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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 "SparsedbleLU.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 <SparseMatrix, double, 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 SparseLU::SparseLU (const SparseMatrix& a, double piv_thres) |
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45 { |
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46 #ifdef HAVE_UMFPACK |
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47 octave_idx_type nr = a.rows (); |
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48 octave_idx_type 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_DNAME (defaults) (control); |
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54 |
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55 double tmp = octave_sparse_params::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 = 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_DNAME (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 double *Ax = a.data (); |
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88 |
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89 UMFPACK_DNAME (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_DNAME (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_DNAME (report_status) (control, status); |
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103 UMFPACK_DNAME (report_info) (control, info); |
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104 |
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105 UMFPACK_DNAME (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_DNAME (report_symbolic) (Symbolic, control); |
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110 |
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111 void *Numeric; |
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112 status = UMFPACK_DNAME (numeric) (Ap, Ai, Ax, Symbolic, |
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113 &Numeric, control, info) ; |
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114 UMFPACK_DNAME (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_DNAME (report_status) (control, status); |
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124 UMFPACK_DNAME (report_info) (control, info); |
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125 |
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126 UMFPACK_DNAME (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_DNAME (report_numeric) (Numeric, control); |
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131 |
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132 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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133 status = UMFPACK_DNAME (get_lunz) (&lnz, &unz, &ignore1, |
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134 &ignore2, &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_DNAME (report_status) (control, status); |
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142 UMFPACK_DNAME (report_info) (control, info); |
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143 |
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144 UMFPACK_DNAME (free_numeric) (&Numeric); |
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145 } |
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146 else |
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147 { |
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148 octave_idx_type 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, |
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152 static_cast<octave_idx_type> (1)); |
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153 else |
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154 Lfact = SparseMatrix (n_inner, nr, lnz); |
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155 |
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156 octave_idx_type *Ltp = Lfact.cidx (); |
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157 octave_idx_type *Ltj = Lfact.ridx (); |
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158 double *Ltx = Lfact.data (); |
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159 |
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160 if (unz < 1) |
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161 Ufact = SparseMatrix (n_inner, nc, |
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162 static_cast<octave_idx_type> (1)); |
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163 else |
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164 Ufact = SparseMatrix (n_inner, nc, unz); |
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165 |
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166 octave_idx_type *Up = Ufact.cidx (); |
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167 octave_idx_type *Uj = Ufact.ridx (); |
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168 double *Ux = Ufact.data (); |
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169 |
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170 P.resize (nr); |
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171 octave_idx_type *p = P.fortran_vec (); |
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172 |
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173 Q.resize (nc); |
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174 octave_idx_type *q = Q.fortran_vec (); |
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175 |
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176 octave_idx_type do_recip; |
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177 status = UMFPACK_DNAME (get_numeric) (Ltp, Ltj, Ltx, |
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178 Up, Uj, Ux, p, q, NULL, |
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179 &do_recip, NULL, |
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180 Numeric) ; |
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181 |
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182 UMFPACK_DNAME (free_numeric) (&Numeric) ; |
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183 |
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184 if (status < 0 || do_recip) |
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185 { |
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186 (*current_liboctave_error_handler) |
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187 ("SparseLU::SparseLU extracting LU factors failed"); |
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188 |
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189 UMFPACK_DNAME (report_status) (control, status); |
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190 } |
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191 else |
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192 { |
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193 Lfact = Lfact.transpose (); |
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194 |
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195 UMFPACK_DNAME (report_matrix) (nr, n_inner, |
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196 Lfact.cidx (), Lfact.ridx (), |
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197 Lfact.data (), 1, control); |
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198 UMFPACK_DNAME (report_matrix) (n_inner, nc, |
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199 Ufact.cidx (), Ufact.ridx (), |
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200 Ufact.data (), 1, control); |
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201 UMFPACK_DNAME (report_perm) (nr, p, control); |
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202 UMFPACK_DNAME (report_perm) (nc, q, control); |
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203 } |
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204 |
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205 UMFPACK_DNAME (report_info) (control, info); |
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206 } |
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207 } |
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208 } |
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209 #else |
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210 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
