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### TODO: We really want the separate parts (P,L,D) of A = P' L D L' P
### --- --> ~/R/MM/Pkg-ex/Matrix/chol-ex.R ---------------
## but we currently only get A = P' L L' P --- now documented in ../man/Cholesky.Rd
setAs("CHMfactor", "sparseMatrix", function(from) .Call(CHMfactor_to_sparse, from))
setAs("CHMfactor", "triangularMatrix", function(from) .Call(CHMfactor_to_sparse, from))
setAs("CHMfactor", "Matrix", function(from) .Call(CHMfactor_to_sparse, from))
setAs("CHMfactor", "pMatrix", function(from) as(from@perm + 1L, "pMatrix"))
setMethod("expand", signature(x = "CHMfactor"),
function(x, ...)
list(P = as(x, "pMatrix"), L = as(x, "sparseMatrix")))
##' Determine if a CHMfactor object is LDL or LL
##' @param x - a CHMfactor object
##' @return TRUE if x is LDL, otherwise FALSE
isLDL <- function(x)
{
stopifnot(is(x, "CHMfactor"))
as.logical(! x@type[2])# "!" = not as type[2] := (cholmod_factor)->is_ll
}
.isLDL <- function(x) as.logical(! x@type[2])# "!" = not as type[2] := (cholmod_factor)->is_ll
setMethod("image", "CHMfactor",
function(x, ...) image(as(as(x, "sparseMatrix"), "dgTMatrix"), ...))
.CHM_solve <-
function(a, b,
system = c("A", "LDLt", "LD", "DLt", "L", "Lt", "D", "P", "Pt"),
...)
{
chk.s(..., which.call=-2)
sysDef <- eval(formals()$system)
.Call(CHMfactor_solve,
##-> cholmod_solve() in ../src/CHOLMOD/Cholesky/cholmod_solve.c
a, b,
## integer in 1 ("A"), 2 ("LDLt"), ..., 9 ("Pt") :
match(match.arg(system, sysDef), sysDef, nomatch = 0L))
}
setMethod("solve", signature(a = "CHMfactor", b = "ddenseMatrix"),
.CHM_solve, valueClass = "dgeMatrix")
setMethod("solve", signature(a = "CHMfactor", b = "matrix"),
.CHM_solve, valueClass = "dgeMatrix")
setMethod("solve", signature(a = "CHMfactor", b = "numeric"),
function(a, b, ...)
.CHM_solve(a, matrix(if(is.double(b)) b else as.double(b),
length(b), 1L), ...),
valueClass = "dgeMatrix")
setMethod("solve", signature(a = "CHMfactor", b = "dsparseMatrix"),
function(a, b,
system = c("A", "LDLt", "LD", "DLt", "L", "Lt", "D", "P", "Pt"),
...) {
chk.s(..., which.call=-2)
sysDef <- eval(formals()$system)
.Call(CHMfactor_spsolve, #--> cholmod_spsolve() in ../src/CHOLMOD/Cholesky/cholmod_spsolve.c
a, as(as(b, "CsparseMatrix"), "dgCMatrix"),
match(match.arg(system, sysDef), sysDef, nomatch = 0L))
}, valueClass = "CsparseMatrix")# < virtual value ?
setMethod("solve", signature(a = "CHMfactor", b = "diagonalMatrix"),
function(a, b, ...) solve(a, as(b, "dsparseMatrix"), ...))
setMethod("solve", signature(a = "CHMfactor", b = "missing"),
## <--> b = Diagonal(.)
function(a, b,
system = c("A", "LDLt", "LD","DLt", "L","Lt", "D", "P","Pt"),
...) {
chk.s(..., which.call=-2)
sysDef <- eval(formals()$system)
system <- match.arg(system, sysDef)
i.sys <- match(system, sysDef, nomatch = 0L)
as(.Call(CHMfactor_spsolve, a,
.sparseDiagonal(a@Dim[1], shape="g"), i.sys),
switch(system,
A=, LDLt = "symmetricMatrix",# was "dsCMatrix"
LD=, DLt=, L=, Lt =,
D = "dtCMatrix", # < diagonal: still as "Csparse.."
