DllExport void* CreateSolverLUUMFPACK(int numberOfRows, int numberOfNoneZero, int *Ti, int *Tj, double *Tx)
{
//创建 Compressed Row Storage 存储结构
int *Ai = (int*)malloc(sizeof(int)*(numberOfNoneZero));
int *Ap = (int*)malloc(sizeof(int)*(numberOfRows + 1));
double *Ax = (double*)malloc(sizeof(double)*(numberOfNoneZero));
//转换 triplet 到 CRS
int staus = umfpack_di_triplet_to_col(numberOfRows, numberOfRows, numberOfNoneZero, Ti, Tj, Tx, Ap, Ai, Ax, NULL);
if (staus != UMFPACK_OK){
return NULL;
}
//创建 solver
UmfpackSolver *umpsolver = (UmfpackSolver*)malloc(sizeof(UmfpackSolver));
//设置 solver
umpsolver->Ai = Ai;
umpsolver->Ap = Ap;
umpsolver->Ax = Ax;
umpsolver->AiSize = umpsolver->AxSize = numberOfNoneZero;
umpsolver->ApSize = numberOfRows + 1;
umpsolver->n = numberOfRows;
umpsolver->m = numberOfRows;
//因子化
void *Symbolic, *Numeric;
(void)umfpack_di_symbolic(numberOfRows, numberOfRows, Ap, Ai, Ax, &Symbolic, NULL, NULL);
(void)umfpack_di_numeric(Ap, Ai, Ax, Symbolic, &Numeric, NULL, NULL);
umfpack_di_free_symbolic(&Symbolic);
umpsolver->Numeric = Numeric;
return umpsolver;
};
/*---------------------------------------------------------------------------*/
void
sparse_solve(sparse_t *A, double *b, double *x)
/*---------------------------------------------------------------------------*/
{
assert (A->m == A->n);
if (sparse_is_triangular(A))
{
sparse_solve_triangular(A, b, x);
return;
}
int n = A->m;
/* UMFPACK expect compressed-sparse-column format. */
sparse_t *B = NULL; sparse_copy(&B, A);
B = sparse_transpose(B);
double *null = (double *) NULL ;
void *Symbolic, *Numeric ;
umfpack_di_symbolic (n, n, B->ia, B->ja, B->a, &Symbolic, null, null) ;
umfpack_di_numeric (B->ia, B->ja, B->a, Symbolic, &Numeric, null, null) ;
umfpack_di_free_symbolic (&Symbolic);
umfpack_di_solve (UMFPACK_A, B->ia, B->ja, B->a, x, b, Numeric, null, null) ;
umfpack_di_free_numeric (&Numeric);
sparse_free(B);
}
bool SparseMatrix::solveUMF (Vector& B, Real* rcond)
{
if (!factored) this->optimiseSLU();
#ifdef HAS_UMFPACK
double info[UMFPACK_INFO];
Vector X(B.size());
if (!umfSymbolic) {
umfpack_di_symbolic(nrow, ncol, IA.data(), JA.data(),
A.data(), &umfSymbolic, nullptr, info);
if (info[UMFPACK_STATUS] != UMFPACK_OK)
return false;
}
void* numeric;
umfpack_di_numeric(IA.data(), JA.data(), A.data(), umfSymbolic,
&numeric, nullptr, info);
if (info[UMFPACK_STATUS] != UMFPACK_OK)
return false;
if (rcond)
*rcond = info[UMFPACK_RCOND];
umfpack_di_solve(UMFPACK_A,
IA.data(), JA.data(), A.data(),
&X[0], &B[0], numeric, nullptr, info);
if (info[UMFPACK_STATUS] == UMFPACK_OK)
B = X;
umfpack_di_free_numeric(&numeric);
return info[UMFPACK_STATUS] == UMFPACK_OK;
#else
std::cerr <<"SparseMatrix::solve: UMFPACK solver not available"<< std::endl;
return false;
#endif
}
/*
* ***************************************************************************
* Routine: Slu_factor
*
* Purpose: Sparse LU factor the system.
*
* Author: Michael Holst and Stephen Bond
* ***************************************************************************
*/
VPUBLIC int Slu_factor(Slu *thee)
{
int status;
int n = thee->n, m = thee->m;
int *Ap = thee->ia, *Ai = thee->ja;
double *Ax = thee->a;
void *Symbolic, *Numeric;
VASSERT( thee != VNULL );
if( thee->statLU == 1 ) {
umfpack_di_free_numeric( thee->work );
thee->statLU = 0;
}
status = umfpack_di_symbolic(n, m, Ap, Ai, Ax, &Symbolic, VNULL, VNULL);
if (UMFPACK_OK != status) {
return 0;
}
status = umfpack_di_numeric(Ap, Ai, Ax, Symbolic, &Numeric, VNULL, VNULL);
umfpack_di_free_symbolic(&Symbolic);
if (UMFPACK_OK != status) {
return 0;
}
thee->work = Numeric;
thee->statLU = 1;
return 1;
}
DllExport void* CreateSolverLUUMFPACK_CCS(int numberOfRow, int numberOfColumn, int nnz, int *rowIndices, int *columnPtr, double *Values)
{
int *Ai = (int*)malloc(sizeof(int)*(nnz));
int *Ap = (int*)malloc(sizeof(int)*(numberOfColumn + 1));
double *Ax = (double*)malloc(sizeof(double)*(nnz));
memcpy(Ax, Values, sizeof(double)*nnz);
memcpy(Ap, columnPtr, sizeof(int)*(numberOfColumn + 1));
memcpy(Ai, rowIndices, sizeof(int)*nnz);
void *Symbolic, *Numeric;
(void)umfpack_di_symbolic(numberOfRow, numberOfColumn, Ap, Ai, Ax, &Symbolic, NULL, NULL);
(void)umfpack_di_numeric(Ap, Ai, Ax, Symbolic, &Numeric, NULL, NULL);
//创建 solver
UmfpackSolver *umpsolver = (UmfpackSolver*)malloc(sizeof(UmfpackSolver));
//设置 solver
umpsolver->Ai = Ai;
umpsolver->Ap = Ap;
umpsolver->Ax = Ax;
umpsolver->Az = NULL;
umpsolver->AiSize = umpsolver->AxSize = nnz;
umpsolver->ApSize = numberOfRow + 1;
umpsolver->n = numberOfColumn;
umpsolver->m = numberOfRow;
umpsolver->Numeric = Numeric;
return umpsolver;
}
void SolveRealByLU(int numberOfRows, int numberOfColumn, int nnz, int *Ti, int *Tj, double *Tx, double *X, double *b)
{
//创建 Compressed Row Storage 存储结构
int *Ai = (int*)malloc(sizeof(int)*(nnz));
int *Ap = (int*)malloc(sizeof(int)*(numberOfRows + 1));
double *Ax = (double*)malloc(sizeof(double)*(nnz));
//转换 triplet 到 CRS
int staus = umfpack_di_triplet_to_col(numberOfRows, numberOfColumn, nnz, Ti, Tj, Tx, Ap, Ai, Ax, NULL);
if (staus != UMFPACK_OK){
return;
}
//因子化
void *Symbolic, *Numeric;
umfpack_di_symbolic(numberOfRows, numberOfColumn, Ap, Ai, Ax, &Symbolic, NULL, NULL);
umfpack_di_numeric(Ap, Ai, Ax, Symbolic, &Numeric, NULL, NULL);
umfpack_di_solve(UMFPACK_A, Ap, Ai, Ax, X, b, Numeric, NULL, NULL);
umfpack_di_free_symbolic(&Symbolic);
umfpack_di_free_numeric(&Numeric);
if (Ai != NULL)
free(Ai);
if (Ap != NULL)
free(Ap);
if (Ax != NULL)
free(Ax);
}
inline
int symbolic (int n_row, int n_col,
int const* Ap, int const* Ai, double const* Ax,
void **Symbolic, double const* Control, double* Info)
{
return umfpack_di_symbolic (n_row, n_col, Ap, Ai, Ax,
Symbolic, Control, Info);
}
int UMF::Factor() {
int status;
double Info[UMFPACK_INFO]; // UMF internal communcation array
double Control[UMFPACK_CONTROL];
memcpy(&_rows[0], _rows_ptr, _nnz*sizeof(int));
memcpy(&_cols[0], _cols_ptr, _nnz*sizeof(int));
memcpy(&_vals[0], _vals_ptr, _nnz*sizeof(double));
_Ap.size(_dim+1);
_Ai.size(_nnz);
_Ax.size(_nnz);
_NRC = _nnz;
/* get the default control parameters */
umfpack_di_defaults (Control) ;
/* convert to column form */
status = umfpack_di_triplet_to_col(_dim, _dim, _NRC,
&_rows[0], &_cols[0],
&_vals[0], &_Ap[0], &_Ai[0], &_Ax[0], (int*)NULL) ;
if (status < 0 ) {
umfpack_di_report_status (Control, status) ;
fprintf(stderr,"umfpack_di_triplet_to_col failed\n");
return (-1);
}
/* ---------------------------------------------------------------------- */
/* symbolic factorization */
/* ---------------------------------------------------------------------- */
if ( _Symbolic == NULL ) { // skip the symbolic factorization steps except the very first one
status = umfpack_di_symbolic (_dim, _dim, &_Ap[0], &_Ai[0], &_Ax[0], &_Symbolic, Control, Info) ;
if (status < 0 ) {
umfpack_di_report_info (Control, Info) ;
umfpack_di_report_status (Control, status) ;
fprintf(stderr,"umfpack_di_symbolic failed\n");
return (-1);
}
}
/* ---------------------------------------------------------------------- */
/* numeric factorization */
/* ---------------------------------------------------------------------- */
if ( _Numeric ) umfpack_di_free_numeric (&_Numeric);
status = umfpack_di_numeric (&_Ap[0], &_Ai[0], &_Ax[0], _Symbolic, &_Numeric, Control, Info) ;
if (status < 0 ) {
umfpack_di_report_info (Control, Info) ;
umfpack_di_report_status (Control, status) ;
fprintf(stderr,"umfpack_di_numeric failed\n") ;
return (-1);
}
_is_factored = 1;
return 0;
}
bool CommonSolverUmfpack::solve(Matrix *mat, double *res)
{
printf("UMFPACK solver\n");
CSCMatrix *Acsc = NULL;
if (CooMatrix *mcoo = dynamic_cast<CooMatrix*>(mat))
Acsc = new CSCMatrix(mcoo);
else if (CSCMatrix *mcsc = dynamic_cast<CSCMatrix*>(mat))
Acsc = mcsc;
else if (CSRMatrix *mcsr = dynamic_cast<CSRMatrix*>(mat))
Acsc = new CSCMatrix(mcsr);
else
_error("Matrix type not supported.");
int nnz = Acsc->get_nnz();
int size = Acsc->get_size();
// solve
umfpack_di_defaults(control_array);
/* symbolic analysis */
void *symbolic, *numeric;
int status_symbolic = umfpack_di_symbolic(size, size,
Acsc->get_Ap(), Acsc->get_Ai(), NULL, &symbolic,
control_array, info_array);
print_status(status_symbolic);
/* LU factorization */
int status_numeric = umfpack_di_numeric(Acsc->get_Ap(), Acsc->get_Ai(), Acsc->get_Ax(), symbolic, &numeric,
control_array, info_array);
print_status(status_numeric);
umfpack_di_free_symbolic(&symbolic);
double *x = new double[size];
/* solve system */
int status_solve = umfpack_di_solve(UMFPACK_A,
Acsc->get_Ap(), Acsc->get_Ai(), Acsc->get_Ax(), x, res, numeric,
control_array, info_array);
print_status(status_solve);
umfpack_di_free_numeric(&numeric);
if (symbolic) umfpack_di_free_symbolic(&symbolic);
if (numeric) umfpack_di_free_numeric(&numeric);
memcpy(res, x, size*sizeof(double));
delete[] x;
if (!dynamic_cast<CSCMatrix*>(mat))
delete Acsc;
}
/* Create a deformation transfer object, once created, this object can help
deforming the target mesh like the source mesh deformation quicky and
faithfully.
