GSparseMatrix.cpp
113 KB
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/***************************************************************************
* GSparseMatrix.cpp - sparse matrix class *
* ----------------------------------------------------------------------- *
* copyright (C) 2006-2012 by Juergen Knoedlseder *
* ----------------------------------------------------------------------- *
* *
* This program 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. *
* *
* This program 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 this program. If not, see <http://www.gnu.org/licenses/>. *
* *
* ----------------------------------------------------------------------- *
* This class implements the compressed sparse column format. The *
* following arrays are allocated: *
* *
* m_rows (n) Number of rows *
* m_cols (m) Number of columns *
* m_data (Ax) Holds all 'elements' non-zero values, in column order *
* m_colstart (Ap) Holds the index of the first element of each column *
* m_rowinx (Ai) Holds the row indices for all elements *
* *
* Column 'col' covers therefore [m_colstart[j], ..., m_colstart[j+1]-1] *
* Note that 'm_colstart' has m_cols+1 elements. *
* *
***************************************************************************/
/**
* @file GSparseMatrix.cpp
* @brief Sparse matrix class implementation
* @author J. Knoedlseder
*/
/* __ Includes ___________________________________________________________ */
#ifdef HAVE_CONFIG_H
#include <config.h>
#endif
#include <cmath>
#include "GException.hpp"
#include "GTools.hpp"
#include "GVector.hpp"
#include "GMatrix.hpp"
#include "GSymMatrix.hpp"
#include "GSparseMatrix.hpp"
#include "GSparseSymbolic.hpp"
#include "GSparseNumeric.hpp"
/* __ Method name definitions ____________________________________________ */
#define G_ACCESS1 "GSparseMatrix::operator(int&,int&)"
#define G_ACCESS2 "GSparseMatrix::operator(int&,int&) const"
#define G_OP_MUL_VEC "GSparseMatrix::operator*(GVector&)"
#define G_OP_ADD "GSparseMatrix::operator+=(GSparseMatrix&)"
#define G_OP_SUB "GSparseMatrix::operator-=(GSparseMatrix&)"
#define G_OP_MAT_MUL "GSparseMatrix::operator*=(GSparseMatrix&)"
#define G_INVERT "GSparseMatrix::invert(void)"
#define G_ADD_COL "GSparseMatrix::add_col(GVector&,int&)"
#define G_ADD_COL2 "GSparseMatrix::add_col(double*,int*,int,int&)"
#define G_CHOL_DECOMP "GSparseMatrix::cholesky_decompose(bool)"
#define G_CHOL_SOLVE "GSparseMatrix::cholesky_solver(GVector&,bool)"
#define G_EXTRACT_ROW "GSparseMatrix::extract_row(int&)"
#define G_EXTRACT_COL "GSparseMatrix::extract_col(int&)"
#define G_INSERT_COL "GSparseMatrix::insert_col(GVector&,int&)"
#define G_INSERT_COL2 "GSparseMatrix::insert_col(double*,int*,int,int&)"
#define G_STACK_INIT "GSparseMatrix::stack_init(int&,int&)"
#define G_STACK_PUSH "GSparseMatrix::stack_push_column(double*,int*,int&,"\
"int&)"
#define G_STACK_FLUSH "GSparseMatrix::stack_flush(void)"
#define G_COPY_MEMBERS "GSparseMatrix::copy_members(GSparseMatrix&)"
#define G_ALLOC_MEMBERS "GSparseMatrix::alloc_members(int&,int&,int&)"
#define G_ALLOC "GSparseMatrix::alloc_elements(int&,int&)"
#define G_FREE "GSparseMatrix::free_elements(int&,int&)"
#define G_REMOVE_ZERO "GSparseMatrix::remove_zero_row_col(void)"
#define G_SYMPERM "cs_symperm(GSparseMatrix*,int*,int&)"
#define G_TRANSPOSE "cs_transpose(GSparseMatrix*,int)"
/* __ Macros _____________________________________________________________ */
#define G_MIN(a,b) (((a) < (b)) ? (a) : (b))
#define G_MAX(a,b) (((a) > (b)) ? (a) : (b))
/* __ Coding definitions _________________________________________________ */
/* __ Debug definitions __________________________________________________ */
//#define G_DEBUG_SPARSE_PENDING // Analyse pending values
//#define G_DEBUG_SPARSE_INSERTION // Analyse value insertion
//#define G_DEBUG_SPARSE_ADDITION // Analyse value addition
//#define G_DEBUG_SPARSE_COMPRESSION // Analyse zero row/column compression
//#define G_DEBUG_SPARSE_MALLOC // Analyse memory management
//#define G_DEBUG_SPARSE_STACK_PUSH // Analyse stack column pushing
//#define G_DEBUG_SPARSE_STACK_FLUSH // Analyse stack column flushing
/*==========================================================================
= =
= Constructors/destructors =
= =
==========================================================================*/
/***********************************************************************//**
* @brief Void matrix constructor
*
* This method will allocate a sparse matrix object without any elements.
* The number of rows and columns of the matrix will be zero.
*
* @todo Verify that the class is save against empty matrix objects.
***************************************************************************/
GSparseMatrix::GSparseMatrix(void) : GMatrixBase()
{
// Initialise class members
init_members();
// Return
return;
}
/***********************************************************************//**
* @brief Matrix constructor
*
* @param[in] rows Number of rows.
* @param[in] cols Number of columns.
* @param[in] elements Number of allocated elements (default: 0).
*
* This method allocates a sparse matrix object with the specified number
* of rows and columns. The elements parameter allows to specify how much
* physical memory should be allocated initially. By default, no memory
* will be allocated.
***************************************************************************/
GSparseMatrix::GSparseMatrix(const int& rows, const int& cols,
const int& elements) : GMatrixBase()
{
// Initialise private members for clean destruction
init_members();
// Allocate matrix memory
alloc_members(rows, cols, elements);
// Return
return;
}
/***********************************************************************//**
* @brief GMatrix to GSparseMatrix storage class convertor
*
* @param[in] matrix Generic matrix (GMatrix).
*
* This constructor converts a generic matrix (of type GMatrix) into a
* sparse matrix.
***************************************************************************/
GSparseMatrix::GSparseMatrix(const GMatrix& matrix) : GMatrixBase()
{
// Initialise class members for clean destruction
init_members();
// Construct matrix
alloc_members(matrix.rows(), matrix.cols());
// Fill matrix column by column
for (int col = 0; col < matrix.cols(); ++col) {
GVector vector = matrix.extract_col(col);
this->insert_col(vector, col);
}
// Return
return;
}
/***********************************************************************//**
* @brief GSymMatrix to GSparseMatrix storage class convertor
*
* @param[in] matrix Symmetric matrix (GSymMatrix).
*
* This constructor converts a symmetric matrix (of type GSymMatrix) into a
* sparse matrix.
***************************************************************************/
GSparseMatrix::GSparseMatrix(const GSymMatrix& matrix) : GMatrixBase()
{
// Initialise class members for clean destruction
init_members();
// Allocate matrix memory
alloc_members(matrix.rows(), matrix.cols());
// Fill matrix column by column
for (int col = 0; col < matrix.cols(); ++col) {
GVector vector = matrix.extract_col(col);
this->insert_col(vector, col);
}
// Return
return;
}
/***********************************************************************//**
* @brief Copy constructor
*
* @param[in] matrix Matrix.
*
* This method copies a matrix object.
***************************************************************************/
GSparseMatrix::GSparseMatrix(const GSparseMatrix& matrix) : GMatrixBase(matrix)
{
// Initialise private members for clean destruction
init_members();
// Copy members. Note that the copy operation does not fill the
// pending element.
copy_members(matrix);
// Return
return;
}
/***********************************************************************//**
* @brief Destructor
***************************************************************************/
GSparseMatrix::~GSparseMatrix(void)
{
// Free members
free_members();
// Return
return;
}
/*==========================================================================
= =
= Operators =
= =
==========================================================================*/
/***********************************************************************//**
* @brief Assignment operator
*
* @param[in] matrix Matrix.
***************************************************************************/
GSparseMatrix& GSparseMatrix::operator=(const GSparseMatrix& matrix)
{
// Execute only if object is not identical
if (this != &matrix) {
// Assign base class members. Note that this method will also perform
// the allocation of the matrix memory and the copy of the matrix
// attributes.
this->GMatrixBase::operator=(matrix);
// Free derived class members
free_members();
// Initialise derived class members
init_members();
// Copy derived class members
copy_members(matrix);
} // endif: object was not identical
// Return
return *this;
}
/***********************************************************************//**
* @brief Access operator
*
* @param[in] row Matrix row.
* @param[in] col Matrix column.
*
* @exception GException::out_of_range
* Row or column index out of range.
***************************************************************************/
double& GSparseMatrix::operator()(const int& row, const int& col)
{
// Compile option: perform range check
#if defined(G_RANGE_CHECK)
if (row < 0 || row >= m_rows || col < 0 || col >= m_cols) {
throw GException::out_of_range(G_ACCESS1, row, col, m_rows, m_cols);
}
#endif
// Get element
fill_pending();
int inx = get_index(row,col);
double* value;
if (inx < 0) {
value = &m_fill_val;
m_fill_row = row;
m_fill_col = col;
}
else {
value = &(m_data[inx]);
}
// Return element
return *value;
}
/***********************************************************************//**
* @brief Access operator (const version)
*
* @param[in] row Matrix row.
* @param[in] col Matrix column.
*
* @exception GException::out_of_range
* Row or column index out of range.
*
* We need here the zero element to return also a pointer for 0.0 entry that
* is not stored. Since we have the const version we don't have to care about
* modification of this zero value.
***************************************************************************/
const double& GSparseMatrix::operator()(const int& row, const int& col) const
{
// Compile option: perform range check
#if defined(G_RANGE_CHECK)
if (row < 0 || row >= m_rows || col < 0 || col >= m_cols) {
throw GException::out_of_range(G_ACCESS2, row, col, m_rows, m_cols);
}
#endif
// Get element
int inx = get_index(row,col);
double* value;
if (inx < 0) {
value = (double*)&m_zero;
}
else if (inx == m_elements) {
value = (double*)&m_fill_val;
}
else {
value = (double*)&(m_data[inx]);
}
// Return element
return *value;
}
/***********************************************************************//**
* @brief Vector multiplication
*
* @param[in] vector Vector.
*
* @exception GException::matrix_vector_mismatch
* Vector length differs from number of columns in matrix.
*
* This method performs a vector multiplication of a matrix. The vector
* multiplication will produce a vector. The matrix multiplication can only
* be performed when the number of matrix columns is equal to the length of
* the vector.
*
* The method includes any pending fill.
***************************************************************************/
GVector GSparseMatrix::operator*(const GVector& vector) const
{
// Raise an exception if the matrix and vector dimensions are not compatible
if (m_cols != vector.size()) {
throw GException::matrix_vector_mismatch(G_OP_MUL_VEC, vector.size(),
m_rows, m_cols);
}
// Initialise result vector
GVector result(m_rows);
// Multiply only if there are elements in matrix
if (m_elements > 0) {
// Perform vector multiplication
for (int col = 0; col < m_cols; ++col) {
int i_start = m_colstart[col];
int i_stop = m_colstart[col+1];
double* ptr_data = m_data + i_start;
int* ptr_rowinx = m_rowinx + i_start;
for (int i = i_start; i < i_stop; ++i) {
result[*ptr_rowinx++] += *ptr_data++ * vector[col];
}
}
// If fill is pending then add-in also this element into the product
if (m_fill_val != 0.0) {
result[m_fill_row] += m_fill_val * vector[m_fill_col];
#if defined(G_DEBUG_SPARSE_PENDING)
std::cout << G_OP_MUL_VEC << ": pending value " << m_fill_val
<< " for location (" << m_fill_row << "," << m_fill_col
<< ") has been used." << std::endl;
#endif
}
} // endif: there were elements in matrix
// Return result
return result;
}
/***********************************************************************//**
* @brief Equalty operator
*
* @param[in] matrix Matrix.
