annotate liboctave/numeric/sparse-chol.cc @ 21229:a83e7a384ee0

create and install a subset of config.h in octave-config.h * mk-octave-config-h.sh: New file. * Makefile.am (EXTRA_DIST): Add mk-octave-config.h.sh to the list. (octinclude_HEADERS): Add octave-config.h to the list. (octave-config.h): New rule. * common.mk (do_subst_config_vals, do_subst_cross_config_vals): Don't substitute unused ENABLE options. * configure.ac: Note the reason for using oct-conf-post.in.h. Add OCTAVE_ prefix to ENABLE_BOUNDS_CHECK ENABLE_ATOMIC_REFCOUNT, ENABLE_64, ENABLE_OPENMP, and ENABLE_FLOAT_TRUNCATE in calls to AC_DEFINE. Change all uses. * oct-conf-post.in.h: Define HAVE_OCTAVE_DEPRECATED_ATTR instead of HAVE_ATTR_DEPRECATED. Likewise for HAVE_ATTR_NORETURN and HAVE_ATTR_UNUSED. Change all uses.
author John W. Eaton <jwe@octave.org>
date Mon, 08 Feb 2016 17:30:29 -0500
parents 945695cafd2b
children 40de9f8f23a6
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1 /*
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2
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3 Copyright (C) 2016 John W. Eaton
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4 Copyright (C) 2005-2015 David Bateman
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5 Copyright (C) 1998-2005 Andy Adler
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6
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7 This file is part of Octave.
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8
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9 Octave is free software; you can redistribute it and/or modify it
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10 under the terms of the GNU General Public License as published by the
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11 Free Software Foundation; either version 3 of the License, or (at your
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12 option) any later version.
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13
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14 Octave is distributed in the hope that it will be useful, but WITHOUT
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15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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16 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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17 for more details.
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18
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19 You should have received a copy of the GNU General Public License
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20 along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
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21 <http://www.gnu.org/licenses/>.
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22
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23 */
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24
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25 #ifdef HAVE_CONFIG_H
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26 # include <config.h>
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27 #endif
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28
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29 #include "sparse-chol.h"
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30 #include "sparse-util.h"
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31 #include "lo-error.h"
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32 #include "oct-sparse.h"
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33 #include "oct-spparms.h"
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34 #include "quit.h"
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35 #include "MatrixType.h"
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36
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37 template <typename chol_type>
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38 class sparse_chol<chol_type>::sparse_chol_rep
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39 {
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40 public:
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41
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42 sparse_chol_rep (void)
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43 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
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44 #ifdef HAVE_CHOLMOD
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45 , Lsparse (0), Common ()
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46 #endif
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47 { }
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48
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49 sparse_chol_rep (const chol_type& a, bool natural, bool force)
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50 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
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51 #ifdef HAVE_CHOLMOD
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52 , Lsparse (0), Common ()
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53 #endif
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54 {
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55 init (a, natural, force);
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56 }
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57
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58 sparse_chol_rep (const chol_type& a, octave_idx_type& info,
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59 bool natural, bool force)
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60 : count (1), is_pd (false), minor_p (0), perms (), cond (0)
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61 #ifdef HAVE_CHOLMOD
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62 , Lsparse (0), Common ()
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63 #endif
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64 {
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65 info = init (a, natural, force);
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66 }
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67
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68 ~sparse_chol_rep (void)
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69 {
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70 #ifdef HAVE_CHOLMOD
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71 if (is_pd)
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72 CHOLMOD_NAME (free_sparse) (&Lsparse, &Common);
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73 #endif
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74 }
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75
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76 #ifdef HAVE_CHOLMOD
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77 cholmod_sparse *L (void) const
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78 {
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79 return Lsparse;
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80 }
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81 #endif
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82
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83 octave_idx_type P (void) const
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84 {
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85 #ifdef HAVE_CHOLMOD
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86 return (minor_p == static_cast<octave_idx_type>(Lsparse->ncol) ?