*/
void CreateDeformationTransformer(
const char *source_ref_name, const char *target_ref_name,
const char *tricorrs_name, dt_size_type n_maxcorrs,
dtTransformer *trans)
{
__dt_TriangleCorrsList tclist;
cholmod_sparse *A;
__dt_SparseMatrix A_tri;
void *symbolic_obj; /* for umfpack's symbolic analysis */
/* Load data */
__dt_ReadObjFile_commit_or_crash(source_ref_name, &(trans->source_ref));
__dt_ReadObjFile_commit_or_crash(target_ref_name, &(trans->target));
if (__dt_LoadTriangleCorrsList(
tricorrs_name, &tclist) == -1) {
perror("Loading triangle correspondence failed");
exit(1);
}
/* Initialize triangle correspondence dictionary */
__dt_StripTriangleCorrsList(&tclist, n_maxcorrs);
__dt_CreateTriangleCorrsDict(&(trans->target), &tclist, &(trans->tcdict));
/* Precalculate inverse of surface matrices of source reference model*/
__dt_InitializeSurfaceInvVList(&(trans->source_ref), &(trans->sinvlist));
/* Allocate for linear system */
__dt_AllocDeformationEquation(&(trans->target), &(trans->tcdict), &A_tri, &(trans->C));
trans->c = __dt_CHOLMOD_dense_zeros(A_tri->ncol, 1); /* rhs vector: ncol*1 */
trans->x = __dt_CHOLMOD_dense_zeros(A_tri->ncol, 1); /* solution vector: ncol*1 */
/* Building coefficient matrix:
A_tri(triplet) ==> A(sparse) ==> At ==> AtA */
printf("building equation...\n");
__dt_BuildCoefficientMatrix(&(trans->target), &(trans->tcdict), A_tri);
A = __dt_CHOLMOD_triplet_to_sparse(A_tri); __dt_CHOLMOD_free_triplet(&A_tri);
trans->At = __dt_CHOLMOD_transpose(A); __dt_CHOLMOD_free_sparse(&A);
trans->AtA = __dt_CHOLMOD_AxAt(trans->At);
printf("factorizing...\n");
/* factorize AtA */
umfpack_di_symbolic(
(int)trans->AtA->nrow, (int)trans->AtA->ncol,
(const int*)trans->AtA->p, (const int*)trans->AtA->i, (const double*)trans->AtA->x,
&symbolic_obj, NULL, NULL);
umfpack_di_numeric(
(const int*)trans->AtA->p, (const int*)trans->AtA->i, (const double*)trans->AtA->x,
symbolic_obj, &(trans->numeric_obj), NULL, NULL);
umfpack_di_free_symbolic(&symbolic_obj);
}
int main(int argc, char *argv[]) {
if (argc < 3) {
printf("Not enough parameters.\n");
return -1;
}
if (readFromBinaryFile(argv[1]) < 0) {
return -1;
}
printf("symbolic analysis\n");
void *symbolic, *numeric;
if (umfpack_di_symbolic(ndofs, ndofs, Ap, Ai, Ax, &symbolic, NULL, NULL) < 0) {
printf("umfpack_di_symbolic failed\n");
return -1;
}
if (symbolic == NULL) {
printf("umfpack_di_symbolic error: symbolic == NULL\n");
return -1;
}
printf("numeric analysis\n");
if (umfpack_di_numeric(Ap, Ai, Ax, symbolic, &numeric, NULL, NULL) < 0) {
printf("umfpack_di_numeric failed\n");
return -1;
}
if (numeric == NULL) {
printf("umfpack_di_numeric error: numeric == NULL\n");
return -1;
}
printf("solving\n");
sln = new double [ndofs];
if (umfpack_di_solve(UMFPACK_A, Ap, Ai, Ax, sln, rhs, numeric, NULL, NULL) < 0) {
printf("umfpack_di_solve failed\n");
return -1;
}
umfpack_di_free_symbolic(&symbolic);
umfpack_di_free_numeric(&numeric);
dump_rhs(argv[2]);
printf("done\n");
return 0;
}
void UMFPACK(int n, int *Ap, int *Ai, double *Ax, double *b, double *x)
{
void *Symbolic, *Numeric;
int i;
/* symbolic analysis */
umfpack_di_symbolic(n, n, Ap, Ai, Ax, &Symbolic, NULL, NULL);
/* LU factorization */
umfpack_di_numeric(Ap, Ai, Ax, Symbolic, &Numeric, NULL, NULL);
umfpack_di_free_symbolic(&Symbolic);
/* solve system */
umfpack_di_solve(UMFPACK_A, Ap, Ai, Ax, x, b, Numeric, NULL, NULL);
umfpack_di_free_numeric(&Numeric);
}
int main (void) {
double **Y = new_square_matrix(n);
Y[0][0] = 1; Y[0][1] = 0; Y[0][2] = 0;
Y[1][0] = 0; Y[1][1] = 0.2; Y[1][2] = 1;
Y[2][0] = 0; Y[2][1] = 1; Y[2][2] = 0;
int nz = count_entry(Y,n);
int Ti[nz];
int Tj[nz];
double Tx[nz];
matrix_to_triplet(Ti,Tj,Tx,nz,Y,n);
int n_row = n;
int n_col = n;
int * Ap = new int [n_col+1];
int * Ai = new int [nz];
double * Ax = new double [nz];
int status;
double Control [UMFPACK_CONTROL];
umfpack_di_defaults (Control) ;
status = umfpack_di_triplet_to_col(n_row, n_col, nz, Ti, Tj, Tx,
Ap, Ai, Ax, (int *) NULL);
if( status < 0 ) {
umfpack_di_report_status (Control, status) ;
report_exit("umfpack_zi_triplet_to_col failed\n") ;
}
double *null = (double *) NULL ;
int i ;
void *Symbolic, *Numeric ;
(void) umfpack_di_symbolic (n, n, Ap, Ai, Ax, &Symbolic, null, null) ;
(void) umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, null, null) ;
umfpack_di_free_symbolic (&Symbolic) ;
(void) umfpack_di_solve (UMFPACK_A, Ap, Ai, Ax, v, J, Numeric, null, null) ;
umfpack_di_free_numeric (&Numeric) ;
for (i = 0 ; i < n ; i++) printf ("v [%d] = %lf\n", i, v[i]) ;
delete [] Ap;
delete [] Ai;
delete [] Ax;
return (0) ;
}
//=============================================================================
int Amesos_Umfpack::PerformSymbolicFactorization()
{
// MS // no overhead time in this method
ResetTimer(0);
double *Control = (double *) NULL, *Info = (double *) NULL;
if (Symbolic)
umfpack_di_free_symbolic (&Symbolic) ;
if (MyPID_== 0) {
(void) umfpack_di_symbolic (NumGlobalElements_, NumGlobalElements_, &Ap[0],
&Ai[0], &Aval[0],
&Symbolic, Control, Info) ;
}
SymFactTime_ = AddTime("Total symbolic factorization time", SymFactTime_, 0);
return 0;
}
void SolveRealByLU_CCS(int numberOfRow, int numberOfColumn, int nnz, int *rowIndices, int *colPtr, double *values, double *X, double *b)
{
int *Ai = (int*)malloc(sizeof(int)*(nnz));
int *Ap = (int*)malloc(sizeof(int)*(numberOfColumn + 1));
double *Ax = (double*)malloc(sizeof(double)*(nnz));
memcpy(Ax, values, sizeof(double)*nnz);
memcpy(Ap, colPtr, sizeof(int)*(numberOfColumn + 1));
memcpy(Ai, rowIndices, sizeof(int)*nnz);
void *Symbolic, *Numeric;
(void)umfpack_di_symbolic(numberOfRow, numberOfColumn, Ap, Ai, Ax, &Symbolic, NULL, NULL);
(void)umfpack_di_numeric(Ap, Ai, Ax, Symbolic, &Numeric, NULL, NULL);
umfpack_di_solve(UMFPACK_A, Ap, Ai, Ax, X, b, Numeric, NULL, NULL);
umfpack_di_free_numeric(&Numeric);
umfpack_di_free_symbolic(&Symbolic);
free(Ai);
free(Ap);
free(Ax);
}
int sci_umfpack(char* fname, void* pvApiCtx)
{
SciErr sciErr;
int mb = 0;
int nb = 0;
int i = 0;
int num_A = 0;
int num_b = 0;
int mW = 0;
int Case = 0;
int stat = 0;
SciSparse AA;
CcsSparse A;
int* piAddrA = NULL;
int* piAddr2 = NULL;
int* piAddrB = NULL;
double* pdblBR = NULL;
double* pdblBI = NULL;
double* pdblXR = NULL;
double* pdblXI = NULL;
int iComplex = 0;
int freepdblBI = 0;
int mA = 0; // rows
int nA = 0; // cols
int iNbItem = 0;
int* piNbItemRow = NULL;
int* piColPos = NULL;
double* pdblSpReal = NULL;
double* pdblSpImg = NULL;
/* umfpack stuff */
double Info[UMFPACK_INFO];
double* Control = NULL;
void* Symbolic = NULL;
void* Numeric = NULL;
int* Wi = NULL;
double* W = NULL;
char* pStr = NULL;
int iType2 = 0;
int iTypeA = 0;
int iTypeB = 0;
/* Check numbers of input/output arguments */
