Mercurial > octave
annotate libinterp/corefcn/luinc.cc @ 21200:fcac5dbbf9ed
maint: Indent #ifdef blocks in libinterp.
* builtins.h, Cell.cc, __contourc__.cc, __dispatch__.cc, __dsearchn__.cc,
__ichol__.cc, __ilu__.cc, __lin_interpn__.cc, __pchip_deriv__.cc, __qp__.cc,
balance.cc, besselj.cc, betainc.cc, bitfcns.cc, bsxfun.cc,
c-file-ptr-stream.cc, c-file-ptr-stream.h, cellfun.cc, colloc.cc,
comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc,
defaults.cc, defaults.in.h, defun-dld.h, defun.cc, defun.h, det.cc, dirfns.cc,
display.cc, dlmread.cc, dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc,
errwarn.cc, event-queue.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc,
find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc,
givens.cc, gl-render.cc, gl2ps-print.cc, graphics.cc, graphics.in.h, gripes.cc,
hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jit-ir.cc,
jit-typeinfo.cc, jit-util.cc, jit-util.h, kron.cc, load-path.cc, load-save.cc,
lookup.cc, ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc,
ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc, ls-oct-text.h, ls-utils.cc,
ls-utils.h, lsode.cc, lu.cc, luinc.cc, mappers.cc, matrix_type.cc, max.cc,
mex.h, mexproto.h, mgorth.cc, nproc.cc, oct-errno.in.cc, oct-fstrm.cc,
oct-hdf5-types.cc, oct-hdf5.h, oct-hist.cc, oct-iostrm.cc, oct-lvalue.cc,
oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stream.cc, oct-strstrm.cc,
octave-link.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc,
profiler.cc, psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc,
regexp.cc, schur.cc, sighandlers.cc, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc,
spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc,
sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, sysdep.h, time.cc, toplev.cc,
tril.cc, tsearch.cc, txt-eng-ft.cc, txt-eng.cc, typecast.cc, urlwrite.cc,
utils.cc, variables.cc, xdiv.cc, xnorm.cc, xpow.cc, zfstream.cc,
__delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc,
__init_fltk__.cc, __init_gnuplot__.cc, __magick_read__.cc, __osmesa_print__.cc,
__voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc,
colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, oct-qhull.h, qr.cc, symbfact.cc,
symrcm.cc, oct-conf.in.cc, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc,
ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc, ov-bool-mat.cc,
ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc, ov-ch-mat.cc,
ov-class.cc, ov-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc,
ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc,
ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc,
ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc,
ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc,
ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc,
ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc,
ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc,
ov-uint8.cc, ov-usr-fcn.cc, ov.cc, ovl.cc, octave.cc, op-b-b.cc, op-b-bm.cc,
op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc,
op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc,
op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc,
op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc,
op-dm-template.cc, op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc,
op-fcdm-fdm.cc, op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc,
op-fcn.cc, op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc,
op-fdm-fdm.cc, op-float-conv.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc,
op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc,
op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc,
op-int-conv.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc,
op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-pm-template.cc,
op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc,
op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc,
op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc,
op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc,
op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc, op-ui16-ui16.cc,
op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, pt-arg-list.cc,
pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc, pt-cbinop.cc,
pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc, pt-colon.h,
pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc,
pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-mat.cc,
pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc,
token.cc, Array-jit.cc, Array-os.cc, Array-sym.cc, Array-tc.cc, version.cc:
Indent #ifdef blocks in libinterp.
