GSparseSymbolic.cpp
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/***************************************************************************
* GSparseSymbolic.cpp - sparse matrix symbolic analysis class *
* ----------------------------------------------------------------------- *
* copyright : (C) 2006 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 2 of the License, or *
* (at your option) any later version. *
* *
***************************************************************************/
/* __ Includes ___________________________________________________________ */
#include "GSparseSymbolic.hpp"
/* __ Namespaces _________________________________________________________ */
using namespace std;
/* __ Macros _____________________________________________________________ */
#define CS_MIN(a,b) (((a) < (b)) ? (a) : (b))
#define CS_MAX(a,b) (((a) > (b)) ? (a) : (b))
#define CS_FLIP(i) (-(i)-2)
/* __ Definitions ________________________________________________________ */
//#define G_DEBUG_SPARSE_SYM_AMD_ORDERING // Debug AMD ordering
//#define G_DEBUG_SPARSE_CHOLESKY // Analyse Cholesky decomposition
/*==========================================================================
= =
= GSparseSymbolic constructors/destructors =
= =
==========================================================================*/
/***************************************************************************
* GSparseSymbolic constructor *
***************************************************************************/
GSparseSymbolic::GSparseSymbolic()
{
// Initialise private members for clean destruction
m_n_pinv = 0;
m_n_q = 0;
m_n_parent = 0;
m_n_cp = 0;
m_n_leftmost = 0;
m_pinv = NULL;
m_q = NULL;
m_parent = NULL;
m_cp = NULL;
m_leftmost = NULL;
m_m2 = 0;
m_lnz = 0.0;
m_unz = 0.0;
// Return
return;
}
/***************************************************************************
* GSparseSymbolic destructor *
***************************************************************************/
GSparseSymbolic::~GSparseSymbolic()
{
// De-allocate only if memory has indeed been allocated
if (m_pinv != NULL) delete [] m_pinv;
if (m_q != NULL) delete [] m_q;
if (m_parent != NULL) delete [] m_parent;
if (m_cp != NULL) delete [] m_cp;
if (m_leftmost != NULL) delete [] m_leftmost;
// Return
return;
}
/*==========================================================================
= =
= GSparseSymbolic operators =
= =
==========================================================================*/
/***************************************************************************
* GSparseSymbolic assignment operator *
***************************************************************************/
GSparseSymbolic& GSparseSymbolic::operator= (const GSparseSymbolic& s)
{
// Execute only if object is not identical
if (this != &s) {
// De-allocate only if memory has indeed been allocated
if (m_pinv != NULL) delete [] m_pinv;
if (m_q != NULL) delete [] m_q;
if (m_parent != NULL) delete [] m_parent;
if (m_cp != NULL) delete [] m_cp;
if (m_leftmost != NULL) delete [] m_leftmost;
// Initialise private members for clean destruction
m_n_pinv = 0;
m_n_q = 0;
m_n_parent = 0;
m_n_cp = 0;
m_n_leftmost = 0;
m_pinv = NULL;
m_q = NULL;
m_parent = NULL;
m_cp = NULL;
m_leftmost = NULL;
m_m2 = 0;
m_lnz = 0.0;
m_unz = 0.0;
// Copy data members
m_m2 = s.m_m2;
m_lnz = s.m_lnz;
m_unz = s.m_unz;
// Copy m_pinv array if it exists
if (s.m_pinv != NULL && s.m_n_pinv > 0) {
m_pinv = new int[s.m_n_pinv];
if (m_pinv == NULL)
throw mem_alloc("GSparseSymbolic::operator= (const GSparseSymbolic&)",
s.m_n_pinv);
for (int i = 0; i < s.m_n_pinv; ++i)
m_pinv[i] = s.m_pinv[i];
m_n_pinv = s.m_n_pinv;
}
// Copy m_q array if it exists
if (s.m_q != NULL && s.m_n_q > 0) {
m_q = new int[s.m_n_q];
if (m_q == NULL)
throw mem_alloc("GSparseSymbolic::operator= (const GSparseSymbolic&)",
s.m_n_q);
for (int i = 0; i < s.m_n_q; ++i)
m_q[i] = s.m_q[i];
m_n_q = s.m_n_q;
}
// Copy m_parent array if it exists
if (s.m_parent != NULL && s.m_n_parent > 0) {
m_parent = new int[s.m_n_parent];
if (m_parent == NULL)
throw mem_alloc("GSparseSymbolic::operator= (const GSparseSymbolic&)",
s.m_n_parent);
for (int i = 0; i < s.m_n_parent; ++i)
m_parent[i] = s.m_parent[i];
m_n_parent = s.m_n_parent;
}
// Copy m_cp array if it exists
if (s.m_cp != NULL && s.m_n_cp > 0) {
m_cp = new int[s.m_n_cp];
if (m_cp == NULL)
throw mem_alloc("GSparseSymbolic::operator= (const GSparseSymbolic&)",
s.m_n_cp);
for (int i = 0; i < s.m_n_cp; ++i)
m_cp[i] = s.m_cp[i];
m_n_cp = s.m_n_cp;
}
// Copy m_leftmost array if it exists
if (s.m_leftmost != NULL && s.m_n_leftmost > 0) {
m_leftmost = new int[s.m_n_leftmost];
if (m_leftmost == NULL)
throw mem_alloc("GSparseSymbolic::operator= (const GSparseSymbolic&)",
s.m_n_leftmost);
for (int i = 0; i < s.m_n_leftmost; ++i)
m_leftmost[i] = s.m_leftmost[i];
