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annotate src/DLD-FUNCTIONS/luinc.cc @ 9064:7c02ec148a3c
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| author | Rik <rdrider0-list@yahoo.com> |
|---|---|
| date | Sat, 28 Mar 2009 13:57:22 -0700 |
| parents | eb63fbe60fab |
| children | 40dfc0c99116 |
| rev | line source |
|---|---|
| 5282 | 1 /* |
| 2 | |
| 8920 | 3 Copyright (C) 2005, 2006, 2007, 2008 David Bateman |
| 5282 | 4 |
| 7016 | 5 This file is part of Octave. |
| 6 | |
| 5282 | 7 Octave is free software; you can redistribute it and/or modify it |
| 8 under the terms of the GNU General Public License as published by the | |
| 7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
| 10 option) any later version. | |
| 5282 | 11 |
| 12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 15 for more details. | |
| 16 | |
| 17 You should have received a copy of the GNU General Public License | |
| 7016 | 18 along with Octave; see the file COPYING. If not, see |
| 19 <http://www.gnu.org/licenses/>. | |
| 5282 | 20 |
| 21 */ | |
| 22 | |
| 23 #ifdef HAVE_CONFIG_H | |
| 24 #include <config.h> | |
| 25 #endif | |
| 26 | |
| 27 #include "defun-dld.h" | |
| 28 #include "error.h" | |
| 29 #include "gripes.h" | |
| 30 #include "oct-obj.h" | |
| 31 #include "utils.h" | |
| 32 #include "oct-map.h" | |
| 33 | |
| 5785 | 34 #include "MatrixType.h" |
| 5282 | 35 #include "SparseCmplxLU.h" |
| 36 #include "SparsedbleLU.h" | |
| 37 #include "ov-re-sparse.h" | |
| 38 #include "ov-cx-sparse.h" | |
| 39 | |
| 40 DEFUN_DLD (luinc, args, nargout, | |
| 41 "-*- texinfo -*-\n\ | |
| 42 @deftypefn {Loadable Function} {[@var{l}, @var{u}, @var{p}, @var{q}] =} luinc (@var{a}, '0')\n\ | |
| 43 @deftypefnx {Loadable Function} {[@var{l}, @var{u}, @var{p}, @var{q}] =} luinc (@var{a}, @var{droptol})\n\ | |
| 44 @deftypefnx {Loadable Function} {[@var{l}, @var{u}, @var{p}, @var{q}] =} luinc (@var{a}, @var{opts})\n\ | |
| 45 @cindex LU decomposition\n\ | |
| 46 Produce the incomplete LU factorization of the sparse matrix @var{a}.\n\ | |
| 47 Two types of incomplete factorization are possible, and the type\n\ | |
| 48 is determined by the second argument to @dfn{luinc}.\n\ | |
| 49 \n\ | |
| 50 Called with a second argument of '0', the zero-level incomplete\n\ | |
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51 LU factorization is produced. This creates a factorization of @var{a}\n\ |
| 5282 | 52 where the position of the non-zero arguments correspond to the same\n\ |
| 53 positions as in the matrix @var{a}.\n\ | |
| 54 \n\ | |
| 55 Alternatively, the fill-in of the incomplete LU factorization can\n\ | |
| 56 be controlled through the variable @var{droptol} or the structure\n\ | |
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57 @var{opts}. The UMFPACK multifrontal factorization code by Tim A.\n\ |
| 7001 | 58 Davis is used for the incomplete LU factorization, (availability\n\ |
| 5282 | 59 @url{http://www.cise.ufl.edu/research/sparse/umfpack/})\n\ |
| 60 \n\ | |
| 61 @var{droptol} determines the values below which the values in the LU\n\ | |
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62 factorization are dropped and replaced by zero. It must be a positive\n\ |
| 5282 | 63 scalar, and any values in the factorization whose absolute value are\n\ |
| 64 less than this value are dropped, expect if leaving them increase the\n\ | |
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65 sparsity of the matrix. Setting @var{droptol} to zero results in a\n\ |
| 5282 | 66 complete LU factorization which is the default.\n\ |
| 67 \n\ | |
| 68 @var{opts} is a structure containing one or more of the fields\n\ | |
| 69 \n\ | |
| 70 @table @code\n\ | |
| 71 @item droptol\n\ | |
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72 The drop tolerance as above. If @var{opts} only contains @code{droptol}\n\ |
| 5282 | 73 then this is equivalent to using the variable @var{droptol}.\n\ |
| 74 \n\ | |
| 75 @item milu\n\ | |
| 76 A logical variable flagging whether to use the modified incomplete LU\n\ | |
