Mercurial > jwe > octave
annotate liboctave/numeric/sparse-base-chol.cc @ 21136:7cac4e7458f2
maint: clean up code around calls to current_liboctave_error_handler.
Remove statements after call to handler that are no longer reachable.
Place input validation first and immediately call handler if necessary.
Change if/error_handler/else to if/error_handler and re-indent code.
* Array-util.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc,
CNDArray.cc, CRowVector.cc, CSparse.cc, DiagArray2.cc, MArray.cc,
PermMatrix.cc, Sparse.cc, Sparse.h, chMatrix.cc, chNDArray.cc, dColVector.cc,
dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc,
fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc,
fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc,
idx-vector.cc, CmplxAEPBAL.cc, CmplxCHOL.cc, CmplxGEPBAL.cc, CmplxHESS.cc,
CmplxLU.cc, CmplxQR.cc, CmplxSCHUR.cc, CmplxSVD.cc, DASPK.cc, EIG.cc, LSODE.cc,
Quad.cc, SparseCmplxCHOL.cc, SparseCmplxLU.cc, SparseCmplxQR.cc, SparseQR.cc,
SparsedbleCHOL.cc, SparsedbleLU.cc, base-lu.cc, bsxfun-defs.cc, dbleAEPBAL.cc,
dbleCHOL.cc, dbleGEPBAL.cc, dbleHESS.cc, dbleLU.cc, dbleQR.cc, dbleSCHUR.cc,
dbleSVD.cc, eigs-base.cc, fCmplxAEPBAL.cc, fCmplxCHOL.cc, fCmplxLU.cc,
fCmplxQR.cc, fCmplxSCHUR.cc, fEIG.cc, floatAEPBAL.cc, floatCHOL.cc,
floatGEPBAL.cc, floatHESS.cc, floatLU.cc, floatQR.cc, floatSCHUR.cc,
floatSVD.cc, lo-specfun.cc, oct-fftw.cc, oct-rand.cc, oct-spparms.cc,
sparse-base-chol.cc, sparse-dmsolve.cc, file-ops.cc, lo-sysdep.cc,
mach-info.cc, oct-env.cc, oct-syscalls.cc, cmd-edit.cc, cmd-hist.cc,
data-conv.cc, lo-ieee.cc, lo-regexp.cc, oct-base64.cc, oct-shlib.cc,
pathsearch.cc, singleton-cleanup.cc, sparse-util.cc, unwind-prot.cc:
Remove statements after call to handler that are no longer reachable.
Place input validation first and immediately call handler if necessary.
Change if/error_handler/else to if/error_handler and re-indent code.
| author | Rik <rik@octave.org> |
|---|---|
| date | Sat, 23 Jan 2016 13:52:03 -0800 |
| parents | f5b17eb2508b |
| children | 538b57866b90 |
| rev | line source |
|---|---|
| 5506 | 1 /* |
| 2 | |
|
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3 Copyright (C) 2005-2015 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) | |
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92 (*current_liboctave_error_handler) ("SparseCHOL requires square matrix"); |
| 5506 | 93 |
| 94 cholmod_common *cm = &Common; | |
| 95 | |
| 96 // Setup initial parameters | |
| 97 CHOLMOD_NAME(start) (cm); | |
| 5518 | 98 cm->prefer_zomplex = false; |
| 5506 | 99 |
| 5893 | 100 double spu = octave_sparse_params::get_key ("spumoni"); |
| 5506 | 101 if (spu == 0.) |
| 102 { | |
| 103 cm->print = -1; | |
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104 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, 0); |
| 5506 | 105 } |
| 106 else | |
| 107 { | |
| 5760 | 108 cm->print = static_cast<int> (spu) + 2; |
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109 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, &SparseCholPrint); |
| 5506 | 110 } |
| 111 | |
| 112 cm->error_handler = &SparseCholError; | |
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113 SUITESPARSE_ASSIGN_FPTR2 (divcomplex_func, cm->complex_divide, divcomplex); |
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114 SUITESPARSE_ASSIGN_FPTR2 (hypot_func, cm->hypotenuse, hypot); |
| 5506 | 115 |
| 5518 | 116 cm->final_asis = false; |
| 117 cm->final_super = false; | |
| 118 cm->final_ll = true; | |
| 119 cm->final_pack = true; | |
| 120 cm->final_monotonic = true; | |
| 121 cm->final_resymbol = false; | |
| 5506 | 122 |
| 123 cholmod_sparse A; | |
| 124 cholmod_sparse *ac = &A; | |
| 125 double dummy; | |
| 126 ac->nrow = a_nr; | |
| 127 ac->ncol = a_nc; | |
| 128 | |
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129 ac->p = a.cidx (); |
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130 ac->i = a.ridx (); |
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131 ac->nzmax = a.nnz (); |
| 5518 | 132 ac->packed = true; |
| 133 ac->sorted = true; | |
| 134 ac->nz = 0; | |
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135 #ifdef USE_64_BIT_IDX_T |
| 5506 | 136 ac->itype = CHOLMOD_LONG; |
| 137 #else | |
| 138 ac->itype = CHOLMOD_INT; | |
| 139 #endif | |
| 140 ac->dtype = CHOLMOD_DOUBLE; | |