| author | Rik <rik@octave.org> |
|---|---|
| date | Fri, 05 Feb 2016 16:29:08 -0800 |
| parents | ea9c05014809 |
| children | 40de9f8f23a6 |
| rev | line source |
|---|---|
| 5282 | 1 /* |
| 2 | |
|
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3 Copyright (C) 2005-2015 David Bateman |
| 5282 | 4 |
| 7016 | 5 This file is part of Octave. |
| 6 | |
| 5282 | 7 Octave is free software; you can redistribute it and/or modify it |
| 8 under the terms of the GNU General Public License as published by the | |
| 7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
| 10 option) any later version. | |
| 5282 | 11 |
| 12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 15 for more details. | |
| 16 | |
| 17 You should have received a copy of the GNU General Public License | |
| 7016 | 18 along with Octave; see the file COPYING. If not, see |
| 19 <http://www.gnu.org/licenses/>. | |
| 5282 | 20 |
| 21 */ | |
| 22 | |
| 23 #ifdef HAVE_CONFIG_H | |
|
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24 # include <config.h> |
| 5282 | 25 #endif |
| 26 | |
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27 #include "defun.h" |
| 5282 | 28 #include "error.h" |
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29 #include "errwarn.h" |
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30 #include "ovl.h" |
| 5282 | 31 #include "utils.h" |
| 32 #include "oct-map.h" | |
| 33 | |
| 5785 | 34 #include "MatrixType.h" |
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35 #include "sparse-lu.h" |
| 5282 | 36 #include "ov-re-sparse.h" |
| 37 #include "ov-cx-sparse.h" | |
| 38 | |
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39 // FIXME: Deprecated in 4.0 and should be removed in 4.4. |
| 19148 | 40 DEFUN (__luinc__, args, nargout, |
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41 "-*- texinfo -*-\n\ |
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42 @deftypefn {} {[@var{L}, @var{U}, @var{P}, @var{Q}] =} luinc (@var{A}, '0')\n\ |
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43 @deftypefnx {} {[@var{L}, @var{U}, @var{P}, @var{Q}] =} luinc (@var{A}, @var{droptol})\n\ |
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44 @deftypefnx {} {[@var{L}, @var{U}, @var{P}, @var{Q}] =} luinc (@var{A}, @var{opts})\n\ |
| 5282 | 45 @cindex LU decomposition\n\ |
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46 Produce the incomplete LU@tie{}factorization of the sparse matrix @var{A}.\n\ |
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47 \n\ |
| 5282 | 48 Two types of incomplete factorization are possible, and the type\n\ |
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49 is determined by the second argument to @code{luinc}.\n\ |
| 5282 | 50 \n\ |
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51 Called with a second argument of @qcode{'0'}, the zero-level incomplete\n\ |
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52 LU@tie{}factorization is produced. This creates a factorization of @var{A}\n\ |
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53 where the position of the nonzero arguments correspond to the same\n\ |
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54 positions as in the matrix @var{A}.\n\ |
| 5282 | 55 \n\ |
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56 Alternatively, the fill-in of the incomplete LU@tie{}factorization can\n\ |
| 5282 | 57 be controlled through the variable @var{droptol} or the structure\n\ |
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58 @var{opts}. The @sc{umfpack} multifrontal factorization code by Tim A.\n\ |
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59 Davis is used for the incomplete LU@tie{}factorization, (availability\n\ |
| 5282 | 60 @url{http://www.cise.ufl.edu/research/sparse/umfpack/})\n\ |
| 61 \n\ | |
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62 @var{droptol} determines the values below which the values in the\n\ |
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63 LU@tie{} factorization are dropped and replaced by zero. It must be a\n\ |
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64 positive scalar, and any values in the factorization whose absolute value\n\ |
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65 are less than this value are dropped, expect if leaving them increase the\n\ |
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66 sparsity of the matrix. Setting @var{droptol} to zero results in a complete\n\ |
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67 LU@tie{}factorization which is the default.\n\ |
| 5282 | 68 \n\ |
| 69 @var{opts} is a structure containing one or more of the fields\n\ | |
| 70 \n\ | |
| 71 @table @code\n\ | |
| 72 @item droptol\n\ | |
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73 The drop tolerance as above. If @var{opts} only contains @code{droptol}\n\ |
| 5282 | 74 then this is equivalent to using the variable @var{droptol}.\n\ |
| 75 \n\ | |
| 76 @item milu\n\ | |
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77 A logical variable flagging whether to use the modified incomplete\n\ |
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78 LU@tie{} factorization. In the case that @code{milu} is true, the dropped\n\ |
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79 values are subtracted from the diagonal of the matrix @var{U} of the\n\ |
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80 factorization. The default is @code{false}.\n\ |
| 5282 | 81 \n\ |
| 82 @item udiag\n\ | |
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83 A logical variable that flags whether zero elements on the diagonal of\n\ |
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84 @var{U} should be replaced with @var{droptol} to attempt to avoid singular\n\ |
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85 factors. The default is @code{false}.\n\ |
| 5282 | 86 \n\ |
| 87 @item thresh\n\ | |
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88 Defines the pivot threshold in the interval [0,1]. Values outside that\n\ |
| 5282 | 89 range are ignored.\n\ |
| 90 @end table\n\ | |
| 91 \n\ | |
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92 All other fields in @var{opts} are ignored. The outputs from @code{luinc}\n\ |
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93 are the same as for @code{lu}.\n\ |
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94 \n\ |
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95 Given the string argument @qcode{\"vector\"}, @code{luinc} returns the\n\ |
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96 values of @var{p} @var{q} as vector values.\n\ |
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97 @seealso{sparse, lu, ilu, ichol}\n\ |
| 5642 | 98 @end deftypefn") |
| 5282 | 99 { |
| 100 int nargin = args.length (); | |
| 101 | |
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102 if (nargin < 2 || nargin > 3) |
| 5823 | 103 print_usage (); |
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104 |
| 20892 | 105 if (! args(0).is_sparse_type ()) |
| 106 error ("luinc: matrix A must be sparse"); | |
| 107 | |
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108 bool zero_level = false; |
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109 bool milu = false; |
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110 bool udiag = false; |
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111 Matrix thresh; |
| 20892 | 112 double droptol = -1.0; |
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113 bool vecout = false; |
| 5282 | 114 |
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115 if (args(1).is_string ()) |
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116 { |
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117 if (args(1).string_value () == "0") |
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118 zero_level = true; |
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119 else |
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120 error ("luinc: unrecognized string argument"); |
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121 } |
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122 else if (args(1).is_map ()) |
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123 { |
