/* 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; }