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87 0 : minor_p + 1);
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88 #else
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89 return 0;
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90 #endif
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91 }
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92
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93 ColumnVector perm (void) const { return perms + 1; }
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94
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95 SparseMatrix Q (void) const;
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96
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97 bool is_positive_definite (void) const { return is_pd; }
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98
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99 double rcond (void) const { return cond; }
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100
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101 octave_refcount<int> count;
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102
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103 private:
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104
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105 bool is_pd;
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106
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107 octave_idx_type minor_p;
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108
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109 ColumnVector perms;
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110
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111 double cond;
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112
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113 #ifdef HAVE_CHOLMOD
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114 cholmod_sparse *Lsparse;
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115
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116 cholmod_common Common;
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117
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118 void drop_zeros (const cholmod_sparse *S);
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119 #endif
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120
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121 octave_idx_type init (const chol_type& a, bool natural, bool force);
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122
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123 // No copying!
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124
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125 sparse_chol_rep (const sparse_chol_rep&);
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126
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127 sparse_chol_rep& operator = (const sparse_chol_rep&);
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128 };
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129
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130 #ifdef HAVE_CHOLMOD
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131
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132 // Can't use CHOLMOD_NAME(drop)(0.0, S, cm) because it doesn't treat
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133 // complex matrices.
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134
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135 template <typename chol_type>
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136 void
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137 sparse_chol<chol_type>::sparse_chol_rep::drop_zeros (const cholmod_sparse *S)
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138 {
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139 if (! S)
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140 return;
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141
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142 octave_idx_type *Sp = static_cast<octave_idx_type *>(S->p);
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143 octave_idx_type *Si = static_cast<octave_idx_type *>(S->i);
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144 chol_elt *Sx = static_cast<chol_elt *>(S->x);
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145
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146 octave_idx_type pdest = 0;
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147 octave_idx_type ncol = S->ncol;
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148
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149 for (octave_idx_type k = 0; k < ncol; k++)
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150 {
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151 octave_idx_type p = Sp[k];
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152 octave_idx_type pend = Sp[k+1];
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153 Sp[k] = pdest;
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154
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155 for (; p < pend; p++)
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156 {
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157 chol_elt sik = Sx[p];
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158
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159 if (CHOLMOD_IS_NONZERO (sik))
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160 {
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161 if (p != pdest)
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162 {
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163 Si[pdest] = Si[p];
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164 Sx[pdest] = sik;
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165 }
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166
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167 pdest++;
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168 }
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169 }
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170 }
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171
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172 Sp[ncol] = pdest;
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173 }
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174
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175 // Must provide a specialization for this function.
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176 template <typename T>
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177 int
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178 get_xtype (void);
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179
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180 template <>
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181 inline int
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182 get_xtype<double> (void)
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183 {
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184 return CHOLMOD_REAL;
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185 }
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186
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187 template <>
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188 inline int
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189 get_xtype<Complex> (void)
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190 {
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191 return CHOLMOD_COMPLEX;
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192 }
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193
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194 #endif
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195
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196 template <typename chol_type>
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197 octave_idx_type
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198 sparse_chol<chol_type>::sparse_chol_rep::init (const chol_type& a,
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199 bool natural, bool force)
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200 {
5648
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201 volatile octave_idx_type info = 0;
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202
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203 #ifdef HAVE_CHOLMOD
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204
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205 octave_idx_type a_nr = a.rows ();
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206 octave_idx_type a_nc = a.cols ();
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207
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208 if (a_nr != a_nc)
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209 (*current_liboctave_error_handler) ("sparse_chol requires square matrix");
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210
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211 cholmod_common *cm = &Common;
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212
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213 // Setup initial parameters
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214
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215 CHOLMOD_NAME(start) (cm);
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216 cm->prefer_zomplex = false;
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217
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218 double spu = octave_sparse_params::get_key ("spumoni");
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219
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220 if (spu == 0.)
