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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 "SparseCmplxLU.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 <SparseComplexMatrix, Complex, SparseMatrix, double>; |
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39 |
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40 #ifdef HAVE_UMFPACK |
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41 // Include the UMFPACK functions |
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42 extern "C" { |
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43 #include <umfpack/umfpack.h> |
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44 } |
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45 #endif |
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46 |
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47 SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a, |
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48 double piv_thres) |
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49 { |
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50 #ifdef HAVE_UMFPACK |
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51 octave_idx_type nr = a.rows (); |
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52 octave_idx_type nc = a.cols (); |
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53 |
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54 // Setup the control parameters |
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55 Matrix Control (UMFPACK_CONTROL, 1); |
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56 double *control = Control.fortran_vec (); |
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57 umfpack_zi_defaults (control); |
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58 |
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59 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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60 if (!xisnan (tmp)) |
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61 Control (UMFPACK_PRL) = tmp; |
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62 if (piv_thres >= 0.) |
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63 { |
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64 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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65 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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66 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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67 } |
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68 else |
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69 { |
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70 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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71 if (!xisnan (tmp)) |
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72 { |
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73 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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74 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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75 } |
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76 } |
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77 |
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78 // Set whether we are allowed to modify Q or not |
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79 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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80 if (!xisnan (tmp)) |
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81 Control (UMFPACK_FIXQ) = tmp; |
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82 |
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83 // Turn-off UMFPACK scaling for LU |
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84 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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85 |
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86 umfpack_zi_report_control (control); |
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87 |
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88 const octave_idx_type *Ap = a.cidx (); |
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89 const octave_idx_type *Ai = a.ridx (); |
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90 const Complex *Ax = a.data (); |
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91 |
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92 umfpack_zi_report_matrix (nr, nc, Ap, Ai, X_CAST (const double *, Ax), |
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93 NULL, 1, control); |
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94 |
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95 void *Symbolic; |
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96 Matrix Info (1, UMFPACK_INFO); |
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97 double *info = Info.fortran_vec (); |
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98 int status = umfpack_zi_qsymbolic (nr, nc, Ap, Ai, |
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99 X_CAST (const double *, Ax), NULL, NULL, |
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100 &Symbolic, control, info); |
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101 |
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102 if (status < 0) |
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103 { |
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104 (*current_liboctave_error_handler) |
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105 ("SparseComplexLU::SparseComplexLU symbolic factorization failed"); |
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106 |
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107 umfpack_zi_report_status (control, status); |
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108 umfpack_zi_report_info (control, info); |
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109 |
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110 umfpack_zi_free_symbolic (&Symbolic) ; |
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111 } |
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112 else |
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113 { |
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114 umfpack_zi_report_symbolic (Symbolic, control); |
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115 |
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116 void *Numeric; |
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117 status = umfpack_zi_numeric (Ap, Ai, X_CAST (const double *, Ax), NULL, |
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118 Symbolic, &Numeric, control, info) ; |
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119 umfpack_zi_free_symbolic (&Symbolic) ; |
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120 |
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121 cond = Info (UMFPACK_RCOND); |
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122 |
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123 if (status < 0) |
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124 { |
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125 (*current_liboctave_error_handler) |
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126 ("SparseComplexLU::SparseComplexLU numeric factorization failed"); |
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127 |
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128 umfpack_zi_report_status (control, status); |
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129 umfpack_zi_report_info (control, info); |
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130 |
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131 umfpack_zi_free_numeric (&Numeric); |
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132 } |
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133 else |
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134 { |
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135 umfpack_zi_report_numeric (Numeric, control); |
