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1 /* |
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2 |
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3 Copyright (C) 2004, 2005, 2006, 2007 David Bateman |
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4 Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004 Andy Adler |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 3 of the License, or (at your |
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11 option) any later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, see |
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20 <http://www.gnu.org/licenses/>. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include <vector> |
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29 |
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30 #include "lo-error.h" |
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31 |
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32 #include "SparseCmplxLU.h" |
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33 #include "oct-spparms.h" |
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34 |
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35 // Instantiate the base LU class for the types we need. |
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36 |
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37 #include "sparse-base-lu.h" |
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38 #include "sparse-base-lu.cc" |
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39 |
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40 template class sparse_base_lu <SparseComplexMatrix, Complex, SparseMatrix, double>; |
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41 |
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42 #include "oct-sparse.h" |
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43 |
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44 SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a, |
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45 double piv_thres) |
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46 { |
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47 #ifdef HAVE_UMFPACK |
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48 octave_idx_type nr = a.rows (); |
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49 octave_idx_type nc = a.cols (); |
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50 |
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51 // Setup the control parameters |
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52 Matrix Control (UMFPACK_CONTROL, 1); |
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53 double *control = Control.fortran_vec (); |
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54 UMFPACK_ZNAME (defaults) (control); |
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55 |
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56 double tmp = octave_sparse_params::get_key ("spumoni"); |
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57 if (!xisnan (tmp)) |
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58 Control (UMFPACK_PRL) = tmp; |
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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 = octave_sparse_params::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 = octave_sparse_params::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_ZNAME (report_control) (control); |
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84 |
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85 const octave_idx_type *Ap = a.cidx (); |
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86 const octave_idx_type *Ai = a.ridx (); |
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87 const Complex *Ax = a.data (); |
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88 |
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89 UMFPACK_ZNAME (report_matrix) (nr, nc, Ap, Ai, |
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90 reinterpret_cast<const double *> (Ax), |
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91 NULL, 1, control); |
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92 |
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93 void *Symbolic; |
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94 Matrix Info (1, UMFPACK_INFO); |
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95 double *info = Info.fortran_vec (); |
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96 int status = UMFPACK_ZNAME (qsymbolic) (nr, nc, Ap, Ai, |
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97 reinterpret_cast<const double *> (Ax), |
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98 NULL, NULL, |
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99 &Symbolic, control, info); |
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100 |
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101 if (status < 0) |
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102 { |
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103 (*current_liboctave_error_handler) |
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104 ("SparseComplexLU::SparseComplexLU symbolic factorization failed"); |
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105 |
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106 UMFPACK_ZNAME (report_status) (control, status); |
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107 UMFPACK_ZNAME (report_info) (control, info); |
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108 |
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109 UMFPACK_ZNAME (free_symbolic) (&Symbolic) ; |
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110 } |
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111 else |
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112 { |
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113 UMFPACK_ZNAME (report_symbolic) (Symbolic, control); |
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114 |
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115 void *Numeric; |
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116 status = UMFPACK_ZNAME (numeric) (Ap, Ai, |
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117 reinterpret_cast<const double *> (Ax), |
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118 NULL, Symbolic, &Numeric, control, |
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119 info); |
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120 UMFPACK_ZNAME (free_symbolic) (&Symbolic) ; |
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121 |
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122 cond = Info (UMFPACK_RCOND); |
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123 |
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124 if (status < 0) |
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125 { |
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126 (*current_liboctave_error_handler) |
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127 ("SparseComplexLU::SparseComplexLU numeric factorization failed"); |
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128 |
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129 UMFPACK_ZNAME (report_status) (control, status); |
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130 UMFPACK_ZNAME (report_info) (control, info); |
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131 |