m_n_leftmost = s.m_n_leftmost;
}
} // endif: object was not identical
// Return
return *this;
}
/*==========================================================================
= =
= GSparseSymbolic member functions =
= =
==========================================================================*/
/***************************************************************************
* cholesky_symbolic_analysis *
* ----------------------------------------------------------------------- *
* Ordering and symbolic analysis for a Cholesky factorization. This *
* function allocates the memory to hold the information. *
* ----------------------------------------------------------------------- *
* Input: order 0: natural *
* 1: Cholesky decomposition *
* m Sparse matrix *
***************************************************************************/
void GSparseSymbolic::cholesky_symbolic_analysis(int order,
const GSparseMatrix& m)
{
// Debug
#if defined(G_DEBUG_SPARSE_CHOLESKY)
cout << endl << "GSparseSymbolic::cholesky_symbolic_analysis entered" << endl;
cout << " order ......................: " << order << endl;
cout << " number of rows .............: " << m.m_rows << endl;
cout << " number of columns ..........: " << m.m_cols << endl;
cout << " number of non-zero elements : " << m.m_elements << endl;
#endif
// De-allocate memory that has indeed been previously allocated
if (m_pinv != NULL) delete [] m_pinv;
if (m_q != NULL) delete [] m_q;
if (m_parent != NULL) delete [] m_parent;
if (m_cp != NULL) delete [] m_cp;
if (m_leftmost != NULL) delete [] m_leftmost;
// Initialise members
m_n_pinv = 0;
m_n_q = 0;
m_n_parent = 0;
m_n_cp = 0;
m_n_leftmost = 0;
m_pinv = NULL;
m_q = NULL;
m_parent = NULL;
m_cp = NULL;
m_leftmost = NULL;
m_m2 = 0;
m_lnz = 0.0;
m_unz = 0.0;
// Check if order type is valid
if (order < 0 || order > 1)
throw invalid_order(
"GSparseSymbolic::cholesky_symbolic_analysis(int, GSparseMatrix*)",
order, 0, 1);
// Assign input matrix attributes
int n = m.m_cols;
// P = amd(A+A'), or natural
int* P = cs_amd(order, &m);
#if defined(G_DEBUG_SPARSE_CHOLESKY)
cout << " AMD ordering permutation (" << P << ")" << endl;
if (P != NULL) {
for (int i = 0; i < n; ++i)
cout << " " << P[i];
cout << endl;
}
#endif
// Find inverse permutation and store it in class member 'm_pinv'.
// Note that if P = NULL or n < 1 this function returns NULL.
m_pinv = cs_pinv(P, n);
m_n_pinv = n;
#if defined(G_DEBUG_SPARSE_CHOLESKY)
cout << " Inverse permutation (" << m_pinv << ")" << endl;
if (m_pinv != NULL) {
for (int i = 0; i < n; ++i)
cout << " " << m_pinv[i];
cout << endl;
}
#endif
// Delete workspace
if (P != NULL) delete [] P;
// C = spones(triu(A(P,P)))
GSparseMatrix C = cs_symperm(m, m_pinv);
#if defined(G_DEBUG_SPARSE_CHOLESKY)
cout << " C = spones(triu(A(P,P))) " << C << endl;
#endif
// Find etree of C and store it in class member 'm_parent'
m_parent = cs_etree(&C, 0);
m_n_parent = n;
#if defined(G_DEBUG_SPARSE_CHOLESKY)
cout << " Elimination tree (" << m_parent << ")" << endl;
if (m_parent != NULL) {
for (int i = 0; i < n; ++i)
cout << " " << m_parent[i];
cout << endl;
}
#endif
// Post order the etree
// Note that if m_parent = NULL or n < 1 this function returns NULL.
int* post = cs_post(m_parent, n);
#if defined(G_DEBUG_SPARSE_CHOLESKY)
cout << " Post ordered elimination tree (" << post << ")" << endl;
if (post != NULL) {
for (int i = 0; i < n; ++i)
cout << " " << post[i];
cout << endl;
}
#endif
// Find column counts of chol(C)
// Note that if m_parent = NULL or post = NULL this function returns NULL.
int* c = cs_counts(&C, m_parent, post, 0);
#if defined(G_DEBUG_SPARSE_CHOLESKY)
cout << " Column counts (" << c << ")" << endl;
if (c != NULL) {
for (int i = 0; i < n; ++i)
cout << " " << c[i];
cout << endl;
}
#endif
// Delete workspace
if (post != NULL) delete [] post;
// Allocate column pointers for Cholesky decomposition
m_n_cp = n+1;
m_cp = new int[m_n_cp];
if (m_cp == NULL)
throw mem_alloc("GSparseSymbolic::cs_schol(int, GSparseMatrix*)", m_n_cp);
// Find column pointers for L
m_unz = m_lnz = cs_cumsum(m_cp, c, n);
#if defined(G_DEBUG_SPARSE_CHOLESKY)
cout << " Column pointers for L (" << m_cp << ")" << endl;
if (m_cp != NULL) {
for (int i = 0; i < m_n_cp; ++i)
cout << " " << m_cp[i];
cout << endl;
}
cout << " Number of non-zero elements in L: " << m_lnz << endl;
#endif
// Delete workspace
if (c != NULL) delete [] c;
// Delete symbolic analysis if it is not valid
if (m_lnz < 0) {
// De-allocate memory that has indeed been previously allocated
if (m_pinv != NULL) delete [] m_pinv;
if (m_q != NULL) delete [] m_q;
if (m_parent != NULL) delete [] m_parent;
if (m_cp != NULL) delete [] m_cp;
if (m_leftmost != NULL) delete [] m_leftmost;
// Initialise members
m_n_pinv = 0;
m_n_q = 0;
m_n_parent = 0;
m_n_cp = 0;
m_n_leftmost = 0;
m_pinv = NULL;
m_q = NULL;
