view 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
line wrap: on
line source

/*

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 (OCTAVE_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);