view liboctave/numeric/sparse-dmsolve.cc @ 22402:4caa7b28d183

maint: Style check C++ code in liboctave/ * Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc, Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc, Array-util.h, Array-voidp.cc, Array.cc, Array.h, CColVector.cc, CColVector.h, CDiagMatrix.cc, CDiagMatrix.h, CMatrix.cc, CMatrix.h, CNDArray.cc, CNDArray.h, CRowVector.cc, CRowVector.h, CSparse.cc, CSparse.h, DiagArray2.cc, DiagArray2.h, MArray-C.cc, MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc, MArray.h, MDiagArray2.cc, MDiagArray2.h, MSparse-C.cc, MSparse-d.cc, MSparse.cc, MSparse.h, Matrix.h, MatrixType.cc, MatrixType.h, PermMatrix.cc, PermMatrix.h, Range.cc, Range.h, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc, Sparse.h, boolMatrix.cc, boolMatrix.h, boolNDArray.cc, boolNDArray.h, boolSparse.cc, boolSparse.h, chMatrix.cc, chMatrix.h, chNDArray.cc, chNDArray.h, dColVector.cc, dColVector.h, dDiagMatrix.cc, dDiagMatrix.h, dMatrix.cc, dMatrix.h, dNDArray.cc, 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ODES.cc, ODES.h, ODESFunc.h, Quad.cc, Quad.h, aepbalance.cc, aepbalance.h, base-dae.h, base-de.h, base-min.h, bsxfun-decl.h, bsxfun-defs.cc, bsxfun.h, chol.cc, chol.h, eigs-base.cc, eigs-base.h, fEIG.cc, fEIG.h, gepbalance.cc, gepbalance.h, gsvd.cc, gsvd.h, hess.cc, hess.h, lo-amos-proto.h, lo-arpack-proto.h, lo-blas-proto.h, lo-fftpack-proto.h, lo-lapack-proto.h, lo-mappers.cc, lo-mappers.h, lo-qrupdate-proto.h, lo-ranlib-proto.h, lo-slatec-proto.h, lo-specfun.cc, lo-specfun.h, lu.cc, lu.h, oct-convn.cc, oct-fftw.cc, oct-fftw.h, oct-norm.h, oct-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc, qrp.h, randgamma.cc, randgamma.h, randmtzig.cc, randmtzig.h, randpoisson.cc, randpoisson.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-dmsolve.cc, sparse-dmsolve.h, sparse-lu.cc, sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h, Sparse-diag-op-defs.h, Sparse-op-decls.h, Sparse-op-defs.h, Sparse-perm-op-defs.h, mx-base.h, mx-defs.h, mx-ext.h, mx-inlines.cc, mx-op-decl.h, mx-op-defs.h, child-list.cc, child-list.h, dir-ops.cc, dir-ops.h, file-ops.cc, file-ops.h, file-stat.cc, file-stat.h, lo-sysdep.cc, lo-sysdep.h, mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h, oct-passwd.cc, oct-passwd.h, oct-syscalls.cc, oct-time.cc, oct-time.h, oct-uname.cc, oct-uname.h, action-container.h, base-list.h, byte-swap.h, caseless-str.