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221 {
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222 cm->print = -1;
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223 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, 0);
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224 }
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225 else
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226 {
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227 cm->print = static_cast<int> (spu) + 2;
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228 SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, &SparseCholPrint);
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229 }
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230
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231 cm->error_handler = &SparseCholError;
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232
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233 SUITESPARSE_ASSIGN_FPTR2 (divcomplex_func, cm->complex_divide, divcomplex);
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234 SUITESPARSE_ASSIGN_FPTR2 (hypot_func, cm->hypotenuse, hypot);
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235
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236 cm->final_asis = false;
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237 cm->final_super = false;
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238 cm->final_ll = true;
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239 cm->final_pack = true;
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240 cm->final_monotonic = true;
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241 cm->final_resymbol = false;
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242
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243 cholmod_sparse A;
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244 cholmod_sparse *ac = &A;
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245 double dummy;
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246
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247 ac->nrow = a_nr;
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248 ac->ncol = a_nc;
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249
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250 ac->p = a.cidx ();
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251 ac->i = a.ridx ();
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252 ac->nzmax = a.nnz ();
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253 ac->packed = true;
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254 ac->sorted = true;
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255 ac->nz = 0;
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256 #if defined (OCTAVE_ENABLE_64)
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257 ac->itype = CHOLMOD_LONG;
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258 #else
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259 ac->itype = CHOLMOD_INT;
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260 #endif
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261 ac->dtype = CHOLMOD_DOUBLE;
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262 ac->stype = 1;
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263 ac->xtype = get_xtype<chol_elt> ();
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264
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265 if (a_nr < 1)
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266 ac->x = &dummy;
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267 else
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diff changeset
268 ac->x = a.data ();
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269
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270 // use natural ordering if no q output parameter
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271 if (natural)
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272 {
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273 cm->nmethods = 1 ;
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274 cm->method[0].ordering = CHOLMOD_NATURAL ;
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275 cm->postorder = false ;
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276 }
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277
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278 cholmod_factor *Lfactor;
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279 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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280 Lfactor = CHOLMOD_NAME(analyze) (ac, cm);
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281 CHOLMOD_NAME(factorize) (ac, Lfactor, cm);
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282 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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283
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284 is_pd = cm->status == CHOLMOD_OK;
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285 info = (is_pd ? 0 : cm->status);
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286
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287 if (is_pd || force)
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288 {
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289 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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290 cond = CHOLMOD_NAME(rcond) (Lfactor, cm);
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291 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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292
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293 minor_p = Lfactor->minor;
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294
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295 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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296 Lsparse = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm);
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297 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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298
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299 if (minor_p > 0 && minor_p < a_nr)
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300 {
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301 size_t n1 = a_nr + 1;
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302 Lsparse->p = CHOLMOD_NAME(realloc) (minor_p+1,
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303 sizeof(octave_idx_type),
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304 Lsparse->p, &n1, cm);
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305 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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306 CHOLMOD_NAME(reallocate_sparse)
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307 (static_cast<octave_idx_type *>(Lsparse->p)[minor_p], Lsparse, cm);
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308 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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309
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310 Lsparse->ncol = minor_p;
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311 }
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312
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313 drop_zeros (Lsparse);
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314
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315 if (! natural)
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316 {
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317 perms.resize (a_nr);
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318 for (octave_idx_type i = 0; i < a_nr; i++)
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319 perms(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i];
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320 }
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321
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322 static char tmp[] = " ";
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323
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324 BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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325 CHOLMOD_NAME(free_factor) (&Lfactor, cm);
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326 CHOLMOD_NAME(finish) (cm);
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327 CHOLMOD_NAME(print_common) (tmp, cm);
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328 END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
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329 }
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330
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331 return info;
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332
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333 #else
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334 (*current_liboctave_error_handler)
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335 ("support for CHOLMOD was unavailable or disabled when liboctave was built");
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336 #endif
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337 }
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338
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339 template <typename chol_type>
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340 SparseMatrix
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341 sparse_chol<chol_type>::sparse_chol_rep::Q (void) const
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342 {
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343 #ifdef HAVE_CHOLMOD
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344
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345 octave_idx_type n = Lsparse->nrow;
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346 SparseMatrix p (n, n, n);
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347
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348 for (octave_idx_type i = 0; i < n; i++)
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349 {
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350 p.xcidx (i) = i;
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351 p.xridx (i) = static_cast<octave_idx_type>(perms (i));
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352 p.xdata (i) = 1;
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353 }
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354
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355 p.xcidx (n) = n;
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356
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357 return p;
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358
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359 #else
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360