CheckInputArgument(pvApiCtx, 3, 3);
CheckOutputArgument(pvApiCtx, 1, 1);
/* First get arg #2 : a string of length 1 */
sciErr = getVarAddressFromPosition(pvApiCtx, 2, &piAddr2);
if (sciErr.iErr)
{
printError(&sciErr, 0);
return 1;
}
sciErr = getVarType(pvApiCtx, piAddr2, &iType2);
if (sciErr.iErr || iType2 != sci_strings)
{
printError(&sciErr, 0);
Scierror(999, _("%s: Wrong type for input argument #%d: string expected.\n"), fname, 2);
return 1;
}
if (getAllocatedSingleString(pvApiCtx, piAddr2, &pStr))
{
return 1;
}
/* select Case 1 or 2 depending (of the first char of) the string ... */
if (pStr[0] == '\\') // compare pStr[0] with '\'
{
Case = 1;
num_A = 1;
num_b = 3;
}
else if (pStr[0] == '/')
{
Case = 2;
num_A = 3;
num_b = 1;
}
else
{
Scierror(999, _("%s: Wrong input argument #%d: '%s' or '%s' expected.\n"), fname, 2, "\\", "/");
FREE(pStr);
return 1;
}
FREE(pStr);
/* get A */
sciErr = getVarAddressFromPosition(pvApiCtx, num_A, &piAddrA);
if (sciErr.iErr)
{
printError(&sciErr, 0);
return 1;
}
sciErr = getVarType(pvApiCtx, piAddrA, &iTypeA);
if (sciErr.iErr || iTypeA != sci_sparse)
{
printError(&sciErr, 0);
Scierror(999, _("%s: Wrong type for input argument #%d: A sparse matrix expected.\n"), fname, 1);
return 1;
}
if (isVarComplex(pvApiCtx, piAddrA))
{
AA.it = 1;
iComplex = 1;
sciErr = getComplexSparseMatrix(pvApiCtx, piAddrA, &mA, &nA, &iNbItem, &piNbItemRow, &piColPos, &pdblSpReal, &pdblSpImg);
}
else
{
AA.it = 0;
sciErr = getSparseMatrix(pvApiCtx, piAddrA, &mA, &nA, &iNbItem, &piNbItemRow, &piColPos, &pdblSpReal);
}
if (sciErr.iErr)
{
printError(&sciErr, 0);
return 1;
}
// fill struct sparse
AA.m = mA;
AA.n = nA;
AA.nel = iNbItem;
AA.mnel = piNbItemRow;
AA.icol = piColPos;
AA.R = pdblSpReal;
AA.I = pdblSpImg;
if ( mA != nA || mA < 1 )
{
Scierror(999, _("%s: Wrong size for input argument #%d.\n"), fname, num_A);
return 1;
}
/* get B*/
sciErr = getVarAddressFromPosition(pvApiCtx, num_b, &piAddrB);
if (sciErr.iErr)
{
printError(&sciErr, 0);
return 1;
}
sciErr = getVarType(pvApiCtx, piAddrB, &iTypeB);
if (sciErr.iErr || iTypeB != sci_matrix)
{
printError(&sciErr, 0);
Scierror(999, _("%s: Wrong type for input argument #%d: A matrix expected.\n"), fname, 3);
return 1;
}
if (isVarComplex(pvApiCtx, piAddrB))
{
iComplex = 1;
sciErr = getComplexMatrixOfDouble(pvApiCtx, piAddrB, &mb, &nb, &pdblBR, &pdblBI);
}
else
{
sciErr = getMatrixOfDouble(pvApiCtx, piAddrB, &mb, &nb, &pdblBR);
}
if (sciErr.iErr)
{
printError(&sciErr, 0);
return 1;
}
if ( (Case == 1 && ( mb != mA || nb < 1 )) || (Case == 2 && ( nb != mA || mb < 1 )) )
{
Scierror(999, _("%s: Wrong size for input argument #%d.\n"), fname, num_b);
return 1;
}
SciSparseToCcsSparse(&AA, &A);
/* allocate memory for the solution x */
if (iComplex)
{
sciErr = allocComplexMatrixOfDouble(pvApiCtx, 4, mb, nb, &pdblXR, &pdblXI);
}
else
{
sciErr = allocMatrixOfDouble(pvApiCtx, 4, mb, nb, &pdblXR);
}
if (sciErr.iErr)
{
printError(&sciErr, 0);
freeCcsSparse(A);
return 1;
}
if (A.it == 1)
{
mW = 10 * mA;
}
else
{
mW = 5 * mA;
}
if (A.it == 1 && pdblBI == NULL)
{
int iSize = mb * nb * sizeof(double);
pdblBI = (double*)MALLOC(iSize);
memset(pdblBI, 0x00, iSize);
freepdblBI = 1;
}
/* Now calling umfpack routines */
if (A.it == 1)
{
stat = umfpack_zi_symbolic(mA, nA, A.p, A.irow, A.R, A.I, &Symbolic, Control, Info);
}
else
{
stat = umfpack_di_symbolic(mA, nA, A.p, A.irow, A.R, &Symbolic, Control, Info);
}
if ( stat != UMFPACK_OK )
{
Scierror(999, _("%s: An error occurred: %s: %s\n"), fname, _("symbolic factorization"), UmfErrorMes(stat));
freeCcsSparse(A);
if (freepdblBI)
{
FREE(pdblBI);
}
return 1;
}
if (A.it == 1)
{
stat = umfpack_zi_numeric(A.p, A.irow, A.R, A.I, Symbolic, &Numeric, Control, Info);
}
else
{
stat = umfpack_di_numeric(A.p, A.irow, A.R, Symbolic, &Numeric, Control, Info);
}
if (A.it == 1)
{
umfpack_zi_free_symbolic(&Symbolic);
}
else
{
umfpack_di_free_symbolic(&Symbolic);
}
if ( stat != UMFPACK_OK )
{
Scierror(999, _("%s: An error occurred: %s: %s\n"), fname, _("numeric factorization"), UmfErrorMes(stat));
if (A.it == 1)
{
umfpack_zi_free_numeric(&Numeric);
}
else
{
umfpack_di_free_numeric(&Numeric);
}
freeCcsSparse(A);
if (freepdblBI)
{
FREE(pdblBI);
}
return 1;
}
/* allocate memory for umfpack_di_wsolve usage or umfpack_zi_wsolve usage*/
Wi = (int*)MALLOC(mA * sizeof(int));
W = (double*)MALLOC(mW * sizeof(double));
if ( Case == 1 ) /* x = A\b <=> Ax = b */
{
if (A.it == 0)
{
for ( i = 0 ; i < nb ; i++ )
{
umfpack_di_wsolve(UMFPACK_A, A.p, A.irow, A.R, &pdblXR[i * mb], &pdblBR[i * mb],
Numeric, Control, Info, Wi, W);
}
if (isVarComplex(pvApiCtx, piAddrB))
{
for ( i = 0 ; i < nb ; i++ )
{
umfpack_di_wsolve(UMFPACK_A, A.p, A.irow, A.R, &pdblXI[i * mb], &pdblBI[i * mb],
Numeric, Control, Info, Wi, W);
}
}
}
else /* A.it == 1 */
{
for ( i = 0 ; i < nb ; i++ )
{
umfpack_zi_wsolve(UMFPACK_A, A.p, A.irow, A.R, A.I, &pdblXR[i * mb], &pdblXI[i * mb],
&pdblBR[i * mb], &pdblBI[i * mb], Numeric, Control, Info, Wi, W);
}
}
}
else /* Case == 2, x = b/A <=> x A = b <=> A.'x.' = b.' */
{
if (A.it == 0)
{
TransposeMatrix(pdblBR, mb, nb, pdblXR); /* put b in x (with transposition) */
for ( i = 0 ; i < mb ; i++ )
{
umfpack_di_wsolve(UMFPACK_At, A.p, A.irow, A.R, &pdblBR[i * nb], &pdblXR[i * nb],
Numeric, Control, Info, Wi, W); /* the solutions are in br */
}
TransposeMatrix(pdblBR, nb, mb, pdblXR); /* put now br in xr with transposition */
if (isVarComplex(pvApiCtx, piAddrB))
{
TransposeMatrix(pdblBI, mb, nb, pdblXI); /* put b in x (with transposition) */
for ( i = 0 ; i < mb ; i++ )
{
umfpack_di_wsolve(UMFPACK_At, A.p, A.irow, A.R, &pdblBI[i * nb], &pdblXI[i * nb],
Numeric, Control, Info, Wi, W); /* the solutions are in bi */
}
TransposeMatrix(pdblBI, nb, mb, pdblXI); /* put now bi in xi with transposition */
}
}
else /* A.it==1 */
{
TransposeMatrix(pdblBR, mb, nb, pdblXR);
TransposeMatrix(pdblBI, mb, nb, pdblXI);
for ( i = 0 ; i < mb ; i++ )
{
umfpack_zi_wsolve(UMFPACK_Aat, A.p, A.irow, A.R, A.I, &pdblBR[i * nb], &pdblBI[i * nb],
&pdblXR[i * nb], &pdblXI[i * nb], Numeric, Control, Info, Wi, W);
}
TransposeMatrix(pdblBR, nb, mb, pdblXR);
TransposeMatrix(pdblBI, nb, mb, pdblXI);
}
}
if (A.it == 1)
{
umfpack_zi_free_numeric(&Numeric);
}
else
{
umfpack_di_free_numeric(&Numeric);
}
if (piNbItemRow != NULL)
{
FREE(piNbItemRow);
}
if (piColPos != NULL)
{
FREE(piColPos);
}
if (pdblSpReal != NULL)
{
FREE(pdblSpReal);
}
if (pdblSpImg != NULL)
{
FREE(pdblSpImg);
}
FREE(W);
FREE(Wi);
if (freepdblBI)
{
FREE(pdblBI);
}
freeCcsSparse(A);
AssignOutputVariable(pvApiCtx, 1) = 4;
ReturnArguments(pvApiCtx);
return 0;
}
int main ( )
/******************************************************************************/
/*
Purpose:
MAIN is the main program for UMFPACK_WEST.
