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correct numerical errors in sparse LU factorization (bug #41116). * lu.cc: modified to apply pivots as warranted to L and U. * sparse-base-lu.cc: compute correct matrix size for single-output case.
author Michael C. Grant <mcg@cvxr.com>
date Mon, 03 Feb 2014 10:54:27 -0500
parents d63878346099
children 65554f5847ac
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1 /*
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2
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3 Copyright (C) 2004-2013 David Bateman
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4 Copyright (C) 1998-2004 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 "sparse-base-lu.h"
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29
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30 template <class lu_type, class lu_elt_type, class p_type, class p_elt_type>
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31 lu_type
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32 sparse_base_lu <lu_type, lu_elt_type, p_type, p_elt_type> :: Y (void) const
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33 {
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34 octave_idx_type nr = Lfact.rows ();
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35 octave_idx_type nz = Lfact.cols ();
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36 octave_idx_type nc = Ufact.cols ();
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37
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38 lu_type Yout (nr, nc, Lfact.nnz () + Ufact.nnz () - (nr<nz?nr:nz));
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39 octave_idx_type ii = 0;
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40 Yout.xcidx (0) = 0;
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41
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42 for (octave_idx_type j = 0; j < nc; j++)
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43 {
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44 for (octave_idx_type i = Ufact.cidx (j); i < Ufact.cidx (j + 1); i++)
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45 {
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46 Yout.xridx (ii) = Ufact.ridx (i);
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47 Yout.xdata (ii++) = Ufact.data (i);
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48 }
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49 if (j < nz)
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50 {
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51 // Note the +1 skips the 1.0 on the diagonal
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52 for (octave_idx_type i = Lfact.cidx (j) + 1;
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53 i < Lfact.cidx (j +1); i++)
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54 {
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55 Yout.xridx (ii) = Lfact.ridx (i);
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56 Yout.xdata (ii++) = Lfact.data (i);
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57 }
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58 }
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59 Yout.xcidx (j + 1) = ii;
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60 }
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61
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62 return Yout;
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63 }
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64
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65 template <class lu_type, class lu_elt_type, class p_type, class p_elt_type>
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66 p_type
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67 sparse_base_lu <lu_type, lu_elt_type, p_type, p_elt_type> :: Pr (void) const
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68 {
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69
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70 octave_idx_type nr = Lfact.rows ();
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71
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72 p_type Pout (nr, nr, nr);
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73
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74 for (octave_idx_type i = 0; i < nr; i++)
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75 {
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76 Pout.cidx (i) = i;
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77 Pout.ridx (P (i)) = i;
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78 Pout.data (i) = 1;
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79 }
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80 Pout.cidx (nr) = nr;
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81
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82 return Pout;
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83 }
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84
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85 template <class lu_type, class lu_elt_type, class p_type, class p_elt_type>
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86 ColumnVector
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87 sparse_base_lu <lu_type, lu_elt_type, p_type, p_elt_type> :: Pr_vec (void) const
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88 {
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89
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90 octave_idx_type nr = Lfact.rows ();
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91
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92 ColumnVector Pout (nr);
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93
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94 for (octave_idx_type i = 0; i < nr; i++)
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95 Pout.xelem (i) = static_cast<double> (P(i) + 1);
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96
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97 return Pout;
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98 }
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99
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100 template <class lu_type, class lu_elt_type, class p_type, class p_elt_type>
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101 PermMatrix
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102 sparse_base_lu <lu_type, lu_elt_type, p_type, p_elt_type> :: Pr_mat (void) const
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103 {
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104 return PermMatrix (P, false);
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105 }
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106
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107 template <class lu_type, class lu_elt_type, class p_type, class p_elt_type>
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108 p_type
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109 sparse_base_lu <lu_type, lu_elt_type, p_type, p_elt_type> :: Pc (void) const
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110 {
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111 octave_idx_type nc = Ufact.cols ();
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112
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113 p_type Pout (nc, nc, nc);
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114
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115 for (octave_idx_type i = 0; i < nc; i++)
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116 {
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117 Pout.cidx (i) = i;
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118 Pout.ridx (i) = Q (i);
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119 Pout.data (i) = 1;
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120 }
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121 Pout.cidx (nc) = nc;
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122
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123 return Pout;
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124 }
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125
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126 template <class lu_type, class lu_elt_type, class p_type, class p_elt_type>
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127 ColumnVector
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128 sparse_base_lu <lu_type, lu_elt_type, p_type, p_elt_type> :: Pc_vec (void) const
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129 {
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130
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131 octave_idx_type nc = Ufact.cols ();
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132
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133 ColumnVector Pout (nc);
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134
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135 for (octave_idx_type i = 0; i < nc; i++)
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136 Pout.xelem (i) = static_cast<double> (Q(i) + 1);
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137
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138 return Pout;
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139 }
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140
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141 template <class lu_type, class lu_elt_type, class p_type, class p_elt_type>
3ecbc236e2e0 Have sparse LU return permutation matrices rather than sparse matrices.
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parents: 8954
diff changeset
142 PermMatrix
3ecbc236e2e0 Have sparse LU return permutation matrices rather than sparse matrices.
Jason Riedy <jason@acm.org>
parents: 8954
diff changeset
143 sparse_base_lu <lu_type, lu_elt_type, p_type, p_elt_type> :: Pc_mat (void) const
3ecbc236e2e0 Have sparse LU return permutation matrices rather than sparse matrices.
Jason Riedy <jason@acm.org>
parents: 8954
diff changeset
144 {
3ecbc236e2e0 Have sparse LU return permutation matrices rather than sparse matrices.
Jason Riedy <jason@acm.org>
parents: 8954
diff changeset
145 return PermMatrix (Q, true);
3ecbc236e2e0 Have sparse LU return permutation matrices rather than sparse matrices.
Jason Riedy <jason@acm.org>
parents: 8954
diff changeset
146 }