/* ========================================================================== */ /* === umfpack_numeric ====================================================== */ /* ========================================================================== */ /* -------------------------------------------------------------------------- */ /* Copyright (c) 2005-2012 by Timothy A. Davis, http://www.suitesparse.com. */ /* All Rights Reserved. See ../Doc/License.txt for License. */ /* -------------------------------------------------------------------------- */ int umfpack_di_numeric ( const int Ap [ ], const int Ai [ ], const double Ax [ ], void *Symbolic, void **Numeric, const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO] ) ; SuiteSparse_long umfpack_dl_numeric ( const SuiteSparse_long Ap [ ], const SuiteSparse_long Ai [ ], const double Ax [ ], void *Symbolic, void **Numeric, const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO] ) ; int umfpack_zi_numeric ( const int Ap [ ], const int Ai [ ], const double Ax [ ], const double Az [ ], void *Symbolic, void **Numeric, const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO] ) ; SuiteSparse_long umfpack_zl_numeric ( const SuiteSparse_long Ap [ ], const SuiteSparse_long Ai [ ], const double Ax [ ], const double Az [ ], void *Symbolic, void **Numeric, const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO] ) ; /* double int Syntax: #include "umfpack.h" void *Symbolic, *Numeric ; int *Ap, *Ai, status ; double *Ax, Control [UMFPACK_CONTROL], Info [UMFPACK_INFO] ; status = umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, Control, Info); double SuiteSparse_long Syntax: #include "umfpack.h" void *Symbolic, *Numeric ; SuiteSparse_long *Ap, *Ai, status ; double *Ax, Control [UMFPACK_CONTROL], Info [UMFPACK_INFO] ; status = umfpack_dl_numeric (Ap, Ai, Ax, Symbolic, &Numeric, Control, Info); complex int Syntax: #include "umfpack.h" void *Symbolic, *Numeric ; int *Ap, *Ai, status ; double *Ax, *Az, Control [UMFPACK_CONTROL], Info [UMFPACK_INFO] ; status = umfpack_zi_numeric (Ap, Ai, Ax, Az, Symbolic, &Numeric, Control, Info) ; complex SuiteSparse_long Syntax: #include "umfpack.h" void *Symbolic, *Numeric ; SuiteSparse_long *Ap, *Ai, status ; double *Ax, *Az, Control [UMFPACK_CONTROL], Info [UMFPACK_INFO] ; status = umfpack_zl_numeric (Ap, Ai, Ax, Az, Symbolic, &Numeric, Control, Info) ; packed complex Syntax: Same as above, except that Az is NULL. Purpose: Given a sparse matrix A in column-oriented form, and a symbolic analysis computed by umfpack_*_*symbolic, the umfpack_*_numeric routine performs the numerical factorization, PAQ=LU, PRAQ=LU, or P(R\A)Q=LU, where P and Q are permutation matrices (represented as permutation vectors), R is the row scaling, L is unit-lower triangular, and U is upper triangular. This is required before the system Ax=b (or other related linear systems) can be solved. umfpack_*_numeric can be called multiple times for each call to umfpack_*_*symbolic, to factorize a sequence of matrices with identical nonzero pattern. Simply compute the Symbolic object once, with umfpack_*_*symbolic, and reuse it for subsequent matrices. This routine safely detects if the pattern changes, and sets an appropriate error code. Returns: The status code is returned. See Info [UMFPACK_STATUS], below. Arguments: Int Ap [n_col+1] ; Input argument, not modified. This must be identical to the Ap array passed to umfpack_*_*symbolic. The value of n_col is what was passed to umfpack_*_*symbolic (this is held in the Symbolic object). Int Ai [nz] ; Input argument, not modified, of size nz = Ap [n_col]. This must be identical to the Ai array passed to umfpack_*_*symbolic. double Ax [nz] ; Input argument, not modified, of size nz = Ap [n_col]. Size 2*nz for packed complex case. The numerical values of the sparse matrix A. The nonzero pattern (row indices) for column j is stored in Ai [(Ap [j]) ... (Ap [j+1]-1)], and the corresponding numerical values are stored in Ax [(Ap [j]) ... (Ap [j+1]-1)]. double Az [nz] ; Input argument, not modified, for complex versions. For the complex versions, this holds the imaginary part of A. The imaginary part of column j is held in Az [(Ap [j]) ... (Ap [j+1]-1)]. If Az is NULL, then both real and imaginary parts are contained