Discussion:
This program uses UMFPACK to solve a linear system A*X=B for which the
matrix is stored, in compressed column (CC) format, in three files.
Licensing:
This code is distributed under the GNU LGPL license.
Modified:
16 July 2014
Author:
John Burkardt
Reference:
Timothy Davis,
UMFPACK User Guide,
Version 5.6.2, 25 April 2013
http://suitesparse.com
*/
{
double *acc;
double *b;
int *ccc;
int i;
int *icc;
int m;
int n;
int ncc;
double *null = ( double * ) NULL;
void *Numeric;
char prefix[] = "west";
double r;
int seed;
int status;
void *Symbolic;
double *x1;
double *x2;
timestamp ( );
printf ( "\n" );
printf ( "UMFPACK_WEST:\n" );
printf ( " C version\n" );
printf ( " Use UMFPACK to solve the sparse linear system A*x=b.\n" );
printf ( " The matrix A is stored, in CC format, in 3 files.\n" );
/*
Get the matrix size.
*/
cc_header_read ( prefix, &ncc, &n );
printf ( "\n" );
printf ( " Number of rows and columns = %d\n", n );
printf ( " Number of nonzeros NCC = %d\n", ncc );
/*
Allocate space.
*/
acc = ( double * ) malloc ( ncc * sizeof ( double ) );
ccc = ( int * ) malloc ( ( n + 1 ) * sizeof ( int ) );
icc = ( int * ) malloc ( ncc * sizeof ( int ) );
/*
Read the matrix data.
*/
cc_data_read ( prefix, ncc, n, icc, ccc, acc );
/*
Print the matrix.
*/
m = n;
cc_print ( m, n, ncc, icc, ccc, acc, " The CC matrix:" );
/*
Set up the solution.
*/
seed = 123456789;
x1 = r8vec_uniform_01_new ( n, &seed );
/*
Set the right hand side.
*/
b = cc_mv ( m, n, ncc, icc, ccc, acc, x1 );
/*
From the matrix data, create the symbolic factorization information.
*/
status = umfpack_di_symbolic ( n, n, ccc, icc, acc, &Symbolic, null, null );
/*
From the symbolic factorization information, carry out the numeric factorization.
*/
status = umfpack_di_numeric ( ccc, icc, acc, Symbolic, &Numeric, null, null );
/*
Free the symbolic factorization memory.
*/
umfpack_di_free_symbolic ( &Symbolic );
/*
Using the numeric factorization, solve the linear system.
*/
x2 = ( double * ) malloc ( n * sizeof ( double ) );
status = umfpack_di_solve ( UMFPACK_A, ccc, icc, acc, x2, b, Numeric, null, null );
/*
Free the numeric factorization.
*/
umfpack_di_free_numeric ( &Numeric );
/*
Compute the error:
*/
r = r8vec_diff_norm ( n, x1, x2 );
printf ( "\n" );
printf ( " Residual: ||A*x-b|| = %g\n", r );
/*
Free memory.
*/
free ( acc );
free ( b );
free ( ccc );
free ( icc );
free ( x1 );
free ( x2 );
/*
Terminate.
*/
printf ( "\n" );
printf ( "UMFPACK_WEST:\n" );
printf ( " Normal end of execution.\n" );
printf ( "\n" );
timestamp ( );
return 0;
}
/* This returns an integer identifier that should be unique to your
* system. There were problems with UMF mixing up systems becuase it
* would identify unique systems just by its size.
*
* This unique identifier is passed in as system_id. If you're
* creating the matrix for the first time, then you should pass in a
* -1, otherwise you should pass in the returned value from SL_UMF
* when you created your system.
*
* Note that we don't do this very intelligently. We simply use
* indices sequentially. There is no mechanism to allow re-use.
*/
int
SL_UMF ( int system_id,
int *first,
int *fact_optn,
int *matr_form,
int *nj,
int *nnz_j,
int *row,
int *col,
double *a,
double *b,
double *x )
{
/* Static struct holds all linear systems also keep track of number
* of systems we have set up */
static struct UMF_Linear_Solver_System ums_a[UMF_MAX_SYSTEMS];
static int number_systems = 0;
double Control[UMFPACK_CONTROL], Info[UMFPACK_INFO];
struct UMF_Linear_Solver_System *ums = 0; /* pointer to current system */
int i, j, k, umf_option = 0;
int hit_diag, err;
for (i = 0; i < UMFPACK_CONTROL; i++) {
Control[i] = 0;
}
for (i = 0; i < UMFPACK_INFO; i++) {
Info[i] = 0;
}
#ifdef DEBUG_SL_UMF
fprintf(stderr, "SL_UMF: system_id = %d, *first = %d, *fact_optn = %d\n",
system_id, *first, *fact_optn);
#endif
/* MEMORY */
switch (*first) {
case 1:
/* If *first == 1, then we're creating a new matrix. */
/* If system_id isn't -1, then we're probably making some sort of mistake... */
if(system_id != -1)
EH(-1, "Entered SL_UMF with *first == 1, but system_id != -1");
/* If we've already gone through all of our slots, get out. */
if(number_systems == UMF_MAX_SYSTEMS)
EH(-1, "Already created UMF_MAX_SYSTEMS systems");
system_id = number_systems;
ums = &ums_a[number_systems++];
ums->n = *nj;
ums->nnz = *nnz_j;
/* MATRIX VECTORS */
ums->ap = Ivector_birth(ums->n + 1);
ums->ai = Ivector_birth(ums->nnz);
ums->ax = Dvector_birth(ums->nnz);
/* MSR needs extra allocation for A-transpose */
ums->atp = NULL;
ums->ati = NULL;
ums->atx = NULL;
if ( *matr_form == 1 ) {
ums->atp = Ivector_birth(ums->n + 1);
ums->ati = Ivector_birth(ums->nnz);
ums->atx = Dvector_birth(ums->nnz);
}
break;
case 0:
/* If *first == 0, then we want to just reuse a previously created
* system. */
/* system_id should have the appropriate identifier. */
if(system_id == -1)
EH(-1, "Conflicting orders: system_id == -1 and *first != 1");
if(system_id < 0 || system_id >= UMF_MAX_SYSTEMS)
EH(-1, "Index out of range: system_id");
/* Grab the hopeful system. */
ums = &ums_a[system_id];
/* Run through some sanity checks to help ensure we're dealing
* with the correct system. */
if(ums->n != *nj || ums->nnz != *nnz_j)
EH(-1, "Tried to access a bad system");
break;
case -1:
/* If *first == -1, then we want to free space. */
/* system_id should have the appropriate identifier. */
if(system_id == -1)
EH(-1, "Conflicting orders: system_id == -1 and *first != 1");
if(system_id < 0 || system_id >= UMF_MAX_SYSTEMS)
EH(-1, "Index out of range: system_id");
ums = &ums_a[system_id];
/* Run through some sanity checks to help ensure we're dealing
* with the correct system. */
if(ums->n != *nj || ums->nnz != *nnz_j)
EH(-1, "Tried to free a bad system");
umfpack_di_free_symbolic(&ums->symbolic);
ums->symbolic = NULL;
umfpack_di_free_numeric(&ums->numeric);
ums->numeric = NULL;
Ivector_death(ums->ap, ums->n + 1);
Ivector_death(ums->ai, ums->nnz);
Dvector_death(ums->ax, ums->nnz);
if ( ums->atp != NULL ) {
Ivector_death(ums->atp, ums->n + 1);
Ivector_death(ums->ati, ums->nnz);
Dvector_death(ums->atx, ums->nnz);
}
/* MMH: The fix that changed the world... */
ums->n = 0;
ums->nnz = 0;
/* So things break later in case we actually use the return value
* after deallocating space. */
system_id = -1;
break;
}
/* CONVERT MSR FORMAT TO MATLAB FORMAT IF NEEDED */
if (abs(*fact_optn) < 3) {
switch (*matr_form) {
case 0: /* COORDINATE FORMAT */
umfpack_di_triplet_to_col( ums->n, ums->n, ums->nnz,
row, col, a,
ums->ap, ums->ai, ums->ax,
NULL );
break;
case 1: /* MSR FORMAT */
/* Note: MSR is row-oriented and UMF wants column-oriented data.
So, assemble A-transpose in UMF format, and use umf utility
to get back A in UMF format.
Note also that UMF can operate directly on A-transpose. This
can save having to make another copy of the matrix, but it limited
experiments, I found it to be slower. -DRN
To form A-transpose in UMF format, merge the diagonal entries
back into the rows.