m_parent = NULL;
m_cp = NULL;
m_leftmost = NULL;
m_m2 = 0;
m_lnz = 0.0;
m_unz = 0.0;
}
// Debug
#if defined(G_DEBUG_SPARSE_CHOLESKY)
cout << "GSparseSymbolic::cholesky_symbolic_analysis finished" << endl;
#endif
// Return
return;
}
/*==========================================================================
= =
= GSparseSymbolic private functions =
= =
==========================================================================*/
/***************************************************************************
* cs_amd *
* ----------------------------------------------------------------------- *
* Applies an approximate minimum degree ordering algorithm to derive the *
* permutations that minimise the fill-in. *
* p = amd(A+A') if symmetric is true, or amd(A'A) otherwise *
* ----------------------------------------------------------------------- *
* Input: order 0: natural *
* 1: Cholesky decomposition *
* 2: LU decomposition *
* 3: QR decomposition *
* A Sparse matrix *
* Output: p[0..n] integer array of n+1 elements *
***************************************************************************/
int* GSparseSymbolic::cs_amd(int order, const GSparseMatrix* A)
{
// Throw exception if order is not a decomposition
if (order < 0 || order > 3)
throw invalid_order("GSparseSymbolic::cs_amd(int, const GSparseMatrix*)",
order, 0, 3);
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << endl << "GSparseSymbolic::cs_amd entered" << endl;
cout << " order ......................: " << order << endl;
cout << " number of rows .............: " << A->m_rows << endl;
cout << " number of columns ..........: " << A->m_cols << endl;
cout << " number of non-zero elements : " << A->m_elements << endl;
#endif
// Declare
int dense;
int d, dk, dext, lemax = 0, e, elenk, eln, i, j, k, k1,
k2, k3, jlast, ln, mindeg = 0, nvi, nvj, nvk, mark, wnvi,
ok, nel = 0, p, p1, p2, p3, p4, pj, pk, pk1, pk2, pn, q;
unsigned int h ;
// Assign input matrix attributes
int m = A->m_rows;
int n = A->m_cols;
// ======================================================================
// Step 1: Construct matrix C
// ======================================================================
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Step 1: Construct matrix C" << endl;
#endif
// Initialise matrix C. We do not care at this point about the actual
// dimension since we attribute the matrix later anyways. It's just
// that there is no empty constructor of a matrix, so we have to put
// something by default ...
GSparseMatrix C(m,n);
// Get (logical) transpose of A: AT = A'
// NOTE: WE ONLY NEED THE LOGICAL TRANSPOSE HERE. HOWEVER, WE HAVE NO
// LOGICAL ADDITION SO FAR ...
// GSparseMatrix AT = cs_transpose(*A, 0);
GSparseMatrix AT = cs_transpose(*A, 1);
// Find dense threshold
dense = (int)CS_MAX(16, 10 * sqrt((double)n));
dense = CS_MIN(n-2, dense);
// Case A: Cholesky decomposition of a symmetric matrix: C = A + A'
if (order == 1 && n == m)
// NOTE: HERE WE ONLY NEED LOGICAL ADDITION
// C = cs_add (A, AT, 0, 0);
C = *A + AT;
// Case B: LU decomposition: C = A' * A with no dense rows
else if (order == 2) {
// Assign A' matrix attributes
int* ATp = AT.m_colstart;
int* ATi = AT.m_rowinx;
// Drop dense columns from AT
for (p2 = 0, j = 0; j < m; j++) {
p = ATp[j]; // column j of AT starts here
ATp[j] = p2; // new column j starts here
if (ATp[j+1] - p > dense) continue; // skip dense col j
for ( ; p < ATp[j+1]; p++)
ATi[p2++] = ATi[p] ;
}
// Finalise AT
ATp[m] = p2;
// Get (logical) transpose of AT: A2 = AT'
// NOTE: WE ONLY NEED THE LOGICAL TRANSPOSE HERE. HOWEVER, WE HAVE NO
// LOGICAL MULTIPLICATION SO FAR ...
// GSparseMatrix A2 = cs_transpose(AT, 0);
GSparseMatrix A2 = cs_transpose(AT, 1);
// C = A' * A with no dense rows
// NOTE: cs_multiply NOT YET IMPLEMENTED
// C = A2 ? cs_multiply(AT, A2) : NULL;
C = AT * A2;
}
// Case C: QR decomposition: C = A' * A
else
// NOTE: cs_multiply NOT YET IMPLEMENTED
// C = cs_multiply(AT, A);
C = AT * *A;
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Matrix C " << C << endl;
#endif
// Drop diagonal entries from C
cs_fkeep(&C, &cs_diag, NULL);
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Dropped diagonal entries from matrix C " << C << endl;
#endif
// Assign C matrix attributes
int* Cp = C.m_colstart;
int cnz = Cp[n];
// Allocate result array
int* P = new int[n+1];
if (P == NULL)
throw mem_alloc("GSparseSymbolic::cs_amd (int, GSparseMatrix*)", n+1);
// Allocate workspace
int wrk_size = 8*(n+1);
int* wrk_int = new int[wrk_size];
if (wrk_int == NULL)
throw mem_alloc("GSparseSymbolic::cs_amd (int, GSparseMatrix*)", wrk_size);
// Add elbow room to C
int elbow_room = cnz/5 + 2*n; // Request additional # of elements
C.alloc_elements(cnz, elbow_room); // Appand elements
int nzmax = C.m_elements; // Save the maximum # of entries for garbage coll.
