/* ========================================================================== */ /* === Modify/cholmod_rowadd ================================================ */ /* ========================================================================== */ /* ----------------------------------------------------------------------------- * CHOLMOD/Modify Module. * Copyright (C) 2005-2006, Timothy A. Davis and William W. Hager. * The CHOLMOD/Modify Module is licensed under Version 2.0 of the GNU * General Public License. See gpl.txt for a text of the license. * CHOLMOD is also available under other licenses; contact authors for details. * http://www.cise.ufl.edu/research/sparse * -------------------------------------------------------------------------- */ /* Adds a row and column to an LDL' factorization, and optionally updates the * solution to Lx=b. * * workspace: Flag (nrow), Head (nrow+1), W (2*nrow), Iwork (2*nrow) * * Only real matrices are supported. A symbolic L is converted into a * numeric identity matrix before the row is added. */ #ifndef NMODIFY #include "cholmod_internal.h" #include "cholmod_modify.h" /* ========================================================================== */ /* === cholmod_rowadd ======================================================= */ /* ========================================================================== */ /* cholmod_rowadd adds a row to the LDL' factorization. It computes the kth * row and kth column of L, and then updates the submatrix L (k+1:n,k+1:n) * accordingly. The kth row and column of L should originally be equal to the * kth row and column of the identity matrix (they are treated as such, if they * are not). The kth row/column of L is computed as the factorization of the * kth row/column of the matrix to factorize, which is provided as a single * n-by-1 sparse matrix R. The sparse vector R need not be sorted. */ int CHOLMOD(rowadd) ( /* ---- input ---- */ size_t k, /* row/column index to add */ cholmod_sparse *R, /* row/column of matrix to factorize (n-by-1) */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ /* --------------- */ cholmod_common *Common ) { double bk [2] ; bk [0] = 0. ; bk [1] = 0. ; return (CHOLMOD(rowadd_mark) (k, R, bk, NULL, L, NULL, NULL, Common)) ; } /* ========================================================================== */ /* === cholmod_rowadd_solve ================================================= */ /* ========================================================================== */ /* Does the same as cholmod_rowadd, and also updates the solution to Lx=b * See cholmod_updown for a description of how Lx=b is updated. There is on * additional parameter: bk specifies the new kth entry of b. */ int CHOLMOD(rowadd_solve) ( /* ---- input ---- */ size_t k, /* row/column index to add */ cholmod_sparse *R, /* row/column of matrix to factorize (n-by-1) */ double bk [2], /* kth entry of the right-hand-side b */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) { return (CHOLMOD(rowadd_mark) (k, R, bk, NULL, L, X, DeltaB, Common)) ; } /* ========================================================================== */ /* === icomp ================================================================ */ /* ========================================================================== */ /* for sorting by qsort */ static int icomp (Int *i, Int *j) { if (*i < *j) { return (-1) ; } else { return (1) ; } } /* ========================================================================== */ /* === cholmod_rowadd_mark ================================================== */ /* ========================================================================== */ /* Does the same as cholmod_rowadd_solve, except only part of L is used in * the update/downdate of the solution to Lx=b. This routine is an "expert" * routine. It is meant for use in LPDASA only. */ int CHOLMOD(rowadd_mark) ( /* ---- input ---- */ size_t kadd, /* row/column index to add */ cholmod_sparse *R, /* row/column of matrix to factorize (n-by-1) */ double bk [2], /* kth entry of the right hand side, b */ Int *colmark, /* Int array of size 1. See cholmod_updown.c */ /* ---- in/out --- */ cholmod_factor *L, /* factor to modify */ cholmod_dense *X, /* solution to Lx=b (size n-by-1) */ cholmod_dense *DeltaB, /* change in b, zero on output */ /* --------------- */ cholmod_common *Common ) { double dk, yj, l_kj, lx, l_ij, sqrt_dk, dj, xk, rnz, fl ; double *Lx, *W, *Cx, *Rx, *Xx, *Nx ; Int *Li, *Lp, *Lnz, *Flag, *Stack, *Ci, *Rj, *Rp, *Lnext, *Iwork ; cholmod_sparse *C, Cmatrix ; Int i, j, p, pend, top, len, kk, li, lnz, mark, k, n, parent, Cp [2], do_solve, do_update ; size_t s ; int ok = TRUE ; DEBUG (Int lastrow) ; /* ---------------------------------------------------------------------- */ /* check inputs */ /* ---------------------------------------------------------------------- */ RETURN_IF_NULL_COMMON (FALSE) ; RETURN_IF_NULL (L, FALSE) ; RETURN_IF_NULL (R, FALSE) ; RETURN_IF_XTYPE_INVALID (L, CHOLMOD_PATTERN, CHOLMOD_REAL, FALSE) ; RETURN_IF_XTYPE_INVALID (R, CHOLMOD_REAL, CHOLMOD_REAL, FALSE) ; n = L->n ; k = kadd ; if (kadd >= L->n || k < 0) { ERROR (CHOLMOD_INVALID, "k invalid") ; return (FALSE) ; } if (R->ncol != 1 || R->nrow != L->n) { ERROR (CHOLMOD_INVALID, "R invalid") ; return (FALSE) ; } Rj = R->i ; Rx = R->x ; Rp = R->p ; rnz = Rp [1] ; /* TODO: should check if R->packed or not */ do_solve = (X != NULL) && (DeltaB != NULL) ; if (do_solve) { RETURN_IF_XTYPE_INVALID (X, CHOLMOD_REAL, CHOLMOD_REAL, FALSE) ; RETURN_IF_XTYPE_INVALID (DeltaB, CHOLMOD_REAL, CHOLMOD_REAL, FALSE) ; Xx = X->x ; Nx = DeltaB->x ; if (X->nrow != L->n || X->ncol != 1 || DeltaB->nrow != L->n || DeltaB->ncol != 1 || Xx == NULL || Nx == NULL) { ERROR (CHOLMOD_INVALID, "X and/or DeltaB invalid") ; return (FALSE) ; } } else { Xx = NULL ; Nx = NULL ; } Common->status = CHOLMOD_OK ; /* ---------------------------------------------------------------------- */ /* allocate workspace */ /* ---------------------------------------------------------------------- */ /* s = 2*n */ s = CHOLMOD(mult_size_t) (n, 2, &ok) ; if (!ok) { ERROR (CHOLMOD_TOO_LARGE, "problem too large") ; return (FALSE) ; } CHOLMOD(allocate_work) (n, s, s, Common) ; if (Common->status < CHOLMOD_OK) { return (FALSE) ; } ASSERT (CHOLMOD(dump_work) (TRUE, TRUE, s, Common)) ; /* ---------------------------------------------------------------------- */ /* convert to simplicial numeric LDL' factor, if not already */ /* ---------------------------------------------------------------------- */ if (L->xtype == CHOLMOD_PATTERN || L->is_super || L->is_ll) { /* can only update/downdate a simplicial LDL' factorization */ CHOLMOD(change_factor) (CHOLMOD_REAL, FALSE, FALSE, FALSE, FALSE, L, Common) ; if (Common->status < CHOLMOD_OK) { /* out of memory, L is returned unchanged */ return (FALSE) ; } } /* ---------------------------------------------------------------------- */ /* get inputs */ /* ---------------------------------------------------------------------- */ /* inputs, not modified on output: */ Lp = L->p ; /* size n+1. input, not