*/
k = 0;
for (i=0;i<ums->n;i++) { /* loop over rows */
ums->atp[i] = k;
hit_diag = FALSE;
for (j=col[i];j<col[i+1];j++) { /* loop over colums within row */
/* if we get to the spot where the diagonal term belongs, merge it in */
if (!hit_diag && col[j] > i ) {
ums->ati[k] = i;
ums->atx[k] = a[i];
k++;
hit_diag = TRUE;
}
ums->ati[k] = col[j];
ums->atx[k] = a[j];
k++;
}
/* if we never got to the diagonal, merge it in now */
if (!hit_diag) {
ums->ati[k] = i;
ums->atx[k] = a[i];
k++;
hit_diag = TRUE;
}
}
ums->atp[ums->n] = ums->nnz;
if (ums->nnz != k) {
DPRINTF(stderr, "E: NNZ=%12d CT=%12d\n", ums->nnz, k);
exit(0);
}
/* transpose matrix */
err = umfpack_di_transpose (ums->n, ums->n, ums->atp, ums->ati, ums->atx,
(int *) NULL, (int *) NULL, ums->ap, ums->ai, ums->ax);
if ( err != UMFPACK_OK )
{
fprintf(stderr,"UMFPACK error = %d\n",err);
EH(-1,"Error computing matrix transpose using umfpack_di_transpose\n");
}
break;
case 2: /* CSR FORMAT - NOT DONE YET */
EH(-1, "Sorry, cannot convert CSR systems");
break;
}
/* SET OPTIONS */
switch (*fact_optn) {
case -2: /* FULL ANALYSIS AND FACTORIZATION */
umf_option = 1;
break;
case -1: /* FACTORIZATION WITH PAST ANALYSIS */
umf_option = 0;
break;
case 0: /* FULL ANALYSIS AND FACTORIZATION */
umf_option = 1;
break;
case 1: /* FACTORIZATION WITH PAST ANALYSIS */
umf_option = 0;
break;
case 3:
umf_option = 0;
break;
default:
EH(-1, "Bad *fact_optn");
}
/* load default control parameters for UMF */
umfpack_di_defaults( Control );
/* optionally can ask for feedback from routines by uncommenting below */
/*Control[UMFPACK_PRL] = 2.;*/
/* optionally force solution strategy */
Control[UMFPACK_STRATEGY] = UMFPACK_STRATEGY_UNSYMMETRIC;
if ( umf_option == 1 ) {
/* analysis */
if ( ums->symbolic != NULL ) {
umfpack_di_free_symbolic(&ums->symbolic);
ums->symbolic = NULL;
}
err = umfpack_di_symbolic( ums->n, ums->n,
ums->ap, ums->ai, ums->ax,
&ums->symbolic, Control, Info );
umfpack_di_report_status(Control, err);
umfpack_di_report_info(Control, Info);
}
/* factorization */
if ( ums->numeric != NULL ) {
umfpack_di_free_numeric(&ums->numeric);
ums->numeric = NULL;
}
err = umfpack_di_numeric( ums->ap, ums->ai, ums->ax,
ums->symbolic, &ums->numeric, Control, Info );
umfpack_di_report_status(Control, err);
umfpack_di_report_info(Control, Info);
}
/* solve */
if ( *fact_optn >= 0 ) {
err = umfpack_di_solve( UMFPACK_A, ums->ap, ums->ai, ums->ax,
x, b,
ums->numeric, Control, Info );
umfpack_di_report_status(Control, err);
umfpack_di_report_info(Control, Info);
}
return system_id;
} /* END of routine SL_UMF */
std::vector<double> solveQ(std::vector<std::vector<double>> const &cols, std::vector<Vertex> const & fixed_cells, std::vector<Vertex> const * virtual_cells)
{
//assert N x N dim of cols matrix
assert(cols.size() == cols.at(0).size());
int m_dim = cols.size();
std::vector<double> retval;
retval.resize(2*m_dim);
double * X = new double[m_dim]();
double * Y = new double[m_dim]();
double * Bx = new double[m_dim]();
double * By = new double[m_dim]();
//construct rhs vectors - Bx, By
for (unsigned int i=0; i < fixed_cells.size(); ++i)
{
std::list<Edge> const & adj_cells = fixed_cells.at(i).adj_list;
for(auto it = adj_cells.begin(); it != adj_cells.end(); ++it)
{
if ((*it).tgt->fixed)
continue;
int idx = Vertex::v_map_table.at((*it).tgt->v_id - 1);
assert(idx < m_dim && idx >= 0);
Bx[idx] += (*it).weight * (double)fixed_cells.at(i).x_pos;
By[idx] += (*it).weight * (double)fixed_cells.at(i).y_pos;
}
}
//add weight contributions from virtual pins
if (virtual_cells != nullptr)
{
for (unsigned int i=0; i < (*virtual_cells).size(); ++i)
{
std::list<Edge> const & adj_cells = (*virtual_cells).at(i).adj_list;
for(auto it = adj_cells.begin(); it != adj_cells.end(); ++it)
{
if ((*it).tgt->fixed)
continue;
int idx = Vertex::v_map_table.at((*it).tgt->v_id - 1);
assert(idx < m_dim && idx >= 0);
Bx[idx] += (*it).weight * (double)(*virtual_cells).at(i).x_pos;
By[idx] += (*it).weight * (double)(*virtual_cells).at(i).y_pos;
}
}
}
//UMFPACK sparse matrix solver arguments
int * Ap = new int[m_dim+1];
int * Ai;
double * Ax;
Ap[0] = 0;
int nz_cnt = 0;
for (int c=0; c<m_dim; ++c)
{
for(int r=0; r<m_dim; ++r)
{
if (cols[c][r] != 0)
++nz_cnt;
}
Ap[c+1] = nz_cnt;
}
Ai = new int[nz_cnt];
Ax = new double[nz_cnt];
int idx = 0;
for (int c=0; c<m_dim; ++c)
{
for(int r=0; r<m_dim; ++r)
{
if (cols[c][r] != 0)
{
Ai[idx] = r;
Ax[idx] = cols[c][r];
++idx;
}
}
}
#ifdef _DEBUG_
std::cout << "Bx: ";
for(int i =0; i<m_dim; ++i)
{
std::cout << Bx[i] << " ";
}
std::cout << "\n";
std::cout << "By: ";
for(int i =0; i<m_dim; ++i)
{
std::cout << Bx[i] << " ";
}
std::cout << "\n";
std::cout << "Ap: ";
for(int i =0; i<m_dim+1; ++i)
{
std::cout << Ap[i] << " ";
}
std::cout << "\n";
std::cout << "Ai: ";
for(int i =0; i<nz_cnt; ++i)
{
std::cout << Ai[i] << " ";
}
std::cout << "\n";
std::cout << "Ax: ";
for(int i =0; i<nz_cnt; ++i)
{
std::cout << Ax[i] << " ";
}
std::cout << "\n";
#endif
double *null = (double *) NULL;
void *Symbolic, *Numeric;
(void) umfpack_di_symbolic (m_dim, m_dim, Ap, Ai, Ax, &Symbolic, null, null);
(void) umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, null, null);
umfpack_di_free_symbolic(&Symbolic);
(void) umfpack_di_solve (UMFPACK_A, Ap, Ai, Ax, X, Bx, Numeric, null, null);
(void) umfpack_di_solve (UMFPACK_A, Ap, Ai, Ax, Y, By, Numeric, null, null);
umfpack_di_free_numeric(&Numeric);
//push X, Y into return vector
for(int i=0; i<m_dim; ++i)
{
retval[i] = X[i];
retval[i+m_dim] = Y[i];
}
delete [] X;
delete [] Y;
delete [] Bx;
delete [] By;
delete [] Ap;
delete [] Ai;
delete [] Ax;
return retval;
}
int main (int argc, char **argv)
{
int i, j, k, n, nz, *Ap, *Ai, *Ti, *Tj, status, *Pamd, nrow, ncol, rhs ;
double *Ax, *b, *x, Control [UMFPACK_CONTROL], Info [UMFPACK_INFO], aij,
*Tx, *r, amd_Control [AMD_CONTROL], amd_Info [AMD_INFO], tamd [2],
stats [2], droptol ;
void *Symbolic, *Numeric ;
FILE *f, *f2 ;
char s [SMAX] ;
/* ---------------------------------------------------------------------- */
/* set controls */
/* ---------------------------------------------------------------------- */
printf ("\n===========================================================\n"
"=== UMFPACK v%d.%d.%d ========================================\n"
"===========================================================\n",
UMFPACK_MAIN_VERSION, UMFPACK_SUB_VERSION, UMFPACK_SUBSUB_VERSION) ;
umfpack_di_defaults (Control) ;
Control [UMFPACK_PRL] = 3 ;
Control [UMFPACK_BLOCK_SIZE] = 32 ;
f = fopen ("tmp/control.umf4", "r") ;
if (f != (FILE *) NULL)
{
printf ("Reading control file tmp/control.umf4\n") ;
for (i = 0 ; i < UMFPACK_CONTROL ; i++)
{
fscanf (f, "%lg\n", & Control [i]) ;
}
fclose (f) ;
}
if (argc > 1)
{
char *t = argv [1] ;
/* get the strategy */
if (t [0] == 'u')
{
Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_UNSYMMETRIC ;
}
else if (t [0] == 'a')
{
Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_AUTO ;
}
else if (t [0] == 's')
{
Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_SYMMETRIC ;
}
else if (t [0] == '2')
{
printf ("unrecognized strategy: %s\n", argv [1]) ;
}
else if (t [0] == 'U')
{
Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_UNSYMMETRIC ;
Control [UMFPACK_SCALE] = UMFPACK_SCALE_MAX ;
}
else if (t [0] == 'A')
{
Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_AUTO ;
Control [UMFPACK_SCALE] = UMFPACK_SCALE_MAX ;
}
else if (t [0] == 'S')
{
Control [UMFPACK_STRATEGY] = UMFPACK_STRATEGY_SYMMETRIC ;
Control [UMFPACK_SCALE] = UMFPACK_SCALE_MAX ;
}
else if (t [0] == 'T')
{
printf ("unrecognized strategy: %s\n", argv [1]) ;
}
else
{
printf ("unrecognized strategy: %s\n", argv [1]) ;
}
if (t [1] == 'n')
{
/* no aggressive absorption */
Control [UMFPACK_AGGRESSIVE] = FALSE ;
}
}
if (argc > 2)
{
/* get the drop tolerance */
sscanf (argv [2], "%lg", &droptol) ;
printf ("droptol %g\n", droptol) ;
Control [UMFPACK_DROPTOL] = droptol ;
}
umfpack_di_report_control (Control) ;
/* ---------------------------------------------------------------------- */
/* open the matrix file (tmp/A) */
/* ---------------------------------------------------------------------- */
printf ("File: tmp/A\n") ;
f = fopen ("tmp/A", "r") ;
if (!f)
{
printf ("Unable to open file\n") ;
exit (1) ;
}
/* ---------------------------------------------------------------------- */
/* get n and nz */
/* ---------------------------------------------------------------------- */
printf ("File: tmp/Asize\n") ;
f2 = fopen ("tmp/Asize", "r") ;
if (f2)
{
fscanf (f2, "%d %d %d\n", &nrow, &ncol, &nz) ;
fclose (f2) ;
}
else
{
nrow = 1 ;
ncol = 1 ;
}
nz = 0 ;
while (fgets (s, SMAX, f) != (char *) NULL)
{
sscanf (s, "%d %d %lg", &i, &j, &aij) ;
#ifdef ZERO_BASED
/* matrix is zero based */
i++ ;
j++ ;
#endif
nrow = MAX (nrow, i) ;
ncol = MAX (ncol, j) ;
