GSparseNumeric.cpp
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/***************************************************************************
* GSparseNumeric.cpp - sparse matrix numeric analysis class *
* ----------------------------------------------------------------------- *
* copyright (C) 2006-2010 by Jurgen Knodlseder *
* ----------------------------------------------------------------------- *
* *
* 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/>. *
* *
***************************************************************************/
/* __ Includes ___________________________________________________________ */
#ifdef HAVE_CONFIG_H
#include <config.h>
#endif
#include "GSparseNumeric.hpp"
/* __ Macros _____________________________________________________________ */
#define CS_FLIP(i) (-(i)-2)
#define CS_MARK(w,j) { w [j] = CS_FLIP (w [j]) ; }
#define CS_MARKED(w,j) (w [j] < 0)
/*==========================================================================
= =
= GSparseNumeric constructors/destructors =
= =
==========================================================================*/
/***************************************************************************
* GSparseNumeric constructor *
***************************************************************************/
GSparseNumeric::GSparseNumeric()
{
// Initialise private members for clean destruction
m_L = NULL;
m_U = NULL;
m_pinv = NULL;
m_B = NULL;
m_n_pinv = 0;
m_n_B = 0;
// Return
return;
}
/***************************************************************************
* GSparseNumeric destructor *
***************************************************************************/
GSparseNumeric::~GSparseNumeric()
{
// De-allocate only if memory has indeed been allocated
if (m_L != NULL) delete m_L;
if (m_U != NULL) delete m_U;
if (m_pinv != NULL) delete [] m_pinv;
if (m_B != NULL) delete [] m_B;
// Return
return;
}
/*==========================================================================
= =
= GSparseNumeric operators =
= =
==========================================================================*/
/***************************************************************************
* GSparseNumeric assignment operator *
***************************************************************************/
GSparseNumeric& GSparseNumeric::operator= (const GSparseNumeric& n)
{
// Execute only if object is not identical
if (this != &n) {
// De-allocate only if memory has indeed been allocated
if (m_L != NULL) delete m_L;
if (m_U != NULL) delete m_U;
if (m_pinv != NULL) delete [] m_pinv;
if (m_B != NULL) delete [] m_B;
// Initialise private members for clean destruction
m_L = NULL;
m_U = NULL;
m_pinv = NULL;
m_B = NULL;
m_n_pinv = 0;
m_n_B = 0;
// Copy m_L if it exists
if (n.m_L != NULL)
m_L = new GSparseMatrix(*n.m_L);
// Copy m_U if it exists
if (n.m_U != NULL)
m_U = new GSparseMatrix(*n.m_U);
// Copy m_pinv array if it exists
if (n.m_pinv != NULL && n.m_n_pinv > 0) {
m_pinv = new int[n.m_n_pinv];
for (int i = 0; i < n.m_n_pinv; ++i)
m_pinv[i] = n.m_pinv[i];
m_n_pinv = n.m_n_pinv;
}
// Copy m_B array if it exists
if (n.m_B != NULL && n.m_n_B > 0) {
m_B = new double[n.m_n_B];
for (int i = 0; i < n.m_n_B; ++i)
m_B[i] = n.m_B[i];
m_n_B = n.m_n_B;
}
} // endif: object was not identical
// Return
return *this;
}
/*==========================================================================
= =
= GSparseNumeric member functions =
= =
==========================================================================*/
/***************************************************************************
* cholesky_numeric_analysis *
* ----------------------------------------------------------------------- *
* L = chol (A, [pinv parent cp]), pinv is optional. This function *
* allocates the memory to hold the information. *
* ----------------------------------------------------------------------- *
* Input: A Sparse matrix *
* S Symbolic analysis of sparse matrix *
***************************************************************************/
void GSparseNumeric::cholesky_numeric_analysis(const GSparseMatrix& A,
const GSparseSymbolic& S)
{
// De-allocate memory that has indeed been previously allocated
if (m_L != NULL) delete m_L;
if (m_U != NULL) delete m_U;
if (m_pinv != NULL) delete [] m_pinv;
if (m_B != NULL) delete [] m_B;
// Initialise members
m_L = NULL;
m_U = NULL;
m_pinv = NULL;
m_B = NULL;
m_n_pinv = 0;
m_n_B = 0;
// Return if arrays in the symbolic analysis have not been allocated
if (!S.m_cp || !S.m_parent) return;
// Declare
double lki;
int top, i, p, k;
// Assign input matrix attributes
int n = A.m_cols;
// Allocate int workspace
int wrk_size = 2*n;
int* wrk_int = new int[wrk_size];
// Allocate double workspace
wrk_size = n;
double* wrk_double = new double[wrk_size];
// Assign pointers
int* cp = S.m_cp;
int* pinv = S.m_pinv;
int* parent = S.m_parent;
// Assign C = A(p,p) where A and C are symmetric and the upper part stored
GSparseMatrix C = (pinv) ? cs_symperm(A, pinv) : (A);
// Assign workspace pointer
int* c = wrk_int;
int* s = wrk_int + n;
double* x = wrk_double;
// Assign C matrix pointers
int* Cp = C.m_colstart;
int* Ci = C.m_rowinx;
double* Cx = C.m_data;
// Allocate L matrix
m_L = new GSparseMatrix(n, n, cp[n]);
// Assign L matrix pointers
int* Lp = m_L->m_colstart;
int* Li = m_L->m_rowinx;
double* Lx = m_L->m_data;
// Initialise column pointers of L and c
for (k = 0; k < n; ++k)
Lp[k] = c[k] = cp[k];
// Compute L(:,k) for L*L' = C
for (k = 0; k < n; k++) {
// Nonzero pattern of L(k,:).