in Ax[0..2*nz-1], with Ax[2*k] and Ax[2*k+1] being the real and imaginary part of the kth entry. void *Symbolic ; Input argument, not modified. The Symbolic object, which holds the symbolic factorization computed by umfpack_*_*symbolic. The Symbolic object is not modified by umfpack_*_numeric. void **Numeric ; Output argument. **Numeric is the address of a (void *) pointer variable in the user's calling routine (see Syntax, above). On input, the contents of this variable are not defined. On output, this variable holds a (void *) pointer to the Numeric object (if successful), or (void *) NULL if a failure occurred. double Control [UMFPACK_CONTROL] ; Input argument, not modified. If a (double *) NULL pointer is passed, then the default control settings are used. Otherwise, the settings are determined from the Control array. See umfpack_*_defaults on how to fill the Control array with the default settings. If Control contains NaN's, the defaults are used. The following Control parameters are used: Control [UMFPACK_PIVOT_TOLERANCE]: relative pivot tolerance for threshold partial pivoting with row interchanges. In any given column, an entry is numerically acceptable if its absolute value is greater than or equal to Control [UMFPACK_PIVOT_TOLERANCE] times the largest absolute value in the column. A value of 1.0 gives true partial pivoting. If less than or equal to zero, then any nonzero entry is numerically acceptable as a pivot. Default: 0.1. Smaller values tend to lead to sparser LU factors, but the solution to the linear system can become inaccurate. Larger values can lead to a more accurate solution (but not always), and usually an increase in the total work. For complex matrices, a cheap approximate of the absolute value is used for the threshold partial pivoting test (|a_real| + |a_imag| instead of the more expensive-to-compute exact absolute value sqrt (a_real^2 + a_imag^2)). Control [UMFPACK_SYM_PIVOT_TOLERANCE]: If diagonal pivoting is attempted (the symmetric strategy is used) then this parameter is used to control when the diagonal entry is selected in a given pivot column. The absolute value of the entry must be >= Control [UMFPACK_SYM_PIVOT_TOLERANCE] times the largest absolute value in the column. A value of zero will ensure that no off-diagonal pivoting is performed, except that zero diagonal entries are not selected if there are any off-diagonal nonzero entries. If an off-diagonal pivot is selected, an attempt is made to restore symmetry later on. Suppose A (i,j) is selected, where i != j. If column i has not yet been selected as a pivot column, then the entry A (j,i) is redefined as a "diagonal" entry, except that the tighter tolerance (Control [UMFPACK_PIVOT_TOLERANCE]) is applied. This strategy has an effect similar to 2-by-2 pivoting for symmetric indefinite matrices. If a 2-by-2 block pivot with nonzero structure i j i: 0 x j: x 0 is selected in a symmetric indefinite factorization method, the 2-by-2 block is inverted and a rank-2 update is applied. In UMFPACK, this 2-by-2 block would be reordered as j i i: x 0 j: 0 x In both cases, the symmetry of the Schur complement is preserved. Control [UMFPACK_SCALE]: Note that the user's input matrix is never modified, only an internal copy is scaled. There are three valid settings for this parameter. If any other value is provided, the default is used. UMFPACK_SCALE_NONE: no scaling is performed. UMFPACK_SCALE_SUM: each row of the input matrix A is divided by the sum of the absolute values of the entries in that row. The scaled matrix has an infinity norm of 1. UMFPACK_SCALE_MAX: each row of the input matrix A is divided by the maximum the absolute values of the entries in that row. In the scaled matrix the largest entry in each row has a magnitude exactly equal to 1. Note that for complex matrices, a cheap approximate absolute value is used, |a_real| + |a_imag|, instead of the exact absolute value sqrt ((a_real)^2 + (a_imag)^2). Scaling is very important for the "symmetric" strategy when diagonal pivoting is attempted. It also improves the performance of the "unsymmetric" strategy. Default: UMFPACK_SCALE_SUM. Control [UMFPACK_ALLOC_INIT]: When umfpack_*_numeric starts, it allocates memory for the Numeric object. Part of this is of fixed size (approximately n double's + 12*n integers). The remainder is of variable size, which grows to hold the LU factors and the frontal matrices created during factorization. A estimate of the upper bound is computed by umfpack_*_*symbolic, and returned by umfpack_*_*symbolic in Info [UMFPACK_VARIABLE_PEAK_ESTIMATE] (in Units). If Control [UMFPACK_ALLOC_INIT] is >= 0, umfpack_*_numeric initially allocates space for the variable-sized part equal to this estimate times Control [UMFPACK_ALLOC_INIT]. Typically, for matrices for which the "unsymmetric" strategy applies, umfpack_*_numeric needs only about half the estimated memory space, so a setting of 0.5 or 0.6 often provides enough memory for umfpack_*_numeric to factorize the matrix with no subsequent increases in the size of this block. If the matrix is ordered via AMD, then this non-negative parameter is ignored. The initial allocation ratio computed automatically, as 1.2 * (nz + Info [UMFPACK_SYMMETRIC_LUNZ]) / (Info [UMFPACK_LNZ_ESTIMATE] + Info [UMFPACK_UNZ_ESTIMATE] - min (n_row, n_col)). If Control [UMFPACK_ALLOC_INIT] is negative, then umfpack_*_numeric allocates a space with initial size (in Units) equal to (-Control [UMFPACK_ALLOC_INIT]). Regardless of the value of this parameter, a space equal to or greater than the the bare minimum amount of memory needed to start the factorization is always initially allocated. The bare initial memory required is returned by umfpack_*_*symbolic in Info [UMFPACK_VARIABLE_INIT_ESTIMATE] (an exact value, not an estimate). If the variable-size part of the Numeric object is found to be too small sometime after numerical factorization has started, the memory is increased in size by a factor of 1.2. If this fails, the request is reduced by a factor of 0.95 until it succeeds, or until it determines that no increase in size is possible. Garbage collection then occurs. The strategy of attempting to "malloc" a working space, and re-trying with a smaller space, may not work when UMFPACK is used as a mexFunction MATLAB, since mxMalloc aborts the mexFunction if it fails. This issue does not affect the use of UMFPACK as a part of the built-in x=A\b in MATLAB 6.5 and later. If you are using the umfpack mexFunction, decrease the magnitude of Control [UMFPACK_ALLOC_INIT] if you run out of memory in MATLAB. Default initial allocation size: 0.7. Thus, with the default control settings and the "unsymmetric" strategy, the upper-bound is reached after two reallocations (0.7 * 1.2 * 1.2 = 1.008). Changing this parameter has little effect on fill-in or operation count. It has a small impact on run-time (the extra time required to do the garbage collection and memory reallocation). Control [UMFPACK_FRONT_ALLOC_INIT]: When UMFPACK starts the factorization of each "chain" of frontal matrices, it allocates a working array to hold the frontal matrices as they are factorized. The symbolic factorization computes the size of the largest possible frontal matrix that could occur during the factorization of each chain. If Control [UMFPACK_FRONT_ALLOC_INIT] is >= 0, the following strategy is used. If the AMD ordering was used, this non-negative parameter is ignored. A front of size (d+2)*(d+2) is allocated, where d = Info [UMFPACK_SYMMETRIC_DMAX]. Otherwise, a front of size Control [UMFPACK_FRONT_ALLOC_INIT] times the largest front possible for this chain is allocated. If Control [UMFPACK_FRONT_ALLOC_INIT] is negative, then a front of size (-Control [UMFPACK_FRONT_ALLOC_INIT]) is allocated (where the size is in terms of the number of numerical entries). This is done regardless of the ordering method or ordering strategy used. Default: 0.5. Control [UMFPACK_DROPTOL]: Entries in L and U with absolute value less than or equal to the drop tolerance are removed from the data structures (unless leaving them there reduces memory usage by reducing the space required for the nonzero pattern of L and U). Default: 0.0. double Info [UMFPACK_INFO] ; Output argument. Contains statistics about the numeric factorization. If a (double *) NULL pointer is passed, then no statistics are returned in Info (this is not an error condition). The following statistics are computed in umfpack_*_numeric: Info [UMFPACK_STATUS]: status code. This is also the return value, whether