C.m_elements -= elbow_room; // Reverse element increase of alloc_elements
// (Re-)assign C matrix attributes
Cp = C.m_colstart;
int* Ci = C.m_rowinx;
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Added elbow room to matrix C " << C << endl;
#endif
// Set workspace pointers
int* len = wrk_int;
int* nv = wrk_int + (n+1);
int* next = wrk_int + 2*(n+1);
int* head = wrk_int + 3*(n+1);
int* elen = wrk_int + 4*(n+1);
int* degree = wrk_int + 5*(n+1);
int* w = wrk_int + 6*(n+1);
int* hhead = wrk_int + 7*(n+1);
int* last = P; // use P as workspace for last
// ======================================================================
// Step 2: Initialize quotient graph
// ======================================================================
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Step 2: Initialize quotient graph" << endl;
#endif
// Setup array that contains for each column the number of non-zero elements
for (k = 0 ; k < n ; k++)
len[k] = Cp[k+1] - Cp[k];
len[n] = 0;
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Non-zero elements per column: ";
for (k = 0 ; k <= n ; k++)
cout << " " << len[k];
cout << endl;
#endif
// Loop over all nodes (i.e. matrix columns)
for (i = 0 ; i <= n ; i++) {
head[i] = -1; // degree list i is empty
last[i] = -1;
next[i] = -1;
hhead[i] = -1; // hash list i is empty
nv[i] = 1; // node i is just one node
w[i] = 1; // node i is alive
elen[i] = 0; // Ek of node i is empty
degree[i] = len[i]; // degree of node i
}
// Clear w
mark = cs_wclear(0, 0, w, n);
// End-point initialisations
elen[n] = -2; // n is a dead element
Cp[n] = -1; // n is a root of assembly tree
w[n] = 0; // n is a dead element
// ======================================================================
// Step 3: Initialize degree lists
// ======================================================================
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Step 3: Initialize degree lists" << endl;
#endif
// Loop over all nodes
for (i = 0 ; i < n ; i++) {
// Get degree of node
d = degree[i];
// Case A: Node i is empty
if (d == 0) {
elen[i] = -2; // element i is dead
nel++ ;
Cp[i] = -1; // i is a root of assembly tree
w[i] = 0; // i is a dead element
}
// Case B: Node is dense
else if (d > dense) {
nv[i] = 0; // absorb i into element n
elen[i] = -1; // node i is dead
nel++;
Cp[i] = CS_FLIP(n);
nv[n]++;
}
// Case C: Node is sparse
else {
if (head[d] != -1) last[head[d]] = i;
next[i] = head[d]; // put node i in degree list d
head[d] = i;
}
} // endfor: looped over all columns
// ======================================================================
// Step 4: Build permutations
// ======================================================================
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Step 4: Build permutations" << endl;
#endif
// While (selecting pivots) do
while (nel < n) {
// Select node of minimum approximate degree
for (k = -1; mindeg < n && (k = head [mindeg]) == -1; mindeg++) ;
if (next[k] != -1) last [next[k]] = -1;
head[mindeg] = next[k]; // remove k from degree list
elenk = elen[k]; // elenk = |Ek|
nvk = nv[k]; // # of nodes k represents
nel += nvk; // nv[k] nodes of A eliminated
// Garbage collection. This frees the elbow rooms in matrix C
if (elenk > 0 && cnz + mindeg >= nzmax) {
// Loop over all columns
for (j = 0; j < n; j++) {
// If j is a live node or element, then ...
if ((p = Cp[j]) >= 0) {
Cp[j] = Ci[p]; // save first entry of object
Ci[p] = CS_FLIP(j); // first entry is now CS_FLIP(j)
}
}
// Scan all memory
for (q = 0, p = 0; p < cnz; ) {
// If we found object j, then ...
if ((j = CS_FLIP(Ci[p++])) >= 0) {
Ci[q] = Cp[j]; // restore first entry of object
Cp[j] = q++; // new pointer to object j
for (k3 = 0; k3 < len[j]-1; k3++)
Ci[q++] = Ci[p++];
}
}
cnz = q; // Ci[cnz...nzmax-1] now free
} // endif: garbage collection done
// Construct new element ---------------------------------------- */
dk = 0;
nv[k] = -nvk; // flag k as in Lk
p = Cp[k];
pk1 = (elenk == 0) ? p : cnz; // do in place if elen[k] == 0
pk2 = pk1;
for (k1 = 1; k1 <= elenk + 1; k1++) {
// ...
if (k1 > elenk) {
e = k; // search the nodes in k
pj = p; // list of nodes starts at Ci[pj]
ln = len[k] - elenk; // length of list of nodes in k
}
else {
e = Ci[p++]; // search the nodes in e
pj = Cp[e];
ln = len[e]; // length of list of nodes in e
}
// ...
for (k2 = 1 ; k2 <= ln ; k2++) {
i = Ci[pj++];
if ((nvi = nv [i]) <= 0) // Skip of node i is dead or seen
continue;
dk += nvi; // degree[Lk] += size of node i
nv[i] = -nvi; // negate nv[i] to denote i in Lk
Ci[pk2++] = i; // place i in Lk
if (next[i] != -1)
last[next[i]] = last[i];
// remove i from degree list
if (last[i] != -1)
next[last[i]] = next[i];
else
head[degree[i]] = next[i];
} // endfor: k2
// ...
if (e != k) {
Cp[e] = CS_FLIP(k); // absorb e into k
w[e] = 0; // e is now a dead element
}
} // endfor: k1
if (elenk != 0) cnz = pk2; // Ci [cnz...nzmax] is free
degree[k] = dk; // external degree of k - |Lk\i|
Cp[k] = pk1; // element k is in Ci[pk1..pk2-1]
len[k] = pk2 - pk1;
elen[k] = -2; // k is now an element
// Clear w if necessary
mark = cs_wclear(mark, lemax, w, n);
// Scan 1: Find set differences |Le\Lk|
for (pk = pk1 ; pk < pk2 ; pk++) {
i = Ci [pk];
if ((eln = elen[i]) <= 0) // skip if elen[i] empty
continue;
nvi = -nv[i]; // nv [i] was negated
wnvi = mark - nvi;
// Scan Ei
for (p = Cp[i]; p <= Cp[i] + eln - 1; p++) {
e = Ci[p];
if (w[e] >= mark)
w[e] -= nvi; // decrement |Le\Lk|
else if (w[e] != 0) // ensure e is a live element
w[e] = degree[e] + wnvi; // 1st time e seen in scan 1
}
} // endfor: scan 1 finished
// Scan 2: Degree update
for (pk = pk1; pk < pk2; pk++) {
i = Ci[pk]; // consider node i in Lk
p1 = Cp[i];
p2 = p1 + elen [i] - 1;
pn = p1;
// Scan Ei
for (h = 0, d = 0, p = p1 ; p <= p2 ; p++) {
e = Ci[p];
// If e is an unabsorbed element, then ...