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77 factorization. In the case that @code{milu} is true, the dropped values\n\ |
| 7001 | 78 are subtracted from the diagonal of the matrix U of the factorization.\n\ |
| 5282 | 79 The default is @code{false}.\n\ |
| 80 \n\ | |
| 81 @item udiag\n\ | |
| 82 A logical variable that flags whether zero elements on the diagonal of U\n\ | |
| 83 should be replaced with @var{droptol} to attempt to avoid singular\n\ | |
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84 factors. The default is @code{false}.\n\ |
| 5282 | 85 \n\ |
| 86 @item thresh\n\ | |
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87 Defines the pivot threshold in the interval [0,1]. Values outside that\n\ |
| 5282 | 88 range are ignored.\n\ |
| 89 @end table\n\ | |
| 90 \n\ | |
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91 All other fields in @var{opts} are ignored. The outputs from @dfn{luinc}\n\ |
| 5282 | 92 are the same as for @dfn{lu}.\n\ |
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93 \n\ |
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94 Given the string argument 'vector', @dfn{luinc} returns the values of @var{p}\n\ |
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95 @var{q} as vector values.\n\ |
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96 @seealso{sparse, lu}\n\ |
| 5642 | 97 @end deftypefn") |
| 5282 | 98 { |
| 99 int nargin = args.length (); | |
| 100 octave_value_list retval; | |
| 101 | |
| 102 if (nargin == 0) | |
| 5823 | 103 print_usage (); |
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104 else if (nargin < 2 || nargin > 3) |
| 5282 | 105 error ("luinc: incorrect number of arguments"); |
| 106 else | |
| 107 { | |
| 108 bool zero_level = false; | |
| 109 bool milu = false; | |
| 110 bool udiag = false; | |
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111 Matrix thresh; |
| 5282 | 112 double droptol = -1.; |
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113 bool vecout; |
| 5282 | 114 |
| 115 if (args(1).is_string ()) | |
| 116 { | |
| 117 if (args(1).string_value () == "0") | |
| 118 zero_level = true; | |
| 119 else | |
| 120 error ("luinc: unrecognized string argument"); | |
| 121 } | |
| 122 else if (args(1).is_map ()) | |
| 123 { | |
| 124 Octave_map map = args(1).map_value (); | |
| 125 | |
| 126 if (map.contains ("droptol")) | |
| 127 droptol = map.contents ("droptol")(0).double_value (); | |
| 128 | |
| 129 if (map.contains ("milu")) | |
| 130 { | |
| 131 double tmp = map.contents ("milu")(0).double_value (); | |
| 132 | |
| 133 milu = (tmp == 0. ? false : true); | |
| 134 } | |
| 135 | |
| 136 if (map.contains ("udiag")) | |
| 137 { | |
| 138 double tmp = map.contents ("udiag")(0).double_value (); | |
| 139 | |
| 140 udiag = (tmp == 0. ? false : true); | |
| 141 } | |
| 142 | |
| 143 if (map.contains ("thresh")) | |
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144 { |
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145 thresh = map.contents ("thresh")(0).matrix_value (); |
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146 |
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147 if (thresh.nelem () == 1) |
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148 { |
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149 thresh.resize(1,2); |
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150 thresh(1) = thresh(0); |
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151 } |
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152 else if (thresh.nelem () != 2) |
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153 error ("chol: expecting 2 element vector for thresh"); |
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154 } |
| 5282 | 155 } |
| 156 else | |
| 157 droptol = args(1).double_value (); | |
| 158 | |
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159 if (nargin == 3) |
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160 { |
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161 std::string tmp = args(2).string_value (); |
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162 |
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163 if (! error_state ) |