modified on output */ /* outputs, contents defined on input for incremental case only: */ Lnz = L->nz ; /* size n */ Li = L->i ; /* size L->nzmax. Can change in size. */ Lx = L->x ; /* size L->nzmax. Can change in size. */ Lnext = L->next ; /* size n+2 */ ASSERT (L->nz != NULL) ; PRINT1 (("rowadd:\n")) ; fl = 0 ; #if 0 #ifndef NDEBUG /* column k of L should be zero, except for the diagonal. This test is * overly cautious. */ for (p = Lp [k] + 1 ; p < Lp [k] + Lnz [k] ; p++) ASSERT (Lx [p] == 0) ; #endif #endif /* ---------------------------------------------------------------------- */ /* get workspace */ /* ---------------------------------------------------------------------- */ Flag = Common->Flag ; /* size n */ W = Common->Xwork ; /* size n */ Cx = W + n ; /* size n (use 2nd column of Xwork for C) */ Iwork = Common->Iwork ; Stack = Iwork ; /* size n (i/i/l), also in cholmod_updown */ Ci = Iwork + n ; /* size n (i/i/l) */ /* NOTE: cholmod_updown uses Iwork [0..n-1] (i/i/l) as Stack as well */ mark = Common->mark ; /* copy Rj/Rx into W/Ci */ for (p = 0 ; p < rnz ; p++) { i = Rj [p] ; ASSERT (i >= 0 && i < n) ; W [i] = Rx [p] ; Ci [p] = i ; } /* At this point, W [Ci [0..rnz-1]] holds the sparse vector to add */ /* The nonzero pattern of column W is held in Ci (it may be unsorted). */ /* ---------------------------------------------------------------------- */ /* symbolic factorization to get pattern of kth row of L */ /* ---------------------------------------------------------------------- */ DEBUG (for (p = 0 ; p < rnz ; p++) PRINT1 (("C ("ID",%g)\n", Ci [p], W [Ci [p]]))) ; ASSERT (CHOLMOD(dump_work) (TRUE, TRUE, 0, Common)) ; /* flag the diagonal */ Flag [k] = mark ; /* find the union of all the paths */ top = n ; lnz = 0 ; /* # of nonzeros in column k of L, excluding diagonal */ for (p = 0 ; p < rnz ; p++) { i = Ci [p] ; if (i < k) { /* walk from i = entry in Ci to root (and stop if i marked)*/ PRINT2 (("\nwalk from i = "ID" towards k = "ID"\n", i, k)) ; len = 0 ; /* walk up tree, but stop if we go below the diagonal */ while (i < k && i != EMPTY && Flag [i] < mark) { PRINT2 ((" Add "ID" to path\n", i)) ; ASSERT (i >= 0 && i < k) ; Stack [len++] = i ; /* place i on the stack */ Flag [i] = mark ; /* mark i as visited */ /* parent is the first entry in the column after the diagonal */ ASSERT (Lnz [i] > 0) ; parent = (Lnz [i] > 1) ? (Li [Lp [i] + 1]) : EMPTY ; PRINT2 ((" parent: "ID"\n", parent)) ; i = parent ; /* go up the tree */ } ASSERT (len <= top) ; /* move the path down to the bottom of the stack */ /* this shifts Stack [0..len-1] down to [ ... oldtop-1] */ while (len > 0) { Stack [--top] = Stack [--len] ; } } else if (i > k) { /* prune the diagonal and upper triangular entries from Ci */ Ci [lnz++] = i ; Flag [i] = mark ; } } #ifndef NDEBUG PRINT1 (("length of S after prune: "ID"\n", lnz)) ; for (p = 0 ; p < lnz ; p++) { PRINT1 (("After prune Ci ["ID"] = "ID"\n", p, Ci [p])) ; ASSERT (Ci [p] > k) ; } #endif /* ---------------------------------------------------------------------- */ /* ensure each column of L has enough space to grow */ /* ---------------------------------------------------------------------- */ for (kk = top ; kk < n ; kk++) { /* could skip this if we knew column j already included row k */ j = Stack [kk] ; if (Lp [j] + Lnz [j] >= Lp [Lnext [j]]) { PRINT1 (("Col "ID" realloc, old Lnz "ID"\n", j, Lnz [j])) ; if (!CHOLMOD(reallocate_column) (j, Lnz [j] + 1, L, Common)) { /* out of memory, L is now simplicial symbolic */ CHOLMOD(clear_flag) (Common) ; for (i = 0 ; i < n ; i++) { W [i] = 0 ; } return (FALSE) ; } /* L->i and L->x may have moved */ Li = L->i ; Lx = L->x ; } ASSERT (Lp [j] + Lnz [j] < Lp [Lnext [j]] || (Lp [Lnext [j]] - Lp [j] == n-j)) ; } /* ---------------------------------------------------------------------- */ /* compute kth row of L and store in column form */ /* ---------------------------------------------------------------------- */ /* solve L (1:k-1, 1:k-1) * y (1:k-1) = b (1:k-1) */ /* where b (1:k) is in W and Ci */ /* L (k, 1:k-1) = y (1:k-1) ./ D (1:k-1) */ /* D (k) = B (k,k) - L (k, 1:k-1) * y (1:k-1) */ PRINT2 (("\nForward solve: "ID" to "ID"\n", top, n)) ; ASSERT (Lnz [k] >= 1 && Li [Lp [k]] == k) ; DEBUG (for (i = top ; i < n ; i++) PRINT2 ((" Path: "ID"\n", Stack [i]))) ; dk = W [k] ; W [k] = 0.0 ; /* if do_solve: compute x (k) = b (k) - L (k, 1:k-1) * x (1:k-1) */ xk = bk [0] ; PRINT2 (("B [k] = %g\n", xk)) ; for (kk = top ; kk < n ; kk++) { j = Stack [kk] ; i = j ; PRINT2 (("Forward solve col j = "ID":\n", j)) ; ASSERT (j >= 0 && j < k) ; /* forward solve using L (j+1:k-1,j) */ yj = W [j] ; W [j] = 0.0 ; p = Lp [j] ; pend = p + Lnz [j] ; ASSERT (Lnz [j] > 0) ; dj = Lx [p++] ; for ( ; p < pend ; p++) { i = Li [p] ; PRINT2 ((" row "ID"\n", i)) ; ASSERT (i > j) ; ASSERT (i < n) ; /* stop at row k */ if (i >= k) { break ; } W [i] -= Lx [p] * yj ; } /* each iteration of the above for loop did 2 flops, and 3 flops * are done below. so: fl += 2 * (Lp [j] - p - 1) + 3 becomes: */ fl += 2 * (Lp [j] - p) + 1 ; /* scale L (k,1:k-1) and compute dot product for D (k,k) */ l_kj = yj / dj ; dk -= l_kj * yj ; /* compute dot product for X(k) */ if (do_solve) { xk -= l_kj * Xx [j] ; } /* store l_kj in the jth column of L */ /* and shift the rest of the column down */ li = k ; lx = l_kj ; if (i == k) { /* no need to modify the nonzero pattern of L, since it already * contains row index k. */ ASSERT (Li [p] == k) ; Lx [p] = l_kj ; for (p++ ; p < pend ; p++) { i = Li [p] ; l_ij = Lx [p] ; ASSERT (i > k && i < n) ; PRINT2 ((" apply to row "ID" of column k of L\n", i)) ; /* add to the pattern of the kth column of L */ if (Flag [i] < mark) { PRINT2 ((" add Ci["ID"] = "ID"\n", lnz, i)) ; ASSERT (i > k) ; Ci [lnz++] = i ; Flag [i] = mark ; } /* apply the update to the kth column of L */ /* yj is equal to l_kj * d_j */ W [i] -= l_ij * yj ; } } else { PRINT2 (("Shift col j = "ID", apply saxpy to col k of L\n", j)) ; for ( ; p < pend ; p++) { /* swap (Li [p],Lx [p]) with (li,lx) */ i = Li [p] ; l_ij = Lx [p] ; Li [p] = li ; Lx [p] = lx ; li = i ; lx = l_ij ; ASSERT (i > k && i < n) ; PRINT2 ((" apply to row "ID" of column k of L\n", i)) ; /* add to the pattern of the kth column of L */ if (Flag [i] < mark) { PRINT2 ((" add Ci["ID"] = "ID"\n", lnz, i)) ; ASSERT (i > k) ; Ci [lnz++] = i ; Flag [i] = mark ; } /* apply the update to the kth column of L */ /* yj is equal to l_kj * d_j */ W [i] -= l_ij * yj ; } /* store the last value in the jth column of L */ Li [p] = li ; Lx [p] = lx ; Lnz [j]++ ; } } /* ---------------------------------------------------------------------- */ /* merge C with the pattern of the existing column of L */ /* ---------------------------------------------------------------------- */ /* This column should be zero, but it may contain explicit zero entries. * These entries should be kept, not dropped. */ p = Lp [k] ; pend = p + Lnz [k] ; for (p++ ; p < pend ; p++) { i = Li [p] ; /* add to the pattern of the kth column of L */ if (Flag [i] < mark) { PRINT2 ((" add Ci["ID"] = "ID" from existing col