ngspice/src/maths/KLU/klu_factor.c

546 lines
18 KiB
C

/* ========================================================================== */
/* === KLU_factor =========================================================== */
/* ========================================================================== */
/* Factor the matrix, after ordering and analyzing it with KLU_analyze
* or KLU_analyze_given.
*/
#include "klu_internal.h"
/* ========================================================================== */
/* === KLU_factor2 ========================================================== */
/* ========================================================================== */
static void factor2
(
/* inputs, not modified */
Int Ap [ ], /* size n+1, column pointers */
Int Ai [ ], /* size nz, row indices */
Entry Ax [ ],
KLU_symbolic *Symbolic,
/* inputs, modified on output: */
KLU_numeric *Numeric,
KLU_common *Common
)
{
double lsize ;
double *Lnz, *Rs ;
Int *P, *Q, *R, *Pnum, *Offp, *Offi, *Pblock, *Pinv, *Iwork,
*Lip, *Uip, *Llen, *Ulen ;
Entry *Offx, *X, s, *Udiag ;
Unit **LUbx ;
Int k1, k2, nk, k, block, oldcol, pend, oldrow, n, lnz, unz, p, newrow,
nblocks, poff, nzoff, lnz_block, unz_block, scale, max_lnz_block,
max_unz_block ;
/* ---------------------------------------------------------------------- */
/* initializations */
/* ---------------------------------------------------------------------- */
/* get the contents of the Symbolic object */
n = Symbolic->n ;
P = Symbolic->P ;
Q = Symbolic->Q ;
R = Symbolic->R ;
Lnz = Symbolic->Lnz ;
nblocks = Symbolic->nblocks ;
nzoff = Symbolic->nzoff ;
Pnum = Numeric->Pnum ;
Offp = Numeric->Offp ;
Offi = Numeric->Offi ;
Offx = (Entry *) Numeric->Offx ;
Lip = Numeric->Lip ;
Uip = Numeric->Uip ;
Llen = Numeric->Llen ;
Ulen = Numeric->Ulen ;
LUbx = (Unit **) Numeric->LUbx ;
Udiag = Numeric->Udiag ;
Rs = Numeric->Rs ;
Pinv = Numeric->Pinv ;
X = (Entry *) Numeric->Xwork ; /* X is of size n */
Iwork = Numeric->Iwork ; /* 5*maxblock for KLU_factor */
/* 1*maxblock for Pblock */
Pblock = Iwork + 5*((size_t) Symbolic->maxblock) ;
Common->nrealloc = 0 ;
scale = Common->scale ;
max_lnz_block = 1 ;
max_unz_block = 1 ;
/* compute the inverse of P from symbolic analysis. Will be updated to
* become the inverse of the numerical factorization when the factorization
* is done, for use in KLU_refactor */
#ifndef NDEBUG
for (k = 0 ; k < n ; k++)
{
Pinv [k] = EMPTY ;
}
#endif
for (k = 0 ; k < n ; k++)
{
ASSERT (P [k] >= 0 && P [k] < n) ;
Pinv [P [k]] = k ;
}
#ifndef NDEBUG
for (k = 0 ; k < n ; k++) ASSERT (Pinv [k] != EMPTY) ;
#endif
lnz = 0 ;
unz = 0 ;
Common->noffdiag = 0 ;
Offp [0] = 0 ;
/* ---------------------------------------------------------------------- */
/* optionally check input matrix and compute scale factors */
/* ---------------------------------------------------------------------- */
if (scale >= 0)
{
/* use Pnum as workspace. NOTE: scale factors are not yet permuted
* according to the final pivot row ordering, so Rs [oldrow] is the
* scale factor for A (oldrow,:), for the user's matrix A. Pnum is
* used as workspace in KLU_scale. When the factorization is done,
* the scale factors are permuted according to the final pivot row
* permutation, so that Rs [k] is the scale factor for the kth row of
* A(p,q) where p and q are the final row and column permutations. */
KLU_scale (scale, n, Ap, Ai, (double *) Ax, Rs, Pnum, Common) ;
if (Common->status < KLU_OK)
{
/* matrix is invalid */
return ;
}
}
#ifndef NDEBUG
if (scale > 0)
{
for (k = 0 ; k < n ; k++) PRINTF (("Rs [%d] %g\n", k, Rs [k])) ;
}
#endif
/* ---------------------------------------------------------------------- */
