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1 /* |
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2 |
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3 Copyright (C) 2004 David Bateman |
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4 Copyright (C) 1998-2004 Andy Adler |
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5 |
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6 Octave is free software; you can redistribute it and/or modify it |
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7 under the terms of the GNU General Public License as published by the |
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8 Free Software Foundation; either version 2, or (at your option) any |
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9 later version. |
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10 |
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11 Octave is distributed in the hope that it will be useful, but WITHOUT |
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12 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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13 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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14 for more details. |
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15 |
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16 You should have received a copy of the GNU General Public License |
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17 along with this program; see the file COPYING. If not, write to the Free |
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18 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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19 |
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20 */ |
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21 |
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22 #ifdef HAVE_CONFIG_H |
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23 #include <config.h> |
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24 #endif |
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25 |
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26 #include <vector> |
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27 |
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28 #include "lo-error.h" |
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29 |
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30 #include "SparsedbleLU.h" |
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31 #include "oct-spparms.h" |
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32 |
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33 // Instantiate the base LU class for the types we need. |
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34 |
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35 #include "sparse-base-lu.h" |
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36 #include "sparse-base-lu.cc" |
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37 |
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38 template class sparse_base_lu <SparseMatrix, double, SparseMatrix, double>; |
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39 |
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40 // Include the UMFPACK functions |
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41 extern "C" { |
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42 #include "umfpack.h" |
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43 } |
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44 |
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45 SparseLU::SparseLU (const SparseMatrix& a, double piv_thres) |
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46 { |
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47 int nr = a.rows (); |
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48 int nc = a.cols (); |
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49 |
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50 // Setup the control parameters |
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51 Matrix Control (UMFPACK_CONTROL, 1); |
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52 double *control = Control.fortran_vec (); |
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53 umfpack_di_defaults (control); |
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54 |
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55 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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56 if (!xisnan (tmp)) |
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57 Control (UMFPACK_PRL) = tmp; |
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58 |
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59 if (piv_thres >= 0.) |
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60 { |
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61 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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62 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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63 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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64 } |
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65 else |
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66 { |
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67 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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68 if (!xisnan (tmp)) |
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69 { |
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70 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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71 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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72 } |
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73 } |
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74 |
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75 // Set whether we are allowed to modify Q or not |
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76 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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77 if (!xisnan (tmp)) |
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78 Control (UMFPACK_FIXQ) = tmp; |
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79 |
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80 // Turn-off UMFPACK scaling for LU |
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81 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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82 |
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83 umfpack_di_report_control (control); |
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84 |
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85 const int *Ap = a.cidx (); |
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86 const int *Ai = a.ridx (); |
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87 const double *Ax = a.data (); |
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88 |
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89 umfpack_di_report_matrix (nr, nc, Ap, Ai, Ax, 1, control); |
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90 |
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91 void *Symbolic; |
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92 Matrix Info (1, UMFPACK_INFO); |
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93 double *info = Info.fortran_vec (); |
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94 int status = umfpack_di_qsymbolic (nr, nc, Ap, Ai, Ax, NULL, |
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95 &Symbolic, control, info); |
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96 |
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97 if (status < 0) |
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98 { |
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99 (*current_liboctave_error_handler) |
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100 ("SparseLU::SparseLU symbolic factorization failed"); |
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101 |
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102 umfpack_di_report_status (control, status); |
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103 umfpack_di_report_info (control, info); |
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104 |
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105 umfpack_di_free_symbolic (&Symbolic) ; |
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106 } |
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107 else |
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108 { |
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109 umfpack_di_report_symbolic (Symbolic, control); |
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110 |
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111 void *Numeric; |
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112 status = umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, |
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113 control, info) ; |
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114 umfpack_di_free_symbolic (&Symbolic) ; |
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115 |
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116 cond = Info (UMFPACK_RCOND); |
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117 |
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118 if (status < 0) |
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119 { |
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120 (*current_liboctave_error_handler) |
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121 ("SparseLU::SparseLU numeric factorization failed"); |
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122 |
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123 umfpack_di_report_status (control, status); |
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124 umfpack_di_report_info (control, info); |
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125 |
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126 umfpack_di_free_numeric (&Numeric); |
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127 } |
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128 else |