nz++ ;
}
fclose (f) ;
n = MAX (nrow, ncol) ;
printf ("n %d nrow %d ncol %d nz %d\n", n, nrow, ncol, nz) ;
/* ---------------------------------------------------------------------- */
/* allocate space for the input triplet form */
/* ---------------------------------------------------------------------- */
Ti = (int *) malloc (nz * sizeof (int)) ;
Tj = (int *) malloc (nz * sizeof (int)) ;
Tx = (double *) malloc (nz * sizeof (double)) ;
if (!Ti || !Tj || !Tx)
{
printf ("out of memory for input matrix\n") ;
exit (1) ;
}
/* ---------------------------------------------------------------------- */
/* read in the triplet form */
/* ---------------------------------------------------------------------- */
f2 = fopen ("tmp/A", "r") ;
if (!f2)
{
printf ("Unable to open file\n") ;
exit (1) ;
}
k = 0 ;
while (fgets (s, SMAX, f2) != (char *) NULL)
{
sscanf (s, "%d %d %lg", &i, &j, &aij) ;
#ifndef ZERO_BASED
i-- ; /* convert to 0-based */
j-- ;
#endif
if (k >= nz)
{
printf ("Error! Matrix size is wrong\n") ;
exit (1) ;
}
Ti [k] = i ;
Tj [k] = j ;
Tx [k] = aij ;
k++ ;
}
fclose (f2) ;
(void) umfpack_di_report_triplet (nrow, ncol, nz, Ti, Tj, Tx, Control) ;
/* ---------------------------------------------------------------------- */
/* convert to column form */
/* ---------------------------------------------------------------------- */
/* convert to column form */
Ap = (int *) malloc ((n+1) * sizeof (int)) ;
Ai = (int *) malloc (nz * sizeof (int)) ;
Ax = (double *) malloc (nz * sizeof (double)) ;
b = (double *) malloc (n * sizeof (double)) ;
r = (double *) malloc (n * sizeof (double)) ;
x = (double *) malloc (n * sizeof (double)) ;
if (!Ap || !Ai || !Ax || !b || !r)
{
printf ("out of memory") ;
exit (1) ;
}
umfpack_tic (stats) ;
status = umfpack_di_triplet_to_col (nrow, ncol, nz, Ti, Tj, Tx, Ap, Ai, Ax,
(int *) NULL) ;
umfpack_toc (stats) ;
printf ("triplet-to-col time: wall %g cpu %g\n", stats [0], stats [1]) ;
if (status != UMFPACK_OK)
{
umfpack_di_report_status (Control, status) ;
printf ("umfpack_di_triplet_to_col failed") ;
exit (1) ;
}
/* print the column-form of A */
(void) umfpack_di_report_matrix (nrow, ncol, Ap, Ai, Ax, 1, Control) ;
/* b = A * xtrue */
rhs = FALSE ;
if (nrow == ncol)
{
f = fopen ("tmp/b", "r") ;
if (f != (FILE *) NULL)
{
printf ("Reading tmp/b\n") ;
rhs = TRUE ;
for (i = 0 ; i < n ; i++)
{
fscanf (f, "%lg\n", &b [i]) ;
}
fclose (f) ;
}
else
{
Atimesx (n, Ap, Ai, Ax, b, FALSE) ;
}
}
/* ---------------------------------------------------------------------- */
/* free the triplet form */
/* ---------------------------------------------------------------------- */
free (Ti) ;
free (Tj) ;
free (Tx) ;
/* ---------------------------------------------------------------------- */
/* symbolic factorization */
/* ---------------------------------------------------------------------- */
status = umfpack_di_symbolic (nrow, ncol, Ap, Ai, Ax, &Symbolic,
Control, Info) ;
umfpack_di_report_info (Control, Info) ;
if (status != UMFPACK_OK)
{
umfpack_di_report_status (Control, status) ;
printf ("umfpack_di_symbolic failed") ;
exit (1) ;
}
/* print the symbolic factorization */
(void) umfpack_di_report_symbolic (Symbolic, Control) ;
/* ---------------------------------------------------------------------- */
/* numeric factorization */
/* ---------------------------------------------------------------------- */
status = umfpack_di_numeric (Ap, Ai, Ax, Symbolic, &Numeric, Control, Info);
if (status < UMFPACK_OK)
{
umfpack_di_report_info (Control, Info) ;
umfpack_di_report_status (Control, status) ;
fprintf (stderr, "umfpack_di_numeric failed: %d\n", status) ;
printf ("umfpack_di_numeric failed\n") ;
exit (1) ;
}
/* print the numeric factorization */
(void) umfpack_di_report_numeric (Numeric, Control) ;
/* ---------------------------------------------------------------------- */
/* solve Ax=b */
/* ---------------------------------------------------------------------- */
if (nrow == ncol && status == UMFPACK_OK)
{
status = umfpack_di_solve (UMFPACK_A, Ap, Ai, Ax, x, b, Numeric,
Control, Info) ;
umfpack_di_report_info (Control, Info) ;
umfpack_di_report_status (Control, status) ;
if (status < UMFPACK_OK)
{
printf ("umfpack_di_solve failed\n") ;
exit (1) ;
}
(void) umfpack_di_report_vector (n, x, Control) ;
printf ("relative maxnorm of residual, ||Ax-b||/||b||: %g\n",
resid (n, Ap, Ai, Ax, x, r, b, FALSE)) ;
if (!rhs)
{
printf ("relative maxnorm of error, ||x-xtrue||/||xtrue||: %g\n\n",
err (n, x)) ;
}
f = fopen ("tmp/x", "w") ;
if (f != (FILE *) NULL)
{
printf ("Writing tmp/x\n") ;
for (i = 0 ; i < n ; i++)
{
fprintf (f, "%30.20e\n", x [i]) ;
}
fclose (f) ;
}
else
{
printf ("Unable to write output x!\n") ;
exit (1) ;
}
f = fopen ("tmp/info.umf4", "w") ;
if (f != (FILE *) NULL)
{
printf ("Writing tmp/info.umf4\n") ;
for (i = 0 ; i < UMFPACK_INFO ; i++)
{
fprintf (f, "%30.20e\n", Info [i]) ;
}
fclose (f) ;
}
else
{
printf ("Unable to write output info!\n") ;
exit (1) ;
}
}
else
{
/* don't solve, just report the results */
umfpack_di_report_info (Control, Info) ;
umfpack_di_report_status (Control, status) ;
}
/* ---------------------------------------------------------------------- */
/* free the Symbolic and Numeric factorization */
/* ---------------------------------------------------------------------- */
umfpack_di_free_symbolic (&Symbolic) ;
umfpack_di_free_numeric (&Numeric) ;
printf ("umf4 done, strategy: %g\n", Control [UMFPACK_STRATEGY]) ;
/* ---------------------------------------------------------------------- */
/* test just AMD ordering (not part of UMFPACK, but a separate test) */
/* ---------------------------------------------------------------------- */
/* first make the matrix square */
if (ncol < n)
{
for (j = ncol+1 ; j <= n ; j++)
{
Ap [j] = Ap [ncol] ;
}
}
printf (
"\n\n===========================================================\n"
"=== AMD ===================================================\n"
"===========================================================\n") ;
printf ("\n\n------- Now trying the AMD ordering. This not part of\n"
"the UMFPACK analysis or factorization, above, but a separate\n"
"test of just the AMD ordering routine.\n") ;
Pamd = (int *) malloc (n * sizeof (int)) ;
if (!Pamd)
{
printf ("out of memory\n") ;
exit (1) ;
}
amd_defaults (amd_Control) ;
amd_control (amd_Control) ;
umfpack_tic (tamd) ;
status = amd_order (n, Ap, Ai, Pamd, amd_Control, amd_Info) ;
umfpack_toc (tamd) ;
printf ("AMD ordering time: cpu %10.2f wall %10.2f\n",
tamd [1], tamd [0]) ;
if (status != AMD_OK)
{
printf ("amd failed: %d\n", status) ;
exit (1) ;
}
amd_info (amd_Info) ;
free (Pamd) ;
printf ("AMD test done\n") ;
free (Ap) ;
free (Ai) ;
free (Ax) ;
free (b) ;
free (r) ;
free (x) ;
return (0) ;
}
int umfpack_solver(struct simulation *sim,int col,int nz,int *Ti,int *Tj, long double *lTx,long double *lb)
{
int i;
void *Symbolic, *Numeric;
int status;
double *dtemp;
int *itemp;
if ((sim->last_col!=col)||(sim->last_nz!=nz))
{
dtemp = realloc(sim->x,col*sizeof(double));
if (dtemp==NULL)
{
ewe(sim,"realloc failed\n");
}else
{
sim->x=dtemp;
}
dtemp = realloc(sim->b,col*sizeof(double));
if (dtemp==NULL)
{
ewe(sim,"realloc failed\n");
}else
{
sim->b=dtemp;
}
itemp = realloc(sim->Ap,(col+1)*sizeof(int));
if (itemp==NULL)
{
ewe(sim,"realloc failed\n");
}else
{
sim->Ap=itemp;
}
itemp = realloc(sim->Ai,(nz)*sizeof(int));
if (itemp==NULL)
{
ewe(sim,"realloc failed\n");
}else
{
sim->Ai=itemp;
}
dtemp = realloc(sim->Ax,(nz)*sizeof(double));
if (dtemp==NULL)
{
ewe(sim,"realloc failed\n");
}else
{
sim->Ax=dtemp;
}
dtemp = realloc(sim->Tx,(nz)*sizeof(double));
if (dtemp==NULL)
{
ewe(sim,"realloc failed\n");
}else
{
sim->Tx=dtemp;
}
sim->last_col=col;
sim->last_nz=nz;
}
for (i=0;i<col;i++)
{
sim->b[i]=(double)lb[i];
}
for (i=0;i<nz;i++)
{
sim->Tx[i]=(double)lTx[i];
}
double Control [UMFPACK_CONTROL],Info [UMFPACK_INFO];
umfpack_di_defaults (Control) ;
Control[UMFPACK_BLOCK_SIZE]=20;
//Control [UMFPACK_STRATEGY]=UMFPACK_STRATEGY_SYMMETRIC;//UMFPACK_STRATEGY_UNSYMMETRIC;
//Control [UMFPACK_ORDERING]=UMFPACK_ORDERING_BEST;//UMFPACK_ORDERING_AMD;//UMFPACK_ORDERING_BEST;//
//printf("%lf\n",Control[UMFPACK_BLOCK_SIZE]);
//Control [UMFPACK_PIVOT_TOLERANCE]=0.0001;
//Control[UMFPACK_SINGLETONS]=1;
//Control[UMFPACK_SCALE]=3;
status = umfpack_di_triplet_to_col(col, col, nz, Ti, Tj, sim->Tx, sim->Ap, sim->Ai, sim->Ax, NULL);
//printf("rod1\n");
//getchar();
if (status != UMFPACK_OK) {
error_report(status, __FILE__, __func__, __LINE__);
return EXIT_FAILURE;
}
// symbolic analysis
//printf("here2 %d\n",col);
status = umfpack_di_symbolic(col, col, sim->Ap, sim->Ai, sim->Ax, &Symbolic, Control, Info);
//printf("rod2\n");
//getchar();
//printf("here3\n");
if (status != UMFPACK_OK) {
error_report(status, __FILE__, __func__, __LINE__);