*
* This operator checks if two matrices are identical. Two matrices are
* considered identical if they have the same dimensions and identicial
* elements.
*
* @todo Implement native sparse code
***************************************************************************/
bool GSparseMatrix::operator==(const GSparseMatrix &matrix) const
{
// Initalise the result to 'equal matrices'
bool result = true;
// Perform comparison (only if matrix dimensions are identical)
if (m_rows == matrix.m_rows && m_cols == matrix.m_cols) {
// Loop over all matrix elements
for (int row = 0; row < m_rows; ++row) {
for (int col = 0; col < m_cols; ++col) {
if ((*this)(row,col) != matrix(row,col)) {
result = false;
break;
}
}
if (!result) {
break;
}
}
}
else {
result = false;
}
// Return result
return result;
}
/***********************************************************************//**
* @brief Non-equality operator
*
* @param[in] matrix Matrix.
*
* This operator checks if two matrices are not identical. Two matrices are
* considered not identical if they differ in their dimensions or if at
* least one element differs.
***************************************************************************/
bool GSparseMatrix::operator!=(const GSparseMatrix &matrix) const
{
// Get negated result of equality operation
bool result = !(this->operator==(matrix));
// Return result
return result;
}
/***********************************************************************//**
* @brief Unary matrix addition operator
*
* @param[in] matrix Matrix.
*
* @exception GException::matrix_mismatch
* Incompatible matrix size.
*
* This method performs a matrix addition. The operation can only succeed
* when the dimensions of both matrices are identical.
*
* @todo Implement native sparse code
***************************************************************************/
GSparseMatrix& GSparseMatrix::operator+=(const GSparseMatrix& matrix)
{
// Raise an exception if the matrix dimensions are not compatible
if (m_rows != matrix.m_rows || m_cols != matrix.m_cols) {
throw GException::matrix_mismatch(G_OP_ADD,
m_rows, m_cols,
matrix.m_rows, matrix.m_cols);
}
// Perform inplace matrix addition using vectors
for (int col = 0; col < m_cols; ++col) {
GVector v_result = extract_col(col);
GVector v_operand = matrix.extract_col(col);
v_result += v_operand;
insert_col(v_result, col);
}
// Return result
return *this;
}
/***********************************************************************//**
* @brief Unary matrix subtraction operator
*
* @param[in] matrix Matrix.
*
* @exception GException::matrix_mismatch
* Incompatible matrix size.
*
* This method performs a matrix addition. The operation can only succeed
* when the dimensions of both matrices are identical.
*
* @todo Implement native sparse code
***************************************************************************/
GSparseMatrix& GSparseMatrix::operator-=(const GSparseMatrix& matrix)
{
// Raise an exception if the matrix dimensions are not compatible
if (m_rows != matrix.m_rows || m_cols != matrix.m_cols) {
throw GException::matrix_mismatch(G_OP_SUB,
m_rows, m_cols,
matrix.m_rows, matrix.m_cols);
}
// Perform inplace matrix subtraction
for (int col = 0; col < m_cols; ++col) {
GVector v_result = extract_col(col);
GVector v_operand = matrix.extract_col(col);
v_result -= v_operand;
insert_col(v_result, col);
}
// Return result
return *this;
}
/***********************************************************************//**
* @brief Unary matrix multiplication operator
*
* @param[in] matrix Matrix.
*
* @exception GException::matrix_mismatch
* Incompatible matrix size.
*
* This method performs a matrix multiplication. The operation can only
* succeed when the dimensions of both matrices are compatible.
*
* @todo Implement native sparse code
***************************************************************************/
GSparseMatrix& GSparseMatrix::operator*=(const GSparseMatrix& matrix)
{
// Raise an exception if the matrix dimensions are not compatible
if (m_cols != matrix.m_rows) {
throw GException::matrix_mismatch(G_OP_MAT_MUL,
m_rows, m_cols,
matrix.m_rows, matrix.m_cols);
}
// Allocate result matrix
GSparseMatrix result(m_rows, matrix.m_cols);
// Multiply only if there are elements in both matrices
if (m_elements > 0 && matrix.m_elements > 0) {
// Loop over all elements of result matrix
for (int row = 0; row < m_rows; ++row) {
for (int col = 0; col < matrix.m_cols; ++col) {
double sum = 0.0;
for (int i = 0; i < m_cols; ++i) {
sum += (*this)(row,i) * matrix(i,col);
}
result(row,col) = sum;
}
}
}
// Assign result
*this = result;
// Return result
return *this;
}
/*==========================================================================
= =
= Public methods =
= =
==========================================================================*/
/***********************************************************************//**
* @brief Clear instance
***************************************************************************/
void GSparseMatrix::clear(void)
{
// Free members
free_members();
// Initialise private members
init_members();
// Return
return;
}
/***********************************************************************//**
* @brief Clone object
***************************************************************************/
GSparseMatrix* GSparseMatrix::clone(void) const
{
// Clone this image
return new GSparseMatrix(*this);
}
/***********************************************************************//**
* @brief Transpose matrix
*
* The transpose operation exchanges the number of rows against the number
* of columns.
***************************************************************************/
void GSparseMatrix::transpose(void)
{
// Fill pending element
fill_pending();
// Compute the transpose
*this = cs_transpose(*this, 1);
// Return
return;
}
/***********************************************************************//**
* @brief Invert matrix
*
* @exception GException::feature_not_implemented
* Feature not yet implemented.
*
* @todo Needs to be implemented.
***************************************************************************/
void GSparseMatrix::invert(void)
{
// Throw exception
throw GException::feature_not_implemented(G_INVERT);
// Return
return;
}
/***********************************************************************//**
* @brief Add vector column into matrix
*
* @param[in] vector Vector.
* @param[in] col Column index (starting from 0).
*
* @exception GException::out_of_range
* Invalid column index specified.
* @exception GException::matrix_vector_mismatch
* Matrix dimension mismatches the vector size.
*
* Adds the contect of a vector to a matrix column.
*
* This is the main driver routine to add data to a matrix. It handles both
* normal and stack-based filled. Note that there is another instance of this
* method that takes a compressed array.
***************************************************************************/
void GSparseMatrix::add_col(const GVector& vector, const int& col)
{
// Debug header
#if defined(G_DEBUG_SPARSE_ADDITION)
std::cout << "GSparseMatrix::add_col([" << v << "], " << col << "):" << std::endl;
std::cout << " In Data : ";
for (int i = 0; i < m_elements; ++i) {
std::cout << m_data[i] << " ";
}
std::cout << std::endl << " In Row .: ";
for (int i = 0; i < m_elements; ++i) {
std::cout << m_rowinx[i] << " ";
}
std::cout << std::endl << " In Col .: ";
for (int i = 0; i < m_cols+1; ++i) {
std::cout << m_colstart[i] << " ";
}
std::cout << std::endl;
#endif
// Initialise number of non-zero elements to 0
int non_zero = 0;
// If we have a stack then try to push vector on stack first. Note that
// stack_push_column does its own argument verifications, so to avoid
// double checking we don't do anything before this call ...
if (m_stack_data != NULL) {
non_zero = stack_push_column(vector, col);
if (non_zero == 0) {
return;
}
}
// ... otherwise check first the arguments and determine the number of
// non-zero elements in vector
else {
// Raise an exception if the column index is invalid
#if defined(G_RANGE_CHECK)
if (col < 0 || col >= m_cols) {
throw GException::out_of_range(G_ADD_COL, col, 0, m_cols-1);
}
#endif
// Raise an exception if the matrix and vector dimensions are incompatible
if (m_rows != vector.size()) {
throw GException::matrix_vector_mismatch(G_ADD_COL, vector.size(),
m_rows, m_cols);
}
// Determine number of non-zero elements in vector
non_zero = vector.non_zeros();
}
// Extract vector for column, add elements, and re-insert vector (only if
// vector to insert has non-zeros)
if (non_zero > 0) {
// Copy input vector
GVector column = vector;
// Add elements to vector
for (int i = m_colstart[col]; i < m_colstart[col+1]; ++i) {
column[m_rowinx[i]] += m_data[i];
}
// If there is a pending element then put it in the vector
if (m_fill_val != 0.0 && m_fill_col == col) {
column[m_fill_row] += m_fill_val;
}
// Insert vector into matrix
insert_col(column, col);
}
// Debugging: show sparse matrix after addition
#if defined(G_DEBUG_SPARSE_ADDITION)
std::cout << " Out Data: ";
for (int i = 0; i < m_elements; ++i) {
std::cout << m_data[i] << " ";
}
std::cout << std::endl << " Out Row : ";
for (int i = 0; i < m_elements; ++i) {
std::cout << m_rowinx[i] << " ";
}
std::cout << std::endl << " Out Col : ";
for (int i = 0; i < m_cols+1; ++i) {
std::cout << m_colstart[i] << " ";
}
std::cout << std::endl;
#endif
// Return
return;
}
/***********************************************************************//**
* @brief Add compressed array into matrix column
*
* @param[in] values Compressed array.
* @param[in] rows Row indices of array.
* @param[in] number Number of elements in array.
* @param[in] col Column index (starting from 0).
*
* @exception GException::out_of_range
* Invalid column index specified.
* @exception GException::matrix_vector_mismatch
* Matrix dimension mismatches the vector size.
*
* Adds the content of a compressed array into a matrix column.
*
* This is the main driver routine to add data to a matrix. It handles both
* normal and stack-based filled. Note that there is another instance of this
* method that takes a vector.
***************************************************************************/
void GSparseMatrix::add_col(const double* values, const int* rows,
int number, const int& col)
{
// Debug header
#if defined(G_DEBUG_SPARSE_ADDITION)
std::cout << "GSparseMatrix::add_col(v, i, n, " << col << "):" << std::endl;
std::cout << " Matrix Data : ";
for (int i = 0; i < m_elements; ++i) {
std::cout << m_data[i] << " ";
}
std::cout << std::endl << " Matrix Row .: ";
for (int i = 0; i < m_elements; ++i) {
std::cout << m_rowinx[i] << " ";
}
std::cout << std::endl << " Matrix Col .: ";
for (int i = 0; i < m_cols+1; ++i) {
std::cout << m_colstart[i] << " ";
}
std::cout << std::endl;
std::cout << " Array Data .: ";
for (int i = 0; i < number; ++i) {
std::cout << values[i] << " ";
}
std::cout << std::endl << " Array Row ..: ";
for (int i = 0; i < number; ++i) {
std::cout << rows[i] << " ";
}
std::cout << std::endl;
#endif
// If we have a stack then try to push elements on stack first. Note that
// stack_push_column does its own argument verifications, so to avoid
// double checking we don't do anything before this call ...
if (m_stack_data != NULL) {
number = stack_push_column(values, rows, number, col);
if (number == 0) {
return;
}
}
// ... otherwise check the arguments
else {
// If the array is empty there is nothing to do
if (!values || !rows || (number < 1)) {
return;
}
// Raise an exception if the column index is invalid
#if defined(G_RANGE_CHECK)
if (col < 0 || col >= m_cols) {
throw GException::out_of_range(G_ADD_COL2, col, 0, m_cols-1);
}
#endif
// Raise an exception if the matrix and vector dimensions are incompatible
if (rows[number-1] >= m_rows) {
throw GException::matrix_vector_mismatch(G_ADD_COL2, rows[number-1],
m_rows, m_cols);
}
} // endelse: there was no stack
// Get indices of column in matrix
int i_start = m_colstart[col];
int i_stop = m_colstart[col+1];
// Case A: the column exists in the matrix, so mix new elements with existing
// data
if (i_start < i_stop) {
// Fill pending element before the merge (it will be lost otherwise)
fill_pending();
// Allocate workspace to hold combined column
int wrk_size = number + i_stop - i_start;
double* wrk_double = new double[wrk_size];
int* wrk_int = new int[wrk_size];
// Mix matrix column with specified data
int num_mix;
mix_column(&(m_data[i_start]), &(m_rowinx[i_start]), i_stop-i_start,
values, rows, number,
wrk_double, wrk_int, &num_mix);
// Insert mixed column
insert_col(wrk_double, wrk_int, num_mix, col);
// Free workspace
delete [] wrk_int;
delete [] wrk_double;
} // endif: Case A
// Case B: the column does not yet exist in the matrix, so just insert it
else {
insert_col(values, rows, number, col);
}
// Debugging: show sparse matrix after insertion
#if defined(G_DEBUG_SPARSE_ADDITION)
std::cout << " Out Data: ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_data[i] << " ";
std::cout << std::endl << " Out Row : ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_rowinx[i] << " ";
std::cout << std::endl << " Out Col : ";
for (int i = 0; i < m_cols+1; ++i)
std::cout << m_colstart[i] << " ";
std::cout << std::endl;
#endif
// Return
return;
}
/***********************************************************************//**
* @brief Insert vector column into matrix
*
* @param[in] vector Vector.