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132 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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133 } |
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134 else |
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135 { |
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136 UMFPACK_ZNAME (report_numeric) (Numeric, control); |
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137 |
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138 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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139 status = UMFPACK_ZNAME (get_lunz) (&lnz, &unz, &ignore1, |
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140 &ignore2, &ignore3, Numeric) ; |
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141 |
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142 if (status < 0) |
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143 { |
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144 (*current_liboctave_error_handler) |
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145 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
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146 |
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147 UMFPACK_ZNAME (report_status) (control, status); |
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148 UMFPACK_ZNAME (report_info) (control, info); |
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149 |
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150 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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151 } |
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152 else |
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153 { |
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154 octave_idx_type n_inner = (nr < nc ? nr : nc); |
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155 |
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156 if (lnz < 1) |
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157 Lfact = SparseComplexMatrix (n_inner, nr, |
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158 static_cast<octave_idx_type> (1)); |
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159 else |
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160 Lfact = SparseComplexMatrix (n_inner, nr, 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 (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 (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 octave_idx_type *p = P.fortran_vec (); |
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178 |
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179 Q.resize (nc); |
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180 octave_idx_type *q = Q.fortran_vec (); |
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181 |
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182 octave_idx_type do_recip; |
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183 status = UMFPACK_ZNAME (get_numeric) (Ltp, Ltj, |
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184 reinterpret_cast<double *> (Ltx), |
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185 NULL, Up, Uj, |
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186 reinterpret_cast <double *> (Ux), |
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187 NULL, p, q, NULL, NULL, |
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188 &do_recip, NULL, Numeric); |
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189 |
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190 UMFPACK_ZNAME (free_numeric) (&Numeric) ; |
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191 |
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192 if (status < 0 || do_recip) |
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193 { |
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194 (*current_liboctave_error_handler) |
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195 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
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196 |
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197 UMFPACK_ZNAME (report_status) (control, status); |
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198 } |
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199 else |
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200 { |
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201 Lfact = Lfact.transpose (); |
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202 |
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203 UMFPACK_ZNAME (report_matrix) (nr, n_inner, |
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204 Lfact.cidx (), Lfact.ridx (), |
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205 reinterpret_cast<double *> (Lfact.data()), |
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206 NULL, 1, control); |
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207 |
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208 UMFPACK_ZNAME (report_matrix) (n_inner, nc, |
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209 Ufact.cidx (), Ufact.ridx (), |
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210 reinterpret_cast<double *> (Ufact.data()), |
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211 NULL, 1, control); |
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212 UMFPACK_ZNAME (report_perm) (nr, p, control); |
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213 UMFPACK_ZNAME (report_perm) (nc, q, control); |
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214 } |
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215 |
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216 UMFPACK_ZNAME (report_info) (control, info); |
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217 } |
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218 } |
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219 } |
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220 #else |
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221 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
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222 #endif |
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223 } |
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224 |
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225 SparseComplexLU::SparseComplexLU (const SparseComplexMatrix& a, |
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226 const ColumnVector& Qinit, |
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227 double piv_thres, bool FixedQ, |
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228 double droptol, bool milu, bool udiag) |
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229 { |
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230 #ifdef HAVE_UMFPACK |
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231 if (milu) |
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232 (*current_liboctave_error_handler) |
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233 ("Modified incomplete LU not implemented"); |
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234 else |
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235 { |
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236 octave_idx_type nr = a.rows (); |
