#include "cs_dl_demo.h" #include /* 1 if A is square & upper tri., -1 if square & lower tri., 0 otherwise */ static UF_long is_sym (cs_dl *A) { UF_long is_upper, is_lower, j, p, n = A->n, m = A->m, *Ap = A->p, *Ai = A->i ; if (m != n) return (0) ; is_upper = 1 ; is_lower = 1 ; for (j = 0 ; j < n ; j++) { for (p = Ap [j] ; p < Ap [j+1] ; p++) { if (Ai [p] > j) is_upper = 0 ; if (Ai [p] < j) is_lower = 0 ; } } return (is_upper ? 1 : (is_lower ? -1 : 0)) ; } /* true for off-diagonal entries */ static UF_long dropdiag (UF_long i, UF_long j, double aij, void *other) { return (i != j) ;} /* C = A + triu(A,1)' */ static cs_dl *make_sym (cs_dl *A) { cs_dl *AT, *C ; AT = cs_dl_transpose (A, 1) ; /* AT = A' */ cs_dl_fkeep (AT, &dropdiag, NULL) ; /* drop diagonal entries from AT */ C = cs_dl_add (A, AT, 1, 1) ; /* C = A+AT */ cs_dl_spfree (AT) ; return (C) ; } /* create a right-hand side */ static void rhs (double *x, double *b, UF_long m) { UF_long i ; for (i = 0 ; i < m ; i++) b [i] = 1 + ((double) i) / m ; for (i = 0 ; i < m ; i++) x [i] = b [i] ; } /* infinity-norm of x */ static double norm (double *x, UF_long n) { UF_long i ; double normx = 0 ; for (i = 0 ; i < n ; i++) normx = CS_MAX (normx, fabs (x [i])) ; return (normx) ; } /* compute residual, norm(A*x-b,inf) / (norm(A,1)*norm(x,inf) + norm(b,inf)) */ static void print_resid (UF_long ok, cs_dl *A, double *x, double *b, double *resid) { UF_long i, m, n ; if (!ok) { printf (" (failed)\n") ; return ; } m = A->m ; n = A->n ; for (i = 0 ; i < m ; i++) resid [i] = -b [i] ; /* resid = -b */ cs_dl_gaxpy (A, x, resid) ; /* resid = resid + A*x */ printf ("resid: %8.2e\n", norm (resid,m) / ((n == 0) ? 1 : (cs_dl_norm (A) * norm (x,n) + norm (b,m)))) ; } static double tic (void) { return (clock () / (double) CLOCKS_PER_SEC) ; } static double toc (double t) { double s = tic () ; return (CS_MAX (0, s-t)) ; } static void print_order (UF_long order) { switch (order) { case 0: printf ("natural ") ; break ; case 1: printf ("amd(A+A') ") ; break ; case 2: printf ("amd(S'*S) ") ; break ; case 3: printf ("amd(A'*A) ") ; break ; } } /* read a problem from a file */ problem *get_problem (FILE *f, double tol) { cs_dl *T, *A, *C ; UF_long sym, m, n, mn, nz1, nz2 ; problem *Prob ; Prob = cs_dl_calloc (1, sizeof (problem)) ; if (!Prob) return (NULL) ; T = cs_dl_load (f) ; /* load triplet matrix T from a file */ Prob->A = A = cs_dl_compress (T) ; /* A = compressed-column form of T */ cs_dl_spfree (T) ; /* clear T */ if (!cs_dl_dupl (A)) return (free_problem (Prob)) ; /* sum up duplicates */ Prob->sym = sym = is_sym (A) ; /* determine if A is symmetric */ m = A->m ; n = A->n ; mn = CS_MAX (m,n) ; nz1 = A->p [n] ; cs_dl_dropzeros (A) ; /* drop zero entries */ nz2 = A->p [n] ; if (tol > 0) cs_dl_droptol (A, tol) ; /* drop tiny entries (just to test) */ Prob->C = C = sym ? make_sym (A) : A ; /* C = A + triu(A,1)', or C=A */ if (!C) return (free_problem (Prob)) ; printf ("\n--- Matrix: %ld-by-%ld, nnz: %ld (sym: %ld: nnz %ld), norm: %8.2e\n", m, n, A->p [n], sym, sym ? C->p [n] : 0, cs_dl_norm (C)) ; if (nz1 != nz2) printf ("zero entries dropped: %ld\n", nz1 - nz2) ; if (nz2 != A->p [n]) printf ("tiny entries dropped: %ld\n", nz2 - A->p [n]) ; Prob->b = cs_dl_malloc (mn, sizeof (double)) ; Prob->x = cs_dl_malloc (mn, sizeof (double)) ; Prob->resid = cs_dl_malloc (mn, sizeof (double)) ; return ((!Prob->b || !Prob->x || !Prob->resid) ? free_problem (Prob) : Prob) ; } /* free a problem */ problem *free_problem (problem *Prob) { if (!Prob) return (NULL) ; cs_dl_spfree (Prob->A) ; if (Prob->sym) cs_dl_spfree (Prob->C) ; cs_dl_free (Prob->b) ; cs_dl_free (Prob->x) ; cs_dl_free (Prob->resid) ; return (cs_dl_free (Prob)) ; } /* solve a linear system using Cholesky, LU, and QR, with various orderings */ UF_long demo2 (problem *Prob) { cs_dl *A, *C ; double *b, *x, *resid, t, tol ; UF_long k, m, n, ok, order, nb, ns, *r, *s, *rr, sprank ; cs_dld *D ; if (!Prob) return (0) ; A = Prob->A ; C = Prob->C ; b = Prob->b ; x = Prob->x ; resid = Prob->resid; m = A->m ; n = A->n ; tol = Prob->sym ? 0.001 : 1 ; /* partial pivoting tolerance */ D = cs_dl_dmperm (C, 1) ; /* randomized dmperm analysis */ if (!D) return (0) ; nb = D->nb ; r = D->r ; s = D->s ; rr = D->rr ; sprank = rr [3] ; for (ns = 0, k = 0 ; k < nb ; k++) { ns += ((r [k+1] == r [k]+1) && (s [k+1] == s [k]+1)) ; } printf ("blocks: %ld singletons: %ld structural rank: %ld\n", nb, ns, sprank) ; cs_dl_dfree (D) ; for (order = 0 ; order <= 3 ; order += 3) /* natural and amd(A'*A) */ { if (!order && m > 1000) continue ; printf ("QR ") ; print_order (order) ; rhs (x, b, m) ; /* compute right-hand side */ t = tic () ; ok = cs_dl_qrsol (order, C, x) ; /* min norm(Ax-b) with QR */ printf ("time: %8.2f ", toc (t)) ; print_resid (ok, C, x, b, resid) ; /* print residual */ } if (m != n || sprank < n) return (1) ; /* return if rect. or singular*/ for (order = 0 ; order <= 3 ; order++) /* try all orderings */ { if (!order && m > 1000) continue ; printf ("LU ") ; print_order (order) ; rhs (x, b, m) ; /* compute right-hand side */ t = tic () ; ok = cs_dl_lusol (order, C, x, tol) ; /* solve Ax=b with LU */ printf ("time: %8.2f ", toc (t)) ; print_resid (ok, C, x, b, resid) ; /* print residual */ } if (!Prob->sym) return (1) ; for (order = 0 ; order <= 1 ; order++) /* natural and amd(A+A') */ { if (!order && m > 1000) continue ; printf ("Chol ") ; print_order (order) ; rhs (x, b, m) ; /* compute right-hand side */ t = tic () ; ok = cs_dl_cholsol (order, C, x) ; /* solve Ax=b with Cholesky */ printf ("time: %8.2f ", toc (t)) ; print_resid (ok, C, x, b, resid) ; /* print residual */ } return (1) ; } /* free workspace for demo3 */ static UF_long done3 (UF_long ok, cs_dls *S, cs_dln *N, double *y, cs_dl *W, cs_dl *E, UF_long *p) { cs_dl_sfree (S) ; cs_dl_nfree (N) ; cs_dl_free (y) ; cs_dl_spfree (W) ; cs_dl_spfree (E) ; cs_dl_free (p) ; return (ok) ; } /* Cholesky update/downdate */ UF_long demo3 (problem *Prob) { cs_dl *A, *C, *W = NULL, *WW, *WT, *E = NULL, *W2 ; UF_long n, k, *Li, *Lp, *Wi, *Wp, p1, p2, *p = NULL, ok ; double *b, *x, *resid, *y = NULL, *Lx, *Wx, s, t, t1 ; cs_dls *S = NULL ; cs_dln *N = NULL ; if (!Prob || !Prob->sym || Prob->A->n == 0) return (0) ; A = Prob->A ; C = Prob->C ; b = Prob->b ; x = Prob->x ; resid = Prob->resid; n = A->n ; if (!Prob->sym || n == 0) return (1) ; rhs (x, b, n) ; /* compute right-hand side */ printf ("\nchol then update/downdate ") ; print_order (1) ; y = cs_dl_malloc (n, sizeof (double)) ; t = tic () ; S = cs_dl_schol (1, C) ; /* symbolic Chol, amd(A+A') */ printf ("\nsymbolic chol time %8.2f\n", toc (t)) ; t = tic () ; N = cs_dl_chol (C, S) ; /* numeric Cholesky */ printf ("numeric chol time %8.2f\n", toc (t)) ; if (!S || !N || !y) return (done3 (0, S, N, y, W, E, p)) ; t = tic () ; cs_dl_ipvec (S->pinv, b, y, n) ; /* y = P*b */ cs_dl_lsolve (N->L, y) ; /* y = L\y */ cs_dl_ltsolve (N->L, y) ; /* y = L'\y */ cs_dl_pvec (S->pinv, y, x, n) ; /* x = P'*y */ printf ("solve chol time %8.2f\n", toc (t)) ; printf ("original: ") ; print_resid (1, C, x, b, resid) ; /* print residual */ k = n/2 ; /* construct W */ W = cs_dl_spalloc (n, 1, n, 1, 0) ; if (!W) return (done3 (0, S, N, y, W, E, p)) ; Lp = N->L->p ; Li = N->L->i ; Lx = N->L->x ; Wp = W->p ; Wi = W->i ; Wx = W->x ; Wp [0] = 0 ; p1 = Lp [k] ; Wp [1] = Lp [k+1] - p1 ; s = Lx [p1] ; srand (1) ; for ( ; p1 < Lp [k+1] ; p1++) { p2 = p1 - Lp [k] ; Wi [p2] = Li [p1] ; Wx [p2] = s * rand () / ((double) RAND_MAX) ; } t = tic () ; ok = cs_dl_updown (N->L, +1, W, S->parent) ; /* update: L*L'+W*W' */ t1 = toc (t) ; printf ("update: time: %8.2f\n", t1) ; if (!ok) return (done3 (0, S, N, y, W, E, p)) ; t = tic () ; cs_dl_ipvec (S->pinv, b, y, n) ; /* y = P*b */ cs_dl_lsolve (N->L, y) ; /* y = L\y */ cs_dl_ltsolve (N->L, y) ; /* y = L'\y */ cs_dl_pvec (S->pinv, y, x, n) ; /* x = P'*y */ t = toc (t) ; p = cs_dl_pinv (S->pinv, n) ; W2 = cs_dl_permute (W, p, NULL, 1) ; /* E = C + (P'W)*(P'W)' */ WT = cs_dl_transpose (W2,1) ; WW = cs_dl_multiply (W2, WT) ; cs_dl_spfree (WT) ; cs_dl_spfree (W2) ; E = cs_dl_add (C, WW, 1, 1) ; cs_dl_spfree (WW) ; if (!E || !p) return (done3 (0, S, N, y, W, E, p)) ; printf ("update: time: %8.2f (incl solve) ", t1+t) ; print_resid (1, E, x, b, resid) ; /* print residual */ cs_dl_nfree (N) ; /* clear N */ t = tic () ; N = cs_dl_chol (E, S) ; /* numeric Cholesky */ if (!N) return (done3 (0, S, N, y, W, E, p)) ; cs_dl_ipvec (S->pinv, b, y, n) ; /* y = P*b */ cs_dl_lsolve (N->L, y) ; /* y = L\y */ cs_dl_ltsolve (N->L, y) ; /* y = L'\y */ cs_dl_pvec (S->pinv, y, x, n) ; /* x = P'*y */ t = toc (t) ; printf ("rechol: time: %8.2f (incl solve) ", t) ; print_resid (1, E, x, b, resid) ; /* print residual */ t = tic () ; ok = cs_dl_updown (N->L, -1, W, S->parent) ; /* downdate: L*L'-W*W' */ t1 = toc (t) ; if (!ok) return (done3 (0, S, N, y, W, E, p)) ; printf ("downdate: time: %8.2f\n", t1) ; t = tic () ; cs_dl_ipvec (S->pinv, b, y, n) ; /* y = P*b */ cs_dl_lsolve (N->L, y) ; /* y = L\y */ cs_dl_ltsolve (N->L, y) ; /* y = L'\y */ cs_dl_pvec (S->pinv, y, x, n) ; /* x = P'*y */ t = toc (t) ; printf ("downdate: time: %8.2f (incl solve) ", t1+t) ; print_resid (1, C, x, b, resid) ; /* print residual */ return (done3 (1, S, N, y, W, E, p)) ; }