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/* dense column handling routines for PCx()
*
* PCx 1.1 11/97
*
* coded by Marc Wenzel, Argonne, Fall 1996.
* revised by Steve Wright and Joe Czyzyk, Spring, 1997.
*
* (C) 1996 University of Chicago. See COPYRIGHT in main directory.
*/
#include <stdlib.h>
#include <stdio.h>
#include <string.h>
#include <math.h>
#include "memory.h"
#include "main.h"
/******************************************************************************
contains the functions
******************************************************************************/
/*
int LookforDenseColumns(MMTtype *A, int *nonzDense, int *maskDense);
void StripA(MMTtype *A, MMTtype *Afree, int *maskDense, int label);
void StripScale(double *scale, double *scalefree, int *maskDense,
int NumCols, int label);
int PreConjGrad(MMTtype *A, double *scale, FactorType *Factor,
double *residual, double *pcgtol, double rhsn,
int maxit, double *sol);
*/
/******************************************************************************
checks for dense columns in the constraint matrix A
input: original matrix A in MMTtype
output: maskDense as 01-vector with the coding 0=sparse, 1=dense;
nonzDense as the number of nonzeros in the dense part;
function itself as number of dense columns
*****************************************************************************/
int
LookforDenseColumns(A, nonzDense, maskDense)
MMTtype *A;
int *nonzDense, *maskDense;
{
int i, j, Ndense, Target, *nonzerosCol, LastCol, tnz;
double threshold;
int m = 0;
threshold=1.0;
if (A->NumRows > 500)
threshold=0.1;
if (A->NumRows > 1000)
threshold=0.1;
if (A->NumRows > 2000)
threshold=0.05;
if (A->NumRows > 10000)
threshold=0.01;
if (A->NumRows > 20000)
threshold=0.005;
if (A->NumRows > 50000) /* close your eyes and pray */
threshold=0.002;
tnz = threshold * A->NumRows;
Target = MIN(A->NumRows / 10, 100);
Ndense = 0; *nonzDense = 0;
nonzerosCol = NewInt(A->NumCols, "nonzerosCol");
LastCol = A->NumCols-1;
for (i = 0; i < A->NumCols; i++)
{
if (A->pEndRow[i] - A->pBeginRow[i] + 1 > tnz)
Ndense++;
m = MAX(m, A->pEndRow[i] - A->pBeginRow[i] + 1);
}
if(Ndense == 0)
{
Free((char *) nonzerosCol);
return 0;
}
for (i = 0; i < A->NumCols; i++)
nonzerosCol[i] = A->pEndRow[i] - A->pBeginRow[i] + 1;
quicksort(nonzerosCol, 0, LastCol);
Target = MIN(Target, Ndense);
Target = MIN(Target, A->NumCols-1);
for(i=0, Ndense=0; i<Target; i++)
{
if(nonzerosCol[i] >= 5*nonzerosCol[i+1])
{
Ndense=i+1; tnz = nonzerosCol[i];
break;
}
}
Free((char *) nonzerosCol);
if(Ndense == 0)
return 0;
*nonzDense = 0; Ndense=0;
for (i = 0; i < A->NumCols; i++)
{
if ( (A->pEndRow[i] - A->pBeginRow[i] + 1) >= tnz)
{
*nonzDense += (A->pEndRow[i] - A->pBeginRow[i] + 1);
Ndense++; maskDense[i] = 1;
}
else
maskDense[i] = 0;
}
printf("\nNumber of dense columns extracted: %d\n", Ndense);
return Ndense;
}
/*****************************************************************************
strips off the sparse (for label=1) or dense (for label=0) part of A
input: original matrix A in MMTtype;
maskDense as indicator of the dense columns
label as integer-indicator described above
output: Asparse/Adense as the sparse/dense part of A in MMTtype
******************************************************************************/
void
StripA(A, Afree, maskDense, label)
MMTtype *A, *Afree;
int *maskDense, label;
{
int i, j, k, l;
/* AT- part in Adense not used */
/* AT- part in Asparse later fixed */
l = 0;
k = 1;
for (i = 0; i < A->NumCols; i++)
{
if ( maskDense[i] == label )
{
Afree->pBeginRow[l] = k;
for (j = A->pBeginRow[i]; j <= A->pEndRow[i]; j++)
{
Afree->Value[k-1] = A->Value[j-1];
Afree->Row[k-1] = A->Row[j-1];
k = k + 1;
};
Afree->pEndRow[l] = k-1;
l = l + 1;
};
};
Afree->NumRows = A->NumRows;
Afree->NumCols = l;
Afree->Nonzeros = k-1;
}
/*****************************************************************************
gets the part of scale corresponding to the sparse (label=0) or
dense (label=1) columns
input: scale as double-vector;
maskDense as indicator of the dense columns;
NumCols as the length of scale
label as integer-indicator described above
output: scaleSparse/scaleDense as the part of scale
corresponding to sparse/dense columns
******************************************************************************/
void
StripScale(scale, scalefree, maskDense, NumCols, label)
double *scale, *scalefree;
int *maskDense, NumCols, label;