/* factor each block using klu */
/* ---------------------------------------------------------------------- */
for (block = 0 ; block < nblocks ; block++)
{
/* ------------------------------------------------------------------ */
/* the block is from rows/columns k1 to k2-1 */
/* ------------------------------------------------------------------ */
k1 = R [block] ;
k2 = R [block+1] ;
nk = k2 - k1 ;
PRINTF (("FACTOR BLOCK %d, k1 %d k2-1 %d nk %d\n", block, k1,k2-1,nk)) ;
if (nk == 1)
{
/* -------------------------------------------------------------- */
/* singleton case */
/* -------------------------------------------------------------- */
poff = Offp [k1] ;
oldcol = Q [k1] ;
pend = Ap [oldcol+1] ;
CLEAR (s) ;
if (scale <= 0)
{
/* no scaling */
for (p = Ap [oldcol] ; p < pend ; p++)
{
oldrow = Ai [p] ;
newrow = Pinv [oldrow] ;
if (newrow < k1)
{
Offi [poff] = oldrow ;
Offx [poff] = Ax [p] ;
poff++ ;
}
else
{
ASSERT (newrow == k1) ;
PRINTF (("singleton block %d", block)) ;
PRINT_ENTRY (Ax [p]) ;
s = Ax [p] ;
}
}
}
else
{
/* row scaling. NOTE: scale factors are not yet permuted
* according to the pivot row permutation, so Rs [oldrow] is
* used below. When the factorization is done, the scale
* factors are permuted, so that Rs [newrow] will be used in
* klu_solve, klu_tsolve, and klu_rgrowth */
for (p = Ap [oldcol] ; p < pend ; p++)
{
oldrow = Ai [p] ;
newrow = Pinv [oldrow] ;
if (newrow < k1)
{
Offi [poff] = oldrow ;
/* Offx [poff] = Ax [p] / Rs [oldrow] ; */
SCALE_DIV_ASSIGN (Offx [poff], Ax [p], Rs [oldrow]) ;
poff++ ;
}
else
{
ASSERT (newrow == k1) ;
PRINTF (("singleton block %d ", block)) ;
PRINT_ENTRY (Ax[p]) ;
SCALE_DIV_ASSIGN (s, Ax [p], Rs [oldrow]) ;
}
}
}
Udiag [k1] = s ;
if (IS_ZERO (s))
{
/* singular singleton */
Common->status = KLU_SINGULAR ;
Common->numerical_rank = k1 ;
Common->singular_col = oldcol ;
if (Common->halt_if_singular)
{
return ;
}
}
Offp [k1+1] = poff ;
Pnum [k1] = P [k1] ;
lnz++ ;
unz++ ;
}
else
{
/* -------------------------------------------------------------- */
/* construct and factorize the kth block */
/* -------------------------------------------------------------- */
if (Lnz [block] < 0)
{
/* COLAMD was used - no estimate of fill-in */
/* use 10 times the nnz in A, plus n */
lsize = -(Common->initmem) ;
}
else
{
lsize = Common->initmem_amd * Lnz [block] + nk ;
}
/* allocates 1 arrays: LUbx [block] */
Numeric->LUsize [block] = KLU_kernel_factor (nk, Ap, Ai, Ax, Q,
lsize, &LUbx [block], Udiag + k1, Llen + k1, Ulen + k1,
Lip + k1, Uip + k1, Pblock, &lnz_block, &unz_block,
X, Iwork, k1, Pinv, Rs, Offp, Offi, Offx, Common) ;
if (Common->status < KLU_OK ||
(Common->status == KLU_SINGULAR && Common->halt_if_singular))
{
/* out of memory, invalid inputs, or singular */
return ;
}
PRINTF (("\n----------------------- L %d:\n", block)) ;
ASSERT (KLU_valid_LU (nk, TRUE, Lip+k1, Llen+k1, LUbx [block])) ;
PRINTF (("\n----------------------- U %d:\n", block)) ;
ASSERT (KLU_valid_LU (nk, FALSE, Uip+k1, Ulen+k1, LUbx [block])) ;
/* -------------------------------------------------------------- */
/* get statistics */
/* -------------------------------------------------------------- */
lnz += lnz_block ;
unz += unz_block ;
max_lnz_block = MAX (max_lnz_block, lnz_block) ;
max_unz_block = MAX (max_unz_block, unz_block) ;
if (Lnz [block] == EMPTY)
{
/* revise estimate for subsequent factorization */
Lnz [block] = MAX (lnz_block, unz_block) ;
}
/* -------------------------------------------------------------- */
/* combine the klu row ordering with the symbolic pre-ordering */
/* -------------------------------------------------------------- */
PRINTF (("Pnum, 1-based:\n")) ;
for (k = 0 ; k < nk ; k++)