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164 { |
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165 if (tmp.compare ("vector") == 0) |
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166 vecout = true; |
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167 else |
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168 error ("luinc: unrecognized string argument"); |
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169 } |
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170 } |
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171 |
| 5775 | 172 // FIXME Add code for zero-level factorization |
| 5282 | 173 if (zero_level) |
| 174 error ("luinc: zero-level factorization not implemented"); | |
| 175 | |
| 176 if (!error_state) | |
| 177 { | |
| 5322 | 178 if (args(0).type_name () == "sparse matrix") |
| 5282 | 179 { |
| 180 SparseMatrix sm = args(0).sparse_matrix_value (); | |
| 5322 | 181 octave_idx_type sm_nr = sm.rows (); |
| 5282 | 182 octave_idx_type sm_nc = sm.cols (); |
| 183 ColumnVector Qinit (sm_nc); | |
| 184 | |
| 185 for (octave_idx_type i = 0; i < sm_nc; i++) | |
| 186 Qinit (i) = i; | |
| 187 | |
| 188 if (! error_state) | |
| 189 { | |
| 190 switch (nargout) | |
| 191 { | |
| 192 case 0: | |
| 193 case 1: | |
| 194 case 2: | |
| 195 { | |
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196 SparseLU fact (sm, Qinit, thresh, false, true, droptol, |
| 5282 | 197 milu, udiag); |
| 198 | |
| 6027 | 199 if (! error_state) |
| 200 { | |
| 201 SparseMatrix P = fact.Pr (); | |
| 202 SparseMatrix L = P.transpose () * fact.L (); | |
| 203 retval(1) = octave_value (fact.U (), | |
| 204 MatrixType (MatrixType::Upper)); | |
| 205 retval(0) = octave_value (L, MatrixType | |
| 206 (MatrixType::Permuted_Lower, | |
| 207 sm_nr, fact.row_perm ())); | |
| 208 } | |
| 5282 | 209 } |
| 210 break; | |
| 211 | |
| 212 case 3: | |
| 213 { | |
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214 SparseLU fact (sm, Qinit, thresh, false, true, droptol, |
| 5282 | 215 milu, udiag); |
| 216 | |
| 6027 | 217 if (! error_state) |
| 218 { | |
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219 if (vecout) |
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220 retval(2) = fact.Pr_vec (); |
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221 else |
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222 retval(2) = fact.Pr (); |
| 6027 | 223 retval(1) = octave_value (fact.U (), |
| 224 MatrixType (MatrixType::Upper)); | |
| 225 retval(0) = octave_value (fact.L (), | |
| 226 MatrixType (MatrixType::Lower)); | |
| 227 } | |
| 5282 | 228 } |
| 229 break; | |
| 230 | |
| 231 case 4: | |
| 232 default: | |
| 233 { | |
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234 SparseLU fact (sm, Qinit, thresh, false, false, droptol, |
| 5282 | 235 milu, udiag); |
| 236 | |
| 6027 | 237 if (! error_state) |
| 238 { | |
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239 if (vecout) |
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240 { |
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241 retval(3) = fact.Pc_vec (); |
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242 retval(2) = fact.Pr_vec (); |
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243 } |
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244 else |
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245 { |
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246 retval(3) = fact.Pc (); |
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247 retval(2) = fact.Pr (); |
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248 } |
| 6027 | 249 retval(1) = octave_value (fact.U (), |
| 250 MatrixType (MatrixType::Upper)); | |
| 251 retval(0) = octave_value (fact.L (), | |
| 252 MatrixType (MatrixType::Lower)); | |
| 253 } | |
| 5282 | 254 } |
| 255 break; | |
| 256 } | |
| 257 } | |
| 258 } | |
| 5322 | 259 else if (args(0).type_name () == "sparse complex matrix") |
| 5282 | 260 { |
| 261 SparseComplexMatrix sm = | |
| 262 args(0).sparse_complex_matrix_value (); | |
| 5322 | 263 octave_idx_type sm_nr = sm.rows (); |