return EXIT_FAILURE;
}
// LU factorization
umfpack_di_numeric(sim->Ap, sim->Ai, sim->Ax, Symbolic, &Numeric, Control, Info);
//printf("rod5\n");
//getchar();
if (status != UMFPACK_OK) {
error_report(status, __FILE__, __func__, __LINE__);
return EXIT_FAILURE;
}
// solve system
umfpack_di_free_symbolic(&Symbolic);
//printf("rod a\n");
//getchar();
umfpack_di_solve(UMFPACK_A, sim->Ap, sim->Ai, sim->Ax, sim->x, sim->b, Numeric, Control, Info);
//printf("rod b\n");
//getchar();
//printf("%lf\n",Info [UMFPACK_ORDERING_USED]);
if (status != UMFPACK_OK) {
error_report(status, __FILE__, __func__, __LINE__);
return EXIT_FAILURE;
}
umfpack_di_free_numeric(&Numeric);
//printf("rod\n");
//getchar();
for (i=0;i<col;i++)
{
lb[i]=(long double)sim->x[i];
}
//memcpy(b, x, col*sizeof(double));
//umfpack_toc(stats);
return 0;
}
static int cs_fact_init_umfpack( cs_fact_t *umfd, const cs *A )
{
#ifdef USE_UMFPACK
int ret;
void *symbolic;
cs *T;
/* Create matrix and sort. */
/* Non-symmetric case. */
if (0) {
T = cs_transpose( A, 1 );
umfd->A = cs_transpose( T, 1 );
cs_spfree( T );
}
/* Symmetric case. */
else {
umfd->A = cs_transpose( A, 1 );
}
cs_dupl( umfd->A );
/* Generate symbolic. */
ret = umfpack_di_symbolic( umfd->n, umfd->n, umfd->A->p, umfd->A->i, umfd->A->x, &symbolic, NULL, NULL );
if (ret < UMFPACK_OK)
goto err_sym;
/* Generate numeric. */
ret = umfpack_di_numeric( umfd->A->p, umfd->A->i, umfd->A->x, symbolic, &umfd->numeric, NULL, NULL );
if (ret < UMFPACK_OK)
goto err_num;
else if (ret > UMFPACK_OK) {
switch (ret) {
case UMFPACK_WARNING_singular_matrix:
fprintf( stderr, "UMFPACK: Matrix is singular.\n" );
break;
case UMFPACK_WARNING_determinant_underflow:
fprintf( stderr, "UMFPACK: Determinant underflow.\n" );
break;
case UMFPACK_WARNING_determinant_overflow:
fprintf( stderr, "UMFPACK: Determinant overflow.\n" );
break;
}
}
/* Clean up symbolic. */
umfpack_di_free_symbolic( &symbolic );
/* Allocate buffers. */
umfd->wi = malloc( umfd->n * sizeof(int) );
if (umfd->wi == NULL)
goto err_wi;
umfd->w = malloc( umfd->n*5 * sizeof(double) ); /* We consider iteration refinement. */
if (umfd->w == NULL)
goto err_w;
umfd->x = calloc( umfd->n, sizeof(double) );
if (umfd->x == NULL)
goto err_x;
umfd->type = CS_FACT_UMFPACK;
return 0;
err_x:
free( umfd->w );
err_w:
free( umfd->wi );
err_wi:
umfpack_di_free_numeric( &umfd->numeric );
err_num:
umfpack_di_free_symbolic( &symbolic );
err_sym:
cs_spfree( umfd->A );
return -1;
#else /* USE_UMFPACK */
(void) umfd;
(void) A;
return -1;
#endif /* USE_UMFPACK */
}
int sci_umf_lufact(char* fname, void* pvApiCtx)
{
SciErr sciErr;
int stat = 0;
SciSparse AA;
CcsSparse A;
int mA = 0; // rows
int nA = 0; // cols
int iNbItem = 0;
int* piNbItemRow = NULL;
int* piColPos = NULL;
double* pdblSpReal = NULL;
double* pdblSpImg = NULL;
/* umfpack stuff */
double* Control = NULL;
double* Info = NULL;
void* Symbolic = NULL;
void* Numeric = NULL;
int* piAddr1 = NULL;
int iComplex = 0;
int iType1 = 0;
/* Check numbers of input/output arguments */
CheckInputArgument(pvApiCtx, 1, 1);
CheckOutputArgument(pvApiCtx, 1, 1);
/* get A the sparse matrix to factorize */
sciErr = getVarAddressFromPosition(pvApiCtx, 1, &piAddr1);
if (sciErr.iErr)
{
printError(&sciErr, 0);
return 1;
}
/* check if the first argument is a sparse matrix */
sciErr = getVarType(pvApiCtx, piAddr1, &iType1);
if (sciErr.iErr || iType1 != sci_sparse)
{
printError(&sciErr, 0);
Scierror(999, _("%s: Wrong type for input argument #%d: A sparse matrix expected.\n"), fname, 1);
return 1;
}
if (isVarComplex(pvApiCtx, piAddr1))
{
iComplex = 1;
sciErr = getComplexSparseMatrix(pvApiCtx, piAddr1, &mA, &nA, &iNbItem, &piNbItemRow, &piColPos, &pdblSpReal, &pdblSpImg);
}
else
{
sciErr = getSparseMatrix(pvApiCtx, piAddr1, &mA, &nA, &iNbItem, &piNbItemRow, &piColPos, &pdblSpReal);
}
if (sciErr.iErr)
{
FREE(piNbItemRow);
FREE(piColPos);
FREE(pdblSpReal);
if (pdblSpImg)
{
FREE(pdblSpImg);
}
printError(&sciErr, 0);
return 1;
}
// fill struct sparse
AA.m = mA;
AA.n = nA;
AA.it = iComplex;
AA.nel = iNbItem;
AA.mnel = piNbItemRow;
AA.icol = piColPos;
AA.R = pdblSpReal;
AA.I = pdblSpImg;
if (nA <= 0 || mA <= 0)
{
FREE(piNbItemRow);
FREE(piColPos);
FREE(pdblSpReal);
if (pdblSpImg)
{
FREE(pdblSpImg);
}
Scierror(999, _("%s: Wrong size for input argument #%d.\n"), fname, 1);
return 1;
}
SciSparseToCcsSparse(&AA, &A);
FREE(piNbItemRow);
FREE(piColPos);
FREE(pdblSpReal);
if (pdblSpImg)
{
FREE(pdblSpImg);
}
/* symbolic factorization */
if (A.it == 1)
{
stat = umfpack_zi_symbolic(nA, mA, A.p, A.irow, A.R, A.I, &Symbolic, Control, Info);
}
else
{
stat = umfpack_di_symbolic(nA, mA, A.p, A.irow, A.R, &Symbolic, Control, Info);
}
if (stat != UMFPACK_OK)
{
freeCcsSparse(A);
Scierror(999, _("%s: An error occurred: %s: %s\n"), fname, _("symbolic factorization"), UmfErrorMes(stat));
return 1;
}
/* numeric factorization */
if (A.it == 1)
{
stat = umfpack_zi_numeric(A.p, A.irow, A.R, A.I, Symbolic, &Numeric, Control, Info);
}
else
{
stat = umfpack_di_numeric(A.p, A.irow, A.R, Symbolic, &Numeric, Control, Info);
}
if (A.it == 1)
{
umfpack_zi_free_symbolic(&Symbolic);
}
else
{
umfpack_di_free_symbolic(&Symbolic);
}
if ( stat != UMFPACK_OK && stat != UMFPACK_WARNING_singular_matrix )
{
freeCcsSparse(A);
Scierror(999, _("%s: An error occurred: %s: %s\n"), fname, _("symbolic factorization"), UmfErrorMes(stat));
return 1;
}
if ( stat == UMFPACK_WARNING_singular_matrix && mA == nA )
{
if (getWarningMode())
{
Sciwarning("\n%s:%s\n", _("Warning"), _("The (square) matrix appears to be singular."));
}
}
/* add the pointer in the list ListNumeric */
if (! AddAdrToList(Numeric, A.it, &ListNumeric))
{
/* AddAdrToList return 0 if malloc have failed : as it is just
for storing 2 pointers this is unlikely to occurs but ... */
if (A.it == 1)
{
umfpack_zi_free_numeric(&Numeric);
}
else
{
umfpack_di_free_numeric(&Numeric);
}
freeCcsSparse(A);
Scierror(999, _("%s: An error occurred: %s\n"), fname, _("no place to store the LU pointer in ListNumeric."));
return 1;
}
freeCcsSparse(A);
/* create the scilab object to store the pointer onto the LU factors */
sciErr = createPointer(pvApiCtx, 2, Numeric);
if (sciErr.iErr)
{
printError(&sciErr, 0);
return 1;
}
/* return the pointer */
AssignOutputVariable(pvApiCtx, 1) = 2;
ReturnArguments(pvApiCtx);
return 0;
}
void solve_linear_system(const int_vector& lhs_row_index,
const int_vector& lhs_col_index,
const dbl_vector& lhs_values,
dbl_vector rhs,
dbl_vector& out_solution,
void* numeric)
{
// Assume lhs is square.
unsigned long num_nonzero = lhs_values.size();
unsigned long num_rows = rhs.size();
// Convert lhs matrix into the format used in UMFPACK.
int* ti;
int* tj;
double* tx;
int* ap;
int* ai;
double* ax;
double* x;
double* b;
ti = new int[num_nonzero];
ELOG("ti memory allocated...");
tj = new int[num_nonzero];
ELOG("tj memory allocated...");
tx = new double[num_nonzero];
ELOG("tx memory allocated...");
// Copy to input data.
for(unsigned long i = 0; i < num_nonzero; i++) {
ti[i] = lhs_row_index(i);
tj[i] = lhs_col_index(i);
tx[i] = lhs_values(i);
ELOG("ti, tj, tx (", i, ") = ",
ti[i], ", ", tj[i], ", ", tx[i], ", ");
}
ap = new int[num_rows + 1];
ELOG("ap memory allocated...");
ai = new int[num_rows * num_rows];
ELOG("ai memory allocated...");
ax = new double[num_rows * num_rows];
ELOG("ax memory allocated...");
umfpack_di_triplet_to_col(num_rows, num_rows, num_nonzero,
ti, tj, tx,
ap, ai, ax,
null_int);
delete [] ti;
delete [] tj;
delete [] tx;
x = new double[num_rows];
ELOG("x memory allocated...");
b = new double[num_rows];
ELOG("b memory allocated...");
ELOG("Define right hand side...");
// Set right hand side equal to portfolio.
for(unsigned long i = 0; i < num_rows; ++i)
b[i] = rhs(i);
ELOG("Rhs to solve = ", rhs);
#ifdef DEBUG
for(unsigned long i = 0; i < num_rows + 1; ++i)
ELOG("ap[", i, "] = ", ap[i]);
for(unsigned long i_row = 0;
i_row < num_rows; ++i_row) {
for(unsigned long i_col = 0;
i_col < num_rows; ++i_col) {
ELOG("A(", i_row, ",", i_col, ") = ", ax[ap[i_col] + i_row]);
}
ELOG("b(", i_row, ") = ", b[i_row]);
}
#endif
// Sovle system by LU factorization.
void *symbolic;
// If the numeric pointer is void then we need to perform the
// factorization.
if(numeric == null_void) {
umfpack_di_symbolic(num_rows, num_rows,
ap, ai, ax,
&symbolic, null_double, null_double);
umfpack_di_numeric(ap, ai, ax,
symbolic, &numeric, null_double, null_double);
umfpack_di_free_symbolic(&symbolic);
}
umfpack_di_solve(UMFPACK_A, ap, ai, ax, x, b,
numeric, null_double, null_double);
#ifdef DEBUG
// Calculate determinant for diagnostics.
double *det = new double[2];
umfpack_di_get_determinant(det, null_double, numeric, null_double);
ELOG("Determinant of second moment = ", det[0]);
delete[] det;
#endif
// Do not free the numeric pointer because this function does not own it.