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129 { |
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130 umfpack_di_report_numeric (Numeric, control); |
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131 |
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132 int lnz, unz, ignore1, ignore2, ignore3; |
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133 status = umfpack_di_get_lunz (&lnz, &unz, &ignore1, &ignore2, |
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134 &ignore3, Numeric) ; |
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135 |
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136 if (status < 0) |
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137 { |
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138 (*current_liboctave_error_handler) |
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139 ("SparseLU::SparseLU extracting LU factors failed"); |
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140 |
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141 umfpack_di_report_status (control, status); |
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142 umfpack_di_report_info (control, info); |
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143 |
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144 umfpack_di_free_numeric (&Numeric); |
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145 } |
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146 else |
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147 { |
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148 int n_inner = (nr < nc ? nr : nc); |
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149 |
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150 if (lnz < 1) |
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151 Lfact = SparseMatrix (n_inner, nr, 1); |
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152 else |
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153 Lfact = SparseMatrix (n_inner, nr, lnz); |
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154 |
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155 int *Ltp = Lfact.cidx (); |
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156 int *Ltj = Lfact.ridx (); |
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157 double *Ltx = Lfact.data (); |
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158 |
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159 if (unz < 1) |
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160 Ufact = SparseMatrix (n_inner, nc, 1); |
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161 else |
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162 Ufact = SparseMatrix (n_inner, nc, unz); |
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163 |
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164 int *Up = Ufact.cidx (); |
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165 int *Uj = Ufact.ridx (); |
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166 double *Ux = Ufact.data (); |
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167 |
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168 P.resize (nr); |
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169 int *p = P.fortran_vec (); |
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170 |
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171 Q.resize (nc); |
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172 int *q = Q.fortran_vec (); |
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173 |
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174 int do_recip; |
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175 status = umfpack_di_get_numeric (Ltp, Ltj, Ltx, Up, Uj, |
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176 Ux, p, q, (double *) NULL, |
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177 &do_recip, (double *) NULL, |
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178 Numeric) ; |
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179 |
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180 umfpack_di_free_numeric (&Numeric) ; |
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181 |
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182 if (status < 0 || do_recip) |
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183 { |
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184 (*current_liboctave_error_handler) |
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185 ("SparseLU::SparseLU extracting LU factors failed"); |
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186 |
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187 umfpack_di_report_status (control, status); |
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188 } |
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189 else |
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190 { |
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191 Lfact = Lfact.transpose (); |
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192 |
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193 umfpack_di_report_matrix (nr, n_inner, Lfact.cidx (), |
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194 Lfact.ridx (), Lfact.data (), |
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195 1, control); |
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196 umfpack_di_report_matrix (n_inner, nc, Ufact.cidx (), |
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197 Ufact.ridx (), Ufact.data (), |
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198 1, control); |
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199 umfpack_di_report_perm (nr, p, control); |
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200 umfpack_di_report_perm (nc, q, control); |
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201 } |
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202 |
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203 umfpack_di_report_info (control, info); |
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204 } |
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205 } |
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206 } |
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207 } |
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208 |
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209 SparseLU::SparseLU (const SparseMatrix& a, const ColumnVector& Qinit, |
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210 double piv_thres, bool FixedQ) |
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211 { |
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212 int nr = a.rows (); |
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213 int nc = a.cols (); |
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214 |
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215 // Setup the control parameters |
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216 Matrix Control (UMFPACK_CONTROL, 1); |
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217 double *control = Control.fortran_vec (); |
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218 umfpack_di_defaults (control); |
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219 |
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220 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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221 if (!xisnan (tmp)) |
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222 Control (UMFPACK_PRL) = tmp; |
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223 if (piv_thres >= 0.) |
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224 { |
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225 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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226 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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227 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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228 } |
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229 else |
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230 { |
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231 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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232 if (!xisnan (tmp)) |
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233 { |
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234 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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235 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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236 } |
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237 } |
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238 |
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239 // Set whether we are allowed to modify Q or not |
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240 if (FixedQ) |
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241 Control (UMFPACK_FIXQ) = 1.0; |
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242 else |
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243 { |
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244 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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245 if (!xisnan (tmp)) |
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246 Control (UMFPACK_FIXQ) = tmp; |
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247 } |
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248 |
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249 // Turn-off UMFPACK scaling for LU |
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250 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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251 |
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252 umfpack_di_report_control (control); |
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253 |
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254 const int *Ap = a.cidx (); |
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255 const int *Ai = a.ridx (); |
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256 const double *Ax = a.data (); |
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257 |
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258 umfpack_di_report_matrix (nr, nc, Ap, Ai, Ax, 1, control); |
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259 |