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124 octave_scalar_map map = args(1).xscalar_map_value ("luinc: OPTS must be a scalar structure"); |
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125 |
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126 octave_value tmp; |
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127 |
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128 tmp = map.getfield ("droptol"); |
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129 if (tmp.is_defined ()) |
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130 droptol = tmp.double_value (); |
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131 |
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132 tmp = map.getfield ("milu"); |
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133 if (tmp.is_defined ()) |
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134 { |
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135 double val = tmp.double_value (); |
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136 |
| 20892 | 137 milu = (val == 0.0 ? false : true); |
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138 } |
| 5282 | 139 |
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140 tmp = map.getfield ("udiag"); |
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141 if (tmp.is_defined ()) |
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142 { |
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143 double val = tmp.double_value (); |
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144 |
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146 } |
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147 |
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148 tmp = map.getfield ("thresh"); |
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149 if (tmp.is_defined ()) |
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150 { |
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151 thresh = tmp.matrix_value (); |
| 5282 | 152 |
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153 if (thresh.numel () == 1) |
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154 { |
| 20892 | 155 thresh.resize (1, 2); |
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156 thresh(1) = thresh(0); |
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157 } |
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158 else if (thresh.numel () != 2) |
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159 error ("luinc: THRESH must be a 1 or 2-element vector"); |
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160 } |
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161 } |
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162 else |
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163 droptol = args(1).double_value (); |
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164 |
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165 if (nargin == 3) |
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166 { |
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167 std::string tmp = args(2).string_value (); |
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168 |
| 20892 | 169 if (tmp == "vector") |
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170 vecout = true; |
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171 else |
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172 error ("luinc: unrecognized string argument"); |
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173 } |
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174 |
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175 // FIXME: Add code for zero-level factorization |
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176 if (zero_level) |
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177 error ("luinc: zero-level factorization not implemented"); |
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178 |
| 20892 | 179 octave_value_list retval; |
| 180 | |
| 181 if (args(0).is_real_type ()) | |
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182 { |
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183 SparseMatrix sm = args(0).sparse_matrix_value (); |
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184 octave_idx_type sm_nr = sm.rows (); |
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185 octave_idx_type sm_nc = sm.cols (); |
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186 ColumnVector Qinit (sm_nc); |
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187 |
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188 for (octave_idx_type i = 0; i < sm_nc; i++) |
| 20892 | 189 Qinit(i) = i; |
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190 |
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191 switch (nargout) |
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192 { |
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193 case 0: |
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194 case 1: |
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195 case 2: |
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196 { |
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197 sparse_lu<SparseMatrix> fact (sm, Qinit, thresh, false, true, droptol, |
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198 milu, udiag); |
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199 |
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200 SparseMatrix P = fact.Pr (); |
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201 SparseMatrix L = P.transpose () * fact.L (); |
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202 |
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203 retval(1) |
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204 = octave_value (fact.U (), MatrixType (MatrixType::Upper)); |
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205 |
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206 retval(0) |
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207 = octave_value (L, MatrixType (MatrixType::Permuted_Lower, |
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208 sm_nr, fact.row_perm ())); |
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209 } |
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210 break; |
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211 |
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212 case 3: |
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213 { |
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214 sparse_lu<SparseMatrix> fact (sm, Qinit, thresh, false, true, droptol, |
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215 milu, udiag); |
| 5282 | 216 |
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217 if (vecout) |
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218 retval(2) = fact.Pr_vec (); |
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219 else |
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220 retval(2) = fact.Pr_mat (); |
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221 |
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222 retval(1) |
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223 = octave_value (fact.U (), MatrixType (MatrixType::Upper)); |
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224 |
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225 retval(0) |
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226 = octave_value (fact.L (), MatrixType (MatrixType::Lower)); |
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227 } |
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228 break; |
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229 |
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230 case 4: |
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231 default: |
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232 { |
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233 sparse_lu<SparseMatrix> fact (sm, Qinit, thresh, false, false, droptol, |
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234 milu, udiag); |
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235 |
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236 if (vecout) |
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237 { |