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, data-conv.cc, data-conv.h, f2c-main.c, functor.h, glob-match.cc, glob-match.h, kpse.cc, kpse.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-array-gripes.cc, lo-array-gripes.h, lo-cutils.c, lo-cutils.h, lo-hash.cc, lo-hash.h, lo-ieee.cc, lo-ieee.h, lo-macros.h, lo-math.h, lo-regexp.cc, lo-regexp.h, lo-traits.h, lo-utils.cc, lo-utils.h, oct-alloc.h, oct-base64.cc, oct-binmap.h, oct-cmplx.h, oct-glob.cc, oct-glob.h, oct-inttypes-fwd.h, oct-inttypes.cc, oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-rl-edit.c, oct-rl-edit.h, oct-rl-hist.c, oct-rl-hist.h, oct-shlib.cc, oct-shlib.h, oct-sort.cc, oct-sort.h, oct-sparse.h, oct-string.cc, oct-string.h, pathsearch.cc, pathsearch.h, singleton-cleanup.cc, singleton-cleanup.h, sparse-sort.cc, sparse-sort.h, sparse-util.cc, sparse-util.h, str-vec.cc, str-vec.h, sun-utils.h, unwind-prot.cc, unwind-prot.h, url-transfer.cc, url-transfer.h, areadlink-wrapper.c, areadlink-wrapper.h, async-system-wrapper.c, async-system-wrapper.h, base64-wrappers.c, base64-wrappers.h, canonicalize-file-name-wrapper.c, canonicalize-file-name-wrapper.h, dirent-wrappers.c, dirent-wrappers.h, fcntl-wrappers.c, fcntl-wrappers.h, filepos-wrappers.c, filepos-wrappers.h, fpucw-wrappers.c, fpucw-wrappers.h, gen-tempname-wrapper.c, gen-tempname-wrapper.h, getopt-wrapper.c, glob-wrappers.c, hash-wrappers.c, hash-wrappers.h, math-wrappers.c, math-wrappers.h, mkostemp-wrapper.c, mkostemp-wrapper.h, nanosleep-wrapper.c, nanosleep-wrapper.h, nproc-wrapper.c, nproc-wrapper.h, octave-popen2.c, octave-popen2.h, putenv-wrapper.c, putenv-wrapper.h, set-program-name-wrapper.c, set-program-name-wrapper.h, signal-wrappers.c, signal-wrappers.h, stat-wrappers.c, stat-wrappers.h, strdup-wrapper.c, strdup-wrapper.h, strftime-wrapper.c, strftime-wrapper.h, strmode-wrapper.c, strmode-wrapper.h, strptime-wrapper.c, strptime-wrapper.h, time-wrappers.c, time-wrappers.h, tmpfile-wrapper.c, tmpfile-wrapper.h, uname-wrapper.c, uname-wrapper.h, unistd-wrappers.c, unistd-wrappers.h, unsetenv-wrapper.c, unsetenv-wrapper.h, vasprintf-wrapper.c, vasprintf-wrapper.h, wait-for-input.c, wait-for-input.h, wait-wrappers.c, wait-wrappers.h: Wrap long lines < 80 characters. Update incorrect indentation.
author Rik <rik@octave.org>
date Mon, 29 Aug 2016 11:09:25 -0700
parents bac0d6f07a3e
children 3a2b891d0b33 3ac9f9ecfae5
line wrap: on
line source