if (w[e] != 0) {
dext = w[e] - mark; // dext = |Le\Lk|
if (dext > 0) {
d += dext; // sum up the set differences
Ci[pn++] = e; // keep e in Ei
h += e; // compute the hash of node i
}
else {
Cp[e] = CS_FLIP(k); // aggressive absorb. e->k
w[e] = 0; // e is a dead element
}
}
} // endfor: scanned Ei
// elen[i] = |Ei|
elen[i] = pn - p1 + 1;
p3 = pn ;
p4 = p1 + len[i];
// Prune edges in Ai
for (p = p2 + 1 ; p < p4 ; p++) {
j = Ci[p];
if ((nvj = nv[j]) <= 0) // node j dead or in Lk
continue;
d += nvj; // degree(i) += |j|
Ci[pn++] = j; // place j in node list of i
h += j; // compute hash for node i
}
// Check for mass elimination
if (d == 0) {
Cp[i] = CS_FLIP(k); // absorb i into k
nvi = -nv[i];
dk -= nvi; // |Lk| -= |i|
nvk += nvi; // |k| += nv[i]
nel += nvi;
nv[i] = 0;
elen[i] = -1; // node i is dead
}
else {
degree[i] = CS_MIN(degree[i], d); // update degree(i)
Ci[pn] = Ci[p3]; // move first node to end
Ci[p3] = Ci[p1]; // move 1st el. to end of Ei
Ci[p1] = k; // add k as 1st element in of Ei
len[i] = pn - p1 + 1; // new len of adj. list of node i
h %= n; // finalize hash of i
next[i] = hhead[h]; // place i in hash bucket
hhead[h] = i;
last[i] = h; // save hash of i in last[i]
}
} // endfor: scan 2 is done
// finalize |Lk|
degree[k] = dk;
lemax = CS_MAX(lemax, dk);
// Clear w
mark = cs_wclear(mark+lemax, lemax, w, n);
// Supernode detection
for (pk = pk1 ; pk < pk2 ; pk++) {
i = Ci[pk];
if (nv[i] >= 0) continue; // skip if i is dead
h = last[i]; // scan hash bucket of node i
i = hhead[h];
hhead[h] = -1; // hash bucket will be empty
// ...
for ( ; i != -1 && next[i] != -1 ; i = next[i], mark++) {
ln = len[i];
eln = elen[i];
for (p = Cp[i]+1 ; p <= Cp[i] + ln-1 ; p++)
w[Ci[p]] = mark;
jlast = i;
// Compare i with all j
for (j = next[i]; j != -1; ) {
ok = (len[j] == ln) && (elen[j] == eln) ;
for (p = Cp[j] + 1; ok && p <= Cp[j] + ln - 1; p++) {
if (w[Ci[p]] != mark) // compare i and j
ok = 0;
}
// i and j are identical
if (ok) {
Cp[j] = CS_FLIP(i); // absorb j into i
nv[i] += nv[j];
nv[j] = 0;
elen[j] = -1; // node j is dead
j = next[j]; // delete j from hash bucket
next[jlast] = j;
}
// j and i are different
else {
jlast = j;
j = next[j];
}
} // endfor: comparison of i with all j
} //
} // endfor: supernode detection
// Finalize new element Lk
for (p = pk1, pk = pk1; pk < pk2; pk++) {
i = Ci[pk];
if ((nvi = -nv[i]) <= 0) // skip if i is dead
continue;
nv[i] = nvi; // restore nv[i]
d = degree[i] + dk - nvi; // compute external degree(i)
d = CS_MIN(d, n - nel - nvi);
if (head[d] != -1) last[head[d]] = i;
next [i] = head [d]; // put i back in degree list
last [i] = -1 ;
head [d] = i ;
mindeg = CS_MIN (mindeg, d); // find new minimum degree
degree [i] = d ;
Ci [p++] = i ; // place i in Lk
}
// Number of nodes absorbed into k
nv[k] = nvk;
// ...
if ((len [k] = p-pk1) == 0) { // length of adj list of element k
Cp [k] = -1 ; // k is a root of the tree
w [k] = 0 ; // k is now a dead element
}
if (elenk != 0) cnz = p ; // free unused space in Lk
} // endwhile
// ======================================================================
// Step 5: Postordering
// ======================================================================
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Step 5: Postordering" << endl;
#endif
// Fix assembly tree
for (i = 0; i < n; i++)
Cp[i] = CS_FLIP(Cp[i]);
for (j = 0 ; j <= n ; j++)
head[j] = -1;
// Place unordered nodes in lists
for (j = n ; j >= 0 ; j--) {
if (nv[j] > 0) continue; // skip if j is an element
next[j] = head [Cp[j]]; // place j in list of its parent
head[Cp[j]] = j;
}
// Place elements in lists
for (e = n ; e >= 0 ; e--) {
if (nv[e] <= 0) continue; // skip unless e is an element
if (Cp[e] != -1) {
next[e] = head[Cp[e]]; // place e in list of its parent
head[Cp[e]] = e;
}
}
// ======================================================================
// Step 6: Postorder the assembly tree
// ======================================================================
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Step 6: Postorder the assembly tree" << endl;
#endif
// Postorder the assembly tree
for (k = 0, i = 0 ; i <= n ; i++) {
if (Cp [i] == -1)
k = cs_tdfs(i, k, head, next, P, w);
}
// Free workspace
delete [] wrk_int;
// Debug
#if defined(G_DEBUG_SPARSE_SYM_AMD_ORDERING)
cout << " Permutation:" << endl;
for (i = 0; i < n; ++i)
cout << " " << P[i];
cout << endl;
cout << "GSparseSymbolic::cs_amd finished" << endl;
#endif
// Return result
return P;
}
/***************************************************************************
* cs_counts *
* ----------------------------------------------------------------------- *
* Column counts of LL'=A or LL'=A'A, given parent & post ordering *
* ----------------------------------------------------------------------- *
* Input: A Sparse matrix A *
* parent[0..n-1] parent array *
* post[0..n-1] post ordering array *
* ata 0: count LL'=A, 1: count LL'=A'A *
* Output: p[0..n] integer array of n+1 elements *
***************************************************************************/
#define HEAD(k,j) (ata ? head [k] : j)
#define NEXT(J) (ata ? next [J] : -1)
int* GSparseSymbolic::cs_counts(const GSparseMatrix* A, const int* parent,
const int* post, int ata)
{
// Declare loop variables
int i, j, k, J, p, q, jleaf;
// Return NULL pointer if input arrays are NULL or sparse matrix is
// empty
if (!parent || !post) return NULL;