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237 octave_idx_type nc = a.cols (); |
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238 |
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239 // Setup the control parameters |
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240 Matrix Control (UMFPACK_CONTROL, 1); |
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241 double *control = Control.fortran_vec (); |
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242 UMFPACK_ZNAME (defaults) (control); |
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243 |
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244 double tmp = octave_sparse_params::get_key ("spumoni"); |
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245 if (!xisnan (tmp)) |
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246 Control (UMFPACK_PRL) = tmp; |
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247 if (piv_thres >= 0.) |
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248 { |
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249 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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250 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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251 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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252 } |
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253 else |
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254 { |
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255 tmp = octave_sparse_params::get_key ("piv_tol"); |
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256 if (!xisnan (tmp)) |
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257 { |
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258 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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259 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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260 } |
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261 } |
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262 |
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263 if (droptol >= 0.) |
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264 Control (UMFPACK_DROPTOL) = droptol; |
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265 |
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266 // Set whether we are allowed to modify Q or not |
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267 if (FixedQ) |
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268 Control (UMFPACK_FIXQ) = 1.0; |
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269 else |
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270 { |
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271 tmp = octave_sparse_params::get_key ("autoamd"); |
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272 if (!xisnan (tmp)) |
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273 Control (UMFPACK_FIXQ) = tmp; |
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274 } |
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275 |
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276 // Turn-off UMFPACK scaling for LU |
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277 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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278 |
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279 UMFPACK_ZNAME (report_control) (control); |
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280 |
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281 const octave_idx_type *Ap = a.cidx (); |
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282 const octave_idx_type *Ai = a.ridx (); |
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283 const Complex *Ax = a.data (); |
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284 |
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285 UMFPACK_ZNAME (report_matrix) (nr, nc, Ap, Ai, |
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286 reinterpret_cast<const double *> (Ax), NULL, |
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287 1, control); |
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288 |
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289 void *Symbolic; |
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290 Matrix Info (1, UMFPACK_INFO); |
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291 double *info = Info.fortran_vec (); |
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292 int status; |
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293 |
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294 // Null loop so that qinit is imediately deallocated when not |
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295 // needed |
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296 do { |
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297 OCTAVE_LOCAL_BUFFER (octave_idx_type, qinit, nc); |
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298 |
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299 for (octave_idx_type i = 0; i < nc; i++) |
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300 qinit [i] = static_cast<octave_idx_type> (Qinit (i)); |
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301 |
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302 status = UMFPACK_ZNAME (qsymbolic) (nr, nc, Ap, Ai, |
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303 reinterpret_cast<const double *> (Ax), |
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304 NULL, qinit, &Symbolic, control, |
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305 info); |
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306 } while (0); |
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307 |
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308 if (status < 0) |
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309 { |
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310 (*current_liboctave_error_handler) |
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311 ("SparseComplexLU::SparseComplexLU symbolic factorization failed"); |
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312 |
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313 UMFPACK_ZNAME (report_status) (control, status); |
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314 UMFPACK_ZNAME (report_info) (control, info); |
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315 |
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316 UMFPACK_ZNAME (free_symbolic) (&Symbolic) ; |
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317 } |
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318 else |
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319 { |
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320 UMFPACK_ZNAME (report_symbolic) (Symbolic, control); |
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321 |
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322 void *Numeric; |
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323 status = UMFPACK_ZNAME (numeric) (Ap, Ai, |
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324 reinterpret_cast<const double *> (Ax), NULL, |
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325 Symbolic, &Numeric, control, info) ; |
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326 UMFPACK_ZNAME (free_symbolic) (&Symbolic) ; |