* @param[in] col Column index (starting from 0).
*
* @exception GException::out_of_range
* Invalid column index specified.
* @exception GException::matrix_vector_mismatch
* Matrix dimension mismatches the vector size.
*
* Inserts the content of a vector into a matrix column. Any previous
* content in the matrix column will be overwritted.
*
* This is the main driver routine to insert data into a matrix. Note that
* there is another instance of this function that takes a compressed array.
***************************************************************************/
void GSparseMatrix::insert_col(const GVector& vector, const int& col)
{
// Debug header
#if defined(G_DEBUG_SPARSE_INSERTION)
std::cout << "GSparseMatrix::insert_col([" << v << "], " << col << "):" << std::endl;
std::cout << " In Data : ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_data[i] << " ";
std::cout << std::endl << " In Row .: ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_rowinx[i] << " ";
std::cout << std::endl << " In Col .: ";
for (int i = 0; i < m_cols+1; ++i)
std::cout << m_colstart[i] << " ";
std::cout << std::endl;
#endif
// Raise an exception if the column index is invalid
#if defined(G_RANGE_CHECK)
if (col < 0 || col >= m_cols) {
throw GException::out_of_range(G_INSERT_COL, col, 0, m_cols-1);
}
#endif
// Raise an exception if the matrix and vector dimensions are not
// compatible
if (m_rows != vector.size()) {
throw GException::matrix_vector_mismatch(G_INSERT_COL, vector.size(),
m_rows, m_cols);
}
// If there is a pending element for this column then delete it since
// the vector overwrites this element
if (m_fill_val != 0.0 && m_fill_col == col) {
#if defined(G_DEBUG_SPARSE_PENDING)
std::cout << G_INSERT_COL << ": pending value " << m_fill_val <<
" for location (" << m_fill_row << "," << m_fill_col <<
") became obsolete" << std::endl;
#endif
m_fill_val = 0.0;
m_fill_row = 0;
m_fill_col = 0;
}
// Determine the number of non-zero elements in the vector
int n_vector = 0;
for (int row = 0; row < m_rows; ++row) {
if (vector[row] != 0.0) {
n_vector++;
}
}
// Get the start and stop indices of the actual column and compute
// the number of exisiting elements in the column
int i_start = m_colstart[col];
int i_stop = m_colstart[col+1];
int n_exist = i_stop - i_start;
// Compute the size difference for the new matrix. It is positive if
// the number of non-zero entries in the vector is larger than the
// number of non-zero entries in the matrix (in this case we have to
// increase the matrix size).
int n_diff = n_vector - n_exist;
// If we need space then allocate it, if we have to much space then free it
if (n_diff > 0) {
alloc_elements(i_start, n_diff);
#if defined(G_DEBUG_SPARSE_INSERTION)
std::cout << " Insert .: " << n_diff << " elements at index " << i_start << std::endl;
#endif
}
else if (n_diff < 0) {
free_elements(i_start, -n_diff);
#if defined(G_DEBUG_SPARSE_INSERTION)
std::cout << " Remove .: " << -n_diff << " elements at index " << i_start << std::endl;
#endif
}
// Insert the vector elements in the matrix
if (n_vector > 0) {
for (int row = 0, i = i_start; row < m_rows; ++row) {
if (vector[row] != 0.0) {
m_data[i] = vector[row];
m_rowinx[i] = row;
i++;
}
}
}
// Update column start indices
for (int i = col+1; i <= m_cols; ++i) {
m_colstart[i] += n_diff;
}
// Debugging: show sparse matrix after insertion
#if defined(G_DEBUG_SPARSE_INSERTION)
std::cout << " Out Data: ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_data[i] << " ";
std::cout << std::endl << " Out Row : ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_rowinx[i] << " ";
std::cout << endl << " Out Col : ";
for (int i = 0; i < m_cols+1; ++i)
std::cout << m_colstart[i] << " ";
std::cout << std::endl;
#endif
// Return
return;
}
/***********************************************************************//**
* @brief Insert compressed array into matrix column
*
* @param[in] values Compressed array.
* @param[in] rows Row indices of array.
* @param[in] number Number of elements in array.
* @param[in] col Column index (starting from 0).
*
* @exception GException::out_of_range
* Invalid column index specified.
* @exception GException::matrix_vector_mismatch
* Matrix dimension mismatches the vector size.
*
* Inserts the content of a copressed array into a matrix column. Any
* previous content in the matrix column will be overwritted.
*
* This is the main driver routine to insert data into a matrix. Note that
* there is another instance of this function that takes a vector.
***************************************************************************/
void GSparseMatrix::insert_col(const double* values, const int* rows,
int number, const int& col)
{
// Debug header
#if defined(G_DEBUG_SPARSE_INSERTION)
std::cout << "GSparseMatrix::insert_col(v, i, n, " << col << "):" << std::endl;
std::cout << " Matrix Data : ";
for (int i = 0; i < m_elements; ++i) {
std::cout << m_data[i] << " ";
}
std::cout << std::endl << " Matrix Row .: ";
for (int i = 0; i < m_elements; ++i) {
std::cout << m_rowinx[i] << " ";
}
std::cout << std::endl << " Matrix Col .: ";
for (int i = 0; i < m_cols+1; ++i) {
std::cout << m_colstart[i] << " ";
}
std::cout << std::endl;
std::cout << " Array Data .: ";
for (int i = 0; i < number; ++i) {
std::cout << values[i] << " ";
}
std::cout << std::endl << " Array Row ..: ";
for (int i = 0; i < number; ++i) {
std::cout << rows[i] << " ";
}
std::cout << std::endl;
#endif
// Raise an exception if the column index is invalid
#if defined(G_RANGE_CHECK)
if (col < 0 || col >= m_cols) {
throw GException::out_of_range(G_INSERT_COL2, col, 0, m_cols-1);
}
#endif
// Raise an exception if the index array seems incompatible with matrix
// dimensions
if (rows[number-1] >= m_rows) {
throw GException::matrix_vector_mismatch(G_INSERT_COL2, rows[number-1],
m_rows, m_cols);
}
// If there is a pending element for this column then delete it since
// the vector overwrites this element
if (m_fill_val != 0.0 && m_fill_col == col) {
#if defined(G_DEBUG_SPARSE_PENDING)
std::cout << G_INSERT_COL2 << ": pending value " << m_fill_val <<
" for location (" << m_fill_row << "," << m_fill_col <<
") became obsolete" << std::endl;
#endif
m_fill_val = 0.0;
m_fill_row = 0;
m_fill_col = 0;
}
// Get the start and stop indices of the actual column and compute
// the number of exisiting elements in the column
int i_start = m_colstart[col];
int i_stop = m_colstart[col+1];
int n_exist = i_stop - i_start;
// If the array is empty then make sure that the number of elements is 0
// (we then just delete the existing column)
if (!values || !rows) {
number = 0;
}
// Compute the size difference for the new matrix. It is positive if
// the number of non-zero entries in the array is larger than the
// number of non-zero entries in the matrix (in this case we have to
// increase the matrix size).
int n_diff = number - n_exist;
// If we need space then allocate it, if we have to much space then free it
if (n_diff > 0) {
alloc_elements(i_start, n_diff);
#if defined(G_DEBUG_SPARSE_INSERTION)
std::cout << " Insert .: " << n_diff << " elements at index " << i_start << std::endl;
#endif
}
else if (n_diff < 0) {
free_elements(i_start, -n_diff);
#if defined(G_DEBUG_SPARSE_INSERTION)
std::cout << " Remove .: " << -n_diff << " elements at index " << i_start << std::endl;
#endif
}
// Insert the array elements into the matrix
if (number > 0) {
for (int row = 0, i = i_start; row < number; ++row, ++i) {
m_data[i] = values[row];
m_rowinx[i] = rows[row];
}
}
// Update column start indices
for (int i = col+1; i <= m_cols; ++i) {
m_colstart[i] += n_diff;
}
// Debugging: show sparse matrix after insertion
#if defined(G_DEBUG_SPARSE_INSERTION)
std::cout << " Out Data: ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_data[i] << " ";
std::cout << std::endl << " Out Row : ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_rowinx[i] << " ";
std::cout << std::endl << " Out Col : ";
for (int i = 0; i < m_cols+1; ++i)
std::cout << m_colstart[i] << " ";
std::cout << std::endl;
#endif
// Return
return;
}
/***********************************************************************//**
* @brief Extract row as vector from matrix
*
* @param[in] row Row to be extracted (starting from 0).
*
* @exception GException::out_of_range
* Invalid row index specified.
*
* This method extracts a matrix row into a vector.
***************************************************************************/
GVector GSparseMatrix::extract_row(const int& row) const
{
// Raise an exception if the row index is invalid
#if defined(G_RANGE_CHECK)
if (row < 0 || row >= m_rows) {
throw GException::out_of_range(G_EXTRACT_ROW, row, 0, m_rows-1);
}
#endif
// Create result vector
GVector result(m_cols);
// Loop over all columns to extract data
for (int col = 0; col < m_cols; ++col) {
// Get the start and stop of the elements
int i_start = m_colstart[col];
int i_stop = m_colstart[col+1];
// Search requested row in elements
int i;
for (i = i_start; i < i_stop; ++i) {
if (m_rowinx[i] == row) {
break;
}
}
// Copy element if we found one
if (i < i_stop) {
result[col] = m_data[i];
}
} // endfor: looped over all columns
// If there is a pending element then put it in the vector
if (m_fill_val != 0.0 && m_fill_row == row) {
result[m_fill_col] = m_fill_val;
}
// Return vector
return result;
}
/***********************************************************************//**
* @brief Extract column as vector from matrix
*
* @param[in] col Column to be extracted (starting from 0).
*
* @exception GException::out_of_range
* Invalid row index specified.
*
* This method extracts a matrix column into a vector.
***************************************************************************/
GVector GSparseMatrix::extract_col(const int& col) const
{
// Raise an exception if the column index is invalid
#if defined(G_RANGE_CHECK)
if (col < 0 || col >= m_cols) {
throw GException::out_of_range(G_EXTRACT_COL, col, 0, m_cols-1);
}
#endif
// Create result vector
GVector result(m_rows);
// Get the start and stop of the elements
int i_start = m_colstart[col];
int i_stop = m_colstart[col+1];
// Extract elements into vector
for (int i = i_start; i < i_stop; ++i) {
result[m_rowinx[i]] = m_data[i];
}
// If there is a pending element then put it in the vector
if (m_fill_val != 0.0 && m_fill_col == col) {
result[m_fill_row] = m_fill_val;
}
// Return vector
return result;
}
/***********************************************************************//**
* @brief Perform a Cholesky decomposition
*
* @param[in] compress Use zero-row/column compression (default: true).