// Assign input matrix attributes
int m = A->m_rows;
int n = A->m_cols;
// Allocate result
int* colcount = new int[n];
if (colcount == NULL)
throw mem_alloc(
"GSparseSymbolic::cs_counts(GSparseMatrix*, const int*, const int*, int)",
n);
int* delta = colcount;
// Allocate workspace
int wrk_size = 4*n + (ata ? (n+m+1) : 0);
int* wrk_int = new int[wrk_size];
if (wrk_int == NULL)
throw mem_alloc("GSparseSymbolic::cs_counts(GSparseMatrix*, const int*, const int*, int)",
wrk_size);
// Get (logical) transpose of A: AT = A'
GSparseMatrix AT = cs_transpose(*A, 0);
// Set-up pointers to workspace
int* ancestor = wrk_int;
int* maxfirst = wrk_int + n;
int* prevleaf = wrk_int + 2*n;
int* first = wrk_int + 3*n;
// Clear workspace
for (k = 0; k < wrk_size; k++)
wrk_int[k] = -1;
// Find first j
for (k = 0; k < n; k++) {
j = post[k];
delta[j] = (first[j] == -1) ? 1 : 0; // delta[j]=1 if j is a leaf
for ( ; j != -1 && first[j] == -1; j = parent[j]) first[j] = k;
}
// Assign output matrix attributes
int* ATp = AT.m_colstart;
int* ATi = AT.m_rowinx;
// Initialise. Note that init_ata wires the working array into the *head
// and *next pointers, so both arrays are just aliases of the wrk_int
// array.
int* head = NULL;
int* next = NULL;
if (ata) init_ata(&AT, post, wrk_int, &head, &next);
// Each node in its own set
for (i = 0; i < n; i++) ancestor[i] = i;
// Loop over all columns of matrix A (or rows of matrix AT)
for (k = 0; k < n; k++) {
j = post[k]; // j is the kth node in postordered etree
if (parent[j] != -1) delta[parent[j]]--; // j is not a root
for (J = HEAD(k,j); J != -1; J = NEXT(J)) { // J=j for LL'=A case
// Loop over all non-zero elements in column J
for (p = ATp[J]; p < ATp[J+1]; p++) {
i = ATi [p] ;
q = cs_leaf(i, j, first, maxfirst, prevleaf, ancestor, &jleaf);
if (jleaf >= 1) delta [j]++ ; /* A(i,j) is in skeleton */
if (jleaf == 2) delta [q]-- ; /* account for overlap in q */
}
}
if (parent[j] != -1) ancestor[j] = parent[j];
}
// Sum up delta's of each child
for (j = 0; j < n; j++) {
if (parent[j] != -1) colcount[parent[j]] += colcount[j];
}
// Free workspace
delete [] wrk_int;
// Return result
return colcount;
}
/***************************************************************************
* cs_etree *
* ----------------------------------------------------------------------- *
* Compute the etree of A using triu(A), or A'A without forming A'A *
* ----------------------------------------------------------------------- *
* Input: A Sparse matrix A *
* ata flag *
* Output: etree(A) Evaluation tree of matrix A *
***************************************************************************/
int* GSparseSymbolic::cs_etree(const GSparseMatrix* A, int ata)
{
// Declare loop variables
int i, k, p;
// Assign matrix attributes
int m = A->m_rows;
int n = A->m_cols;
// Allocate result array
int* parent = new int[n];
if (parent == NULL)
throw mem_alloc("GSparseSymbolic::cs_etree(GSparseMatrix*, int)", n);
// Allocate workspace
int wrk_size = n + (ata ? m : 0);
int* wrk_int = new int[wrk_size];
if (wrk_int == NULL)
throw mem_alloc("GSparseSymbolic::cs_etree(GSparseMatrix*, int)", wrk_size);
// Set-up pointers to workspace. If 'ata=1' then we use also a prev array
int* ancestor = wrk_int;
int* prev = wrk_int + n;
// If 'prev' is requested, initialise array with -1
if (ata) {
for (i = 0; i < m ; ++i)
prev[i] = -1;
}
// Loop over all nodes (columns)
for (k = 0; k < n; ++k) {
// Initialise node k to having no parent and no ancestor
parent[k] = -1; // node k has no parent yet
ancestor[k] = -1; // nor does k have an ancestor
// Loop over all elements in column k
for (p = A->m_colstart[k]; p < A->m_colstart[k+1]; ++p) {
// Get element index
i = ata ? (prev[A->m_rowinx[p]]) : (A->m_rowinx[p]);
// Traverse from i to k
int inext;
for ( ; i != -1 && i < k; i = inext) {
inext = ancestor[i]; // inext = ancestor of i
ancestor[i] = k; // path compression
if (inext == -1) parent[i] = k; // no ancestor, parent is k
}
if (ata) prev[A->m_rowinx[p]] = k;
}
}
// Free workspace
delete [] wrk_int;
// Return result
return parent;
}
/***************************************************************************
* cs_fkeep *
* ----------------------------------------------------------------------- *
* Drop entries for which fkeep(A(i,j)) is false. Return the number of *
* non-zero elements if ok, otherwise return -1. *
* ----------------------------------------------------------------------- *
* Input: A Sparse matrix *
* fkeep Screening function *
* other Other function *
* Output: result 0..n-1 if ok, -1 in case of error *
***************************************************************************/
int GSparseSymbolic::cs_fkeep(GSparseMatrix* A,
int(*fkeep)(int, int, double, void*),
void* other)
{
// Return error if some of the input pointers is invalid
if (!A || !fkeep) return (-1);
// Declare
int j, p, nz = 0;
// Assign matrix attributes
int n = A->m_cols;
int* Ap = A->m_colstart;
int* Ai = A->m_rowinx;
double* Ax = A->m_data;
// Loop over all columns
for (j = 0; j < n; j++) {
p = Ap[j]; // get current location of col j
Ap[j] = nz; // record new location of col j
for ( ; p < Ap[j+1] ; p++) {
if (fkeep(Ai[p], j, Ax ? Ax[p] : 1, other)) {
if (Ax) Ax[nz] = Ax[p]; // keep A(i,j)
Ai[nz++] = Ai[p] ;
}
}
}
// Finalise A
Ap[n] = nz;
A->m_elements = nz;
// Remove extra space from A
// cs_sprealloc(A, 0);
