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//------------------------------------------------------------------------------
// CHOLMOD/Modify/cholmod_updown: sparse Cholesky update/downdate
//------------------------------------------------------------------------------
// CHOLMOD/Modify Module. Copyright (C) 2005-2023, Timothy A. Davis,
// and William W. Hager. All Rights Reserved.
// SPDX-License-Identifier: GPL-2.0+
//------------------------------------------------------------------------------
// Updates/downdates the LDL' factorization (symbolic, then numeric), by
// computing a new factorization of
//
// Lnew * Dnew * Lnew' = Lold * Dold * Lold' +/- C*C'
//
// C must be sorted. It can be either packed or unpacked. As in all CHOLMOD
// routines, the columns of L are sorted on input, and also on output.
//
// If the factor is not an unpacked LDL' or dynamic LDL', it is converted
// to an LDL' dynamic factor. An unpacked LDL' factor may be updated, but if
// any one column runs out of space, the factor is converted to an LDL'
// dynamic one. If the initial conversion fails, the factor is returned
// unchanged.
//
// If memory runs out during the update, the factor is returned as a simplicial
// symbolic factor. That is, everything is freed except for the fill-reducing
// ordering and its corresponding column counts (typically computed by
// cholmod_analyze).
//
// Note that the fill-reducing permutation L->Perm is NOT used. The row
// indices of C refer to the rows of L, not A. If your original system is
// LDL' = PAP' (where P = L->Perm), and you want to compute the LDL'
// factorization of A+CC', then you must permute C first. That is:
//
// PAP' = LDL'
// P(A+CC')P' = PAP'+PCC'P' = LDL' + (PC)(PC)' = LDL' + Cnew*Cnew'
// where Cnew = P*C.
//
// You can use the cholmod_submatrix routine in the MatrixOps module
// to permute C, with:
//
// Cnew = cholmod_submatrix (C, L->Perm, L->n, NULL, -1, TRUE, TRUE, Common) ;
//
// Note that the sorted input parameter to cholmod_submatrix must be TRUE,
// because cholmod_updown requires C with sorted columns.
//
// The system Lx=b can also be updated/downdated. The old system was Lold*x=b.
// The new system is Lnew*xnew = b + deltab. The old solution x is overwritten
// with xnew. Note that as in the update/downdate of L itself, the fill-
// reducing permutation L->Perm is not used. x and b are in the permuted
// ordering, not your original ordering. x and b are n-by-1; this routine
// does not handle multiple right-hand-sides.
//
// workspace: Flag (nrow), Head (nrow+1), W (maxrank*nrow), Iwork (nrow),
// where maxrank is 2, 4, or 8.
//
// Only real matrices are supported (single and double). A symbolic L is
// converted into a numeric identity matrix.
#include "cholmod_internal.h"
#ifndef NGPL
#ifndef NMODIFY
//------------------------------------------------------------------------------
// cholmod_updown
//------------------------------------------------------------------------------
// Compute the new LDL' factorization of LDL'+CC' (an update) or LDL'-CC'
// (a downdate). The factor object L need not be an LDL' factorization; it
// is converted to one if it isn't.
int CHOLMOD(updown)
(
// input:
int update, // TRUE for update, FALSE for downdate
cholmod_sparse *C, // the incoming sparse update
// input/output:
cholmod_factor *L, // factor to modify
cholmod_common *Common
)
{
return (CHOLMOD(updown_mask2) (update, C, /* colmark: */ NULL,
/* mask: */ NULL, /* maskmark: */ 0,
L, /* X: */ NULL, /* DeltaB: */ NULL, Common)) ;
}
//------------------------------------------------------------------------------
// cholmod_updown_solve
//------------------------------------------------------------------------------
// Does the same as cholmod_updown, except that it also updates/downdates the
// solution to Lx=b+DeltaB. x and b must be n-by-1 dense matrices. b is not
// need as input to this routine, but a sparse change to b is (DeltaB). Only
// entries in DeltaB corresponding to columns modified in L are accessed; the
// rest are ignored.