*
* Cholesky decomposition of a sparse matrix. The decomposition is stored
* within the GSparseMatrix without destroying the original matrix.
***************************************************************************/
void GSparseMatrix::cholesky_decompose(bool compress)
{
// Save original matrix size
int matrix_rows = m_rows;
int matrix_cols = m_cols;
// Delete any existing symbolic and numeric analysis object and reset
// pointers
if (m_symbolic != NULL) delete m_symbolic;
if (m_numeric != NULL) delete m_numeric;
m_symbolic = NULL;
m_numeric = NULL;
// Allocate symbolic analysis object
GSparseSymbolic* symbolic = new GSparseSymbolic();
// Declare numeric analysis object. We don't allocate one since we'll
// throw it away at the end of the function (the L matrix will be copied
// in this object)
GSparseNumeric numeric;
// Fill pending element into matrix
fill_pending();
// Remove rows and columns containing only zeros if matrix compression
// has been selected
if (compress) {
remove_zero_row_col();
}
// Ordering an symbolic analysis of matrix. This sets up an array 'pinv'
// which contains the fill-in reducing permutations
symbolic->cholesky_symbolic_analysis(1, *this);
// Store symbolic pointer in sparse matrix object
m_symbolic = symbolic;
// Perform numeric Cholesky decomposition
numeric.cholesky_numeric_analysis(*this, *symbolic);
// Copy L matrix into this object
free_elements(0, m_elements);
alloc_elements(0, numeric.m_L->m_elements);
for (int i = 0; i < m_elements; ++i) {
m_data[i] = numeric.m_L->m_data[i];
m_rowinx[i] = numeric.m_L->m_rowinx[i];
}
for (int col = 0; col <= m_cols; ++col) {
m_colstart[col] = numeric.m_L->m_colstart[col];
}
// Insert zero rows and columns if they have been removed previously.
if (compress) {
insert_zero_row_col(matrix_rows, matrix_cols);
}
// Return
return;
}
/***********************************************************************//**
* @brief Cholesky solver
*
* @param[in] vector Solution vector.
* @param[in] compress Request matrix compression.
*
* @exception GException::matrix_vector_mismatch
* Matrix and vector do not match.
* @exception GException::matrix_not_factorised
* Matrix has not been factorised.
*
* Solves the linear equation A*x=b using a Cholesky decomposition of A.
* This function is to be applied on a GSparseMatrix matrix for which a
* Choleksy factorization has been produced using 'cholesky_decompose'.
***************************************************************************/
GVector GSparseMatrix::cholesky_solver(const GVector& vector, bool compress)
{
// Dump header
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << "GSparseMatrix::cholesky_solver" << std::endl;
std::cout << " Input vector .....: " << vector << std::endl;
#endif
// Raise an exception if the matrix and vector dimensions are incompatible
if (m_rows != vector.size()) {
throw GException::matrix_vector_mismatch(G_CHOL_SOLVE, vector.size(),
m_rows, m_cols);
}
// Raise an exception if there is no symbolic pointer
if (!m_symbolic) {
throw GException::matrix_not_factorised(G_CHOL_SOLVE,
"Cholesky decomposition");
}
// Raise an exception if there is no permutation
if (!m_symbolic->m_pinv) {
throw GException::matrix_not_factorised(G_CHOL_SOLVE,
"Cholesky decomposition");
}
// Flag row and column compression
int row_compressed = (m_rowsel != NULL && m_num_rowsel < m_rows);
int col_compressed = (m_colsel != NULL && m_num_colsel < m_cols);
// Decide if we need a compression algorithm or not
int no_zero = !(compress && (row_compressed || col_compressed));
// Allocate vector for permutation and result vector
GVector result(m_cols);
// Setup pointers to L matrix and x vector
int* Lp = m_colstart;
int* Li = m_rowinx;
double* Lx = m_data;
// Case A: no zero-row/col compression needed
if (no_zero) {
// Declare working vector
GVector x(m_rows);
// Perform inverse vector permutation
for (int i = 0; i < vector.size(); ++i) {
x[m_symbolic->m_pinv[i]] = vector[i];
}
// Inplace solve L\x=x
for (int col = 0; col < m_cols; ++col) { // loop over columns
x[col] /= Lx[Lp[col]]; // divide by diag.
for (int p = Lp[col]+1; p < Lp[col+1]; p++) // loop over elements
x[Li[p]] -= Lx[p] * x[col];
}
// Inplace solve L'\x=x
for (int col = m_cols-1; col >= 0; --col) { // loop over columns
for (int p = Lp[col]+1; p < Lp[col+1]; p++) // loop over elements
x[col] -= Lx[p] * x[Li[p]];
x[col] /= Lx[Lp[col]];
}
// Perform vector permutation
for (int i = 0; i < m_cols; ++i) {
result[i] = x[m_symbolic->m_pinv[i]];
}
} // endif: Case A
// Case B: zero-row/column compression requested
else {
// Allocate row and column mapping arrays
int* row_map = new int[m_rows];
int* col_map = new int[m_cols];
// Setup row mapping array that maps original matrix rows into compressed
// matrix rows. An entry of -1 indicates that the row should be dropped.
// If no selection exists then setup an identity map.
if (row_compressed) {
for (int row = 0; row < m_rows; ++row) {
row_map[row] = -1;
}
for (int c_row = 0; c_row < m_num_rowsel; ++c_row) {
row_map[m_rowsel[c_row]] = c_row;
}
}
else {
for (int row = 0; row < m_rows; ++row) {
row_map[row] = row;
}
}
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " Row mapping ......:";
for (int row = 0; row < m_rows; ++row) {
std::cout << " " << row_map[row];
}
std::cout << std::endl;
#endif
// Setup column mapping array that maps original matrix column into compressed
// matrix columns. An entry of -1 indicates that the column should be dropped
// If no selection exists then setup an identity map.
if (col_compressed) {
for (int col = 0; col < m_cols; ++col) {
col_map[col] = -1;
}
for (int c_col = 0; c_col < m_num_colsel; ++c_col) {
col_map[m_colsel[c_col]] = c_col;
}
}
else {
for (int col = 0; col < m_cols; ++col) {
col_map[col] = col;
}
}
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " Column mapping ...:";
for (int col = 0; col < m_cols; ++col) {
std::cout << " " << col_map[col];
}
std::cout << std::endl;
#endif
// Declare working vector
GVector x(row_compressed ? m_num_rowsel : m_rows);
// Compress input vector v -> c_v if required
if (m_rowsel != NULL && m_num_rowsel < m_rows) {
for (int c_row = 0; c_row < m_num_rowsel; ++c_row) {
x[c_row] = vector[m_rowsel[c_row]];
}
}
else {
x = vector;
}
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " Compressed vector : " << x << std::endl;
#endif
// Perform inverse permutation
x = iperm(x, m_symbolic->m_pinv);
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " Permutated vector : " << x << std::endl;
#endif
// Inplace solve L\x=x. The column and row maps are just use to see which
// columns or rows should be skipped in the calculations.
for (int col = 0; col < m_cols; ++col) { // loop over columns
int c_col = col_map[col];
if (c_col >= 0) { // use only non-zero cols
x[c_col] /= Lx[Lp[col]]; // divide by diag.
for (int p = Lp[col]+1; p < Lp[col+1]; p++) { // loop over elements
int c_row = row_map[Li[p]];
if (c_row >= 0) { // use only non-zero rows
x[c_row] -= Lx[p] * x[c_col];
}
}
}
}
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " Solve Lx=x .......: " << x << std::endl;
#endif
// Inplace solve L'\x=x. The column and row maps are just use to see which
// columns or rows should be skipped in the calculations.
for (int col = m_cols-1; col >= 0; --col) { // loop over columns
int c_col = col_map[col];
if (c_col >= 0) { // use only non-zero cols
for (int p = Lp[col]+1; p < Lp[col+1]; p++) { // loop over elements
int c_row = row_map[Li[p]];
if (c_row >= 0) { // use only non-zero rows
x[c_col] -= Lx[p] * x[c_row];
}
}
x[c_col] /= Lx[Lp[col]];
}
}
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " Solve L'x=x ......: " << x << std::endl;
#endif
// Perform vector permutation
x = perm(x, m_symbolic->m_pinv);
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " Permutated vector : " << x << std::endl;
#endif
// If column compression has been performed the expand the result vector
// accordingly
if (m_colsel != NULL && m_num_colsel < m_cols) {
for (int c_col = 0; c_col < m_num_colsel; ++c_col) {
result[m_colsel[c_col]] = x[c_col];
}
}
else {
result = x;
}
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " Restored vector ..: " << result << std::endl;
#endif
// Free mapping arrays
delete [] row_map;
delete [] col_map;
} // endelse: Case B
// Return result vector
return result;
}
/***********************************************************************//**
* @brief Cholesky invert
*
* @param[in] compress Use zero-row/column compression (default: true).
*
* @exception GException::matrix_zero
* All matrix elements are zero.
*
* Inplace matrix inversion using the Cholesky decomposition.
***************************************************************************/
void GSparseMatrix::cholesky_invert(bool compress)
{
// Generate Cholesky decomposition of matrix
cholesky_decompose(compress);
// Allocate result matrix and unit vector
GSparseMatrix result(m_rows, m_cols);
GVector unit(m_rows);
// Column-wise solving of the problem
for (int col = 0; col < m_cols; ++col) {
// Set unit vector
unit[col] = 1.0;
// Solve for column
GVector x = cholesky_solver(unit, compress);
// Insert column in matrix
result.insert_col(x, col);
// Clear unit vector for next round
unit[col] = 0.0;
}
// Assign result
*this = result;
// Return
return;
}
/***********************************************************************//**
* @brief Returns fill of matrix
*
* The fill of a matrix is defined as the number non-zero elements devided
* by the number of total elements. By definiton, the fill is comprised
* in the interval [0,..,1]. The fill of an undefined matrix is defined to
* be 0.
