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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301
|
//------------------------------------------------------------------------------
// CHOLMOD/MATLAB/cholmod2: MATLAB interface to CHOLMOD x=A\b
//------------------------------------------------------------------------------
// CHOLMOD/MATLAB Module. Copyright (C) 2005-2023, Timothy A. Davis.
// All Rights Reserved.
// SPDX-License-Identifier: GPL-2.0+
//------------------------------------------------------------------------------
// Supernodal sparse Cholesky backslash, x = A\b. Factorizes PAP' in LL' then
// solves a sparse linear system. Uses the diagonal and upper triangular part
// of A only. A must be sparse. b can be sparse or dense.
//
// Usage:
//
// x = cholmod2 (A, b)
// [x stats] = cholmod2 (A, b, ordering) % a scalar: 0,-1,-2, or -3
// [x stats] = cholmod2 (A, b, p) % a permutation vector
//
// The 3rd argument select the ordering method to use. If not present or -1,
// the default ordering strategy is used (AMD, and then try METIS if AMD finds
// an ordering with high fill-in, and use the best method tried).
//
// A final string argument determines the precision to use: 'double' for
// double precision (real or complex) or 'single' for single precision
// (either real or complex). The default is 'double', even if all inputs
// are single.
//
// Other options for the ordering parameter:
//
// 0 natural (no etree postordering)
// -1 use CHOLMOD's default ordering strategy (AMD, then try METIS)
// -2 AMD, and then try NESDIS (not METIS) if AMD has high fill-in
// -3 use AMD only
// -4 use METIS only
// -5 use NESDIS only
// -6 natural, but with etree postordering
// p user permutation (vector of size n, with a permutation of 1:n)
//
// stats(1) estimate of the reciprocal of the condition number
// stats(2) ordering used:
// 0: natural, 1: given, 2:amd, 3:metis, 4:nesdis, 5:colamd,
// 6: natural but postordered.
// stats(3) nnz(L)
// stats(4) flop count in Cholesky factorization. Excludes solution
// of upper/lower triangular systems, which can be easily
// computed from stats(3) (roughly 4*nnz(L)*size(b,2)).
// stats(5) memory usage in MB.
#include "sputil2.h"
void mexFunction
(
int nargout,
mxArray *pargout [ ],
int nargin,
const mxArray *pargin [ ]
)
{
double dummy = 0, rcond, *p ;
cholmod_sparse Amatrix, Bspmatrix, *A, *Bs, *Xs ;
cholmod_dense Bmatrix, *X, *B ;
cholmod_factor *L ;
cholmod_common Common, *cm ;
int64_t n, B_is_sparse, ordering, k, *Perm ;
//--------------------------------------------------------------------------
// start CHOLMOD and set parameters
//--------------------------------------------------------------------------
cm = &Common ;
cholmod_l_start (cm) ;
sputil2_config (SPUMONI, cm) ;
// There is no supernodal LDL'. If cm->final_ll = FALSE (the default), then
// this mexFunction will use a simplicial LDL' when flops/lnz < 40, and a
// supernodal LL' otherwise. This may give suprising results to the MATLAB
// user, so always perform an LL' factorization by setting cm->final_ll
// to TRUE.
cm->final_ll = TRUE ;
cm->quick_return_if_not_posdef = TRUE ;
//--------------------------------------------------------------------------
// get inputs
//--------------------------------------------------------------------------
// get the precision option
int dtype = CHOLMOD_DOUBLE ;
mxClassID mxdtype = mxDOUBLE_CLASS ;
if (nargin > 1 && mxIsChar (pargin [nargin-1]))
{
char str [LEN] ;
str [0] = '\0' ;
mxGetString (pargin [nargin-1], str, LEN) ;
if (str [0] == 's')
{
dtype = CHOLMOD_SINGLE ;
mxdtype = mxSINGLE_CLASS ;
}
nargin-- ;
}
if (nargout > 2 || nargin < 2 || nargin > 3)
{
mexErrMsgTxt ("usage: [x,rcond] = cholmod2 (A,b,ordering,prec)") ;
}
n = mxGetM (pargin [0]) ;
if (!mxIsSparse (pargin [0]) || (n != mxGetN (pargin [0])))
{
mexErrMsgTxt ("A must be square and sparse") ;
}
if (n != mxGetM (pargin [1]))
{
mexErrMsgTxt ("# of rows of A and B must match") ;
}
// get sparse matrix A. Use triu(A) only.