int CHOLMOD(updown_solve)
(
// input:
int update, // TRUE for update, FALSE for downdate
cholmod_sparse *C, // the incoming sparse update
// input/output:
cholmod_factor *L, // factor to modify
cholmod_dense *X, // solution to Lx=b (size n-by-1)
cholmod_dense *DeltaB, // change in b, zero on output
cholmod_common *Common
)
{
return (CHOLMOD(updown_mask2) (update, C, /* colmark: */ NULL,
/* mask: */ NULL, /* maskmark: */ 0,
L, X, DeltaB, Common)) ;
}
//------------------------------------------------------------------------------
// Power2
//------------------------------------------------------------------------------
// Power2 [i] is smallest power of 2 that is >= i (for i in range 0 to 8)
static size_t Power2 [ ] =
{
// 0 1 2 3 4 5 6 7 8
0, 1, 2, 4, 4, 8, 8, 8, 8
} ;
//------------------------------------------------------------------------------
// debug routines
//------------------------------------------------------------------------------
#ifndef NDEBUG
static void dump_set (Int s, Int **Set_ps1, Int **Set_ps2, Int j, Int n,
cholmod_common *Common)
{
Int *p, len, i, ilast ;
if (CHOLMOD(dump) < -1)
{
// no checks if debug level is -2 or less
return ;
}
len = Set_ps2 [s] - Set_ps1 [s] ;
PRINT2 (("Set s: "ID" len: "ID":", s, len)) ;
ASSERT (len > 0) ;
ilast = j ;
for (p = Set_ps1 [s] ; p < Set_ps2 [s] ; p++)
{
i = *p ;
PRINT3 ((" "ID"", i)) ;
ASSERT (i > ilast && i < n) ;
ilast = i ;
}
PRINT3 (("\n")) ;
}
#endif
//------------------------------------------------------------------------------
// Path_type
//------------------------------------------------------------------------------
// A path is a set of nodes of the etree which are all affected by the same
// columns of C.
typedef struct Path_struct
{
Int start ; // column at which to start, or EMPTY if initial
Int end ; // column at which to end, or EMPTY if initial
Int ccol ; // column of C to which path refers
Int parent ; // parent path
Int c ; // child of j along this path
Int next ; // next path in link list
Int rank ; // number of rank-1 paths merged onto this path
Int order ; // dfs order of this path
Int wfirst ; // first column of W to affect this path
Int pending ; // column at which the path is pending
Int botrow ; // for partial update/downdate of solution to Lx=b
} Path_type ;
//------------------------------------------------------------------------------
// dfs
//------------------------------------------------------------------------------
// Compute the DFS order of the set of paths. This can be recursive because
// there are at most 23 paths to sort: one for each column of C (8 at most),
// and one for each node in a balanced binary tree with 8 leaves (15).
// Stack overflow is thus not a problem.
static void dfs
(
Path_type *Path, // the set of Paths
Int k, // the rank of the update/downdate
Int path, // which path to work on
Int *path_order, // the current path order
Int *w_order, // the current order of the columns of W
Int depth,
Int npaths // total number of paths
)
{
Int c ; // child path
ASSERT (path >= 0 && path < npaths) ;
if (path < k)
{
// this is a leaf node, corresponding to column W (:,path)
// and column C (:, Path [path].ccol)
ASSERT (Path [path].ccol >= 0) ;
Path [path].wfirst = *w_order ;
Path [path].order = *w_order ;
(*w_order)++ ;
}
else
{
// this is a non-leaf path, within the tree
ASSERT (Path [path].c != EMPTY) ;
ASSERT (Path [path].ccol == EMPTY) ;
// order each child path
for (c = Path [path].c ; c != EMPTY ; c = Path [c].next)
{
dfs (Path, k, c, path_order, w_order, depth+1, npaths) ;
if (Path [path].wfirst == EMPTY)
{
Path [path].wfirst = Path [c].wfirst ;
}
}
// order this path next
Path [path].order = (*path_order)++ ;
}
}
//------------------------------------------------------------------------------
// numeric update/downdate routines
//------------------------------------------------------------------------------
// naming scheme for the update/downdate worker methods:
//
// single case: s_updown_k_rank
// double case: d_updown_k_rank
//
// where k is 1, 2, 4, or 8, and rank is r for the t_cholmod_updown_wdim
// method, or 1 to 8 for the lowest level kernels. See t_cholmod_updown_wdim.c
// for details.
