Mercurial > octave
view liboctave/numeric/sparse-chol.cc @ 21207:945695cafd2b
allow build to succeed with missing dependencies
* gl2ps-print.cc, graphics.cc: Allow building without freetype.
* sparse-chol.cc: Allow building without cholmod.
* sparse-lu.cc: Allow building without umfpack.
* sparse-qr.cc: Allow building without cxsparse.
author | John W. Eaton <jwe@octave.org> |
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date | Fri, 05 Feb 2016 14:50:00 -0500 |
parents | f7121e111991 |
children | a83e7a384ee0 |
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/* Copyright (C) 2016 John W. Eaton Copyright (C) 2005-2015 David Bateman Copyright (C) 1998-2005 Andy Adler 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/>. */ #ifdef HAVE_CONFIG_H # include <config.h> #endif #include "sparse-chol.h" #include "sparse-util.h" #include "lo-error.h" #include "oct-sparse.h" #include "oct-spparms.h" #include "quit.h" #include "MatrixType.h" template <typename chol_type> class sparse_chol<chol_type>::sparse_chol_rep { public: sparse_chol_rep (void) : count (1), is_pd (false), minor_p (0), perms (), cond (0) #ifdef HAVE_CHOLMOD , Lsparse (0), Common () #endif { } sparse_chol_rep (const chol_type& a, bool natural, bool force) : count (1), is_pd (false), minor_p (0), perms (), cond (0) #ifdef HAVE_CHOLMOD , Lsparse (0), Common () #endif { init (a, natural, force); } sparse_chol_rep (const chol_type& a, octave_idx_type& info, bool natural, bool force) : count (1), is_pd (false), minor_p (0), perms (), cond (0) #ifdef HAVE_CHOLMOD , Lsparse (0), Common () #endif { info = init (a, natural, force); } ~sparse_chol_rep (void) { #ifdef HAVE_CHOLMOD if (is_pd) CHOLMOD_NAME (free_sparse) (&Lsparse, &Common); #endif } #ifdef HAVE_CHOLMOD cholmod_sparse *L (void) const { return Lsparse; } #endif octave_idx_type P (void) const { #ifdef HAVE_CHOLMOD return (minor_p == static_cast<octave_idx_type>(Lsparse->ncol) ? 0 : minor_p + 1); #else return 0; #endif } ColumnVector perm (void) const { return perms + 1; } SparseMatrix Q (void) const; bool is_positive_definite (void) const { return is_pd; } double rcond (void) const { return cond; } octave_refcount<int> count; private: bool is_pd; octave_idx_type minor_p; ColumnVector perms; double cond; #ifdef HAVE_CHOLMOD cholmod_sparse *Lsparse; cholmod_common Common; void drop_zeros (const cholmod_sparse *S); #endif octave_idx_type init (const chol_type& a, bool natural, bool force); // No copying! sparse_chol_rep (const sparse_chol_rep&); sparse_chol_rep& operator = (const sparse_chol_rep&); }; #ifdef HAVE_CHOLMOD // Can't use CHOLMOD_NAME(drop)(0.0, S, cm) because it doesn't treat // complex matrices. template <typename chol_type> void sparse_chol<chol_type>::sparse_chol_rep::drop_zeros (const cholmod_sparse *S) { if (! S) return; octave_idx_type *Sp = static_cast<octave_idx_type *>(S->p); octave_idx_type *Si = static_cast<octave_idx_type *>(S->i); chol_elt *Sx = static_cast<chol_elt *>(S->x); octave_idx_type pdest = 0; octave_idx_type ncol = S->ncol; for (octave_idx_type k = 0; k < ncol; k++) { octave_idx_type p = Sp[k]; octave_idx_type pend = Sp[k+1]; Sp[k] = pdest; for (; p < pend; p++) { chol_elt sik = Sx[p]; if (CHOLMOD_IS_NONZERO (sik)) { if (p != pdest) { Si[pdest] = Si[p]; Sx[pdest] = sik; } pdest++; } } } Sp[ncol] = pdest; } // Must provide a specialization for this function. template <typename T> int get_xtype (void); template <> inline int get_xtype<double> (void) { return CHOLMOD_REAL; } template <> inline int get_xtype<Complex> (void) { return CHOLMOD_COMPLEX; } #endif template <typename chol_type> octave_idx_type sparse_chol<chol_type>::sparse_chol_rep::init (const chol_type& a, bool natural, bool force) { volatile octave_idx_type info = 0; #ifdef HAVE_CHOLMOD octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("sparse_chol requires square matrix"); cholmod_common *cm = &Common; // Setup initial parameters CHOLMOD_NAME(start) (cm); cm->prefer_zomplex = false; double spu = octave_sparse_params::get_key ("spumoni"); if (spu == 0.) { cm->print = -1; SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, 0); } else { cm->print = static_cast<int> (spu) + 2; SUITESPARSE_ASSIGN_FPTR (printf_func, cm->print_function, &SparseCholPrint); } cm->error_handler = &SparseCholError; SUITESPARSE_ASSIGN_FPTR2 (divcomplex_func, cm->complex_divide, divcomplex); SUITESPARSE_ASSIGN_FPTR2 (hypot_func, cm->hypotenuse, hypot); cm->final_asis = false; cm->final_super = false; cm->final_ll = true; cm->final_pack = true; cm->final_monotonic = true; cm->final_resymbol = false; cholmod_sparse A; cholmod_sparse *ac = &A; double dummy; ac->nrow = a_nr; ac->ncol = a_nc; ac->p = a.cidx (); ac->i = a.ridx (); ac->nzmax = a.nnz (); ac->packed = true; ac->sorted = true; ac->nz = 0; #if defined (ENABLE_64) ac->itype = CHOLMOD_LONG; #else ac->itype = CHOLMOD_INT; #endif ac->dtype = CHOLMOD_DOUBLE; ac->stype = 1; ac->xtype = get_xtype<chol_elt> (); if (a_nr < 1) ac->x = &dummy; else ac->x = a.data (); // use natural ordering if no q output parameter if (natural) { cm->nmethods = 1 ; cm->method[0].ordering = CHOLMOD_NATURAL ; cm->postorder = false ; } cholmod_factor *Lfactor; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; Lfactor = CHOLMOD_NAME(analyze) (ac, cm); CHOLMOD_NAME(factorize) (ac, Lfactor, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; is_pd = cm->status == CHOLMOD_OK; info = (is_pd ? 0 : cm->status); if (is_pd || force) { BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; cond = CHOLMOD_NAME(rcond) (Lfactor, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; minor_p = Lfactor->minor; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; Lsparse = CHOLMOD_NAME(factor_to_sparse) (Lfactor, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; if (minor_p > 0 && minor_p < a_nr) { size_t n1 = a_nr + 1; Lsparse->p = CHOLMOD_NAME(realloc) (minor_p+1, sizeof(octave_idx_type), Lsparse->p, &n1, cm); BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CHOLMOD_NAME(reallocate_sparse) (static_cast<octave_idx_type *>(Lsparse->p)[minor_p], Lsparse, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; Lsparse->ncol = minor_p; } drop_zeros (Lsparse); if (! natural) { perms.resize (a_nr); for (octave_idx_type i = 0; i < a_nr; i++) perms(i) = static_cast<octave_idx_type *>(Lfactor->Perm)[i]; } static char tmp[] = " "; BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; CHOLMOD_NAME(free_factor) (&Lfactor, cm); CHOLMOD_NAME(finish) (cm); CHOLMOD_NAME(print_common) (tmp, cm); END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE; } return info; #else (*current_liboctave_error_handler) ("support for CHOLMOD was unavailable or disabled when liboctave was built"); #endif } template <typename chol_type> SparseMatrix sparse_chol<chol_type>::sparse_chol_rep::Q (void) const { #ifdef HAVE_CHOLMOD octave_idx_type n = Lsparse->nrow; SparseMatrix p (n, n, n); for (octave_idx_type i = 0; i < n; i++) { p.xcidx (i) = i; p.xridx (i) = static_cast<octave_idx_type>(perms (i)); p.xdata (i) = 1; } p.xcidx (n) = n; return p; #else return SparseMatrix (); #endif } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (void) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep ()) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const chol_type& a, bool natural, bool force) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep (a, natural, force)) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info, bool natural, bool force) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, force)) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info, bool