P=, Pt = "pMatrix"))
})
## Catch-all the rest : make sure 'system' is not lost
setMethod("solve", signature(a = "CHMfactor", b = "ANY"),
function(a, b, system = c("A", "LDLt", "LD","DLt", "L","Lt", "D", "P","Pt"),
...)
solve(a, as(b, "dMatrix"), system, ...))
setMethod("chol2inv", signature(x = "CHMfactor"),
function (x, ...) {
chk.s(..., which.call=-2)
solve(x, system = "A")
})
setMethod("determinant", signature(x = "CHMfactor", logarithm = "missing"),
function(x, logarithm, ...) determinant(x, TRUE))
setMethod("determinant", signature(x = "CHMfactor", logarithm = "logical"),
function(x, logarithm, ...)
{
ldet <- .Call(CHMfactor_ldetL2, x) / 2
mkDet(logarithm=logarithm, ldet=ldet, sig = 1L)
})
setMethod("update", signature(object = "CHMfactor"),
function(object, parent, mult = 0, ...)
{
stopifnot(extends(clp <- class(parent), "sparseMatrix"))
d <- dim(parent)
if(!extends(clp, "dsparseMatrix"))
clp <- class(parent <- as(parent, "dsparseMatrix"))
if(!extends(clp, "CsparseMatrix"))
clp <- class(parent <- as(parent, "CsparseMatrix"))
if(d[1] == d[2] && !extends(clp, "dsCMatrix") &&
!is.null(v <- getOption("Matrix.verbose")) && v >= 1)
message(gettextf("Quadratic matrix '%s' (=: A) is not formally\n symmetric. Will be treated as A A' ",
"parent"), domain=NA)
chk.s(..., which.call=-2)
.Call(CHMfactor_update, object, parent, mult)
})
##' fast version, somewhat hidden; here parent *must* be 'd[sg]CMatrix'
.updateCHMfactor <- function(object, parent, mult)
.Call(CHMfactor_update, object, parent, mult)
setMethod("updown", signature(update="ANY", C="ANY", L="ANY"),
## fallback method -- give a "good" error message:
function(update,C,L)
stop("'update' must be logical or '+' or '-'; 'C' a matrix, and 'L' a \"CHMfactor\""))
setMethod("updown", signature(update="logical", C="mMatrix", L="CHMfactor"),
function(update,C,L){
bnew <- as(L,'pMatrix') %*% C
.Call(CHMfactor_updown,update, as(bnew,'sparseMatrix'), L)
})
setMethod("updown", signature(update="character", C="mMatrix", L="CHMfactor"),
function(update,C,L){
if(! update %in% c("+","-"))
stop("update must be TRUE/FALSE or '+' or '-'")
update <- update=="+"
bnew <- as(L,'pMatrix') %*% C
.Call(CHMfactor_updown,update, as(bnew,'sparseMatrix'), L)
})
## Currently hidden:
ldetL2up <- function(x, parent, Imult)
{
## Purpose: compute log Det |A + m*I| for many values of m
## ----------------------------------------------------------------------
## Arguments: x: CHMfactor to be updated
## parent : CsparseMatrix M; for symmetric M, A = M, otherwise A = MM'
## Imult : a numeric *vector* of 'm's (= I multipliers)
## ----------------------------------------------------------------------
## Author: Doug Bates, Date: 19 Mar 2008
stopifnot(is(x, "CHMfactor"),
is(parent, "CsparseMatrix"),
nrow(x) == nrow(parent))
.Call(CHMfactor_ldetL2up, x, parent, as.double(Imult))
}
##' Update a sparse Cholesky factorization in place
##' @param L A sparse Cholesky factor that inherits from CHMfactor
##' @param parent a sparse matrix for updating the factor. Either a
##' dsCMatrix, in which case L is updated to the Cholesky
##' factorization of parent, or a dgCMatrix, in which case L is
##' updated to the Cholesky factorization of tcrossprod(parent)
##' @param Imult an optional positive scalar to be added to the
##' diagonal before factorization,
##' @return NULL. This function always returns NULL. It is called
##' for its side-effect of updating L in place.
##' @note This function violates the functional language semantics of
##' R in that it updates its argument L in place (i.e. without copying).
##' This is intentional but it means the function should be used
##' with caution. If the preceding sentences do not make sense to
##' you, you should not use this function,.
destructive_Chol_update <- function(L, parent, Imult = 1)
{
stopifnot(is(L, "CHMfactor"),
is(parent, "sparseMatrix"))
.Call(destructive_CHM_update, L, parent, Imult)
}
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