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
|
/* ========================================================================== */
/* === CHOLMOD/MATLAB/ldlupdate mexFunction ================================= */
/* ========================================================================== */
/* -----------------------------------------------------------------------------
* CHOLMOD/MATLAB Module. Copyright (C) 2005-2006, Timothy A. Davis.
* http://www.suitesparse.com
* MATLAB(tm) is a Trademark of The MathWorks, Inc.
* -------------------------------------------------------------------------- */
/* Multiple-rank update or downdate of a sparse LDL' factorization.
*
* Usage:
*
* LD = ldlupdate (LD,C) update an LDL' factorization
* LD = ldlupdate (LD,C,'+') update an LDL' factorization
* LD = ldlupdate (LD,C,'-') downdate an LDL' factorization
*
* See ldlupdate.m for details. LD and C must be real and sparse.
*
* 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, update, n, lnz ;
char buf [LEN] ;
/* ---------------------------------------------------------------------- */
/* 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: L = ldlupdate (L, C, '+')") ;
}
n = mxGetN (pargin [0]) ;
k = mxGetN (pargin [1]) ;
if (!mxIsSparse (pargin [0]) || !mxIsSparse (pargin [1])
|| n != mxGetM (pargin [0]) || n != mxGetM (pargin [1])
|| mxIsComplex (pargin [0]) || mxIsComplex (pargin [1]))
{
mexErrMsgTxt ("ldlupdate: C and/or L not sparse, complex, or wrong"
" dimensions") ;
}
/* ---------------------------------------------------------------------- */
/* determine if we're doing an update or downdate */
/* ---------------------------------------------------------------------- */
update = TRUE ;
if (nargin > 2 && mxIsChar (pargin [2]))
{
mxGetString (pargin [2], buf, LEN) ;
if (buf [0] == '-')
{
update = FALSE ;
}
else if (buf [0] != '+')
{
mexErrMsgTxt ("ldlupdate: update string must be '+' or '-'") ;
}
}
/* ---------------------------------------------------------------------- */
/* get C: sparse matrix of incoming/outgoing columns */
/* ---------------------------------------------------------------------- */
C = sputil_get_sparse (pargin [1], &Cmatrix, &dummy, 0) ;
/* ---------------------------------------------------------------------- */
/* 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] ;
}
/* ---------------------------------------------------------------------- */
/* update/downdate the LDL' factorization */
/* ---------------------------------------------------------------------- */
if (!cholmod_l_updown (update, C, L, cm))
{
mexErrMsgTxt ("ldlupdate 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 ("!") ;
*/
}
|