***************************************************************************/
double GSparseMatrix::fill(void) const
{
// Initialise result
double result = 0.0;
// Compute matrix size
int size = m_rows*m_cols;
// Continue only if matrix has elements
if (size > 0) {
// Determine number of elements in matrix
int num = (m_fill_val == 0.0) ? m_elements : m_elements + 1;
// Compute fill
result = double(num) / double(size);
} // endif: there were elements in matrix
// Return fill
return result;
}
/***********************************************************************//**
* @brief Return minimum matrix element
***************************************************************************/
double GSparseMatrix::min(void) const
{
// Initialise minimum with fill value
double result = m_fill_val;
// Search all elements for the smallest one
for (int i = 0; i < m_elements; ++i) {
if (m_data[i] < result) {
result = m_data[i];
}
}
// If minimum is > 0.0 and there are zero elements then set the minimum
// to 0.0
if ((result > 0.0) && (m_elements < (m_rows*m_cols))) {
result = 0.0;
}
// Return result
return result;
}
/***********************************************************************//**
* @brief Return maximum matrix element
***************************************************************************/
double GSparseMatrix::max(void) const
{
// Initialise maximum with fill value
double result = m_fill_val;
// Search all elements for the largest one
for (int i = 0; i < m_elements; ++i) {
if (m_data[i] > result) {
result = m_data[i];
}
}
// If maximum is < 0.0 and there are zero elements then set the maximum
// to 0.0
if ((result < 0.0) && (m_elements < (m_rows*m_cols))) {
result = 0.0;
}
// Return result
return result;
}
/***********************************************************************//**
* @brief Sum matrix elements
***************************************************************************/
double GSparseMatrix::sum(void) const
{
// Initialise matrix sum with fill value
double result = m_fill_val;
// Add all elements
for (int i = 0; i < m_elements; ++i) {
result += m_data[i];
}
// Return result
return result;
}
/***********************************************************************//**
* @brief Print matrix
***************************************************************************/
std::string GSparseMatrix::print(void) const
{
// Initialise result string
std::string result;
// Determine number of elements
int nonzero;
int elements = m_elements;
if (m_fill_val == 0.0) {
nonzero = (m_colstart != NULL) ? m_colstart[m_cols] : 0;
}
else {
nonzero = (m_colstart != NULL) ? m_colstart[m_cols]+1 : 0;
elements++;
}
// Append header
result.append("=== GSparseMatrix ===");
result.append("\n"+parformat("Number of rows")+str(m_rows));
if (m_rowsel != NULL) {
result.append(" (compressed "+str(m_num_rowsel)+")");
}
result.append("\n"+parformat("Number of columns")+str(m_cols));
if (m_colsel != NULL) {
result.append(" (compressed "+str(m_num_colsel)+")");
}
result.append("\n"+parformat("Number of nonzero elements")+str(nonzero));
if (m_fill_val != 0.0) {
result.append("\n"+parformat("Pending element"));
result.append("("+str(m_fill_row)+","+str(m_fill_col)+")=");
result.append(str(m_fill_val));
}
result.append("\n"+parformat("Number of allocated cells")+str(m_alloc));
result.append("\n"+parformat("Memory block size")+str(m_mem_block));
result.append("\n"+parformat("Sparse matrix fill")+str(fill()));
result.append("\n"+parformat("Pending element")+str(m_fill_val));
result.append("\n"+parformat("Fill stack size")+str(m_stack_size));
if (m_stack_data == NULL) {
result.append(" (none)");
}
// Append elements and compression schemes
result.append(print_elements());
result.append(print_row_compression());
result.append(print_col_compression());
// Append symbolic decomposition if available
//if (m_symbolic != NULL) {
// result.append(m_symbolic->print());
//}
// Append numeric decomposition if available
//if (m_numeric != NULL) {
// result.append(m_numeric->print());
//}
// Return result
return result;
}
/***********************************************************************//**
* @brief Initialises matrix filling stack
*
* @param[in] size Stack size.
* @param[in] entries Maximum number of entries.
*
* The matrix filling stack is used to allow for a fast column-wise filling
* of a sparse matrix. Columns are successively appended to a stack which is
* regularily flushed when it is full. This reduces memory copies and
* movements and increases filling speed.
***************************************************************************/
void GSparseMatrix::stack_init(const int& size, const int& entries)
{
// Free exisiting stack
free_stack_members();
// Initialise stack members
init_stack_members();
m_stack_max_entries = (entries > 0) ? entries : m_cols;
m_stack_size = (size > 0) ? size : G_SPARSE_MATRIX_DEFAULT_STACK_SIZE;
// Allocate stack memory. Raise an exception if allocation fails
m_stack_colinx = new int[m_stack_max_entries];
m_stack_start = new int[m_stack_max_entries+1];
m_stack_data = new double[m_stack_size];
m_stack_rowinx = new int[m_stack_size];
m_stack_work = new int[m_cols];
m_stack_rows = new int[m_cols];
m_stack_values = new double[m_cols];
// Initialise next free stack location to the first stack element
m_stack_start[0] = 0;
// Return
return;
}
/***********************************************************************//**
* @brief Push a vector column on the matrix stack
*
* @param[in] vector Vector.
* @param[in] col Column index (starting from 0).
*
* @exception GException::out_of_range
* Invalid column index specified.
* @exception GException::matrix_vector_mismatch
* Matrix dimension mismatches the vector size.
*
* Adds the contect of a vector to the matrix stack. This method is
* identical to the GSparseMatrix::stack_push_column method that uses a
* compressed array, yet it takes a full vector. Internal working arrays
* are used to convert the full column vector in a compressed array and to
* hand it over to the compressed array version.
***************************************************************************/
int GSparseMatrix::stack_push_column(const GVector& vector, const int& col)
{
// Initialise number of non-zero elements
int non_zero = 0;
// Compress vector in the buffer and set-up row index array
for (int i = 0; i < vector.size(); ++i) {
if (vector[i] != 0.0) {
m_stack_values[non_zero] = vector[i];
m_stack_rows[non_zero] = i;
non_zero++;
}
}
// Hand over to compressed array method
int remaining = stack_push_column(m_stack_values, m_stack_rows, non_zero, col);
// Return remaining number of elements
return remaining;
}
/***********************************************************************//**
* @brief Push a compressed array on the matrix stack
*
* @param[in] values Compressed array.
* @param[in] rows Row indices of array.
* @param[in] number Number of elements in array.
* @param[in] col Column index (starting from 0).
*
* @exception GException::out_of_range
* Invalid column index specified.
* @exception GException::matrix_vector_mismatch
* Matrix dimension mismatches the vector size.
*
* The method puts new data on the stack while assuring that each column
* is present only once. If an already existing column is encountered
* the data from the existing and new column are mixed and put into a new
* entry one the stack; the old entry is signalled as obsolete.
*
* On return the method indicates the number of elements in the input
* array that have not been put onto the stack (due to memory limits).
* This value can be either '0' (i.e. all elements have been put on the
* stack) or 'number' (i.e. none of the elements have been put on the
* stack). Columns are not partially put onto the stack.
***************************************************************************/
int GSparseMatrix::stack_push_column(const double* values, const int* rows,
const int& number, const int& col)
{
// Initialise return value
int remaining = number;
// Single loop for common exit point
do {
// If the array is empty there is nothing to do
if (!values || !rows || (number < 1)) {
continue;
}
// If there is no stack or the stack can not hold the requested
// number of elements then report number of array elements to the
// caller
if (m_stack_data == NULL || number > m_stack_size) {
continue;
}
// Raise an exception if the column index is invalid
#if defined(G_RANGE_CHECK)
if (col < 0 || col >= m_cols) {
throw GException::out_of_range(G_STACK_PUSH, col, 0, m_cols-1);
}
#endif
// Raise an exception if the matrix and vector dimensions are
// incompatible
if (rows[number-1] >= m_rows) {
throw GException::matrix_vector_mismatch(G_STACK_PUSH, rows[number-1],
m_rows, m_cols);
}
// Debug header
#if defined(G_DEBUG_SPARSE_STACK_PUSH)
std::cout << "GSparseMatrix::stack_push_column(v, i, n, col=" << col << ")";
std::cout << std::endl;
std::cout << " Data to push on stack ...:";
for (int i = 0; i < number; ++i) {
std::cout << " " << values[i];
}
std::cout << std::endl;
std::cout << " Row indices of data .....:";
for (int i = 0; i < number; ++i) {
std::cout << " " << rows[i];
}
std::cout << std::endl;
#endif
// If the stack is full then flush it before pushing the array onto it.
// There are 2 conditions that may fill the stack: all entries are
// occupied or there is not enough space to hold more elements
if ((m_stack_entries >= m_stack_max_entries) ||
(number >= (m_stack_size - m_stack_start[m_stack_entries]))) {
stack_flush();
}
// If the specified column is already on the stack then mix new column
// with old one and invalidate old column (by setting its column index
// to -1).
// Since we loop here over all stack entries we don't want to have too
// many entries in the stack. So don't set the maximum number of stack
// entries too large ...
for (int entry = 0; entry < m_stack_entries; ++entry) {
// Is the specified column already on the stack?
if (col == m_stack_colinx[entry]) {
// Get start and stop indices of existing column in stack
int i_start = m_stack_start[entry];
int i_stop = m_stack_start[entry+1];
// Allocate variables to hold mixing results
int num_1; // Number of elements that are only in stack column
int num_2; // Number of elements that are only in new column
int num_mix; // Number of elements that are in both columns
// Determine how many elements are requested to hold the combined
// column
mix_column_prepare(&(m_stack_rowinx[i_start]), i_stop-i_start,
rows, number, &num_1, &num_2, &num_mix);
int num_request = num_1 + num_2 + num_mix;
// If there is not enough space in the stack to hold the combined
// column we flush the stack and exit the loop now. In this case
// the new column is put as the first column in the empty (flushed
// stack)
if (num_request >= (m_stack_size - m_stack_start[m_stack_entries])) {
stack_flush();
break;
}
// There is enough space, so combine both columns into a fresh one
int inx = m_stack_start[m_stack_entries];
int num_new;
mix_column(&(m_stack_data[i_start]), &(m_stack_rowinx[i_start]),
i_stop-i_start,
values, rows, number,
&(m_stack_data[inx]), &(m_stack_rowinx[inx]), &num_new);
// Store entry information and initialise start of next entry
m_stack_colinx[m_stack_entries] = col; // Store column index for entry
m_stack_entries++; // Increase the # of entries
m_stack_start[m_stack_entries] = inx + num_new; // Set start pointer for next entry
// Invalidate old column
m_stack_colinx[entry] = -1;
// Fall through to end
remaining = 0;
break;
} // endif: we found an existing column
} // endfor: looped over all columns
// If column has already been inserted then fall through ...
if (remaining == 0) {
continue;
}
// Otherwise, push the array on the stack
int inx = m_stack_start[m_stack_entries];
for (int i = 0; i < number; ++i) {
m_stack_data[inx] = values[i];
m_stack_rowinx[inx] = rows[i];
inx++;
}
// Store entry information and initialise start of next entry
m_stack_colinx[m_stack_entries] = col; // Store column index for entry
m_stack_entries++; // Increase the # of entries
m_stack_start[m_stack_entries] = inx; // Set start pointer for next entry
// Signal success
remaining = 0;
} while (0); // End of main do-loop
// Debug: show stack information
#if defined(G_DEBUG_SPARSE_STACK_PUSH)
std::cout << " Number of stack entries .: " << m_stack_entries << std::endl;
std::cout << " Stack entry columns .....:";
for (int i = 0; i < m_stack_entries; ++i) {
std::cout << " " << m_stack_colinx[i];
}
std::cout << std::endl;
std::cout << " Stack entry starts ......:";
for (int i = 0; i < m_stack_entries; ++i) {
std::cout << " " << m_stack_start[i];
}
std::cout << " (next at " << m_stack_start[m_stack_entries] << ")" << std::endl;
std::cout << " Stack data ..............:";
for (int i = 0; i < m_stack_start[m_stack_entries]; ++i) {
std::cout << " " << m_stack_data[i];
}
std::cout << std::endl;
std::cout << " Stack rows ..............:";
for (int i = 0; i < m_stack_start[m_stack_entries]; ++i) {
std::cout << " " << m_stack_rowinx[i];
}
std::cout << std::endl;
#endif
// Return remaining number of elements
return remaining;
}
/***********************************************************************//**
* @brief Flush matrix stack
*
* Adds the stack to the actual matrix. First, the total number of matrix
* elements is determined. Then new memory is allocated to hold all
* elements. Finally, all elements are filled into a working array that is
* then compressed into the matrix.
*
* The method uses the internal working array m_stack_work.
*
* NOTE: The present algorithm assumes that each column occurs only once
* in the stack!