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136 |
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137 int lnz, unz, ignore1, ignore2, ignore3; |
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138 status = umfpack_zi_get_lunz (&lnz, &unz, &ignore1, &ignore2, |
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139 &ignore3, Numeric) ; |
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140 |
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141 if (status < 0) |
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142 { |
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143 (*current_liboctave_error_handler) |
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144 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
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145 |
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146 umfpack_zi_report_status (control, status); |
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147 umfpack_zi_report_info (control, info); |
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148 |
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149 umfpack_zi_free_numeric (&Numeric); |
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150 } |
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151 else |
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152 { |
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153 int n_inner = (nr < nc ? nr : nc); |
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154 |
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155 if (lnz < 1) |
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156 Lfact = SparseComplexMatrix (static_cast<octave_idx_type> (n_inner), nr, |
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157 static_cast<octave_idx_type> (1)); |
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158 else |
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159 Lfact = SparseComplexMatrix (static_cast<octave_idx_type> (n_inner), nr, |
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160 static_cast<octave_idx_type> (lnz)); |
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161 |
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162 octave_idx_type *Ltp = Lfact.cidx (); |
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163 octave_idx_type *Ltj = Lfact.ridx (); |
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164 Complex *Ltx = Lfact.data (); |
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165 |
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166 if (unz < 1) |
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167 Ufact = SparseComplexMatrix (static_cast<octave_idx_type> (n_inner), nc, |
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168 static_cast<octave_idx_type> (1)); |
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169 else |
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170 Ufact = SparseComplexMatrix (static_cast<octave_idx_type> (n_inner), nc, unz); |
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171 |
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172 octave_idx_type *Up = Ufact.cidx (); |
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173 octave_idx_type *Uj = Ufact.ridx (); |
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174 Complex *Ux = Ufact.data (); |
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175 |
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176 P.resize (nr); |
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177 int *p = P.fortran_vec (); |
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178 |
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179 Q.resize (nc); |
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180 int *q = Q.fortran_vec (); |
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181 |
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182 int do_recip; |
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183 status = umfpack_zi_get_numeric (Ltp, Ltj, X_CAST (double *, Ltx), |
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184 NULL, Up, Uj, |
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185 X_CAST (double *, Ux), NULL, p, |
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186 q, NULL, NULL, &do_recip, |
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187 NULL, Numeric) ; |
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188 |
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189 umfpack_zi_free_numeric (&Numeric) ; |
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190 |
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191 if (status < 0 || do_recip) |
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192 { |
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193 (*current_liboctave_error_handler) |
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194 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
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195 |
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196 umfpack_zi_report_status (control, status); |
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197 } |
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198 else |
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199 { |
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200 Lfact = Lfact.transpose (); |
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201 |
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202 umfpack_zi_report_matrix (nr, n_inner, Lfact.cidx (), |
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203 Lfact.ridx (), |
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204 X_CAST (double *, Lfact.data()), |
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205 NULL, 1, control); |
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206 |
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207 umfpack_zi_report_matrix (n_inner, nc, Ufact.cidx (), |
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208 Ufact.ridx (), |
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209 X_CAST (double *, Ufact.data()), |
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210 NULL, 1, control); |
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211 umfpack_zi_report_perm (nr, p, control); |
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212 umfpack_zi_report_perm (nc, q, control); |
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213 } |
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214 |
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215 umfpack_zi_report_info (control, info); |
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216 } |
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217 } |
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218 } |
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219 #else |
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220 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
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221 #endif |
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222 } |
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223 |
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224 SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a, |
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225 const ColumnVector& Qinit, |
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226 double piv_thres, bool FixedQ, |
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227 double droptol, bool milu, bool udiag) |
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228 { |
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229 #ifdef HAVE_UMFPACK |
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230 if (milu) |
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231 (*current_liboctave_error_handler) |
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232 ("Modified incomplete LU not implemented"); |
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233 else |
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234 { |
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235 octave_idx_type nr = a.rows (); |
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236 octave_idx_type nc = a.cols (); |