{
ASSERT (k + k1 < n) ;
ASSERT (Pblock [k] + k1 < n) ;
Pnum [k + k1] = P [Pblock [k] + k1] ;
PRINTF (("Pnum (%d + %d + 1 = %d) = %d + 1 = %d\n",
k, k1, k+k1+1, Pnum [k+k1], Pnum [k+k1]+1)) ;
}
/* the local pivot row permutation Pblock is no longer needed */
}
}
ASSERT (nzoff == Offp [n]) ;
PRINTF (("\n------------------- Off diagonal entries:\n")) ;
ASSERT (KLU_valid (n, Offp, Offi, Offx)) ;
Numeric->lnz = lnz ;
Numeric->unz = unz ;
Numeric->max_lnz_block = max_lnz_block ;
Numeric->max_unz_block = max_unz_block ;
/* compute the inverse of Pnum */
#ifndef NDEBUG
for (k = 0 ; k < n ; k++)
{
Pinv [k] = EMPTY ;
}
#endif
for (k = 0 ; k < n ; k++)
{
ASSERT (Pnum [k] >= 0 && Pnum [k] < n) ;
Pinv [Pnum [k]] = k ;
}
#ifndef NDEBUG
for (k = 0 ; k < n ; k++) ASSERT (Pinv [k] != EMPTY) ;
#endif
/* permute scale factors Rs according to pivotal row order */
if (scale > 0)
{
for (k = 0 ; k < n ; k++)
{
REAL (X [k]) = Rs [Pnum [k]] ;
}
for (k = 0 ; k < n ; k++)
{
Rs [k] = REAL (X [k]) ;
}
}
PRINTF (("\n------------------- Off diagonal entries, old:\n")) ;
ASSERT (KLU_valid (n, Offp, Offi, Offx)) ;
/* apply the pivot row permutations to the off-diagonal entries */
for (p = 0 ; p < nzoff ; p++)
{
ASSERT (Offi [p] >= 0 && Offi [p] < n) ;
Offi [p] = Pinv [Offi [p]] ;
}
PRINTF (("\n------------------- Off diagonal entries, new:\n")) ;
ASSERT (KLU_valid (n, Offp, Offi, Offx)) ;
#ifndef NDEBUG
{
PRINTF (("\n ############# KLU_BTF_FACTOR done, nblocks %d\n",nblocks));
Entry ss, *Udiag = Numeric->Udiag ;
for (block = 0 ; block < nblocks && Common->status == KLU_OK ; block++)
{
k1 = R [block] ;
k2 = R [block+1] ;
nk = k2 - k1 ;
PRINTF (("\n======================KLU_factor output: k1 %d k2 %d nk %d\n",k1,k2,nk)) ;
if (nk == 1)
{
PRINTF (("singleton ")) ;
/* ENTRY_PRINT (singleton [block]) ; */
ss = Udiag [k1] ;
PRINT_ENTRY (ss) ;
}
else
{
Int *Lip, *Uip, *Llen, *Ulen ;
Unit *LU ;
Lip = Numeric->Lip + k1 ;
Llen = Numeric->Llen + k1 ;
LU = (Unit *) Numeric->LUbx [block] ;
PRINTF (("\n---- L block %d\n", block));
ASSERT (KLU_valid_LU (nk, TRUE, Lip, Llen, LU)) ;
Uip = Numeric->Uip + k1 ;
Ulen = Numeric->Ulen + k1 ;
PRINTF (("\n---- U block %d\n", block)) ;
ASSERT (KLU_valid_LU (nk, FALSE, Uip, Ulen, LU)) ;
}
}
}
#endif
}
/* ========================================================================== */
/* === KLU_factor =========================================================== */
/* ========================================================================== */
KLU_numeric *KLU_factor /* returns NULL if error, or a valid
KLU_numeric object if successful */
(
/* --- inputs --- */
Int Ap [ ], /* size n+1, column pointers */
Int Ai [ ], /* size nz, row indices */
double Ax [ ],
KLU_symbolic *Symbolic,
/* -------------- */
KLU_common *Common
)
{
Int n, nzoff, nblocks, maxblock, k, ok = TRUE ;
Int *R ;
KLU_numeric *Numeric ;
size_t n1, nzoff1, s, b6, n3 ;
if (Common == NULL)
{
return (NULL) ;
}
Common->status = KLU_OK ;
Common->numerical_rank = EMPTY ;
Common->singular_col = EMPTY ;
/* ---------------------------------------------------------------------- */
/* get the contents of the Symbolic object */
/* ---------------------------------------------------------------------- */
/* check for a valid Symbolic object */
if (Symbolic == NULL)
{
Common->status = KLU_INVALID ;
return (NULL) ;
}
n = Symbolic->n ;
nzoff = Symbolic->nzoff ;
nblocks = Symbolic->nblocks ;
maxblock = Symbolic->maxblock ;
R = Symbolic->R ;
PRINTF (("KLU_factor: n %d nzoff %d nblocks %d maxblock %d\n",
n, nzoff, nblocks, maxblock)) ;
/* ---------------------------------------------------------------------- */
/* get control parameters and make sure they are in the proper range */