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361 return SparseMatrix ();
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362
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363 #endif
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364 }
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365
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366 template <typename chol_type>
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367 sparse_chol<chol_type>::sparse_chol (void)
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368 : rep (new typename sparse_chol<chol_type>::sparse_chol_rep ())
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369 { }
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370
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371 template <typename chol_type>
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372 sparse_chol<chol_type>::sparse_chol (const chol_type& a, bool natural,
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373 bool force)
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374 : rep (new typename
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375 sparse_chol<chol_type>::sparse_chol_rep (a, natural, force))
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376 { }
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377
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378 template <typename chol_type>
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379 sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info,
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380 bool natural, bool force)
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381 : rep (new typename
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382 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, force))
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383 { }
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384
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385 template <typename chol_type>
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386 sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info,
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387 bool natural)
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388 : rep (new typename
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389 sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, false))
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390 { }
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391
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392 template <typename chol_type>
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393 sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info)
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394 : rep (new typename
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395 sparse_chol<chol_type>::sparse_chol_rep (a, info, false, false))
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396 { }
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397
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398 template <typename chol_type>
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399 sparse_chol<chol_type>::sparse_chol (const sparse_chol<chol_type>& a)
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400 : rep (a.rep)
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401 {
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402 rep->count++;
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403 }
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diff changeset
404
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diff changeset
405 template <typename chol_type>
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406 sparse_chol<chol_type>::~sparse_chol (void)
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407 {
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408 if (--rep->count == 0)
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409 delete rep;
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410 }
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411
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diff changeset
412 template <typename chol_type>
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413 sparse_chol<chol_type>&
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diff changeset
414 sparse_chol<chol_type>::operator = (const sparse_chol& a)
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415 {
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416 if (this != &a)
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417 {
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418 if (--rep->count == 0)
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419 delete rep;
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420
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421 rep = a.rep;
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422 rep->count++;
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423 }
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424
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425 return *this;
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426 }
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427
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428 template <typename chol_type>
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429 chol_type
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430 sparse_chol<chol_type>::L (void) const
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431 {
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432 #ifdef HAVE_CHOLMOD
21177
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John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
433
14846
460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists.
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
434 cholmod_sparse *m = rep->L ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
435
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
436 octave_idx_type nc = m->ncol;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
437 octave_idx_type nnz = m->nzmax;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
438
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
439 chol_type ret (m->nrow, nc, nnz);
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
440
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
441 for (octave_idx_type j = 0; j < nc+1; j++)
15018
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/.
Rik <rik@octave.org>
parents: 14846
diff changeset
442 ret.xcidx (j) = static_cast<octave_idx_type *>(m->p)[j];
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
443
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
444 for (octave_idx_type i = 0; i < nnz; i++)
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
445 {
15018
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/.
Rik <rik@octave.org>
parents: 14846
diff changeset
446 ret.xridx (i) = static_cast<octave_idx_type *>(m->i)[i];
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/.
Rik <rik@octave.org>
parents: 14846
diff changeset
447 ret.xdata (i) = static_cast<chol_elt *>(m->x)[i];
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
448 }
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
449
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
450 return ret;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
451
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
452 #else
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
453
14846
460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists.
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
454 return chol_type ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
455
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
456 #endif
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
457 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
458
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
459 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
460 octave_idx_type
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
461 sparse_chol<chol_type>::P (void) const
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
462 {
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
463 return rep->P ();
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
464 }
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
465
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
466 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
467 ColumnVector
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
468 sparse_chol<chol_type>::perm (void) const
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
469 {
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
470 return rep->perm ();
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
471 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
472
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
473 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
474 SparseMatrix
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
475 sparse_chol<chol_type>::Q (void) const
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
476 {
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
477 return rep->Q ();
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
478 }
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
479
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
480 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
481 bool
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
482 sparse_chol<chol_type>::is_positive_definite (void) const
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
483 {
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
484 return rep->is_positive_definite ();
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
485 }
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
486
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
487 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
488 double
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
489 sparse_chol<chol_type>::rcond (void) const
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
490 {
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
491 return rep->rcond ();
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
492 }
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
493
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
494 template <typename chol_type>
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
495 chol_type
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
496 sparse_chol<chol_type>::inverse (void) const
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
497 {
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
498 chol_type retval;
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
499
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
500 #ifdef HAVE_CHOLMOD
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
501
14846
460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists.
