view libinterp/corefcn/luinc.cc @ 21146:ea9c05014809

revamp sparse LU factorization classes * sparse-lu.h, sparse-lu.cc: Rename from sparse-base-lu.h and sparse-base-lu.cc, respectively. (class sparse_lu): Rename from sparse_base_lu. Incorporate code from SparseCmplxLU and SparsedbleLU classes into the sparse_lu template. * sparse-lu-inst.cc: New file. * SparseCmplxLU.cc, SparseCmplxLU.h, SparsedbleLU.cc, SparsedbleLU.h: Delete. * lu.cc, luinc.cc, CSparse.cc, dSparse.cc, eigs-base.cc: Change all uses of SparsedbleLU and SparseCmplxLU to use new sparse_lu template class. * liboctave/numeric/module.mk: Update.
author John W. Eaton <jwe@octave.org>
date Thu, 28 Jan 2016 00:15:33 -0500
parents e39e05d90788
children fcac5dbbf9ed
line wrap: on
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/*

Copyright (C) 2005-2015 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/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "ovl.h"
#include "utils.h"
#include "oct-map.h"

#include "MatrixType.h"
#include "sparse-lu.h"
#include "ov-re-sparse.h"
#include "ov-cx-sparse.h"

// FIXME: Deprecated in 4.0 and should be removed in 4.4.
DEFUN (__luinc__, args, nargout,
       "-*- texinfo -*-\n\
@deftypefn  {} {[@var{L}, @var{U}, @var{P}, @var{Q}] =} luinc (@var{A}, '0')\n\
@deftypefnx {} {[@var{L}, @var{U}, @var{P}, @var{Q}] =} luinc (@var{A}, @var{droptol})\n\
@deftypefnx {} {[@var{L}, @var{U}, @var{P}, @var{Q}] =} luinc (@var{A}, @var{opts})\n\
@cindex LU decomposition\n\
Produce the incomplete LU@tie{}factorization of the sparse matrix @var{A}.\n\
\n\
Two types of incomplete factorization are possible, and the type\n\
is determined by the second argument to @code{luinc}.\n\
\n\
Called with a second argument of @qcode{'0'}, the zero-level incomplete\n\
LU@tie{}factorization is produced.  This creates a factorization of @var{A}\n\
where the position of the nonzero arguments correspond to the same\n\
positions as in the matrix @var{A}.\n\
\n\
Alternatively, the fill-in of the incomplete LU@tie{}factorization can\n\
be controlled through the variable @var{droptol} or the structure\n\
@var{opts}.  The @sc{umfpack} multifrontal factorization code by Tim A.\n\
Davis is used for the incomplete LU@tie{}factorization, (availability\n\
@url{http://www.cise.ufl.edu/research/sparse/umfpack/})\n\
\n\
@var{droptol} determines the values below which the values in the\n\
LU@tie{} factorization are dropped and replaced by zero.  It must be a\n\
positive scalar, and any values in the factorization whose absolute value\n\
are less than this value are dropped, expect if leaving them increase the\n\
sparsity of the matrix.  Setting @var{droptol} to zero results in a complete\n\
LU@tie{}factorization which is the default.\n\
\n\
@var{opts} is a structure containing one or more of the fields\n\
\n\
@table @code\n\
@item droptol\n\
The drop tolerance as above.  If @var{opts} only contains @code{droptol}\n\
then this is equivalent to using the variable @var{droptol}.\n\
\n\
@item milu\n\
A logical variable flagging whether to use the modified incomplete\n\
LU@tie{} factorization.  In the case that @code{milu} is true, the dropped\n\
values are subtracted from the diagonal of the matrix @var{U} of the\n\
factorization.  The default is @code{false}.\n\
\n\
@item udiag\n\
A logical variable that flags whether zero elements on the diagonal of\n\
@var{U} should be replaced with @var{droptol} to attempt to avoid singular\n\
factors.  The default is @code{false}.\n\
\n\
@item thresh\n\
Defines the pivot threshold in the interval [0,1].  Values outside that\n\
range are ignored.\n\
@end table\n\
\n\
All other fields in @var{opts} are ignored.  The outputs from @code{luinc}\n\
are the same as for @code{lu}.\n\
\n\
Given the string argument @qcode{\"vector\"}, @code{luinc} returns the\n\
values of @var{p} @var{q} as vector values.\n\
@seealso{sparse, lu, ilu, ichol}\n\
@end deftypefn")
{
  int nargin = args.length ();

  if (nargin < 2 || nargin > 3)
    print_usage ();

  if (! args(0).is_sparse_type ())
    error ("luinc: matrix A must be sparse");

  bool zero_level = false;
  bool milu = false;
  bool udiag = false;
  Matrix thresh;
  double droptol = -1.0;
  bool vecout = false;

  if (args(1).is_string ())
    {
      if (args(1).string_value () == "0")
        zero_level = true;
      else
        error ("luinc: unrecognized string argument");
    }
  else if (args(1).is_map ())
    {
      octave_scalar_map map = args(1).xscalar_map_value ("luinc: OPTS must be a scalar structure");

      octave_value tmp;

      tmp = map.getfield ("droptol");
      if (tmp.is_defined ())
        droptol = tmp.double_value ();

      tmp = map.getfield ("milu");
      if (tmp.is_defined ())
        {
          double val = tmp.double_value ();

          milu = (val == 0.0 ? false : true);
        }

      tmp = map.getfield ("udiag");
      if (tmp.is_defined ())
        {
          double val = tmp.double_value ();

          udiag = (val == 0.0 ? false : true);
        }

      tmp = map.getfield ("thresh");
      if (tmp.is_defined ())
        {
          thresh = tmp.matrix_value ();

          if (thresh.numel () == 1)
            {
              thresh.resize (1, 2);
              thresh(1) = thresh(0);
            }
          else if (thresh.numel () != 2)
            error ("luinc: THRESH must be a 1 or 2-element vector");
        }
    }
  else
    droptol = args(1).double_value ();

  if (nargin == 3)
    {
      std::string tmp = args(2).string_value ();

      if (tmp == "vector")
        vecout = true;
      else
        error ("luinc: unrecognized string argument");
    }

