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// =============================================================================
// === spqr_solve mexFunction ==================================================
// =============================================================================
// SPQR, Copyright (c) 2008-2022, Timothy A Davis. All Rights Reserved.
// SPDX-License-Identifier: GPL-2.0+
#include "spqr_mx.hpp"
/* x = A\b using a sparse QR factorization.
x = spqr_solve (A,b,opts) ;
A 2nd optional output gives statistics, in a self-explainable struct.
Let [m n] = size (A).
opts is an optional struct with the following fields. Fields not
present are set to their defaults. The defaults are:
opts.tol = 20 * (m+n) * eps * sqrt(max(diag(A'*A)))
opts.ordering = "colamd"
opts.tol: Default 20 * (m+n) * eps * sqrt(max(diag(A'*A))),
that is, 20 * (m+n) * eps * (max 2-norm of the columns of A).
If tol >= 0, then an approximate rank-revealing QR factorization
is used. A diagonal entry of R with magnitude < tol is treated
as zero; the matrix A is considered rank deficient.
If tol = -1, then no rank detection is attempted. This allows
the sparse QR to use less memory than when attempting to detect
rank, even for full-rank matrices. Thus, if you know your
matrix has full rank, tol = -1 will reduce memory usage. Zeros
may appear on the diagonal of R if A is rank deficient.
If tol <= -2, then the default tolerance is used.
opts.ordering: Default is "default"
See spqr.m for info.
opts.solution: default "basic"
Defines how an underdetermined system should be solved (m < n).
"basic": compute a basic solution, using
[C,R,E]=spqr(A,B) ; X=E*(R\C) ; where C=Q'*B
"min2norm": compute a minimum 2-norm solution, using
[C,R,E]=spqr(A') ; X = Q*(R'\(E'*B))
A min2norm solution is more costly to compute, in time
and memory, than a basic solution.
This option is ignored if m >= n.
*/
#define MIN(a,b) (((a) < (b)) ? (a) : (b))
void mexFunction
(
int nargout,
mxArray *pargout [ ],
int nargin,
const mxArray *pargin [ ]
)
{
int64_t *Bp, *Bi ;
double *Ax, *Bx, dummy ;
int64_t m, n, k, bncols, p, i, rank, A_complex, B_complex, is_complex,
anz, bnz ;
spqr_mx_options opts ;
cholmod_sparse *A, Amatrix, *Xsparse ;
cholmod_dense *Xdense ;
cholmod_common Common, *cc ;
char msg [LEN+1] ;
double t0 = (nargout > 1) ? SUITESPARSE_TIME : 0 ;
// -------------------------------------------------------------------------
// start CHOLMOD and set parameters
// -------------------------------------------------------------------------
cc = &Common ;
cholmod_l_start (cc) ;
spqr_mx_config (SPUMONI, cc) ;
// -------------------------------------------------------------------------
// check inputs
// -------------------------------------------------------------------------
if (nargout > 2)
{
mexErrMsgIdAndTxt ("MATLAB:maxlhs", "Too many output arguments") ;
}
if (nargin < 2)
{
mexErrMsgIdAndTxt ("MATLAB:minrhs", "Not enough input arguments") ;
}
if (nargin > 3)
{
mexErrMsgIdAndTxt ("MATLAB:maxrhs", "Too many input arguments") ;
}
// -------------------------------------------------------------------------
// get the input matrix A (must be sparse)
// -------------------------------------------------------------------------
if (!mxIsSparse (pargin [0]))
{
mexErrMsgIdAndTxt ("QR:invalidInput", "A must be sparse") ;
}
A = spqr_mx_get_sparse (pargin [0], &Amatrix, &dummy) ;
m = A->nrow ;
n = A->ncol ;
A_complex = mxIsComplex (pargin [0]) ;
B_complex = mxIsComplex (pargin [1]) ;
is_complex = (A_complex || B_complex) ;
Ax = spqr_mx_merge_if_complex (pargin [0], is_complex, &anz, cc) ;
if (is_complex)
{
// A has been converted from real or zomplex to complex
A->x = Ax ;
A->z = NULL ;
A->xtype = CHOLMOD_COMPLEX ;
}
// -------------------------------------------------------------------------
// determine usage and parameters
// -------------------------------------------------------------------------
spqr_mx_get_options ((nargin < 3) ? NULL : pargin [2], &opts, m, 3, cc) ;
opts.Qformat = SPQR_Q_DISCARD ;
opts.econ = 0 ;