/*

Copyright (C) 2016 John W. Eaton
Copyright (C) 2006-2016 David Bateman

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include <vector>

#include "MArray.h"
#include "MSparse.h"
#include "MatrixType.h"
#include "oct-inttypes.h"
#include "oct-locbuf.h"
#include "oct-sort.h"
#include "oct-sparse.h"
#include "sparse-qr.h"

template <typename T>
static MSparse<T>
dmsolve_extract (const MSparse<T> &A, const octave_idx_type *Pinv,
                 const octave_idx_type *Q, octave_idx_type rst,
                 octave_idx_type rend, octave_idx_type cst,
                 octave_idx_type cend, octave_idx_type maxnz = -1,
                 bool lazy = false)
{
  octave_idx_type nr = rend - rst;
  octave_idx_type nc = cend - cst;

  maxnz = (maxnz < 0 ? A.nnz () : maxnz);

  octave_idx_type nz;

  // Cast to uint64 to handle overflow in this multiplication
  if (octave_uint64 (nr)*octave_uint64 (nc) < octave_uint64 (maxnz))
    nz = nr*nc;
  else
    nz = maxnz;

  MSparse<T> B (nr, nc, (nz < maxnz ? nz : maxnz));

  // Some sparse functions can support lazy indexing (where elements
  // in the row are in no particular order), even though octave in
  // general can't.  For those functions that can using it is a big
  // win here in terms of speed.

  if (lazy)
    {
      nz = 0;

      for (octave_idx_type j = cst ; j < cend ; j++)
        {
          octave_idx_type qq = (Q ? Q[j] : j);

          B.xcidx (j - cst) = nz;

          for (octave_idx_type p = A.cidx (qq) ; p < A.cidx (qq+1) ; p++)
            {
              octave_quit ();

              octave_idx_type r = (Pinv ? Pinv[A.ridx (p)] : A.ridx (p));

              if (r >= rst && r < rend)
                {
                  B.xdata (nz) = A.data (p);
                  B.xridx (nz++) = r - rst;
                }
            }
        }

      B.xcidx (cend - cst) = nz;
    }
  else
    {
      OCTAVE_LOCAL_BUFFER (T, X, rend - rst);

      octave_sort<octave_idx_type> sort;
      octave_idx_type *ri = B.xridx ();

      nz = 0;

      for (octave_idx_type j = cst ; j < cend ; j++)
        {
          octave_idx_type qq = (Q ? Q[j] : j);

          B.xcidx (j - cst) = nz;

          for (octave_idx_type p = A.cidx (qq) ; p < A.cidx (qq+1) ; p++)
            {
              octave_quit ();

              octave_idx_type r = (Pinv ? Pinv[A.ridx (p)] : A.ridx (p));

              if (r >= rst && r < rend)
                {
                  X[r-rst] = A.data (p);
                  B.xridx (nz++) = r - rst;
                }
            }

          sort.sort (ri + B.xcidx (j - cst), nz - B.xcidx (j - cst));

          for (octave_idx_type p = B.cidx (j - cst); p < nz; p++)
            B.xdata (p) = X[B.xridx (p)];
        }

      B.xcidx (cend - cst) = nz;
    }

  return B;
}

template <typename T>
static MArray<T>
dmsolve_extract (const MArray<T> &m, const octave_idx_type *,
                 const octave_idx_type *, octave_idx_type r1,
                 octave_idx_type r2, octave_idx_type c1,
                 octave_idx_type c2)
{
  r2 -= 1;
  c2 -= 1;

  if (r1 > r2)
    std::swap (r1, r2);

  if (c1 > c2)
    std::swap (c1, c2);

  octave_idx_type new_r = r2 - r1 + 1;
  octave_idx_type new_c = c2 - c1 + 1;

  MArray<T> result (dim_vector (new_r, new_c));

  for (octave_idx_type j = 0; j < new_c; j++)
    {
      for (octave_idx_type i = 0; i < new_r; i++)
        result.xelem (i, j) = m.elem (r1+i, c1+j);
    }

  return result;
}

template <typename T>
static void
dmsolve_insert (MArray<T> &a, const MArray<T> &b, const octave_idx_type *Q,
                octave_idx_type r, octave_idx_type c)
{
  T *ax = a.fortran_vec ();

  const T *bx = b.fortran_vec ();

  octave_idx_type anr = a.rows ();

  octave_idx_type nr = b.rows ();
  octave_idx_type nc = b.cols ();

  for (octave_idx_type j = 0; j < nc; j++)
    {
      octave_idx_type aoff = (c + j) * anr;
      octave_idx_type boff = j * nr;

      for (octave_idx_type i = 0; i < nr; i++)
        {
          octave_quit ();
          ax[Q[r + i] + aoff] = bx[i + boff];
        }
    }
}

template <typename T>
static void
dmsolve_insert (MSparse<T> &a, const MSparse<T> &b, const octave_idx_type *Q,
                octave_idx_type r, octave_idx_type c)
{
  octave_idx_type b_rows = b.rows ();
  octave_idx_type b_cols = b.cols ();

  octave_idx_type nr = a.rows ();
  octave_idx_type nc = a.cols ();