  // FIXME: Add code for zero-level factorization
  if (zero_level)
    error ("luinc: zero-level factorization not implemented");

  octave_value_list retval;

  if (args(0).is_real_type ())
    {
      SparseMatrix sm = args(0).sparse_matrix_value ();
      octave_idx_type sm_nr = sm.rows ();
      octave_idx_type sm_nc = sm.cols ();
      ColumnVector Qinit (sm_nc);

      for (octave_idx_type i = 0; i < sm_nc; i++)
        Qinit(i) = i;

      switch (nargout)
        {
        case 0:
        case 1:
        case 2:
          {
            sparse_lu<SparseMatrix> fact (sm, Qinit, thresh, false, true, droptol,
                           milu, udiag);

            SparseMatrix P = fact.Pr ();
            SparseMatrix L = P.transpose () * fact.L ();

            retval(1)
              = octave_value (fact.U (), MatrixType (MatrixType::Upper));

            retval(0)
              = octave_value (L, MatrixType (MatrixType::Permuted_Lower,
                                             sm_nr, fact.row_perm ()));
          }
          break;

        case 3:
          {
            sparse_lu<SparseMatrix> fact (sm, Qinit, thresh, false, true, droptol,
                           milu, udiag);

            if (vecout)
              retval(2) = fact.Pr_vec ();
            else
              retval(2) = fact.Pr_mat ();

            retval(1)
              = octave_value (fact.U (), MatrixType (MatrixType::Upper));

            retval(0)
              = octave_value (fact.L (), MatrixType (MatrixType::Lower));
          }
          break;

        case 4:
        default:
          {
            sparse_lu<SparseMatrix> fact (sm, Qinit, thresh, false, false, droptol,
                           milu, udiag);

            if (vecout)
              {
                retval(3) = fact.Pc_vec ();
                retval(2) = fact.Pr_vec ();
              }
            else
              {
                retval(3) = fact.Pc_mat ();
                retval(2) = fact.Pr_mat ();
              }

            retval(1)
              = octave_value (fact.U (), MatrixType (MatrixType::Upper));

            retval(0)
              = octave_value (fact.L (), MatrixType (MatrixType::Lower));
          }
          break;
        }
    }
  else
    {
      SparseComplexMatrix sm = args(0).sparse_complex_matrix_value ();
      octave_idx_type sm_nr = sm.rows ();
      octave_idx_type sm_nc = sm.cols ();
      ColumnVector Qinit (sm_nc);

      for (octave_idx_type i = 0; i < sm_nc; i++)
        Qinit(i) = i;

      switch (nargout)
        {
        case 0:
        case 1:
        case 2:
          {
            sparse_lu<SparseComplexMatrix> fact (sm, Qinit, thresh, false, true,
                                  droptol, milu, udiag);

            SparseMatrix P = fact.Pr ();
            SparseComplexMatrix L = P.transpose () * fact.L ();

            retval(1)
              = octave_value (fact.U (), MatrixType (MatrixType::Upper));

            retval(0)
              = octave_value (L, MatrixType (MatrixType::Permuted_Lower,
                                             sm_nr, fact.row_perm ()));
          }
          break;

        case 3:
          {
            sparse_lu<SparseComplexMatrix> fact (sm, Qinit, thresh, false, true,
                                  droptol, milu, udiag);

            if (vecout)
              retval(2) = fact.Pr_vec ();
            else
              retval(2) = fact.Pr_mat ();

            retval(1)
              = octave_value (fact.U (), MatrixType (MatrixType::Upper));

            retval(0)
              = octave_value (fact.L (), MatrixType (MatrixType::Lower));
          }
          break;

        case 4:
        default:
          {
            sparse_lu<SparseComplexMatrix> fact (sm, Qinit, thresh, false, false,
                                  droptol, milu, udiag);

            if (vecout)
              {
                retval(3) = fact.Pc_vec ();
                retval(2) = fact.Pr_vec ();
              }
            else
              {
                retval(3) = fact.Pc_mat ();
                retval(2) = fact.Pr_mat ();
              }

            retval(1)
              = octave_value (fact.U (), MatrixType (MatrixType::Upper));

            retval(0)
              = octave_value (fact.L (), MatrixType (MatrixType::Lower));
          }
          break;
        }
    }

  return retval;
}

/*
%!testif HAVE_UMFPACK
%! a = sparse ([1,2,0,0;0,1,2,0;1e-14,0,3,0;0,0,0,1]);
%! [l,u] = luinc (a, 1e-10);
%! assert (l*u, sparse ([1,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]), 1e-10);
%! opts.droptol = 1e-10;
%! [l,u] = luinc (a, opts);
%! assert (l*u, sparse ([1,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]), 1e-10);

%!testif HAVE_UMFPACK
%! a = sparse ([1i,2,0,0;0,1,2,0;1e-14,0,3,0;0,0,0,1]);
%! [l,u] = luinc (a, 1e-10);
%! assert (l*u, sparse ([1i,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]), 1e-10);
%! opts.droptol = 1e-10;
%! [l,u] = luinc (a, opts);
%! assert (l*u, sparse ([1i,2,0,0;0,1,2,0;0,0,3,0;0,0,0,1]), 1e-10);
*/