/* ========================================================================== */ /* === Include/cholmod_modify.h ============================================= */ /* ========================================================================== */ /* ----------------------------------------------------------------------------- * CHOLMOD/Include/cholmod_modify.h. * Copyright (C) 2005-2006, Timothy A. Davis and William W. Hager * http://www.suitesparse.com * -------------------------------------------------------------------------- */ /* CHOLMOD Modify module. * * Sparse Cholesky modification routines: update / downdate / rowadd / rowdel. * Can also modify a corresponding solution to Lx=b when L is modified. This * module is most useful when applied on a Cholesky factorization computed by * the Cholesky module, but it does not actually require the Cholesky module. * The Core module can create an identity Cholesky factorization (LDL' where * L=D=I) that can then by modified by these routines. * * Primary routines: * ----------------- * * cholmod_updown multiple rank update/downdate * cholmod_rowadd add a row to an LDL' factorization * cholmod_rowdel delete a row from an LDL' factorization * * Secondary routines: * ------------------- * * cholmod_updown_solve update/downdate, and modify solution to Lx=b * cholmod_updown_mark update/downdate, and modify solution to partial Lx=b * cholmod_updown_mask update/downdate for LPDASA * cholmod_updown_mask2 update/downdate for LPDASA * cholmod_rowadd_solve add a row, and update solution to Lx=b * cholmod_rowadd_mark add a row, and update solution to partial Lx=b * cholmod_rowdel_solve delete a row, and downdate Lx=b * cholmod_rowdel_mark delete a row, and downdate solution to partial Lx=b * * Requires the Core module. Not required by any other CHOLMOD module. */ #ifndef CHOLMOD_MODIFY_H #define CHOLMOD_MODIFY_H #include "cholmod_core.h" /* -------------------------------------------------------------------------- */ /* cholmod_updown: multiple rank update/downdate */ /* -------------------------------------------------------------------------- */ /* Compute the new LDL' factorization of LDL'+CC' (an update) or LDL'-CC' * (a downdate). The factor object L need not be an LDL' factorization; it * is converted to one if it isn't. */ int cholmod_updown ( /* ---- input ---- */ int update, /* TRUE for update, FALSE for downdate */ cholmod_sparse *C, /* the incoming sparse update */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_updown (int, cholmod_sparse *, cholmod_factor *, cholmod_common *) ; /* -------------------------------------------------------------------------- */ /* cholmod_updown_solve: update/downdate, and modify solution to Lx=b */ /* -------------------------------------------------------------------------- */ /* Does the same as cholmod_updown, except that it also updates/downdates the * solution to Lx=b+DeltaB. x and b must be n-by-1 dense matrices. b is not * need as input to this routine, but a sparse change to b is (DeltaB). Only * entries in DeltaB corresponding to columns modified in L are accessed; the * rest must be zero. */ int cholmod_updown_solve ( /* ---- input ---- */ int update, /* TRUE for update, FALSE for downdate */ cholmod_sparse *C, /* the incoming sparse update */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_updown_solve (int, cholmod_sparse *, cholmod_factor *, cholmod_dense *, cholmod_dense *, cholmod_common *) ; /* -------------------------------------------------------------------------- */ /* cholmod_updown_mark: update/downdate, and modify solution to partial Lx=b */ /* -------------------------------------------------------------------------- */ /* Does the same as cholmod_updown_solve, except only part of L is used in * the update/downdate of the solution to Lx=b. This routine is an "expert" * routine. It is meant for use in LPDASA only. See cholmod_updown.c for * a description of colmark. */ int cholmod_updown_mark ( /* ---- input ---- */ int update, /* TRUE for update, FALSE for downdate */ cholmod_sparse *C, /* the incoming sparse update */ int *colmark, /* int array of size n. See cholmod_updown.c */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_updown_mark (int, cholmod_sparse *, SuiteSparse_long *, cholmod_factor *, cholmod_dense *, cholmod_dense *, cholmod_common *) ; /* -------------------------------------------------------------------------- */ /* cholmod_updown_mask: update/downdate, for LPDASA */ /* -------------------------------------------------------------------------- */ /* Does the same as cholmod_updown_mark, except has an additional "mask" * argument. This routine is an "expert" routine. It is meant for use in * LPDASA only. See cholmod_updown.c for a description of mask. */ int cholmod_updown_mask ( /* ---- input ---- */ int update, /* TRUE for update, FALSE for downdate */ cholmod_sparse *C, /* the incoming sparse update */ int *colmark, /* int array of size n. See cholmod_updown.c */ int *mask, /* size n */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_updown_mask (int, cholmod_sparse *, SuiteSparse_long *, SuiteSparse_long *, cholmod_factor *, cholmod_dense *, cholmod_dense *, cholmod_common *) ; int cholmod_updown_mask2 ( /* ---- input ---- */ int update, /* TRUE for update, FALSE for downdate */ cholmod_sparse *C, /* the incoming sparse update */ int *colmark, /* int array of size n. See cholmod_updown.c */ int *mask, /* size n */ int maskmark, /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_updown_mask2 (int, cholmod_sparse *, SuiteSparse_long *, SuiteSparse_long *, SuiteSparse_long, cholmod_factor *, cholmod_dense *, cholmod_dense *, cholmod_common *) ; /* -------------------------------------------------------------------------- */ /* cholmod_rowadd: add a row to an LDL' factorization (a rank-2 update) */ /* -------------------------------------------------------------------------- */ /* cholmod_rowadd adds a row to the LDL' factorization. It computes the kth * row and kth column of L, and then updates the submatrix L (k+1:n,k+1:n) * accordingly. The kth row and column of L must originally be equal to the * kth row and column of the identity matrix. The kth row/column of L is * computed as the factorization of the kth row/column of the matrix to * factorize, which is provided as a single n-by-1 sparse matrix R. */ int cholmod_rowadd ( /* ---- input ---- */ size_t k, /* row/column index to add */ cholmod_sparse *R, /* row/column of matrix to factorize (n-by-1) */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_rowadd (size_t, cholmod_sparse *, cholmod_factor *, cholmod_common *) ; /* -------------------------------------------------------------------------- */ /* cholmod_rowadd_solve: add a row, and update solution to Lx=b */ /* -------------------------------------------------------------------------- */ /* Does the same as cholmod_rowadd, and also updates the solution to Lx=b * See cholmod_updown for a description of how Lx=b is updated. There is on * additional parameter: bk specifies the new kth entry of b. */ int cholmod_rowadd_solve ( /* ---- input ---- */ size_t k, /* row/column index to add */ cholmod_sparse *R, /* row/column of matrix to factorize (n-by-1) */ double bk [2], /* kth entry of the right-hand-side b */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_rowadd_solve (size_t, cholmod_sparse *, double *, cholmod_factor *, cholmod_dense *, cholmod_dense *, cholmod_common *) ; /* -------------------------------------------------------------------------- */ /* cholmod_rowadd_mark: add a row, and update solution to partial Lx=b */ /* -------------------------------------------------------------------------- */ /* Does the same as cholmod_rowadd_solve, except only part of L is used in * the update/downdate of the solution to Lx=b. This routine is an "expert" * routine. It is meant for use in LPDASA only. */ int cholmod_rowadd_mark ( /* ---- input ---- */ size_t k, /* row/column index to add */ cholmod_sparse *R, /* row/column of matrix to factorize (n-by-1) */ double bk [2], /* kth entry of the right hand side, b */ int *colmark, /* int array of size n. See cholmod_updown.c */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_rowadd_mark (size_t, cholmod_sparse *, double *, SuiteSparse_long *, cholmod_factor *, cholmod_dense *, cholmod_dense *, cholmod_common *) ; /* -------------------------------------------------------------------------- */ /* cholmod_rowdel: delete a row from an LDL' factorization (a rank-2 update) */ /* -------------------------------------------------------------------------- */ /* Sets the kth row and column of L to be the kth row and column of the identity * matrix, and updates L(k+1:n,k+1:n) accordingly. To reduce the running time, * the caller can optionally provide the nonzero pattern (or an upper bound) of * kth row of L, as the sparse n-by-1 vector R. Provide R as NULL if you want * CHOLMOD to determine this itself, which is easier for the caller, but takes * a little more time. */ int cholmod_rowdel ( /* ---- input ---- */ size_t k, /* row/column index to delete */ cholmod_sparse *R, /* NULL, or the nonzero pattern of kth row of L */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_rowdel (size_t, cholmod_sparse *, cholmod_factor *, cholmod_common *) ; /* -------------------------------------------------------------------------- */ /* cholmod_rowdel_solve: delete a row, and downdate Lx=b */ /* -------------------------------------------------------------------------- */ /* Does the same as cholmod_rowdel, but also downdates the solution to Lx=b. * When row/column k of A is "deleted" from the system A*y=b, this can induce * a change to x, in addition to changes arising when L and b are modified. * If this is the case, the kth entry of y is required as input (yk) */ int cholmod_rowdel_solve ( /* ---- input ---- */ size_t k, /* row/column index to delete */ cholmod_sparse *R, /* NULL, or the nonzero pattern of kth row of L */ double yk [2], /* kth entry in the solution to A*y=b */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_rowdel_solve (size_t, cholmod_sparse *, double *, cholmod_factor *, cholmod_dense *, cholmod_dense *, cholmod_common *) ; /* -------------------------------------------------------------------------- */ /* cholmod_rowdel_mark: delete a row, and downdate solution to partial Lx=b */ /* -------------------------------------------------------------------------- */ /* Does the same as cholmod_rowdel_solve, except only part of L is used in * the update/downdate of the solution to Lx=b. This routine is an "expert" * routine. It is meant for use in LPDASA only. */ int cholmod_rowdel_mark ( /* ---- input ---- */ size_t k, /* row/column index to delete */ cholmod_sparse *R, /* NULL, or the nonzero pattern of kth row of L */ double yk [2], /* kth entry in the solution to A*y=b */ int *colmark, /* int array of size n. See cholmod_updown.c */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) ; int cholmod_l_rowdel_mark (size_t, cholmod_sparse *, double *, SuiteSparse_long *, cholmod_factor *, cholmod_dense *, cholmod_dense *, cholmod_common *) ; #endif