int main (void)
{
cs_dl *T, *A, *Eye, *AT, *C, *D ;
UF_long i, m ;
T = cs_dl_load (stdin) ; /* load triplet matrix T from stdin */
printf ("T:\n") ; cs_dl_print (T, 0) ; /* print T */
A = cs_dl_compress (T) ; /* A = compressed-column form of T */
printf ("A:\n") ; cs_dl_print (A, 0) ; /* print A */
cs_dl_spfree (T) ; /* clear T */
AT = cs_dl_transpose (A, 1) ; /* AT = A' */
printf ("AT:\n") ; cs_dl_print (AT, 0) ; /* print AT */
m = A ? A->m : 0 ; /* m = # of rows of A */
T = cs_dl_spalloc (m, m, m, 1, 1) ; /* create triplet identity matrix */
for (i = 0 ; i < m ; i++) cs_dl_entry (T, i, i, 1) ;
Eye = cs_dl_compress (T) ; /* Eye = speye (m) */
cs_dl_spfree (T) ;
C = cs_dl_multiply (A, AT) ; /* C = A*A' */
D = cs_dl_add (C, Eye, 1, cs_dl_norm (C)) ; /* D = C + Eye*norm (C,1) */
printf ("D:\n") ; cs_dl_print (D, 0) ; /* print D */
cs_dl_spfree (A) ; /* clear A AT C D Eye */
cs_dl_spfree (AT) ;
cs_dl_spfree (C) ;
cs_dl_spfree (D) ;
cs_dl_spfree (Eye) ;
return (0) ;
}
cs_dl *cs_dl_frand (CS_INT n, CS_INT nel, CS_INT s)
{
CS_INT ss = s*s, nz = nel*ss, e, i, j, *P ;
cs *A, *T = cs_dl_spalloc (n, n, nz, 1, 1) ;
if (!T) return (NULL) ;
P = cs_dl_malloc (s, sizeof (CS_INT)) ;
if (!P) return (cs_dl_spfree (T)) ;
for (e = 0 ; e < nel ; e++)
{
for (i = 0 ; i < s ; i++) P [i] = rand () % n ;
for (j = 0 ; j < s ; j++)
{
for (i = 0 ; i < s ; i++)
{
cs_dl_entry (T, P [i], P [j], rand () / (double) RAND_MAX) ;
}
}
}
for (i = 0 ; i < n ; i++) cs_dl_entry (T, i, i, 1) ;
A = cs_dl_compress (T) ;
cs_dl_spfree (T) ;
return (cs_dl_dupl (A) ? A : cs_dl_spfree (A)) ;
}
/* cs_updown: sparse Cholesky update/downdate (rank-1 or multiple rank) */
void mexFunction
(
int nargout,
mxArray *pargout [ ],
int nargin,
const mxArray *pargin [ ]
)
{
CS_INT ignore, j, k, n, lnz, *parent, sigma = 1, cp [2], ok ;
char sigma_string [20] ;
if (nargout > 1 || nargin < 3 || nargin > 4)
{
mexErrMsgTxt ("Usage: L = cs_updown(L,C,parent,sigma)") ;
}
if (nargin > 3 && mxIsChar (pargin [3]))
{
mxGetString (pargin [3], sigma_string, 8) ;
sigma = (sigma_string [0] == '-') ? (-1) : 1 ;
}
n = mxGetN (pargin [0]) ;
parent = cs_dl_mex_get_int (n, pargin [2], &ignore, 0) ; /* get parent*/
if (mxIsComplex (pargin [0]) || mxIsComplex (pargin [1]))
{
#ifndef NCOMPLEX
cs_cl Lmatrix, *Lin, Cmatrix, *C, *L, Cvector, *Cvec ;
/* get input L, and copy MATLAB complex to C complex type */
Lin = cs_cl_mex_get_sparse (&Lmatrix, 1, pargin [0]) ;
/* make a copy of L (this can take more work than updating L itself) */
lnz = Lin->p [n] ;
L = cs_cl_spalloc (n, n, lnz, 0, 0) ;
for (j = 0 ; j <= n ; j++) L->p [j] = Lin->p [j] ;
for (k = 0 ; k < lnz ; k++) L->i [k] = Lin->i [k] ;
/* complex values already copied into Lin->x, use shallow copy for L */
L->x = Lin->x ;
cs_mex_check (0, n, -1, 0, 1, 1, pargin [1]) ; /* get C */
C = cs_cl_mex_get_sparse (&Cmatrix, 0, pargin [1]) ;
/* do the update one column at a time */
Cvec = &Cvector ;
Cvec->m = n ;
Cvec->n = 1 ;
Cvec->p = cp ;
Cvec->nz = -1 ;
cp [0] = 0 ;
for (k = 0 ; k < C->n ; k++)
{
/* extract C(:,k) */
cp [1] = C->p [k+1] - C->p [k] ;
Cvec->nzmax = cp [1] ;
Cvec->i = C->i + C->p [k] ;
Cvec->x = C->x + C->p [k] ;
/* update/downdate */
ok = cs_cl_updown (L, sigma, Cvec, parent) ;
if (!ok) mexErrMsgTxt ("matrix is not positive definite") ;
}
/* return new L */
pargout [0] = cs_cl_mex_put_sparse (&L) ;
cs_free (C->x) ; /* free complex copy of C */
#else
mexErrMsgTxt ("complex matrices not supported") ;
#endif
}
else
{
cs_dl Lmatrix, *Lin, Cmatrix, *C, *L, Cvector, *Cvec ;
/* get input L */
Lin = cs_dl_mex_get_sparse (&Lmatrix, 1, 1, pargin [0]) ;
/* make a copy of L (this can take more work than updating L itself) */
lnz = Lin->p [n] ;
L = cs_dl_spalloc (n, n, lnz, 1, 0) ;
for (j = 0 ; j <= n ; j++) L->p [j] = Lin->p [j] ;
for (k = 0 ; k < lnz ; k++) L->i [k] = Lin->i [k] ;
for (k = 0 ; k < lnz ; k++) L->x [k] = Lin->x [k] ;
cs_mex_check (0, n, -1, 0, 1, 1, pargin [1]) ; /* get C */
C = cs_dl_mex_get_sparse (&Cmatrix, 0, 1, pargin [1]) ;
/* do the update one column at a time */
Cvec = &Cvector ;
Cvec->m = n ;
Cvec->n = 1 ;
Cvec->p = cp ;
Cvec->nz = -1 ;
cp [0] = 0 ;
for (k = 0 ; k < C->n ; k++)
{
/* extract C(:,k) */
cp [1] = C->p [k+1] - C->p [k] ;
Cvec->nzmax = cp [1] ;
Cvec->i = C->i + C->p [k] ;
Cvec->x = C->x + C->p [k] ;
/* update/downdate */
ok = cs_dl_updown (L, sigma, Cvec, parent) ;
if (!ok) mexErrMsgTxt ("matrix is not positive definite") ;
}
/* return new L */
pargout [0] = cs_dl_mex_put_sparse (&L) ;
}
}