opts.permvector = TRUE ;
opts.haveB = TRUE ;
// -------------------------------------------------------------------------
// get the input matrix B (sparse or dense)
// -------------------------------------------------------------------------
if (!mxIsNumeric (pargin [1]))
{
mexErrMsgIdAndTxt ("QR:invalidInput", "invalid non-numeric B") ;
}
if (mxGetM (pargin [1]) != m)
{
mexErrMsgIdAndTxt ("QR:invalidInput",
"A and B must have the same number of rows") ;
}
cholmod_sparse Bsmatrix, *Bsparse ;
cholmod_dense Bdmatrix, *Bdense ;
// convert from real or zomplex to complex
Bx = spqr_mx_merge_if_complex (pargin [1], is_complex, &bnz, cc) ;
int B_is_sparse = mxIsSparse (pargin [1]) ;
if (B_is_sparse)
{
Bsparse = spqr_mx_get_sparse (pargin [1], &Bsmatrix, &dummy) ;
Bdense = NULL ;
if (is_complex)
{
// Bsparse has been converted from real or zomplex to complex
Bsparse->x = Bx ;
Bsparse->z = NULL ;
Bsparse->xtype = CHOLMOD_COMPLEX ;
}
}
else
{
Bsparse = NULL ;
Bdense = spqr_mx_get_dense (pargin [1], &Bdmatrix, &dummy) ;
if (is_complex)
{
// Bdense has been converted from real or zomplex to complex
Bdense->x = Bx ;
Bdense->z = NULL ;
Bdense->xtype = CHOLMOD_COMPLEX ;
}
}
// -------------------------------------------------------------------------
// X = A\B
// -------------------------------------------------------------------------
if (opts.min2norm && m < n)
{
#ifndef NEXPERT
// This requires SuiteSparseQR_expert.cpp
if (is_complex)
{
if (B_is_sparse)
{
// X and B are both sparse and complex
Xsparse = SuiteSparseQR_min2norm <Complex> (opts.ordering,
opts.tol, A, Bsparse, cc) ;
pargout [0] = spqr_mx_put_sparse (&Xsparse, cc) ;
}
else
{
// X and B are both dense and complex
Xdense = SuiteSparseQR_min2norm <Complex> (opts.ordering,
opts.tol, A, Bdense, cc) ;
pargout [0] = spqr_mx_put_dense (&Xdense, cc) ;
}
}
else
{
if (B_is_sparse)
{
// X and B are both sparse and real
Xsparse = SuiteSparseQR_min2norm <double> (opts.ordering,
opts.tol, A, Bsparse, cc) ;
pargout [0] = spqr_mx_put_sparse (&Xsparse, cc) ;
}
else
{
// X and B are both dense and real
Xdense = SuiteSparseQR_min2norm <double> (opts.ordering,
opts.tol, A, Bdense, cc) ;
pargout [0] = spqr_mx_put_dense (&Xdense, cc) ;
}
}
#else
mexErrMsgIdAndTxt ("QR:notInstalled", "min2norm method not installed") ;
#endif
}
else
{
if (is_complex)
{
if (B_is_sparse)
{
// X and B are both sparse and complex
Xsparse = SuiteSparseQR <Complex> (opts.ordering, opts.tol,
A, Bsparse, cc) ;
pargout [0] = spqr_mx_put_sparse (&Xsparse, cc) ;
}
else
{
// X and B are both dense and complex
Xdense = SuiteSparseQR <Complex> (opts.ordering, opts.tol,
A, Bdense, cc) ;
pargout [0] = spqr_mx_put_dense (&Xdense, cc) ;
}
}
else
{
if (B_is_sparse)
{
// X and B are both sparse and real
Xsparse = SuiteSparseQR <double> (opts.ordering, opts.tol,
A, Bsparse, cc) ;
pargout [0] = spqr_mx_put_sparse (&Xsparse, cc) ;
}
else
{
// X and B are both dense and real
Xdense = SuiteSparseQR <double> (opts.ordering, opts.tol,
A, Bdense, cc) ;
pargout [0] = spqr_mx_put_dense (&Xdense, cc) ;
}
}
}
// -------------------------------------------------------------------------
// info output
// -------------------------------------------------------------------------
if (nargout > 1)
{
double flops = cc->SPQR_flopcount ;
double t = SUITESPARSE_TIME - t0 ;
pargout [1] = spqr_mx_info (cc, t, flops) ;
}
// -------------------------------------------------------------------------
// warn if rank deficient
// -------------------------------------------------------------------------
rank = cc->SPQR_istat [4] ;
if (rank < MIN (m,n))
{
snprintf (msg, LEN, "rank deficient. rank = %" PRId64 " tol = %g\n",
rank, cc->SPQR_tol_used) ;
mexWarnMsgIdAndTxt ("MATLAB:rankDeficientMatrix", msg) ;
}
if (is_complex)
{
// free the merged complex copies of A and B
cholmod_l_free (anz, sizeof (Complex), Ax, cc) ;
cholmod_l_free (bnz, sizeof (Complex), Bx, cc) ;
}
cholmod_l_finish (cc) ;
if (opts.spumoni > 0) spqr_mx_spumoni (&opts, is_complex, cc) ;
}
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