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
502 cholmod_sparse *m = rep->L ();
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
503 octave_idx_type n = m->ncol;
14846
460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists.
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
504 ColumnVector perms = rep->perm ();
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
505 double rcond2;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
506 octave_idx_type info;
5785
6b9cec830d72 [project @ 2006-05-03 19:32:46 by dbateman]
dbateman
parents: 5760
diff changeset
507 MatrixType mattype (MatrixType::Upper);
15018
3d8ace26c5b4 maint: Use Octave coding conventions for cuddled parentheses in liboctave/.
Rik <rik@octave.org>
parents: 14846
diff changeset
508 chol_type linv = L ().hermitian ().inverse (mattype, info, rcond2, 1, 0);
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
509
20232
a9574e3c6e9e Deprecate Array::length() and Sparse::length() in favour of ::numel().
Carnë Draug <carandraug@octave.org>
parents: 19697
diff changeset
510 if (perms.numel () == n)
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
511 {
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
512 SparseMatrix Qc = Q ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
513
14846
460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists.
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
514 retval = Qc * linv * linv.hermitian () * Qc.transpose ();
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
515 }
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
516 else
8402
2176f2b4599e Fix sparse cholesky inversion
David Bateman <dbateman@free.fr>
parents: 7637
diff changeset
517 retval = linv * linv.hermitian ();
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
518
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
519 #endif
21177
a10f60e13243 style fixes in liboctave/numeric directory
John W. Eaton <jwe@octave.org>
parents: 21145
diff changeset
520
5506
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
521 return retval;
b4cfbb0ec8c4 [project @ 2005-10-23 19:09:32 by dbateman]
dbateman
parents:
diff changeset
522 }
21145
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
523
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
524 template <typename chol_type>
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
525 chol_type
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
526 chol2inv (const chol_type& r)
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
527 {
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
528 octave_idx_type r_nr = r.rows ();
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
529 octave_idx_type r_nc = r.cols ();
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
530 chol_type retval;
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
531
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
532 if (r_nr != r_nc)
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
533 (*current_liboctave_error_handler) ("U must be a square matrix");
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
534
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
535 MatrixType mattype (r);
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
536 int typ = mattype.type (false);
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
537 double rcond;
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
538 octave_idx_type info;
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
539 chol_type rinv;
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
540
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
541 if (typ == MatrixType::Upper)
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
542 {
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
543 rinv = r.inverse (mattype, info, rcond, true, false);
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
544 retval = rinv.transpose () * rinv;
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
545 }
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
546 else if (typ == MatrixType::Lower)
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
547 {
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
548 rinv = r.transpose ().inverse (mattype, info, rcond, true, false);
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
549 retval = rinv.transpose () * rinv;
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
550 }
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
551 else
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
552 (*current_liboctave_error_handler) ("U must be a triangular matrix");
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
553
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
554 return retval;
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
555 }
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
556
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
557 // SparseComplexMatrix specialization (the value for the NATURAL
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
558 // parameter in the sparse_chol<T>::sparse_chol_rep constructor is
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
559 // different from the default).
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
560
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
561 template <>
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
562 sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a,
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
563 octave_idx_type& info)
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
564 : rep (new typename
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
565 sparse_chol<SparseComplexMatrix>::sparse_chol_rep (a, info, true, false))
307096fb67e1 revamp sparse Cholesky factorization classes
John W. Eaton <jwe@octave.org>
parents: 21140
diff changeset
566 { }
21186
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
567
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
568 // Instantiations we need.
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
569
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
570 template class sparse_chol<SparseMatrix>;
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
571
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
572 template class sparse_chol<SparseComplexMatrix>;
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
573
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
574 template SparseMatrix
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
575 chol2inv<SparseMatrix> (const SparseMatrix& r);
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
576
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
577 template SparseComplexMatrix
7f35125714b4 don't install some internal headers and template sources
John W. Eaton <jwe@octave.org>
parents: 21177
diff changeset
578 chol2inv<SparseComplexMatrix> (const SparseComplexMatrix& r);