{
int i, j=0;
for (i = 0; i < (NumCols); i++)
{
if (maskDense[i] == label)
{
scalefree[j] = scale[i];
j = j + 1;
};
};
}
/*****************************************************************************
does an refinement of the solution via preconditioned conjugate gradient
method using the sparse part Asparse*Dsparse*Asparse^t as the preconditioner
uses routine Solve() for the sparse part;
uses routine SparseSaxpyTM(), SparseSaxpyM() for matrix-vector-product
input: the constraint matrix A for computing ADAT*p;
the scaling-vector scale for computing ADAT*p;
Factor with the cholesky-factor of the sparse part of A, here
used as the preconditioner, to be solved in every step;
the residual residual=ADAT*sol-rhs, here (-1)*residual is used
as the initializing of pcg;
pcgtol as the desired accuracy of the solution;
maxit as the maximum number of iterations allowed;
sol as the up to here best-known solution of the system
output: refined Solution of the system as double-vector sol;
pcgtol as the achieved accuracy of the solution
******************************************************************************/
int
PreConjGrad(A, scale, Factor, residual, pcgtol, rhsn, maxit, sol)
MMTtype *A;
FactorType *Factor;
double *pcgtol, *scale, *residual, *sol, rhsn;
int maxit;
{
int i, step;
double alpha, betha, rTtimesz, rTtimeszold, normr,
*r, *z, *p, *ADATp, *temp;
int status, Solve(); /* from cholNg.c */
int SparseSaxpyM(); /* from wrappers.c */
int SparseSaxpyTM(); /* from wrappers.c */
double TwoNorm2(); /* from wrappers.c */
void PreConjGradCleanup();
r = NewDouble(A->NumRows, "r in PreConjGrad()");
z = NewDouble(A->NumRows, "z in PreConjGrad()");
p = NewDouble(A->NumRows, "p in PreConjGrad()");
ADATp = NewDouble(A->NumRows, "ADATp in PreConjGrad()");
temp = NewDouble(A->NumCols, "temp in PreConjGrad()");
step = 0;
for (i = 0; i < A->NumRows; i++)
r[i] = -residual[i];
normr = sqrt( TwoNorm2(r, &(A->NumRows)) );
/* preconditioned conjugate gradient method; reference:
Golub, van Loan; Matrix Computations, 2nd edition; page 529. */
while ( (step < maxit) && (normr > *pcgtol) )
{
Solve(Factor, r, z);
step = step + 1;
if (step == 1) {
rTtimesz = 0.0;
for (i = 0; i < A->NumRows; i++) {
p[i] = z[i];
rTtimesz = rTtimesz + r[i]*z[i];
};
}
else {
rTtimeszold = rTtimesz;
rTtimesz = 0.0;
for (i = 0; i < A->NumRows; i++)
rTtimesz = rTtimesz + r[i]*z[i];
if(fabs(rTtimeszold) < 1.e-15 * fabs(rTtimesz))
{
PreConjGradCleanup(r, z, p, ADATp, temp);
return FACTORIZE_ERROR;
}
betha = rTtimesz / rTtimeszold;
for (i = 0; i < A->NumRows; i++)
p[i] = z[i] + betha*p[i];
};
for (i = 0; i < A->NumRows; i++)
ADATp[i] = 0.0;
for (i = 0; i < A->NumCols; i++)
temp[i] = 0.0;
if(SparseSaxpyTM(A, p, temp))
{
printf("Error: Returned from SparseSaxpyTM() with error condition\n");
PreConjGradCleanup(r, z, p, ADATp, temp);
return FACTORIZE_ERROR;
}
for (i = 0; i < A->NumCols; i++) temp[i] = scale[i]*temp[i];
if(SparseSaxpyM(A, temp, ADATp)) {
printf("Error: Returned from SparseSaxpyM() with error condition\n");
PreConjGradCleanup(r, z, p, ADATp, temp);
return FACTORIZE_ERROR;
}
alpha = 0.0;
for (i = 0; i < A->NumRows; i++)
alpha = alpha + p[i]*ADATp[i];
if(fabs(alpha) < 1.e-15 * fabs(rTtimesz))
{
PreConjGradCleanup(r, z, p, ADATp, temp);
return FACTORIZE_ERROR;
}
alpha = rTtimesz / alpha;
for (i = 0; i < A->NumRows; i++) {
sol[i] = sol[i] + alpha*p[i];
r[i] = r[i] - alpha*ADATp[i];
};
normr = sqrt( TwoNorm2(r, &(A->NumRows)) );
};
printf(" PCG reduced it to %7.1e in %d iterations\n", normr/rhsn,
step);
if ( step >= maxit )
printf(" (Max PCG iterations exceeded, use the latest answer)\n");
*pcgtol = normr;
return 0;
}
void PreConjGradCleanup(r, z, p, ADATp, temp)
char *r, *z, *p, *ADATp, *temp;
{
Free((char *) r);
Free((char *) z);
Free((char *) p);
Free((char *) ADATp);
Free((char *) temp);
return;
}
/*** quicksort ***/
int
quicksort(a, l, r)
int *a, l, r;
{
int i, j, v;
if (r > l)
{
v = a[r];
i = l - 1;
j = r;
/* for the whole section, put everything less than the pivot (j)
to the left, and greater than the pivot to the right */
for (;;)
{
while (a[++i] > v) ;
while (a[--j] < v) ;
if (i >= j) break;
swap(a, i, j);
}
swap(a, i, r);
quicksort(a, l, i-1); /* sort the left side */
quicksort(a, i+1, r); /* sort the right side */
}
return 0;
}
int
swap(a, l, r)
int *a, l, r;
{
int i;
i = a[l];
a[l] = a[r];
a[r] = i;
return 0;
}
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