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260 void *Symbolic; |
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261 Matrix Info (1, UMFPACK_INFO); |
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262 double *info = Info.fortran_vec (); |
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263 int status; |
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264 |
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265 // Null loop so that qinit is imediately deallocated when not needed |
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266 do { |
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267 OCTAVE_LOCAL_BUFFER (int, qinit, nc); |
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268 |
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269 for (int i = 0; i < nc; i++) |
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270 qinit [i] = static_cast<int> (Qinit (i)); |
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271 |
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272 status = umfpack_di_qsymbolic (nr, nc, Ap, Ai, Ax, qinit, |
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273 &Symbolic, control, info); |
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274 } while (0); |
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275 |
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276 if (status < 0) |
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277 { |
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278 (*current_liboctave_error_handler) |
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279 ("SparseLU::SparseLU symbolic factorization failed"); |
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280 |
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281 umfpack_di_report_status (control, status); |
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282 umfpack_di_report_info (control, info); |
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283 |
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284 umfpack_di_free_symbolic (&Symbolic) ; |
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285 } |
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286 else |
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287 { |
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288 umfpack_di_report_symbolic (Symbolic, control); |
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289 |
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290 void *Numeric; |
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291 status = umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, |
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292 control, info) ; |
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293 umfpack_di_free_symbolic (&Symbolic) ; |
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294 |
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295 cond = Info (UMFPACK_RCOND); |
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296 |
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297 if (status < 0) |
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298 { |
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299 (*current_liboctave_error_handler) |
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300 ("SparseLU::SparseLU numeric factorization failed"); |
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301 |
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302 umfpack_di_report_status (control, status); |
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303 umfpack_di_report_info (control, info); |
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304 |
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305 umfpack_di_free_numeric (&Numeric); |
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306 } |
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307 else |
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308 { |
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309 umfpack_di_report_numeric (Numeric, control); |
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310 |
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311 int lnz, unz, ignore1, ignore2, ignore3; |
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312 status = umfpack_di_get_lunz (&lnz, &unz, &ignore1, &ignore2, |
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313 &ignore3, Numeric) ; |
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314 |
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315 if (status < 0) |
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316 { |
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317 (*current_liboctave_error_handler) |
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318 ("SparseLU::SparseLU extracting LU factors failed"); |
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319 |
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320 umfpack_di_report_status (control, status); |
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321 umfpack_di_report_info (control, info); |
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322 |
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323 umfpack_di_free_numeric (&Numeric); |
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324 } |
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325 else |
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326 { |
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327 int n_inner = (nr < nc ? nr : nc); |
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328 |
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329 if (lnz < 1) |
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330 Lfact = SparseMatrix (n_inner, nr, 1); |
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331 else |
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332 Lfact = SparseMatrix (n_inner, nr, lnz); |
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333 |
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334 int *Ltp = Lfact.cidx (); |
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335 int *Ltj = Lfact.ridx (); |
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336 double *Ltx = Lfact.data (); |
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337 |
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338 if (unz < 1) |
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339 Ufact = SparseMatrix (n_inner, nc, 1); |
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340 else |
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341 Ufact = SparseMatrix (n_inner, nc, unz); |
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342 |
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343 int *Up = Ufact.cidx (); |
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344 int *Uj = Ufact.ridx (); |
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345 double *Ux = Ufact.data (); |
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346 |
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347 P.resize (nr); |
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348 int *p = P.fortran_vec (); |
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349 |
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350 Q.resize (nc); |
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351 int *q = Q.fortran_vec (); |
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352 |
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353 int do_recip; |
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354 status = umfpack_di_get_numeric (Ltp, Ltj, Ltx, Up, Uj, |
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355 Ux, p, q, (double *) NULL, |
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356 &do_recip, (double *) NULL, |
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357 Numeric) ; |
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358 |
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359 umfpack_di_free_numeric (&Numeric) ; |
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360 |
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361 if (status < 0 || do_recip) |
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362 { |
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363 (*current_liboctave_error_handler) |
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364 ("SparseLU::SparseLU extracting LU factors failed"); |
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365 |
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366 umfpack_di_report_status (control, status); |
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367 } |
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368 else |
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369 { |
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370 Lfact = Lfact.transpose (); |
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371 umfpack_di_report_matrix (nr, n_inner, Lfact.cidx (), |
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372 Lfact.ridx (), Lfact.data (), |
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373 1, control); |
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374 umfpack_di_report_matrix (n_inner, nc, Ufact.cidx (), |
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375 Ufact.ridx (), Ufact.data (), |
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376 1, control); |
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377 umfpack_di_report_perm (nr, p, control); |
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378 umfpack_di_report_perm (nc, q, control); |
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379 } |
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380 |
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381 umfpack_di_report_info (control, info); |
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382 } |
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383 } |
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384 } |
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385 } |
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386 |
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387 /* |
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388 ;;; Local Variables: *** |
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389 ;;; mode: C++ *** |
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390 ;;; End: *** |
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391 */ |
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392 |