A->free_elements(nz, (A->m_elements-nz));
// Return number of non-zero elements
return nz;
}
/***************************************************************************
* cs_leaf *
* ----------------------------------------------------------------------- *
* Consider A(i,j), node j in ith row subtree and return lca(jprev,j) *
* ----------------------------------------------------------------------- *
* Input: i row to consider *
* j column to consider *
* first[0..n-1] ... *
* maxfirst[0..n-1] ... *
* prevleaf[0..n-1] ... *
* ancestor[0..n-1] ... *
* Output: q ... *
* jleaf ... *
***************************************************************************/
int GSparseSymbolic::cs_leaf(int i, int j, const int *first, int *maxfirst,
int *prevleaf, int *ancestor, int *jleaf)
{
// If one of the input pointers is invalid then return -1
if (!first || !maxfirst || !prevleaf || !ancestor || !jleaf) return (-1);
// Declare loop variables
int q, s, sparent;
// ...
*jleaf = 0 ;
// If j is not a leaf then return -1
if (i <= j || first[j] <= maxfirst[i]) return (-1);
// Update max first[j] seen so far
maxfirst[i] = first[j];
// jprev = previous leaf of ith subtree
int jprev = prevleaf[i];
prevleaf[i] = j;
// j is first or subsequent leaf
*jleaf = (jprev == -1) ? 1: 2;
// If j is 1st leaf then q is the root of ith subtree
if (*jleaf == 1) return (i);
// ...
for (q = jprev; q != ancestor[q]; q = ancestor[q]) ;
// ...
for (s = jprev; s != q; s = sparent) {
sparent = ancestor[s]; // path compression
ancestor[s] = q;
}
// Return least common ancester (jprev,j)
return (q);
}
/***************************************************************************
* cs_pinv *
* ----------------------------------------------------------------------- *
* Inverts the permutation p[0..n-1] *
* ----------------------------------------------------------------------- *
* Input: p[0..n-1] integer array of n elements (NULL denotres ID) *
* Output: pinv[0..n-1] pinv[0..n-1] = p[n-1..0] *
***************************************************************************/
int* GSparseSymbolic::cs_pinv(int const *p, int n)
{
// Return NULL pointer if input pointer is NULL. This denotes identity
if (!p || n < 1) return NULL;
// Allocate result array
int* pinv = new int[n];
if (pinv == NULL)
throw mem_alloc("GSparseSymbolic::cs_pinv", n);
// Invert the permutation
for (int k = 0; k < n; ++k)
pinv[p[k]] = k;
// Return result
return pinv;
}
/***************************************************************************
* cs_post *
* ----------------------------------------------------------------------- *
* Post order a forest *
* ----------------------------------------------------------------------- *
* Input: parent[0..n-1] integer array of n elements *
* Output: post[0..n-1] ... *
***************************************************************************/
int* GSparseSymbolic::cs_post(const int* parent, int n)
{
// Return NULL pointer if input pointer is NULL
if (!parent || n < 1) return (NULL);
// Allocate result array
int* post = new int[n];
if (post == NULL)
throw mem_alloc("GSparseSymbolic::cs_post(const int*, int)", n);
// Allocate workspace
int wrk_size = 3 * n;
int* wrk_int = new int[wrk_size];
if (wrk_int == NULL)
throw mem_alloc("GSparseSymbolic::cs_post(const int*, int)", wrk_size);
// Set-up pointers to workspace
int* head = wrk_int;
int* next = wrk_int + n;
int* stack = wrk_int + 2*n; // Working array for 'cs_tdfs' function
// Declare and initialise loop variables
int j, k = 0;
// Empty linked list
for (j = 0 ; j < n ; j++) head[j] = -1;
// Traverse nodes in reverse order to build a linked list 'head'
for (j = n-1; j >= 0; j--) {
// Skip if j is a root
if (parent[j] == -1) continue;
// Add j to list of its parent
next[j] = head[parent[j]];
head[parent[j]] = j;
}
// Traverse nodes
for (j = 0 ; j < n ; j++) {
// Skip if j is not a root
if (parent[j] != -1) continue;
// Depth-first search and postorder of a tree rooted at node j
k = cs_tdfs(j, k, head, next, post, stack);
}
// Free workspace
delete [] wrk_int;
// Return result
return post;
}
/***************************************************************************
* cs_tdfs *
* ----------------------------------------------------------------------- *
* Depth-first search and postorder of a tree rooted at node j *
* ----------------------------------------------------------------------- *
* Input: j Node of tree root *
* k ... *
* head head[0..n-1] linked list (updated) *
* next next[0..n-1] linked list info *
* post post[0..n-1] array (updated) *
* stack stack[0..n-1] working array (updated) *
* Output: k Update of k *
***************************************************************************/
int GSparseSymbolic::cs_tdfs(int j, int k, int* head, const int* next,
int* post, int* stack)
{
// Return -1 if one of the array pointers is NULL
if (!head || !next || !post || !stack) return (-1);
// Decrare
int i, p;
// Place j on the first position of the stack
stack[0] = j;
// Loop while stack is not empty
int top = 0;
while (top >= 0) {
p = stack[top]; // p = top of stack
i = head[p]; // i = youngest child of p
if (i == -1) {
top--; // p has no unordered children left
post[k++] = p; // node p is the kth postordered node
}
else {
head[p] = next[i]; // remove i from children of p
stack[++top] = i; // start depth-first search on child node i
}
}
// Return result
return k;
}
