1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
|
/* ========================================================================== */
/* === CHOLMOD/MATLAB/ldlrowmod mexFunction ================================= */
/* ========================================================================== */
/* -----------------------------------------------------------------------------
* CHOLMOD/MATLAB Module. Copyright (C) 2005-2006, Timothy A. Davis.
* http://www.suitesparse.com
* MATLAB(tm) is a Trademark of The MathWorks, Inc.
* -------------------------------------------------------------------------- */
/* Rank-1 row add/delete of a sparse LDL' factorization.
*
* 'Adding' or 'deleting' a row does not change the dimension of L.
* Instead, deleting a row A(k,:) and the corresponding column A(:,k) means
* replacing the kth row and column of A with the kth row and column of the
* identity matrix. Adding a row is the opposite. This function then modifies
* the LDL' factorization of A to reflect this change.
*
* To add a row k, the kth row of A is assumed to already be the kth row of
* identity. This condition is not checked.
*
* On input, LD contains the LDL' factorization of A. See ldlchol for details.
* If A has been permuted, then C must reflect that permutation. In other
* words, the caller must have already permuted C according the the fill-
* reducing ordering found by ldlchol.
*
* Usage:
*
* LD = ldlrowmod (LD,k,C) add row k to an LDL' factorization
* LD = ldlrowmod (LD,k) delete row k from an LDL' factorization
*
* See ldlrowmod.m for details. LD and C must be real and sparse.
* C is a column vector that is the new column A(:,k).
*
* The bulk of the time is spent copying the input LD to the output LD. This
* mexFunction could be much faster if it could safely modify its input LD.
*/
#include "cholmod_matlab.h"
void mexFunction
(
int nargout,
mxArray *pargout [ ],
int nargin,
const mxArray *pargin [ ]
)
{
double dummy = 0 ;
double *Lx, *Lx2 ;
Long *Li, *Lp, *Li2, *Lp2, *Lnz2, *ColCount ;
cholmod_sparse Cmatrix, *C, *Lsparse ;
cholmod_factor *L ;
cholmod_common Common, *cm ;
Long j, k, s, rowadd, n, lnz, ok ;
/* ---------------------------------------------------------------------- */
/* start CHOLMOD and set parameters */
/* ---------------------------------------------------------------------- */
cm = &Common ;
cholmod_l_start (cm) ;
sputil_config (SPUMONI, cm) ;
/* ---------------------------------------------------------------------- */
/* check inputs */
/* ---------------------------------------------------------------------- */
if (nargout > 1 || nargin < 2 || nargin > 3)
{
mexErrMsgTxt ("Usage: LD = ldlrowmod (LD,k,C) or ldlrowmod (LD,k)") ;
}
n = mxGetN (pargin [0]) ;
k = (Long) mxGetScalar (pargin [1]) ;
k = k - 1 ; /* change from 1-based to 0-based */
if (!mxIsSparse (pargin [0])
|| n != mxGetM (pargin [0])
|| mxIsComplex (pargin [0]))
{
mexErrMsgTxt ("ldlrowmod: L must be real, square, and sparse") ;
}
/* ---------------------------------------------------------------------- */
/* determine if we're doing an rowadd or rowdel */
/* ---------------------------------------------------------------------- */
rowadd = (nargin > 2) ;
if (rowadd)
{
if (!mxIsSparse (pargin [2])
|| n != mxGetM (pargin [2])
|| 1 != mxGetN (pargin [2])
|| mxIsComplex (pargin [2]))
{
mexErrMsgTxt ("ldlrowmod: C must be a real sparse vector, "
"with the same number of rows as LD") ;
}
}
/* ---------------------------------------------------------------------- */
/* get C: sparse vector of incoming/outgoing column */
/* ---------------------------------------------------------------------- */
C = (rowadd) ? sputil_get_sparse (pargin [2], &Cmatrix, &dummy, 0) : NULL ;
/* ---------------------------------------------------------------------- */
/* construct a copy of the input sparse matrix L */
/* ---------------------------------------------------------------------- */
/* get the MATLAB L */
Lp = (Long *) mxGetJc (pargin [0]) ;
Li = (Long *) mxGetIr (pargin [0]) ;
Lx = mxGetPr (pargin [0]) ;
/* allocate the CHOLMOD symbolic L */
L = cholmod_l_allocate_factor (n, cm) ;
L->ordering = CHOLMOD_NATURAL ;
ColCount = L->ColCount ;
for (j = 0 ; j < n ; j++)
{
ColCount [j] = Lp [j+1] - Lp [j] ;
}
/* allocate space for a CHOLMOD LDL' packed factor */
cholmod_l_change_factor (CHOLMOD_REAL, FALSE, FALSE, TRUE, TRUE, L, cm) ;
/* copy MATLAB L into CHOLMOD L */
Lp2 = L->p ;
Li2 = L->i ;
Lx2 = L->x ;
Lnz2 = L->nz ;
lnz = L->nzmax ;
for (j = 0 ; j <= n ; j++)
{
Lp2 [j] = Lp [j] ;
}
for (j = 0 ; j < n ; j++)
{
Lnz2 [j] = Lp [j+1] - Lp [j] ;
}
for (s = 0 ; s < lnz ; s++)
{
Li2 [s] = Li [s] ;
}
for (s = 0 ; s < lnz ; s++)
{
Lx2 [s] = Lx [s] ;
}
/* ---------------------------------------------------------------------- */
/* rowadd/rowdel the LDL' factorization */
/* ---------------------------------------------------------------------- */
if (rowadd)
{
ok = cholmod_l_rowadd (k, C, L, cm) ;
}
else
{
ok = cholmod_l_rowdel (k, NULL, L, cm) ;
}
if (!ok) mexErrMsgTxt ("ldlrowmod failed\n") ;
/* ---------------------------------------------------------------------- */
/* copy the results back to MATLAB */
/* ---------------------------------------------------------------------- */
/* change L back to packed LDL' (it may have become unpacked if the
* sparsity pattern changed). This change takes O(n) time if the pattern
* of L wasn't updated. */
Lsparse = cholmod_l_factor_to_sparse (L, cm) ;
/* return L as a sparse matrix */
pargout [0] = sputil_put_sparse (&Lsparse, cm) ;
/* ---------------------------------------------------------------------- */
/* free workspace and the CHOLMOD L, except for what is copied to MATLAB */
/* ---------------------------------------------------------------------- */
cholmod_l_free_factor (&L, cm) ;
cholmod_l_finish (cm) ;
cholmod_l_print_common (" ", cm) ;
/*
if (cm->malloc_count != 3 + mxIsComplex (pargout[0])) mexErrMsgTxt ("!") ;
*/
}
|