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237 |
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238 // Setup the control parameters |
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239 Matrix Control (UMFPACK_CONTROL, 1); |
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240 double *control = Control.fortran_vec (); |
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241 umfpack_zi_defaults (control); |
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242 |
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243 double tmp = Voctave_sparse_controls.get_key ("spumoni"); |
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244 if (!xisnan (tmp)) |
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245 Control (UMFPACK_PRL) = tmp; |
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246 if (piv_thres >= 0.) |
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247 { |
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248 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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249 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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250 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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251 } |
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252 else |
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253 { |
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254 tmp = Voctave_sparse_controls.get_key ("piv_tol"); |
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255 if (!xisnan (tmp)) |
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256 { |
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257 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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258 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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259 } |
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260 } |
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261 |
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262 if (droptol >= 0.) |
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263 Control (UMFPACK_DROPTOL) = droptol; |
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264 |
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265 // Set whether we are allowed to modify Q or not |
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266 if (FixedQ) |
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267 Control (UMFPACK_FIXQ) = 1.0; |
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268 else |
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269 { |
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270 tmp = Voctave_sparse_controls.get_key ("autoamd"); |
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271 if (!xisnan (tmp)) |
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272 Control (UMFPACK_FIXQ) = tmp; |
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273 } |
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274 |
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275 // Turn-off UMFPACK scaling for LU |
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276 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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277 |
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278 umfpack_zi_report_control (control); |
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279 |
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280 const octave_idx_type *Ap = a.cidx (); |
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281 const octave_idx_type *Ai = a.ridx (); |
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282 const Complex *Ax = a.data (); |
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283 |
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284 umfpack_zi_report_matrix (nr, nc, Ap, Ai, |
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285 X_CAST (const double *, Ax), NULL, |
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286 1, control); |
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287 |
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288 void *Symbolic; |
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289 Matrix Info (1, UMFPACK_INFO); |
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290 double *info = Info.fortran_vec (); |
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291 int status; |
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292 |
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293 // Null loop so that qinit is imediately deallocated when not |
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294 // needed |
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295 do { |
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296 OCTAVE_LOCAL_BUFFER (int, qinit, nc); |
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297 |
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298 for (int i = 0; i < nc; i++) |
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299 qinit [i] = static_cast<int> (Qinit (i)); |
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300 |
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301 status = umfpack_zi_qsymbolic (nr, nc, Ap, Ai, |
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302 X_CAST (const double *, Ax), |
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303 NULL, qinit, &Symbolic, control, |
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304 info); |
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305 } while (0); |
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306 |
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307 if (status < 0) |
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308 { |
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309 (*current_liboctave_error_handler) |
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310 ("SparseComplexLU::SparseComplexLU symbolic factorization failed"); |
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311 |
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312 umfpack_zi_report_status (control, status); |
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313 umfpack_zi_report_info (control, info); |
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314 |
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315 umfpack_zi_free_symbolic (&Symbolic) ; |
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316 } |
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317 else |
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318 { |
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319 umfpack_zi_report_symbolic (Symbolic, control); |
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320 |
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321 void *Numeric; |
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322 status = umfpack_zi_numeric (Ap, Ai, |
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323 X_CAST (const double *, Ax), NULL, |
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324 Symbolic, &Numeric, control, info) ; |
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325 umfpack_zi_free_symbolic (&Symbolic) ; |
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326 |
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327 cond = Info (UMFPACK_RCOND); |
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328 |
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329 if (status < 0) |
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330 { |
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331 (*current_liboctave_error_handler) |
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332 ("SparseComplexLU::SparseComplexLU numeric factorization failed"); |
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333 |
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334 umfpack_zi_report_status (control, status); |
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335 umfpack_zi_report_info (control, info); |
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336 |