  OCTAVE_LOCAL_BUFFER (octave_idx_type, Qinv, nr);

  for (octave_idx_type i = 0; i < nr; i++)
    Qinv[Q[i]] = i;

  // First count the number of elements in the final array
  octave_idx_type nel = a.xcidx (c) + b.nnz ();

  if (c + b_cols < nc)
    nel += a.xcidx (nc) - a.xcidx (c + b_cols);

  for (octave_idx_type i = c; i < c + b_cols; i++)
    {
      for (octave_idx_type j = a.xcidx (i); j < a.xcidx (i+1); j++)
        {
          if (Qinv[a.xridx (j)] < r || Qinv[a.xridx (j)] >= r + b_rows)
            nel++;
        }
    }

  OCTAVE_LOCAL_BUFFER (T, X, nr);

  octave_sort<octave_idx_type> sort;

  MSparse<T> tmp (a);

  a = MSparse<T> (nr, nc, nel);

  octave_idx_type *ri = a.xridx ();

  for (octave_idx_type i = 0; i < tmp.cidx (c); i++)
    {
      a.xdata (i) = tmp.xdata (i);
      a.xridx (i) = tmp.xridx (i);
    }

  for (octave_idx_type i = 0; i < c + 1; i++)
    a.xcidx (i) = tmp.xcidx (i);

  octave_idx_type ii = a.xcidx (c);

  for (octave_idx_type i = c; i < c + b_cols; i++)
    {
      octave_quit ();

      for (octave_idx_type j = tmp.xcidx (i); j < tmp.xcidx (i+1); j++)
        {
          if (Qinv[tmp.xridx (j)] < r ||  Qinv[tmp.xridx (j)] >= r + b_rows)
            {
              X[tmp.xridx (j)] = tmp.xdata (j);
              a.xridx (ii++) = tmp.xridx (j);
            }
        }

      octave_quit ();

      for (octave_idx_type j = b.cidx (i-c); j < b.cidx (i-c+1); j++)
        {
          X[Q[r + b.ridx (j)]] = b.data (j);
          a.xridx (ii++) = Q[r + b.ridx (j)];
        }

      sort.sort (ri + a.xcidx (i), ii - a.xcidx (i));

      for (octave_idx_type p = a.xcidx (i); p < ii; p++)
        a.xdata (p) = X[a.xridx (p)];

      a.xcidx (i+1) = ii;
    }

  for (octave_idx_type i = c + b_cols; i < nc; i++)
    {
      for (octave_idx_type j = tmp.xcidx (i); j < tmp.cidx (i+1); j++)
        {
          a.xdata (ii) = tmp.xdata (j);
          a.xridx (ii++) = tmp.xridx (j);
        }

      a.xcidx (i+1) = ii;
    }
}

template <typename T, typename RT>
static void
dmsolve_permute (MArray<RT> &a, const MArray<T>& b, const octave_idx_type *p)
{
  octave_idx_type b_nr = b.rows ();
  octave_idx_type b_nc = b.cols ();

  const T *Bx = b.fortran_vec ();

  a.resize (dim_vector (b_nr, b_nc));

  RT *Btx = a.fortran_vec ();

  for (octave_idx_type j = 0; j < b_nc; j++)
    {
      octave_idx_type off = j * b_nr;
      for (octave_idx_type i = 0; i < b_nr; i++)
        {
          octave_quit ();
          Btx[p[i] + off] = Bx[ i + off];
        }
    }
}

template <typename T, typename RT>
static void
dmsolve_permute (MSparse<RT> &a, const MSparse<T>& b, const octave_idx_type *p)
{
  octave_idx_type b_nr = b.rows ();
  octave_idx_type b_nc = b.cols ();
  octave_idx_type b_nz = b.nnz ();

  octave_idx_type nz = 0;

  a = MSparse<RT> (b_nr, b_nc, b_nz);
  octave_sort<octave_idx_type> sort;
  octave_idx_type *ri = a.xridx ();

