/*
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
.
*/
#ifdef HAVE_CONFIG_H
#include
#endif
#include "sparse-base-chol.h"
#include "sparse-util.h"
#include "lo-error.h"
#include "oct-sparse.h"
#include "oct-spparms.h"
#include "quit.h"
#include "MatrixType.h"
#ifdef HAVE_CHOLMOD
// Can't use CHOLMOD_NAME(drop)(0.0, S, cm). It doesn't treat complex matrices
template
void
sparse_base_chol::sparse_base_chol_rep::drop_zeros
(const cholmod_sparse* S)
{
chol_elt sik;
octave_idx_type *Sp, *Si;
chol_elt *Sx;
octave_idx_type pdest, k, ncol, p, pend;
if (! S)
return;
Sp = static_cast(S->p);
Si = static_cast(S->i);
Sx = static_cast(S->x);
pdest = 0;
ncol = S->ncol;
for (k = 0; k < ncol; k++)
{
p = Sp[k];
pend = Sp[k+1];
Sp[k] = pdest;
for (; p < pend; p++)
{
sik = Sx[p];
if (CHOLMOD_IS_NONZERO (sik))
{
if (p != pdest)
{
Si[pdest] = Si[p];
Sx[pdest] = sik;
}
pdest++;
}
}
}
Sp[ncol] = pdest;
}
#endif
template
octave_idx_type
sparse_base_chol::sparse_base_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)
("SparseCHOL requires square matrix");
return -1;
}
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 (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;
#ifdef USE_64_BIT_IDX_T
ac->itype = CHOLMOD_LONG;
#else
ac->itype = CHOLMOD_INT;
#endif
ac->dtype = CHOLMOD_DOUBLE;
ac->stype = 1;
#ifdef OCTAVE_CHOLMOD_TYPE
ac->xtype = OCTAVE_CHOLMOD_TYPE;
#else
ac->xtype = CHOLMOD_REAL;
#endif
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(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(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;
}
#else
(*current_liboctave_error_handler)
("Missing CHOLMOD. Sparse cholesky factorization disabled");
#endif
return info;
}
template
chol_type
sparse_base_chol::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(m->p)[j];
for (octave_idx_type i = 0; i < nnz; i++)
{
ret.xridx (i) = static_cast(m->i)[i];
ret.xdata (i) = static_cast(m->x)[i];
}
return ret;
#else
return chol_type ();
#endif
}
template
p_type
sparse_base_chol::
sparse_base_chol_rep::Q (void) const
{
#ifdef HAVE_CHOLMOD
octave_idx_type n = Lsparse->nrow;
p_type p (n, n, n);
for (octave_idx_type i = 0; i < n; i++)
{
p.xcidx (i) = i;
p.xridx (i) = static_cast(perms (i));
p.xdata (i) = 1;
}
p.xcidx (n) = n;
return p;
#else
return p_type ();
#endif
}
template
chol_type
sparse_base_chol::inverse (void) const
{
chol_type retval;
#ifdef HAVE_CHOLMOD
cholmod_sparse *m = rep->L ();
octave_idx_type n = m->ncol;
ColumnVector perms = rep->perm ();
chol_type ret;
double rcond2;
octave_idx_type info;
MatrixType mattype (MatrixType::Upper);
chol_type linv = L ().hermitian ().inverse (mattype, info, rcond2, 1, 0);
if (perms.length () == n)
{
p_type Qc = Q ();
retval = Qc * linv * linv.hermitian () * Qc.transpose ();
}
else
retval = linv * linv.hermitian ();
#endif
return retval;
}