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337 umfpack_zi_free_numeric (&Numeric); |
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338 } |
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339 else |
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340 { |
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341 umfpack_zi_report_numeric (Numeric, control); |
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342 |
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343 int lnz, unz, ignore1, ignore2, ignore3; |
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344 status = umfpack_zi_get_lunz (&lnz, &unz, &ignore1, |
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345 &ignore2, &ignore3, Numeric); |
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346 |
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347 if (status < 0) |
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348 { |
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349 (*current_liboctave_error_handler) |
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350 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
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351 |
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352 umfpack_zi_report_status (control, status); |
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353 umfpack_zi_report_info (control, info); |
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354 |
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355 umfpack_zi_free_numeric (&Numeric); |
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356 } |
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357 else |
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358 { |
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359 int n_inner = (nr < nc ? nr : nc); |
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360 |
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361 if (lnz < 1) |
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362 Lfact = SparseComplexMatrix |
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363 (static_cast<octave_idx_type> (n_inner), nr, |
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364 static_cast<octave_idx_type> (1)); |
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365 else |
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366 Lfact = SparseComplexMatrix |
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367 (static_cast<octave_idx_type> (n_inner), nr, |
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368 static_cast<octave_idx_type> (lnz)); |
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369 |
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370 octave_idx_type *Ltp = Lfact.cidx (); |
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371 octave_idx_type *Ltj = Lfact.ridx (); |
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372 Complex *Ltx = Lfact.data (); |
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373 |
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374 if (unz < 1) |
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375 Ufact = SparseComplexMatrix |
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376 (static_cast<octave_idx_type> (n_inner), nc, |
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377 static_cast<octave_idx_type> (1)); |
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378 else |
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379 Ufact = SparseComplexMatrix |
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380 (static_cast<octave_idx_type> (n_inner), nc, unz); |
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381 |
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382 octave_idx_type *Up = Ufact.cidx (); |
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383 octave_idx_type *Uj = Ufact.ridx (); |
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384 Complex *Ux = Ufact.data (); |
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385 |
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386 P.resize (nr); |
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387 int *p = P.fortran_vec (); |
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388 |
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389 Q.resize (nc); |
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390 int *q = Q.fortran_vec (); |
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391 |
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392 int do_recip; |
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393 status = |
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394 umfpack_zi_get_numeric (Ltp, Ltj, |
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395 X_CAST (double *, Ltx), |
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396 NULL, Up, Uj, |
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397 X_CAST (double *, Ux), |
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398 NULL, p, q, NULL, NULL, |
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399 &do_recip, NULL, Numeric) ; |
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400 |
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401 umfpack_zi_free_numeric (&Numeric) ; |
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402 |
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403 if (status < 0 || do_recip) |
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404 { |
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405 (*current_liboctave_error_handler) |
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406 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
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407 |
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408 umfpack_zi_report_status (control, status); |
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409 } |
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410 else |
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411 { |
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412 Lfact = Lfact.transpose (); |
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413 |
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414 umfpack_zi_report_matrix (nr, n_inner, |
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415 Lfact.cidx (), |
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416 Lfact.ridx (), |
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417 X_CAST (double *, Lfact.data()), |
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418 NULL, 1, control); |
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419 |
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420 umfpack_zi_report_matrix (n_inner, nc, |
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421 Ufact.cidx (), |
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422 Ufact.ridx (), |
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423 X_CAST (double *, Ufact.data()), |
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424 NULL, 1, control); |
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425 umfpack_zi_report_perm (nr, p, control); |
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426 umfpack_zi_report_perm (nc, q, control); |
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427 } |
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428 |
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429 umfpack_zi_report_info (control, info); |
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430 } |
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431 } |
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432 } |
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433 |
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434 if (udiag) |
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435 (*current_liboctave_error_handler) |
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436 ("Option udiag of incomplete LU not implemented"); |
|
5164
|
437 } |
|
5203
|
438 #else |
|
|
439 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
|
|
440 #endif |
|
5164
|
441 } |
|
|
442 |
|
|
443 /* |
|
|
444 ;;; Local Variables: *** |
|
|
445 ;;; mode: C++ *** |
|
|
446 ;;; End: *** |
|
|
447 */ |
|
|
448 |
