/* ========================================================================== */ /* === Cholesky/t_cholmod_rowfac ============================================ */ /* ========================================================================== */ /* ----------------------------------------------------------------------------- * 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 * -------------------------------------------------------------------------- */ /* Template routine for cholmod_rowfac. Supports any numeric xtype * (real, complex, or zomplex). * * workspace: Iwork (n), Flag (n), Xwork (n if real, 2*n if complex) */ #include "cholmod_template.h" #ifdef MASK static int TEMPLATE (cholmod_rowfac_mask) #else static int TEMPLATE (cholmod_rowfac) #endif ( /* ---- input ---- */ cholmod_sparse *A, /* matrix to factorize */ cholmod_sparse *F, /* used for A*A' case only. F=A' or A(:,f)' */ double beta [2], /* factorize beta*I+A or beta*I+AA' (beta [0] only) */ size_t kstart, /* first row to factorize */ size_t kend, /* last row to factorize is kend-1 */ #ifdef MASK /* These inputs are used for cholmod_rowfac_mask only */ Int *mask, /* size A->nrow. if mask[i] then W(i) is set to zero */ Int *RLinkUp, /* size A->nrow. link list of rows to compute */ #endif /* ---- in/out --- */ cholmod_factor *L, /* --------------- */ cholmod_common *Common ) { double yx [2], lx [2], fx [2], dk [1], di [1], fl = 0 ; #ifdef ZOMPLEX double yz [1], lz [1], fz [1] ; #endif double *Ax, *Az, *Lx, *Lz, *Wx, *Wz, *Fx, *Fz ; Int *Ap, *Anz, *Ai, *Lp, *Lnz, *Li, *Lnext, *Flag, *Stack, *Fp, *Fi, *Fnz, *Iwork ; Int i, p, k, t, pf, pfend, top, s, mark, pend, n, lnz, is_ll, multadds, use_dbound, packed, stype, Fpacked, sorted, nzmax, len, parent ; #ifndef REAL Int dk_imaginary ; #endif /* ---------------------------------------------------------------------- */ /* get inputs */ /* ---------------------------------------------------------------------- */ PRINT1 (("\nin cholmod_rowfac, kstart %d kend %d stype %d\n", kstart, kend, A->stype)) ; DEBUG (CHOLMOD(dump_factor) (L, "Initial L", Common)) ; n = A->nrow ; stype = A->stype ; if (stype > 0) { /* symmetric upper case: F is not needed. It may be NULL */ Fp = NULL ; Fi = NULL ; Fx = NULL ; Fz = NULL ; Fnz = NULL ; Fpacked = TRUE ; } else { /* unsymmetric case: F is required. */ Fp = F->p ; Fi = F->i ; Fx = F->x ; Fz = F->z ; Fnz = F->nz ; Fpacked = F->packed ; } Ap = A->p ; /* size A->ncol+1, column pointers of A */ Ai = A->i ; /* size nz = Ap [A->ncol], row indices of A */ Ax = A->x ; /* size nz, numeric values of A */ Az = A->z ; Anz = A->nz ; packed = A->packed ; sorted = A->sorted ; use_dbound = IS_GT_ZERO (Common->dbound) ; /* get the current factors L (and D for LDL'); allocate space if needed */ is_ll = L->is_ll ; if (L->xtype == CHOLMOD_PATTERN) { /* ------------------------------------------------------------------ */ /* L is symbolic only; allocate and initialize L (and D for LDL') */ /* ------------------------------------------------------------------ */ /* workspace: none */ CHOLMOD(change_factor) (A->xtype, is_ll, FALSE, FALSE, TRUE, L, Common); if (Common->status < CHOLMOD_OK) { /* out of memory */ return (FALSE) ; } ASSERT (L->minor == (size_t) n) ; } else if (kstart == 0 && kend == (size_t) n) { /* ------------------------------------------------------------------ */ /* refactorization; reset L->nz and L->minor to restart factorization */ /* ------------------------------------------------------------------ */ L->minor = n ; Lnz = L->nz ; for (k = 0 ; k < n ; k++) { Lnz [k] = 1 ; } } ASSERT (is_ll == L->is_ll) ; ASSERT (L->xtype != CHOLMOD_PATTERN) ; DEBUG (CHOLMOD(dump_factor) (L, "L ready", Common)) ; DEBUG (CHOLMOD(dump_sparse) (A, "A ready", Common)) ; DEBUG (if (stype == 0) CHOLMOD(dump_sparse) (F, "F ready", Common)) ; /* inputs, can be modified on output: */ Lp = L->p ; /* size n+1 */ ASSERT (Lp != NULL) ; /* outputs, contents defined on input for incremental case only: */ Lnz = L->nz ; /* size n */ Lnext = L->next ; /* size n+2 */ Li = L->i ; /* size L->nzmax, can change in size */ Lx = L->x ; /* size L->nzmax or 2*L->nzmax, can change in size */ Lz = L->z ; /* size L->nzmax for zomplex case, can change in size */ nzmax = L->nzmax ; ASSERT (Lnz != NULL && Li != NULL && Lx != NULL) ; /* ---------------------------------------------------------------------- */ /* get workspace */ /* ---------------------------------------------------------------------- */ Iwork = Common->Iwork ; Stack = Iwork ; /* size n (i/i/l) */ Flag = Common->Flag ; /* size n, Flag [i] < mark must hold */ Wx = Common->Xwork ; /* size n if real, 2*n if complex or * zomplex. Xwork [i] == 0 must hold. */ Wz = Wx + n ; /* size n for zomplex case only */ mark = Common->mark ; ASSERT ((Int) Common->xworksize >= (L->xtype == CHOLMOD_REAL ? 1:2)*n) ; /* ---------------------------------------------------------------------- */ /* compute LDL' or LL' factorization by rows */ /* ---------------------------------------------------------------------- */ #ifdef MASK #define NEXT(k) k = RLinkUp [k] #else #define NEXT(k) k++ #endif for (k = kstart ; k < ((Int) kend) ; NEXT(k)) { PRINT1 (("\n===============K "ID" Lnz [k] "ID"\n", k, Lnz [k])) ; /* ------------------------------------------------------------------ */ /* compute pattern of kth row of L and scatter kth input column */ /* ------------------------------------------------------------------ */ /* column k of L is currently empty */ ASSERT (Lnz [k] == 1) ; ASSERT (CHOLMOD(dump_work) (TRUE, TRUE, 2*n, Common)) ; top = n ; /* Stack is empty */ Flag [k] = mark ; /* do not include diagonal entry in Stack */ /* use Li [Lp [i]+1] for etree */ #define PARENT(i) (Lnz [i] > 1) ? (Li [Lp [i] + 1]) : EMPTY if (stype > 0) { /* scatter kth col of triu (beta*I+AA'), get pattern L(k,:) */ p = Ap [k] ; pend = (packed) ? (Ap [k+1]) : (p + Anz [k]) ; /* W [i] = Ax [i] ; scatter column of A */ #define SCATTER ASSIGN(Wx,Wz,i, Ax,Az,p) SUBTREE ; #undef SCATTER } else { /* scatter kth col of triu (beta*I+AA'), get pattern L(k,:) */ pf = Fp [k] ; pfend = (Fpacked) ? (Fp [k+1]) : (pf + Fnz [k]) ; for ( ; pf < pfend ; pf++) { /* get nonzero entry F (t,k) */ t = Fi [pf] ; /* fk = Fx [pf] */ ASSIGN (fx, fz, 0, Fx, Fz, pf) ; p = Ap [t] ; pend = (packed) ? (Ap [t+1]) : (p + Anz [t]) ; multadds = 0 ; /* W [i] += Ax [p] * fx ; scatter column of A*A' */ #define SCATTER MULTADD (Wx,Wz,i, Ax,Az,p, fx,fz,0) ; multadds++ ; SUBTREE ; #undef SCATTER #ifdef REAL fl += 2 * ((double) multadds) ; #else fl += 8 * ((double) multadds) ; #endif } } #undef PARENT /* ------------------------------------------------------------------ */ /* if mask is present, set the corresponding entries in W to zero */ /* ------------------------------------------------------------------ */ #ifdef MASK /* remove the dead element of Wx */ if (mask != NULL) { #if 0 /* older version */ for (p = n; p > top;) { i = Stack [--p] ; if ( mask [i] >= 0 ) { CLEAR (Wx,Wz,i) ; /* set W(i) to zero */ } } #endif for (s = top ; s < n ; s++) { i = Stack [s] ; if (mask [i] >= 0) { CLEAR (Wx,Wz,i) ; /* set W(i) to zero */ } } } #endif /* nonzero pattern of kth row of L is now in Stack [top..n-1]. * Flag [Stack [top..n-1]] is equal to mark, but no longer needed */ mark = CHOLMOD(clear_flag) (Common) ; /* ------------------------------------------------------------------ */ /* compute kth row of L and store in column form */ /* ------------------------------------------------------------------ */ /* Solve L (0:k-1, 0:k-1) * y (0:k-1) = b (0:k-1) where * b (0:k) = A (0:k,k) or A(0:k,:) * F(:,k) is in W and Stack. * * For LDL' factorization: * L (k, 0:k-1) = y (0:k-1) ./ D (0:k-1) * D (k) = b (k) - L (k, 0:k-1) * y (0:k-1) * * For LL' factorization: * L (k, 0:k-1) = y (0:k-1) * L (k,k) = sqrt (b (k) - L (k, 0:k-1) * L (0:k-1, k)) */ /* dk = W [k] + beta */ ADD_REAL (dk,0, Wx,k, beta,0) ; #ifndef REAL /* In the unsymmetric case, the imaginary part of W[k] must be real, * since F is assumed to be the complex conjugate transpose of A. In * the symmetric case, W[k] is the diagonal of A. If the imaginary part * of W[k] is nonzero, then the Cholesky factorization cannot be * computed; A is not positive definite */ dk_imaginary = (stype > 0) ? (IMAG_IS_NONZERO (Wx,Wz,k)) : FALSE ; #endif /* W [k] = 0.0 ; */ CLEAR (Wx,Wz,k) ; for (s = top ; s < n ; s++) { /* get i for each nonzero entry L(k,i) */ i = Stack [s] ; /* y = W [i] ; */ ASSIGN (yx,yz,0, Wx,Wz,i) ; /* W [i] = 0.0 ; */ CLEAR (Wx,Wz,i) ; lnz = Lnz [i] ; p = Lp [i] ; ASSERT (lnz > 0 && Li [p] == i) ; pend = p + lnz ; /* di = Lx [p] ; the diagonal entry L or D(i,i), which is real */ ASSIGN_REAL (di,0, Lx,p) ; if (i >= (Int) L->minor || IS_ZERO (di [0])) { /* For the LL' factorization, L(i,i) is zero. For the LDL', * D(i,i) is zero. Skip column i of L, and set L(k,i) = 0. */ CLEAR (lx,lz,0) ; p = pend ; } else if (is_ll) { #ifdef REAL fl += 2 * ((double) (pend - p - 1)) + 3 ; #else fl += 8 * ((double) (pend - p - 1)) + 