| 141 ac->stype = 1; | |
| 142 #ifdef OCTAVE_CHOLMOD_TYPE | |
| 143 ac->xtype = OCTAVE_CHOLMOD_TYPE; | |
| 144 #else | |
| 145 ac->xtype = CHOLMOD_REAL; | |
| 146 #endif | |
| 147 | |
| 148 if (a_nr < 1) | |
| 149 ac->x = &dummy; | |
| 150 else | |
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151 ac->x = a.data (); |
| 5506 | 152 |
| 153 // use natural ordering if no q output parameter | |
| 154 if (natural) | |
| 155 { | |
| 156 cm->nmethods = 1 ; | |
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157 cm->method[0].ordering = CHOLMOD_NATURAL ; |
| 5518 | 158 cm->postorder = false ; |
| 5506 | 159 } |
| 160 | |
| 161 cholmod_factor *Lfactor; | |
| 162 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; | |
| 163 Lfactor = CHOLMOD_NAME(analyze) (ac, cm); | |
| 164 CHOLMOD_NAME(factorize) (ac, Lfactor, cm); | |
| 165 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; | |
| 166 | |
| 167 is_pd = cm->status == CHOLMOD_OK; | |
| 168 info = (is_pd ? 0 : cm->status); | |
| 169 | |
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170 if (is_pd || force) |
| 5506 | 171 { |
| 172 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; | |
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173 cond = CHOLMOD_NAME(rcond) (Lfactor, cm); |
| 5506 | 174 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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175 |
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176 minor_p = Lfactor->minor; |
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177 |
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178 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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179 Lsparse = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm); |
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180 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
| 5506 | 181 |
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182 if (minor_p > 0 && minor_p < a_nr) |
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183 { |
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184 size_t n1 = a_nr + 1; |
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185 Lsparse->p = CHOLMOD_NAME(realloc) (minor_p+1, |
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186 sizeof(octave_idx_type), |
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187 Lsparse->p, &n1, cm); |
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188 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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189 CHOLMOD_NAME(reallocate_sparse) |
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190 (static_cast<octave_idx_type *>(Lsparse->p)[minor_p], Lsparse, cm); |
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191 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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192 Lsparse->ncol = minor_p; |
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193 } |
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194 |
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195 drop_zeros (Lsparse); |
| 5506 | 196 |
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197 if (! natural) |
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198 { |
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199 perms.resize (a_nr); |
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200 for (octave_idx_type i = 0; i < a_nr; i++) |
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201 perms(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i]; |
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202 } |
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203 |
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204 static char tmp[] = " "; |
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205 |
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206 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
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207 CHOLMOD_NAME(free_factor) (&Lfactor, cm); |
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208 CHOLMOD_NAME(finish) (cm); |
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209 CHOLMOD_NAME(print_common) (tmp, cm); |