#define UPDOWN_METHOD(prefix,k,rank) prefix ## updown_ ## k ## _ ## rank
#define DOUBLE
#define REAL
#include "t_cholmod_updown_worker.c"
#undef DOUBLE
#define SINGLE
#define REAL
#include "t_cholmod_updown_worker.c"
//------------------------------------------------------------------------------
// cholmod_updown_mark
//------------------------------------------------------------------------------
// Update/downdate LDL' +/- C*C', and update/downdate selected portions of the
// solution to Lx=b.
//
// The original system is L*x = b. The new system is Lnew*xnew = b + deltab.
// deltab(i) can be nonzero only if column i of L is modified by the update/
// downdate. If column i is not modified, the deltab(i) is not accessed.
//
// The solution to Lx=b is not modified if either X or DeltaB are NULL.
//
// Rowmark and colmark:
// --------------------
//
// rowmark and colmark affect which portions of L take part in the update/
// downdate of the solution to Lx=b. They do not affect how L itself is
// updated/downdated. They are both ignored if X or DeltaB are NULL.
//
// If not NULL, rowmark is an integer array of size n where L is n-by-n.
// rowmark [j] defines the part of column j of L that takes part in the update/
// downdate of the forward solve, Lx=b. Specifically, if i = rowmark [j],
// then L(j:i-1,j) is used, and L(i:end,j) is ignored.
//
// If not NULL, colmark is an integer array of size C->ncol. colmark [ccol]
// for a column C(:,ccol) redefines those parts of L that take part in the
// update/downdate of Lx=b. Each column of C affects a set of columns of L.
// If column ccol of C affects column j of L, then the new rowmark [j] of
// column j of L is defined as colmark [ccol]. In a multiple-rank update/
// downdate, if two or more columns of C affect column j, its new rowmark [j]
// is the colmark of the least-numbered column of C. colmark is ignored if
// it is NULL, in which case rowmark is not modified. If colmark [ccol] is
// EMPTY (-1), then rowmark is not modified for that particular column of C.
// colmark is ignored if it is NULL, or rowmark, X, or DeltaB are NULL.
//
// The algorithm for modifying the solution to Lx=b when rowmark and colmark
// are NULL is as follows:
//
// for each column j of L that is modified:
// deltab (j:end) += L (j:end,j) * x(j)
// modify L
// for each column j of L that is modified:
// x (j) = deltab (j)
// deltab (j) = 0
// deltab (j+1:end) -= L (j+1:end,j) * x(j)
//
// If rowmark is non-NULL but colmark is NULL:
//
// for each column j of L that is modified:
// deltab (j:rowmark(j)-1) += L (j:rowmark(j)-1,j) * x(j)
// modify L
// for each column j of L that is modified:
// x (j) = deltab (j)
// deltab (j) = 0
// deltab (j+1:rowmark(j)-1) -= L (j+1:rowmark(j)-1,j) * x(j)
//
// If both rowmark and colmark are non-NULL:
//
// for each column j of L that is modified:
// deltab (j:rowmark(j)-1) += L (j:rowmark(j)-1,j) * x(j)
// modify L
// for each column j of L that is modified:
// modify rowmark (j) according to colmark
// for each column j of L that is modified:
// x (j) = deltab (j)
// deltab (j) = 0
// deltab (j+1:rowmark(j)-1) -= L (j+1:rowmark(j)-1,j) * x(j)
//
// Note that if the rank of C exceeds k = Common->maxrank (which is 2, 4, or 8),
// then the update/downdate is done as a series of rank-k updates. In this
// case, the above algorithm is repeated for each block of k columns of C.