// Store the solution in the output argument.
for(unsigned long i = 0; i < num_rows; ++i)
out_solution(i) = x[i];
// Free memory.
delete[] ap;
delete[] ai;
delete[] ax;
delete[] x;
delete[] b;
}
/*! \fn solve linear system with UmfPack method
*
* \param [in] [data]
* [sysNumber] index of the corresponding linear system
*
*
* author: kbalzereit, wbraun
*/
int
solveUmfPack(DATA *data, int sysNumber)
{
LINEAR_SYSTEM_DATA* systemData = &(data->simulationInfo.linearSystemData[sysNumber]);
DATA_UMFPACK* solverData = (DATA_UMFPACK*)systemData->solverData;
int i, j, status = UMFPACK_OK, success = 0, ni=0, n = systemData->size, eqSystemNumber = systemData->equationIndex, indexes[2] = {1,eqSystemNumber};
infoStreamPrintWithEquationIndexes(LOG_LS, 0, indexes, "Start solving Linear System %d (size %d) at time %g with UMFPACK Solver",
eqSystemNumber, (int) systemData->size,
data->localData[0]->timeValue);
rt_ext_tp_tick(&(solverData->timeClock));
if (0 == systemData->method)
{
/* set A matrix */
solverData->Ap[0] = 0;
systemData->setA(data, systemData);
solverData->Ap[solverData->n_row] = solverData->nnz;
if (ACTIVE_STREAM(LOG_LS_V))
{
infoStreamPrint(LOG_LS_V, 1, "Matrix A");
printMatrixCSR(solverData->Ap, solverData->Ai, solverData->Ax, n);
messageClose(LOG_LS_V);
}
/* set b vector */
systemData->setb(data, systemData);
} else {
solverData->Ap[0] = 0;
/* calculate jacobian -> matrix A*/
if(systemData->jacobianIndex != -1) {
getAnalyticalJacobianUmfPack(data, sysNumber);
} else {
assertStreamPrint(data->threadData, 1, "jacobian function pointer is invalid" );
}
solverData->Ap[solverData->n_row] = solverData->nnz;
/* calculate vector b (rhs) */
memcpy(solverData->work, systemData->x, sizeof(double)*solverData->n_row);
wrapper_fvec_umfpack(solverData->work, systemData->b, data, sysNumber);
}
infoStreamPrint(LOG_LS, 0, "### %f time to set Matrix A and vector b.", rt_ext_tp_tock(&(solverData->timeClock)));
if (ACTIVE_STREAM(LOG_LS_V))
{
if (ACTIVE_STREAM(LOG_LS_V))
{
infoStreamPrint(LOG_LS_V, 1, "Old solution x:");
for(i = 0; i < solverData->n_row; ++i)
infoStreamPrint(LOG_LS_V, 0, "[%d] %s = %g", i+1, modelInfoGetEquation(&data->modelData.modelDataXml,eqSystemNumber).vars[i], systemData->x[i]);
messageClose(LOG_LS_V);
}
infoStreamPrint(LOG_LS_V, 1, "Matrix A n_rows = %d", solverData->n_row);
for (i=0; i<solverData->n_row; i++) {
infoStreamPrint(LOG_LS_V, 0, "%d. Ap => %d -> %d", i, solverData->Ap[i], solverData->Ap[i+1]);
for (j=solverData->Ap[i]; j<solverData->Ap[i+1]; j++) {
infoStreamPrint(LOG_LS_V, 0, "A[%d,%d] = %f", i, solverData->Ai[j], solverData->Ax[j]);
}
}
messageClose(LOG_LS_V);
for (i=0; i<solverData->n_row; i++)
infoStreamPrint(LOG_LS_V, 0, "b[%d] = %e", i, systemData->b[i]);
}
rt_ext_tp_tick(&(solverData->timeClock));
/* symbolic pre-ordering of A to reduce fill-in of L and U */
if (0 == solverData->numberSolving)
{
status = umfpack_di_symbolic(solverData->n_col, solverData->n_row, solverData->Ap, solverData->Ai, solverData->Ax, &(solverData->symbolic), solverData->control, solverData->info);
}
/* compute the LU factorization of A */
if (0 == status) {
status = umfpack_di_numeric(solverData->Ap, solverData->Ai, solverData->Ax, solverData->symbolic, &(solverData->numeric), solverData->control, solverData->info);
}
if (0 == status) {
if (1 == systemData->method) {
status = umfpack_di_solve(UMFPACK_A, solverData->Ap, solverData->Ai, solverData->Ax, systemData->x, systemData->b, solverData->numeric, solverData->control, solverData->info);
} else {
status = umfpack_di_solve(UMFPACK_Aat, solverData->Ap, solverData->Ai, solverData->Ax, systemData->x, systemData->b, solverData->numeric, solverData->control, solverData->info);
}
}
if (status == UMFPACK_OK) {
success = 1;
}
else if (status == UMFPACK_WARNING_singular_matrix)
{
if (!solveSingularSystem(systemData))
{
success = 1;
}
}
infoStreamPrint(LOG_LS, 0, "Solve System: %f", rt_ext_tp_tock(&(solverData->timeClock)));
/* print solution */
if (1 == success) {
if (1 == systemData->method) {
/* take the solution */
for(i = 0; i < solverData->n_row; ++i)
systemData->x[i] += solverData->work[i];
/* update inner equations */
wrapper_fvec_umfpack(systemData->x, solverData->work, data, sysNumber);
} else {
/* the solution is automatically in x */
}
if (ACTIVE_STREAM(LOG_LS_V))
{
infoStreamPrint(LOG_LS_V, 1, "Solution x:");
infoStreamPrint(LOG_LS_V, 0, "System %d numVars %d.", eqSystemNumber, modelInfoGetEquation(&data->modelData.modelDataXml,eqSystemNumber).numVar);
for(i = 0; i < systemData->size; ++i)
infoStreamPrint(LOG_LS_V, 0, "[%d] %s = %g", i+1, modelInfoGetEquation(&data->modelData.modelDataXml,eqSystemNumber).vars[i], systemData->x[i]);
messageClose(LOG_LS_V);
}
}
else
{
warningStreamPrint(LOG_STDOUT, 0,
"Failed to solve linear system of equations (no. %d) at time %f, system status %d.",
(int)systemData->equationIndex, data->localData[0]->timeValue, status);
}
solverData->numberSolving += 1;
return success;
}
dbl_vector solve_linear_system(dbl_matrix lhs, dbl_vector rhs)
{
// Assume lhs is square.
unsigned long num_rows = lhs.size1();
// Convert lhs matrix into the format used in UMFPACK.
int* ap;
int* ai;
double* ax;
double* x;
double* b;
ap = new int[num_rows + 1];
ELOG("ap memory allocated...");
ai = new int[num_rows * num_rows];
ELOG("ai memory allocated...");
ax = new double[num_rows * num_rows];
ELOG("ax memory allocated...");
x = new double[num_rows];
ELOG("x memory allocated...");
b = new double[num_rows];
ELOG("b memory allocated...");
ap[0] = 0;
for(unsigned long i_col = 1;
i_col < num_rows + 1; ++i_col) {
ap[i_col] = num_rows * i_col;
ELOG("ap[", i_col, "] = ", ap[i_col]);
for(unsigned long i_row = 0;
i_row < num_rows; ++i_row) {
ai[ap[i_col-1] + i_row] = i_row;
ax[ap[i_col-1] + i_row] =
lhs(i_row, i_col - 1);
}
}
ELOG("Define right hand side...");
// Set right hand side equal to portfolio.
for(unsigned long i = 0; i < num_rows; ++i)
b[i] = rhs(i);
ELOG("Rhs to solve = ", rhs);
#ifdef DEBUG
for(unsigned long i = 0; i < num_rows + 1; ++i)
ELOG("ap[", i, "] = ", ap[i]);
for(unsigned long i_row = 0;
i_row < num_rows; ++i_row) {
for(unsigned long i_col = 0;
i_col < num_rows; ++i_col) {
ELOG("A(", i_row, ",", i_col, ") = ", ax[ap[i_col] + i_row]);
}
ELOG("b(", i_row, ") = ", b[i_row]);
}
#endif
// Multiply inverted matrix and the transformed first_moment via lu
// factorization and substitution.
void *symbolic, *numeric;
umfpack_di_symbolic(num_rows, num_rows,
ap, ai, ax,
&symbolic, null_double, null_double);
umfpack_di_numeric(ap, ai, ax,
symbolic, &numeric, null_double, null_double);
umfpack_di_free_symbolic(&symbolic);
umfpack_di_solve(UMFPACK_A, ap, ai, ax, x, b,
numeric, null_double, null_double);
#ifdef DEBUG
// Calculate determinant for diagnostics.
double *det = new double[2];
umfpack_di_get_determinant(det, null_double, numeric, null_double);
ELOG("Determinant of second moment = ", det[0]);
delete[] det;
#endif
umfpack_di_free_numeric(&numeric);
// Store solution in rhs.
for(unsigned long i = 0; i < num_rows; ++i)
rhs(i) = x[i];
// Free memory.
delete[] ap;
delete[] ai;
delete[] ax;
delete[] x;
delete[] b;
return rhs;
}