Mercurial > octave
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, dNDArray.h, dRowVector.cc,
dRowVector.h, dSparse.cc, dSparse.h, dim-vector.cc, dim-vector.h,
fCColVector.cc, fCColVector.h, fCDiagMatrix.cc, fCDiagMatrix.h, fCMatrix.cc,
fCMatrix.h, fCNDArray.cc, fCNDArray.h, fCRowVector.cc, fCRowVector.h,
fColVector.cc, fColVector.h, fDiagMatrix.cc, fDiagMatrix.h, fMatrix.cc,
fMatrix.h, fNDArray.cc, fNDArray.h, fRowVector.cc, fRowVector.h, idx-vector.cc,
idx-vector.h, int16NDArray.cc, int16NDArray.h, int32NDArray.cc, int32NDArray.h,
int64NDArray.cc, int64NDArray.h, int8NDArray.cc, int8NDArray.h, intNDArray.cc,
intNDArray.h, uint16NDArray.cc, uint16NDArray.h, uint32NDArray.cc,
uint32NDArray.h, uint64NDArray.h, uint8NDArray.h, blaswrap.c, cquit.c,
f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, lo-error.h, quit.cc, quit.h,
liboctave-build-info.h, liboctave-build-info.in.cc, CollocWt.cc, CollocWt.h,
DAE.h, DAEFunc.h, DAERT.h, DAERTFunc.h, DASPK.cc, DASPK.h, DASRT.cc, DASRT.h,
DASSL.cc, DASSL.h, DET.h, EIG.cc, EIG.h, LSODE.cc, LSODE.h, ODE.h, ODEFunc.h,
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 |
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/* 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&);