  OCTAVE_LOCAL_BUFFER (RT, X, b_nr);

  a.xcidx (0) = 0;

  for (octave_idx_type j = 0; j < b_nc; j++)
    {
      for (octave_idx_type i = b.cidx (j); i < b.cidx (j+1); i++)
        {
          octave_quit ();
          octave_idx_type r = p[b.ridx (i)];
          X[r] = b.data (i);
          a.xridx (nz++) = p[b.ridx (i)];
        }

      sort.sort (ri + a.xcidx (j), nz - a.xcidx (j));

      for (octave_idx_type i = a.cidx (j); i < nz; i++)
        {
          octave_quit ();
          a.xdata (i) = X[a.xridx (i)];
        }

      a.xcidx (j+1) = nz;
    }
}

#if defined (HAVE_CXSPARSE)

static void
solve_singularity_warning (double)
{
  // Dummy singularity handler so that LU solver doesn't flag
  // an error for numerically rank defficient matrices
}

#endif

template <typename RT, typename ST, typename T>
RT
dmsolve (const ST &a, const T &b, octave_idx_type &info)
{
  RT retval;

#if defined (HAVE_CXSPARSE)

  octave_idx_type nr = a.rows ();
  octave_idx_type nc = a.cols ();

  octave_idx_type b_nr = b.rows ();
  octave_idx_type b_nc = b.cols ();

  if (nr < 0 || nc < 0 || nr != b_nr)
    (*current_liboctave_error_handler)
      ("matrix dimension mismatch in solution of minimum norm problem");

  if (nr == 0 || nc == 0 || b_nc == 0)
    retval = RT (nc, b_nc, 0.0);
  else
    {
      octave_idx_type nnz_remaining = a.nnz ();

      CXSPARSE_DNAME () csm;

      csm.m = nr;
      csm.n = nc;
      csm.x = 0;
      csm.nz = -1;
      csm.nzmax = a.nnz ();

      // Cast away const on A, with full knowledge that CSparse won't touch it.
      // Prevents the methods below making a copy of the data.
      csm.p = const_cast<octave_idx_type *>(a.cidx ());
      csm.i = const_cast<octave_idx_type *>(a.ridx ());

      CXSPARSE_DNAME (d) *dm = CXSPARSE_DNAME(_dmperm) (&csm, 0);
      octave_idx_type *p = dm->p;
      octave_idx_type *q = dm->q;

      OCTAVE_LOCAL_BUFFER (octave_idx_type, pinv, nr);

      for (octave_idx_type i = 0; i < nr; i++)
        pinv[p[i]] = i;

      RT btmp;
      dmsolve_permute (btmp, b, pinv);
      info = 0;

      retval.resize (nc, b_nc);

      // Leading over-determined block
      if (dm->rr[2] < nr && dm->cc[3] < nc)
        {
          ST m = dmsolve_extract (a, pinv, q, dm->rr[2], nr, dm->cc[3], nc,
                                  nnz_remaining, true);
          nnz_remaining -= m.nnz ();
          RT mtmp = octave::math::qrsolve (m, dmsolve_extract (btmp, 0, 0, dm->rr[2],
                                           b_nr, 0, b_nc), info);
          dmsolve_insert (retval, mtmp, q, dm->cc[3], 0);

          if (dm->rr[2] > 0 && ! info)
            {
              m = dmsolve_extract (a, pinv, q, 0, dm->rr[2],
                                   dm->cc[3], nc, nnz_remaining, true);
              nnz_remaining -= m.nnz ();
              RT ctmp = dmsolve_extract (btmp, 0, 0, 0, dm->rr[2], 0, b_nc);
              btmp.insert (ctmp - m * mtmp, 0, 0);
            }
        }

