view liboctave/numeric/sparse-chol.cc @ 21202:f7121e111991

maint: indent #ifdef blocks in liboctave and src directories. * 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-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc, CSparse.h, DiagArray2.cc, MArray-C.cc, MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc, MDiagArray2.cc, MSparse-C.cc, MSparse-d.cc, MSparse.h, MatrixType.cc, PermMatrix.cc, Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc, boolMatrix.cc, boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc, dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc, dSparse.h, dim-vector.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, int16NDArray.cc, int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, intNDArray.cc, uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, blaswrap.c, cquit.c, f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, quit.cc, quit.h, CmplxAEPBAL.cc, CmplxCHOL.cc, CmplxGEPBAL.cc, CmplxHESS.cc, CmplxLU.cc, CmplxQR.cc, CmplxQRP.cc, CmplxSCHUR.cc, CmplxSVD.cc, CollocWt.cc, DASPK.cc, DASRT.cc, DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, base-lu.cc, base-qr.cc, dbleAEPBAL.cc, dbleCHOL.cc, dbleGEPBAL.cc, dbleHESS.cc, dbleLU.cc, dbleQR.cc, dbleQRP.cc, dbleSCHUR.cc, dbleSVD.cc, eigs-base.cc, fCmplxAEPBAL.cc, fCmplxCHOL.cc, fCmplxGEPBAL.cc, fCmplxHESS.cc, fCmplxLU.cc, fCmplxQR.cc, fCmplxQRP.cc, fCmplxSCHUR.cc, fCmplxSVD.cc, fEIG.cc, floatAEPBAL.cc, floatCHOL.cc, floatGEPBAL.cc, floatHESS.cc, floatLU.cc, floatQR.cc, floatQRP.cc, floatSCHUR.cc, floatSVD.cc, lo-mappers.cc, lo-specfun.cc, oct-convn.cc, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-rand.cc, oct-spparms.cc, randgamma.c, randmtzig.c, randpoisson.c, sparse-chol.cc, sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, mx-defs.h, dir-ops.cc, file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc, oct-group.cc, oct-openmp.h, oct-passwd.cc, oct-syscalls.cc, oct-time.cc, oct-uname.cc, pathlen.h, sysdir.h, syswait.h, cmd-edit.cc, cmd-hist.cc, data-conv.cc, f2c-main.c, glob-match.cc, lo-array-errwarn.cc, lo-array-gripes.cc, lo-cutils.c, lo-cutils.h, lo-ieee.cc, lo-math.h, lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc, oct-inttypes.cc, oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-refcount.h, oct-rl-edit.c, oct-rl-hist.c, oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc, sparse-sort.cc, sparse-util.cc, statdefs.h, str-vec.cc, unwind-prot.cc, url-transfer.cc, display-available.h, main-cli.cc, main-gui.cc, main.in.cc, mkoctfile.in.cc, octave-config.in.cc, shared-fcns.h: indent #ifdef blocks in liboctave and src directories.
author Rik <rik@octave.org>
date Sat, 06 Feb 2016 06:40:13 -0800
parents 7f35125714b4
children 945695cafd2b
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
  }

  cholmod_sparse *L (void) const
  {
#ifdef HAVE_CHOLMOD
    return Lsparse;
#else
    return 0;
#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);