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211 #endif |
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212 } |
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213 |
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214 SparseLU::SparseLU (const SparseMatrix& a, const ColumnVector& Qinit, |
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215 double piv_thres, bool FixedQ, double droptol, |
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216 bool milu, bool udiag) |
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217 { |
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218 #ifdef HAVE_UMFPACK |
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219 if (milu) |
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220 (*current_liboctave_error_handler) |
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221 ("Modified incomplete LU not implemented"); |
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222 else |
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223 { |
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224 octave_idx_type nr = a.rows (); |
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225 octave_idx_type nc = a.cols (); |
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226 |
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227 // Setup the control parameters |
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228 Matrix Control (UMFPACK_CONTROL, 1); |
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229 double *control = Control.fortran_vec (); |
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230 UMFPACK_DNAME (defaults) (control); |
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231 |
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232 double tmp = octave_sparse_params::get_key ("spumoni"); |
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233 if (!xisnan (tmp)) |
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234 Control (UMFPACK_PRL) = tmp; |
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235 if (piv_thres >= 0.) |
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236 { |
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237 piv_thres = (piv_thres > 1. ? 1. : piv_thres); |
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238 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = piv_thres; |
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239 Control (UMFPACK_PIVOT_TOLERANCE) = piv_thres; |
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240 } |
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241 else |
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242 { |
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243 tmp = octave_sparse_params::get_key ("piv_tol"); |
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244 if (!xisnan (tmp)) |
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245 { |
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246 Control (UMFPACK_SYM_PIVOT_TOLERANCE) = tmp; |
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247 Control (UMFPACK_PIVOT_TOLERANCE) = tmp; |
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248 } |
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249 } |
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250 |
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251 if (droptol >= 0.) |
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252 Control (UMFPACK_DROPTOL) = droptol; |
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253 |
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254 |
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255 // Set whether we are allowed to modify Q or not |
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256 if (FixedQ) |
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257 Control (UMFPACK_FIXQ) = 1.0; |
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258 else |
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259 { |
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260 tmp = octave_sparse_params::get_key ("autoamd"); |
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261 if (!xisnan (tmp)) |
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262 Control (UMFPACK_FIXQ) = tmp; |
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263 } |
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264 |
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265 // Turn-off UMFPACK scaling for LU |
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266 Control (UMFPACK_SCALE) = UMFPACK_SCALE_NONE; |
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267 |
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268 UMFPACK_DNAME (report_control) (control); |
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269 |
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270 const octave_idx_type *Ap = a.cidx (); |
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271 const octave_idx_type *Ai = a.ridx (); |
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272 const double *Ax = a.data (); |
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273 |
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274 UMFPACK_DNAME (report_matrix) (nr, nc, Ap, Ai, Ax, 1, |
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275 control); |
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276 |
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277 void *Symbolic; |
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278 Matrix Info (1, UMFPACK_INFO); |
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279 double *info = Info.fortran_vec (); |
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280 int status; |
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281 |
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282 // Null loop so that qinit is imediately deallocated when not needed |
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283 do { |
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284 OCTAVE_LOCAL_BUFFER (octave_idx_type, qinit, nc); |
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285 |
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286 for (octave_idx_type i = 0; i < nc; i++) |
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287 qinit [i] = static_cast<octave_idx_type> (Qinit (i)); |
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288 |
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289 status = UMFPACK_DNAME (qsymbolic) (nr, nc, Ap, Ai, Ax, |
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290 qinit, &Symbolic, control, info); |
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291 } while (0); |
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292 |
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293 if (status < 0) |
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294 { |
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295 (*current_liboctave_error_handler) |
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296 ("SparseLU::SparseLU symbolic factorization failed"); |
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297 |
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298 UMFPACK_DNAME (report_status) (control, status); |
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299 UMFPACK_DNAME (report_info) (control, info); |
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300 |
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301 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
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302 } |
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303 else |
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304 { |
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305 UMFPACK_DNAME (report_symbolic) (Symbolic, control); |
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306 |
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307 void *Numeric; |
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308 status = UMFPACK_DNAME (numeric) (Ap, Ai, Ax, Symbolic, |
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309 &Numeric, control, info) ; |
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310 UMFPACK_DNAME (free_symbolic) (&Symbolic) ; |
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311 |
