/* ========================================================================== */ /* === Cholesky/cholmod_factorize =========================================== */ /* ========================================================================== */ /* ----------------------------------------------------------------------------- * CHOLMOD/Cholesky Module. Copyright (C) 2005-2006, Timothy A. Davis * The CHOLMOD/Cholesky Module is licensed under Version 2.1 of the GNU * Lesser General Public License. See lesser.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 * -------------------------------------------------------------------------- */ /* Computes the numerical factorization of a symmetric matrix. The primary * inputs to this routine are a sparse matrix A and the symbolic factor L from * cholmod_analyze or a prior numerical factor L. If A is symmetric, this * routine factorizes A(p,p)+beta*I (beta can be zero), where p is the * fill-reducing permutation (L->Perm). If A is unsymmetric, either * A(p,:)*A(p,:)'+beta*I or A(p,f)*A(p,f)'+beta*I is factorized. The set f and * the nonzero pattern of the matrix A must be the same as the matrix passed to * cholmod_analyze for the supernodal case. For the simplicial case, it can * be different, but it should be the same for best performance. beta is real. * * A simplicial factorization or supernodal factorization is chosen, based on * the type of the factor L. If L->is_super is TRUE, a supernodal LL' * factorization is computed. Otherwise, a simplicial numeric factorization * is computed, either LL' or LDL', depending on Common->final_ll. * * Once the factorization is complete, it can be left as is or optionally * converted into any simplicial numeric type, depending on the * Common->final_* parameters. If converted from a supernodal to simplicial * type, and the Common->final_resymbol parameter is true, then numerically * zero entries in L due to relaxed supernodal amalgamation are removed from * the simplicial factor (they are always left in the supernodal form of L). * Entries that are numerically zero but present in the simplicial symbolic * pattern of L are left in place (that is, the graph of L remains chordal). * This is required for the update/downdate/rowadd/rowdel routines to work * properly. * * workspace: Flag (nrow), Head (nrow+1), * if symmetric: Iwork (2*nrow+2*nsuper) * if unsymmetric: Iwork (2*nrow+MAX(2*nsuper,ncol)) * where nsuper is 0 if simplicial, or the # of relaxed supernodes in * L otherwise (nsuper <= nrow). * if simplicial: W (nrow). * Allocates up to two temporary copies of its input matrix (including * both pattern and numerical values). * * If the matrix is not positive definite the routine returns TRUE, but * sets Common->status to CHOLMOD_NOT_POSDEF and L->minor is set to the * column at which the failure occurred. Columns L->minor to L->n-1 are * set to zero. * * Supports any xtype (pattern, real, complex, or zomplex), except that the * input matrix A cannot be pattern-only. If L is simplicial, its numeric * xtype matches A on output. If L is supernodal, its xtype is real if A is * real, or complex if A is complex or zomplex. */ #ifndef NCHOLESKY #include "cholmod_internal.h" #include "cholmod_cholesky.h" #ifndef NSUPERNODAL #include "cholmod_supernodal.h" #endif /* ========================================================================== */ /* === cholmod_factorize ==================================================== */ /* ========================================================================== */ /* Factorizes PAP' (or PAA'P' if A->stype is 0), using a factor obtained * from cholmod_analyze. The analysis can be re-used simply by calling this * routine a second time with another matrix. A must have the same nonzero * pattern as that passed to cholmod_analyze. */ int CHOLMOD(factorize) ( /* ---- input ---- */ cholmod_sparse *A, /* matrix to factorize */ /* ---- in/out --- */ cholmod_factor *L, /* resulting factorization */ /* --------------- */ cholmod_common *Common ) { double zero [2] ; zero [0] = 0 ; zero [1] = 0 ; return (CHOLMOD(factorize_p) (A, zero, NULL, 0, L, Common)) ; } /* ========================================================================== */ /* === cholmod_factorize_p ================================================== */ /* ========================================================================== */ /* Same as cholmod_factorize, but with more options. */ int CHOLMOD(factorize_p) ( /* ---- input ---- */ cholmod_sparse *A, /* matrix to factorize */ double beta [2], /* factorize beta*I+A or beta*I+A'*A */ Int *fset, /* subset of 0:(A->ncol)-1 */ size_t fsize, /* size of fset */ /* ---- in/out --- */ cholmod_factor *L, /* resulting factorization */ /* --------------- */ cholmod_common *Common ) { cholmod_sparse *S, *F, *A1, *A2 ; Int nrow, ncol, stype, convert, n, nsuper, grow2, status ; size_t s, t, uncol ; int ok = TRUE ; /* ---------------------------------------------------------------------- */ /* check inputs */ /* ---------------------------------------------------------------------- */ RETURN_IF_NULL_COMMON (FALSE) ; RETURN_IF_NULL (A, FALSE) ; RETURN_IF_NULL (L, FALSE) ; RETURN_IF_XTYPE_INVALID (A, CHOLMOD_REAL, CHOLMOD_ZOMPLEX, FALSE) ; RETURN_IF_XTYPE_INVALID (L, CHOLMOD_PATTERN, CHOLMOD_ZOMPLEX, FALSE) ; nrow = A->nrow ; ncol = A->ncol ; n = L->n ; stype = A->stype ; if (L->n != A->nrow) { ERROR (CHOLMOD_INVALID, "A and L dimensions do not match") ; return (FALSE) ; } if (stype != 0 && nrow != ncol) { ERROR (CHOLMOD_INVALID, "matrix invalid") ; return (FALSE) ; } DEBUG (CHOLMOD(dump_sparse) (A, "A for cholmod_factorize", Common)) ; Common->status = CHOLMOD_OK ; /* ---------------------------------------------------------------------- */ /* allocate workspace */ /* ---------------------------------------------------------------------- */ nsuper = (L->is_super ? L->nsuper : 0) ; uncol = ((stype != 0) ? 0 : ncol) ; /* s = 2*nrow + MAX (uncol, 2*nsuper) */ s = CHOLMOD(mult_size_t) (nsuper, 2, &ok) ; s = MAX (uncol, s) ; t = CHOLMOD(mult_size_t) (nrow, 2, &ok) ; s = CHOLMOD(add_size_t) (s, t, &ok) ; if (!ok) { ERROR (CHOLMOD_TOO_LARGE, "problem too large") ; return (FALSE) ; } CHOLMOD(allocate_work) (nrow, s, 0, Common) ; if (Common->status < CHOLMOD_OK) { return (FALSE) ; } S = NULL ; F = NULL ; A1 = NULL ; A2 = NULL ; /* convert to another form when done, if requested */ convert = !(Common->final_asis) ; /* ---------------------------------------------------------------------- */ /* perform supernodal LL' or simplicial LDL' factorization */ /* ---------------------------------------------------------------------- */ if (L->is_super) { #ifndef NSUPERNODAL /* ------------------------------------------------------------------ */ /* supernodal factorization */ /* ------------------------------------------------------------------ */ if (L->ordering == CHOLMOD_NATURAL) { /* -------------------------------------------------------------- */ /* natural ordering */ /* -------------------------------------------------------------- */ if (stype > 0) { /* S = tril (A'), F not needed */ /* workspace: Iwork (nrow) */ A1 = CHOLMOD(ptranspose) (A, 2, NULL, NULL, 0, Common) ; S = A1 ; } else if (stype < 0) { /* This is the fastest option for the natural ordering */ /* S = A; F not needed */ S = A ; } else { /* F = A(:,f)' */ /* workspace: Iwork (nrow) */ /* workspace: Iwork (nrow if no fset; MAX (nrow,ncol) if fset)*/ A1 = CHOLMOD(ptranspose) (A, 2, NULL, fset, fsize, Common) ; F = A1 ; /* S = A */ S = A ; } } else { /* -------------------------------------------------------------- */ /* permute the input matrix before factorization */ /* -------------------------------------------------------------- */ if (stype > 0) { /* This is the fastest option for factoring a permuted matrix */ /* S = tril (PAP'); F not needed */ /* workspace: Iwork (2*nrow) */ A1 = CHOLMOD(ptranspose) (A, 2, L->Perm, NULL, 0, Common) ; S = A1 ; } else if (stype < 0) { /* A2 = triu (PAP') */ /* workspace: Iwork (2*nrow) */ A2 = CHOLMOD(ptranspose) (A, 2, L->Perm, NULL, 0, Common) ; /* S = tril (A2'); F not needed */ /* workspace: Iwork (nrow) */ A1 = CHOLMOD(ptranspose) (A2, 2, NULL, NULL, 0, Common) ; S = A1 ; CHOLMOD(free_sparse) (&A2, Common) ; ASSERT (A2 == NULL) ; } else { /* F = A(p,f)' */ /* workspace: Iwork (nrow if no fset; MAX (nrow,ncol) if fset)*/ A1 = CHOLMOD(ptranspose) (A, 2, L->Perm, fset, fsize, Common) ; F = A1 ; /* S = F' */ /* workspace: Iwork (nrow) */ A2 = CHOLMOD(ptranspose) (F, 2, NULL, NULL, 0, Common) ; S = A2 ; } } /* ------------------------------------------------------------------ */ /* supernodal factorization */ /* ------------------------------------------------------------------ */ /* workspace: Flag (nrow), Head (nrow+1), Iwork (2*nrow+2*nsuper) */ if (Common->status == CHOLMOD_OK) { CHOLMOD(super_numeric) (S, F, beta, L, Common) ; } status = Common->status ; ASSERT (IMPLIES (status >= CHOLMOD_OK, L->xtype != CHOLMOD_PATTERN)) ; /* ------------------------------------------------------------------ */ /* convert to final form, if requested */ /* ------------------------------------------------------------------ */ if (Common->status >= CHOLMOD_OK && convert) { /* workspace: none */ ok = CHOLMOD(change_factor) (L->xtype, Common->final_ll, Common->final_super, Common->final_pack, Common->final_monotonic, L, Common) ; if (ok && Common->final_resymbol && !