k\n", lnz, i)) ; ASSERT (i > k) ; Ci [lnz++] = i ; Flag [i] = mark ; } } /* ---------------------------------------------------------------------- */ if (do_solve) { Xx [k] = xk ; PRINT2 (("Xx [k] = %g\n", Xx [k])) ; } /* ---------------------------------------------------------------------- */ /* ensure abs (dk) >= dbound, if dbound is given */ /* ---------------------------------------------------------------------- */ dk = (IS_GT_ZERO (Common->dbound)) ? (CHOLMOD(dbound) (dk, Common)) : dk ; PRINT2 (("D [k = "ID"] = %g\n", k, dk)) ; /* ---------------------------------------------------------------------- */ /* store the kth column of L */ /* ---------------------------------------------------------------------- */ /* ensure the new column of L has enough space */ if (Lp [k] + lnz + 1 > Lp [Lnext [k]]) { PRINT1 (("New Col "ID" realloc, old Lnz "ID"\n", k, Lnz [k])) ; if (!CHOLMOD(reallocate_column) (k, lnz + 1, L, Common)) { /* out of memory, L is now simplicial symbolic */ CHOLMOD(clear_flag) (Common) ; for (i = 0 ; i < n ; i++) { W [i] = 0 ; } return (FALSE) ; } /* L->i and L->x may have moved */ Li = L->i ; Lx = L->x ; } ASSERT (Lp [k] + lnz + 1 <= Lp [Lnext [k]]) ; #ifndef NDEBUG PRINT2 (("\nPrior to sort: lnz "ID" (excluding diagonal)\n", lnz)) ; for (kk = 0 ; kk < lnz ; kk++) { i = Ci [kk] ; PRINT2 (("L ["ID"] kept: "ID" %e\n", kk, i, W [i] / dk)) ; } #endif /* sort Ci */ qsort (Ci, lnz, sizeof (Int), (int (*) (const void *, const void *)) icomp); /* store the kth column of L */ DEBUG (lastrow = k) ; p = Lp [k] ; Lx [p++] = dk ; Lnz [k] = lnz + 1 ; fl += lnz ; for (kk = 0 ; kk < lnz ; kk++, p++) { i = Ci [kk] ; PRINT2 (("L ["ID"] after sort: "ID", %e\n", kk, i, W [i] / dk)) ; ASSERT (i > lastrow) ; Li [p] = i ; Lx [p] = W [i] / dk ; W [i] = 0.0 ; DEBUG (lastrow = i) ; } /* compute DeltaB for updown (in DeltaB) */ if (do_solve) { p = Lp [k] ; pend = p + Lnz [k] ; for (p++ ; p < pend ; p++) { ASSERT (Li [p] > k) ; Nx [Li [p]] -= Lx [p] * xk ; } } /* clear the flag for the update */ mark = CHOLMOD(clear_flag) (Common) ; /* workspaces are now cleared */ ASSERT (CHOLMOD(dump_work) (TRUE, TRUE, 2*n, Common)) ; /* ---------------------------------------------------------------------- */ /* update/downdate */ /* ---------------------------------------------------------------------- */ /* update or downdate L (k+1:n, k+1:n) with the vector * C = L (:,k) * sqrt (abs (D [k])). * Do a numeric update if D[k] < 0, numeric downdate otherwise. */ ok = TRUE ; Common->modfl = 0 ; PRINT1 (("rowadd update lnz = "ID"\n", lnz)) ; if (lnz > 0) { do_update = IS_LT_ZERO (dk) ; if (do_update) { dk = -dk ; } sqrt_dk = sqrt (dk) ; p = Lp [k] + 1 ; for (kk = 0 ; kk < lnz ; kk++, p++) { Cx [kk] = Lx [p] * sqrt_dk ; } fl += lnz + 1 ; /* create a n-by-1 sparse matrix to hold the single column */ C = &Cmatrix ; C->nrow = n ; C->ncol = 1 ; C->nzmax = lnz ; C->sorted = TRUE ; C->packed = TRUE ; C->p = Cp ; C->i = Ci ; C->x = Cx ; C->nz = NULL ; C->itype = L->itype ; C->xtype = L->xtype ; C->dtype = L->dtype ; C->z = NULL ; C->stype = 0 ; Cp [0] = 0 ; Cp [1] = lnz ; /* numeric downdate if dk > 0, and optional Lx=b change */ /* workspace: Flag (nrow), Head (nrow+1), W (nrow), Iwork (2*nrow) */ ok = CHOLMOD(updown_mark) (do_update ? (1) : (0), C, colmark, L, X, DeltaB, Common) ; /* clear workspace */ for (kk = 0 ; kk < lnz ; kk++) { Cx [kk] = 0 ; } } Common->modfl += fl ; DEBUG (CHOLMOD(dump_factor) (L, "LDL factorization, L:", Common)) ; ASSERT (CHOLMOD(dump_work) (TRUE, TRUE, 2*n, Common)) ; return (ok) ; } #endif