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312 cond = Info (UMFPACK_RCOND); |
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313 |
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314 if (status < 0) |
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315 { |
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316 (*current_liboctave_error_handler) |
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317 ("SparseLU::SparseLU numeric factorization failed"); |
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318 |
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319 UMFPACK_DNAME (report_status) (control, status); |
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320 UMFPACK_DNAME (report_info) (control, info); |
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321 |
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322 UMFPACK_DNAME (free_numeric) (&Numeric); |
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323 } |
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324 else |
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325 { |
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326 UMFPACK_DNAME (report_numeric) (Numeric, control); |
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327 |
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328 octave_idx_type lnz, unz, ignore1, ignore2, ignore3; |
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329 status = UMFPACK_DNAME (get_lunz) (&lnz, &unz, &ignore1, &ignore2, |
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330 &ignore3, Numeric) ; |
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331 |
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332 if (status < 0) |
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333 { |
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334 (*current_liboctave_error_handler) |
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335 ("SparseLU::SparseLU extracting LU factors failed"); |
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336 |
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337 UMFPACK_DNAME (report_status) (control, status); |
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338 UMFPACK_DNAME (report_info) (control, info); |
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339 |
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340 UMFPACK_DNAME (free_numeric) (&Numeric); |
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341 } |
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342 else |
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343 { |
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344 octave_idx_type n_inner = (nr < nc ? nr : nc); |
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345 |
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346 if (lnz < 1) |
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347 Lfact = SparseMatrix (n_inner, nr, |
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348 static_cast<octave_idx_type> (1)); |
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349 else |
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350 Lfact = SparseMatrix (n_inner, nr, lnz); |
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351 |
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352 octave_idx_type *Ltp = Lfact.cidx (); |
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353 octave_idx_type *Ltj = Lfact.ridx (); |
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354 double *Ltx = Lfact.data (); |
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355 |
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356 if (unz < 1) |
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357 Ufact = SparseMatrix (n_inner, nc, |
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358 static_cast<octave_idx_type> (1)); |
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359 else |
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360 Ufact = SparseMatrix (n_inner, nc, unz); |
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361 |
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362 octave_idx_type *Up = Ufact.cidx (); |
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363 octave_idx_type *Uj = Ufact.ridx (); |
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364 double *Ux = Ufact.data (); |
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365 |
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366 P.resize (nr); |
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367 octave_idx_type *p = P.fortran_vec (); |
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368 |
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369 Q.resize (nc); |
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370 octave_idx_type *q = Q.fortran_vec (); |
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371 |
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372 octave_idx_type do_recip; |
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373 status = UMFPACK_DNAME (get_numeric) (Ltp, Ltj, |
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374 Ltx, Up, Uj, Ux, p, q, |
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375 NULL, &do_recip, |
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376 NULL, Numeric) ; |
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377 |
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378 UMFPACK_DNAME (free_numeric) (&Numeric) ; |
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379 |
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380 if (status < 0 || do_recip) |
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381 { |
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382 (*current_liboctave_error_handler) |
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383 ("SparseLU::SparseLU extracting LU factors failed"); |
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384 |
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385 UMFPACK_DNAME (report_status) (control, status); |
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386 } |
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387 else |
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388 { |
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389 Lfact = Lfact.transpose (); |
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390 UMFPACK_DNAME (report_matrix) (nr, n_inner, |
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391 Lfact.cidx (), |
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392 Lfact.ridx (), |
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393 Lfact.data (), |
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394 1, control); |
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395 UMFPACK_DNAME (report_matrix) (n_inner, nc, |
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396 Ufact.cidx (), |
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397 Ufact.ridx (), |
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398 Ufact.data (), |
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399 1, control); |
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400 UMFPACK_DNAME (report_perm) (nr, p, control); |
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401 UMFPACK_DNAME (report_perm) (nc, q, control); |
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402 } |
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403 |
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404 UMFPACK_DNAME (report_info) (control, info); |
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405 } |
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406 } |
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407 } |
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408 |
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409 if (udiag) |
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410 (*current_liboctave_error_handler) |
|
|
411 ("Option udiag of incomplete LU not implemented"); |
|
5164
|
412 } |
|
5203
|
413 #else |
|
|
414 (*current_liboctave_error_handler) ("UMFPACK not installed"); |
|
|
415 #endif |
|
5164
|
416 } |
|
|
417 |
|
|
418 /* |
|
|
419 ;;; Local Variables: *** |
|
|
420 ;;; mode: C++ *** |
|
|
421 ;;; End: *** |
|
|
422 */ |
|
|
423 |