| 5282 | 264 octave_idx_type sm_nc = sm.cols (); |
| 265 ColumnVector Qinit (sm_nc); | |
| 266 | |
| 267 for (octave_idx_type i = 0; i < sm_nc; i++) | |
| 268 Qinit (i) = i; | |
| 269 | |
| 270 if (! error_state) | |
| 271 { | |
| 272 switch (nargout) | |
| 273 { | |
| 274 case 0: | |
| 275 case 1: | |
| 276 case 2: | |
| 277 { | |
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278 SparseComplexLU fact (sm, Qinit, thresh, false, true, |
| 5282 | 279 droptol, milu, udiag); |
| 280 | |
| 6027 | 281 |
| 282 if (! error_state) | |
| 283 { | |
| 284 SparseMatrix P = fact.Pr (); | |
| 285 SparseComplexMatrix L = P.transpose () * fact.L (); | |
| 286 retval(1) = octave_value (fact.U (), | |
| 287 MatrixType (MatrixType::Upper)); | |
| 288 retval(0) = octave_value (L, MatrixType | |
| 289 (MatrixType::Permuted_Lower, | |
| 290 sm_nr, fact.row_perm ())); | |
| 291 } | |
| 5282 | 292 } |
| 293 break; | |
| 294 | |
| 295 case 3: | |
| 296 { | |
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297 SparseComplexLU fact (sm, Qinit, thresh, false, true, |
| 5282 | 298 droptol, milu, udiag); |
| 299 | |
| 6027 | 300 if (! error_state) |
| 301 { | |
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302 if (vecout) |
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303 retval(2) = fact.Pr_vec (); |
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304 else |
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305 retval(2) = fact.Pr (); |
| 6027 | 306 retval(1) = octave_value (fact.U (), |
| 307 MatrixType (MatrixType::Upper)); | |
| 308 retval(0) = octave_value (fact.L (), | |
| 309 MatrixType (MatrixType::Lower)); | |
| 310 } | |
| 5282 | 311 } |
| 312 break; | |
| 313 | |
| 314 case 4: | |
| 315 default: | |
| 316 { | |
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317 SparseComplexLU fact (sm, Qinit, thresh, false, false, |
| 5282 | 318 droptol, milu, udiag); |
| 319 | |
| 6027 | 320 if (! error_state) |
| 321 { | |
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322 if (vecout) |
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323 { |
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324 retval(3) = fact.Pc_vec (); |
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325 retval(2) = fact.Pr_vec (); |
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326 } |
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327 else |
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328 { |
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329 retval(3) = fact.Pc (); |
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330 retval(2) = fact.Pr (); |
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331 } |
| 6027 | 332 retval(1) = octave_value (fact.U (), |
| 333 MatrixType (MatrixType::Upper)); | |
| 334 retval(0) = octave_value (fact.L (), | |
| 335 MatrixType (MatrixType::Lower)); | |
| 336 } | |
| 5282 | 337 } |
| 338 break; | |
| 339 } | |
| 340 } | |
| 341 } | |
| 342 else | |
| 343 error ("luinc: first argument must be sparse"); | |
| 344 } | |
| 345 } | |
| 346 | |
| 347 return retval; | |
| 348 } | |
| 349 | |
| 350 /* | |
| 5610 | 351 |
| 7243 | 352 %!testif HAVE_UMFPACK |
| 5610 | 353 %! a=sparse([1,2,0,0;0,1,2,0;1e-14,0,3,0;0,0,0,1]); |
| 354 %! [l,u]=luinc(a,1e-10); | |
| 355 %! assert(l*u, sparse([1,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]),1e-10); | |
| 356 %! opts.droptol=1e-10; | |
| 357 %! [l,u]=luinc(a,opts); | |
| 358 %! assert(l*u, sparse([1,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]),1e-10); | |
| 359 | |
| 7243 | 360 %!testif HAVE_UMFPACK |
| 5610 | 361 %! a=sparse([1i,2,0,0;0,1,2,0;1e-14,0,3,0;0,0,0,1]); |
| 362 %! [l,u]=luinc(a,1e-10); | |
| 363 %! assert(l*u, sparse([1i,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]),1e-10); | |
| 364 %! opts.droptol=1e-10; | |
| 365 %! [l,u]=luinc(a,opts); | |
| 366 %! assert(l*u, sparse([1i,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]),1e-10); | |
| 367 | |
| 368 */ | |
| 369 | |
| 370 /* | |
| 5282 | 371 ;;; Local Variables: *** |
| 372 ;;; mode: C++ *** | |
| 373 ;;; End: *** | |
| 374 */ |