(L->is_super)) { /* workspace: Flag (nrow), Head (nrow+1), * if symmetric: Iwork (2*nrow) * if unsymmetric: Iwork (2*nrow+ncol) */ CHOLMOD(resymbol_noperm) (S, fset, fsize, Common->final_pack, L, Common) ; } } #else /* ------------------------------------------------------------------ */ /* CHOLMOD Supernodal module not installed */ /* ------------------------------------------------------------------ */ status = CHOLMOD_NOT_INSTALLED ; ERROR (CHOLMOD_NOT_INSTALLED,"Supernodal module not installed") ; #endif } else { /* ------------------------------------------------------------------ */ /* simplicial LDL' factorization */ /* ------------------------------------------------------------------ */ /* Permute the input matrix A if necessary. cholmod_rowfac requires * triu(A) in column form for the symmetric case, and A in column form * for the unsymmetric case (the matrix S). The unsymmetric case * requires A in row form, or equivalently A' in column form (the * matrix F). */ if (L->ordering == CHOLMOD_NATURAL) { /* -------------------------------------------------------------- */ /* natural ordering */ /* -------------------------------------------------------------- */ if (stype > 0) { /* F is not needed, S = A */ S = A ; } else if (stype < 0) { /* F is not needed, S = A' */ /* workspace: Iwork (nrow) */ A2 = CHOLMOD(ptranspose) (A, 2, NULL, NULL, 0, Common) ; S = A2 ; } else { /* F = A (:,f)' */ /* workspace: Iwork (nrow if no fset; MAX (nrow,ncol) if fset)*/ A1 = CHOLMOD(ptranspose) (A, 2, NULL, fset, fsize, Common) ; F = A1 ; S = A ; } } else { /* -------------------------------------------------------------- */ /* permute the input matrix before factorization */ /* -------------------------------------------------------------- */ if (stype > 0) { /* F = tril (A (p,p)') */ /* workspace: Iwork (2*nrow) */ A1 = CHOLMOD(ptranspose) (A, 2, L->Perm, NULL, 0, Common) ; /* A2 = triu (F') */ /* workspace: Iwork (nrow) */ A2 = CHOLMOD(ptranspose) (A1, 2, NULL, NULL, 0, Common) ; /* the symmetric case does not need F, free it and set to NULL*/ CHOLMOD(free_sparse) (&A1, Common) ; } else if (stype < 0) { /* A2 = triu (A (p,p)'), F not needed. This is the fastest * way to factorize a matrix using the simplicial routine * (cholmod_rowfac). */ /* workspace: Iwork (2*nrow) */ A2 = CHOLMOD(ptranspose) (A, 2, L->Perm, NULL, 0, Common) ; } else { /* F = A (p,f)' */ /* workspace: Iwork (nrow if no fset; MAX (nrow,ncol) if fset)*/ A1 = CHOLMOD(ptranspose) (A, 2, L->Perm, fset, fsize, Common) ; F = A1 ; /* A2 = F' */ /* workspace: Iwork (nrow) */ A2 = CHOLMOD(ptranspose) (F, 2, NULL, NULL, 0, Common) ; } S = A2 ; } /* ------------------------------------------------------------------ */ /* simplicial LDL' or LL' factorization */ /* ------------------------------------------------------------------ */ /* factorize beta*I+S (symmetric) or beta*I+F*F' (unsymmetric) */ /* workspace: Flag (nrow), W (nrow), Iwork (2*nrow) */ if (Common->status == CHOLMOD_OK) { grow2 = Common->grow2 ; L->is_ll = BOOLEAN (Common->final_ll) ; if (L->xtype == CHOLMOD_PATTERN && Common->final_pack) { /* allocate a factor with exactly the space required */ Common->grow2 = 0 ; } CHOLMOD(rowfac) (S, F, beta, 0, nrow, L, Common) ; Common->grow2 = grow2 ; } status = Common->status ; /* ------------------------------------------------------------------ */ /* convert to final form, if requested */ /* ------------------------------------------------------------------ */ if (Common->status >= CHOLMOD_OK && convert) { /* workspace: none */ CHOLMOD(change_factor) (L->xtype, L->is_ll, FALSE, Common->final_pack, Common->final_monotonic, L, Common) ; } } /* ---------------------------------------------------------------------- */ /* free A1 and A2 if they exist */ /* ---------------------------------------------------------------------- */ CHOLMOD(free_sparse) (&A1, Common) ; CHOLMOD(free_sparse) (&A2, Common) ; Common->status = MAX (Common->status, status) ; return (Common->status >= CHOLMOD_OK) ; } #endif