/*==========================================================================
= =
= GSparseSymbolic static member functions =
= =
==========================================================================*/
/***************************************************************************
* init_ata *
* ----------------------------------------------------------------------- *
* Initialise A'A. *
* Note that the returned pointers 'head' and 'info' point into the *
* 'wrk_int' workspace array. *
* ----------------------------------------------------------------------- *
* Input: AT Sparse matrix A' *
* post ... *
* wrk_int Workspace *
* head pointer to head[0..n-1] linked list *
* next pointer to next[0..n-1] linked list info *
* Output: - - *
***************************************************************************/
void GSparseSymbolic::init_ata(const GSparseMatrix* AT, const int* post,
int* wrk_int, int** head, int** next)
{
// Declare loop variables
int i, k, p;
// Assign matrix attributes
int m = AT->m_cols;
int n = AT->m_rows;
int* ATp = AT->m_colstart;
int* ATi = AT->m_rowinx;
// Set-up pointers to workspace
*head = wrk_int + 4*n;
*next = wrk_int + 5*n+1;
// Invert post
for (k = 0 ; k < n ; k++)
wrk_int[post[k]] = k;
// Loop over columns of AT matrix
for (i = 0 ; i < m ; i++) {
// Loop over elements in column i of AT matrix
for (k = n, p = ATp[i]; p < ATp[i+1]; p++)
k = CS_MIN(k,wrk_int[ATi[p]]);
// Place row i in linked list k
(*next)[i] = (*head)[k];
(*head)[k] = i;
}
// Return
return;
}
/***************************************************************************
* cs_diag *
* ----------------------------------------------------------------------- *
* Keep off-diagonal entries and drop diagonal entries. *
* ----------------------------------------------------------------------- *
* Input: i Row index *
* j Column index *
* aij NOT USED *
* other NOT USED *
* Output: diag 0: off-diagonal, 1: diagonal element *
***************************************************************************/
int GSparseSymbolic::cs_diag(int i, int j, double aij, void* other)
{
return (i != j);
}
/***************************************************************************
* cs_wclear *
* ----------------------------------------------------------------------- *
* Clear w array *
* ----------------------------------------------------------------------- *
* Input: mark ... *
* lemax ... *
* w w[0..n-1] working array *
* n Size of the working array *
* Output: mark Update of mark *
* w Cleared w[0..n-1] working array *
***************************************************************************/
int GSparseSymbolic::cs_wclear(int mark, int lemax, int* w, int n)
{
// Declare loop variables
int k;
// ...
if (mark < 2 || (mark + lemax < 0)) {
for (k = 0; k < n; k++) if (w[k] != 0) w[k] = 1;
mark = 2;
}
// Return mark. At this point, w[0..n-1] < mark holds
return (mark);
}
/*==========================================================================
= =
= GSparseSymbolic friends =
= =
==========================================================================*/
/***************************************************************************
* Output operator *
***************************************************************************/
ostream& operator<< (ostream& os, const GSparseSymbolic& s)
{
// Put header is stream
os << "=== GSparseSymbolic ===";
// Show inverse permutation if it exists
if (s.m_pinv != NULL) {
os << endl << " Inverse permutation (of " << s.m_n_pinv << " elements)" <<
endl;
for (int i = 0; i < s.m_n_pinv; ++i)
os << " " << s.m_pinv[i];
}
// Show fill reducing column permutation if it exists
if (s.m_q != NULL) {
os << endl << " Fill reducing column permutation (" << s.m_n_cp <<
" elements)" << endl;
for (int i = 0; i < s.m_n_cp; ++i)
os << " " << s.m_q[i];
}
// Show elimination tree for Cholesky and QR if it exists
if (s.m_parent != NULL) {
os << endl << " Elimination tree (" << s.m_n_parent << " elements)" <<
endl;
for (int i = 0; i < s.m_n_parent; ++i)
os << " " << s.m_parent[i];
}
// Show column pointers for Cholesky row counts for QR if it exists
if (s.m_cp != NULL) {
os << endl << " Cholesky column pointers/QR row counts (" << s.m_n_cp <<
" elements)" << endl;
for (int i = 0; i < s.m_n_cp; ++i)
os << " " << s.m_cp[i];
}
// Show leftmost[i] = min(find(A(i,:))) if it exists
if (s.m_leftmost != NULL) {
os << endl << " leftmost[i] = min(find(A(i,:))) (" << s.m_n_leftmost <<
" elements)" << endl;
for (int i = 0; i < s.m_n_leftmost; ++i)
os << " " << s.m_leftmost[i];
}
// Return output stream
return os;
}
/*==========================================================================
= =
= GSparseSymbolic exception classes =
= =
==========================================================================*/
/***************************************************************************
* Invalid ordering scheme requested *
***************************************************************************/
GSparseSymbolic::invalid_order::invalid_order(string origin, int order,
int min_order, int max_order)
{
m_origin = origin;
ostringstream s_order;
ostringstream s_min_order;
ostringstream s_max_order;
s_order << order;
s_min_order << min_order;
s_max_order << max_order;
m_message = "Invalid ordering type " + s_order.str() +
"requested; must be comprised in [" + s_min_order.str() +
"," + s_max_order.str() + "]";
}