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238 retval(3) = fact.Pc_vec (); |
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239 retval(2) = fact.Pr_vec (); |
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240 } |
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241 else |
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242 { |
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243 retval(3) = fact.Pc_mat (); |
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244 retval(2) = fact.Pr_mat (); |
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245 } |
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246 |
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247 retval(1) |
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248 = octave_value (fact.U (), MatrixType (MatrixType::Upper)); |
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249 |
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250 retval(0) |
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251 = octave_value (fact.L (), MatrixType (MatrixType::Lower)); |
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252 } |
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253 break; |
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254 } |
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255 } |
| 20892 | 256 else |
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257 { |
| 20892 | 258 SparseComplexMatrix sm = args(0).sparse_complex_matrix_value (); |
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259 octave_idx_type sm_nr = sm.rows (); |
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260 octave_idx_type sm_nc = sm.cols (); |
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261 ColumnVector Qinit (sm_nc); |
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262 |
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263 for (octave_idx_type i = 0; i < sm_nc; i++) |
| 20892 | 264 Qinit(i) = i; |
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265 |
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266 switch (nargout) |
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267 { |
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268 case 0: |
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269 case 1: |
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270 case 2: |
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271 { |
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272 sparse_lu<SparseComplexMatrix> fact (sm, Qinit, thresh, false, true, |
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273 droptol, milu, udiag); |
| 5282 | 274 |
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275 SparseMatrix P = fact.Pr (); |
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276 SparseComplexMatrix L = P.transpose () * fact.L (); |
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277 |
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278 retval(1) |
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279 = octave_value (fact.U (), MatrixType (MatrixType::Upper)); |
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280 |
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281 retval(0) |
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282 = octave_value (L, MatrixType (MatrixType::Permuted_Lower, |
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283 sm_nr, fact.row_perm ())); |
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284 } |
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285 break; |
| 5282 | 286 |
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287 case 3: |
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288 { |
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289 sparse_lu<SparseComplexMatrix> fact (sm, Qinit, thresh, false, true, |
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290 droptol, milu, udiag); |
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291 |
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292 if (vecout) |
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293 retval(2) = fact.Pr_vec (); |
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294 else |
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295 retval(2) = fact.Pr_mat (); |
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296 |
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297 retval(1) |
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298 = octave_value (fact.U (), MatrixType (MatrixType::Upper)); |
| 5282 | 299 |
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300 retval(0) |
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301 = octave_value (fact.L (), MatrixType (MatrixType::Lower)); |
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302 } |
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303 break; |
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304 |
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305 case 4: |
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306 default: |
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307 { |
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308 sparse_lu<SparseComplexMatrix> fact (sm, Qinit, thresh, false, false, |
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309 droptol, milu, udiag); |
| 5282 | 310 |
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311 if (vecout) |
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312 { |
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313 retval(3) = fact.Pc_vec (); |
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314 retval(2) = fact.Pr_vec (); |
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315 } |
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316 else |
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317 { |
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318 retval(3) = fact.Pc_mat (); |
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319 retval(2) = fact.Pr_mat (); |
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320 } |
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321 |
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322 retval(1) |
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323 = octave_value (fact.U (), MatrixType (MatrixType::Upper)); |
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324 |
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325 retval(0) |
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326 = octave_value (fact.L (), MatrixType (MatrixType::Lower)); |
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327 } |
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328 break; |
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329 } |
| 5282 | 330 } |
| 331 | |
| 332 return retval; | |
| 333 } | |
| 334 | |
| 335 /* | |
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336 %!testif HAVE_UMFPACK |
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337 %! a = sparse ([1,2,0,0;0,1,2,0;1e-14,0,3,0;0,0,0,1]); |
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338 %! [l,u] = luinc (a, 1e-10); |
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339 %! assert (l*u, sparse ([1,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]), 1e-10); |
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340 %! opts.droptol = 1e-10; |
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341 %! [l,u] = luinc (a, opts); |
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342 %! assert (l*u, sparse ([1,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]), 1e-10); |
| 5610 | 343 |
| 7243 | 344 %!testif HAVE_UMFPACK |
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345 %! a = sparse ([1i,2,0,0;0,1,2,0;1e-14,0,3,0;0,0,0,1]); |
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346 %! [l,u] = luinc (a, 1e-10); |
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347 %! assert (l*u, sparse ([1i,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]), 1e-10); |
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348 %! opts.droptol = 1e-10; |
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349 %! [l,u] = luinc (a, opts); |
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350 %! assert (l*u, sparse ([1i,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]), 1e-10); |
| 5610 | 351 */ |