//
// Unless it leads to no changes in rowmark, colmark should be used only if
// C->ncol <= Common->maxrank, because the update/downdate is done with maxrank
// columns at a time. Otherwise, the results are undefined.
//
// This routine is an "expert" routine. It is meant for use in LPDASA only.
int CHOLMOD(updown_mark)
(
// input:
int update, // TRUE for update, FALSE for downdate
cholmod_sparse *C, // the incoming sparse update
Int *colmark, // array of size n. See cholmod_updown.c for details
// input/output:
cholmod_factor *L, // factor to modify
cholmod_dense *X, // solution to Lx=b (size n-by-1)
cholmod_dense *DeltaB, // change in b, zero on output
cholmod_common *Common
)
{
return (CHOLMOD(updown_mask2) (update, C, colmark,
/* mask: */ NULL, /* maskmark: */ 0,
L, X, DeltaB, Common)) ;
}
//------------------------------------------------------------------------------
// cholmod_updown_mask
//------------------------------------------------------------------------------
int CHOLMOD(updown_mask)
(
// input:
int update, // TRUE for update, FALSE for downdate
cholmod_sparse *C, // the incoming sparse update
Int *colmark, // array of size n. See cholmod_updown.c for details
Int *mask, // size n
// input/output:
cholmod_factor *L, // factor to modify
cholmod_dense *X, // solution to Lx=b (size n-by-1)
cholmod_dense *DeltaB, // change in b, zero on output
cholmod_common *Common
)
{
return (CHOLMOD(updown_mask2) (update, C, colmark,
mask, /* maskmark: */ 0,
L, X, DeltaB, Common)) ;
}
//------------------------------------------------------------------------------
// cholmod_updown_mask2
//------------------------------------------------------------------------------
int CHOLMOD(updown_mask2)
(
// input:
int update, // TRUE for update, FALSE for downdate
cholmod_sparse *C, // the incoming sparse update
Int *colmark, // array of size n. See cholmod_updown.c for details
Int *mask, // size n
Int maskmark,
// input/output:
cholmod_factor *L, // factor to modify
cholmod_dense *X, // solution to Lx=b (size n-by-1)
cholmod_dense *DeltaB, // change in b, zero on output
cholmod_common *Common
)
{
//--------------------------------------------------------------------------
// check inputs
//--------------------------------------------------------------------------
RETURN_IF_NULL_COMMON (FALSE) ;
RETURN_IF_NULL (C, FALSE) ;
RETURN_IF_NULL (L, FALSE) ;
RETURN_IF_XTYPE_INVALID (L, CHOLMOD_PATTERN, CHOLMOD_REAL, FALSE) ;
RETURN_IF_XTYPE_INVALID (C, CHOLMOD_REAL, CHOLMOD_REAL, FALSE) ;
Int n = L->n ;
Int cncol = C->ncol ;
if (!(C->sorted))
{
ERROR (CHOLMOD_INVALID, "C must have sorted columns") ;
return (FALSE) ;
}
if (L->n != C->nrow)
{
ERROR (CHOLMOD_INVALID, "C and L dimensions do not match") ;
return (FALSE) ;
}
if (L->dtype != C->dtype)
{
ERROR (CHOLMOD_INVALID, "C and L must have the same dtype") ;
return (FALSE) ;
}
if ((X != NULL) && (DeltaB != NULL))
{
RETURN_IF_XTYPE_INVALID (X, CHOLMOD_REAL, CHOLMOD_REAL, FALSE) ;
RETURN_IF_XTYPE_INVALID (DeltaB, CHOLMOD_REAL, CHOLMOD_REAL, FALSE) ;
if (X->nrow != L->n || X->ncol != 1 ||
DeltaB->nrow != L->n || DeltaB->ncol != 1 ||
X->dtype != L->dtype || DeltaB->dtype != L->dtype)
{
ERROR (CHOLMOD_INVALID, "X and/or DeltaB invalid") ;
return (FALSE) ;
}
}
Common->status = CHOLMOD_OK ;
Common->modfl = 0 ;
//--------------------------------------------------------------------------
// allocate workspace
//--------------------------------------------------------------------------
// Note: cholmod_rowadd and cholmod_rowdel use the second n doubles in
// Common->Xwork for Cx, and then perform a rank-1 update here, which uses
// the first n doubles in Common->Xwork. Both the rowadd and rowdel
// routines allocate enough workspace so that Common->Xwork isn't destroyed
// below. Also, both cholmod_rowadd and cholmod_rowdel use the second n
// ints in Common->Iwork for C->i.