***************************************************************************/
void GSparseMatrix::stack_flush(void)
{
// Do nothing if there is no stack
if (m_stack_data == NULL) {
return;
}
// Fill pending value
fill_pending();
// Debug header
#if defined(G_DEBUG_SPARSE_STACK_FLUSH)
std::cout << "GSparseMatrix::stack_flush" << std::endl;
std::cout << " Number of stack entries .: " << m_stack_entries << std::endl;
std::cout << " Number of stack elements : " << m_stack_start[m_stack_entries] << std::endl;
std::cout << " Number of matrix elements: " << m_elements << std::endl;
#endif
// Use stack working array to flag all columns that exist already in the
// matrix by 1 and all non-existing columns by 0
for (int col = 0; col < m_cols; ++col) {
if (m_colstart[col] < m_colstart[col+1]) {
m_stack_work[col] = 1;
}
else {
m_stack_work[col] = 0;
}
}
// Initialise some element counters
int new_elements = 0;
#if defined(G_DEBUG_SPARSE_STACK_FLUSH)
int num_matrix = 0; // Number of elements only in matrix
int num_stack = 0; // Number of elements only on stack
int num_both = 0; // Number of elements in matrix and on stack
#endif
// Loop over all stack entries and gather the number of elements that are
// new with respect to the initial matrix. For each column set a flag with
// the following meanings:
// -(entry+2): Column exists and is also found in stack=entry
// +(entry+2): Column exists in stack=entry only
// 1: Column exists in matrix only
// 0: Column does neither exist in matrix or stack
for (int entry = 0; entry < m_stack_entries; ++entry) {
// Get column for actual entry
int col = m_stack_colinx[entry];
// Consider only valid entries
if (col >= 0) {
// If column exists already in matrix then determine total number
// of additional elements
if (m_stack_work[col] == 1) {
// Flag that this column is a mixed column
m_stack_work[col] = -(entry+2);
// Setup index boundaries
int i_start = m_colstart[col];
int i_stop = m_colstart[col+1];
int k_start = m_stack_start[entry];
int k_stop = m_stack_start[entry+1];
// Allocate output counters
int num_1;
int num_2;
int num_mix;
// Analyse column mixing
mix_column_prepare(&(m_rowinx[i_start]), i_stop-i_start,
&(m_stack_rowinx[k_start]), k_stop-k_start,
&num_1, &num_2, &num_mix);
// Update element counters
new_elements += num_2;
#if defined(G_DEBUG_SPARSE_STACK_FLUSH)
num_matrix += num_1;
num_stack += num_2;
num_both += num_mix;
#endif
} // endif: column existed in the matrix
// If column did not exists in the matrix then consider all
// elements as new
else {
m_stack_work[col] = (entry+2);
new_elements += (m_stack_start[entry+1] - m_stack_start[entry]);
}
} // endif: entry was valid
} // endfor: looped over all entries
int elements = m_elements + new_elements;
// Dump number of elements in new matrix
#if defined(G_DEBUG_SPARSE_STACK_FLUSH)
std::cout << " New elements ............: " << new_elements << std::endl;
#endif
// Allocate memory for new matrix (always keep some elbow room)
m_alloc = elements + m_mem_block;
double* new_data = new double[m_alloc];
int* new_rowinx = new int[m_alloc];
// Fill new matrix. For this purpose we loop over all matrix columns
// and perform the operation that was identified in the previous scan
int index = 0;
for (int col = 0; col < m_cols; ++col) {
// If column does not exist then skip
if (m_stack_work[col] == 0) {
m_colstart[col] = index;
continue;
}
// If column exists in the matrix but not in the stack we copy the
// existing column into the new matrix
if (m_stack_work[col] == 1) {
for (int i = m_colstart[col]; i < m_colstart[col+1]; ++i) {
new_data[index] = m_data[i];
new_rowinx[index] = m_rowinx[i];
index++;
#if defined(G_DEBUG_SPARSE_STACK_FLUSH)
num_matrix++;
#endif
}
}
// If column is new (i.e. it did not exist in the matrix before)
// we copy the stack into the new matrix
else if (m_stack_work[col] > 1) {
int entry = m_stack_work[col] - 2;
for (int i = m_stack_start[entry]; i < m_stack_start[entry+1]; ++i) {
new_data[index] = m_stack_data[i];
new_rowinx[index] = m_stack_rowinx[i];
index++;
#if defined(G_DEBUG_SPARSE_STACK_FLUSH)
num_stack++;
#endif
}
}
// If column exists in the matrix and in the stack then we have to mix both
else {
// Get stack entry for column mix
int entry = -(m_stack_work[col] + 2);
// Setup index boundaries
int i_start = m_colstart[col];
int i_stop = m_colstart[col+1];
int k_start = m_stack_start[entry];
int k_stop = m_stack_start[entry+1];
// Allocate output counter
int num;
// Perform column mixing
mix_column(&(m_data[i_start]), &(m_rowinx[i_start]), i_stop-i_start,
&(m_stack_data[k_start]), &(m_stack_rowinx[k_start]), k_stop-k_start,
&(new_data[index]), &(new_rowinx[index]), &num);
// Increment element index
index += num;
} // endelse: column mixing required
// Store actual index in column start array
m_colstart[col] = index;
} // endfor: looped over all columns
// Dump number of elements in new matrix after addition
#if defined(G_DEBUG_SPARSE_STACK_FLUSH)
std::cout << " Added elements ..........: " << index << " (should be " << elements << ")" << std::endl;
std::cout << " - Matrix only ...........: " << num_matrix << std::endl;
std::cout << " - Stack only ............: " << num_stack << std::endl;
std::cout << " - Matrix & Stack ........: " << num_both << std::endl;
#endif
// Correct columns start array
for (int col = m_cols; col > 0; --col) {
m_colstart[col] = m_colstart[col-1];
}
m_colstart[0] = 0;
// Delete old matrix memory
if (m_data != NULL) delete [] m_data;
if (m_rowinx != NULL) delete [] m_rowinx;
// Update pointers to new memory and update element counter
m_data = new_data;
m_rowinx = new_rowinx;
m_elements = elements;
// Stack is empty now, so reset stack counters
m_stack_entries = 0;
m_stack_start[0] = 0;
// Return
return;
}
/***********************************************************************//**
* @brief Destroy matrix stack
*
* Flush and destroy matrix stack
***************************************************************************/
void GSparseMatrix::stack_destroy(void)
{
// Flush stack first
stack_flush();
// Free stack members
free_stack_members();
// Initialise stack (no entries)
init_stack_members();
// Return
return;
}
/*==========================================================================
= =
= Private methods =
= =
==========================================================================*/
/***********************************************************************//**
* @brief Initialise class mambers
***************************************************************************/
void GSparseMatrix::init_members(void)
{
// Initialise sparse matrix members
m_rowinx = NULL;
m_mem_block = G_SPARSE_MATRIX_DEFAULT_MEM_BLOCK;
m_zero = 0.0;
m_fill_val = 0.0;
m_fill_row = 0;
m_fill_col = 0;
m_symbolic = NULL;
m_numeric = NULL;
// Initialise stack members
init_stack_members();
// Return
return;
}
/***********************************************************************//**
* @brief Copy class members
*
* @param[in] matrix Matrix to be copied.
***************************************************************************/
void GSparseMatrix::copy_members(const GSparseMatrix& matrix)
{
// Copy GSparseMatrix members
m_mem_block = matrix.m_mem_block;
m_zero = matrix.m_zero;
m_fill_val = matrix.m_fill_val;
m_fill_row = matrix.m_fill_row;
m_fill_col = matrix.m_fill_col;
// Copy row indices if they exist
if (matrix.m_rowinx != NULL && matrix.m_alloc > 0) {
m_rowinx = new int[matrix.m_alloc];
for (int i = 0; i < matrix.m_elements; ++i) {
m_rowinx[i] = matrix.m_rowinx[i];
}
}
// Clone symbolic decomposition if it exists
if (matrix.m_symbolic != NULL) {
m_symbolic = new GSparseSymbolic();
*m_symbolic = *matrix.m_symbolic;
}
// Copy numeric decomposition if it exists
if (matrix.m_numeric != NULL) {
m_numeric = new GSparseNumeric();
*m_numeric = *matrix.m_numeric;
}
// Return
return;
}
/***********************************************************************//**
* @brief Delete class members
***************************************************************************/
void GSparseMatrix::free_members(void)
{
// De-allocate only if memory has indeed been allocated
if (m_numeric != NULL) delete m_numeric;
if (m_symbolic != NULL) delete m_symbolic;
if (m_rowinx != NULL) delete [] m_rowinx;
// Properly mark members as free
m_rowinx = NULL;
m_symbolic = NULL;
m_numeric = NULL;
// Free stack members
free_stack_members();
// Return
return;
}
/***********************************************************************//**
* @brief Allocate matrix
*
* @param[in] rows Number of rows (>1).
* @param[in] cols Number of columns (>1).
* @param[in] elements Number of matrix elements to be physically allocated.
*
* @exception GException::empty
* Attempt to allocate zero size matrix.
*
* This is the main constructor code that allocates and initialises memory
* for matrix elements.
***************************************************************************/
void GSparseMatrix::alloc_members(const int& rows, const int& cols,
const int& elements)
{
// Throw exception if requested matrix size is zero
if (rows == 0 || cols == 0) {
throw GException::empty(G_ALLOC_MEMBERS);
}
// Allocate column start array. This is the only array that we can
// allocate at this time. The other arrays can only be allocated during
// filling of the matrix
m_colstart = new int[cols+1];
// Store (logical) matrix size
m_rows = rows;
m_cols = cols;
// Initialise column start indices to 0
for (int col = 0; col <= m_cols; ++col) {
m_colstart[col] = 0;
}
// Optionally allocate memory for matrix elements
if (elements > 0) {
alloc_elements(0, elements);
}
// Return
return;
}
/***********************************************************************//**
* @brief Initialise fill stack
*
* The fill stack is used to fill the sparse matrix without any prior know-
* ledge about the number of location of the non-zero matrix elements.
* Values are first filled into the stack and flushed into the sparse
* matrix once the stack is full.
***************************************************************************/
void GSparseMatrix::init_stack_members(void)
{
// Initialise stack members
m_stack_max_entries = 0;
m_stack_size = 0;
m_stack_entries = 0;
m_stack_colinx = NULL;
m_stack_start = NULL;
m_stack_data = NULL;
m_stack_rowinx = NULL;
m_stack_work = NULL;
m_stack_rows = NULL;
m_stack_values = NULL;
// Return
return;
}
/***********************************************************************//**
* @brief Delete fill-stack class members
*
* Deletes all memory that has been allocated using the init_stack_members()
* method.
***************************************************************************/
void GSparseMatrix::free_stack_members(void)
{
// Free stack members
if (m_stack_colinx != NULL) delete [] m_stack_colinx;
if (m_stack_start != NULL) delete [] m_stack_start;
if (m_stack_data != NULL) delete [] m_stack_data;
if (m_stack_rowinx != NULL) delete [] m_stack_rowinx;
if (m_stack_work != NULL) delete [] m_stack_work;
if (m_stack_rows != NULL) delete [] m_stack_rows;
if (m_stack_values != NULL) delete [] m_stack_values;
// Properly mark members as free
m_stack_colinx = NULL;
m_stack_start = NULL;
m_stack_data = NULL;
m_stack_rowinx = NULL;
m_stack_work = NULL;
m_stack_rows = NULL;
m_stack_values = NULL;
// Return
return;
}
/***********************************************************************//**
* @brief Determines element index for (row,col)
*
* @param[in] row Row index.
* @param[in] col Column index.
*
* Returns the index in the compressed array for (row,col). The following
* special results exist:
* -1: Requested index does not exist in the matrix.
* m_elements: Requested index is the pending element.
***************************************************************************/
int GSparseMatrix::get_index(const int& row, const int& col) const
{
// Initialise element to 'not found'
int index = -1;
// If we have a pending element then check if this element is requested
if (m_fill_val != 0.0) {
if (row == m_fill_row && col == m_fill_col) {
return m_elements;
}
}
// If requested element is not the pending element then check if it exists
// in the matrix. Only if it is found its index is returned. Otherwise
// the default index is -1, signalling that the element is absent.
if (m_elements > 0) {
int* ptr_colstart = m_colstart + col;
int i_start = *ptr_colstart++;
int i_stop = *ptr_colstart;
int* ptr_rowinx = m_rowinx + i_start;
for (int i = i_start; i < i_stop; ++i) {
int row_test = *ptr_rowinx++;
if (row_test == row) {
index = i;
break;
}
}
}
// Return index
return index;
}
/***********************************************************************//**
* @brief Fills pending matrix element
*
* If 'm_fill_val' is non-zero a pending matrix element exists that should
* be filled into (row,col)=(m_fill_row,m_fill_col). This routine performs
* the filling of the matrix with this element and resets 'm_fill_val' to
* zero. This routine allows for element-by-element filling of a sparse
* matrix. This is, of course, very time consuming and should in general
* be avoided. However, it allows to design a sparse matrix class that
* hides the matrix sparsity completely to the user.