6 ; #endif /* forward solve using L (i:(k-1),i) */ /* divide by L(i,i), which must be real and nonzero */ /* y /= di [0] */ DIV_REAL (yx,yz,0, yx,yz,0, di,0) ; for (p++ ; p < pend ; p++) { /* W [Li [p]] -= Lx [p] * y ; */ MULTSUB (Wx,Wz,Li[p], Lx,Lz,p, yx,yz,0) ; } /* do not scale L; compute dot product for L(k,k) */ /* L(k,i) = conj(y) ; */ ASSIGN_CONJ (lx,lz,0, yx,yz,0) ; /* d -= conj(y) * y ; */ LLDOT (dk,0, yx,yz,0) ; } else { #ifdef REAL fl += 2 * ((double) (pend - p - 1)) + 3 ; #else fl += 8 * ((double) (pend - p - 1)) + 6 ; #endif /* forward solve using D (i,i) and L ((i+1):(k-1),i) */ for (p++ ; p < pend ; p++) { /* W [Li [p]] -= Lx [p] * y ; */ MULTSUB (Wx,Wz,Li[p], Lx,Lz,p, yx,yz,0) ; } /* Scale L (k,0:k-1) for LDL' factorization, compute D (k,k)*/ #ifdef REAL /* L(k,i) = y/d */ lx [0] = yx [0] / di [0] ; /* d -= L(k,i) * y */ dk [0] -= lx [0] * yx [0] ; #else /* L(k,i) = conj(y) ; */ ASSIGN_CONJ (lx,lz,0, yx,yz,0) ; /* L(k,i) /= di ; */ DIV_REAL (lx,lz,0, lx,lz,0, di,0) ; /* d -= conj(y) * y / di */ LDLDOT (dk,0, yx,yz,0, di,0) ; #endif } /* determine if column i of L can hold the new L(k,i) entry */ if (p >= Lp [Lnext [i]]) { /* column i needs to grow */ PRINT1 (("Factor Colrealloc "ID", old Lnz "ID"\n", i, Lnz [i])); if (!CHOLMOD(reallocate_column) (i, lnz + 1, L, Common)) { /* out of memory, L is now simplicial symbolic */ for (i = 0 ; i < n ; i++) { /* W [i] = 0 ; */ CLEAR (Wx,Wz,i) ; } ASSERT (CHOLMOD(dump_work) (TRUE, TRUE, n, Common)) ; return (FALSE) ; } Li = L->i ; /* L->i, L->x, L->z may have moved */ Lx = L->x ; Lz = L->z ; p = Lp [i] + lnz ; /* contents of L->p changed */ ASSERT (p < Lp [Lnext [i]]) ; } /* store L (k,i) in the column form matrix of L */ Li [p] = k ; /* Lx [p] = L(k,i) ; */ ASSIGN (Lx,Lz,p, lx,lz,0) ; Lnz [i]++ ; } /* ------------------------------------------------------------------ */ /* ensure abs (d) >= dbound if dbound is given, and store it in L */ /* ------------------------------------------------------------------ */ p = Lp [k] ; Li [p] = k ; if (k >= (Int) L->minor) { /* the matrix is already not positive definite */ dk [0] = 0 ; } else if (use_dbound) { /* modify the diagonal to force LL' or LDL' to exist */ dk [0] = CHOLMOD(dbound) (is_ll ? fabs (dk [0]) : dk [0], Common) ; } else if ((is_ll ? (IS_LE_ZERO (dk [0])) : (IS_ZERO (dk [0]))) #ifndef REAL || dk_imaginary #endif ) { /* the matrix has just been found to be not positive definite */ dk [0] = 0 ; L->minor = k ; ERROR (CHOLMOD_NOT_POSDEF, "not positive definite") ; } if (is_ll) { /* this is counted as one flop, below */ dk [0] = sqrt (dk [0]) ; } /* Lx [p] = D(k,k) = d ; real part only */ ASSIGN_REAL (Lx,p, dk,0) ; CLEAR_IMAG (Lx,Lz,p) ; } #undef NEXT if (is_ll) fl += MAX ((Int) kend - (Int) kstart, 0) ; /* count sqrt's */ Common->rowfacfl = fl ; DEBUG (CHOLMOD(dump_factor) (L, "final cholmod_rowfac", Common)) ; ASSERT (CHOLMOD(dump_work) (TRUE, TRUE, n, Common)) ; return (TRUE) ; } #undef PATTERN #undef REAL #undef COMPLEX #undef ZOMPLEX