/* ---------------------------------------------------------------------- */
Common->initmem_amd = MAX (1.0, Common->initmem_amd) ;
Common->initmem = MAX (1.0, Common->initmem) ;
Common->tol = MIN (Common->tol, 1.0) ;
Common->tol = MAX (0.0, Common->tol) ;
Common->memgrow = MAX (1.0, Common->memgrow) ;
/* ---------------------------------------------------------------------- */
/* allocate the Numeric object */
/* ---------------------------------------------------------------------- */
/* this will not cause size_t overflow (already checked by KLU_symbolic) */
n1 = ((size_t) n) + 1 ;
nzoff1 = ((size_t) nzoff) + 1 ;
Numeric = KLU_malloc (sizeof (KLU_numeric), 1, Common) ;
if (Common->status < KLU_OK)
{
/* out of memory */
Common->status = KLU_OUT_OF_MEMORY ;
return (NULL) ;
}
Numeric->n = n ;
Numeric->nblocks = nblocks ;
Numeric->nzoff = nzoff ;
Numeric->Pnum = KLU_malloc (n, sizeof (Int), Common) ;
Numeric->Offp = KLU_malloc (n1, sizeof (Int), Common) ;
Numeric->Offi = KLU_malloc (nzoff1, sizeof (Int), Common) ;
Numeric->Offx = KLU_malloc (nzoff1, sizeof (Entry), Common) ;
Numeric->Lip = KLU_malloc (n, sizeof (Int), Common) ;
Numeric->Uip = KLU_malloc (n, sizeof (Int), Common) ;
Numeric->Llen = KLU_malloc (n, sizeof (Int), Common) ;
Numeric->Ulen = KLU_malloc (n, sizeof (Int), Common) ;
Numeric->LUsize = KLU_malloc (nblocks, sizeof (size_t), Common) ;
Numeric->LUbx = KLU_malloc (nblocks, sizeof (Unit *), Common) ;
if (Numeric->LUbx != NULL)
{
for (k = 0 ; k < nblocks ; k++)
{
Numeric->LUbx [k] = NULL ;
}
}
Numeric->Udiag = KLU_malloc (n, sizeof (Entry), Common) ;
if (Common->scale > 0)
{
Numeric->Rs = KLU_malloc (n, sizeof (double), Common) ;
}
else
{
/* no scaling */
Numeric->Rs = NULL ;
}
Numeric->Pinv = KLU_malloc (n, sizeof (Int), Common) ;
/* allocate permanent workspace for factorization and solve. Note that the
* solver will use an Xwork of size 4n, whereas the factorization codes use
* an Xwork of size n and integer space (Iwork) of size 6n. KLU_condest
* uses an Xwork of size 2n. Total size is:
*
* n*sizeof(Entry) + max (6*maxblock*sizeof(Int), 3*n*sizeof(Entry))
*/
s = KLU_mult_size_t (n, sizeof (Entry), &ok) ;
n3 = KLU_mult_size_t (n, 3 * sizeof (Entry), &ok) ;
b6 = KLU_mult_size_t (maxblock, 6 * sizeof (Int), &ok) ;
Numeric->worksize = KLU_add_size_t (s, MAX (n3, b6), &ok) ;
Numeric->Work = KLU_malloc (Numeric->worksize, 1, Common) ;
Numeric->Xwork = Numeric->Work ;
Numeric->Iwork = (Int *) ((Entry *) Numeric->Xwork + n) ;
if (!ok || Common->status < KLU_OK)
{
/* out of memory or problem too large */
Common->status = ok ? KLU_OUT_OF_MEMORY : KLU_TOO_LARGE ;
KLU_free_numeric (&Numeric, Common) ;
return (NULL) ;
}
/* ---------------------------------------------------------------------- */
/* factorize the blocks */
/* ---------------------------------------------------------------------- */
factor2 (Ap, Ai, (Entry *) Ax, Symbolic, Numeric, Common) ;
/* ---------------------------------------------------------------------- */
/* return or free the Numeric object */
/* ---------------------------------------------------------------------- */
if (Common->status < KLU_OK)
{
/* out of memory or inputs invalid */
KLU_free_numeric (&Numeric, Common) ;
}
else if (Common->status == KLU_SINGULAR)
{
if (Common->halt_if_singular)
{
/* Matrix is singular, and the Numeric object is only partially
* defined because we halted early. This is the default case for
* a singular matrix. */
KLU_free_numeric (&Numeric, Common) ;
}
}
else if (Common->status == KLU_OK)
{
/* successful non-singular factorization */
Common->numerical_rank = n ;
Common->singular_col = n ;
}
return (Numeric) ;
}