// Returns -1 if parent = NULL, s = NULL or c = NULL
top = cs_ereach(&C, k, parent, s, c); // find pattern of L(k,:)
x[k] = 0; // x (0:k) is now zero
// x = full(triu(C(:,k)))
for (p = Cp[k]; p < Cp[k+1]; p++) {
if (Ci[p] <= k)
x[Ci[p]] = Cx[p];
}
// d = C(k,k)
double d = x[k];
// Clear x for k+1st iteration
x[k] = 0;
// Triangular solve: Solve L(0:k-1,0:k-1) * x = C(:,k)
for ( ; top < n; top++) {
i = s[top]; // s [top..n-1] is pattern of L(k,:)
lki = x[i]/Lx[Lp[i]]; // L(k,i) = x (i) / L(i,i)
x[i] = 0; // clear x for k+1st iteration
for (p = Lp[i]+1; p < c[i]; p++)
x[Li[p]] -= Lx[p] * lki;
d -= lki * lki; // d = d - L(k,i)*L(k,i)
p = c[i]++;
Li[p] = k; // store L(k,i) in column i
Lx[p] = lki;
}
// Compute L(k,k)
if (d <= 0)
throw GException::matrix_not_pos_definite(
"GSparseNumeric::cholesky_numeric_analysis(GSparseMatrix&, const GSparseSymbolic&)",
k, d);
// Store L(k,k) = sqrt (d) in column k
p = c[k]++;
Li[p] = k;
Lx[p] = sqrt(d);
}
// Finalize L
Lp[n] = cp[n];
// Free workspace
delete [] wrk_int;
delete [] wrk_double;
// Return void
return;
}
/*==========================================================================
= =
= GSparseNumeric private functions =
= =
==========================================================================*/
/***************************************************************************
* cs_ereach *
* ----------------------------------------------------------------------- *
* Find nonzero pattern of Cholesky L(k,1:k-1) using etree and *
* triu(A(:,k)) *
* ----------------------------------------------------------------------- *
* Input: A Sparse matrix *
* k Node *
* parent ... *
* s ... *
* w ... *
* Input: top Index, where s[top..n-1] contains pattern *
* of L(k,:); -1 if arrays have not been *
* allocated *
***************************************************************************/
int GSparseNumeric::cs_ereach(const GSparseMatrix* A, int k,
const int* parent, int* s, int* w)
{
// Return -1 if arrays have not been allocated
if (!parent || !s || !w) return (-1);
// Assign A matrix attributes and pointers
int n = A->m_cols;
int top = n;
int* Ap = A->m_colstart;
int* Ai = A->m_rowinx;
// Mark node k as visited
CS_MARK(w, k);
// Loop over elements of node
int i;
for (int p = Ap[k]; p < Ap[k+1]; ++p) {
i = Ai[p]; // A(i,k) is nonzero
if (i > k) continue; // only use upper triangular part of A
// Traverse up etree
int len;
for (len = 0; !CS_MARKED(w,i); i = parent[i]) {
s[len++] = i; // L(k,i) is nonzero
CS_MARK(w, i); // mark i as visited
}
// Push path onto stack
while (len > 0)
s[--top] = s[--len];
}
// Unmark all nodes
for (int p = top; p < n; ++p)
CS_MARK(w, s[p]);
// Unmark node k
CS_MARK(w, k);
// Return index top, where s[top..n-1] contains pattern of L(k,:)
return top;
}
/*==========================================================================
= =
= GSparseNumeric static member functions =
= =
==========================================================================*/
/*==========================================================================
= =
= GSparseNumeric friends =
= =
==========================================================================*/
/***************************************************************************
* Output operator *
***************************************************************************/
std::ostream& operator<< (std::ostream& os, const GSparseNumeric& n)
{
// Put header is stream
os << "=== GSparseNumeric ===";
// Show L or V matrix
if (n.m_L != NULL) {
os << std::endl <<
" === L or V ";
os << *n.m_L << std::endl;
}
// Show U or R matrix
if (n.m_U != NULL) {
os << std::endl <<
" === U or R matrix ";
os << *n.m_U << std::endl;
}
// Show inverse permutation if it exists
if (n.m_pinv != NULL) {
os << std::endl << " Inverse permutation (of " << n.m_n_pinv << " elements)" << std::endl;
for (int i = 0; i < n.m_n_pinv; ++i)
os << " " << n.m_pinv[i];
}
// Show beta array if it exists
if (n.m_B != NULL) {
os << std::endl << " Beta[0.." << n.m_n_B << "]" << std::endl;
for (int i = 0; i < n.m_n_B; ++i)
os << " " << n.m_B[i];
}
// Return output stream
return os;
}
/*==========================================================================
= =
= GSparseNumeric exception classes =
= =
==========================================================================*/