***************************************************************************/
void GSparseMatrix::fill_pending(void)
{
// If we have a pending element then fill it into the matrix
if (m_fill_val != 0.0) {
// Debugging
#if defined(G_DEBUG_SPARSE_PENDING) || defined(G_DEBUG_SPARSE_INSERTION)
std::cout << "GSparseMatrix::fill_pending(): pending value " <<
m_fill_val << " will be filled in location (" <<
m_fill_row << "," << m_fill_col << ")" << std::endl;
#endif
// If there are so far no elements in the matrix then append element ...
int inx_insert;
if (m_elements == 0) {
inx_insert = 0;
}
// ... otherwise search for index to insert
else {
int* ptr_colstart = m_colstart + m_fill_col;
int i_start = *ptr_colstart++;
int i_stop = *ptr_colstart;
int* ptr_rowinx = m_rowinx + i_start;
for (inx_insert = i_start; inx_insert < i_stop; ++inx_insert) {
int row_test = *ptr_rowinx++;
if (row_test > m_fill_row) {
break;
}
}
}
// Allocate memory for new element
alloc_elements(inx_insert, 1);
// Insert element
m_data[inx_insert] = m_fill_val;
m_rowinx[inx_insert] = m_fill_row;
// Update column start indices
for (int col = m_fill_col+1; col <= m_cols; ++col) {
m_colstart[col] += 1;
}
// Reset fill value
m_fill_val = 0.0;
m_fill_row = 0;
m_fill_col = 0;
// Debugging: show sparse matrix after filling
#if defined(G_DEBUG_SPARSE_PENDING) || defined(G_DEBUG_SPARSE_INSERTION)
std::cout << " Data: ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_data[i] << " ";
std::cout << std::endl << " Row.: ";
for (int i = 0; i < m_elements; ++i)
std::cout << m_rowinx[i] << " ";
std::cout << std::endl << " Col.: ";
for (int i = 0; i < m_cols+1; ++i)
std::cout << m_colstart[i] << " ";
std::cout << std::endl;
#endif
} // endif: a pending matrix element was found
// Return
return;
}
/***********************************************************************//**
* @brief Allocate memory for new matrix elements
*
* @param[in] start Index of first allocated element.
* @param[in] num Number of elements to be allocated.
*
* Inserts a memory allocation for 'num' elements at the index 'start'.
* The new elements are filled with 0.0 and the corresponding row indices
* are set to 0.
*
* NOTE: This method does not take care of updating 'm_colstart'. This has
* to be done by the client.
***************************************************************************/
void GSparseMatrix::alloc_elements(int start, const int& num)
{
// Dump header
#if defined(G_DEBUG_SPARSE_MALLOC)
std::cout << "GSparseMatrix::alloc_elements(start=" << start << ", num=" <<
num << ")" << std::endl;
std::cout << " Before allocation : " << m_elements << " " << m_alloc << std::endl;
#endif
// Continue only if we need memory
if (num > 0) {
// If start is after the end then append memory
if (start > m_elements) {
start = m_elements;
}
// Determine the requested new logical size of the matrix
int new_size = m_elements + num;
// Case A: the requested memory is already available, so just move the
// data to make space for new elements and initialise the new cells
if (new_size <= m_alloc) {
// Move up all elements after index to insert
for (int i = m_elements - 1; i >= start; --i) {
m_data[i+num] = m_data[i];
m_rowinx[i+num] = m_rowinx[i];
}
// Clear new elements (zero content for row 0)
for (int i = start; i < start+num; ++i) {
m_data[i] = 0.0;
m_rowinx[i] = 0;
}
// Update element counter
m_elements += num;
} // endif: Case A: memory already existed
// Case B: more memory is needed, so allocate it, copy the existing
// content, and initialise new cells
else {
// Make sure that enough memory is allocated
int new_propose = m_alloc + m_mem_block;
m_alloc = (new_size > new_propose) ? new_size : new_propose;
// Allocate memory for new elements
double* new_data = new double[m_alloc];
int* new_rowinx = new int[m_alloc];
// Copy all elements before index to insert
for (int i = 0; i < start; ++i) {
new_data[i] = m_data[i];
new_rowinx[i] = m_rowinx[i];
}
// Clear new elements (zero content for row 0)
for (int i = start; i < start+num; ++i) {
new_data[i] = 0.0;
new_rowinx[i] = 0;
}
// Copy all elements after index to insert
for (int i = start; i < m_elements; ++i) {
new_data[i+num] = m_data[i];
new_rowinx[i+num] = m_rowinx[i];
}
// Delete old memory
if (m_data != NULL) delete [] m_data;
if (m_rowinx != NULL) delete [] m_rowinx;
// Update pointers to new memory and update element counter
m_data = new_data;
m_rowinx = new_rowinx;
m_elements += num;
} // endelse: Case B: more memory was needed
} // endif: needed new memory
// Dump new memory size
#if defined(G_DEBUG_SPARSE_MALLOC)
std::cout << " After allocation .: " << m_elements << " " << m_alloc << std::endl;
#endif
// Return
return;
}
/***********************************************************************//**
* @brief Free memory for obsolete matrix elements
*
* @param[in] start Index of first freed element.
* @param[in] num Number of elements to be freed.
*
* Free memory for 'num' elements starting from index 'start'.
*
* NOTE: This method does not take care of updating 'm_colstart'. This has
* to be done by the client.
***************************************************************************/
void GSparseMatrix::free_elements(const int& start, const int& num)
{
// Dump header
#if defined(G_DEBUG_SPARSE_MALLOC)
std::cout << "GSparseMatrix::free_elements(start=" << start << ", num=" <<
num << ")" << std::endl;
#endif
// Continue only if we need to free memory and if start is within the
// range
if (num > 0 && start < m_elements) {
// Determine the requested new logical size of the matrix
int new_size = m_elements - num;
// If there are no elements then simply delete all matrix elements ...
if (new_size < 1) {
if (m_data != NULL) delete [] m_data;
if (m_rowinx != NULL) delete [] m_rowinx;
m_data = NULL;
m_rowinx = NULL;
m_elements = 0;
m_alloc = 0;
}
// ... otherwise shrink the array
else {
// Case A: If at least one entire memory block has been liberated then
// physically shrink the matrix array
if (m_alloc - new_size > m_mem_block) {
// Shrink, but leave a memory block for possible future filling
m_alloc = new_size + m_mem_block;
// Allocate new memory
double* new_data = new double[m_alloc];
int* new_rowinx = new int[m_alloc];
// Copy all elements before the starting index
for (int i = 0; i < start; ++i) {
new_data[i] = m_data[i];
new_rowinx[i] = m_rowinx[i];
}
// Copy all elements after the starting index
for (int i = start; i < new_size; ++i) {
new_data[i] = m_data[i+num];
new_rowinx[i] = m_rowinx[i+num];
}
// Delete old memory
if (m_data != NULL) delete [] m_data;
if (m_rowinx != NULL) delete [] m_rowinx;
// Update pointers to new memory and update element counter
m_data = new_data;
m_rowinx = new_rowinx;
m_elements = new_size;
} // endif: Case A: memory shrinkage performed
// Case B: we keep the memory and just move the elements
else {
// Move all elements after the starting index
for (int i = start; i < new_size; ++i) {
m_data[i] = m_data[i+num];
m_rowinx[i] = m_rowinx[i+num];
}
// Update element counter
m_elements = new_size;
} // endelse: Case B
} // endif: array shrinkage needed
} // endif: needed new memory
// Return
return;
}
/***********************************************************************//**
* @brief Remove rows and columns with zeros
*
* @exception GException::matrix_zero
* All matrix elements are zero.
*
* Remove all rows and columns that contain only zeros from matrix. This
* function is needed for compressed matrix factorisation. The resulting
* matrix has reduced size (number of rows and columns) and dimensions
* (number of elements). Note that the physical memory is not reduced by
* the method.
***************************************************************************/
void GSparseMatrix::remove_zero_row_col(void)
{
// Dump header
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << "GSparseMatrix::remove_zero_row_col" << std::endl;
#endif
// Fill pending value in matrix
fill_pending();
// Select non-zero rows and columns of matrix
select_non_zero();
// Stop if there is no compression
if (m_rows == m_num_rowsel && m_cols == m_num_colsel) {
return;
}
// Raise exception if all matrix elements are zero
if (m_num_rowsel < 1 || m_num_colsel < 1) {
throw GException::matrix_zero(G_REMOVE_ZERO);
}
// Allocate row mapping array
int* row_map = new int[m_rows];
// Setup row mapping array that maps original matrix rows into compressed
// matrix rows. An entry of -1 indicates that the row should be dropped
for (int row = 0; row < m_rows; ++row) {
row_map[row] = -1;
}
for (int c_row = 0; c_row < m_num_rowsel; ++c_row) {
row_map[m_rowsel[c_row]] = c_row;
}
// Initialise pointers to compressed array
double* d_data = m_data;
int* d_rowinx = m_rowinx;
// Initialise column start of first column to zero
m_colstart[0] = 0;
// Dump column start array
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " before compression (" << m_colstart[m_cols] << "):";
for (int col = 0; col <= m_cols; ++col)
std::cout << " " << m_colstart[col];
std::cout << std::endl;
#endif
// Loop over all columns of compressed matrix
for (int c_col = 0; c_col < m_num_colsel; ++c_col) {
// Get index range for elements in original matrix
int i_start = m_colstart[m_colsel[c_col]];
int i_stop = m_colstart[m_colsel[c_col]+1];
// Initialise number of element counter for the compressed column
int num = 0;
// Loop over all elements in original column
int c_row;
for (int i = i_start; i < i_stop; ++i) {
if ((c_row = row_map[m_rowinx[i]]) >= 0) {
*d_data++ = m_data[i];
*d_rowinx++ = c_row;
num++;
}
}
// Update column stop
m_colstart[c_col+1] = m_colstart[c_col] + num;
} // endfor: looped over all columns of compressed matrix
// Dump column start array
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " after compression (" << m_colstart[m_num_colsel] << ") :";
for (int c_col = 0; c_col <= m_num_colsel; ++c_col)
std::cout << " " << m_colstart[c_col];
std::cout << std::endl;
#endif
// Free row mapping array
delete [] row_map;
// Update matrix size
m_rows = m_num_rowsel;
m_cols = m_num_colsel;
// Return
return;
}
/***********************************************************************//**
* @brief Insert zero rows and columns
*
* @param[in] rows Number of rows.
* @param[in] cols Number of columns.
*
* Insert zero rows and columns into matrix. Since for a sparse matrix
* this does not require any allocation of additional memory, the data are
* not moved by this function, but the pointers are re-arranged.
