatrix Qc = Q (); retval = Qc * linv * linv.hermitian () * Qc.transpose (); } else retval = linv * linv.hermitian (); #endif return retval; } template <typename chol_type> chol_type chol2inv (const chol_type& r) { octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); chol_type retval; if (r_nr != r_nc) (*current_liboctave_error_handler) ("U must be a square matrix"); MatrixType mattype (r); int typ = mattype.type (false); double rcond; octave_idx_type info; chol_type rtra, multip; if (typ == MatrixType::Upper) { rtra = r.transpose (); multip = (rtra*r); } else if (typ == MatrixType::Lower) { rtra = r.transpose (); multip = (r*rtra); } else (*current_liboctave_error_handler) ("U must be a triangular matrix"); MatrixType mattypenew (multip); retval = multip.inverse (mattypenew, info, rcond, true, false); return retval; } // SparseComplexMatrix specialization (the value for the NATURAL // parameter in the sparse_chol<T>::sparse_chol_rep constructor is // different from the default). template <> sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a, octave_idx_type& info) : rep (new sparse_chol<SparseComplexMatrix>::sparse_chol_rep (a, info, true, false)) { } // Instantiations we need. template class sparse_chol<SparseMatrix>; template class sparse_chol<SparseComplexMatrix>; template SparseMatrix chol2inv<SparseMatrix> (const SparseMatrix& r); template SparseComplexMatrix chol2inv<SparseComplexMatrix> (const SparseComplexMatrix& r); } }