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327 |
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328 cond = Info (UMFPACK_RCOND); |
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329 |
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330 if (status < 0) |
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331 { |
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332 (*current_liboctave_error_handler) |
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333 ("SparseComplexLU::SparseComplexLU numeric factorization failed"); |
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334 |
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335 UMFPACK_ZNAME (report_status) (control, status); |
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336 UMFPACK_ZNAME (report_info) (control, info); |
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337 |
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338 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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339 } |
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340 else |
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341 { |
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342 UMFPACK_ZNAME (report_numeric) (Numeric, control); |
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343 |
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344 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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345 status = UMFPACK_ZNAME (get_lunz) (&lnz, &unz, |
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346 &ignore1, &ignore2, &ignore3, Numeric); |
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347 |
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348 if (status < 0) |
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349 { |
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350 (*current_liboctave_error_handler) |
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351 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
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352 |
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353 UMFPACK_ZNAME (report_status) (control, status); |
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354 UMFPACK_ZNAME (report_info) (control, info); |
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355 |
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356 UMFPACK_ZNAME (free_numeric) (&Numeric); |
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357 } |
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358 else |
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359 { |
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360 octave_idx_type n_inner = (nr < nc ? nr : nc); |
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361 |
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362 if (lnz < 1) |
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363 Lfact = SparseComplexMatrix (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 (n_inner, nr, lnz); |
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367 |
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368 octave_idx_type *Ltp = Lfact.cidx (); |
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369 octave_idx_type *Ltj = Lfact.ridx (); |
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370 Complex *Ltx = Lfact.data (); |
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371 |
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372 if (unz < 1) |
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373 Ufact = SparseComplexMatrix (n_inner, nc, |
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374 static_cast<octave_idx_type> (1)); |
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375 else |
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376 Ufact = SparseComplexMatrix (n_inner, nc, unz); |
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377 |
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378 octave_idx_type *Up = Ufact.cidx (); |
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379 octave_idx_type *Uj = Ufact.ridx (); |
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380 Complex *Ux = Ufact.data (); |
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381 |
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382 P.resize (nr); |
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383 octave_idx_type *p = P.fortran_vec (); |
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384 |
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385 Q.resize (nc); |
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386 octave_idx_type *q = Q.fortran_vec (); |
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387 |
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388 octave_idx_type do_recip; |
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389 status = |
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390 UMFPACK_ZNAME (get_numeric) (Ltp, Ltj, |
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391 reinterpret_cast<double *> (Ltx), |
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392 NULL, Up, Uj, |
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393 reinterpret_cast<double *> (Ux), |
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394 NULL, p, q, NULL, NULL, |
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395 &do_recip, NULL, Numeric) ; |
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396 |
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397 UMFPACK_ZNAME (free_numeric) (&Numeric) ; |
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398 |
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399 if (status < 0 || do_recip) |
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400 { |
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401 (*current_liboctave_error_handler) |
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402 ("SparseComplexLU::SparseComplexLU extracting LU factors failed"); |
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403 |
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404 UMFPACK_ZNAME (report_status) (control, |
|
|
405 status); |
|
5282
|
406 } |
|
|
407 else |
|
|
408 { |
|
|
409 Lfact = Lfact.transpose (); |
|
|
410 |
|
5322
|
411 UMFPACK_ZNAME (report_matrix) (nr, n_inner, |
|
5282
|
412 Lfact.cidx (), |
|
|
413 Lfact.ridx (), |
|
5760
|
414 reinterpret_cast<double *> (Lfact.data()), |
|
5282
|
415 NULL, 1, control); |
|
|
416 |
|
5322
|
417 UMFPACK_ZNAME (report_matrix) (n_inner, nc, |
|
5282
|
418 Ufact.cidx (), |
|
|
419 Ufact.ridx (), |
|
5760
|
420 reinterpret_cast<double *> (Ufact.data()), |
|
5282
|
421 NULL, 1, control); |
|
5322
|
422 UMFPACK_ZNAME (report_perm) (nr, p, control); |
|
|
423 UMFPACK_ZNAME (report_perm) (nc, q, control); |
|
5282
|
424 } |
|
|
425 |
|
5322
|
426 UMFPACK_ZNAME (report_info) (control, info); |
|
5164
|
427 } |
|
|
428 } |
|
|
429 } |
|
5282
|
430 |
|
|
431 if (udiag) |
|
|
432 (*current_liboctave_error_handler) |
|
|
433 ("Option udiag of incomplete LU not implemented"); |
|
5164
|
434 } |
|
5203
|
435 #else |
|
|
436 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
|
|
437 #endif |
|
5164
|
438 } |
|
|
439 |
|
|
440 /* |
|
|
441 ;;; Local Variables: *** |
|
|
442 ;;; mode: C++ *** |
|
|
443 ;;; End: *** |
|
|
444 */ |
|
|
445 |