      // Structurally non-singular blocks
      // FIXME: Should use fine Dulmange-Mendelsohn decomposition here.
      if (dm->rr[1] < dm->rr[2] && dm->cc[2] < dm->cc[3] && ! info)
        {
          ST m = dmsolve_extract (a, pinv, q, dm->rr[1], dm->rr[2],
                                  dm->cc[2], dm->cc[3], nnz_remaining, false);
          nnz_remaining -= m.nnz ();
          RT btmp2 = dmsolve_extract (btmp, 0, 0, dm->rr[1], dm->rr[2],
                                      0, b_nc);
          double rcond = 0.0;
          MatrixType mtyp (MatrixType::Full);
          RT mtmp = m.solve (mtyp, btmp2, info, rcond,
                             solve_singularity_warning, false);
          if (info != 0)
            {
              info = 0;
              mtmp = octave::math::qrsolve (m, btmp2, info);
            }

          dmsolve_insert (retval, mtmp, q, dm->cc[2], 0);
          if (dm->rr[1] > 0 && ! info)
            {
              m = dmsolve_extract (a, pinv, q, 0, dm->rr[1], dm->cc[2],
                                   dm->cc[3], nnz_remaining, true);
              nnz_remaining -= m.nnz ();
              RT ctmp = dmsolve_extract (btmp, 0, 0, 0, dm->rr[1], 0, b_nc);
              btmp.insert (ctmp - m * mtmp, 0, 0);
            }
        }

      // Trailing under-determined block
      if (dm->rr[1] > 0 && dm->cc[2] > 0 && ! info)
        {
          ST m = dmsolve_extract (a, pinv, q, 0, dm->rr[1], 0,
                                  dm->cc[2], nnz_remaining, true);
          RT mtmp = octave::math::qrsolve (m, dmsolve_extract (btmp, 0, 0, 0, dm->rr[1],
                                           0, b_nc), info);
          dmsolve_insert (retval, mtmp, q, 0, 0);
        }

      CXSPARSE_DNAME (_dfree) (dm);
    }

#else

  octave_unused_parameter (a);
  octave_unused_parameter (b);
  octave_unused_parameter (info);

  (*current_liboctave_error_handler)
    ("support for CXSparse was unavailable or disabled when liboctave was built");

#endif

  return retval;
}

// Instantiations we need.

template ComplexMatrix
dmsolve<ComplexMatrix, SparseComplexMatrix, Matrix>
  (const SparseComplexMatrix&, const Matrix&, octave_idx_type&);

template SparseComplexMatrix
dmsolve<SparseComplexMatrix, SparseComplexMatrix, SparseMatrix>
  (const SparseComplexMatrix&, const SparseMatrix&, octave_idx_type&);

template ComplexMatrix
dmsolve<ComplexMatrix, SparseComplexMatrix, ComplexMatrix>
  (const SparseComplexMatrix&, const ComplexMatrix&, octave_idx_type&);

template SparseComplexMatrix
dmsolve<SparseComplexMatrix, SparseComplexMatrix, SparseComplexMatrix>
  (const SparseComplexMatrix&, const SparseComplexMatrix&, octave_idx_type&);

template Matrix
dmsolve<Matrix, SparseMatrix, Matrix>
  (const SparseMatrix&, const Matrix&, octave_idx_type&);

template SparseMatrix
dmsolve<SparseMatrix, SparseMatrix, SparseMatrix>
  (const SparseMatrix&, const SparseMatrix&, octave_idx_type&);

template ComplexMatrix
dmsolve<ComplexMatrix, SparseMatrix, ComplexMatrix>
  (const SparseMatrix&, const ComplexMatrix&, octave_idx_type&);

template SparseComplexMatrix
dmsolve<SparseComplexMatrix, SparseMatrix, SparseComplexMatrix>
  (const SparseMatrix&, const SparseComplexMatrix&, octave_idx_type&);