size_t A_xsize = 0 ;
A = sputil2_get_sparse (pargin [0], 1, dtype, &Amatrix, &A_xsize, cm) ;
// get sparse or dense matrix B
B = NULL ;
Bs = NULL ;
B_is_sparse = mxIsSparse (pargin [1]) ;
size_t B_xsize = 0 ;
if (B_is_sparse)
{
// get sparse matrix B (unsymmetric)
Bs = sputil2_get_sparse (pargin [1], 0, dtype, &Bspmatrix, &B_xsize,
cm) ;
}
else
{
// get dense matrix B
B = sputil2_get_dense (pargin [1], dtype, &Bmatrix, &B_xsize, cm) ;
}
// get the ordering option
if (nargin < 3)
{
// use default ordering
ordering = -1 ;
}
else
{
// use a non-default option
ordering = mxGetScalar (pargin [2]) ;
}
p = NULL ;
Perm = NULL ;
if (ordering == 0)
{
// natural ordering
cm->nmethods = 1 ;
cm->method [0].ordering = CHOLMOD_NATURAL ;
cm->postorder = FALSE ;
}
else if (ordering == -1)
{
// default strategy ... nothing to change
}
else if (ordering == -2)
{
// default strategy, but with NESDIS in place of METIS
cm->default_nesdis = TRUE ;
}
else if (ordering == -3)
{
// use AMD only
cm->nmethods = 1 ;
cm->method [0].ordering = CHOLMOD_AMD ;
cm->postorder = TRUE ;
}
else if (ordering == -4)
{
// use METIS only
cm->nmethods = 1 ;
cm->method [0].ordering = CHOLMOD_METIS ;
cm->postorder = TRUE ;
}
else if (ordering == -5)
{
// use NESDIS only
cm->nmethods = 1 ;
cm->method [0].ordering = CHOLMOD_NESDIS ;
cm->postorder = TRUE ;
}
else if (ordering == -6)
{
// natural ordering, but with etree postordering
cm->nmethods = 1 ;
cm->method [0].ordering = CHOLMOD_NATURAL ;
cm->postorder = TRUE ;
}
else if (ordering == -7)
{
// always try both AMD and METIS, and pick the best
cm->nmethods = 2 ;
cm->method [0].ordering = CHOLMOD_AMD ;
cm->method [1].ordering = CHOLMOD_METIS ;
cm->postorder = TRUE ;
}
else if (ordering >= 1)
{
// assume the 3rd argument is a user-provided permutation of 1:n
if (mxGetNumberOfElements (pargin [2]) != n)
{
mexErrMsgTxt ("invalid input permutation") ;
}
// copy from double to integer, and convert to 0-based
p = (double *) mxGetData (pargin [2]) ;
Perm = cholmod_l_malloc (n, sizeof (int64_t), cm) ;
for (k = 0 ; k < n ; k++)
{
Perm [k] = p [k] - 1 ;
}
// check the permutation
if (!cholmod_l_check_perm (Perm, n, n, cm))
{
mexErrMsgTxt ("invalid input permutation") ;
}
// use only the given permutation
cm->nmethods = 1 ;
cm->method [0].ordering = CHOLMOD_GIVEN ;
cm->postorder = FALSE ;
}
else
{
mexErrMsgTxt ("invalid ordering option") ;
}
//--------------------------------------------------------------------------
// analyze and factorize
//--------------------------------------------------------------------------
L = cholmod_l_analyze_p (A, Perm, NULL, 0, cm) ;
cholmod_l_free (n, sizeof (int64_t), Perm, cm) ;
cholmod_l_factorize (A, L, cm) ;
rcond = cholmod_l_rcond (L, cm) ;
if (rcond == 0)
{
mexWarnMsgTxt ("Matrix is indefinite or singular to working precision");
}
else if (rcond < DBL_EPSILON)
{
mexWarnMsgTxt ("Matrix is close to singular or badly scaled.") ;
mexPrintf (" Results may be inaccurate. RCOND = %g.\n", rcond) ;
}
//--------------------------------------------------------------------------
// solve and return solution to MATLAB
//--------------------------------------------------------------------------
if (B_is_sparse)
{
// solve AX=B with sparse X and B; return sparse X to MATLAB.
// The sparse X must be returned to MATLAB as double since MATLAB
// does not (yet) support sparse single precision matrices.
// cholmod_l_spsolve returns Xs with no explicit zeros.
Xs = cholmod_l_spsolve (CHOLMOD_A, L, Bs, cm) ;
pargout [0] = sputil2_put_sparse (&Xs, mxDOUBLE_CLASS,
/* already done by cholmod_l_spsolve: */ false, cm) ;
}
else
{
// solve AX=B with dense X and B; return dense X to MATLAB
X = cholmod_l_solve (CHOLMOD_A, L, B, cm) ;
// the dense X can be returned in its current type
pargout [0] = sputil2_put_dense (&X, mxdtype, cm) ;
}
// return statistics, if requested
if (nargout > 1)
{
pargout [1] = mxCreateDoubleMatrix (1, 5, mxREAL) ;
p = (double *) mxGetData (pargout [1]) ;
p [0] = rcond ;
p [1] = L->ordering ;
p [2] = cm->lnz ;
p [3] = cm->fl ;
p [4] = cm->memory_usage / 1048576. ;
}
//--------------------------------------------------------------------------
// free workspace and return result
//--------------------------------------------------------------------------
sputil2_free_sparse (&A, &Amatrix, A_xsize, cm) ;
sputil2_free_sparse (&Bs, &Bspmatrix, B_xsize, cm) ;
sputil2_free_dense (&B, &Bmatrix, B_xsize, cm) ;
cholmod_l_free_factor (&L, cm) ;
cholmod_l_finish (cm) ;
if (SPUMONI > 0) cholmod_l_print_common (" ", cm) ;
if (SPUMONI > 1) cholmod_l_gpu_stats (cm) ;
}
|