natural) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep (a, info, natural, false)) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const chol_type& a, octave_idx_type& info) : rep (new typename sparse_chol<chol_type>::sparse_chol_rep (a, info, false, false)) { } template <typename chol_type> sparse_chol<chol_type>::sparse_chol (const sparse_chol<chol_type>& a) : rep (a.rep) { rep->count++; } template <typename chol_type> sparse_chol<chol_type>::~sparse_chol (void) { if (--rep->count == 0) delete rep; } template <typename chol_type> sparse_chol<chol_type>& sparse_chol<chol_type>::operator = (const sparse_chol& a) { if (this != &a) { if (--rep->count == 0) delete rep; rep = a.rep; rep->count++; } return *this; } template <typename chol_type> chol_type sparse_chol<chol_type>::L (void) const { #ifdef HAVE_CHOLMOD cholmod_sparse *m = rep->L (); octave_idx_type nc = m->ncol; octave_idx_type nnz = m->nzmax; chol_type ret (m->nrow, nc, nnz); for (octave_idx_type j = 0; j < nc+1; j++) ret.xcidx (j) = static_cast<octave_idx_type *>(m->p)[j]; for (octave_idx_type i = 0; i < nnz; i++) { ret.xridx (i) = static_cast<octave_idx_type *>(m->i)[i]; ret.xdata (i) = static_cast<chol_elt *>(m->x)[i]; } return ret; #else return chol_type (); #endif } template <typename chol_type> octave_idx_type sparse_chol<chol_type>::P (void) const { return rep->P (); } template <typename chol_type> ColumnVector sparse_chol<chol_type>::perm (void) const { return rep->perm (); } template <typename chol_type> SparseMatrix sparse_chol<chol_type>::Q (void) const { return rep->Q (); } template <typename chol_type> bool sparse_chol<chol_type>::is_positive_definite (void) const { return rep->is_positive_definite (); } template <typename chol_type> double sparse_chol<chol_type>::rcond (void) const { return rep->rcond (); } template <typename chol_type> chol_type sparse_chol<chol_type>::inverse (void) const { chol_type retval; #ifdef HAVE_CHOLMOD cholmod_sparse *m = rep->L (); octave_idx_type n = m->ncol; ColumnVector perms = rep->perm (); double rcond2; octave_idx_type info; MatrixType mattype (MatrixType::Upper); chol_type linv = L ().hermitian ().inverse (mattype, info, rcond2, 1, 0); if (perms.numel () == n) { SparseMatrix Qc = Q (); retval = Qc * linv * linv.hermitian () * Qc.transpose (); } else retval = linv * linv.hermitian (); #endif return retval; } template <typename chol_type> chol_type chol2inv (const chol_type& r) { octave_idx_type r_nr = r.rows (); octave_idx_type r_nc = r.cols (); chol_type retval; if (r_nr != r_nc) (*current_liboctave_error_handler) ("U must be a square matrix"); MatrixType mattype (r); int typ = mattype.type (false); double rcond; octave_idx_type info; chol_type rinv; if (typ == MatrixType::Upper) { rinv = r.inverse (mattype, info, rcond, true, false); retval = rinv.transpose () * rinv; } else if (typ == MatrixType::Lower) { rinv = r.transpose ().inverse (mattype, info, rcond, true, false); retval = rinv.transpose () * rinv; } else (*current_liboctave_error_handler) ("U must be a triangular matrix"); return retval; } // SparseComplexMatrix specialization (the value for the NATURAL // parameter in the sparse_chol<T>::sparse_chol_rep constructor is // different from the default). template <> sparse_chol<SparseComplexMatrix>::sparse_chol (const SparseComplexMatrix& a, octave_idx_type& info) : rep (new typename sparse_chol<SparseComplexMatrix>::sparse_chol_rep (a, info, true, false)) { } // Instantiations we need. template class sparse_chol<SparseMatrix>; template class sparse_chol<SparseComplexMatrix>; template SparseMatrix chol2inv<SparseMatrix> (const SparseMatrix& r); template SparseComplexMatrix chol2inv<SparseComplexMatrix> (const SparseComplexMatrix& r);