or not Info is present. UMFPACK_OK Numeric factorization was successful. umfpack_*_numeric computed a valid numeric factorization. UMFPACK_WARNING_singular_matrix Numeric factorization was successful, but the matrix is singular. umfpack_*_numeric computed a valid numeric factorization, but you will get a divide by zero in umfpack_*_*solve. For the other cases below, no Numeric object is created (*Numeric is (void *) NULL). UMFPACK_ERROR_out_of_memory Insufficient memory to complete the numeric factorization. UMFPACK_ERROR_argument_missing One or more required arguments are missing. UMFPACK_ERROR_invalid_Symbolic_object Symbolic object provided as input is invalid. UMFPACK_ERROR_different_pattern The pattern (Ap and/or Ai) has changed since the call to umfpack_*_*symbolic which produced the Symbolic object. Info [UMFPACK_NROW]: the value of n_row stored in the Symbolic object. Info [UMFPACK_NCOL]: the value of n_col stored in the Symbolic object. Info [UMFPACK_NZ]: the number of entries in the input matrix. This value is obtained from the Symbolic object. Info [UMFPACK_SIZE_OF_UNIT]: the number of bytes in a Unit, for memory usage statistics below. Info [UMFPACK_VARIABLE_INIT]: the initial size (in Units) of the variable-sized part of the Numeric object. If this differs from Info [UMFPACK_VARIABLE_INIT_ESTIMATE], then the pattern (Ap and/or Ai) has changed since the last call to umfpack_*_*symbolic, which is an error condition. Info [UMFPACK_VARIABLE_PEAK]: the peak size (in Units) of the variable-sized part of the Numeric object. This size is the amount of space actually used inside the block of memory, not the space allocated via UMF_malloc. You can reduce UMFPACK's memory requirements by setting Control [UMFPACK_ALLOC_INIT] to the ratio Info [UMFPACK_VARIABLE_PEAK] / Info[UMFPACK_VARIABLE_PEAK_ESTIMATE]. This will ensure that no memory reallocations occur (you may want to add 0.001 to make sure that integer roundoff does not lead to a memory size that is 1 Unit too small; otherwise, garbage collection and reallocation will occur). Info [UMFPACK_VARIABLE_FINAL]: the final size (in Units) of the variable-sized part of the Numeric object. It holds just the sparse LU factors. Info [UMFPACK_NUMERIC_SIZE]: the actual final size (in Units) of the entire Numeric object, including the final size of the variable part of the object. Info [UMFPACK_NUMERIC_SIZE_ESTIMATE], an estimate, was computed by umfpack_*_*symbolic. The estimate is normally an upper bound on the actual final size, but this is not guaranteed. Info [UMFPACK_PEAK_MEMORY]: the actual peak memory usage (in Units) of both umfpack_*_*symbolic and umfpack_*_numeric. An estimate, Info [UMFPACK_PEAK_MEMORY_ESTIMATE], was computed by umfpack_*_*symbolic. The estimate is normally an upper bound on the actual peak usage, but this is not guaranteed. With testing on hundreds of matrix arising in real applications, I have never observed a matrix where this estimate or the Numeric size estimate was less than the actual result, but this is theoretically possible. Please send me one if you find such a matrix. Info [UMFPACK_FLOPS]: the actual count of the (useful) floating-point operations performed. An estimate, Info [UMFPACK_FLOPS_ESTIMATE], was computed by umfpack_*_*symbolic. The estimate is guaranteed to be an upper bound on this flop count. The flop count excludes "useless" flops on zero values, flops performed during the pivot search (for tentative updates and assembly of candidate columns), and flops performed to add frontal matrices together. For the real version, only (+ - * /) are counted. For the complex version, the following counts are used: operation flops c = 1/b 6 c = a*b 6 c -= a*b 8 Info [UMFPACK_LNZ]: the actual nonzero entries in final factor L, including the diagonal. This excludes any zero entries in L, although some of these are stored in the Numeric object. The Info [UMFPACK_LU_ENTRIES] statistic does account for all explicitly stored zeros, however. Info [UMFPACK_LNZ_ESTIMATE], an estimate, was computed by umfpack_*_*symbolic. The estimate is guaranteed to be an upper bound on Info [UMFPACK_LNZ]. Info [UMFPACK_UNZ]: the actual nonzero entries in final factor U, including the diagonal. This excludes any zero entries in U, although