// make sure maxrank is in the proper range
size_t maxrank = CHOLMOD(maxrank) (n, Common) ;
Int k = MIN (cncol, (Int) maxrank) ; // maximum k is wdim
size_t wdim = Power2 [k] ; // number of columns needed in W
ASSERT (wdim <= maxrank) ;
PRINT1 (("updown wdim final "ID" k "ID"\n", (Int) wdim, k)) ;
// w = wdim * n
int ok = TRUE ;
size_t w = CHOLMOD(mult_size_t) (L->n, wdim, &ok) ;
if (!ok)
{
ERROR (CHOLMOD_TOO_LARGE, "problem too large") ;
return (FALSE) ;
}
CHOLMOD(alloc_work) (L->n, L->n, w, L->dtype, Common) ;
if (Common->status < CHOLMOD_OK || maxrank == 0)
{
// out of memory, L is returned unchanged
return (FALSE) ;
}
//--------------------------------------------------------------------------
// convert to simplicial numeric LDL' factor, if not already
//--------------------------------------------------------------------------
if (L->xtype == CHOLMOD_PATTERN || L->is_super || L->is_ll)
{
// can only update/downdate a simplicial LDL' factorization
CHOLMOD(change_factor) (CHOLMOD_REAL, FALSE, FALSE, FALSE, FALSE, L,
Common) ;
if (Common->status < CHOLMOD_OK)
{
// out of memory, L is returned unchanged
return (FALSE) ;
}
}
CLEAR_FLAG (Common) ;
ASSERT (check_flag (Common)) ;
PRINT1 (("updown, rank %g update %d\n", (double) C->ncol, update)) ;
DEBUG (CHOLMOD(dump_factor) (L, "input L for updown", Common)) ;
ASSERT (CHOLMOD(dump_sparse) (C, "input C for updown", Common) >= 0) ;
//--------------------------------------------------------------------------
// quick return
//--------------------------------------------------------------------------
if (cncol <= 0 || n == 0)
{
// nothing to do
return (TRUE) ;
}
//--------------------------------------------------------------------------
// update/downdate
//--------------------------------------------------------------------------
switch (L->dtype & 4)
{
case CHOLMOD_SINGLE:
ok = rs_cholmod_updown_worker (k, update, C, colmark, mask,
maskmark, L, X, DeltaB, Common) ;
break ;
case CHOLMOD_DOUBLE:
ok = rd_cholmod_updown_worker (k, update, C, colmark, mask,
maskmark, L, X, DeltaB, Common) ;
break ;
}
//--------------------------------------------------------------------------
// return result
//--------------------------------------------------------------------------
ASSERT (CHOLMOD(dump_work) (TRUE, TRUE, 0, 0, Common)) ;
DEBUG (CHOLMOD(dump_factor) (L, "output L for updown", Common)) ;
return (ok) ;
}
#endif
#endif
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