***************************************************************************/
void GSparseMatrix::insert_zero_row_col(const int& rows, const int& cols)
{
// Dump header
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << "GSparseMatrix::insert_zero_row_col(" << rows << "," << cols <<
")" << std::endl;
#endif
// Fill pending value in matrix
fill_pending();
// Stop if there is no insertion
if (m_rows == rows && m_cols == cols) {
return;
}
// If row selection exists then restore row indices
if (m_rowsel != NULL) {
for (int i = 0; i < m_elements; ++i) {
m_rowinx[i] = m_rowsel[m_rowinx[i]];
}
}
// Dump column start array
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " before restoration (" << m_colstart[m_num_colsel] << "):";
for (int c_col = 0; c_col <= m_num_colsel; ++c_col)
std::cout << " " << m_colstart[c_col];
std::cout << std::endl;
#endif
// If column selection exists then restore column counters
if (m_colsel != NULL) {
// Start insertion from the last original column
int col_stop = cols - 1;
// Loop over all compressed columns
for (int c_col = m_num_colsel-1; c_col > 0; --c_col) {
int col_start = m_colsel[c_col-1] + 1;
int col_value = m_colstart[c_col];
for (int col = col_start; col <= col_stop; ++col) {
m_colstart[col] = col_value;
}
col_stop = col_start - 1;
}
// Set first columns if they are not yet set
for (int col = 0; col <= col_stop; ++col) {
m_colstart[col] = 0;
}
// Restore the number of elements
m_colstart[cols] = m_elements;
}
// Dump column start array
#if defined(G_DEBUG_SPARSE_COMPRESSION)
std::cout << " after restoration (" << m_colstart[cols] << ") :";
for (int col = 0; col <= cols; ++col) {
std::cout << " " << m_colstart[col];
}
std::cout << std::endl;
#endif
// Update matrix size
m_rows = rows;
m_cols = cols;
// Return
return;
}
/***********************************************************************//**
* @brief Prepare mix of sparse columns
*
* @param[in] src1_row Row index array [0...src1_num-1] of first column.
* @param[in] src1_num Number of elements in first column.
* @param[in] src2_row Row index array [0...src2_num-1] of second column.
* @param[in] src2_num Number of elements in second column.
* @param[out] num_1 Number of elements only found in column 1.
* @param[out] num_2 Number of elements only found in column 2.
* @param[out] num_mix Number of elements found in both columns.
*
* This method prepares the mix of two sparse matrix columns into a single
* column.
***************************************************************************/
void GSparseMatrix::mix_column_prepare(const int* src1_row, int src1_num,
const int* src2_row, int src2_num,
int* num_1, int* num_2, int* num_mix)
{
// Initialise element counters
*num_1 = 0;
*num_2 = 0;
*num_mix = 0;
// Initialise indices and row indices of both columns
int inx_1 = 0; // Column 1 element index
int inx_2 = 0; // Column 2 element index
int row_1 = src1_row[inx_1]; // Column 1 first row index
int row_2 = src2_row[inx_2]; // Column 2 first row index
// Mix elements of both columns while both contain still elements
while (inx_1 < src1_num && inx_2 < src2_num) {
// Case A: the element exist in both columns
if (row_1 == row_2) {
row_1 = src1_row[++inx_1];
row_2 = src2_row[++inx_2];
(*num_mix)++;
}
// Case B: the element exists only in first column
else if (row_1 < row_2) {
row_1 = src1_row[++inx_1];
(*num_1)++;
}
// Case C: the element exists only in second column
else {
row_2 = src2_row[++inx_2];
(*num_2)++;
}
} // endwhile: mixing
// At this point either the first or the second column expired of elements
// In the case that there are still elements remaining in the first column we
// count them now ...
if (inx_1 < src1_num) {
*num_1 += (src1_num - inx_1);
}
// ... or in the case that there are still elements remaining in the second
// column we count them now
if (inx_2 < src2_num) {
*num_2 += (src2_num - inx_2);
}
// We're done
return;
}
/***********************************************************************//**
* @brief Mix of sparse columns
*
* @param[in] src1_data Data array [0...src1_num-1] of first column.
* @param[in] src1_row Row index array [0...src1_num-1] of first column.
* @param[in] src1_num Number of elements in first column.
* @param[in] src2_data Data array [0...src2_num-1] of second column.
* @param[in] src2_row Row index array [0...src2_num-1] of second column.
* @param[in] src2_num Number of elements in second column.
* @param[in] dst_data Data array [0...dst_num-1] of result column.
* @param[in] dst_row Row index array [0...dst_num-1] of result column.
* @param[in] dst_num Number of elements in result column.
*
* This method mixes two sparse matrix columns into a single column.
***************************************************************************/
void GSparseMatrix::mix_column(const double* src1_data, const int* src1_row,
int src1_num,
const double* src2_data, const int* src2_row,
int src2_num,
double* dst_data, int* dst_row, int* dst_num)
{
// Initialise indices and row indices of both columns
int inx_1 = 0; // Column 1 element index
int inx_2 = 0; // Column 2 element index
int inx = 0; // Result column element index
int row_1 = src1_row[inx_1];
int row_2 = src2_row[inx_2];
// Mix elements of both columns while both contain still elements
while (inx_1 < src1_num && inx_2 < src2_num) {
// Case A: the element exists in both columns, so we add up the values
if (row_1 == row_2) {
dst_data[inx] = src1_data[inx_1] + src2_data[inx_2];
dst_row[inx] = row_1;
row_1 = src1_row[++inx_1];
row_2 = src2_row[++inx_2];
}
// Case B: the element exists only in first column, so we copy the element
// from the first column
else if (row_1 < row_2) {
dst_data[inx] = src1_data[inx_1];
dst_row[inx] = row_1;
row_1 = src1_row[++inx_1];
}
// Case C: the element exists only in second column, so we copy the element
// from the second column
else {
dst_data[inx] = src2_data[inx_2];
dst_row[inx] = row_2;
row_2 = src2_row[++inx_2];
}
// Update the destination index since we added a element
inx++;
} // endwhile: mixing
// At this point either the first or the second column expired of elements
// In the case that there are still elements remaining in the first column we
// add them now ...
for (int i = inx_1; i < src1_num; ++i, ++inx) {
dst_data[inx] = src1_data[i];
dst_row[inx] = src1_row[i];
}
// ... or in the case that there are still elements remaining in the second
// column we add them now
for (int i = inx_2; i < src2_num; ++i, ++inx) {
dst_data[inx] = src2_data[i];
dst_row[inx] = src2_row[i];
}
// Now store the number of columns in the second column
*dst_num = inx;
// We're done
return;
}
/*==========================================================================
= =
= Friend functions =
= =
==========================================================================*/
/***********************************************************************//**
* @brief Return matrix with absolute values of all elements
*
* @param[in] matrix Matrix for which absolute values are to be returned.
***************************************************************************/
GSparseMatrix abs(const GSparseMatrix& matrix)
{
// Define result matrix
GSparseMatrix result = matrix;
// Fill pending element
result.fill_pending();
// Convert all elements to absolute values
for (int i = 0; i < result.m_elements; ++i) {
result.m_data[i] = std::abs(result.m_data[i]);
}
// Return result
return result;
}
/***********************************************************************//**
* @brief cs_symperm
*
* @param[in] matrix Matrix.
* @param[in] pinv TBD.
*
* Returns matrix(p,p) where matrix and matrix(p,p) are symmetric the upper
* part stored.
***************************************************************************/
GSparseMatrix cs_symperm(const GSparseMatrix& matrix, const int* pinv)
{
// Declare loop variables
int i, j, p, q, i2, j2;
// Assign matrix attributes
int n = matrix.m_cols;
int* Ap = matrix.m_colstart;
int* Ai = matrix.m_rowinx;
double* Ax = matrix.m_data;
// Allocate result matrix
GSparseMatrix C(n, n, Ap[n]);
// Allocate and initialise workspace
int wrk_size = n;
int* wrk_int = new int[wrk_size];
for (i = 0; i < wrk_size; ++i) {
wrk_int[i] = 0;
}
// Assign result matrix attributes
int* Cp = C.m_colstart;
int* Ci = C.m_rowinx;
double* Cx = C.m_data;
// Count entries in each column of C
for (j = 0; j < n; j++) {
// Column j of A is column j2 of C
j2 = pinv ? pinv[j] : j;
// Loop over entries in column j
for (p = Ap[j]; p < Ap[j+1]; p++) {
i = Ai [p];
if (i > j) continue; // skip lower triangular part of A
i2 = pinv ? pinv[i] : i; // row i of A is row i2 of C
wrk_int[G_MAX(i2, j2)]++; // column count of C
}
}
// Compute column pointers of C
cs_cumsum(Cp, wrk_int, n);
// Loop over all columns of A
for (j = 0 ; j < n ; j++) {
// Column j of A is column j2 of C
j2 = pinv ? pinv[j] : j;
// Loop over entries in column j
for (p = Ap[j]; p < Ap[j+1]; p++) {
i = Ai [p] ;
if (i > j) continue; // skip lower triangular part of A
i2 = pinv ? pinv[i] : i; // row i of A is row i2 of C
Ci[q = wrk_int[G_MAX(i2,j2)]++] = G_MIN(i2,j2);
if (Cx) Cx[q] = Ax[p];
}
}
// Free workspace
delete [] wrk_int;
// Rectify the number of elements in matrix C
C.free_elements(Cp[n], (C.m_elements-Cp[n]));
// Return result
return C;
}
/***************************************************************************
* @brief Compute transpose matrix
*
* @param[in] matrix Matrix.
* @param[in] value Flag that signals if values should be copied.
*
* The flag 'values' allows to avoid copying the actual data values. This
* allows to perform a logical matrix transposition, as needed by the
* symbolic matrix analysis class.
*
* Note that this method does not support pending elements (they have to be
* filled before).
***************************************************************************/
GSparseMatrix cs_transpose(const GSparseMatrix& matrix, int values)
{
// Declare and allocate result matrix
GSparseMatrix result(matrix.m_cols, matrix.m_rows, matrix.m_elements);
// Allocate and initialise workspace
int wrk_size = matrix.m_rows;
int* wrk_int = new int[wrk_size];
for (int i = 0; i < wrk_size; ++i) {
wrk_int[i] = 0;
}
// Setup the number of non-zero elements in each row
// for (p = 0 ; p < Ap [n] ; p++) w [Ai [p]]++ ;
// Ap[n] = m.m_colstart[col]
// n = m.m_cols
// Ai[p] = m.m_rowinx[p]
for (int p = 0; p < matrix.m_colstart[matrix.m_cols]; ++p) {
wrk_int[matrix.m_rowinx[p]]++;
}
// Set row pointers. To use a GSparseSymbolic function we have to
// allocate and object (but this does not take memory)
cs_cumsum(result.m_colstart, wrk_int, matrix.m_rows);
// Case A: Normal transponse, including assignment of values
if (values) {
for (int col = 0; col < matrix.m_cols; ++col) {
for (int p = matrix.m_colstart[col]; p < matrix.m_colstart[col+1] ; ++p) {
int i = wrk_int[matrix.m_rowinx[p]]++;
result.m_rowinx[i] = col;
result.m_data[i] = matrix.m_data[p] ;
}
}
}
// Case B: Logical transponse, no assignment of values is performed
else {
for (int col = 0; col < matrix.m_cols; ++col) {
for (int p = matrix.m_colstart[col]; p < matrix.m_colstart[col+1] ; ++p) {
result.m_rowinx[wrk_int[matrix.m_rowinx[p]]++] = col;
}
}
}
// Free workspace
delete [] wrk_int;
// Return transponse matrix
return result;
}
/***********************************************************************//**
* @brief cs_cumsum
*
* @param[out] p Integer array (n+1 elements).
* @param[in] c Integer array (n elements).
* @param[in] n Number of elements.
*
* Evaluate p[0..n] = cumulative sum of c[0..n-1]
***************************************************************************/
double cs_cumsum(int* p, int* c, int n)
{
// Signal error if one of the input pointers is NULL
if (!p || !c) return (-1);
// Initialise sums (integer and double)
int nz = 0;
double nz2 = 0.0;
// Evaluate p[0..n] = cumulative sum of c[0..n-1]
for (int i = 0; i < n; ++i) {
p[i] = nz ;
nz += c[i];
nz2 += c[i]; // also in double to avoid int overflow
c[i] = p[i]; // also copy p[0..n-1] back into c[0..n-1]
}
p[n] = nz ;
// Return cumulative sum of c[0..n-1]
return nz2;
}