some of these are stored in the Numeric object. The Info [UMFPACK_LU_ENTRIES] statistic does account for all explicitly stored zeros, however. Info [UMFPACK_UNZ_ESTIMATE], an estimate, was computed by umfpack_*_*symbolic. The estimate is guaranteed to be an upper bound on Info [UMFPACK_UNZ]. Info [UMFPACK_NUMERIC_DEFRAG]: The number of garbage collections performed during umfpack_*_numeric, to compact the contents of the variable-sized workspace used by umfpack_*_numeric. No estimate was computed by umfpack_*_*symbolic. In the current version of UMFPACK, garbage collection is performed and then the memory is reallocated, so this statistic is the same as Info [UMFPACK_NUMERIC_REALLOC], below. It may differ in future releases. Info [UMFPACK_NUMERIC_REALLOC]: The number of times that the Numeric object was increased in size from its initial size. A rough upper bound on the peak size of the Numeric object was computed by umfpack_*_*symbolic, so reallocations should be rare. However, if umfpack_*_numeric is unable to allocate that much storage, it reduces its request until either the allocation succeeds, or until it gets too small to do anything with. If the memory that it finally got was small, but usable, then the reallocation count could be high. No estimate of this count was computed by umfpack_*_*symbolic. Info [UMFPACK_NUMERIC_COSTLY_REALLOC]: The number of times that the system realloc library routine (or mxRealloc for the mexFunction) had to move the workspace. Realloc can sometimes increase the size of a block of memory without moving it, which is much faster. This statistic will always be <= Info [UMFPACK_NUMERIC_REALLOC]. If your memory space is fragmented, then the number of "costly" realloc's will be equal to Info [UMFPACK_NUMERIC_REALLOC]. Info [UMFPACK_COMPRESSED_PATTERN]: The number of integers used to represent the pattern of L and U. Info [UMFPACK_LU_ENTRIES]: The total number of numerical values that are stored for the LU factors. Some of the values may be explicitly zero in order to save space (allowing for a smaller compressed pattern). Info [UMFPACK_NUMERIC_TIME]: The CPU time taken, in seconds. Info [UMFPACK_RCOND]: A rough estimate of the condition number, equal to min (abs (diag (U))) / max (abs (diag (U))), or zero if the diagonal of U is all zero. Info [UMFPACK_UDIAG_NZ]: The number of numerically nonzero values on the diagonal of U. Info [UMFPACK_UMIN]: the smallest absolute value on the diagonal of U. Info [UMFPACK_UMAX]: the smallest absolute value on the diagonal of U. Info [UMFPACK_MAX_FRONT_SIZE]: the size of the largest frontal matrix (number of entries). Info [UMFPACK_NUMERIC_WALLTIME]: The wallclock time taken, in seconds. Info [UMFPACK_MAX_FRONT_NROWS]: the max number of rows in any frontal matrix. Info [UMFPACK_MAX_FRONT_NCOLS]: the max number of columns in any frontal matrix. Info [UMFPACK_WAS_SCALED]: the scaling used, either UMFPACK_SCALE_NONE, UMFPACK_SCALE_SUM, or UMFPACK_SCALE_MAX. Info [UMFPACK_RSMIN]: if scaling is performed, the smallest scale factor for any row (either the smallest sum of absolute entries, or the smallest maximum of absolute entries). Info [UMFPACK_RSMAX]: if scaling is performed, the largest scale factor for any row (either the largest sum of absolute entries, or the largest maximum of absolute entries). Info [UMFPACK_ALLOC_INIT_USED]: the initial allocation parameter used. Info [UMFPACK_FORCED_UPDATES]: the number of BLAS-3 updates to the frontal matrices that were required because the frontal matrix grew larger than its current working array. Info [UMFPACK_NOFF_DIAG]: number of off-diagonal pivots selected, if the symmetric strategy is used. Info [UMFPACK_NZDROPPED]: the number of entries smaller in absolute value than Control [UMFPACK_DROPTOL] that were dropped from L and U. Note that entries on the diagonal of U are never dropped. Info [UMFPACK_ALL_LNZ]: the number of entries in L, including the diagonal, if no small entries are dropped. Info [UMFPACK_ALL_UNZ]: the number of entries in U, including the diagonal, if no small entries are dropped. Only the above listed Info [...] entries are accessed. The remaining entries of Info are not accessed or modified by umfpack_*_numeric. Future versions might modify different parts of Info. */