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Fix fall back from sparse cholesky factorization to LU when matrix detected as not being positive definite
David Bateman <dbateman@free.fr>
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210 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; |
| 5506 | 211 } |
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212 |
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213 return info; |
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214 |
| 5506 | 215 #else |
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216 (*current_liboctave_error_handler) |
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217 ("support for CHOLMOD was unavailable or disabled when liboctave was built"); |
| 5506 | 218 #endif |
| 219 } | |
| 220 | |
| 221 template <class chol_type, class chol_elt, class p_type> | |
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222 chol_type |
| 5506 | 223 sparse_base_chol<chol_type, chol_elt, p_type>::L (void) const |
| 224 { | |
| 225 #ifdef HAVE_CHOLMOD | |
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226 cholmod_sparse *m = rep->L (); |
| 5506 | 227 octave_idx_type nc = m->ncol; |
| 228 octave_idx_type nnz = m->nzmax; | |
| 229 chol_type ret (m->nrow, nc, nnz); | |
| 230 for (octave_idx_type j = 0; j < nc+1; j++) | |
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231 ret.xcidx (j) = static_cast<octave_idx_type *>(m->p)[j]; |
| 5506 | 232 for (octave_idx_type i = 0; i < nnz; i++) |
| 233 { | |
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234 ret.xridx (i) = static_cast<octave_idx_type *>(m->i)[i]; |
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235 ret.xdata (i) = static_cast<chol_elt *>(m->x)[i]; |
| 5506 | 236 } |
| 237 return ret; | |
| 238 #else | |
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239 return chol_type (); |
| 5506 | 240 #endif |
| 241 } | |
| 242 | |
| 243 template <class chol_type, class chol_elt, class p_type> | |
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244 p_type |
| 5506 | 245 sparse_base_chol<chol_type, chol_elt, p_type>:: |
| 246 sparse_base_chol_rep::Q (void) const | |
| 247 { | |
| 248 #ifdef HAVE_CHOLMOD | |
| 249 octave_idx_type n = Lsparse->nrow; | |
| 250 p_type p (n, n, n); | |
| 251 | |
| 252 for (octave_idx_type i = 0; i < n; i++) | |
| 253 { | |
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254 p.xcidx (i) = i; |
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255 p.xridx (i) = static_cast<octave_idx_type>(perms (i)); |
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256 p.xdata (i) = 1; |
| 5506 | 257 } |
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258 p.xcidx (n) = n; |
| 5506 | 259 |
| 260 return p; | |
| 261 #else | |
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262 return p_type (); |
| 5506 | 263 #endif |
| 264 } | |
| 265 | |
| 266 template <class chol_type, class chol_elt, class p_type> | |
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267 chol_type |
| 5506 | 268 sparse_base_chol<chol_type, chol_elt, p_type>::inverse (void) const |
| 269 { | |
| 270 chol_type retval; | |
| 271 #ifdef HAVE_CHOLMOD | |
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272 cholmod_sparse *m = rep->L (); |
| 5506 | 273 octave_idx_type n = m->ncol; |
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274 ColumnVector perms = rep->perm (); |
| 5506 | 275 double rcond2; |
| 276 octave_idx_type info; | |
| 5785 | 277 MatrixType mattype (MatrixType::Upper); |
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278 chol_type linv = L ().hermitian ().inverse (mattype, info, rcond2, 1, 0); |
| 5506 | 279 |
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Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
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280 if (perms.numel () == n) |
| 5506 | 281 { |
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282 p_type Qc = Q (); |
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283 retval = Qc * linv * linv.hermitian () * Qc.transpose (); |
| 5506 | 284 } |
| 285 else | |
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2176f2b4599e
Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
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286 retval = linv * linv.hermitian (); |
| 5506 | 287 #endif |
| 288 return retval; | |
| 289 } |